Carrington Mortgage Loan Trust, Series 2007-RFC1 FWP Free writing prospectus

Filed Pursuant to Rule 433

Registration No. 333-134218

Carrington Mortgage Loan Trust, Series 2007-RFC1

Asset-Backed Pass-Through Certificates

Stanwich Asset Acceptance Company, L.L.C.

Depositor

Carrington Securities, LP

Sponsor

Residential Funding Company, LLC

Seller andServicer

Homecomings Financial Network, Inc.

Subservicer

Wells Fargo Bank, N.A.

Trustee

Citigroup Global Markets Inc.

Lead Manager

Barclays Capital Inc.

Co-Manager

Residential Funding Securities, LLC

Co-Manager

STATEMENT REGARDING THIS FREE WRITING PROSPECTUS

The information in this free writing prospectus, if conveyed prior to the time of your contractual commitment to purchase any of the Offered Certificates described herein, supersedes any information contained in any prior similar materials relating to the Offered Certificates. The information in this free writing prospectus is preliminary, and is subject to completion or change by information contained in a preliminary prospectus relating to the Offered Certificates. This free writing prospectus is not required to contain all information that is required to be included in the base prospectus and the prospectus supplement. This free writing prospectus is being delivered to you solely to provide you with information about the offering of the Offered Certificates referred to in this free writing prospectus and to solicit an offer to purchase the Offered Certificates, when, as and if issued. Any such offer to purchase made by you will not be accepted and will not constitute a contractual commitment by you to purchase any of the Offered Certificates, until we have conveyed to you a preliminary prospectus relating to the Offered Certificates and we have accepted your offer to purchase Offered Certificates. This free writing prospectus is not an offer to sell or a solicitation of an offer to buy these securities in any state where such offer, solicitation or sale is not permitted.

IMPORTANT NOTICE REGARDING THE CONDITIONS

FOR THIS OFFERING OF ASSET-BACKED SECURITIES

The Offered Certificates referred to in these materials are being offered when, as and if issued. The depositor is not obligated to issue such Offered Certificates or any similar security and the underwriter’s obligation to deliver such Offered Certificates is subject to the terms and conditions of the underwriting agreement with the depositor and the availability of such Offered Certificates when, as and if issued by the issuing entity. You are advised that the terms of the Offered Certificates, and the characteristics of the mortgage loan pool backing them, may change (due, among other things, to the possibility that mortgage loans that comprise the pool may become delinquent or defaulted or may be removed or replaced and that similar or different mortgage loans may be added to the pool, and that one or more classes of Offered Certificates may be split, combined or eliminated), at any time prior to issuance or availability of a final prospectus. You are advised that Offered Certificates may not be issued that have the characteristics described in these materials. The underwriter’s obligation to sell such Offered Certificates to you is conditioned on the mortgage loans and Offered Certificates having the characteristics described in these materials. If for any reason the issuing entity does not deliver such Offered Certificates, the underwriter will notify you, and neither the issuer nor any underwriter will have any obligation to you to deliver all or any portion of the Offered Certificates which you have committed to purchase, and none of the issuing entity nor any underwriter will be liable for any costs or damages whatsoever arising from or related to such non-delivery.

Filed Pursuant to Rule 433

Registration No. 333-134218

THE DEPOSITOR HAS FILED A REGISTRATION STATEMENT (INCLUDING A PROSPECTUS) WITH THE SECURITIES AND EXCHANGE COMMISSION (THE SEC) FOR THE OFFERING TO WHICH THIS COMMUNICATION RELATES. BEFORE YOU INVEST, YOU SHOULD READ THE PROSPECTUS IN THAT REGISTRATION STATEMENT AND OTHER DOCUMENTS THE DEPOSITOR HAS FILED WITH THE SEC FOR MORE COMPLETE INFORMATION ABOUT THE DEPOSITOR AND THE OFFERING. YOU MAY GET THESE DOCUMENTS AT NO CHARGE BY VISITING EDGAR ON THE SEC WEB SITE AT WWW.SEC.GOV. ALTERNATIVELY, THE DEPOSITOR, ANY UNDERWRITER OR ANY DEALER PARTICIPATING IN THE OFFERING WILL ARRANGE TO SEND YOU THE PROSPECTUS AT NO CHARGE IF YOU REQUEST IT BY CALLING TOLL-FREE 1-800-248-3580.

      LoanID   Property        Occupancy        Purpose               MortgageType       LienPosition    Documentation         BorrowerQuality             DTI       Rate         AppraisalType           OriginalAppraisalAmount       LTV        JrLTV          CombinedLTV         OriginalAmount          CurrentAmount        JrBalance        SrBalance        OriginalTerm           RemainingTerm          AmorTerm       ZIP   State             GrossMargin       Lcap       Lfloor       Icap        PCAP       FICO         OriginationDate        IOTerm    FirstTimeHomeBuyer                  PrepayPenaltyTerm   PrepayPenaltyType
           1   S               P                C                               73                  1    C4                    A4AL                         43      9.500                     1                         160000.00     90.00         0.00                90.00              144000.00              143566.51             0.00             0.00                 360                     354               360     30188   GA                      6.400     15.500        6.400      1.500       1.000        604                6/5/2006             0    N                                                  12   H
           2   S               P                P                               10                  1    C4                    A5AL                         39      9.325                     1                          93400.00     80.00        20.00               100.00               74720.00               74453.24         18680.00             0.00                 360                     354               360     78557   TX                      0.000      0.000        0.000      0.000       0.000        629                6/2/2006             0    Y                                                  36   H
           3   C               P                C                               73                  1                      1   A4AL                         50      8.750                     1                         200000.00     95.00         0.00                95.00              190000.00              189332.05             0.00             0.00                 360                     354               360     33311   FL                      5.350     14.750        5.350      1.500       1.000        591               6/13/2006             0    N                                                  24   H
           4   S               P                C                               74                  1                      1   A4AL                         44      8.625                     1                          81000.00     80.00         0.00                80.00               64800.00               64526.35             0.00             0.00                 360                     353               360     49660   MI                      7.625     15.625        8.625      1.500       1.000        530               5/19/2006             0    N                                                  36   H
           5   S               S                P                               73                  1                      1   A5AL                         45      8.825                     1                          88000.00     95.00         0.00                95.00               83600.00               83310.56             0.00             0.00                 360                     354               360     44710   OH                      5.825     14.825        8.825      1.500       1.000        665               6/22/2006             0    Y                                                  24   H
           6   C               S                P                               73                  1                      1   A5AL                         41      8.750                     1                         118900.00    100.00         0.00               100.00              118900.00              118481.98             0.00             0.00                 360                     354               360     80126   CO                      6.750     14.750        8.750      1.500       1.000        666               6/30/2006             0    Y                                                  24   H
           7   S               P                C                               73                  1                      1   A4AL                         30     10.250                     1                          78000.00     90.00         0.00                90.00               70200.00               70007.14             0.00             0.00                 360                     355               360     24740   WV                      6.650     16.250        6.650      1.500       1.000        560               7/17/2006             0    N                                                   0
           8   S               P                C                               73                  1                      1   AMAL                         41     10.345                     1                         231600.00     90.00         0.00                90.00              208440.00              207968.28             0.00             0.00                 360                     355               360     70538   LA                      6.726     16.345       10.345      1.500       1.000        558                7/7/2006             0    N                                                  24   H
           9   S               I                R                               10                  1                      1   A4SR                          0      9.925                     1                         113000.00     75.00         0.00                75.00               84750.00               84556.34             0.00             0.00                 360                     355               360     36618   AL                      0.000      0.000        0.000      0.000       0.000        597               7/26/2006             0    N                                                   0
          10   S               P                R                               10                  1                      1   A4SR                          0      7.500                     1                         190000.00     53.95         0.00                53.95              102500.00              102016.09             0.00             0.00                 360                     355               360     33147   FL                      0.000      0.000        0.000      0.000       0.000        629               7/26/2006             0    N                                                   0
          11   S               P                R                               73                  1                      1   A4SR                          0      8.875                     1                         159000.00     93.02         0.00                93.02              147900.00              147479.23             0.00             0.00                 360                     355               360     49783   MI                      5.275     14.875        5.275      1.500       1.000        637               7/26/2006             0    N                                                   0
          12   S               P                C                               73                  1                      1   A4AL                         40      8.400                     1                         150000.00     95.00         0.00                95.00              142500.00              141870.05             0.00             0.00                 360                     353               360     33901   FL                      5.400     14.400        8.400      1.500       1.000        645               5/24/2006             0    N                                                  24   H
          13   S               P                C                               73                  1                      1   A4AL                         42      9.450                     1                         270000.00     94.07         0.00                94.07              254000.00              253709.70             0.00             0.00                 360                     354               480     22407   VA                      6.200     15.450        9.450      1.500       1.000        577               6/29/2006             0    N                                                  24   H
          14   S               P                P                               73                  1    C4                    A5AL                         28      9.750                     1                         109300.00     79.96        19.99                99.95               87400.00               87192.73         21850.00             0.00                 360                     355               360     45246   OH                      6.500     15.750        9.750      1.500       1.000        611               7/21/2006             0    Y                                                  24   H
          15   P               P                P                                7                  1                      1   A5AL                         49      8.625                     1                         270000.00     80.00         0.00                80.00              216000.00              215577.08             0.00             0.00                 360                     352               480     33015   FL                      0.000      0.000        0.000      0.000       0.000        565               4/19/2006             0    Y                                                  36   H
          16   S               P                P                               10                  1    C4                    A4AL                         49      8.875                     1                         321000.00     86.23         0.00                86.23              276800.00              275851.51             0.00             0.00                 360                     354               360     45440   OH                      0.000      0.000        0.000      0.000       0.000        664               6/30/2006             0    N                                                  36   H
          17   S               P                C                               73                  1    C4                    AXAL                         23      7.875                     1                         275000.00     67.45         0.00                67.45              185500.00              185049.04             0.00             0.00                 360                     352               480     55407   MN                      4.875     13.875        4.875      1.500       1.000        613               4/14/2006             0    N                                                  24   H
          18   S               P                C                               73                  1    C4                    A5AL                         28      8.990                     1                         150000.00     95.00         0.00                95.00              142500.00              142102.34             0.00             0.00                 360                     355               360     46040   IN                      7.250     14.990        7.250      1.500       1.000        627               7/19/2006             0    Y                                                  24   H
          19   S               P                P                               73                  1                      1   A5AL                         36      9.250                     1                          99900.00     94.99         0.00                94.99               94900.00               94649.61             0.00             0.00                 360                     355               360     40475   KY                      7.250     15.250        7.250      1.500       1.000        564                7/6/2006             0    Y                                                  24   H
          20   S               P                P                               73                  1    C4                    A5AL                         47      9.650                     1                         165000.00     94.55         0.00                94.55              156000.00              155622.27             0.00             0.00                 360                     355               360     53080   WI                      7.250     15.650        7.250      1.500       1.000        608               7/24/2006             0    Y                                                  24   H
          21   S               P                C                               73                  1    C4                    A5AL                         49      8.740                     1                         178000.00     95.00         0.00                95.00              169100.00              168504.26             0.00             0.00                 360                     354               360     47403   IN                      7.740     14.740        8.740      1.500       1.000        562               7/10/2006             0    Y                                                  24   H
          22   C               S                P                               74                  1                      1   A4AL                         33      8.340                     1                         302500.00     95.00         0.00                95.00              287375.00              286919.72             0.00             0.00                 360                     354               480     21144   MD                      7.340     14.340        8.340      1.500       1.000        665               7/19/2006             0    N                                                  36   H
          23   S               P                C                               73                  1                      1   AXAL                         32      8.640                     1                         123000.00     95.00         0.00                95.00              116850.00              116067.99             0.00             0.00                 360                     352               360     49064   MI                      7.640     14.640        8.640      1.500       1.000        615               4/24/2006             0    N                                                  24   H
          24   S               P                P                               73                  1                      1   A5AL                         42      8.290                     1                         102000.00     80.00        20.00               100.00               81600.00               81231.14         20400.00             0.00                 360                     353               360     30655   GA                      7.290     14.290        8.290      1.500       1.000        589               5/10/2006             0    Y                                                  24   H
          25   S               P                C                               73                  1                      1   AMAL                         49      8.890                     1                         175000.00     80.00         0.00                80.00              140000.00              139439.97             0.00             0.00                 360                     353               360     43569   OH                      7.890     14.890        8.890      1.500       1.000        538                6/8/2006             0    N                                                  24   H
          26   S               P                C                               10                  1                      1   A4AL                         25      7.990                     1                         150000.00     80.00         0.00                80.00              120000.00              118895.07             0.00             0.00                 360                     353               360     43440   OH                      0.000      0.000        0.000      0.000       0.000        546                6/5/2006             0    N                                                  36   H
          27   S               P                C                               73                  1    C3                    A4AL                         30      8.990                     1                          91000.00     90.00         0.00                90.00               81900.00               81579.02             0.00             0.00                 360                     353               360     47250   IN                      7.900     14.990        8.990      1.500       1.000        573               6/13/2006             0    N                                                  24   H
          28   C               P                C                               73                  1    C4                    A4AL                         30      8.890                     1                         375000.00     85.00         0.00                85.00              318750.00              317474.95             0.00             0.00                 360                     353               360     32118   FL                      7.890     14.890        8.890      1.500       1.000        587               6/15/2006             0    N                                                  24   H
          29   S               P                C                               73                  1                      1   AMAL                         50     10.470                     1                         119000.00     90.00         0.00                90.00              107100.00              106823.73             0.00             0.00                 360                     354               360     54484   WI                      8.000     16.470       10.470      1.500       1.000        561                6/8/2006             0    N                                                  24   H
          30   S               P                C                               10                  1                      1   A4AL                         32      8.890                     1                         116000.00     80.00         0.00                80.00               92800.00               92482.97             0.00             0.00                 360                     354               360     48206   MI                      0.000      0.000        0.000      0.000       0.000        596               6/13/2006             0    N                                                   0
          31   S               P                C                               73                  1                      1   AXAL                         35     10.875                     1                          95000.00     90.00         0.00                90.00               85500.00               85371.54             0.00             0.00                 360                     356               360     47670   IN                      7.275     16.875        7.275      1.500       1.000        548                8/1/2006             0    N                                                  12   H
          32   S               P                C                               73                  1    C4                    A4AL                         43      9.575                     1                          78000.00     85.00         0.00                85.00               66300.00               66136.90             0.00             0.00                 360                     355               360     49001   MI                      6.986     15.575        9.575      1.500       1.000        584               7/19/2006             0    N                                                  24   H
          33   S               P                P                               73                  1    C4                    A5AL                         46      9.250                     1                         114000.00    100.00         0.00               100.00              114000.00              113881.34             0.00             0.00                 360                     358               360     47330   IN                      5.850     15.250        9.250      1.500       1.000        687              10/12/2006             0    Y                                                  24   H
          34   S               P                R                               74                  1    C4                    A4AL                         37      9.325                     1                         105000.00     80.00        20.00               100.00               84000.00               84000.00         21000.00             0.00                 360                     352               360     46229   IN                      7.185     15.325        9.325      1.500       1.000        633                5/1/2006            60    N                                                  36   H
          35   C               P                P                               73                  1                      1   A5AL                         36      6.900                     1                         131000.00     80.00        20.00               100.00              104800.00              104800.00         26200.00             0.00                 360                     355               360     98204   WA                      4.311     12.900        6.900      1.500       1.000        668               7/26/2006            60    Y                                                  24   H
          36   P               P                P                               73                  1    C4                    A5AL                         21      8.150                     1                         136630.00     80.00        20.00               100.00              109304.00              108869.89         27326.00             0.00                 360                     354               360     77378   TX                      5.820     14.150        5.820      1.500       1.000        678               6/30/2006             0    Y                                                  12   H
          37   P               P                C                               73                  1                      1   A4AL                         45      8.750                     1                         220000.00     80.00         0.00                80.00              176000.00              175486.28             0.00             0.00                 360                     355               360     84041   UT                      6.161     14.750        8.750      1.500       1.000        511               7/12/2006             0    N                                                  24   H
          38   C               P                P                               73                  1    C4                    A4AL                         46      8.550                     1                         408000.00     80.00        20.00               100.00              326400.00              326400.00         81600.00             0.00                 360                     355               360     94560   CA                      5.961     14.550        8.550      1.500       1.000        618               7/14/2006            60    N                                                  12   H
          39   P               P                P                               73                  1    C4                    A4AL                         43      8.740                     1                         500000.00     80.00        20.00               100.00              400000.00              400000.00        100000.00             0.00                 360                     355               360     78209   TX                      6.161     14.740        8.740      1.500       1.000        651               7/27/2006            60    N                                                  12   H
          40   S               P                P                               73                  1    C1                    A5AL                         22     10.375                     1                          70000.00     90.00         0.00                90.00               63000.00               62895.77             0.00             0.00                 360                     356               360     43014   OH                      6.875     16.375        6.875      1.500       1.000        542                8/2/2006             0    Y                                                   0
          41   S               P                P                               73                  1                      1   A4AL                         36      7.750                     1                         111500.00     64.93         0.00                64.93               72400.00               72141.19             0.00             0.00                 360                     355               360     43162   OH                      4.150     13.750        4.150      1.500       1.000        597               7/25/2006             0    N                                                  24   H
          42   S               P                C                               74                  1    C4                    A4AL                         49      9.000                     1                         270000.00     92.59         0.00                92.59              250000.00              249447.58             0.00             0.00                 360                     356               360     33177   FL                      5.400     15.000        5.400      1.500       1.000        646                8/2/2006             0    N                                                   0
          43   P               P                P                               10                  1                      1   A5AL                         39      8.590                     1                          69000.00     80.00        20.00               100.00               55200.00               54999.46         13800.00             0.00                 360                     354               360     77301   TX                      0.000      0.000        0.000      0.000       0.000        644               6/28/2006             0    Y                                                  36   H
          44   P               P                C                               73                  1                      1   AXAL                         50      9.240                     1                         210000.00     90.00         0.00                90.00              189000.00              188770.07             0.00             0.00                 360                     354               480     33637   FL                      7.800     15.240        9.240      1.500       1.000        574               7/19/2006             0    N                                                  24   H
          45   S               P                C                               10                  1                      1   AXAL                         18     10.290                     1                         105000.00     90.00         0.00                90.00               94500.00               94300.14             0.00             0.00                 360                     355               360     49022   MI                      0.000      0.000        0.000      0.000       0.000        562               7/14/2006             0    N                                                  36   H
          46   S               P                C                               73                  1    C4                    A4AL                         30      8.940                     1                         260000.00     90.00         0.00                90.00              234000.00              233343.14             0.00             0.00                 360                     355               360     60162   IL                      5.940     14.940        8.940      1.500       1.000        612               7/21/2006             0    N                                                  24   H
          47   S               P                C                               10                  1                      1   A5AL                         37      9.040                     1                          80000.00     64.97         0.00                64.97               51979.00               51693.24             0.00             0.00                 360                     355               360     49665   MI                      0.000      0.000        0.000      0.000       0.000        572               7/18/2006             0    Y                                                  36   H
          48   S               I                P                               73                  1                      1   A4AL                         49     10.190                     1                          83000.00     90.00         0.00                90.00               74700.00               74538.63             0.00             0.00                 360                     355               360     48234   MI                      9.190     16.190       10.190      1.500       1.000        653               7/27/2006             0    N                                                  24   H
          49   S               P                C                               73                  1                      1   A4AL                         36      8.390                     1                         132000.00     82.58         0.00                82.58              109000.00              108726.95             0.00             0.00                 360                     356               360     64015   MO                      7.390     14.390        8.390      1.500       1.000        600               7/31/2006             0    N                                                  24   H
          50   S               P                C                               10                  1                      1   A4AL                         47      8.625                     1                         124000.00     94.92         0.00                94.92              117700.00              117347.52             0.00             0.00                 360                     355               360     48910   MI                      0.000      0.000        0.000      0.000       0.000        630               7/17/2006             0    N                                                  36   H
          51   T               P                C                               73                  1                      1   A4AL                         50      8.750                     1                         270000.00     94.81         0.00                94.81              256000.00              255252.76             0.00             0.00                 360                     355               360     60637   IL                      6.010     14.750        8.750      1.500       1.000        593               7/26/2006             0    N                                                   0
          52   S               P                C                               73                  1    C4                    A4AL                         45      9.625                     1                         123000.00     94.66         0.00                94.66              116430.00              116131.50             0.00             0.00                 360                     355               360     46324   IN                      8.000     16.625        8.000      1.500       1.000        622               7/19/2006             0    N                                                  24   H
          53   S               P                C                               73                  1                      1   AMAL                         44     10.750                     1                          64800.00     95.00         0.00                95.00               61560.00               61442.04             0.00             0.00                 360                     355               360     71655   AR                      7.131     16.750       10.750      1.500       1.000        577               7/26/2006             0    N                                                  24   H
          54   S               P                C                               73                  1                      1   A4AL                         37      8.125                     1                         234000.00     63.00         0.00                63.00              147420.00              147030.33             0.00             0.00                 360                     356               360     22737   VA                      4.506     14.125        8.125      1.500       1.000        521               7/31/2006             0    N                                                  24   H
          55   S               P                P                               73                  1    C4                    A5AL                         49      9.010                     1                         175000.00     75.00         0.00                75.00              131250.00              130704.12             0.00             0.00                 360                     354               360     35404   AL                      5.818     15.010        9.385      1.500       1.000        621               6/23/2006             0    Y                                                   0
          56   S               P                C                               10                  1                      1   A4SR                          0      9.250                     1                         117000.00     90.60         0.00                90.60              106000.00              105777.61             0.00             0.00                 360                     356               360     45424   OH                      0.000      0.000        0.000      0.000       0.000        656                8/9/2006             0    N                                                   0
          57   S               P                C                               74                  1    C1                    AMAL                         36      9.625                     1                         115000.00     90.00         0.00                90.00              103500.00              103290.00             0.00             0.00                 360                     356               360     48622   MI                      6.125     15.625        6.125      1.500       1.000        567                8/3/2006             0    N                                                  24   H
          58   P               P                R                               10                  1                      1   A4SR                          0      8.550                     1                          97500.00     74.87         0.00                74.87               73000.00               72823.02             0.00             0.00                 360                     356               360     23224   VA                      0.000      0.000        0.000      0.000       0.000        620                8/9/2006             0    N                                                   0
          59   S               I                P                               74                  1    C1                    A4AL                         44     10.890                     1                          77000.00     95.00         0.00                95.00               73150.00               73105.18             0.00             0.00                 360                     355               480     44125   OH                      8.000     16.890       10.890      1.500       1.000        673               7/28/2006             0    N                                                   0
          60   C               P                R                               74                  1                      1   AXAL                         32      8.390                     1                         128399.00     95.00         0.00                95.00              121979.00              121820.83             0.00             0.00                 360                     355               480     63303   MO                      7.390     14.390        8.390      1.500       1.000        653               7/26/2006             0    N                                                  36   H
          61   S               P                P                               10                  1                      1   A4AL                         50      8.640                     1                         116000.00     90.91         0.00                90.91              105450.00              105135.19             0.00             0.00                 360                     355               360     44054   OH                      0.000      0.000        0.000      0.000       0.000        641               7/14/2006             0    N                                                  36   H
          62   C               P                P                               73                  1                      1   A5AL                         17      7.240                     1                         206500.00     80.00        20.00               100.00              165200.00              164461.56         41300.00             0.00                 360                     355               360     33313   FL                      5.240     14.240        7.240      1.500       1.000        621               7/31/2006             0    Y                                                  24   H
          63   S               P                R                               74                  1    C4                    A4AL                         45     10.490                     1                         225000.00     90.00         0.00                90.00              202500.00              202089.67             0.00             0.00                 360                     355               360     48126   MI                      7.500     17.490       10.490      1.500       1.000        613               7/27/2006             0    N                                                  36   H
          64   S               P                C                               73                  1                      1   B AL                         43      8.790                     1                         250000.00     60.80         0.00                60.80              152000.00              151824.71             0.00             0.00                 360                     355               480     32810   FL                      6.790     15.790        8.790      1.500       1.000        504               7/19/2006             0    N                                                  24   H
          65   S               P                C                               73                  1    C4                    A4AL                         38     10.750                     1                         140000.00     95.00         0.00                95.00              133000.00              132797.01             0.00             0.00                 360                     356               360     24112   VA                      6.750     17.750       10.750      1.500       1.000        591               8/10/2006             0    N                                                  24   H
          66   S               P                C                               10                  1                      1   A4AL                         31      7.750                     1                         161000.00     62.11         0.00                62.11              100000.00               99684.59             0.00             0.00                 360                     356               360     49036   MI                      0.000      0.000        0.000      0.000       0.000        585                8/8/2006             0    N                                                  36   H
          67   S               P                R                               10                  1                      1   A4SR                          0      9.875                     1                          65000.00     82.69         0.00                82.69               53750.00               53651.10             0.00             0.00                 360                     356               360     29335   SC                      0.000      0.000        0.000      0.000       0.000        643               8/11/2006             0    N                                                   0
          68   S               P                R                               10                  1                      1   A4SR                          0      9.625                     1                          70000.00     78.71         0.00                78.71               55100.00               54975.22             0.00             0.00                 360                     356               360     48504   MI                      0.000      0.000        0.000      0.000       0.000        531               8/11/2006             0    N                                                   0
          69   S               P                R                               10                  1                      1   A4AL                         44      9.500                     1                         117000.00     74.00         0.00                74.00               86580.00               86101.65             0.00             0.00                 360                     356               360     78520   TX                      0.000      0.000        0.000      0.000       0.000        533                8/7/2006             0    N                                                   0
          70   S               P                R                               10                  1                      1   AXAL                         46      8.450                     1                          97900.00     83.53         0.00                83.53               81780.00               81577.67             0.00             0.00                 360                     356               360     78573   TX                      0.000      0.000        0.000      0.000       0.000        604                8/1/2006             0    N                                                  36   H
          71   S               P                C                               74                  1                      1   AMAL                         30      8.875                     1                         253000.00     71.15         0.00                71.15              180000.00              179559.57             0.00             0.00                 360                     356               360      3242   NH                      5.375     14.875        5.375      1.500       1.000        560               8/10/2006             0    N                                                  12   H
          72   S               I                R                               73                  1    C1                    AXSR                          0      8.375                     1                         136000.00     58.82         0.00                58.82               80000.00               79799.00             0.00             0.00                 360                     356               360     49738   MI                      4.650     14.375        4.650      1.500       1.000        632               8/11/2006             0    N                                                   0
          73   S               S                C                               73                  1    C4                    AXAL                         45     10.500                     1                         235000.00     90.00         0.00                90.00              211500.00              211383.66             0.00             0.00                 360                     356               480     54722   WI                      7.000     16.500        7.000      1.500       1.000        670               8/17/2006             0    N                                                  24   H
          74   S               P                C                               10                  1                      1   AXAL                         38      9.500                     1                          72500.00     75.86         0.00                75.86               55000.00               54890.50             0.00             0.00                 360                     356               360     38821   MS                      0.000      0.000        0.000      0.000       0.000        597               8/10/2006             0    N                                                  24   H
          75   S               P                C                               73                  1                      1   A5AL                         29     10.250                     1                          59000.00     84.92         0.00                84.92               50100.00               50014.87             0.00             0.00                 360                     356               360     46036   IN                      6.650     16.250        6.650      1.500       1.000        525                8/8/2006             0    Y                                                  24   H
          76   S               P                C                               74                  1                      1   A4AL                         50      9.125                     1                         165000.00     90.00         0.00                90.00              148500.00              148180.29             0.00             0.00                 360                     356               360      3570   NH                      5.525     15.125        5.525      1.500       1.000        554                8/9/2006             0    N                                                  36   H
          77   S               P                C                               73                  1    C4                    A4AL                         46      8.800                     1                         654000.00     76.45         0.00                76.45              500000.00              499048.84             0.00             0.00                 360                     352               480     96740   HI                      5.700     14.800        5.700      1.500       1.000        581               4/18/2006             0    N                                                  12   H
          78   S               P                C                               73                  1    C1                    A4AL                         42      8.500                     1                          96000.00     88.54         0.00                88.54               85000.00               84791.81             0.00             0.00                 360                     356               360     41701   KY                      4.900     14.500        4.900      1.500       1.000        585               7/29/2006             0    N                                                  24   H
          79   S               P                C                               73                  1                      1   B AL                         36      8.375                     1                         102000.00     64.71         0.00                64.71               66000.00               65810.13             0.00             0.00                 360                     356               360     72638   AR                      4.875     14.375        4.875      1.500       1.000        569                8/9/2006             0    N                                                   0
          80   S               P                P                               10                  2    C4                    A5AL                         38     13.275                     1                         142000.00    100.00         0.00               100.00               28400.00               28375.18             0.00        113600.00                 360                     356               360      1852   MA                      0.000      0.000        0.000      0.000       0.000        642               8/14/2006             0    Y                                                   0
          81   P               P                C                               10                  1                      1   A4AL                         49      8.400                     1                         235000.00     70.00         0.00                70.00              164500.00              164088.79             0.00             0.00                 360                     356               360     32835   FL                      0.000      0.000        0.000      0.000       0.000        577                8/4/2006             0    N                                                  36   H
          82   P               P                P                               73                  1                      1   A5AL                         49      8.650                     1                         132900.00     89.99         9.97                99.96              119600.00              119170.82         13250.00             0.00                 360                     354               360     30016   GA                      5.400     14.650        8.650      1.500       1.000        585               6/30/2006             0    Y                                                  24   H
          83   S               S                P                               73                  1    C4                    A5AL                         47     10.150                     1                         399000.00     90.00         0.00                90.00              359100.00              358317.62             0.00             0.00                 360                     355               360     34984   FL                      6.900     16.150       10.150      1.500       1.000        588               7/31/2006             0    Y                                                   0
          84   F               P                P                               73                  1    C4                    A5AL                         45      9.625                     1                         313000.00     80.00        20.00               100.00              250400.00              250174.60         62600.00             0.00                 360                     355               480      3301   NH                      6.375     15.625        9.625      1.500       1.000        624               7/28/2006             0    Y                                                  24   H
          85   S               P                C                               73                  1                      1   A4AL                         47      9.925                     1                         163000.00     80.00        20.00               100.00              130400.00              130101.99         32600.00             0.00                 360                     355               360     30034   GA                      6.675     15.925        9.925      1.500       1.000        588               7/24/2006             0    N                                                  36   H
          86   C               P                P                               10                  1    C4                    A5AL                         47     10.975                     1                         121900.00     79.98        20.02               100.00               97500.00               97321.97         24400.00             0.00                 360                     355               360     30324   GA                      0.000      0.000        0.000      0.000       0.000        602               7/31/2006             0    Y                                                  36   H
          87   S               P                P                               73                  1    C4                    A5AL                         44     11.000                     1                         120000.00     80.00        20.00               100.00               96000.00               95825.64         24000.00             0.00                 360                     355               360     48327   MI                      7.750     17.000       11.000      1.500       1.000        607               7/28/2006             0    Y                                                  24   H
          88   S               P                P                               73                  1                      1   A5AL                         43     10.425                     1                          54900.00     94.99         0.00                94.99               52150.00               52042.50             0.00             0.00                 360                     355               360     48706   MI                      7.175     16.425       10.425      1.500       1.000        588                8/3/2006             0    Y                                                  24   H
          89   S               P                R                               73                  1                      1   A4AL                         45      9.425                     1                         180000.00     90.00         0.00                90.00              162000.00              161876.62             0.00             0.00                 360                     356               480     23661   VA                      6.175     15.425        9.425      1.500       1.000        558               7/31/2006             0    N                                                  36   H
          90   S               P                C                               10                  1                      1   AMAL                         44      9.000                     1                         244000.00     54.10         0.00                54.10              132000.00              131708.34             0.00             0.00                 360                     356               360     33023   FL                      0.000      0.000        0.000      0.000       0.000        544               8/11/2006             0    N                                                  24   H
          91   P               P                C                               73                  1    C1                    A4AL                         48      9.625                     1                          75000.00     90.00         0.00                90.00               67500.00               67369.11             0.00             0.00                 360                     356               360     38109   TN                      6.120     15.625        6.120      1.500       1.000        549                8/9/2006             0    N                                                  24   H
          92   S               P                C                               10                  1    C1                    A5AL                         20      7.500                     1                         192000.00     66.67         0.00                66.67              128000.00              127616.47             0.00             0.00                 360                     356               360     32807   FL                      0.000      0.000        0.000      0.000       0.000        631               8/16/2006             0    Y                                                  24   H
          93   S               P                R                               10                  1                      1   A4SR                          0      9.000                     1                          75000.00     77.47         0.00                77.47               58100.00               57971.60             0.00             0.00                 360                     356               360     48203   MI                      0.000      0.000        0.000      0.000       0.000        628               8/18/2006             0    N                                                   0
          94   S               P                R                               74                  1                      1   A4SR                          0      8.750                     1                         105000.00     74.29         0.00                74.29               78000.00               77818.50             0.00             0.00                 360                     356               360     83355   ID                      5.150     14.750        5.150      1.500       1.000        546               8/18/2006             0    N                                                  36   H
          95   S               P                R                               10                  1                      1   A4SR                          0      9.625                     1                          90000.00     79.44         0.00                79.44               71500.00               71361.34             0.00             0.00                 360                     356               360     48235   MI                      0.000      0.000        0.000      0.000       0.000        592               8/18/2006             0    N                                                   0
          96   S               P                C                               10                  1    C1                    A4AL                         41      9.625                     1                         110000.00     85.00         0.00                85.00               93500.00               93318.67             0.00             0.00                 360                     356               360     19013   PA                      0.000      0.000        0.000      0.000       0.000        521               8/17/2006             0    N                                                  12   H
          97   S               P                C                               10                  1                      1   B AL                         45      9.375                     1                          94000.00     74.47         0.00                74.47               70000.00               69856.96             0.00             0.00                 360                     356               360     21229   MD                      0.000      0.000        0.000      0.000       0.000        658                8/3/2006             0    N                                                   0
          98   S               P                R                               10                  1                      1   AXSR                          0     10.125                     1                         120000.00     87.08         0.00                87.08              104500.00              104317.67             0.00             0.00                 360                     356               360     56201   MN                      0.000      0.000        0.000      0.000       0.000        583               8/21/2006             0    N                                                   0
          99   S               P                C                               10                  1                      1   AXAL                         23      8.500                     1                         240000.00     27.08         0.00                27.08               65000.00               63907.96             0.00             0.00                 180                     176               180      6070   CT                      0.000      0.000        0.000      0.000       0.000        544               8/17/2006             0    N                                                  24   H
         100   S               P                C                               10                  1    C4                    A4AL                         23      7.750                     1                         340000.00     75.00         0.00                75.00              255000.00              254273.09             0.00             0.00                 360                     356               360     93727   CA                      0.000      0.000        0.000      0.000       0.000        566               8/18/2006             0    N                                                  36   H
         101   S               P                R                               10                  1    C4                    A4SR                          0      8.750                     1                         100000.00     63.30         0.00                63.30               63300.00               63152.73             0.00             0.00                 360                     356               360     45385   OH                      0.000      0.000        0.000      0.000       0.000        587               8/23/2006             0    N                                                   0
         102   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         191000.00     70.42         0.00                70.42              134500.00              134162.08             0.00             0.00                 360                     356               360     77007   TX                      0.000      0.000        0.000      0.000       0.000        571               8/23/2006             0    N                                                  36   H
         103   S               P                C                               10                  1                      1   A4AL                         29      8.500                     1                          91550.00     60.08         0.00                60.08               55000.00               54385.40             0.00             0.00                 180                     176               180     74562   OK                      0.000      0.000        0.000      0.000       0.000        544               8/14/2006             0    N                                                  36   H
         104   S               P                C                               73                  1                      1   AMAL                         46      9.000                     1                          92000.00     64.13         0.00                64.13               59000.00               58869.62             0.00             0.00                 360                     356               360     38301   TN                      5.500     15.000        5.500      1.500       1.000        555               8/22/2006             0    N                                                  24   H
         105   S               P                C                               73                  1                      1   A4AL                         10      7.750                     1                         180500.00     55.40         0.00                55.40              100000.00               99714.95             0.00             0.00                 360                     356               360     32456   FL                      4.250     13.750        4.250      1.500       1.000        575               8/16/2006             0    N                                                  24   H
         106   S               P                C                               73                  1                      1   C AL                         32      9.500                     1                         403000.00     14.14         0.00                14.14               57000.00               56886.50             0.00             0.00                 360                     356               360     49116   MI                      6.000     15.500        6.000      1.500       1.000        570               8/16/2006             0    N                                                  12   H
         107   S               P                R                               10                  1    C4                    A4SR                          0      8.500                     1                         250000.00     75.00         0.00                75.00              187500.00              186311.04             0.00             0.00                 360                     356               360     44843   OH                      0.000      0.000        0.000      0.000       0.000        616               8/22/2006             0    N                                                   0
         108   P               P                R                               74                  1                      1   A4SR                          0      9.250                     1                         108800.00     84.74         0.00                84.74               92200.00               92006.57             0.00             0.00                 360                     356               360     77082   TX                      5.650     15.250        5.650      1.500       1.000        590               8/24/2006             0    N                                                   0
         109   S               P                R                               73                  1    C4                    A4AL                         38      7.940                     1                         307000.00     80.00        20.00               100.00              245600.00              245600.00         61400.00             0.00                 360                     353               360     85242   AZ                      6.940     13.940        7.940      1.500       1.000        644               5/19/2006            60    N                                                  24   H
         110   S               P                C                               10                  1    C4                    A4AL                         40     11.040                     1                         265000.00     80.00         0.00                80.00              212000.00              211539.88             0.00             0.00                 360                     354               360     77331   TX                      0.000      0.000        0.000      0.000       0.000        571               6/30/2006             0    N                                                   0
         111   S               P                C                               10                  1                      1   A5AL                         30      8.770                     1                          90000.00     72.22         0.00                72.22               65000.00               64594.79             0.00             0.00                 360                     353               360     45121   OH                      0.000      0.000        0.000      0.000       0.000        607               6/26/2006             0    Y                                                  36   H
         112   F               P                C                               73                  1                      1   A4AL                         44      9.850                     1                         156000.00     80.00        20.00               100.00              124800.00              124600.00         31200.00             0.00                 360                     356               360     53204   WI                      6.350     15.850        6.350      1.500       1.000        583               8/24/2006            60    N                                                  24   H
         113   S               P                C                               74                  1                      1   A4AL                         34      9.000                     1                          60000.00     85.00         0.00                85.00               51000.00               50887.30             0.00             0.00                 360                     356               360     68869   NE                      5.500     15.000        5.500      1.500       1.000        537               8/18/2006             0    N                                                  36   H
         114   S               P                C                               73                  1                      1   A4AL                         37      9.500                     1                         106000.00     84.91         0.00                84.91               90000.00               89820.81             0.00             0.00                 360                     356               360     18847   PA                      5.900     15.500        5.900      1.500       1.000        555               8/22/2006             0    N                                                  24   H
         115   S               P                C                               10                  1    C1                    A5AL                         36      9.250                     1                         125000.00     60.00         0.00                60.00               75000.00               74840.33             0.00             0.00                 360                     356               360     28311   NC                      0.000      0.000        0.000      0.000       0.000        508               8/24/2006             0    Y                                                   0
         116   P               P                C                               74                  1    C4                    A5AL                         47      8.125                     1                         233000.00     85.00         0.00                85.00              198050.00              197526.48             0.00             0.00                 360                     356               360     33549   FL                      4.625     14.125        4.625      1.500       1.000        597               8/24/2006             0    Y                                                  24   H
         117   S               P                R                               73                  1                      1   AXSR                          0      8.875                     1                         150000.00     56.27         0.00                56.27               84400.00               84208.65             0.00             0.00                 360                     356               360     16057   PA                      5.275     14.875        5.275      1.500       1.000        501               8/25/2006             0    N                                                   0
         118   S               P                R                               10                  1    C4                    A4SR                          0      8.125                     1                         145000.00     81.17         0.00                81.17              117700.00              117388.89             0.00             0.00                 360                     356               360     17821   PA                      0.000      0.000        0.000      0.000       0.000        692               8/25/2006             0    N                                                  36   H
         119   S               P                R                               10                  1                      1   AXSR                          0      9.450                     1                         125000.00     90.72         0.00                90.72              113400.00              113171.86             0.00             0.00                 360                     356               360     18840   PA                      0.000      0.000        0.000      0.000       0.000        581               8/25/2006             0    N                                                  36   H
         120   S               P                C                               73                  1                      1   A4AL                         28      8.875                     1                         145000.00     90.00         0.00                90.00              130500.00              130204.09             0.00             0.00                 360                     356               360     53215   WI                      5.375     14.875        5.375      1.500       1.000        622               8/31/2006             0    N                                                  24   H
         121   S               P                R                               73                  1                      1   A4SR                          0      9.250                     1                         165000.00     81.39         0.00                81.39              134300.00              134018.28             0.00             0.00                 360                     356               360     28791   NC                      5.650     15.250        5.650      1.500       1.000        542               8/26/2006             0    N                                                   0
         122   S               P                R                               10                  1                      1   A4SR                          0     10.500                     1                          91000.00     92.69         0.00                92.69               84350.00               84213.31             0.00             0.00                 360                     356               360     48001   MI                      0.000      0.000        0.000      0.000       0.000        585               8/26/2006             0    N                                                   0
         123   S               P                R                               10                  1                      1   A4SR                          0      8.875                     1                          98000.00     78.47         0.00                78.47               76900.00               76769.71             0.00             0.00                 360                     357               360     46324   IN                      0.000      0.000        0.000      0.000       0.000        616               8/28/2006             0    N                                                   0
         124   S               P                C                               10                  1    C4                    A4AL                         28      8.625                     1                         550000.00     74.55         0.00                74.55              410000.00              409021.26             0.00             0.00                 360                     356               360     49230   MI                      0.000      0.000        0.000      0.000       0.000        639               8/22/2006             0    N                                                   0
         125   S               P                C                               10                  1                      1   A4AL                         43      9.250                     1                         184700.00     94.96         0.00                94.96              175400.00              175032.05             0.00             0.00                 360                     356               360     38632   MS                      0.000      0.000        0.000      0.000       0.000        631               8/25/2006             0    N                                                  24   H
         126   S               P                C                               10                  1                      1   A5AL                         40      7.875                     1                         140000.00     71.43         0.00                71.43              100000.00               99722.00             0.00             0.00                 360                     356               360     89415   NV                      0.000      0.000        0.000      0.000       0.000        628               8/22/2006             0    Y                                                  24   H
         127   P               P                C                               10                  1                      1   A4AL                         49      8.875                     1                         204000.00     87.25         0.00                87.25              178000.00              177596.39             0.00             0.00                 360                     356               360     21078   MD                      0.000      0.000        0.000      0.000       0.000        545               8/23/2006             0    N                                                   0
         128   F               P                C                               74                  1                      1   AXAL                         34      8.500                     1                         235000.00     80.00         0.00                80.00              188000.00              187539.57             0.00             0.00                 360                     356               360      6095   CT                      5.000     14.500        5.000      1.500       1.000        530               8/11/2006             0    N                                                  36   H
         129   P               P                P                               73                  1                      1   AXAL                         41      9.900                     1                         230700.00     80.00         0.00                80.00              184550.00              184212.25             0.00             0.00                 360                     356               360     30253   GA                      6.750     15.900        9.900      1.500       1.000        509               8/17/2006             0    N                                                  12   H
         130   P               P                P                               73                  1                      1   A5AL                         45      8.525                     1                         198494.00     79.98        19.97                99.95              158750.00              158750.00         39650.00             0.00                 360                     356               360     27540   NC                      5.275     14.525        8.525      1.500       1.000        594               7/28/2006            60    Y                                                  24   H
         131   P               P                C                               74                  1                      1   AXAL                         45      9.550                     1                         189000.00     90.00         0.00                90.00              170100.00              169764.83             0.00             0.00                 360                     356               360     30106   GA                      6.300     15.550        9.550      1.500       1.000        578               8/21/2006             0    N                                                  36   H
         132   S               P                P                               73                  1    C4                    A5AL                         40      9.800                     1                         100000.00     80.00        20.00               100.00               80000.00               79850.43         20000.00             0.00                 360                     356               360     43224   OH                      6.550     15.800        9.800      1.500       1.000        604               8/18/2006             0    Y                                                  24   H
         133   F               P                P                               73                  1    C4                    A5AL                         40      9.900                     1                         250000.00     80.00        20.00               100.00              200000.00              199867.94         50000.00             0.00                 360                     356               480     63755   MO                      6.650     15.900        9.900      1.500       1.000        634               8/15/2006             0    Y                                                  24   H
         134   S               P                C                               73                  1    C4                    A4AL                         49      8.600                     1                         397000.00     80.00        20.00               100.00              317600.00              316837.90         79400.00             0.00                 360                     356               360     44087   OH                      5.350     14.600        8.600      1.500       1.000        636               8/15/2006             0    N                                                  24   H
         135   P               P                P                               73                  1    C4                    A4AL                         52     10.350                     1                         200340.00     79.99        19.99                99.98              160250.00              159983.49         40050.00             0.00                 360                     356               360     77469   TX                      7.100     16.350       10.350      1.500       1.000        611               8/21/2006             0    N                                                  24   H
         136   S               P                P                               73                  1                      1   A5AL                         22     11.325                     1                          63650.00     89.95         0.00                89.95               57250.00               57172.83             0.00             0.00                 360                     356               360     48234   MI                      7.750     17.325       11.325      1.500       1.000        553               8/18/2006             0    Y                                                  24   H
         137   S               P                R                               73                  1                      1   AXSR                          0      9.875                     1                         110000.00     79.09         0.00                79.09               87000.00               86880.45             0.00             0.00                 360                     357               360     45231   OH                      6.375     15.875        6.375      1.500       1.000        555               8/29/2006             0    N                                                   0
         138   S               P                R                               10                  1    C4                    A4SR                          0      8.550                     1                         245000.00     75.43        18.04                93.47              184800.00              184007.56         44200.00             0.00                 360                     353               360     48047   MI                      0.000      0.000        0.000      0.000       0.000        584                5/5/2006             0    N                                                   0
         139   S               P                P                               73                  1                      1   A5AL                         49      7.990                     1                         156000.00     80.00        20.00               100.00              124800.00              124460.99         31200.00             0.00                 360                     356               360     53168   WI                      5.440     13.990        7.990      1.500       1.000        643               8/25/2006             0    Y                                                   0
         140   S               P                P                               73                  1    C4                    A5AL                         49      7.990                     1                         660000.00     80.00        20.00               100.00              528000.00              527387.15        132000.00             0.00                 360                     356               480     92563   CA                      5.440     13.990        7.990      1.500       1.000        662               8/22/2006             0    Y                                                  12   H
         141   S               P                P                               73                  1    C4                    A4AL                         48      7.850                     1                         665000.00     80.00        20.00               100.00              532000.00              531357.16        133000.00             0.00                 360                     356               480     33185   FL                      5.300     13.850        7.850      1.500       1.000        690               8/24/2006             0    N                                                  24   H
         142   S               P                P                               10                  1                      1   A5AL                         48      8.200                     1                         234000.00     80.00         0.00                80.00              187200.00              186712.64             0.00             0.00                 360                     356               360     89506   NV                      0.000      0.000        0.000      0.000       0.000        590               8/14/2006             0    Y                                                  36   H
         143   S               P                P                               73                  1                      1   A5AL                         52      8.100                     1                         265500.00     80.00        20.00               100.00              212400.00              212399.99         53100.00             0.00                 360                     356               360     85224   AZ                      5.590     14.100        8.100      1.500       1.000        622               8/21/2006            60    Y                                                  24   H
         144   S               P                P                               73                  1                      1   A5AL                         37      7.900                     1                         142000.00     57.75         0.00                57.75               82000.00               81773.14             0.00             0.00                 360                     356               360     64086   MO                      5.400     13.900        7.900      1.500       1.000        585               8/28/2006             0    Y                                                  24   H
         145   S               P                P                               73                  1    C4                    A5AL                         34      7.890                     1                         299900.00     80.00        20.00               100.00              239920.00              239633.41         59980.00             0.00                 360                     356               480     93535   CA                      5.380     13.890        7.890      1.500       1.000        670               8/15/2006             0    Y                                                  24   H
         146   T               P                P                               73                  1                      1   A5AL                         42      8.300                     1                         102600.00     80.00        20.00               100.00               82080.00               81870.60         20520.00             0.00                 360                     356               360     32303   FL                      5.790     14.300        8.300      1.500       1.000        626               8/21/2006             0    Y                                                  24   H
         147   S               P                P                               73                  1    C4                    A4AL                         46      8.190                     1                         455000.00     80.00         0.00                80.00              364000.00              363601.23             0.00             0.00                 360                     356               480     93638   CA                      5.680     14.190        8.190      1.500       1.000        594               8/25/2006             0    N                                                  24   H
         148   S               P                P                               73                  1                      1   A5AL                         46      8.200                     1                         169106.00     80.00        20.00               100.00              135280.00              134927.78         33821.00             0.00                 360                     356               360     84040   UT                      5.690     14.200        8.200      1.500       1.000        608               8/23/2006             0    Y                                                  24   H
         149   S               P                P                               73                  1    C4                    A5AL                         11      7.800                     1                         140000.00     80.00        20.00               100.00              112000.00              111683.88         28000.00             0.00                 360                     356               360     98944   WA                      5.290     13.800        7.800      1.500       1.000        661               8/16/2006             0    Y                                                  24   H
         150   S               P                P                               73                  1                      1   A5AL                         36      7.900                     1                         144900.00     80.00        20.00               100.00              115920.00              115599.33         28980.00             0.00                 360                     356               360     63366   MO                      5.390     13.900        7.900      1.500       1.000        638               8/25/2006             0    Y                                                  24   H
         151   S               P                P                               73                  1                      1   A5AL                         46      8.000                     1                         167000.00     80.00        20.00               100.00              133600.00              133445.37         33400.00             0.00                 360                     356               480     33068   FL                      5.490     14.000        8.000      1.500       1.000        636               8/28/2006             0    Y                                                  24   H
         152   S               P                P                               73                  1    C4                    A5AL                         40      8.190                     1                         375000.00     90.00         0.00                90.00              337500.00              337130.26             0.00             0.00                 360                     356               480     91710   CA                      5.680     14.190        8.190      1.500       1.000        611               8/14/2006             0    Y                                                  24   H
         153   S               S                P                               73                  1                      1   A4AL                         35      7.990                     1                         179000.00     95.00         0.00                95.00              170050.00              169588.05             0.00             0.00                 360                     356               360     83446   ID                      5.440     13.990        7.990      1.500       1.000        750               8/16/2006             0    N                                                  24   H
         154   S               P                P                               73                  1    C4                    A4AL                         47      8.300                     1                         410000.00     80.00        20.00               100.00              328000.00              327163.23         82000.00             0.00                 360                     356               360     11726   NY                      5.790     14.300        8.300      1.500       1.000        669               8/22/2006             0    N                                                   0
         155   S               P                P                               73                  1    C4                    A4AL                         49      7.990                     1                         300950.00     79.85        19.96                99.81              240300.00              240021.07         60069.00             0.00                 360                     356               480     85735   AZ                      5.480     13.990        7.990      1.500       1.000        676               8/23/2006             0    N                                                  12   H
         156   S               P                P                               73                  1                      1   A4AL                         49      8.300                     1                         350000.00     85.00         0.00                85.00              297500.00              296741.04             0.00             0.00                 360                     356               360     60417   IL                      5.300     14.300        8.300      1.500       1.000        577               8/30/2006             0    N                                                   0
         157   S               P                P                               73                  1                      1   AMAL                         45      8.200                     1                         186500.00     80.00        20.00               100.00              149200.00              148811.58         37300.00             0.00                 360                     356               360     64155   MO                      5.650     14.200        8.200      1.500       1.000        623               8/29/2006             0    N                                                  24   H
         158   S               P                P                               10                  1    C4                    A5AL                         47      7.800                     1                         134900.00     80.00        20.00               100.00              107920.00              107615.41         26980.00             0.00                 360                     356               360     75007   TX                      0.000      0.000        0.000      0.000       0.000        645               8/28/2006             0    Y                                                  36   H
         159   S               P                P                               10                  1    C4                    A5AL                         52      7.890                     1                         179900.00     80.00        20.00               100.00              143920.00              143521.09         35980.00             0.00                 360                     356               360     92394   CA                      0.000      0.000        0.000      0.000       0.000        672               8/24/2006             0    Y                                                  36   H
         160   S               S                P                               10                  1                      1   A4AL                         50      7.850                     1                          70000.00     90.00         0.00                90.00               63000.00               62823.94             0.00             0.00                 360                     356               360     39452   MS                      0.000      0.000        0.000      0.000       0.000        777               8/21/2006             0    N                                                  36   H
         161   S               S                P                               73                  1                      1   AXAL                         49      7.900                     1                         142500.00     80.00        20.00               100.00              114000.00              113392.07         28500.00             0.00                 360                     356               360     49323   MI                      5.350     13.900        7.900      1.500       1.000        625               8/31/2006             0    N                                                  24   H
         162   S               P                P                               73                  1    C4                    A5AL                         36      7.900                     1                         348000.00     80.00        20.00               100.00              278400.00              277629.91         69600.00             0.00                 360                     356               360     81007   CO                      5.350     13.900        7.900      1.500       1.000        759               8/17/2006             0    Y                                                  24   H
         163   S               P                P                               73                  1    C4                    A5AL                         47      8.150                     1                         133495.00     80.00        20.00               100.00              106795.00              106514.14         26699.00             0.00                 360                     356               360     77449   TX                      5.600     14.150        8.150      1.500       1.000        682               8/18/2006             0    Y                                                  24   H
         164   S               P                P                               10                  1    C4                    A4AL                         42      7.990                     1                         350000.00     80.00        20.00               100.00              280000.00              279239.42         70000.00             0.00                 360                     356               360     78801   TX                      0.000      0.000        0.000      0.000       0.000        754               8/22/2006             0    N                                                  36   H
         165   S               P                P                               73                  1    C4                    A5AL                         41      8.300                     1                         270000.00     80.00        20.00               100.00              216000.00              215448.44         54000.00             0.00                 360                     356               360     60534   IL                      5.300     14.300        8.300      1.500       1.000        648               8/31/2006             0    Y                                                   0
         166   S               P                P                               73                  1                      1   A5AL                         48      7.925                     1                         365000.00     80.00        17.56                97.56              292000.00              292000.00         64094.00             0.00                 360                     356               360     60202   IL                      5.125     13.925        7.925      1.500       1.000        630               8/25/2006            60    Y                                                  12   H
         167   S               P                P                               10                  1                      1   A5AL                         43      7.950                     1                         136300.00     80.00        20.00               100.00              109040.00              108737.64         27260.00             0.00                 360                     356               360     29118   SC                      0.000      0.000        0.000      0.000       0.000        628               8/23/2006             0    Y                                                   0
         168   S               P                P                               73                  1                      1   A5AL                         33      7.950                     1                         189000.00     80.00        20.00               100.00              151200.00              151022.45         37800.00             0.00                 360                     356               480     30135   GA                      5.400     13.950        7.950      1.500       1.000        605               8/28/2006             0    Y                                                   0
         169   S               P                P                               73                  1    C4                    A5AL                         43      7.990                     1                         316000.00     80.00        20.00               100.00              252800.00              252506.56         63200.00             0.00                 360                     356               480     34202   FL                      5.440     13.990        7.990      1.500       1.000        692               8/25/2006             0    Y                                                  24   H
         170   S               P                P                               73                  1                      1   A5AL                         48      8.300                     1                         235000.00     80.00        20.00               100.00              188000.00              187999.99         47000.00             0.00                 360                     356               360     85023   AZ                      5.750     14.300        8.300      1.500       1.000        614               8/23/2006            60    Y                                                  24   H
         171   S               P                P                               73                  1                      1   A5AL                         43      8.300                     1                         158894.00     80.00        20.00               100.00              127115.00              126790.00         31778.00             0.00                 360                     356               360     12170   NY                      5.800     14.300        8.300      1.500       1.000        628               8/21/2006             0    Y                                                   0
         172   S               P                P                               10                  1    C4                    A4AL                         42      7.990                     1                         258500.00     89.75         0.00                89.75              232000.00              231369.79             0.00             0.00                 360                     356               360     28579   NC                      0.000      0.000        0.000      0.000       0.000        661               8/29/2006             0    N                                                  30   H
         173   S               P                P                               73                  1                      1   A5AL                         38      8.100                     1                          75000.00     80.00        20.00               100.00               60000.00               59840.03         15000.00             0.00                 360                     356               360     46808   IN                      5.550     14.100        8.100      1.500       1.000        654               8/24/2006             0    Y                                                  24   H
         174   S               P                P                               74                  1    C1                    A5AL                         26      7.900                     1                         164000.00     80.00        20.00               100.00              131200.00              130835.64         32800.00             0.00                 360                     356               360     56082   MN                      5.400     13.900        7.900      1.500       1.000        619               8/22/2006             0    Y                                                  36   H
         175   S               P                P                               73                  1    C4                    A5AL                         21      8.200                     1                         400000.00     80.00        20.00               100.00              320000.00              319650.43         80000.00             0.00                 360                     356               480     20706   MD                      5.700     14.200        8.200      1.500       1.000        714               8/24/2006             0    Y                                                   0
         176   S               P                P                               73                  1                      1   A5AL                         14      7.800                     1                         234000.00     80.00        20.00               100.00              187200.00              186970.53         46800.00             0.00                 360                     356               480     55359   MN                      5.300     13.800        7.800      1.500       1.000        603               8/22/2006             0    Y                                                  24   H
         177   S               P                P                               73                  1    C4                    A5AL                         29      8.100                     1                         126000.00     80.00        20.00               100.00              100800.00              100532.18         25200.00             0.00                 360                     356               360     33823   FL                      5.600     14.100        8.100      1.500       1.000        641               8/21/2006             0    Y                                                  24   H
         178   S               P                P                               73                  1                      1   A5AL                         41      8.000                     1                         138900.00     80.00        20.00               100.00              111120.00              110818.76         27780.00             0.00                 360                     356               360     50322   IA                      5.500     14.000        8.000      1.500       1.000        600               8/22/2006             0    Y                                                   0
         179   S               P                P                               73                  1                      1   A4AL                         50      8.300                     1                         117900.00     80.00        20.00               100.00               94320.00               94219.89         23580.00             0.00                 360                     356               480     28269   NC                      5.800     14.300        8.300      1.500       1.000        600               8/31/2006             0    N                                                   0
         180   C                                P                               73                  1    C4                    A4AL                         35      8.250                     1                         215000.00     90.00         0.00                90.00              193500.00              193001.29             0.00             0.00                 360                     356               360     33181   FL                      5.750     14.250        8.250      1.500       1.000        618               8/25/2006             0    N                                                  24   H
         181   S               P                P                               73                  1                      1   A5AL                         10      8.300                     1                         145000.00     80.00        20.00               100.00              116000.00              115660.59         29000.00             0.00                 360                     356               360     21222   MD                      5.800     14.300        8.300      1.500       1.000        636               8/30/2006             0    Y                                                   0
         182   F               P                P                               73                  1    C4                    A5AL                         47      8.100                     1                         143405.00     80.00        20.00               100.00              114720.00              114415.00         28681.00             0.00                 360                     356               360     85006   AZ                      5.600     14.100        8.100      1.500       1.000        663               8/30/2006             0    Y                                                  12   H
         183   C               P                P                               73                  1                      1   C AL                         49      7.950                     1                         147175.00     80.00        20.00               100.00              117740.00              117417.57         29435.00             0.00                 360                     356               360     55433   MN                      5.450     13.950        7.950      1.500       1.000        634               8/24/2006             0    N                                                  24   H
         184   S               P                P                               73                  1                      1   A5AL                         45      7.940                     1                         315000.00     80.00        20.00               100.00              252000.00              251899.34         63000.00             0.00                 360                     356               360     93306   CA                      5.440     13.940        7.940      1.500       1.000        645               8/31/2006            60    Y                                                  24   H
         185   C               P                P                               73                  1                      1   A5AL                         49      7.850                     1                         382000.00     80.00        20.00               100.00              305600.00              304746.12         76400.00             0.00                 360                     356               360     20904   MD                      5.350     13.850        7.850      1.500       1.000        644               8/25/2006             0    Y                                                   0
         186   S               P                P                               73                  1    C4                    A5AL                         47      8.250                     1                         308000.00     80.00        20.00               100.00              246400.00              246134.71         61600.00             0.00                 360                     356               480     85201   AZ                      5.750     14.250        8.250      1.500       1.000        651               8/31/2006             0    Y                                                  24   H
         187   S               P                P                               10                  1                      1   A4AL                         23      8.250                     1                         147000.00     80.00        20.00               100.00              117600.00              117296.93         29400.00             0.00                 360                     356               360     17868   PA                      0.000      0.000        0.000      0.000       0.000        646               8/31/2006             0    N                                                  36   H
         188   S               P                P                               73                  1                      1   A4AL                         47      8.000                     1                         185900.00     80.00        20.00               100.00              148720.00              148316.82         37180.00             0.00                 360                     356               360     27591   NC                      5.540     14.000        8.000      1.500       1.000        644               8/29/2006             0    N                                                   0
         189   S               P                P                               73                  1    C4                    A5AL                         45      7.950                     1                         314900.00     80.00        20.00               100.00              251920.00              251230.14         62980.00             0.00                 360                     356               360     20636   MD                      5.490     13.950        7.950      1.500       1.000        642               8/29/2006             0    Y                                                   0
         190   S               I                P                                7                  1    C3                    A4AL                         10      7.950                     1                         269700.00     90.00         0.00                90.00              242730.00              242198.59             0.00             0.00                 360                     356               480     99027   WA                      0.000      0.000        0.000      0.000       0.000        744               8/28/2006             0    N                                                  36   H
         191   S               P                P                               73                  1                      1   A5AL                         46      7.900                     1                         136500.00     80.00        20.00               100.00              109200.00              109069.92         27300.00             0.00                 360                     356               480     31501   GA                      5.440     13.900        7.900      1.500       1.000        616               8/29/2006             0    Y                                                   0
         192   C               P                P                               73                  1    C4                    A5AL                         12      8.200                     1                         162000.00     80.00        20.00               100.00              129600.00              129458.40         32400.00             0.00                 360                     356               480     84606   UT                      5.740     14.200        8.200      1.500       1.000        765               8/30/2006             0    Y                                                  12   H
         193   S               P                P                               73                  1    C4                    A5AL                         38      7.890                     1                         525000.00     80.00        20.00               100.00              420000.00              419498.27        105000.00             0.00                 360                     356               480     90604   CA                      5.430     13.890        7.890      1.500       1.000        645               8/25/2006             0    Y                                                  24   H
         194   S               I                P                               73                  1                      1   A4AL                         39      8.050                     1                         130000.00     90.00         0.00                90.00              117000.00              116685.99             0.00             0.00                 360                     356               360     60620   IL                      5.140     14.050        8.050      1.500       1.000        644               8/30/2006             0    N                                                   0
         195   P               P                P                               73                  1    C4                    A5AL                         38      8.250                     1                         235000.00     80.00        20.00               100.00              188000.00              188000.00         47000.00             0.00                 360                     356               360     34772   FL                      5.790     14.250        8.250      1.500       1.000        656               8/31/2006            60    Y                                                  24   H
         196   S               P                P                               73                  1    C4                    A5AL                         46      7.850                     1                         213000.00     80.00        20.00               100.00              170400.00              169923.87         42600.00             0.00                 360                     356               360      6082   CT                      5.390     13.850        7.850      1.500       1.000        648               8/30/2006             0    Y                                                  24   H
         197   C                                P                               10                  1                      1   A4AL                         49      7.800                     1                         200000.00     80.00         0.00                80.00              160000.00              159548.42             0.00             0.00                 360                     356               360     78597   TX                      0.000      0.000        0.000      0.000       0.000        612               8/31/2006             0    N                                                  36   H
         198   C               P                P                              175                  1                      1   A5AL                         36      8.200                     1                         624000.00     80.00        20.00               100.00              499200.00              499200.00        124800.00             0.00                 360                     356               360     29401   SC                      5.740     14.200        8.200      1.500       1.000        645               8/28/2006            60    Y                                                  36   H
         199   F               I                P                               73                  1    C5                    A4AL                          0      7.925                     1                         208000.00     80.00         0.00                80.00              166400.00              166203.19             0.00             0.00                 360                     356               480     85364   AZ                      3.375     13.925        7.925      1.500       1.000        686               8/16/2006             0    N                                                  24   H
         200   S               P                R                               10                  1    C4                    A4AL                          4     10.000                     1                         126000.00     94.68         0.00                94.68              119300.00              119140.36             0.00             0.00                 360                     357               360     30179   GA                      0.000      0.000        0.000      0.000       0.000        613               8/31/2006             0    N                                                   0
         201   S               P                R                               10                  1                      1   A4AL                         31      8.000                     1                         125400.00     75.28         0.00                75.28               94400.00               94208.72             0.00             0.00                 360                     357               360     97914   OR                      0.000      0.000        0.000      0.000       0.000        672               8/31/2006             0    N                                                   0
         202   S               P                C                               73                  1    C1                    A4SR                          0      8.500                     1                         127000.00    100.00         0.00               100.00              127000.00              127000.00             0.00             0.00                 360                     357               360     48427   MI                      5.125     14.625        5.125      1.500       1.000        628               8/31/2006            60    N                                                   0
         203   S               P                R                               73                  1                      1   AXSR                          0      7.875                     1                         185000.00     76.49         0.00                76.49              141500.00              140719.49             0.00             0.00                 360                     357               360     77573   TX                      4.375     13.875        4.375      1.500       1.000        648               8/31/2006             0    N                                                   0
         204   S               P                R                               10                  1                      1   A4SR                          0      7.375                     1                         131000.00     60.92         0.00                60.92               79800.00               79616.71             0.00             0.00                 360                     357               360     82930   WY                      0.000      0.000        0.000      0.000       0.000        628               8/31/2006             0    N                                                  36   H
         205   F               P                R                               10                  1    C4                    A4AL                         34      7.620                     1                         200000.00     80.00        20.00               100.00              160000.00              159531.88         40000.00             0.00                 360                     356               360     53222   WI                      0.000      0.000        0.000      0.000       0.000        692               8/16/2006             0    N                                                  36   H
         206   P               P                R                              175                  1                      1   A4AL                         33      7.700                     1                         305000.00     80.00        20.00               100.00              244000.00              244000.00         61000.00             0.00                 360                     356               360     80134   CO                      5.700     14.700        7.700      1.500       1.000        611               8/15/2006            60    N                                                  60   H
         207   S               P                R                               73                  1                      1   A4AL                         48      8.340                     1                         196000.00     80.00        20.00               100.00              156800.00              156403.25         39200.00             0.00                 360                     356               360     48348   MI                      6.340     15.340        8.340      1.500       1.000        612               8/21/2006             0    N                                                  24   H
         208   S               P                R                               73                  1                      1   A4AL                         42      7.990                     1                         330500.00     80.24         0.00                80.24              265200.00              265200.00             0.00             0.00                 360                     356               360     48044   MI                      5.990     14.990        7.990      1.500       1.000        658               8/17/2006            60    N                                                  24   H
         209   S               P                R                               74                  1                      1   A4AL                         48      7.480                     1                         161000.00     80.00         0.00                80.00              128800.00              128412.53             0.00             0.00                 360                     356               360     45102   OH                      5.480     14.480        7.480      1.500       1.000        608                8/7/2006             0    N                                                  36   H
         210   C               P                P                               73                  1    C4                    A4AL                         39     10.190                     1                         250000.00     67.20        16.80                84.00              168000.00              167898.44         42000.00             0.00                 360                     356               480     89149   NV                      7.500     17.190       10.190      1.500       1.000        609               8/21/2006             0    N                                                   0
         211   S               P                P                               74                  1                      1   A5AL                         49      9.990                     1                         157000.00     90.00         0.00                90.00              141300.00              141046.31             0.00             0.00                 360                     356               360     30741   GA                      7.000     15.990        9.990      1.500       1.000        565               8/11/2006             0    Y                                                  36   H
         212   S               P                P                               73                  1                      1   A5AL                         52      7.490                     1                         622683.00     80.00        20.00               100.00              498146.00              495888.40        124537.00             0.00                 360                     354               360     75078   TX                      6.490     13.490        7.490      1.500       1.000        648                6/2/2006             0    Y                                                  24   H
         213   S               P                R                               73                  1                      1   A4AL                         50      6.240                     1                         370000.00     80.00        20.00               100.00              296000.00              295133.98         74000.00             0.00                 360                     354               480     93277   CA                      5.240     12.240        6.240      1.500       1.000        642               6/23/2006             0    N                                                  24   H
         214   C               P                C                               73                  1                      1   AXAL                         47      8.190                     1                         178000.00     90.00         0.00                90.00              160200.00              159934.91             0.00             0.00                 360                     354               480      6360   CT                      7.190     14.190        8.190      1.500       1.000        627                7/7/2006             0    N                                                  24   H
         215   S               P                R                               73                  1                      1   A4AL                         45      7.490                     1                         260000.00     90.00         0.00                90.00              234000.00              234000.00             0.00             0.00                 360                     355               360     45211   OH                      6.490     13.490        7.490      1.500       1.000        638               7/14/2006            60    N                                                  24   H
         216   S               P                C                               74                  1    C1                    A4AL                         42      6.140                     1                         890000.00     80.00         0.00                80.00              712000.00              711828.33             0.00             0.00                 360                     355               360     95125   CA                      5.140     12.140        6.140      1.500       1.000        626               7/17/2006            60    N                                                  36   H
         217   C               P                P                               73                  1    C4                    A5AL                         35      8.000                     1                         128000.00     85.00         0.00                85.00              108800.00              108300.68             0.00             0.00                 360                     356               360     30043   GA                      4.500     14.000        4.500      1.500       1.000        692               8/31/2006             0    Y                                                   0
         218   S               P                R                               73                  1                      1   A4SR                          0      7.500                     1                         320000.00     69.00         0.00                69.00              220800.00              220800.00             0.00             0.00                 360                     353               360     85013   AZ                      4.500     13.500        4.500      1.500       1.000        617               5/12/2006            60    N                                                   0
         219   S               P                R                               10                  1                      1   AXSR                          0     10.000                     1                          86000.00     94.30         0.00                94.30               81100.00               80991.46             0.00             0.00                 360                     357               360     88220   NM                      0.000      0.000        0.000      0.000       0.000        645                9/1/2006             0    N                                                   0
         220   S               P                P                               10                  1    C4                    A5AL                         21      8.540                     1                          93000.00     80.65        19.08                99.73               75000.00               74813.47         17750.00             0.00                 360                     356               360     44676   OH                      0.000      0.000        0.000      0.000       0.000        692               8/17/2006             0    Y                                                  36   H
         221   S               P                P                               10                  1                      1   A5AL                         14      8.380                     1                          88000.00     88.64        11.36               100.00               78000.00               77853.69         10000.00             0.00                 360                     357               360     38671   MS                      0.000      0.000        0.000      0.000       0.000        605                9/7/2006             0    Y                                                  60   H
         222   P               P                P                                7                  2    C4                    A5AL                         38     11.390                     1                         365000.00     99.73         0.00                99.73               72800.00               72703.29             0.00        291200.00                 180                     176               360     32092   FL                      0.000      0.000        0.000      0.000       0.000        645               8/14/2006             0    Y                                                  12   H
         223   S               P                P                               73                  1    C4                    AXAL                         52      8.940                     1                         148000.00     80.00        20.00               100.00              118400.00              118135.10         29600.00             0.00                 360                     356               360     48021   MI                      6.940     15.940        8.940      1.500       1.000        621               8/24/2006             0    N                                                  24   H
         224   C               P                R                               73                  1                      1   A5AL                         41      8.840                     1                         179000.00     80.00        20.00               100.00              143200.00              143194.50         35800.00             0.00                 360                     356               360     84118   UT                      6.840     15.840        8.840      1.500       1.000        605                8/9/2006            60    Y                                                   0
         225   S               P                C                               73                  1                      1   A4AL                         38      8.990                     1                         150000.00     85.00         0.00                85.00              127500.00              127217.68             0.00             0.00                 360                     356               360     45663   OH                      6.990     15.990        8.990      1.500       1.000        525               8/14/2006             0    N                                                  24   H
         226   S               P                P                               73                  1    C4                    A4AL                         10      8.990                     1                         251000.00     80.00        20.00               100.00              200800.00              200355.38         50200.00             0.00                 360                     356               360     48381   MI                      6.990     15.990        8.990      1.500       1.000        630               8/24/2006             0    N                                                  24   H
         227   T               P                R                               73                  1                      1   A4AL                         36      6.840                     1                         125000.00     80.00         0.00                80.00              100000.00               99646.17             0.00             0.00                 360                     356               360     19134   PA                      4.840     13.840        6.840      1.500       1.000        641               8/23/2006             0    N                                                  24   H
         228   F               P                P                               73                  1    C4                    A5AL                         10      8.990                     1                         165000.00     79.85        19.97                99.82              131751.00              131459.27         32946.00             0.00                 360                     356               360     53216   WI                      6.990     15.990        8.990      1.500       1.000        635               8/29/2006             0    Y                                                  24   H
         229   S               P                C                               73                  1                      1   A4AL                         38      8.890                     1                         172000.00     85.00         0.00                85.00              146200.00              145869.31             0.00             0.00                 360                     356               360     53225   WI                      7.340     15.890        8.890      1.500       1.000        518               8/28/2006             0    N                                                  24   H
         230   C               P                P                               74                  1    C4                    A5AL                         46      9.490                     1                         620000.00     80.00        20.00               100.00              496000.00              496000.00        124000.00             0.00                 360                     356               360     48067   MI                      7.490     16.490        9.490      1.500       1.000        661               8/22/2006            60    Y                                                  36   H
         231   F               P                C                               73                  1                      1   A4AL                         47      8.990                     1                         105000.00     70.00         0.00                70.00               73500.00               73420.10             0.00             0.00                 360                     355               480     43345   OH                      7.490     15.990        8.990      1.500       1.000        635               7/18/2006             0    N                                                  24   H
         232   S               P                P                               73                  1    C4                    A5AL                         11     10.360                     1                         240000.00     64.67        16.16                80.83              155200.00              155110.90         38800.00             0.00                 360                     356               480     48093   MI                      7.500     17.360       10.360      1.500       1.000        605               8/16/2006             0    Y                                                  24   H
         233   S               P                C                               74                  1                      1   AXAL                         48      9.290                     1                         106000.00     85.00         0.00                85.00               90100.00               90028.55             0.00             0.00                 360                     356               480     54914   WI                      7.290     16.290        9.290      1.500       1.000        517               8/25/2006             0    N                                                  36   H
         234   S               P                R                                7                  1                      1   AXAL                         44     11.440                     1                         220000.00     90.00         0.00                90.00              198000.00              197974.12             0.00             0.00                 360                     356               600     27609   NC                      0.000      0.000        0.000      0.000       0.000        534                8/3/2006             0    N                                                  24   H
         235   S               P                C                               74                  1                      1   A4AL                         50      8.340                     1                         180000.00     90.00         0.00                90.00              162000.00              161927.53             0.00             0.00                 360                     356               600     44709   OH                      6.340     15.340        8.340      1.500       1.000        608                8/3/2006             0    N                                                  36   H
         236   T               P                R                               73                  1                      1   A4AL                         44      7.090                     1                         125000.00     75.00         0.00                75.00               93750.00               93682.84             0.00             0.00                 360                     356               600     19134   PA                      5.090     14.090        7.090      1.500       1.000        614                8/3/2006             0    N                                                  24   H
         237   P               P                R                                7                  1                      1   A4AL                         43      7.840                     1                         266000.00     80.00        20.00               100.00              212800.00              212681.62         53200.00             0.00                 360                     356               600     46112   IN                      0.000      0.000        0.000      0.000       0.000        654               8/29/2006             0    N                                                  24   H
         238   S               P                P                               74                  1                      1   A5AL                         35      8.800                     1                         605000.00    100.00         0.00               100.00              605000.00              604211.65             0.00             0.00                 360                     356               480     92506   CA                      6.800     14.800        8.800      1.500       1.000        638               8/24/2006             0    Y                                                  36   H
         239   P               S                P                               73                  1                      1   A4AL                         45      8.500                     1                         265000.00     90.00         0.00                90.00              238500.00              238063.46             0.00             0.00                 360                     357               360     33897   FL                      5.000     14.500        5.000      1.500       1.000        557               9/18/2006             0    N                                                  24   H
         240   S               P                C                               10                  1                      1   A4AL                         50      8.495                     1                         102000.00     69.50         0.00                69.50               70890.00               70432.55             0.00             0.00                 240                     236               240     39773   MS                      0.000      0.000        0.000      0.000       0.000        641               8/17/2006             0    N                                                  36   H
         241   P               P                C                                7                  1                      1   A5AL                         34      8.560                     1                         290000.00     76.30         0.00                76.30              221270.00              221052.37             0.00             0.00                 360                     356               480     32812   FL                      0.000      0.000        0.000      0.000       0.000        549               8/17/2006             0    Y                                                  24   H
         242   S               P                C                               74                  1    C1                    A5AL                         39     10.505                     1                         123000.00     95.00         0.00                95.00              116850.00              116709.62             0.00             0.00                 360                     357               360     70460   LA                      6.995     16.505       10.505      1.500       1.000        579               8/29/2006             0    Y                                                  24   H
         243   S               P                C                               10                  1                      1   A4AL                         29      9.375                     1                         105000.00     91.43         0.00                91.43               96000.00               95803.79             0.00             0.00                 360                     356               360     48610   MI                      0.000      0.000        0.000      0.000       0.000        596               8/21/2006             0    N                                                  36   H
         244   S               S                P                               73                  1    C4                    A4AL                         33     10.700                     1                         376150.00     95.00         0.00                95.00              357343.00              357015.19             0.00             0.00                 360                     353               480     33909   FL                      7.600     16.700       10.700      1.500       1.000        591                5/5/2006             0    N                                                   0
         245   S               P                R                               10                  1                      1   A4SR                          0      9.125                     1                         134000.00     85.30         0.00                85.30              114300.00              114116.14             0.00             0.00                 360                     357               360     30274   GA                      0.000      0.000        0.000      0.000       0.000        589                9/6/2006             0    N                                                   0
         246   P               P                R                               10                  1                      1   A4SR                          0      9.450                     1                         165000.00     90.58         0.00                90.58              149450.00              149225.36             0.00             0.00                 360                     357               360     77381   TX                      0.000      0.000        0.000      0.000       0.000        557                9/8/2006             0    N                                                  36   H
         247   S               P                C                               10                  1                      1   A5AL                         39     10.250                     1                         120000.00     70.00         0.00                70.00               84000.00               83857.27             0.00             0.00                 360                     356               360     49331   MI                      0.000      0.000        0.000      0.000       0.000        532               8/25/2006             0    Y                                                  36   H
         248   S               P                C                               73                  1    C4                    A4AL                         42      9.500                     1                         213000.00     89.99         0.00                89.99              191675.00              191268.17             0.00             0.00                 360                     356               360     93291   CA                      7.500     16.500        9.500      1.500       1.000        623               8/18/2006             0    N                                                  24   H
         249   C               P                C                               73                  1                      1   A4AL                         41      9.375                     1                          80000.00     95.00         0.00                95.00               76000.00               75717.97             0.00             0.00                 360                     355               360     85210   AZ                      7.375     16.375        9.375      1.500       1.000        579               7/26/2006             0    N                                                  24   H
         250   S               P                R                               73                  1    C4                    A5AL                         35      9.000                     1                         253000.00     73.12         0.00                73.12              185000.00              184694.57             0.00             0.00                 360                     356               360     84314   UT                      6.411     15.000        9.000      1.500       1.000        608               8/25/2006             0    Y                                                   0
         251   S               P                R                               73                  1                      1   A4AL                         41      7.400                     1                         420000.00     47.62         0.00                47.62              200000.00              199949.69             0.00             0.00                 360                     356               360     90220   CA                      4.890     13.400        7.400      1.500       1.000        575               8/16/2006            60    N                                                  36   H
         252   P               P                P                               73                  1    C4                    A5AL                         50      9.750                     1                         364900.00     80.00        20.00               100.00              291920.00              291920.00         72980.00             0.00                 360                     356               360     77069   TX                      6.240     15.750        9.750      1.500       1.000        567               8/25/2006            60    Y                                                  24   H
         253   P               P                P                               73                  1                      1   A5AL                         42      7.125                     1                         185000.00     80.00        20.00               100.00              148000.00              148000.00         37000.00             0.00                 360                     357               360     78415   TX                      4.615     13.125        7.125      1.500       1.000        680                9/8/2006            60    Y                                                  24   H
         254   S               I                C                               73                  1    C1                    A5AL                         33      7.950                     1                         217000.00     64.52         0.00                64.52              140000.00              139856.75             0.00             0.00                 360                     356               480     98225   WA                      5.361     13.950        7.950      1.500       1.000        697                8/9/2006             0    Y                                                  24   H
         255   S               P                C                               73                  1    C4                    A4AL                         48      8.325                     1                         545000.00     80.00         0.00                80.00              436000.00              435753.46             0.00             0.00                 360                     355               600     95122   CA                      5.736     14.325        8.325      1.500       1.000        616               7/21/2006             0    N                                                  24   H
         256   S               P                R                              175                  1                      1   A4AL                         46      6.500                     1                         150000.00     66.67         0.00                66.67              100000.00               99933.49             0.00             0.00                 360                     357               600     85027   AZ                      3.990     11.500        6.500      1.500       1.000        616                9/8/2006             0    N                                                  36   H
         257   S               P                C                               74                  1    C1                    A5AL                         48     11.450                     1                         115000.00     55.48         0.00                55.48               63800.00               63715.08             0.00             0.00                 360                     356               360     66112   KS                      6.540     17.450       11.450      1.500       1.000        519               8/23/2006             0    Y                                                   0
         258   F               P                R                               74                  1                      1   A5AL                         34      8.750                     1                         138000.00     86.96         0.00                86.96              120000.00              119791.37             0.00             0.00                 360                     357               360     56093   MN                      6.240     14.750        8.750      1.500       1.000        586                9/5/2006             0    Y                                                  36   H
         259   S               P                R                               10                  1                      1   A4AL                         21      7.625                     1                          82000.00     85.00         0.00                85.00               69700.00               69540.95             0.00             0.00                 360                     357               360     46506   IN                      0.000      0.000        0.000      0.000       0.000        618                9/8/2006             0    N                                                   0
         260   S               P                R                              175                  1                      1   A4AL                         42      6.875                     1                         360000.00     65.28         0.00                65.28              235000.00              234404.32             0.00             0.00                 360                     357               360     95694   CA                      4.365     11.875        6.875      1.500       1.000        582                9/6/2006             0    N                                                  36   H
         261   S               P                R                              175                  1                      1   A4AL                         27      6.375                     1                         129800.00     86.29         0.00                86.29              112000.00              111846.91             0.00             0.00                 360                     357               480     53218   WI                      3.990     12.375        6.375      1.500       1.000        623                9/7/2006             0    N                                                  36   H
         262   S               P                C                               73                  1    C3                    A4AL                         46      7.875                     1                         550000.00     95.00         0.00                95.00              522500.00              522031.42             0.00             0.00                 360                     357               480     92371   CA                      5.365     13.875        7.875      1.500       1.000        612                9/8/2006             0    N                                                  24   H
         263   S               P                C                                7                  1    C1                    AXAL                         51      8.000                     1                         450000.00     75.00         0.00                75.00              337500.00              337208.03             0.00             0.00                 360                     357               480     60091   IL                      0.000      0.000        0.000      0.000       0.000        534                9/8/2006             0    N                                                   0
         264   P               P                R                               73                  1                      1   A5AL                         36      7.875                     1                         310000.00     65.00         0.00                65.00              201500.00              201418.52             0.00             0.00                 360                     357               600     89131   NV                      5.444     13.875        7.875      1.000       1.000        572                9/7/2006             0    Y                                                  24   H
         265   S               P                R                               73                  1                      1   A4AL                         41      8.625                     1                         260000.00     89.62         0.00                89.62              233000.00              232930.19             0.00             0.00                 360                     357               600     85032   AZ                      6.115     14.625        8.625      1.000       1.000        660                9/8/2006             0    N                                                  12   H
         266   S               P                C                               73                  1                      1   A4AL                         27      7.250                     1                         290000.00     75.00         0.00                75.00              217500.00              217500.00             0.00             0.00                 360                     357               360     89107   NV                      4.250     13.250        4.250      1.500       1.000        643                9/7/2006            60    N                                                  24   H
         267   C               P                C                               10                  1                      1   A4AL                         46      8.125                     1                         143000.00     68.53         0.00                68.53               98000.00               97806.37             0.00             0.00                 360                     357               360     33319   FL                      0.000      0.000        0.000      0.000       0.000        576                9/5/2006             0    N                                                  36   H
         268   S               P                C                               10                  1                      1   B AL                         22     10.125                     1                          69000.00     72.46         0.00                72.46               50000.00               49934.85             0.00             0.00                 360                     357               360     74820   OK                      0.000      0.000        0.000      0.000       0.000        565                9/5/2006             0    N                                                   0
         269   C               P                R                               73                  1    C4                    A4AL                         21      8.940                     1                         145000.00     80.00        20.00               100.00              116000.00              115739.18         29000.00             0.00                 360                     356               360     92404   CA                      6.940     15.940        8.940      1.500       1.000        612               8/31/2006             0    N                                                  24   H
         270   T               P                R                               73                  1                      1   A4AL                         45      9.440                     1                         185000.00     90.00         0.00                90.00              166500.00              166164.31             0.00             0.00                 360                     356               360     21207   MD                      6.190     16.440        9.440      1.500       1.000        556               8/23/2006             0    N                                                  36   H
         271   C               P                P                               73                  1                      1   A5AL                         44      8.540                     1                         125000.00     77.44        19.36                96.80               96800.00               96800.00         24200.00             0.00                 360                     357               360     30084   GA                      6.540     15.540        8.540      1.500       1.000        638                9/7/2006            60    Y                                                  24   H
         272   C               P                P                               74                  1    C4                    A5AL                         12      8.490                     1                         189000.00     78.71        19.68                98.39              148760.00              148487.17         37190.00             0.00                 360                     357               360     33486   FL                      6.490     15.490        8.490      1.500       1.000        641                9/7/2006             0    Y                                                  36   H
         273   S               P                R                               10                  1                      1   A4AL                         33      7.590                     1                         124000.00     80.00        18.87                98.87               99200.00               98981.72         23400.00             0.00                 360                     357               360     27021   NC                      0.000      0.000        0.000      0.000       0.000        650                9/8/2006             0    N                                                  36   H
         274   C               P                C                               73                  1    C4                    A4AL                         49      8.450                     1                         158000.00     90.00         0.00                90.00              142200.00              141937.05             0.00             0.00                 360                     357               360     33907   FL                      6.450     14.450        6.450      1.500       1.000        655               9/12/2006             0    N                                                  24   H
         275   S               P                P                               73                  1                      1   A5AL                         44      9.875                     1                         175000.00    100.00         0.00               100.00              175000.00              174759.51             0.00             0.00                 360                     357               360     70809   LA                      6.375     15.875        6.375      1.500       1.000        609               9/18/2006             0    Y                                                   0
         276   S               P                R                               10                  1    C4                    A4AL                         46      8.625                     1                         146500.00     64.85         0.00                64.85               95000.00               94830.52             0.00             0.00                 360                     357               360     70058   LA                      0.000      0.000        0.000      0.000       0.000        628               9/13/2006             0    N                                                   0
         277   S               P                R                               10                  1                      1   A4SR                          0      8.000                     1                         145000.00     60.31         0.00                60.31               87450.00               87272.79             0.00             0.00                 360                     357               360     48223   MI                      0.000      0.000        0.000      0.000       0.000        649               9/13/2006             0    N                                                   0
         278   S               P                R                               10                  1                      1   A4AL                         52      9.500                     1                          86000.00     88.95         0.00                88.95               76500.00               76372.02             0.00             0.00                 360                     357               360     70560   LA                      0.000      0.000        0.000      0.000       0.000        645               9/12/2006             0    N                                                   0
         279   C               P                R                               10                  1                      1   A4SR                          0      8.875                     1                         170000.00     94.71         0.00                94.71              161000.00              160727.21             0.00             0.00                 360                     357               360     55347   MN                      0.000      0.000        0.000      0.000       0.000        624               9/13/2006             0    N                                                   0
         280   S               P                C                               73                  1    C4                    A4AL                         46      7.590                     1                         357100.00     71.41         0.00                71.41              255000.00              254751.86             0.00             0.00                 360                     357               480     93675   CA                      4.090     13.590        4.090      1.500       1.000        682                9/8/2006             0    N                                                  12   H
         281   S               P                P                               73                  1                      1   A4AL                         44      9.325                     1                         127000.00     95.00         0.00                95.00              120650.00              120463.85             0.00             0.00                 360                     357               360     83263   ID                      5.825     15.325        5.825      1.500       1.000        591               9/15/2006             0    N                                                  24   H
         282   S               P                C                               73                  1                      1   A4AL                         50      7.950                     1                         180000.00    100.00         0.00               100.00              180000.00              179631.54             0.00             0.00                 360                     357               360     35757   AL                      4.850     13.950        7.950      1.500       1.000        649               9/15/2006             0    N                                                  24   H
         283   S               P                R                               73                  1                      1   AMSR                          0      8.875                     1                         144000.00     74.65         0.00                74.65              107500.00              107317.86             0.00             0.00                 360                     357               360     49686   MI                      5.375     14.875        5.375      1.500       1.000        520               9/14/2006             0    N                                                   0
         284   C               P                R                               10                  1                      1   A4AL                         45      8.000                     1                         260000.00     70.19         0.00                70.19              182500.00              182130.19             0.00             0.00                 360                     357               360     33143   FL                      0.000      0.000        0.000      0.000       0.000        568               9/13/2006             0    N                                                  36   H
         285   S               P                R                               10                  1                      1   A4SR                          0      9.750                     1                          65000.00     94.92         0.00                94.92               61700.00               61612.93             0.00             0.00                 360                     357               360     35234   AL                      0.000      0.000        0.000      0.000       0.000        616               9/13/2006             0    N                                                  36   H
         286   S               P                P                               73                  1    C4                    A4AL                         49     10.240                     1                         165000.00     90.00         0.00                90.00              148500.00              148247.15             0.00             0.00                 360                     356               360     44401   OH                      7.240     16.240       10.240      1.500       1.000        617                9/8/2006             0    N                                                  36   H
         287   S               P                R                               10                  1                      1   A4AL                         43     10.440                     1                          69500.00     84.89         0.00                84.89               59000.00               58903.74             0.00             0.00                 360                     356               360     36545   AL                      0.000      0.000        0.000      0.000       0.000        551               9/13/2006             0    N                                                   0
         288   S               P                C                               73                  1    C4                    A4AL                         46      9.780                     1                         220000.00     70.91         0.00                70.91              156000.00              155781.27             0.00             0.00                 360                     357               360     28805   NC                      6.780     15.780        9.780      1.500       1.000        585               9/13/2006             0    N                                                  24   H
         289   S               P                C                               74                  1                      1   AMAL                         35      9.640                     1                          88000.00     90.00         0.00                90.00               79200.00               79046.89             0.00             0.00                 360                     356               360     35611   AL                      6.640     15.640        9.640      1.500       1.000        592               9/11/2006             0    N                                                  36   H
         290   S               P                C                               73                  1                      1   AMAL                         28      8.380                     1                         161000.00     62.11         0.00                62.11              100000.00               99748.99             0.00             0.00                 360                     356               360     72701   AR                      5.380     14.380        8.380      1.500       1.000        588               9/13/2006             0    N                                                  36   H
         291   S               P                P                               10                  1                      1   A4AL                         23      7.900                     1                         130000.00     66.92         0.00                66.92               87000.00               86820.11             0.00             0.00                 360                     357               360     39116   MS                      0.000      0.000        0.000      0.000       0.000        660               9/15/2006             0    N                                                  36   H
         292   S               P                P                               73                  1                      1   A4AL                         47      8.125                     1                         211500.00     80.00        20.00               100.00              169200.00              168865.69         42300.00             0.00                 360                     357               360     53050   WI                      4.625     14.125        4.625      1.500       1.000        641               9/14/2006             0    N                                                  24   H
         293   S               P                C                               73                  1                      1   AMAL                         24      9.750                     1                          64000.00     80.00         0.00                80.00               51200.00               51127.75             0.00             0.00                 360                     357               360     47303   IN                      6.150     15.750        6.150      1.500       1.000        552                9/8/2006             0    N                                                  12   H
         294   S               P                C                               10                  1    C4                    A4AL                         49      8.500                     1                         325000.00     80.00         0.00                80.00              260000.00              259524.11             0.00             0.00                 360                     357               360     33161   FL                      0.000      0.000        0.000      0.000       0.000        544               9/12/2006             0    N                                                  36   H
         295   S               P                C                               73                  1                      1   AXAL                         50      9.000                     1                          96000.00     94.90         0.00                94.90               91100.00               90949.60             0.00             0.00                 360                     357               360     55807   MN                      5.600     15.000        5.600      1.500       1.000        642                9/8/2006             0    N                                                   0
         296   S               P                C                               73                  1    C1                    A4AL                         41      7.500                     1                         337000.00     80.71         0.00                80.71              272000.00              271390.63             0.00             0.00                 360                     357               360     19565   PA                      4.000     13.500        4.000      1.500       1.000        634                9/5/2006             0    N                                                  12   H
         297   S               P                C                               10                  1                      1   A4SR                          0     10.675                     1                          69000.00     86.16         0.00                86.16               59450.00               59381.13             0.00             0.00                 360                     357               360     43526   OH                      0.000      0.000        0.000      0.000       0.000        525               9/15/2006             0    N                                                   0
         298   S               P                R                               10                  1                      1   A4SR                          0      8.250                     1                         170000.00     70.06         0.00                70.06              119100.00              118865.27             0.00             0.00                 360                     357               360     78130   TX                      0.000      0.000        0.000      0.000       0.000        619               9/15/2006             0    N                                                   0
         299   S               P                R                               10                  1                      1   A4SR                          0      8.450                     1                          97000.00     82.37         0.00                82.37               79900.00               79752.26             0.00             0.00                 360                     357               360     48708   MI                      0.000      0.000        0.000      0.000       0.000        619               9/15/2006             0    N                                                   0
         300   S               P                C                               73                  1                      1   AXAL                         42      8.750                     1                         156000.00     64.74         0.00                64.74              101000.00              100824.39             0.00             0.00                 360                     357               360     37185   TN                      5.350     14.750        5.350      1.500       1.000        517               9/12/2006             0    N                                                   0
         301   F               P                C                               10                  1                      1   A5AL                         22      9.000                     1                         220000.00     31.82         0.00                31.82               70000.00               69884.41             0.00             0.00                 360                     357               360      6360   CT                      0.000      0.000        0.000      0.000       0.000        556                9/8/2006             0    Y                                                  36   H
         302   S               P                C                               10                  1                      1   A4AL                         48      7.875                     1                         172000.00     43.60         0.00                43.60               75000.00               74844.15             0.00             0.00                 360                     357               360     99205   WA                      0.000      0.000        0.000      0.000       0.000        510               9/14/2006             0    N                                                  36   H
         303   S               P                C                               10                  1                      1   B AL                         22     11.000                     1                          77000.00     65.00         0.00                65.00               50050.00               49982.36             0.00             0.00                 360                     357               360     37604   TN                      0.000      0.000        0.000      0.000       0.000        504               9/13/2006             0    N                                                  24   H
         304   P               P                C                               10                  1                      1   A4AL                         41      9.375                     1                         125000.00     96.00         0.00                96.00              120000.00              119816.78             0.00             0.00                 360                     357               360     41051   KY                      0.000      0.000        0.000      0.000       0.000        596               9/11/2006             0    N                                                  36   H
         305   S               P                C                               73                  1                      1   A4AL                         21      9.375                     1                          78000.00     76.92         0.00                76.92               60000.00               59908.38             0.00             0.00                 360                     357               360     56716   MN                      6.000     15.375        6.000      1.500       1.000        558               9/14/2006             0    N                                                   0
         306   S               P                C                               10                  1                      1   AMAL                         34     10.250                     1                         291000.00     24.05         0.00                24.05               70000.00               69911.19             0.00             0.00                 360                     357               360      3224   NH                      0.000      0.000        0.000      0.000       0.000        531               9/15/2006             0    N                                                   0
         307   S               P                C                               10                  1                      1   A4AL                         20      7.875                     1                         165000.00     46.67         0.00                46.67               77000.00               76839.98             0.00             0.00                 360                     357               360     33540   FL                      0.000      0.000        0.000      0.000       0.000        534                9/8/2006             0    N                                                  36   H
         308   S               P                C                               73                  1                      1   A4AL                         41      9.375                     1                          99000.00     90.00         0.00                90.00               89100.00               88963.95             0.00             0.00                 360                     357               360     27406   NC                      5.775     15.375        5.775      1.500       1.000        552               9/11/2006             0    N                                                   0
         309   S               P                C                               73                  1                      1   B AL                         27      9.125                     1                          86000.00     63.95         0.00                63.95               55000.00               54911.52             0.00             0.00                 360                     357               360     18407   PA                      5.625     15.125        5.625      1.500       1.000        559                9/6/2006             0    N                                                  24   H
         310   P               P                C                               73                  1                      1   A5AL                         40      7.125                     1                         293000.00     51.19         0.00                51.19              150000.00              149638.00             0.00             0.00                 360                     357               360     33462   FL                      3.725     13.125        3.725      1.500       1.000        538               9/11/2006             0    Y                                                  24   H
         311   S               P                C                               10                  1                      1   A4AL                         50      8.250                     1                          93000.00     91.40         0.00                91.40               85000.00               84836.27             0.00             0.00                 360                     357               360     85237   AZ                      0.000      0.000        0.000      0.000       0.000        675               9/13/2006             0    N                                                  36   H
         312   S               P                R                               10                  1                      1   A4SR                          0      8.625                     1                         187000.00     80.75         0.00                80.75              151000.00              149530.66             0.00             0.00                 360                     357               360     53217   WI                      0.000      0.000        0.000      0.000       0.000        633               9/18/2006             0    N                                                   0
         313   S               P                R                               10                  1                      1   A4SR                          0      7.875                     1                         142500.00     74.98         0.00                74.98              106850.00              106627.93             0.00             0.00                 360                     357               360     30669   GA                      0.000      0.000        0.000      0.000       0.000        640               9/18/2006             0    N                                                   0
         314   S               P                C                               73                  1    C1                    A4AL                         51      8.750                     1                         147000.00     90.00         0.00                90.00              132300.00              132069.99             0.00             0.00                 360                     357               360     19150   PA                      5.250     14.750        5.250      1.500       1.000        550               9/12/2006             0    N                                                  24   H
         315   P               P                C                               73                  1                      1   A4AL                         45      8.000                     1                         352000.00     72.44         0.00                72.44              255000.00              254483.27             0.00             0.00                 360                     357               360     23112   VA                      4.600     14.000        4.600      1.500       1.000        502               9/13/2006             0    N                                                  24   H
         316   S               P                C                               10                  1    C1                    A5AL                         41      8.000                     1                         225000.00     83.11         0.00                83.11              187000.00              186621.07             0.00             0.00                 360                     357               360     95951   CA                      0.000      0.000        0.000      0.000       0.000        595               9/15/2006             0    Y                                                  12   H
         317   S               P                C                               73                  1                      1   A4AL                         35      8.500                     1                         129000.00     87.13         0.00                87.13              112400.00              112194.27             0.00             0.00                 360                     357               360     71405   LA                      4.900     14.500        4.900      1.500       1.000        583               9/16/2006             0    N                                                  12   H
         318   S               P                C                               10                  1                      1   A4AL                         39      8.375                     1                         156000.00     89.74         0.00                89.74              140000.00              139737.12             0.00             0.00                 360                     357               360     39402   MS                      0.000      0.000        0.000      0.000       0.000        628               9/15/2006             0    N                                                   0
         319   S               P                C                               73                  1                      1   AXAL                         42      7.125                     1                         620000.00     47.18         0.00                47.18              292500.00              291794.09             0.00             0.00                 360                     357               360     92025   CA                      3.625     13.125        3.625      1.500       1.000        562               9/14/2006             0    N                                                  24   H
         320   S               P                C                               73                  1                      1   A4AL                         46      8.375                     1                         173000.00     88.44         0.00                88.44              153000.00              152712.71             0.00             0.00                 360                     357               360     19111   PA                      4.875     14.375        4.875      1.500       1.000        549               9/15/2006             0    N                                                  24   H
         321   S               P                C                               10                  1                      1   A4AL                         39      9.750                     1                          83000.00     79.52         0.00                79.52               66000.00               65906.88             0.00             0.00                 360                     357               360     70607   LA                      0.000      0.000        0.000      0.000       0.000        535               9/19/2006             0    N                                                  12   H
         322   S               P                C                               10                  1                      1   A4AL                         41      8.875                     1                          75000.00     82.67         0.00                82.67               62000.00               61894.95             0.00             0.00                 360                     357               360     15235   PA                      0.000      0.000        0.000      0.000       0.000        560               9/14/2006             0    N                                                  36   H
         323   S               P                R                               10                  1                      1   A4SR                          0      8.125                     1                         280000.00     86.66         0.00                86.66              242650.00              242170.59             0.00             0.00                 360                     357               360     46341   IN                      0.000      0.000        0.000      0.000       0.000        653               9/20/2006             0    N                                                  36   H
         324   S               P                R                               10                  1                      1   AMAL                         37      9.250                     1                         263000.00     49.81         0.00                49.81              131000.00              130794.70             0.00             0.00                 360                     357               360     84770   UT                      0.000      0.000        0.000      0.000       0.000        572               9/19/2006             0    N                                                   0
         325   S               P                R                               73                  1                      1   A4SR                          0      7.825                     1                         135500.00     91.66         0.00                91.66              124200.00              123939.28             0.00             0.00                 360                     357               360     35906   AL                      4.325     13.825        4.325      1.500       1.000        610               9/20/2006             0    N                                                  24   H
         326   S               P                R                               73                  1                      1   A4SR                          0      8.125                     1                         167000.00     77.25         0.00                77.25              129000.00              128745.14             0.00             0.00                 360                     357               360     28124   NC                      4.625     14.125        4.625      1.500       1.000        567               9/20/2006             0    N                                                   0
         327   S               P                R                               10                  1                      1   A4SR                          0      7.875                     1                         300000.00     44.37         0.00                44.37              133100.00              132823.39             0.00             0.00                 360                     357               360     60707   IL                      0.000      0.000        0.000      0.000       0.000        537               9/19/2006             0    N                                                   0
         328   S               P                R                               10                  1                      1   A4SR                          0      6.950                     1                         350000.00     33.57         0.00                33.57              117500.00              117206.50             0.00             0.00                 360                     357               360     92501   CA                      0.000      0.000        0.000      0.000       0.000        575               9/20/2006             0    N                                                  36   H
         329   S               P                R                               74                  1                      1   A4AL                         25      8.750                     1                         127400.00     76.84         0.00                76.84               97900.00               97729.78             0.00             0.00                 360                     357               360     28146   NC                      5.250     14.750        5.250      1.500       1.000        559               9/20/2006             0    N                                                   0
         330   S               P                R                               73                  1                      1   A4SR                          0      8.375                     1                         133000.00     60.30         0.00                60.30               80200.00               80049.40             0.00             0.00                 360                     357               360     22849   VA                      4.875     14.375        4.875      1.500       1.000        535               9/20/2006             0    N                                                   0
         331   S               P                R                               73                  1                      1   AXAL                         42      7.000                     1                         230000.00     70.00         0.00                70.00              161000.00              160601.77             0.00             0.00                 360                     357               360     34205   FL                      3.500     13.000        3.500      1.500       1.000        605               9/20/2006             0    N                                                  24   H
         332   S               P                R                               10                  1                      1   AXSR                          0     10.875                     1                         110000.00     88.73         0.00                88.73               97600.00               97491.75             0.00             0.00                 360                     357               360     72758   AR                      0.000      0.000        0.000      0.000       0.000        545               9/20/2006             0    N                                                   0
         333   S               P                C                               10                  1    C4                    A4AL                         47      8.875                     1                          98000.00     78.06         0.00                78.06               76500.00               76370.37             0.00             0.00                 360                     357               360     38654   MS                      0.000      0.000        0.000      0.000       0.000        619               9/22/2006             0    N                                                  36   H
         334   S               P                C                               73                  1    C3                    AMAL                         29     10.300                     1                         235000.00     53.19         0.00                53.19              125000.00              124843.07             0.00             0.00                 360                     357               360     56308   MN                      7.000     16.300       10.300      1.500       1.000        531               9/25/2006             0    N                                                  24   H
         335   S               P                C                               73                  1    C4                    A4AL                         25     10.850                     1                         131000.00     95.00         0.00                95.00              124450.00              124182.97             0.00             0.00                 360                     355               360     54631   WI                      7.500     16.850       10.850      1.500       1.000        618               6/30/2006             0    N                                                  24   H
         336   P               S                P                               10                  1                      1   A5AL                         50      8.200                     1                         222340.00     79.99        19.99                99.98              177850.00              177150.66         44450.00             0.00                 360                     354               360     30012   GA                      0.000      0.000        0.000      0.000       0.000        627               6/28/2006             0    Y                                                  36   H
         337   S               P                P                               73                  1                      1   A4AL                         49      8.125                     1                         334000.00     90.00         0.00                90.00              300600.00              299603.40             0.00             0.00                 360                     355               360     28704   NC                      4.875     14.125        8.125      1.500       1.000        590               7/20/2006             0    N                                                  24   H
         338   S               P                P                               73                  1    C4                    A5AL                         38     10.650                     1                         186600.00     79.98        20.02               100.00              149250.00              149017.21         37350.00             0.00                 360                     356               360      6516   CT                      7.125     16.650       10.650      1.500       1.000        602               8/30/2006             0    Y                                                  24   H
         339   S               P                P                               73                  1    C4                    A5AL                         47     10.625                     1                         250000.00     80.00        20.00               100.00              200000.00              199686.40         50000.00             0.00                 360                     356               360      1612   MA                      7.125     16.625       10.625      1.500       1.000        604                9/1/2006             0    Y                                                   0
         340   P               P                P                               73                  1    C4                    A5AL                         50      9.875                     1                         195454.00     80.00        20.00               100.00              156364.00              156002.89         39090.00             0.00                 360                     355               360     85243   AZ                      6.625     15.875        9.875      1.500       1.000        600               7/27/2006             0    Y                                                  24   H
         341   S               P                C                               73                  1                      1   AMAL                         48      9.950                     1                         133800.00     89.99         0.00                89.99              120400.00              120237.13             0.00             0.00                 360                     357               360     74127   OK                      6.950     15.950        9.950      1.500       1.000        585                9/8/2006             0    N                                                  24   H
         342   P               P                P                               73                  1    C4                    A4AL                         50     10.025                     1                         374254.00     95.00         0.00                95.00              355541.00              354745.55             0.00             0.00                 360                     355               360     92203   CA                      6.775     16.025       10.025      1.500       1.000        607               7/27/2006             0    N                                                   0
         343   S               P                P                               73                  1                      1   A5AL                         47      8.975                     1                         131000.00     80.00        20.00               100.00              104800.00              104567.20         26200.00             0.00                 360                     356               360     30349   GA                      5.375     14.975        8.975      1.500       1.000        603               8/31/2006             0    Y                                                  24   H
         344   S               P                P                               73                  1                      1   A5AL                         48      9.200                     1                         100000.00     80.00        20.00               100.00               80000.00               79830.39         20000.00             0.00                 360                     356               360     36117   AL                      5.950     15.200        9.200      1.000       1.000        605               8/31/2006             0    Y                                                  24   H
         345   S               P                C                               73                  1    C4                    A4AL                         24      7.000                     1                         175000.00     49.71         0.00                49.71               87000.00               86784.79             0.00             0.00                 360                     357               360     22747   VA                      3.750     13.000        7.000      1.500       1.000        626               8/30/2006             0    N                                                  24   H
         346   P               P                P                               73                  1                      1   A5AL                         49      8.450                     1                         185000.00     80.00        20.00               100.00              148000.00              147633.79         37000.00             0.00                 360                     356               360     34758   FL                      5.200     14.450        8.450      1.000       1.000        608                9/1/2006             0    Y                                                  24   H
         347   P               P                P                               73                  1    C4                    A5AL                         37     11.000                     1                         400000.00     80.00        20.00               100.00              320000.00              319537.26         80000.00             0.00                 360                     356               360     32168   FL                      7.750     17.000       11.000      1.500       1.000        612                8/2/2006             0    Y                                                  12   H
         348   P               S                P                               73                  1    C4                    A5AL                         47      9.400                     1                         272360.00     94.98         0.00                94.98              258700.00              258174.00             0.00             0.00                 360                     356               360     34759   FL                      6.150     15.400        9.400      1.000       1.000        648               8/30/2006             0    Y                                                  24   H
         349   P               P                P                               73                  1    C4                    A5AL                         48      9.900                     1                         296000.00     80.00        20.00               100.00              236800.00              236366.60         59200.00             0.00                 360                     356               360     33190   FL                      6.650     15.900        9.900      1.500       1.000        613               8/31/2006             0    Y                                                  36   H
         350   S               P                P                               73                  1    C4                    A4AL                         50      9.900                     1                         155000.00     95.00         0.00                95.00              147250.00              146911.72             0.00             0.00                 360                     355               360     35673   AL                      6.650     15.900        9.900      1.500       1.000        621                8/2/2006             0    N                                                  24   H
         351   S               P                P                               73                  1                      1   A5AL                         36     10.675                     1                         106900.00     89.99         0.00                89.99               96200.00               96050.78             0.00             0.00                 360                     356               360     29063   SC                      7.425     16.675       10.675      1.500       1.000        568               8/28/2006             0    Y                                                   0
         352   S               P                C                               73                  1    C4                    A5AL                         46      8.875                     1                         233000.00     85.00         0.00                85.00              198050.00              197600.90             0.00             0.00                 360                     356               360     23452   VA                      5.625     14.875        8.875      1.500       1.000        573               8/15/2006             0    Y                                                  36   H
         353   P               S                P                               73                  1    C4                    A4AL                         49      9.900                     1                         190000.00     95.00         0.00                95.00              180500.00              180253.25             0.00             0.00                 360                     357               360     32226   FL                      6.650     15.900        9.900      1.500       1.000        649               9/14/2006             0    N                                                  36   H
         354   P               P                P                               73                  1                      1   A5AL                         50      9.500                     1                         134900.00     79.99        20.01               100.00              107900.00              107900.00         27000.00             0.00                 360                     356               360     30223   GA                      6.250     15.500        9.500      1.500       1.000        585               8/11/2006            60    Y                                                  24   H
         355   P               P                P                               73                  1    C4                    A5AL                         46     10.525                     1                         257585.00     80.00        20.00               100.00              206068.00              205737.88         51517.00             0.00                 360                     356               360     97322   OR                      7.275     16.525       10.525      1.500       1.000        630               8/10/2006             0    Y                                                  24   H
         356   T               P                P                               73                  1    C4                    A4AL                         25     10.725                     1                         310000.00     80.00        20.00               100.00              248000.00              247619.41         62000.00             0.00                 360                     356               360     10954   NY                      7.000     16.725       10.725      1.000       1.000        601                9/8/2006             0    N                                                   0
         357   S               P                R                               73                  1                      1   A5AL                         45      9.975                     1                         165000.00     90.00         0.00                90.00              148500.00              147927.47             0.00             0.00                 360                     356               360     48911   MI                      6.725     15.975        9.975      1.000       1.000        567               8/31/2006             0    Y                                                  24   H
         358   S               P                C                               73                  1                      1   A4AL                         46      8.875                     1                         228000.00     80.00        20.00               100.00              182400.00              181986.39         45600.00             0.00                 360                     356               360     55008   MN                      5.625     14.875        8.875      1.000       1.000        607               8/22/2006             0    N                                                  24   H
         359   P               P                C                               73                  1                      1   A4AL                         44      9.675                     1                         279000.00     90.00         0.00                90.00              251100.00              250618.10             0.00             0.00                 360                     356               360     27513   NC                      6.425     15.675        9.675      1.500       1.000        561               8/28/2006             0    N                                                  24   H
         360   S               S                P                               74                  1                      1   A5AL                         50     10.425                     1                          88900.00     84.98         0.00                84.98               75550.00               75426.33             0.00             0.00                 360                     356               360     28636   NC                      7.175     16.425       10.425      1.500       1.000        520                9/6/2006             0    Y                                                   0
         361   P               P                P                               73                  1    C4                    A5AL                         48      9.850                     1                         226596.00     79.99        19.99                99.98              181250.00              180914.74         45300.00             0.00                 360                     356               360     29588   SC                      6.600     15.850        9.850      1.500       1.000        602                9/5/2006             0    Y                                                  24   H
         362   S               P                C                               73                  1    C4                    A4AL                         48      9.825                     1                         473000.00     80.00        20.00               100.00              378400.00              377696.41         94600.00             0.00                 360                     356               360      2131   MA                      6.575     15.825        9.825      1.500       1.000        609               8/28/2006             0    N                                                   0
         363   S               S                P                               73                  1    C4                    A4AL                         46     10.125                     1                          92300.00     79.96         0.00                79.96               73800.00               73671.22             0.00             0.00                 360                     356               360     75143   TX                      6.875     16.125       10.125      1.500       1.000        636               8/25/2006             0    N                                                  24   H
         364   P               P                P                               73                  1    C4                    A5AL                         45     10.275                     1                         123490.00     80.00        20.00               100.00               98792.00               98625.02         24698.00             0.00                 360                     356               360     30260   GA                      7.025     16.275       10.275      1.500       1.000        613               8/30/2006             0    Y                                                  24   H
         365   P               P                C                               73                  1    C4                    A4AL                         43      9.275                     1                         400000.00     37.50         0.00                37.50              150000.00              144570.10             0.00             0.00                 360                     356               360     30506   GA                      6.025     15.275        9.275      1.500       1.000        533               8/23/2006             0    N                                                  24   H
         366   S               P                C                               73                  1                      1   A4AL                         47      9.050                     1                         186500.00     80.00        20.00               100.00              149200.00              149105.08         37300.00             0.00                 360                     357               480     19809   DE                      5.450     15.050        9.050      1.500       1.000        613               9/12/2006             0    N                                                  24   H
         367   S               P                C                               73                  1                      1   A4AL                         51      8.000                     1                          85000.00     76.00         0.00                76.00               64600.00               64469.10             0.00             0.00                 360                     357               360     70517   LA                      4.750     14.000        8.000      1.500       1.000        641                9/8/2006             0    N                                                  24   H
         368   S               P                P                               73                  1    C4                    A5AL                         47     10.650                     1                         186000.00     80.00        20.00               100.00              148800.00              148721.81         37200.00             0.00                 360                     356               480     23225   VA                      7.400     16.650       10.650      1.500       1.000        601               8/30/2006             0    Y                                                  24   H
         369   S               P                C                               73                  1    C4                    A4AL                         42      9.675                     1                         149000.00     84.56         0.00                84.56              126000.00              125758.16             0.00             0.00                 360                     356               360     63111   MO                      6.425     15.675        9.675      1.000       1.000        608               8/15/2006             0    N                                                  24   H
         370   S               P                C                               73                  1    C4                    A4AL                         50     10.050                     1                         156000.00     94.87         0.00                94.87              148000.00              147737.61             0.00             0.00                 360                     356               360     55066   MN                      6.800     16.050       10.050      1.000       1.000        615               8/23/2006             0    N                                                  24   H
         371   S               P                P                               73                  1    C4                    A5AL                         48      9.900                     1                         125000.00     80.00        20.00               100.00              100000.00               99816.95         25000.00             0.00                 360                     356               360     46060   IN                      6.650     15.900        9.900      1.500       1.000        612                9/1/2006             0    Y                                                  24   H
         372   S               P                C                               73                  1                      1   A4AL                         28      8.425                     1                         112000.00     74.64         0.00                74.64               83600.00               83392.07             0.00             0.00                 360                     356               360     31404   GA                      5.175     14.425        8.425      1.500       1.000        646               8/25/2006             0    N                                                  24   H
         373   F               P                C                               73                  1    C4                    A4AL                         48     10.650                     1                         116000.00     95.00         0.00                95.00              110200.00              110028.11             0.00             0.00                 360                     356               360     19143   PA                      7.400     16.650       10.650      1.000       1.000        593               8/28/2006             0    N                                                  24   H
         374   S               P                P                               73                  1    C4                    AXAL                         50      9.775                     1                         131400.00     80.00        20.00               100.00              105120.00              104922.44         26280.00             0.00                 360                     356               360     30228   GA                      6.525     15.775        9.750      1.000       1.000        633               8/17/2006             0    N                                                  24   H
         375   S               P                C                               73                  1    C4                    A5AL                         46      9.000                     1                         242000.00     80.00        20.00               100.00              193600.00              193432.69         48400.00             0.00                 360                     356               480      2908   RI                      4.625     15.000        9.000      1.500       1.000        621               8/29/2006             0    Y                                                  12   H
         376   S               P                C                               73                  1    C4                    A4AL                         33      8.500                     1                         160000.00     80.00         0.00                80.00              128000.00              127871.84             0.00             0.00                 360                     356               480      8638   NJ                      5.250     14.500        8.500      1.500       1.000        627               8/28/2006             0    N                                                   0
         377   S               P                C                               73                  1                      1   AMAL                         50      9.425                     1                         310000.00     64.19         0.00                64.19              199000.00              198699.30             0.00             0.00                 360                     357               360     32643   FL                      6.175     15.425        9.425      1.500       1.000        520               8/31/2006             0    N                                                  24   H
         378   P               P                P                               73                  1    C4                    A5AL                         49     10.550                     1                         249900.00     79.99        19.99                99.98              199900.00              199662.13         49950.00             0.00                 360                     357               360     27526   NC                      6.950     16.550       10.550      1.500       1.000        607               9/15/2006             0    Y                                                  24   H
         379   S               P                P                               73                  1    C4                    A5AL                         47     10.150                     1                         129000.00     78.14        19.53                97.67              100800.00              100669.33         25200.00             0.00                 360                     357               360     43231   OH                      6.900     16.150       10.150      1.000       1.000        629               9/13/2006             0    Y                                                  24   H
         380   P               S                P                               73                  1    C4                    A5AL                         51     10.550                     1                         150500.00     95.00         0.00                95.00              142975.00              142747.17             0.00             0.00                 360                     356               360     28273   NC                      7.300     16.550       10.550      1.500       1.000        626               8/18/2006             0    Y                                                   0
         381   S               P                P                               73                  1    C4                    A5AL                         50     11.150                     1                         220000.00     80.00        20.00               100.00              176000.00              175753.64         44000.00             0.00                 360                     356               360     48235   MI                      7.900     17.150       11.150      1.500       1.000        610               8/31/2006             0    Y                                                  24   H
         382   C               P                P                               73                  1    C4                    A5AL                         39     11.000                     1                          64500.00     94.96         0.00                94.96               61250.00               61183.88             0.00             0.00                 360                     357               360     28314   NC                      7.400     17.000       11.000      1.500       1.000        620                9/7/2006             0    Y                                                   0
         383   S               P                P                               73                  1    C4                    A5AL                         44     10.400                     1                         146930.00     79.97        20.01                99.98              117500.00              117306.63         29400.00             0.00                 360                     356               360     27301   NC                      7.150     16.400       10.400      1.500       1.000        627               8/28/2006             0    Y                                                   0
         384   S               I                C                               73                  1                      1   A4AL                         48      9.900                     1                         148000.00     74.59         0.00                74.59              110400.00              110197.91             0.00             0.00                 360                     356               360     30504   GA                      6.650     15.900        9.900      1.000       1.000        567               8/24/2006             0    N                                                  24   H
         385   S               P                P                               73                  1    C4                    A5AL                         49     10.150                     1                         187000.00     80.00        20.00               100.00              149600.00              149406.09         37400.00             0.00                 360                     357               360     34480   FL                      6.900     16.150       10.150      1.500       1.000        628               9/15/2006             0    Y                                                  24   H
         386   S               P                C                               73                  1                      1   A4AL                         23      8.825                     1                         124000.00     90.00         0.00                90.00              111600.00              111344.30             0.00             0.00                 360                     356               360     31419   GA                      5.575     14.825        8.825      1.500       1.000        597               8/28/2006             0    N                                                  36   H
         387   S               P                P                               73                  1                      1   A5AL                         48     11.100                     1                          72000.00     95.00         0.00                95.00               68400.00               68327.73             0.00             0.00                 360                     357               360     65265   MO                      7.500     17.100       11.100      1.500       1.000        590               9/14/2006             0    Y                                                  24   H
         388   S               P                P                               73                  1    C4                    A5AL                         48     10.150                     1                         127000.00     80.00        19.80                99.80              101600.00              101423.65         25150.00             0.00                 360                     356               360     27406   NC                      6.900     16.150       10.150      1.000       1.000        629               8/30/2006             0    Y                                                   0
         389   P               P                P                               73                  1    C4                    A5AL                         51      9.775                     1                         295344.00     80.00        20.00               100.00              236275.00              235717.73         59068.00             0.00                 360                     355               360     55301   MN                      6.525     15.775        9.775      1.500       1.000        610               7/21/2006             0    Y                                                  24   H
         390   S               P                R                               73                  1                      1   A4AL                         50     11.325                     1                         138500.00     88.99         0.00                88.99              123250.00              123126.03             0.00             0.00                 360                     357               360     78233   TX                      7.425     17.325       11.325      1.500       1.000        548               8/29/2006             0    N                                                   0
         391   S               P                P                               73                  1    C4                    A5AL                         49     10.675                     1                         145000.00     80.00        20.00               100.00              116000.00              115865.63         29000.00             0.00                 360                     357               360     45601   OH                      7.075     16.675       10.675      1.000       1.000        608                9/8/2006             0    Y                                                  24   H
         392   S               P                C                               73                  1    C4                    A4AL                         25      9.900                     1                         215000.00     85.00         0.00                85.00              182750.00              182415.53             0.00             0.00                 360                     356               360     60443   IL                      5.250     15.900        9.900      1.000       1.000        566               8/25/2006             0    N                                                   0
         393   S               P                P                               73                  1                      1   A5AL                         45     11.200                     1                          78000.00     90.00         0.00                90.00               70200.00               70127.42             0.00             0.00                 360                     357               360     45714   OH                      7.600     17.200       11.200      1.000       1.000        554                9/7/2006             0    Y                                                  24   H
         394   S               P                C                               73                  1                      1   A4AL                         29     10.100                     1                          93000.00     90.00         0.00                90.00               83700.00               83553.14             0.00             0.00                 360                     356               360     70802   LA                      6.850     16.100       10.100      1.000       1.000        546               8/31/2006             0    N                                                  24   H
         395   P               P                P                               73                  1    C4                    A4AL                         34     10.000                     1                         181000.00     80.00        20.00               100.00              144800.00              144707.24         36200.00             0.00                 360                     356               480     34667   FL                      6.400     16.000       10.000      1.500       1.000        625                9/8/2006             0    N                                                  24   H
         396   S               P                C                               73                  1    C4                    A4AL                         38      8.500                     1                         290000.00     50.00         0.00                50.00              145000.00              144854.83             0.00             0.00                 360                     356               480      7077   NJ                      4.900     14.500        8.500      1.500       1.000        608               8/28/2006             0    N                                                   0
         397   S               P                P                               73                  1                      1   A4AL                         49      9.575                     1                         135000.00     80.00        20.00               100.00              108000.00              107841.87         27000.00             0.00                 360                     357               360     56169   MN                      5.975     15.575        9.575      1.000       1.000        605                9/8/2006             0    N                                                  24   H
         398   S               P                C                               73                  1                      1   A4AL                         50      9.825                     1                          85000.00     85.00         0.00                85.00               72250.00               72115.64             0.00             0.00                 360                     356               360     71106   LA                      6.575     15.825        9.825      1.500       1.000        529               8/25/2006             0    N                                                  24   H
         399   S               P                P                               73                  1                      1   A5AL                         49      9.550                     1                         160000.00     80.00        20.00               100.00              128000.00              127811.60         32000.00             0.00                 360                     357               360     30038   GA                      6.300     15.550        9.550      1.500       1.000        596                9/8/2006             0    Y                                                  24   H
         400   S               P                C                               73                  1    C4                    A4AL                         40      8.990                     1                         138000.00     94.57         0.00                94.57              130500.00              130284.08             0.00             0.00                 360                     357               360     30034   GA                      5.740     14.990        8.990      1.000       1.000        601               8/31/2006             0    N                                                  24   H
         401   P               P                C                               73                  1    C4                    A5AL                         40      7.000                     1                         475000.00     44.21         0.00                44.21              210000.00              209480.57             0.00             0.00                 360                     357               360     33418   FL                      3.750     13.000        7.000      1.500       1.000        664                9/5/2006             0    Y                                                  24   H
         402   P               P                C                               73                  1                      1   AXAL                         46      8.990                     1                         552000.00     80.00         0.00                80.00              441600.00              440622.20             0.00             0.00                 360                     356               360     21702   MD                      5.740     14.990        8.990      1.500       1.000        540               8/30/2006             0    N                                                   0
         403   S               P                P                               73                  1    C4                    A5AL                         47     10.150                     1                         117900.00     79.98        20.02               100.00               94300.00               94136.30         23600.00             0.00                 360                     356               360     30240   GA                      6.900     16.150       10.150      1.000       1.000        623               8/31/2006             0    Y                                                  24   H
         404   P               P                P                               73                  1    C4                    A5AL                         40      9.975                     1                         320000.00     80.00        20.00               100.00              256000.00              255538.85         64000.00             0.00                 360                     356               360     85338   AZ                      6.725     15.975        9.975      1.500       1.000        611               8/29/2006             0    Y                                                  24   H
         405   S               P                C                               74                  1                      1   A4AL                         40      9.925                     1                         225000.00     95.00         0.00                95.00              213750.00              213360.85             0.00             0.00                 360                     356               360     32738   FL                      6.675     15.925        9.925      1.500       1.000        585               8/29/2006             0    N                                                  36   H
         406   S               P                P                               73                  1    C4                    A5AL                         48     10.300                     1                         232380.00     80.00        20.00               100.00              185900.00              185666.62         46476.00             0.00                 360                     356               360      1104   MA                      6.700     16.300       10.300      1.500       1.000        628               9/14/2006             0    Y                                                   0
         407   S               P                C                               73                  1    C4                    A4AL                         47      8.600                     1                         400000.00     80.00        20.00               100.00              320000.00              319232.16         80000.00             0.00                 360                     356               360      2368   MA                      5.350     14.600        8.600      1.500       1.000        629               8/28/2006             0    N                                                   0
         408   S               P                C                               73                  1    C4                    A4AL                         50      9.500                     1                         368000.00     79.35         0.00                79.35              292000.00              291565.68             0.00             0.00                 360                     357               360     61052   IL                      5.725     15.500        9.500      1.500       1.000        618               8/31/2006             0    N                                                   0
         409   S               P                C                               73                  1                      1   A5AL                         51      9.300                     1                         115000.00     80.00        20.00               100.00               92000.00               91808.99         23000.00             0.00                 360                     356               360     31406   GA                      6.050     15.300        9.300      1.000       1.000        586                9/7/2006             0    Y                                                  24   H
         410   S               P                P                               73                  1    C4                    A5AL                         41      9.175                     1                         105000.00     80.00        20.00               100.00               84000.00               83821.00         21000.00             0.00                 360                     356               360     29063   SC                      5.925     15.175        9.175      1.500       1.000        698               8/31/2006             0    Y                                                   0
         411   P               P                P                               73                  1    C4                    A5AL                         47      9.800                     1                         255000.00     80.00        19.80                99.80              204000.00              203861.19         50500.00             0.00                 360                     356               480     30253   GA                      6.200     15.800        9.800      1.500       1.000        655                9/1/2006             0    Y                                                  24   H
         412   P               P                P                               73                  1    C4                    A5AL                         49      9.150                     1                         149990.00     79.97        20.00                99.97              119950.00              119850.82         30000.00             0.00                 360                     356               480     30012   GA                      5.550     15.150        9.150      1.500       1.000        661                9/5/2006             0    Y                                                  24   H
         413   P               P                P                               73                  1    C4                    A5AL                         49      9.750                     1                         256000.00     80.00        20.00               100.00              204800.00              204413.11         51200.00             0.00                 360                     356               360     30135   GA                      6.150     15.750        9.750      1.000       1.000        625               8/31/2006             0    Y                                                  24   H
         414   T               P                P                               73                  1    C4                    A4AL                         46     10.400                     1                         147000.00     95.00         0.00                95.00              139650.00              139420.19             0.00             0.00                 360                     356               360     21229   MD                      6.800     16.400       10.400      1.000       1.000        596                9/5/2006             0    N                                                   0
         415   P               P                P                               73                  1    C4                    A5AL                         35      9.650                     1                         125000.00     80.00         0.00                80.00              100000.00               99855.86             0.00             0.00                 360                     357               360     62703   IL                      5.900     15.650        9.650      1.500       1.000        588               9/13/2006             0    Y                                                   0
         416   S               P                C                               73                  1                      1   A4AL                         14      8.425                     1                         150000.00     67.17         0.00                67.17              100750.00              100562.75             0.00             0.00                 360                     357               360     46582   IN                      4.825     14.425        8.425      1.000       1.000        651               8/31/2006             0    N                                                  24   H
         417   P               P                P                               73                  1                      1   A5AL                         48      9.550                     1                         210000.00     90.00         0.00                90.00              189000.00              188627.59             0.00             0.00                 360                     356               360     30039   GA                      5.950     15.550        9.550      1.500       1.000        570                9/1/2006             0    Y                                                  24   H
         418   S               P                P                               73                  1    C4                    A5AL                         31      9.650                     1                         260000.00     80.00         0.00                80.00              208000.00              207598.71             0.00             0.00                 360                     356               360      2760   MA                      6.050     15.650        9.650      1.000       1.000        594                9/7/2006             0    Y                                                   0
         419   P               P                C                               73                  1                      1   A4AL                         37      8.800                     1                         187000.00     94.49         0.00                94.49              176700.00              176395.92             0.00             0.00                 360                     357               360     30260   GA                      5.200     14.800        8.800      1.000       1.000        599               9/13/2006             0    N                                                  36   H
         420   P               P                P                               73                  1    C4                    A5AL                         48     10.550                     1                         166000.00     80.00        20.00               100.00              132800.00              132641.96         33200.00             0.00                 360                     357               360     77064   TX                      6.625     16.550       10.550      1.000       1.000        611               9/15/2006             0    Y                                                  24   H
         421   F               I                C                               73                  1    C4                    A4AL                         46      9.875                     1                         122000.00     75.00         0.00                75.00               91500.00               91374.26             0.00             0.00                 360                     357               360     39507   MS                      6.275     15.875        9.875      1.000       1.000        610               9/12/2006             0    N                                                  24   H
         422   S               P                P                               73                  1                      1   A5AL                         46      9.850                     1                         115000.00     90.00         0.00                90.00              103500.00              103356.99             0.00             0.00                 360                     357               360     78852   TX                      6.250     15.850        9.850      1.500       1.000        561               9/13/2006             0    Y                                                  24   H
         423   S               P                P                               73                  1    C4                    A5AL                         46     10.050                     1                         171500.00     80.00        20.00               100.00              137200.00              137018.31         34300.00             0.00                 360                     357               360     70056   LA                      6.450     16.050       10.050      1.500       1.000        601                9/8/2006             0    Y                                                  24   H
         424   S               P                P                               73                  1    C4                    A5AL                         47     10.800                     1                         117500.00     80.00        20.00               100.00               94000.00               93894.02         23500.00             0.00                 360                     357               360     30830   GA                      7.200     16.800       10.800      1.500       1.000        605               9/13/2006             0    Y                                                   0
         425   S               P                C                               73                  1                      1   A5AL                         41     10.575                     1                          75000.00     76.00         0.00                76.00               57000.00               56932.52             0.00             0.00                 360                     357               360     35603   AL                      6.975     16.575       10.575      1.500       1.000        575               9/11/2006             0    Y                                                  24   H
         426   S               P                P                               73                  1                      1   AXAL                         50      9.200                     1                         208000.00     92.79         0.00                92.79              193000.00              192694.33             0.00             0.00                 360                     357               360     70056   LA                      5.600     15.200        9.200      1.000       1.000        601               9/13/2006             0    N                                                  24   H
         427   P               P                C                               73                  1    C4                    AXAL                         49     10.200                     1                         210000.00     85.00         0.00                85.00              178500.00              178271.09             0.00             0.00                 360                     357               360     32824   FL                      6.600     16.200       10.200      1.500       1.000        609               9/14/2006             0    N                                                  12   H
         428   P               P                P                               73                  1    C4                    A5AL                         45     10.925                     1                         153758.00     80.00        19.99                99.99              123000.00              122865.05         30750.00             0.00                 360                     357               360     77545   TX                      7.325     16.925       10.925      1.500       1.000        603               9/11/2006             0    Y                                                  24   H
         429   S               P                P                               73                  1    C4                    A5AL                         50     10.675                     1                         194900.00     79.99        20.01               100.00              155900.00              155719.42         39000.00             0.00                 360                     357               360     34207   FL                      7.075     16.675       10.675      1.000       1.000        643               9/15/2006             0    Y                                                  24   H
         430   P               P                P                               73                  1    C4                    A5AL                         45     10.550                     1                         130157.00     79.98        19.98                99.96              104100.00              103976.13         26000.00             0.00                 360                     357               360     78006   TX                      6.750     16.550       10.550      1.000       1.000        607               9/15/2006             0    Y                                                  24   H
         431   S               P                P                               73                  1    C4                    A4AL                         49      9.750                     1                         193000.00     80.00        20.00               100.00              154400.00              154182.11         38600.00             0.00                 360                     357               360     34953   FL                      6.150     15.750        9.750      1.500       1.000        628               9/20/2006             0    N                                                  24   H
         432   P               P                C                               10                  1    C4                    A4AL                         43      8.250                     1                         224000.00     89.73         0.00                89.73              201000.00              200612.83             0.00             0.00                 360                     357               360     33897   FL                      0.000      0.000        0.000      0.000       0.000        601               9/14/2006             0    N                                                  12   H
         433   S               P                C                               10                  1    C1                    A4AL                         41      8.250                     1                         242000.00     84.30         0.00                84.30              204000.00              203607.08             0.00             0.00                 360                     357               360     32539   FL                      0.000      0.000        0.000      0.000       0.000        658               9/15/2006             0    N                                                  12   H
         434   S               P                C                               73                  1                      1   A4AL                         26      7.625                     1                         161000.00     84.47         0.00                84.47              136000.00              135702.82             0.00             0.00                 360                     357               360     28226   NC                      4.125     13.625        4.125      1.500       1.000        592               9/15/2006             0    N                                                   0
         435   S               P                C                               10                  1                      1   A5AL                         42      7.625                     1                         510000.00     52.55         0.00                52.55              268000.00              267414.37             0.00             0.00                 360                     357               360     95901   CA                      0.000      0.000        0.000      0.000       0.000        568               9/14/2006             0    Y                                                  12   H
         436   P               P                C                               73                  1                      1   A5AL                         47      9.375                     1                          80000.00    100.00         0.00               100.00               80000.00               79877.85             0.00             0.00                 360                     357               360     28610   NC                      5.975     15.375        5.975      1.500       1.000        604               9/14/2006             0    Y                                                   0
         437   S               P                C                               73                  1                      1   AMAL                         33      8.375                     1                         238500.00     74.63         0.00                74.63              178000.00              177592.69             0.00             0.00                 360                     357               360     18354   PA                      4.875     14.375        4.875      1.500       1.000        507               9/15/2006             0    N                                                  24   H
         438   P               I                C                               73                  1                      1   A4AL                         38      8.000                     1                         150000.00     64.67         0.00                64.67               97000.00               96803.45             0.00             0.00                 360                     357               360     23453   VA                      4.500     14.000        4.500      1.500       1.000        551                9/5/2006             0    N                                                   0
         439   S               P                C                               10                  1                      1   AMAL                         43     10.125                     1                          77400.00     73.64         0.00                73.64               57000.00               56925.72             0.00             0.00                 360                     357               360     70342   LA                      0.000      0.000        0.000      0.000       0.000        583               9/20/2006             0    N                                                  24   H
         440   S               P                C                               73                  1                      1   AXAL                         49      7.500                     1                         500000.00     39.00         0.00                39.00              195000.00              194563.13             0.00             0.00                 360                     357               360     90280   CA                      4.000     13.500        4.000      1.500       1.000        569               9/15/2006             0    N                                                  12   H
         441   C               P                C                               10                  1                      1   A4AL                         31      8.000                     1                         210000.00     44.76         0.00                44.76               94000.00               93179.63             0.00             0.00                 180                     177               180     92335   CA                      0.000      0.000        0.000      0.000       0.000        504               9/15/2006             0    N                                                  36   H
         442   S               P                C                               73                  1    C1                    A4AL                         49      8.125                     1                         223000.00     73.54         0.00                73.54              164000.00              163675.97             0.00             0.00                 360                     357               360     55313   MN                      4.625     14.125        4.625      1.500       1.000        546               9/19/2006             0    N                                                   0
         443   S               P                C                               10                  1                      1   A5AL                         49      8.625                     1                         235000.00     33.19         0.00                33.19               78000.00               77860.84             0.00             0.00                 360                     357               360      2019   MA                      0.000      0.000        0.000      0.000       0.000        555               9/15/2006             0    Y                                                   0
         444   S               P                P                               10                  1    C1                    A4AL                         40      9.625                     1                         110000.00     90.00         0.00                90.00               99000.00               98856.57             0.00             0.00                 360                     357               360     71730   AR                      0.000      0.000        0.000      0.000       0.000        561               9/12/2006             0    N                                                  36   H
         445   S               P                C                               10                  1                      1   A4AL                         35      8.500                     1                         170000.00     85.29         0.00                85.29              145000.00              144734.61             0.00             0.00                 360                     357               360     93555   CA                      0.000      0.000        0.000      0.000       0.000        586               9/14/2006             0    N                                                  36   H
         446   F               P                R                               10                  1    C4                    A4SR                          0      7.500                     1                         242000.00     64.34         0.00                64.34              155700.00              155351.17             0.00             0.00                 360                     357               360     33914   FL                      0.000      0.000        0.000      0.000       0.000        647               9/21/2006             0    N                                                  36   H
         447   S               P                R                               10                  1    C4                    A4SR                          0      9.500                     1                         125000.00     71.60         0.00                71.60               89500.00               89366.89             0.00             0.00                 360                     357               360     78574   TX                      0.000      0.000        0.000      0.000       0.000        552               9/21/2006             0    N                                                   0
         448   C               P                R                               10                  1                      1   A4AL                         17      8.125                     1                         155000.00     72.42         0.00                72.42              112250.00              112028.24             0.00             0.00                 360                     357               360     19403   PA                      0.000      0.000        0.000      0.000       0.000        599               9/18/2006             0    N                                                   0
         449   S               P                R                               73                  1                      1   A4SR                          0      8.125                     1                         167000.00     90.27         0.00                90.27              150750.00              150452.17             0.00             0.00                 360                     357               360     75135   TX                      4.625     14.125        4.625      1.500       1.000        646               9/21/2006             0    N                                                   0
         450   S               P                R                               10                  1                      1   A4SR                          0      7.875                     1                         148000.00     68.24         0.00                68.24              101000.00              100790.11             0.00             0.00                 360                     357               360     34479   FL                      0.000      0.000        0.000      0.000       0.000        609               9/21/2006             0    N                                                   0
         451   S               P                R                               10                  1    C4                    A4SR                          0      6.825                     1                         176000.00     50.17         0.00                50.17               88300.00               88065.29             0.00             0.00                 360                     357               360     32570   FL                      0.000      0.000        0.000      0.000       0.000        651               9/21/2006             0    N                                                  36   H
         452   S               P                R                               10                  1    C4                    A4SR                          0      9.500                     1                         158000.00     94.81         0.00                94.81              149800.00              149577.20             0.00             0.00                 360                     357               360     30178   GA                      0.000      0.000        0.000      0.000       0.000        620               9/21/2006             0    N                                                   0
         453   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         160000.00     62.56         0.00                62.56              100100.00               99912.04             0.00             0.00                 360                     357               360     47240   IN                      0.000      0.000        0.000      0.000       0.000        573               9/21/2006             0    N                                                   0
         454   S               P                R                               74                  1                      1   A4SR                          0      8.500                     1                         164500.00     91.19         0.00                91.19              150000.00              149725.46             0.00             0.00                 360                     357               360     28086   NC                      5.000     14.500        5.000      1.500       1.000        588               9/21/2006             0    N                                                   0
         455   S               P                R                               10                  1                      1   A4SR                          0      8.500                     1                         116000.00     95.00         0.00                95.00              110200.00              109998.30             0.00             0.00                 360                     357               360     40229   KY                      0.000      0.000        0.000      0.000       0.000        655               9/21/2006             0    N                                                  36   H
         456   P               P                R                               10                  1                      1   A4SR                          0      7.750                     1                         246000.00     56.42         0.00                56.42              138800.00              138504.21             0.00             0.00                 360                     357               360     20186   VA                      0.000      0.000        0.000      0.000       0.000        569               9/21/2006             0    N                                                   0
         457   P               P                R                               10                  1                      1   A4SR                          0      9.625                     1                          95000.00     95.68         0.00                95.68               90900.00               90768.30             0.00             0.00                 360                     357               360     77530   TX                      0.000      0.000        0.000      0.000       0.000        652               9/21/2006             0    N                                                  36   H
         458   S               P                R                               10                  1                      1   A4SR                          0      8.250                     1                         124000.00     74.76         0.00                74.76               92700.00               92521.46             0.00             0.00                 360                     357               360     37924   TN                      0.000      0.000        0.000      0.000       0.000        625               9/21/2006             0    N                                                  36   H
         459   P               P                R                               10                  1    C4                    A4AL                         31      8.200                     1                         207000.00     82.13         0.00                82.13              170000.00              169669.21             0.00             0.00                 360                     357               360     33624   FL                      0.000      0.000        0.000      0.000       0.000        580               9/21/2006             0    N                                                  36   H
         460   S               I                R                               73                  1    C4                    A4SR                          0      9.125                     1                         146500.00     78.63         0.00                78.63              115200.00              115014.66             0.00             0.00                 360                     357               360     35806   AL                      5.725     15.125        5.725      1.500       1.000        598               9/25/2006             0    N                                                   0
         461   S               P                C                               73                  1                      1   A4AL                         37      9.375                     1                         337000.00     74.78         0.00                74.78              252000.00              251615.23             0.00             0.00                 360                     357               360     53090   WI                      5.875     15.375        5.875      1.500       1.000        505               9/22/2006             0    N                                                  24   H
         462   S               P                C                               73                  1                      1   A5AL                         44      9.250                     1                         150000.00     90.00         0.00                90.00              135000.00              134788.39             0.00             0.00                 360                     357               360     36360   AL                      5.750     15.250        5.750      1.500       1.000        577               9/19/2006             0    Y                                                   0
         463   S               P                C                               10                  1                      1   AXAL                         52      8.875                     1                          95000.00     80.00         0.00                80.00               76000.00               75871.23             0.00             0.00                 360                     357               360     42718   KY                      0.000      0.000        0.000      0.000       0.000        526               9/18/2006             0    N                                                  36   H
         464   S               P                C                               10                  1                      1   A4AL                         23      8.625                     1                         105000.00     90.00         0.00                90.00               94500.00               94331.42             0.00             0.00                 360                     357               360     61111   IL                      0.000      0.000        0.000      0.000       0.000        640               9/18/2006             0    N                                                   0
         465   S               P                C                               73                  1    C1                    B AL                         50     10.000                     1                         174000.00     68.97         0.00                68.97              120000.00              119839.40             0.00             0.00                 360                     357               360     97814   OR                      6.600     16.000        6.600      1.500       1.000        506                9/8/2006             0    N                                                  24   H
         466   S               P                C                               74                  1                      1   A4AL                         43      7.500                     1                          83000.00     85.00         0.00                85.00               70550.00               70370.72             0.00             0.00                 360                     357               360     28081   NC                      4.100     13.500        4.100      1.500       1.000        644               9/15/2006             0    N                                                   0
         467   P               P                C                               10                  1    C4                    AXAL                         43      8.625                     1                         285000.00     70.18         0.00                70.18              200000.00              199643.21             0.00             0.00                 360                     357               360     27959   NC                      0.000      0.000        0.000      0.000       0.000        616               9/15/2006             0    N                                                   0
         468   S               P                C                               10                  1                      1   A4AL                         50      9.000                     1                         300000.00     90.00         0.00                90.00              270000.00              269554.23             0.00             0.00                 360                     357               360     92308   CA                      0.000      0.000        0.000      0.000       0.000        616               9/18/2006             0    N                                                   0
         469   S               P                C                               74                  1                      1   A4AL                         43      8.500                     1                          85000.00     92.94         0.00                92.94               79000.00               78855.40             0.00             0.00                 360                     357               360     61231   IL                      5.000     14.500        5.000      1.500       1.000        621               9/15/2006             0    N                                                   0
         470   S               P                C                               10                  1                      1   C AL                         48     10.375                     1                         215000.00     32.56         0.00                32.56               70000.00               69813.99             0.00             0.00                 360                     357               360     34285   FL                      0.000      0.000        0.000      0.000       0.000        557               9/18/2006             0    N                                                  36   H
         471   S               P                C                               73                  1                      1   A5AL                         50      7.750                     1                          85000.00     58.82         0.00                58.82               50000.00               49893.44             0.00             0.00                 360                     357               360     41653   KY                      4.250     13.750        4.250      1.500       1.000        561               9/19/2006             0    Y                                                  24   H
         472   S               P                C                               10                  1                      1   A4AL                         51      7.500                     1                         300000.00     20.00         0.00                20.00               60000.00               59452.97             0.00             0.00                 180                     177               180     33321   FL                      0.000      0.000        0.000      0.000       0.000        605               9/19/2006             0    N                                                  24   H
         473   S               P                C                               73                  1                      1   AXAL                         43      7.500                     1                         315000.00     37.46         0.00                37.46              118000.00              117735.64             0.00             0.00                 360                     357               360     33496   FL                      4.100     13.500        4.100      1.500       1.000        532               9/15/2006             0    N                                                  12   H
         474   S               P                C                               10                  1                      1   AMAL                         50      9.000                     1                         149000.00     53.69         0.00                53.69               80000.00               79867.91             0.00             0.00                 360                     357               360     28557   NC                      0.000      0.000        0.000      0.000       0.000        541               9/20/2006             0    N                                                   0
         475   S               P                C                               73                  1                      1   B AL                         47      9.000                     1                         250000.00     85.00         0.00                85.00              212500.00              212149.17             0.00             0.00                 360                     357               360     25413   WV                      5.600     15.000        5.600      1.500       1.000        608                9/8/2006             0    N                                                   0
         476   S               P                C                               73                  1                      1   A4AL                         29      8.250                     1                          86000.00     79.07         0.00                79.07               68000.00               67869.02             0.00             0.00                 360                     357               360     28546   NC                      4.750     14.250        4.750      1.500       1.000        561               9/18/2006             0    N                                                   0
         477   S               P                C                               10                  1                      1   A4AL                         38      7.875                     1                         123000.00     72.85         0.00                72.85               89600.00               89413.81             0.00             0.00                 360                     357               360     33617   FL                      0.000      0.000        0.000      0.000       0.000        631               9/21/2006             0    N                                                  12   H
         478   F               P                C                               73                  1                      1   A4AL                         40      8.125                     1                         340000.00     80.00         0.00                80.00              272000.00              271462.61             0.00             0.00                 360                     357               360     86314   AZ                      4.720     14.125        4.720      1.500       1.000        565               9/12/2006             0    N                                                   0
         479   C               P                C                               73                  1                      1   A4AL                         46      8.289                     1                         190000.00     68.95         0.00                68.95              131000.00              130749.67             0.00             0.00                 360                     357               360     85014   AZ                      4.689     14.289        4.689      1.500       1.000        501               9/18/2006             0    N                                                   0
         480   S               P                R                               73                  1                      1   AXSR                          0      9.800                     1                         230000.00    100.00         0.00               100.00              230000.00              229678.86             0.00             0.00                 360                     357               360     98503   WA                      5.875     15.800        5.875      1.500       1.000        617               9/22/2006             0    N                                                   0
         481   C               P                R                               10                  1                      1   AMAL                         51      8.575                     1                         524000.00     68.35         0.00                68.35              358150.00              357504.49             0.00             0.00                 360                     357               360     91367   CA                      0.000      0.000        0.000      0.000       0.000        637               9/22/2006             0    N                                                  36   H
         482   S               P                R                               10                  1                      1   A4SR                          0     10.000                     1                          66000.00     82.27         0.00                82.27               54300.00               53741.34             0.00             0.00                 360                     357               360     39301   MS                      0.000      0.000        0.000      0.000       0.000        600               9/22/2006             0    N                                                   0
         483   S               P                R                               10                  1    C4                    A4SR                          0      8.500                     1                         109000.00     83.21         0.00                83.21               90700.00               90534.01             0.00             0.00                 360                     357               360     78504   TX                      0.000      0.000        0.000      0.000       0.000        670               9/22/2006             0    N                                                  36   H
         484   S               P                R                               10                  1    C4                    A4AL                         35      6.450                     1                         250000.00     46.00         0.00                46.00              115000.00              114683.38             0.00             0.00                 360                     357               360     19426   PA                      0.000      0.000        0.000      0.000       0.000        684               9/22/2006             0    N                                                  36   H
         485   S               P                R                               74                  1                      1   A4AL                          0      8.750                     1                         170000.00     82.35         0.00                82.35              140000.00              139554.40             0.00             0.00                 360                     357               360     28105   NC                      5.250     14.750        5.250      1.500       1.000        562               9/22/2006             0    N                                                   0
         486   S               P                R                               10                  1                      1   A4SR                          0      8.000                     1                         224000.00     68.71         0.00                68.71              153900.00              153448.27             0.00             0.00                 360                     357               360     75214   TX                      0.000      0.000        0.000      0.000       0.000        601               9/22/2006             0    N                                                   0
         487   S               P                R                               73                  1                      1   A4AL                         52      7.250                     1                         321000.00     86.76         0.00                86.76              278500.00              277844.28             0.00             0.00                 360                     357               360     85323   AZ                      3.750     13.250        3.750      1.500       1.000        612               9/22/2006             0    N                                                  24   H
         488   S               P                R                               10                  1                      1   A4SR                          0      9.125                     1                         110000.00     99.68         0.00                99.68              109650.00              109473.61             0.00             0.00                 360                     357               360     40216   KY                      0.000      0.000        0.000      0.000       0.000        628               9/22/2006             0    N                                                  36   H
         489   S               P                R                               10                  1                      1   A4SR                          0      9.625                     1                          65000.00     89.38         0.00                89.38               58100.00               58009.58             0.00             0.00                 360                     357               360     47023   IN                      0.000      0.000        0.000      0.000       0.000        580               9/22/2006             0    N                                                  36   H
         490   S               P                R                               10                  1                      1   A4SR                          0      8.625                     1                         131000.00     93.51         0.00                93.51              122500.00              122281.48             0.00             0.00                 360                     357               360     76226   TX                      0.000      0.000        0.000      0.000       0.000        650               9/22/2006             0    N                                                  36   H
         491   S               P                R                               73                  1                      1   A4SR                          0      7.875                     1                         137000.00     86.28         0.00                86.28              118200.00              117954.37             0.00             0.00                 360                     357               360     17055   PA                      4.475     13.875        4.475      1.500       1.000        581               9/22/2006             0    N                                                   0
         492   S               P                C                               10                  1                      1   A4AL                         29      8.750                     1                         150000.00     87.33         0.00                87.33              131000.00              129837.98             0.00             0.00                 180                     177               180     40118   KY                      0.000      0.000        0.000      0.000       0.000        588               9/22/2006             0    N                                                   0
         493   S               P                C                               10                  1    C4                    A4AL                         50      8.125                     1                          95000.00     57.89         0.00                57.89               55000.00               54525.22             0.00             0.00                 180                     177               180     39482   MS                      0.000      0.000        0.000      0.000       0.000        613               9/20/2006             0    N                                                  36   H
         494   S               P                C                               10                  1                      1   A4AL                         28      8.500                     1                         121000.00     85.54         0.00                85.54              103500.00              103310.54             0.00             0.00                 360                     357               360     96101   CA                      0.000      0.000        0.000      0.000       0.000        566               9/15/2006             0    N                                                  36   H
         495   S               P                C                               10                  1                      1   AMAL                         38      8.750                     1                         185000.00     56.76         0.00                56.76              105000.00              104817.43             0.00             0.00                 360                     357               360     61330   IL                      0.000      0.000        0.000      0.000       0.000        536               9/15/2006             0    N                                                   0
         496   S               P                C                               73                  1                      1   A4AL                         45      8.125                     1                         131000.00     76.34         0.00                76.34              100000.00               99802.41             0.00             0.00                 360                     357               360     46366   IN                      5.025     14.125        5.025      1.500       1.000        508               9/19/2006             0    N                                                  24   H
         497   S               P                C                               10                  1                      1   AMAL                         37      9.875                     1                         127500.00     89.96         0.00                89.96              114700.00              114542.37             0.00             0.00                 360                     357               360     83327   ID                      0.000      0.000        0.000      0.000       0.000        565               9/15/2006             0    N                                                  36   H
         498   C               P                C                               10                  1                      1   AMAL                         37      8.375                     1                         144000.00     60.00         0.00                60.00               86400.00               86237.78             0.00             0.00                 360                     357               360     33651   FL                      0.000      0.000        0.000      0.000       0.000        562               9/18/2006             0    N                                                  24   H
         499   P               P                C                               73                  1                      1   AMAL                         41      8.250                     1                         200000.00     65.00         0.00                65.00              130000.00              129749.59             0.00             0.00                 360                     357               360     32818   FL                      4.700     14.250        4.700      1.500       1.000        519               9/18/2006             0    N                                                  24   H
         500   S               P                C                               73                  1                      1   A5AL                         44      8.000                     1                         120000.00     80.00         0.00                80.00               96000.00               95805.48             0.00             0.00                 360                     357               360     72712   AR                      5.375     14.000        5.375      1.500       1.000        570               9/14/2006             0    Y                                                  12   H
         501   S               P                C                               10                  1                      1   A5AL                         22      7.500                     1                         129000.00     69.77         0.00                69.77               90000.00               89179.46             0.00             0.00                 180                     177               180     33603   FL                      0.000      0.000        0.000      0.000       0.000        637               9/21/2006             0    Y                                                  36   H
         502   S               P                C                               73                  1                      1   AMAL                         30      8.000                     1                         300000.00     85.33         0.00                85.33              256000.00              255481.24             0.00             0.00                 360                     357               360     23185   VA                      4.600     14.000        4.600      1.500       1.000        594               9/18/2006             0    N                                                  24   H
         503   S               P                C                               10                  1                      1   A4AL                         25      9.000                     1                         319000.00     84.17         0.00                84.17              268500.00              268055.44             0.00             0.00                 360                     357               360     23692   VA                      0.000      0.000        0.000      0.000       0.000        524               9/15/2006             0    N                                                   0
         504   S               P                C                               10                  1                      1   A4AL                         36      8.875                     1                          84000.00     87.86         0.00                87.86               73800.00               73674.95             0.00             0.00                 360                     357               360     39157   MS                      0.000      0.000        0.000      0.000       0.000        652               9/11/2006             0    N                                                  36   H
         505   P               P                C                               73                  1                      1   AXAL                         25      7.500                     1                         280000.00     69.64         0.00                69.64              195000.00              194563.13             0.00             0.00                 360                     357               360     32829   FL                      4.100     13.500        4.100      1.500       1.000        540               9/13/2006             0    N                                                  12   H
         506   S               P                C                               10                  1                      1   A4AL                         21      7.500                     1                         442000.00     56.56         0.00                56.56              250000.00              249439.89             0.00             0.00                 360                     357               360     20705   MD                      0.000      0.000        0.000      0.000       0.000        575               9/18/2006             0    N                                                   0
         507   S               P                C                               10                  1                      1   A4AL                         39      7.875                     1                         240000.00     72.29         0.00                72.29              173500.00              173139.42             0.00             0.00                 360                     357               360     56050   MN                      0.000      0.000        0.000      0.000       0.000        602               9/20/2006             0    N                                                   0
         508   P               P                C                               73                  1                      1   A4AL                         44      8.125                     1                         330000.00     83.64         0.00                83.64              276000.00              275428.53             0.00             0.00                 360                     357               360     32225   FL                      4.725     14.125        4.725      1.500       1.000        573               9/19/2006             0    N                                                   0
         509   S               P                C                               10                  1    C4                    A4AL                         26      8.250                     1                         140000.00     82.14         0.00                82.14              115000.00              114778.48             0.00             0.00                 360                     357               360     40517   KY                      0.000      0.000        0.000      0.000       0.000        615               9/13/2006             0    N                                                  36   H
         510   P               P                C                               74                  1    C4                    A4AL                         44      7.000                     1                         289000.00     64.01         0.00                64.01              185000.00              183297.00             0.00             0.00                 360                     357               360     33196   FL                      3.500     13.000        3.500      1.500       1.000        553               9/15/2006             0    N                                                  36   H
         511   S               P                C                               10                  1                      1   B AL                         37      8.575                     1                         225000.00     57.78         0.00                57.78              130000.00              129765.68             0.00             0.00                 360                     357               360     85345   AZ                      0.000      0.000        0.000      0.000       0.000        589               9/18/2006             0    N                                                  36   H
         512   S               P                C                               74                  1                      1   A4AL                         34      7.875                     1                         108000.00     87.96         0.00                87.96               95000.00               94802.57             0.00             0.00                 360                     357               360     43206   OH                      4.475     13.875        4.475      1.500       1.000        582               9/19/2006             0    N                                                   0
         513   P               P                C                               73                  1                      1   A4AL                         34      6.625                     1                         445000.00     65.17         0.00                65.17              290000.00              289228.18             0.00             0.00                 360                     357               360     20120   VA                      3.220     12.625        3.220      1.500       1.000        550               9/21/2006             0    N                                                  24   H
         514   S               P                C                               10                  1                      1   A4AL                         37      8.750                     1                          92500.00     91.89         0.00                91.89               85000.00               84852.21             0.00             0.00                 360                     357               360     46013   IN                      0.000      0.000        0.000      0.000       0.000        609               9/14/2006             0    N                                                  36   H
         515   S               P                C                               10                  1                      1   A4AL                         48      7.500                     1                         432000.00     60.19         0.00                60.19              260000.00              259417.49             0.00             0.00                 360                     357               360     33143   FL                      0.000      0.000        0.000      0.000       0.000        563               9/18/2006             0    N                                                  36   H
         516   S               P                C                               73                  1                      1   AMAL                         22      9.250                     1                         126000.00     68.65         0.00                68.65               86500.00               86364.45             0.00             0.00                 360                     357               360     61849   IL                      5.500     15.250        5.500      1.500       1.000        531               9/18/2006             0    N                                                   0
         517   S               P                C                               73                  1                      1   A4AL                         30      7.500                     1                         295000.00     47.46         0.00                47.46              140000.00              139686.35             0.00             0.00                 360                     357               360     97702   OR                      4.000     13.500        4.000      1.500       1.000        531               9/21/2006             0    N                                                  12   H
         518   S               P                R                               10                  1    C4                    A4AL                         29      8.825                     1                         180000.00     73.50         0.00                73.50              132300.00              132073.52             0.00             0.00                 360                     357               360     78596   TX                      0.000      0.000        0.000      0.000       0.000        551               9/23/2006             0    N                                                   0
         519   S               P                R                               10                  1    C4                    A4AL                         46      9.500                     1                          69000.00     88.12         0.00                88.12               60800.00               60709.57             0.00             0.00                 360                     357               360     16323   PA                      0.000      0.000        0.000      0.000       0.000        655               9/23/2006             0    N                                                  36   H
         520   S               P                R                               10                  1                      1   A4SR                          0      9.375                     1                         420000.00     92.70         0.00                92.70              389350.00              388755.51             0.00             0.00                 360                     357               360     46278   IN                      0.000      0.000        0.000      0.000       0.000        631               9/23/2006             0    N                                                   0
         521   S               P                R                               73                  1                      1   A4SR                          0      8.750                     1                         178000.00     92.30         0.00                92.30              164300.00              164014.34             0.00             0.00                 360                     357               360     65714   MO                      5.250     14.750        5.250      1.500       1.000        582               9/23/2006             0    N                                                   0
         522   S               P                C                               73                  1    C4                    A4AL                         52      8.625                     1                         215000.00     91.21         0.00                91.21              196100.00              195750.16             0.00             0.00                 360                     357               360     54868   WI                      5.125     14.625        5.125      1.500       1.000        622               9/23/2006             0    N                                                   0
         523   S               P                R                               73                  1                      1   A4SR                          0      9.375                     1                         119000.00     81.76         0.00                81.76               97300.00               97151.45             0.00             0.00                 360                     357               360     30144   GA                      5.875     15.375        5.875      1.500       1.000        558               9/23/2006             0    N                                                   0
         524   S               S                R                               10                  1    C4                    A4SR                          0     10.625                     1                          88000.00     80.80         0.00                80.80               71100.00               71016.77             0.00             0.00                 360                     357               360     46235   IN                      0.000      0.000        0.000      0.000       0.000        584               9/27/2006             0    N                                                   0
         525   S               P                R                               10                  1                      1   A4SR                          0      8.875                     1                          99500.00     84.62         0.00                84.62               84200.00               84006.54             0.00             0.00                 360                     357               360     28655   NC                      0.000      0.000        0.000      0.000       0.000        636               9/22/2006             0    N                                                   0
         526   F               P                P                               73                  1    C4                    A5AL                         32     12.050                     1                          85000.00    100.00         0.00               100.00               85000.00               84927.13             0.00             0.00                 360                     357               360     53210   WI                      8.550     18.050        8.550      1.500       1.000        644               9/26/2006             0    Y                                                  24   H
         527   S               P                C                               10                  1                      1   A4AL                         48      8.725                     1                         205000.00     82.29         0.00                82.29              168700.00              168405.19             0.00             0.00                 360                     357               360     81326   CO                      0.000      0.000        0.000      0.000       0.000        539               9/19/2006             0    N                                                   0
         528   P               P                C                               74                  1                      1   A4AL                         49      7.375                     1                         434000.00     74.88         0.00                74.88              325000.00              324253.56             0.00             0.00                 360                     357               360     34957   FL                      3.875     13.375        3.875      1.500       1.000        548               9/21/2006             0    N                                                  36   H
         529   S               P                C                               10                  1                      1   A5AL                         40      8.250                     1                         117500.00     63.83         0.00                63.83               75000.00               74359.67             0.00             0.00                 180                     177               180     28562   NC                      0.000      0.000        0.000      0.000       0.000        575               9/21/2006             0    Y                                                   0
         530   S               P                C                               10                  1                      1   A4AL                         44      9.875                     1                          73000.00     84.93         0.00                84.93               62000.00               61914.79             0.00             0.00                 360                     357               360     28472   NC                      0.000      0.000        0.000      0.000       0.000        526               9/15/2006             0    N                                                   0
         531   S               P                C                               10                  1                      1   AMAL                         29      9.625                     1                          95100.00     74.97         0.00                74.97               71300.00               71196.72             0.00             0.00                 360                     357               360     38850   MS                      0.000      0.000        0.000      0.000       0.000        611               9/20/2006             0    N                                                  36   H
         532   S               P                C                               10                  1                      1   A4AL                         50      8.625                     1                         136500.00     80.00         0.00                80.00              109200.00              109005.18             0.00             0.00                 360                     357               360     32664   FL                      0.000      0.000        0.000      0.000       0.000        591               9/21/2006             0    N                                                   0
         533   S               P                C                               73                  1                      1   A4AL                         48      8.250                     1                         225000.00     87.11         0.00                87.11              196000.00              195622.48             0.00             0.00                 360                     357               360     27516   NC                      4.650     14.250        4.650      1.500       1.000        585               9/20/2006             0    N                                                   0
         534   S               P                C                               10                  1                      1   A4AL                         33      9.375                     1                          85000.00     94.94         0.00                94.94               80700.00               80576.79             0.00             0.00                 360                     357               360     74066   OK                      0.000      0.000        0.000      0.000       0.000        612               9/20/2006             0    N                                                   0
         535   C               P                C                               10                  1    C1                    A4AL                         41      9.375                     1                         118675.00     99.94         0.00                99.94              118600.00              118418.92             0.00             0.00                 360                     357               360     98201   WA                      0.000      0.000        0.000      0.000       0.000        621               9/22/2006             0    N                                                  12   H
         536   S               I                C                               10                  1                      1   AXAL                         35      8.375                     1                         175000.00     60.00         0.00                60.00              105000.00              104802.83             0.00             0.00                 360                     357               360     85008   AZ                      0.000      0.000        0.000      0.000       0.000        576               9/20/2006             0    N                                                  36   H
         537   P               P                C                               10                  1                      1   A4AL                         50      7.750                     1                         295000.00     71.69         0.00                71.69              211500.00              211049.28             0.00             0.00                 360                     357               360     23228   VA                      0.000      0.000        0.000      0.000       0.000        526               9/22/2006             0    N                                                  36   H
         538   S               P                C                               73                  1    C1                    A4AL                         50      8.000                     1                         129000.00     95.00         0.00                95.00              122550.00              122301.66             0.00             0.00                 360                     357               360     45036   OH                      4.600     14.000        4.600      1.500       1.000        650               9/19/2006             0    N                                                  24   H
         539   P               P                C                               10                  1                      1   A4AL                         24      8.250                     1                          94000.00     85.00         0.00                85.00               79900.00               79746.10             0.00             0.00                 360                     357               360     30907   GA                      0.000      0.000        0.000      0.000       0.000        631               9/18/2006             0    N                                                   0
         540   S               P                C                               10                  1                      1   A4AL                         37      9.700                     1                          57000.00     87.72         0.00                87.72               50000.00               49827.09             0.00             0.00                 360                     357               360     51531   IA                      0.000      0.000        0.000      0.000       0.000        570               9/14/2006             0    N                                                   0
         541   S               P                C                               10                  1                      1   A5AL                         37      9.125                     1                         210000.00     23.81         0.00                23.81               50000.00               49919.56             0.00             0.00                 360                     357               360     70065   LA                      0.000      0.000        0.000      0.000       0.000        526               9/23/2006             0    Y                                                  36   H
         542   S               P                C                               10                  1                      1   A4AL                         34      8.375                     1                         174000.00     87.36         0.00                87.36              152000.00              151714.58             0.00             0.00                 360                     357               360     39466   MS                      0.000      0.000        0.000      0.000       0.000        611               9/22/2006             0    N                                                  36   H
         543   P               P                C                               73                  1                      1   A4AL                         50      6.375                     1                         222000.00     80.00         0.00                80.00              177600.00              177103.91             0.00             0.00                 360                     357               360     85037   AZ                      2.875     12.375        2.875      1.500       1.000        632               9/21/2006             0    N                                                  12   H
         544   S               P                C                               10                  1                      1   A5AL                         47      9.875                     1                          86000.00     82.56         0.00                82.56               71000.00               70902.43             0.00             0.00                 360                     357               360     28343   NC                      0.000      0.000        0.000      0.000       0.000        580               9/22/2006             0    Y                                                   0
         545   S               P                C                               73                  1                      1   AXAL                         39      9.250                     1                         106000.00     94.34         0.00                94.34              100000.00               99843.25             0.00             0.00                 360                     357               360     46902   IN                      5.850     15.250        5.850      1.500       1.000        605               9/18/2006             0    N                                                  12   H
         546   C               P                C                               73                  1    C1                    A4AL                         44      7.875                     1                         135000.00     80.00         0.00                80.00              108000.00              107775.57             0.00             0.00                 360                     357               360     89145   NV                      4.275     13.875        4.275      1.500       1.000        580               9/22/2006             0    N                                                  12   H
         547   S               P                C                               10                  1                      1   A4AL                         44      7.750                     1                         250000.00     50.80         0.00                50.80              127000.00              126709.11             0.00             0.00                 360                     357               360     34769   FL                      0.000      0.000        0.000      0.000       0.000        575               9/21/2006             0    N                                                  36   H
         548   P               P                C                               10                  1                      1   A4AL                         45      7.450                     1                         220000.00     54.55         0.00                54.55              120000.00              119728.47             0.00             0.00                 360                     357               360     33415   FL                      0.000      0.000        0.000      0.000       0.000        610               9/21/2006             0    N                                                  24   H
         549   S               P                C                               73                  1    C4                    AMAL                         47      8.875                     1                         285000.00     63.86         0.00                63.86              182000.00              181691.65             0.00             0.00                 360                     357               360     55369   MN                      5.475     14.875        5.475      1.500       1.000        542               9/22/2006             0    N                                                   0
         550   S               P                C                               10                  1                      1   A4AL                         41      7.875                     1                         300000.00     54.33         0.00                54.33              163000.00              162661.27             0.00             0.00                 360                     357               360     92394   CA                      0.000      0.000        0.000      0.000       0.000        519               9/20/2006             0    N                                                  36   H
         551   S               P                C                               74                  1                      1   AXAL                         41      7.750                     1                         325000.00     75.38         0.00                75.38              245000.00              244477.88             0.00             0.00                 360                     357               360     92335   CA                      4.350     13.750        4.350      1.500       1.000        541               9/19/2006             0    N                                                  12   H
         552   S               P                C                               73                  1                      1   AMAL                         42      8.000                     1                         265000.00     62.26         0.00                62.26              165000.00              164665.65             0.00             0.00                 360                     357               360      2748   MA                      4.600     14.000        4.600      1.500       1.000        575               9/19/2006             0    N                                                   0
         553   C               S                C                               10                  1                      1   AXAL                         37      8.375                     1                         240000.00     36.46         0.00                36.46               87500.00               87335.72             0.00             0.00                 360                     357               360      2151   MA                      0.000      0.000        0.000      0.000       0.000        570               9/25/2006             0    N                                                   0
         554   C               P                C                               74                  1                      1   A4AL                         46      7.875                     1                         285000.00     84.21         0.00                84.21              240000.00              239501.24             0.00             0.00                 360                     357               360     21114   MD                      4.475     13.875        4.475      1.500       1.000        624               9/13/2006             0    N                                                   0
         555   P               P                C                               73                  1                      1   A4AL                         35      8.000                     1                         239000.00     84.64         0.00                84.64              202300.00              201890.05             0.00             0.00                 360                     357               360     23150   VA                      4.600     14.000        4.600      1.500       1.000        534               9/18/2006             0    N                                                  24   H
         556   S               P                C                               73                  1                      1   A4AL                         30      7.875                     1                         245000.00     80.00         0.00                80.00              196000.00              195592.66             0.00             0.00                 360                     357               360     22542   VA                      4.375     13.875        4.375      1.500       1.000        541               9/22/2006             0    N                                                  24   H
         557   P               P                C                               73                  1                      1   A4AL                         33      8.375                     1                         195000.00    100.00         0.00               100.00              195000.00              194633.85             0.00             0.00                 360                     357               360     92543   CA                      4.875     14.375        4.875      1.500       1.000        596               9/18/2006             0    N                                                  24   H
         558   S               P                C                               73                  1                      1   AMAL                         39      7.875                     1                         230000.00     75.00         0.00                75.00              172500.00              172141.53             0.00             0.00                 360                     357               360     93726   CA                      4.475     13.875        4.475      1.500       1.000        522               9/18/2006             0    N                                                  24   H
         559   S               P                C                               74                  1    C4                    A5AL                         23      8.625                     1                         296000.00     90.00         0.00                90.00              266400.00              265924.76             0.00             0.00                 360                     357               360     85053   AZ                      5.220     14.625        5.220      1.500       1.000        619               9/21/2006             0    Y                                                  36   H
         560   C               P                C                               10                  1                      1   A4AL                         25      8.625                     1                          73000.00     79.45         0.00                79.45               58000.00               57896.53             0.00             0.00                 360                     357               360     87109   NM                      0.000      0.000        0.000      0.000       0.000        601               9/15/2006             0    N                                                   0
         561   C               P                C                               10                  1                      1   A5AL                         29      8.700                     1                         125000.00     40.00         0.00                40.00               50000.00               49589.79             0.00             0.00                 180                     177               180     84106   UT                      0.000      0.000        0.000      0.000       0.000        564               9/22/2006             0    Y                                                   0
         562   S               P                C                               73                  1                      1   A4AL                         51      8.500                     1                         172000.00     90.00         0.00                90.00              154800.00              154516.67             0.00             0.00                 360                     357               360     86040   AZ                      5.000     14.500        5.000      1.500       1.000        549               9/20/2006             0    N                                                   0
         563   S               P                C                               10                  1                      1   A4AL                         40      8.875                     1                         123000.00     60.98         0.00                60.98               75000.00               74872.94             0.00             0.00                 360                     357               360     28792   NC                      0.000      0.000        0.000      0.000       0.000        507               9/22/2006             0    N                                                   0
         564   S               P                C                               73                  1                      1   A4AL                         44      8.750                     1                          75000.00     90.00         0.00                90.00               67500.00               67382.65             0.00             0.00                 360                     357               360     98520   WA                      5.350     14.750        5.350      1.500       1.000        622               9/21/2006             0    N                                                   0
         565   S               P                C                               10                  1                      1   A4AL                         39      7.625                     1                         180000.00     47.22         0.00                47.22               85000.00               84814.27             0.00             0.00                 360                     357               360     34224   FL                      0.000      0.000        0.000      0.000       0.000        602               9/21/2006             0    N                                                  12   H
         566   S               P                C                               10                  1                      1   AXAL                         49      8.700                     1                         345000.00     80.00         0.00                80.00              276000.00              275515.19             0.00             0.00                 360                     357               360     85254   AZ                      0.000      0.000        0.000      0.000       0.000        585               9/19/2006             0    N                                                  24   H
         567   S               P                C                               10                  1                      1   A4AL                         45      9.875                     1                          90500.00     80.00         0.00                80.00               72400.00               72299.18             0.00             0.00                 360                     357               360     39208   MS                      0.000      0.000        0.000      0.000       0.000        504               9/20/2006             0    N                                                   0
         568   S               P                C                               10                  1                      1   A4AL                         43      9.500                     1                          76000.00     90.00         0.00                90.00               68400.00               68298.28             0.00             0.00                 360                     357               360     57049   SD                      0.000      0.000        0.000      0.000       0.000        568                9/7/2006             0    N                                                  36   H
         569   S               P                C                               10                  1                      1   A4AL                         48      9.250                     1                          64000.00     85.00         0.00                85.00               54400.00               53975.10             0.00             0.00                 180                     177               180     16101   PA                      0.000      0.000        0.000      0.000       0.000        533               9/22/2006             0    N                                                  24   H
         570   S               P                C                               10                  1                      1   B AL                         52      8.625                     1                         167000.00     44.91         0.00                44.91               75000.00               74380.13             0.00             0.00                 180                     177               180     32097   FL                      0.000      0.000        0.000      0.000       0.000        503               9/22/2006             0    N                                                  36   H
         571   S               P                C                               73                  1                      1   AMAL                         49      8.500                     1                         150000.00     70.00         0.00                70.00              105000.00              104807.82             0.00             0.00                 360                     357               360     21530   MD                      5.100     14.500        5.100      1.500       1.000        548               9/25/2006             0    N                                                   0
         572   S               P                C                               10                  1                      1   A4AL                         46      8.750                     1                         270000.00     64.81         0.00                64.81              175000.00              174695.73             0.00             0.00                 360                     357               360     85304   AZ                      0.000      0.000        0.000      0.000       0.000        526               9/20/2006             0    N                                                  12   H
         573   S               P                C                               73                  1                      1   A4AL                         36      8.500                     1                          86000.00     79.53         0.00                79.53               68400.00               68274.80             0.00             0.00                 360                     357               360     39501   MS                      5.100     14.500        5.100      1.500       1.000        572               9/14/2006             0    N                                                  24   H
         574   S               P                C                               10                  1                      1   A4AL                         51      8.000                     1                         322000.00     54.35         0.00                54.35              175000.00              174645.38             0.00             0.00                 360                     357               360     98685   WA                      0.000      0.000        0.000      0.000       0.000        576               9/14/2006             0    N                                                   0
         575   S               P                C                               10                  1                      1   A4AL                         30      8.625                     1                         154000.00     77.27         0.00                77.27              119000.00              118787.71             0.00             0.00                 360                     357               360     21804   MD                      0.000      0.000        0.000      0.000       0.000        534               9/15/2006             0    N                                                   0
         576   S               P                C                               73                  1                      1   A4AL                         29      7.500                     1                         204000.00     95.00         0.00                95.00              193800.00              193365.81             0.00             0.00                 360                     357               360     98682   WA                      4.000     13.500        4.000      1.500       1.000        584               9/20/2006             0    N                                                  24   H
         577   S               P                C                               10                  1    C1                    A4AL                         41      9.375                     1                          65000.00     77.08         0.00                77.08               50100.00               50023.50             0.00             0.00                 360                     357               360     43512   OH                      0.000      0.000        0.000      0.000       0.000        508               9/22/2006             0    N                                                  36   H
         578   S               P                C                               73                  1    C4                    A4AL                         28      7.250                     1                         345000.00     46.96         0.00                46.96              162000.00              161618.57             0.00             0.00                 360                     357               360     59803   MT                      3.850     13.250        3.850      1.500       1.000        620               9/18/2006             0    N                                                   0
         579   C               P                R                               74                  1                      1   A4AL                         42      8.125                     1                         125000.00     68.00         0.00                68.00               85000.00               84832.07             0.00             0.00                 360                     357               360     89122   NV                      4.525     14.125        4.525      1.500       1.000        601               9/26/2006             0    N                                                  36   H
         580   S               P                R                               73                  1                      1   AXSR                          0      7.875                     1                         166500.00     65.47         0.00                65.47              109000.00              108773.46             0.00             0.00                 360                     357               360     63118   MO                      4.275     13.875        4.275      1.500       1.000        651               9/25/2006             0    N                                                   0
         581   P               P                R                               74                  1    C4                    A4SR                          0      9.125                     1                         123000.00     95.00         0.00                95.00              116850.00              116662.03             0.00             0.00                 360                     357               360     75052   TX                      5.525     15.125        5.525      1.500       1.000        612               9/26/2006             0    N                                                  36   H
         582   F               P                R                               10                  1                      1   A4SR                          0      8.500                     1                         300000.00     51.65         0.00                51.65              154950.00              154666.40             0.00             0.00                 360                     357               360      7104   NJ                      0.000      0.000        0.000      0.000       0.000        564               9/25/2006             0    N                                                   0
         583   S               P                R                               10                  1                      1   A4AL                         34      8.500                     1                         155000.00     81.29         0.00                81.29              126000.00              125769.38             0.00             0.00                 360                     357               360     19475   PA                      0.000      0.000        0.000      0.000       0.000        617               9/25/2006             0    N                                                  36   H
         584   S               P                C                               10                  1                      1   AMAL                         36      9.500                     1                         200000.00     62.50         0.00                62.50              125000.00              124814.08             0.00             0.00                 360                     357               360     12477   NY                      0.000      0.000        0.000      0.000       0.000        550               9/25/2006             0    N                                                   0
         585   S               P                R                               10                  1                      1   A4AL                         52      9.000                     1                         194000.00     87.11         0.00                87.11              169000.00              168720.99             0.00             0.00                 360                     357               360     60409   IL                      0.000      0.000        0.000      0.000       0.000        603               9/26/2006             0    N                                                   0
         586   P               P                R                               10                  1                      1   A4SR                          0      7.875                     1                         288000.00     81.49         0.00                81.49              234700.00              234212.25             0.00             0.00                 360                     357               360     22026   VA                      0.000      0.000        0.000      0.000       0.000        641               9/25/2006             0    N                                                   0
         587   S               P                R                               10                  1                      1   AXSR                          0      7.500                     1                         573000.00     44.15         0.00                44.15              253000.00              250693.37             0.00             0.00                 180                     177               180     85296   AZ                      0.000      0.000        0.000      0.000       0.000        630               9/26/2006             0    N                                                   0
         588   S               P                R                               10                  1                      1   A4SR                          0      8.125                     1                         322000.00     84.72         0.00                84.72              272800.00              272261.03             0.00             0.00                 360                     357               360     76051   TX                      0.000      0.000        0.000      0.000       0.000        616               9/25/2006             0    N                                                  36   H
         589   S               P                R                               10                  1                      1   A4SR                          0      7.450                     1                         162000.00     80.00         0.00                80.00              129600.00              129306.74             0.00             0.00                 360                     357               360     47362   IN                      0.000      0.000        0.000      0.000       0.000        659               9/26/2006             0    N                                                  36   H
         590   S               P                R                               73                  1                      1   A4SR                          0      8.375                     1                         121000.00     90.41         0.00                90.41              109400.00              109194.08             0.00             0.00                 360                     357               360     53081   WI                      4.875     14.375        4.875      1.500       1.000        649               9/23/2006             0    N                                                   0
         591   S               I                R                               10                  1    C4                    A4AL                         45      8.000                     1                         127000.00     69.29         0.00                69.29               88000.00               87821.69             0.00             0.00                 360                     357               360     33711   FL                      0.000      0.000        0.000      0.000       0.000        669               9/27/2006             0    N                                                  36   H
         592   C               P                R                               73                  1                      1   A4SR                          0      7.875                     1                         168000.00     86.40         0.00                86.40              145150.00              144848.35             0.00             0.00                 360                     357               360     80005   CO                      4.375     13.875        4.375      1.500       1.000        622               9/25/2006             0    N                                                   0
         593   S               P                R                               10                  1                      1   A4SR                          0      7.875                     1                         155000.00     33.65         0.00                33.65               52150.00               52041.63             0.00             0.00                 360                     357               360     37072   TN                      0.000      0.000        0.000      0.000       0.000        631               9/25/2006             0    N                                                  36   H
         594   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         170000.00     77.35         0.00                77.35              131500.00              131253.10             0.00             0.00                 360                     357               360     74066   OK                      0.000      0.000        0.000      0.000       0.000        561               9/25/2006             0    N                                                  36   H
         595   S               P                C                               10                  1    C4                    A4AL                         28      6.325                     1                         426000.00     31.08         0.00                31.08              132400.00              132026.58             0.00             0.00                 360                     357               360     32541   FL                      0.000      0.000        0.000      0.000       0.000        673               9/26/2006             0    N                                                  36   H
         596   S               I                R                               73                  1    C4                    A4SR                          0      8.500                     1                         137900.00     77.16         0.00                77.16              106400.00              106205.27             0.00             0.00                 360                     357               360     65616   MO                      5.000     14.500        5.000      1.500       1.000        648               9/28/2006             0    N                                                   0
         597   S               P                R                               10                  1                      1   A4SR                          0      8.325                     1                         105000.00     84.57         0.00                84.57               88800.00               88631.55             0.00             0.00                 360                     357               360     36618   AL                      0.000      0.000        0.000      0.000       0.000        605               9/26/2006             0    N                                                   0
         598   S               P                R                               10                  1                      1   AXSR                          0      9.750                     1                         120000.00     88.67         0.00                88.67              106400.00              106400.00             0.00             0.00                 360                     357               360     23958   VA                      0.000      0.000        0.000      0.000       0.000        575               9/26/2006            60    N                                                   0
         599   P               P                R                               10                  1                      1   AXSR                          0      9.250                     1                         266000.00     74.85         0.00                74.85              199100.00              198787.94             0.00             0.00                 360                     357               360     22642   VA                      0.000      0.000        0.000      0.000       0.000        552               9/26/2006             0    N                                                   0
         600   S               P                R                               10                  1                      1   A4SR                          0      8.075                     1                         144000.00     78.47         0.00                78.47              113000.00              112774.47             0.00             0.00                 360                     357               360     36206   AL                      0.000      0.000        0.000      0.000       0.000        570               9/22/2006             0    N                                                  36   H
         601   S               P                R                               10                  1                      1   A4SR                          0      8.250                     1                         285000.00     50.35         0.00                50.35              143500.00              143223.58             0.00             0.00                 360                     357               360     19114   PA                      0.000      0.000        0.000      0.000       0.000        513               9/25/2006             0    N                                                  36   H
         602   S               P                R                               10                  1                      1   A4SR                          0      9.750                     1                          75000.00     87.07         0.00                87.07               65300.00               65207.85             0.00             0.00                 360                     357               360     36460   AL                      0.000      0.000        0.000      0.000       0.000        579               9/25/2006             0    N                                                   0
         603   S               P                R                               10                  1                      1   AXSR                          0      9.000                     1                         127500.00     69.18         0.00                69.18               88200.00               88054.37             0.00             0.00                 360                     357               360     38826   MS                      0.000      0.000        0.000      0.000       0.000        544               9/25/2006             0    N                                                   0
         604   S               P                R                               10                  1                      1   AXSR                          0      8.875                     1                         246000.00     73.17         0.00                73.17              180000.00              179695.02             0.00             0.00                 360                     357               360     85304   AZ                      0.000      0.000        0.000      0.000       0.000        510               9/25/2006             0    N                                                  36   H
         605   S               P                R                               10                  1    C4                    A4SR                          0      7.250                     1                         255000.00     58.22         0.00                58.22              148450.00              148100.49             0.00             0.00                 360                     357               360      8033   NJ                      0.000      0.000        0.000      0.000       0.000        649               9/25/2006             0    N                                                   0
         606   S               P                R                               74                  1                      1   AXSR                          0      6.500                     1                         650000.00     51.82         0.00                51.82              336800.00              335881.61             0.00             0.00                 360                     357               360     95122   CA                      3.100     12.500        3.100      1.500       1.000        637               9/25/2006             0    N                                                  36   H
         607   S               P                R                               73                  1                      1   A4SR                          0      8.750                     1                          81000.00     84.94         0.00                84.94               68800.00               68680.39             0.00             0.00                 360                     357               360     35630   AL                      5.350     14.750        5.350      1.500       1.000        584               9/25/2006             0    N                                                  24   H
         608   S               P                R                               10                  1                      1   A4SR                          0      7.000                     1                         302000.00     57.62         0.00                57.62              174000.00              173569.61             0.00             0.00                 360                     357               360     93312   CA                      0.000      0.000        0.000      0.000       0.000        584               9/25/2006             0    N                                                  36   H
         609   S               S                P                               73                  1                      1   A4AL                         41     10.875                     1                         108500.00    100.00         0.00               100.00              108500.00              108379.64             0.00             0.00                 360                     357               360     71241   LA                      7.475     16.875       10.875      1.500       1.000        586               9/19/2006             0    N                                                  24   H
         610   S               P                P                               73                  1    C4                    A4AL                         48      9.450                     1                         103000.00     90.00         0.00                90.00               92700.00               92560.67             0.00             0.00                 360                     357               360     35963   AL                      6.050     15.450        9.450      1.500       1.000        654               9/28/2006             0    N                                                  24   H
         611   S               P                R                               10                  1                      1   A4AL                         46      7.990                     1                         131000.00     71.76         0.00                71.76               94000.00               93809.14             0.00             0.00                 360                     357               360     70601   LA                      0.000      0.000        0.000      0.000       0.000        594               9/29/2006             0    N                                                  36   H
         612   S               P                C                               73                  1                      1   A5AL                         50      9.000                     1                         191000.00     94.97         0.00                94.97              181400.00              181100.50             0.00             0.00                 360                     357               360     85730   AZ                      5.600     15.000        5.600      1.500       1.000        587               9/18/2006             0    Y                                                  24   H
         613   S               P                C                               10                  1                      1   A4AL                         34      9.750                     1                         130000.00     80.00         0.00                80.00              104000.00              103853.26             0.00             0.00                 360                     357               360     55103   MN                      0.000      0.000        0.000      0.000       0.000        517               9/14/2006             0    N                                                   0
         614   S               P                C                               73                  1                      1   A4AL                         45      7.500                     1                         625000.00     52.80         0.00                52.80              330000.00              329258.16             0.00             0.00                 360                     357               360     90805   CA                      4.100     13.500        4.100      1.500       1.000        510               9/18/2006             0    N                                                  24   H
         615   S               P                C                               10                  1    C4                    A4AL                         30      8.500                     1                         140800.00     46.16         0.00                46.16               65000.00               64881.05             0.00             0.00                 360                     357               360     70068   LA                      0.000      0.000        0.000      0.000       0.000        579               9/19/2006             0    N                                                  36   H
         616   S               P                C                               73                  1                      1   A4AL                         45      7.750                     1                         133000.00     90.23         0.00                90.23              120000.00              119744.28             0.00             0.00                 360                     357               360     24401   VA                      4.350     13.750        4.350      1.500       1.000        609               9/22/2006             0    N                                                  24   H
         617   S               P                C                               10                  1    C4                    A4AL                         25      8.375                     1                         209000.00     66.99         0.00                66.99              140000.00              139737.12             0.00             0.00                 360                     357               360     22567   VA                      0.000      0.000        0.000      0.000       0.000        540               9/19/2006             0    N                                                  36   H
         618   P               P                C                               74                  1    C1                    A4AL                         41      7.375                     1                         298000.00     41.95         0.00                41.95              125000.00              124712.91             0.00             0.00                 360                     357               360     32708   FL                      3.975     13.375        3.975      1.500       1.000        543               9/19/2006             0    N                                                  36   H
         619   S               P                R                               74                  1                      1   A4AL                         47      7.325                     1                         240000.00     86.25         0.00                86.25              207000.00              206680.85             0.00             0.00                 360                     358               360     33063   FL                      3.725     13.325        3.725      1.500       1.000        584               9/27/2006             0    N                                                  36   H
         620   S               P                R                               73                  1                      1   AXSR                          0      9.500                     1                         131450.00     69.00         0.00                69.00               90700.00               90556.88             0.00             0.00                 360                     357               360     52240   IA                      6.000     15.500        6.000      1.500       1.000        529               9/27/2006             0    N                                                   0
         621   S               P                R                               73                  1                      1   A3SR                          0      8.500                     1                         155000.00     76.13         0.00                76.13              118000.00              117784.02             0.00             0.00                 360                     357               360     31405   GA                      5.000     14.500        5.000      1.500       1.000        589               9/27/2006             0    N                                                   0
         622   P               P                R                               10                  1                      1   A4AL                         36      7.875                     1                         217000.00     84.10         0.00                84.10              182500.00              182120.74             0.00             0.00                 360                     357               360     33569   FL                      0.000      0.000        0.000      0.000       0.000        642               9/27/2006             0    N                                                   0
         623   S               P                R                               74                  1                      1   A4SR                          0      7.875                     1                         244000.00     88.50         0.00                88.50              215950.00              215501.21             0.00             0.00                 360                     357               360     55343   MN                      4.475     13.875        4.475      1.500       1.000        648               9/27/2006             0    N                                                   0
         624   S               P                C                               74                  1                      1   A4AL                         40      7.990                     1                         169000.00    100.00         0.00               100.00              169000.00              168540.95             0.00             0.00                 360                     356               360     28025   NC                      5.990     13.990        7.990      1.500       1.000        655               8/18/2006             0    N                                                  30   H
         625   S               P                P                               10                  1                      1   A5AL                         48     10.490                     1                          69000.00    100.00         0.00               100.00               69000.00               68888.65             0.00             0.00                 360                     356               360     36301   AL                      0.000      0.000        0.000      0.000       0.000        583                9/8/2006             0    Y                                                  36   H
         626   S               P                P                               10                  1                      1   A5AL                         42     11.040                     1                         105000.00    100.00         0.00               100.00              105000.00              104887.64             0.00             0.00                 360                     357               360     72761   AR                      0.000      0.000        0.000      0.000       0.000        595               9/26/2006             0    Y                                                  36   H
         627   S               P                C                               10                  1                      1   A4AL                         50      9.250                     1                         175000.00     67.00         0.00                67.00              117250.00              117066.22             0.00             0.00                 360                     357               360     33612   FL                      0.000      0.000        0.000      0.000       0.000        520               9/29/2006             0    N                                                  24   H
         628   S               P                P                               73                  1    C4                    A5AL                         23      8.950                     1                         112000.00     84.29         0.00                84.29               94400.00               94242.53             0.00             0.00                 360                     357               360     35580   AL                      5.550     14.950        8.950      1.500       1.000        644               9/29/2006             0    Y                                                  24   H
         629   P               P                C                               10                  1                      1   A5AL                         46      7.625                     1                         194000.00     69.59         0.00                69.59              135000.00              134705.01             0.00             0.00                 360                     357               360     23237   VA                      0.000      0.000        0.000      0.000       0.000        611               9/18/2006             0    Y                                                  36   H
         630   S               P                C                               73                  1                      1   A4AL                         20      8.875                     1                          88400.00     84.95         0.00                84.95               75100.00               74972.76             0.00             0.00                 360                     357               360     25832   WV                      5.475     14.875        5.475      1.500       1.000        523               9/12/2006             0    N                                                   0
         631   S               P                C                               10                  1                      1   A4AL                         43      7.375                     1                         275000.00     68.36         0.00                68.36              188000.00              187568.20             0.00             0.00                 360                     357               360     23220   VA                      0.000      0.000        0.000      0.000       0.000        562               9/15/2006             0    N                                                  36   H
         632   S               P                C                               10                  1                      1   A4AL                         35      7.750                     1                         245000.00     42.45         0.00                42.45              104000.00              103778.37             0.00             0.00                 360                     357               360     21040   MD                      0.000      0.000        0.000      0.000       0.000        564               9/15/2006             0    N                                                   0
         633   S               P                C                               10                  1                      1   A4AL                         27      8.625                     1                         137000.00     86.86         0.00                86.86              119000.00              118787.71             0.00             0.00                 360                     357               360     27205   NC                      0.000      0.000        0.000      0.000       0.000        635               9/12/2006             0    N                                                   0
         634   F               P                C                               73                  1                      1   AMAL                         51      8.625                     1                         218000.00     75.00         0.00                75.00              163500.00              163208.31             0.00             0.00                 360                     357               360      6511   CT                      5.225     14.625        5.225      1.500       1.000        546               9/21/2006             0    N                                                  24   H
         635   S               P                C                               10                  1                      1   A4AL                         49      8.500                     1                         240000.00     75.00         0.00                75.00              180000.00              179670.56             0.00             0.00                 360                     357               360     98391   WA                      0.000      0.000        0.000      0.000       0.000        516               9/15/2006             0    N                                                  36   H
         636   S               P                C                               73                  1                      1   A4AL                         48      7.875                     1                         125000.00     90.00         0.00                90.00              112500.00              112266.21             0.00             0.00                 360                     357               360     19464   PA                      4.475     13.875        4.475      1.500       1.000        546               9/19/2006             0    N                                                  24   H
         637   S               P                C                               10                  1                      1   A4AL                         28      8.125                     1                         350000.00     79.71         0.00                79.71              279000.00              278448.76             0.00             0.00                 360                     357               360     95355   CA                      0.000      0.000        0.000      0.000       0.000        528               9/14/2006             0    N                                                  36   H
         638   S               P                C                               10                  1                      1   AMAL                         52      8.750                     1                         395000.00     54.43         0.00                54.43              215000.00              214626.19             0.00             0.00                 360                     357               360     92337   CA                      0.000      0.000        0.000      0.000       0.000        593               9/20/2006             0    N                                                  36   H
         639   P               P                C                               10                  1                      1   A4AL                         34      7.875                     1                         242000.00     85.00         0.00                85.00              205700.00              205272.52             0.00             0.00                 360                     357               360     28117   NC                      0.000      0.000        0.000      0.000       0.000        636               9/20/2006             0    N                                                   0
         640   P               P                C                               10                  1                      1   A4AL                         49      7.375                     1                         305000.00     38.69         0.00                38.69              118000.00              117728.97             0.00             0.00                 360                     357               360     94509   CA                      0.000      0.000        0.000      0.000       0.000        567               9/20/2006             0    N                                                  36   H
         641   S               P                C                               73                  1                      1   AMAL                         37      8.000                     1                         356000.00     67.42         0.00                67.42              240000.00              239513.69             0.00             0.00                 360                     357               360     20706   MD                      4.600     14.000        4.600      1.500       1.000        540               9/13/2006             0    N                                                   0
         642   S               P                C                               10                  1    C1                    A4AL                         32      7.875                     1                         125000.00     80.00         0.00                80.00              100000.00               99792.18             0.00             0.00                 360                     357               360     54729   WI                      0.000      0.000        0.000      0.000       0.000        573               9/20/2006             0    N                                                   0
         643   P               P                C                               73                  1                      1   AMAL                         49      9.000                     1                         233000.00     79.31         0.00                79.31              184800.00              184494.90             0.00             0.00                 360                     357               360     81647   CO                      5.600     15.000        5.600      1.500       1.000        562               9/21/2006             0    N                                                   0
         644   P               P                R                               10                  1                      1   A4SR                          0      7.250                     1                         224000.00     47.32         5.62                52.94              106000.00              105750.42         12593.00             0.00                 360                     357               360     34684   FL                      0.000      0.000        0.000      0.000       0.000        612               9/28/2006             0    N                                                  36   H
         645   C               P                R                               10                  1                      1   B AL                         44      9.625                     1                         425000.00     20.47         0.00                20.47               87000.00               86916.31             0.00             0.00                 360                     358               360     11747   NY                      0.000      0.000        0.000      0.000       0.000        632               9/28/2006             0    N                                                   0
         646   S               P                R                               10                  1                      1   A4SR                          0      9.875                     1                         110000.00     85.27         0.00                85.27               93800.00               93671.11             0.00             0.00                 360                     357               360     49233   MI                      0.000      0.000        0.000      0.000       0.000        565               9/28/2006             0    N                                                   0
         647   S               P                R                               73                  1    C4                    A4AL                         49      7.625                     1                         162000.00     87.59         0.00                87.59              141900.00              141589.93             0.00             0.00                 360                     357               360     31313   GA                      4.125     13.625        4.125      1.500       1.000        674               9/28/2006             0    N                                                   0
         648   S               P                R                               74                  1    C4                    A4AL                         16      8.125                     1                         128000.00     84.38         0.00                84.38              108000.00              107858.22             0.00             0.00                 360                     358               360     71292   LA                      4.725     14.125        4.725      1.500       1.000        628               9/28/2006             0    N                                                   0
         649   S               P                R                               73                  1                      1   A4AL                         19      7.375                     1                         127000.00     65.35         0.00                65.35               83000.00               82809.37             0.00             0.00                 360                     357               360     19050   PA                      3.975     13.375        3.975      1.500       1.000        573               9/27/2006             0    N                                                   0
         650   S               P                R                               10                  1                      1   A4SR                          0      8.750                     1                         125000.00     81.96         0.00                81.96              102450.00              102331.69             0.00             0.00                 360                     358               360     48080   MI                      0.000      0.000        0.000      0.000       0.000        573               9/28/2006             0    N                                                   0
         651   S               P                C                               10                  1    C7                    A4AL                         36      8.350                     1                         134000.00     70.00         0.00                70.00               93800.00               93622.97             0.00             0.00                 360                     357               360     70605   LA                      0.000      0.000        0.000      0.000       0.000        638               9/29/2006             0    N                                                   0
         652   S               S                P                               73                  1    C4                    A4AL                         44     10.120                     1                         148910.00     95.00         0.00                95.00              141460.00              141212.89             0.00             0.00                 360                     356               360     28216   NC                      6.520     16.120        6.520      1.500       1.000        607               8/28/2006             0    N                                                   0
         653   S               P                C                               74                  1                      1   AXAL                         32     10.100                     1                         163000.00     90.00         0.00                90.00              146700.00              146608.83             0.00             0.00                 360                     356               480     85746   AZ                      6.500     16.100       10.100      1.500       1.000        548               8/18/2006             0    N                                                  36   H
         654   S               P                R                               73                  1                      1   A5AL                         42      8.740                     1                         305000.00     81.12         0.00                81.12              247430.00              246853.13             0.00             0.00                 360                     356               360     38668   MS                      5.140     14.740        5.140      1.500       1.000        605               8/30/2006             0    Y                                                  24   H
         655   S               P                C                               73                  1    C4                    A4AL                         50      8.500                     1                         301000.00     77.08         0.00                77.08              232000.00              231431.82             0.00             0.00                 360                     356               360     85224   AZ                      4.900     14.500        4.900      1.500       1.000        583               8/25/2006             0    N                                                  24   H
         656   S               S                P                               10                  1    C4                    A5AL                         48     11.580                     1                         164882.00     95.00         0.00                95.00              156630.00              156430.41             0.00             0.00                 360                     356               360     77386   TX                      0.000      0.000        0.000      0.000       0.000        630               8/23/2006             0    Y                                                  12   H
         657   S               P                P                               73                  1    C4                    A4AL                         47     10.610                     1                         124000.00     95.00         0.00                95.00              117800.00              117588.67             0.00             0.00                 360                     356               360     42765   KY                      7.010     16.610        7.010      1.500       1.000        611                9/1/2006             0    N                                                  24   H
         658   S               P                P                               74                  1                      1   A5AL                         24     10.480                     1                          57500.00     90.00         0.00                90.00               51750.00               51687.51             0.00             0.00                 360                     357               360     74115   OK                      6.880     16.480        6.880      1.500       1.000        557               9/20/2006             0    Y                                                  24   H
         659   S               S                P                               10                  1    C4                    A5AL                         48     10.800                     1                         150000.00     90.00         0.00                90.00              135000.00              134473.69             0.00             0.00                 360                     356               360     88312   NM                      0.000      0.000        0.000      0.000       0.000        661               8/31/2006             0    Y                                                   0
         660   S               P                C                               73                  1                      1   A5AL                         22      8.750                     1                          80000.00     65.00         0.00                65.00               52000.00               51908.67             0.00             0.00                 360                     357               360     63107   MO                      5.150     14.750        5.150      1.500       1.000        573                9/8/2006             0    Y                                                  24   H
         661   S               P                P                               73                  1                      1   A5AL                         47      9.980                     1                          73500.00     90.00         0.00                90.00               66150.00               66061.06             0.00             0.00                 360                     357               360     46992   IN                      6.380     15.980        6.380      1.500       1.000        567               9/18/2006             0    Y                                                  24   H
         662   S               P                C                               73                  1                      1   A4AL                         36      7.230                     1                         235000.00     43.83         0.00                43.83              103000.00              102756.55             0.00             0.00                 360                     357               360     85326   AZ                      3.630     13.230        3.630      1.500       1.000        623               9/19/2006             0    N                                                  24   H
         663   S               P                C                               74                  1    C4                    A4AL                         45      9.990                     1                         160000.00     95.00         0.00                95.00              152000.00              151796.14             0.00             0.00                 360                     357               360     63123   MO                      6.390     15.990        6.390      1.500       1.000        586                9/5/2006             0    N                                                  36   H
         664   S               P                C                               73                  1    C4                    A4AL                         43      8.680                     1                         185000.00     95.00         0.00                95.00              175750.00              175625.29             0.00             0.00                 360                     357               480     23223   VA                      5.080     14.680        8.680      1.500       1.000        591               9/13/2006             0    N                                                  24   H
         665   P               P                C                               74                  1    C4                    A4AL                         50     10.730                     1                         200000.00     95.00         0.00                95.00              190000.00              189927.29             0.00             0.00                 360                     357               480     55434   MN                      7.130     16.730       10.730      1.500       1.000        596               9/21/2006             0    N                                                  36   H
         666   S               P                P                               73                  1                      1   A5AL                         24      9.980                     1                          64000.00     90.00         0.00                90.00               57600.00               57522.59             0.00             0.00                 360                     357               360     63459   MO                      6.380     15.980        6.380      1.500       1.000        564               9/12/2006             0    Y                                                  24   H
         667   S               P                C                               73                  1    C4                    A4AL                         42     10.110                     1                         100000.00     95.00         0.00                95.00               95000.00               94875.80             0.00             0.00                 360                     357               360     37115   TN                      6.510     16.110       10.110      1.500       1.000        604               10/1/2006             0    N                                                  24   H
         668   S               P                C                               73                  1                      1   AMAL                         17     10.610                     1                          77000.00     70.00         0.00                70.00               53900.00               53836.70             0.00             0.00                 360                     357               360     65453   MO                      6.860     16.610        6.860      1.500       1.000        521               9/20/2006             0    N                                                  24   H
         669   S               P                P                               10                  1    C4                    A4AL                         48     11.610                     1                          95000.00     90.00         0.00                90.00               85500.00               85391.64             0.00             0.00                 360                     356               360     39666   MS                      0.000      0.000        0.000      0.000       0.000        580               8/31/2006             0    N                                                  36   H
         670   S               P                C                               73                  1                      1   A4AL                         34      9.730                     1                         140000.00     88.04         0.00                88.04              123250.00              123075.34             0.00             0.00                 360                     357               360     70080   LA                      6.130     15.730        9.730      1.500       1.000        548               9/25/2006             0    N                                                  24   H
         671   S               P                C                               10                  1    C4                    A4AL                         44      8.530                     1                         196000.00     85.00         0.00                85.00              166600.00              166398.69             0.00             0.00                 360                     358               360     22963   VA                      0.000      0.000        0.000      0.000       0.000        637               9/29/2006             0    N                                                  36   H
         672   S               P                C                               73                  1    C4                    A4AL                         31      9.990                     1                         190000.00     95.00         0.00                95.00              180500.00              180339.30             0.00             0.00                 360                     358               360     55021   MN                      6.390     16.110       10.110      1.500       1.000        615               9/30/2006             0    N                                                  24   H
         673   S               P                P                               73                  1                      1   A4AL                         42      7.990                     1                         118000.00     95.00         0.00                95.00              112100.00              111981.07             0.00             0.00                 360                     357               480     37825   TN                      4.390     13.990        7.990      1.500       1.000        642               9/26/2006             0    N                                                  24   H
         674   S               P                C                               73                  1                      1   A4AL                         43      7.990                     1                         163000.00     80.00        20.00               100.00              130400.00              130135.14         32600.00             0.00                 360                     357               360     18032   PA                      4.390     13.990        7.990      1.500       1.000        586               9/28/2006             0    N                                                  24   H
         675   S               S                P                               73                  1    C4                    A4AL                         31      7.750                     1                         499000.00     90.00         0.00                90.00              449100.00              448682.53             0.00             0.00                 360                     357               480     93442   CA                      4.150     13.750        7.750      1.500       1.000        685               9/21/2006             0    N                                                  24   H
         676   S               P                C                               74                  1    C1                    A4AL                         43      8.490                     1                         133000.00     90.00         0.00                90.00              119700.00              119554.16             0.00             0.00                 360                     358               360     48091   MI                      4.890     14.490        8.490      1.500       1.000        549               9/29/2006             0    N                                                  36   H
         677   S               P                C                               10                  1                      1   A4AL                         40      8.750                     1                         113000.00     94.25         0.00                94.25              106500.00              106377.00             0.00             0.00                 360                     358               360     48840   MI                      0.000      0.000        0.000      0.000       0.000        603               9/26/2006             0    N                                                  36   H
         678   S               P                C                               73                  1                      1   AXAL                         49      9.500                     1                         105000.00     80.00         0.00                80.00               84000.00               83917.03             0.00             0.00                 360                     358               360     48906   MI                      6.000     15.500        6.000      1.500       1.000        535               9/26/2006             0    N                                                  12   H
         679   S               P                C                               10                  1                      1   A4AL                         48      8.875                     1                         175000.00     89.71         0.00                89.71              157000.00              156734.00             0.00             0.00                 360                     357               360     31406   GA                      0.000      0.000        0.000      0.000       0.000        624               9/13/2006             0    N                                                   0
         680   S               P                R                               10                  1                      1   A4AL                         24      8.625                     1                         168000.00     79.76         0.00                79.76              134000.00              133841.21             0.00             0.00                 360                     358               360     78382   TX                      0.000      0.000        0.000      0.000       0.000        659               9/29/2006             0    N                                                   0
         681   S               P                R                               10                  1                      1   AMSR                          0      9.375                     1                         224000.00     79.55         0.00                79.55              178200.00              178019.31             0.00             0.00                 360                     358               360     49684   MI                      0.000      0.000        0.000      0.000       0.000        614               9/29/2006             0    N                                                   0
         682   S               P                R                               10                  1                      1   A4AL                         34      8.750                     1                         185000.00     79.24         0.00                79.24              146600.00              145804.65             0.00             0.00                 180                     178               180     30144   GA                      0.000      0.000        0.000      0.000       0.000        550               9/29/2006             0    N                                                   0
         683   P               P                R                               74                  1                      1   A4AL                         40      8.875                     1                         180000.00     99.56         0.00                99.56              179200.00              178998.32             0.00             0.00                 360                     358               360     75070   TX                      5.375     14.875        5.375      1.500       1.000        622               9/29/2006             0    N                                                   0
         684   S               P                R                               74                  1                      1   A4SR                          0      9.375                     1                          85000.00     83.06         0.00                83.06               70600.00               70528.40             0.00             0.00                 360                     358               360     38671   MS                      5.975     15.375        5.975      1.500       1.000        596               9/29/2006             0    N                                                   0
         685   S               P                R                               74                  1                      1   A4SR                          0      8.000                     1                         172000.00     98.37         0.00                98.37              169200.00              168972.18             0.00             0.00                 360                     358               360     48439   MI                      4.600     14.000        4.600      1.500       1.000        648               9/29/2006             0    N                                                   0
         686   S               P                C                               73                  1    C4                    A4AL                         26      9.050                     1                          90500.00     90.00         0.00                90.00               81450.00               81134.73             0.00             0.00                 360                     353               360     38637   MS                      7.550     16.050        9.050      1.500       1.500        602               5/23/2006             0    N                                                  24   H
         687   S               P                C                               73                  1    C4                    A4AL                         44      7.990                     1                         213000.00     95.00         0.00                95.00              202350.00              201939.14             0.00             0.00                 360                     357               360     53221   WI                      6.875     13.990        6.875      1.500       1.000        685               9/18/2006             0    N                                                  24   H
         688   P               P                P                               10                  1    C4                    A5AL                         11      9.550                     1                         268046.00     94.98         0.00                94.98              254600.00              254225.28             0.00             0.00                 360                     357               360     30066   GA                      0.000      0.000        0.000      0.000       0.000        643                9/5/2006             0    Y                                                  36   H
         689   S               P                C                               10                  1    C4                    A4AL                         50      8.550                     1                         250000.00     95.00         0.00                95.00              237500.00              237069.74             0.00             0.00                 360                     357               360     23513   VA                      0.000      0.000        0.000      0.000       0.000        601               9/15/2006             0    N                                                  36   H
         690   S               P                C                               10                  1    C4                    A4AL                         50     10.200                     1                         145000.00     95.00         0.00                95.00              137750.00              137573.36             0.00             0.00                 360                     357               360     70056   LA                      0.000      0.000        0.000      0.000       0.000        612               8/31/2006             0    N                                                  36   H
         691   S               P                C                               10                  1                      1   A4AL                         43      9.200                     1                         150000.00     95.00         0.00                95.00              142500.00              142197.95             0.00             0.00                 360                     356               360     17109   PA                      0.000      0.000        0.000      0.000       0.000        599               8/28/2006             0    N                                                  36   H
         692   S               P                P                               10                  1                      1   A5AL                         39      8.650                     1                         239900.00     91.66         0.00                91.66              219900.00              219509.72             0.00             0.00                 360                     357               360     19050   PA                      0.000      0.000        0.000      0.000       0.000        677                9/6/2006             0    Y                                                  36   H
         693   P               P                P                               73                  1                      1   A4AL                         15      8.625                     1                         681602.00     95.00         0.00                95.00              647500.00              645954.30             0.00             0.00                 360                     356               360     34241   FL                      7.250     14.625        7.250      1.500       1.000        620               8/29/2006             0    N                                                  24   H
         694   S               P                P                              175                  1    C1                    A5AL                         52      8.950                     1                         350000.00     95.00         0.00                95.00              332500.00              332500.00             0.00             0.00                 360                     357               360     34116   FL                      7.250     13.950        7.250      1.500       1.000        641                9/8/2006           120    Y                                                  36   H
         695   P               P                P                               73                  1    C4                    AXAL                          9      9.275                     1                         419990.00     94.99         0.00                94.99              398950.00              398117.45             0.00             0.00                 360                     356               360     32832   FL                      7.625     15.275        7.625      1.500       1.000        621               8/31/2006             0    N                                                  24   H
         696   S               P                C                               10                  1    C4                    A4AL                         44      7.990                     1                         300000.00     95.00         0.00                95.00              285000.00              284421.31             0.00             0.00                 360                     357               360     40509   KY                      0.000      0.000        0.000      0.000       0.000        674               8/31/2006             0    N                                                  36   H
         697   S               P                C                               73                  1                      1   A4AL                         42      9.650                     1                         119000.00     95.00         0.00                95.00              113050.00              112887.09             0.00             0.00                 360                     357               360     29229   SC                      7.250     15.650        7.250      1.500       1.000        591               9/15/2006             0    N                                                   0
         698   S               P                C                               73                  1                      1   A4AL                         41      8.550                     1                         270000.00     95.00         0.00                95.00              256500.00              255915.83             0.00             0.00                 360                     357               360     60050   IL                      5.500     14.550        5.500      1.500       1.000        697               9/22/2006             0    N                                                   0
         699   P               P                P                               10                  1                      1   A5AL                         49     10.150                     1                         121000.00     95.00         0.00                95.00              114950.00              114801.02             0.00             0.00                 360                     357               360     77072   TX                      0.000      0.000        0.000      0.000       0.000        590               9/13/2006             0    Y                                                  36   H
         700   P               P                P                               74                  1    C4                    A5AL                         37      8.200                     1                         199990.00     94.98         0.00                94.98              189950.00              189579.74             0.00             0.00                 360                     357               360     28278   NC                      7.125     14.200        7.125      1.500       1.000        641               9/26/2006             0    Y                                                  12   H
         701   F               P                P                               73                  1                      1   A5AL                         49      9.750                     1                         149000.00     95.00         0.00                95.00              141550.00              141350.28             0.00             0.00                 360                     357               360     31401   GA                      7.250     15.750        7.250      1.500       1.000        584               9/25/2006             0    Y                                                  24   H
         702   P               S                C                               73                  1                      1   A4AL                         41      7.990                     1                         258000.00     95.00         0.00                95.00              245100.00              244887.36             0.00             0.00                 360                     357               480     34711   FL                      6.250     13.990        6.250      1.500       1.000        664               9/22/2006             0    N                                                  24   H
         703   P               P                P                               73                  1    C4                    AXAL                         28      9.650                     1                         263000.00     95.00         0.00                95.00              249850.00              249489.94             0.00             0.00                 360                     357               360     46074   IN                      7.625     15.650        7.625      1.500       1.000        625               9/21/2006             0    N                                                  24   H
         704   P               P                C                               74                  1    C4                    A4AL                         48      7.700                     1                         425000.00     95.00         0.00                95.00              403750.00              402880.89             0.00             0.00                 360                     357               360     30041   GA                      7.625     13.700        7.625      1.500       1.000        668               9/26/2006             0    N                                                  36   H
         705   S               P                C                               73                  1                      1   A4AL                         32      7.990                     1                         105000.00     90.00         0.00                90.00               94500.00               94362.44             0.00             0.00                 360                     355               480     47342   IN                      6.875     13.990        6.875      1.500       1.000        611               7/26/2006             0    N                                                  24   H
         706   S               P                C                               73                  1                      1   A4AL                         38      8.750                     1                         120000.00     85.00         0.00                85.00              102000.00              101702.29             0.00             0.00                 360                     355               360     40353   KY                      7.250     14.750        7.250      1.500       1.000        575               7/31/2006             0    N                                                  24   H
         707   S               P                C                               73                  1    C4                    A4AL                         32      8.200                     1                         150000.00     73.33         0.00                73.33              110000.00              109640.80             0.00             0.00                 360                     355               360     23035   VA                      7.125     14.200        7.125      1.500       1.000        599               7/31/2006             0    N                                                  24   H
         708   S               P                C                               10                  1                      1   A4AL                         50      7.625                     1                         200000.00     84.50         0.00                84.50              169000.00              168380.60             0.00             0.00                 360                     355               360     53402   WI                      0.000      0.000        0.000      0.000       0.000        615               7/31/2006             0    N                                                  24   H
         709   P               P                P                               73                  1    C4                    AXAL                         42      9.350                     1                         236390.00     84.99         0.00                84.99              200900.00              200487.27             0.00             0.00                 360                     356               360     32776   FL                      7.625     15.350        7.625      1.500       1.000        574               8/22/2006             0    N                                                  24   H
         710   S               P                C                               73                  1                      1   A5AL                         36      8.990                     1                         112000.00     87.50         0.00                87.50               98000.00               97936.54             0.00             0.00                 360                     357               480     61530   IL                      5.500     14.990        5.500      1.500       1.000        581               8/31/2006             0    Y                                                   0
         711   S               P                C                               10                  1    C4                    A4AL                         39      8.250                     1                         195650.00     85.02         0.00                85.02              166350.00              166029.59             0.00             0.00                 360                     357               360     33771   FL                      0.000      0.000        0.000      0.000       0.000        625               8/31/2006             0    N                                                  36   H
         712   S               P                P                               73                  1    C4                    A5AL                         41      8.800                     1                         200000.00     80.00        20.00               100.00              160000.00              159724.67         40000.00             0.00                 360                     357               360     33162   FL                      7.625     14.800        7.625      1.500       1.000        637               9/27/2006             0    Y                                                   0
         713   P               I                C                               74                  1    C4                    A4AL                         30      7.700                     1                         130000.00     79.92         0.00                79.92              103900.00              103768.94             0.00             0.00                 360                     356               480     77089   TX                      6.625     13.700        6.625      1.500       1.000        620               8/24/2006             0    N                                                   0
         714   S               P                C                               73                  1    C4                    A5AL                         45      8.750                     1                         400000.00     75.00         0.00                75.00              300000.00              299302.01             0.00             0.00                 360                     356               360     30041   GA                      7.750     14.750        7.750      1.500       1.000        601               8/28/2006             0    Y                                                   0
         715   C               P                C                               73                  1                      1   AMAL                         48      9.350                     1                         110000.00     68.64         0.00                68.64               75500.00               75384.11             0.00             0.00                 360                     357               360     32839   FL                      7.250     15.350        7.250      1.500       1.000        535                9/8/2006             0    N                                                  24   H
         716   S               P                C                               73                  1    C4                    A4AL                         43      8.250                     1                         320000.00     75.00         0.00                75.00              240000.00              239537.72             0.00             0.00                 360                     357               360     33018   FL                      7.625     14.250        7.625      1.500       1.000        639               9/21/2006             0    N                                                  24   H
         717   S               P                C                                7                  1                      1   A4AL                         35     10.200                     1                         330000.00     89.09         0.00                89.09              294000.00              293867.66             0.00             0.00                 360                     357               480     22630   VA                      0.000      0.000        0.000      0.000       0.000        587                9/1/2006             0    N                                                  36   H
         718   S               P                C                               73                  1                      1   A4AL                         28      8.000                     1                         125000.00     83.64         0.00                83.64              104550.00              104550.00             0.00             0.00                 360                     357               360     28105   NC                      7.000     14.000        7.000      1.500       1.000        607               8/31/2006           120    N                                                   0
         719   S               P                C                               10                  1    C4                    A5AL                         37      9.600                     1                         120000.00     85.00         0.00                85.00              102000.00              101851.46             0.00             0.00                 360                     357               360     21531   MD                      0.000      0.000        0.000      0.000       0.000        607               9/25/2006             0    Y                                                   0
         720   S               P                R                               10                  1                      1   AXAL                         39      8.950                     1                         239000.00     85.00         0.00                85.00              203150.00              202811.09             0.00             0.00                 360                     357               360     40390   KY                      0.000      0.000        0.000      0.000       0.000        603               8/31/2006             0    N                                                  36   H
         721   S               P                C                               10                  1    C4                    A4AL                         46      8.350                     1                         247000.00     79.35         0.00                79.35              196000.00              195630.09             0.00             0.00                 360                     357               360     15360   PA                      0.000      0.000        0.000      0.000       0.000        619               8/31/2006             0    N                                                  24   H
         722   S               P                C                               74                  1                      1   AMAL                         48      7.725                     1                         320000.00     36.56         0.00                36.56              117000.00              116749.42             0.00             0.00                 360                     357               360     33312   FL                      6.625     13.725        6.625      1.500       1.000        655                9/8/2006             0    N                                                  12   H
         723   P               P                P                               73                  1    C4                    A4AL                         49      8.575                     1                         565000.00     80.00        20.00               100.00              452000.00              451669.20        113000.00             0.00                 360                     357               480     30318   GA                      7.625     14.575        7.625      1.500       1.000        646               9/12/2006             0    N                                                  24   H
         724   C               P                C                               10                  1    C4                    A4AL                         33      8.025                     1                         230000.00     69.57         0.00                69.57              160000.00              159677.43             0.00             0.00                 360                     357               360     33066   FL                      0.000      0.000        0.000      0.000       0.000        633               9/14/2006             0    N                                                  36   H
         725   S               P                R                               10                  1                      1   AXAL                         49      8.300                     1                         177000.00     86.72         0.00                86.72              153500.00              153207.34             0.00             0.00                 360                     357               360     37862   TN                      0.000      0.000        0.000      0.000       0.000        613               9/15/2006             0    N                                                  36   H
         726   S               P                P                               73                  1    C4                    A5AL                         48      8.550                     1                         265000.00     80.00        20.00               100.00              212000.00              212000.00         53000.00             0.00                 360                     357               360     27616   NC                      7.625     14.550        7.625      1.500       1.000        644               9/14/2006           120    Y                                                  12   H
         727   S               P                C                               73                  1                      1   A4AL                         51      7.950                     1                          70000.00     89.14         0.00                89.14               62400.00               62272.26             0.00             0.00                 360                     357               360     46808   IN                      6.625     13.950        6.625      1.500       1.000        601               9/11/2006             0    N                                                  24   H
         728   C               P                C                               10                  1    C4                    A5AL                         49      8.950                     1                         100000.00     60.00         0.00                60.00               60000.00               59899.89             0.00             0.00                 360                     357               360     30067   GA                      0.000      0.000        0.000      0.000       0.000        584               9/14/2006             0    Y                                                   0
         729   S               P                C                               73                  1                      1   A4AL                         44      8.350                     1                         250000.00     90.00         0.00                90.00              225000.00              223555.12             0.00             0.00                 360                     357               360     46052   IN                      7.250     14.350        7.250      1.500       1.000        580               9/27/2006             0    N                                                  24   H
         730   S               P                R                               10                  1                      1   AXAL                         52      7.650                     1                         205000.00     66.63         0.00                66.63              136600.00              136303.00             0.00             0.00                 360                     357               360     21224   MD                      0.000      0.000        0.000      0.000       0.000        622               9/19/2006             0    N                                                   0
         731   S               P                C                               73                  1    C4                    A4AL                         46      8.350                     1                         116500.00     80.00        20.00               100.00               93200.00               93024.11         23300.00             0.00                 360                     357               360     40372   KY                      7.625     14.350        7.625      1.500       1.000        640               9/26/2006             0    N                                                  24   H
         732   S               P                C                               73                  1                      1   AMAL                         49      7.550                     1                         228000.00     79.82         0.00                79.82              182000.00              181820.86             0.00             0.00                 360                     357               480     60073   IL                      6.000     13.550        6.000      1.500       1.000        598               9/14/2006             0    N                                                  12   H
         733   C               P                C                               10                  1                      1   A4AL                         23      7.150                     1                         181000.00     63.54         0.00                63.54              115000.00              114723.82             0.00             0.00                 360                     357               360     33907   FL                      0.000      0.000        0.000      0.000       0.000        698               9/22/2006             0    N                                                  36   H
         734   S               P                C                               73                  1                      1   AXAL                         46      7.200                     1                         295000.00     79.66         0.00                79.66              235000.00              235000.00             0.00             0.00                 360                     357               360     20685   MD                      6.125     13.200        6.125      1.500       1.000        619               9/22/2006           120    N                                                   0
         735   S               P                C                               73                  1                      1   B AL                         34      8.700                     1                         180000.00     50.00         0.00                50.00               90000.00               89841.90             0.00             0.00                 360                     357               360     23452   VA                      7.250     14.700        7.250      1.500       1.000        579               9/25/2006             0    N                                                  24   H
         736   S               P                P                                7                  2                      1   A4AL                         37     11.990                     1                         187000.00    100.00         0.00               100.00               37400.00               37367.51             0.00        149600.00                 180                     177               360     30288   GA                      0.000      0.000        0.000      0.000       0.000        659               9/29/2006             0    N                                                   0
         737   S               P                C                               73                  1                      1   A4AL                         49      7.425                     1                         245600.00     89.78         0.00                89.78              220500.00              219998.56             0.00             0.00                 360                     357               360     34743   FL                      7.250     13.425        7.250      1.500       1.000        618               9/22/2006             0    N                                                  24   H
         738   S               P                C                               10                  1                      1   A5AL                         41      7.925                     1                         198000.00     80.00         0.00                80.00              158400.00              158074.13             0.00             0.00                 360                     357               360     29708   SC                      0.000      0.000        0.000      0.000       0.000        614               9/25/2006             0    Y                                                   0
         739   S               P                C                               10                  1                      1   A5AL                         42      7.550                     1                         233000.00     80.00         0.00                80.00              186400.00              185986.56             0.00             0.00                 360                     357               360     23323   VA                      0.000      0.000        0.000      0.000       0.000        645               9/25/2006             0    Y                                                  36   H
         740   P               P                P                               73                  1    C4                    A5AL                         40      7.995                     1                         270000.00     80.00        20.00               100.00              216000.00              215708.87         54000.00             0.00                 360                     358               360     28269   NC                      7.625     13.995        7.625      1.500       1.000        644               10/2/2006             0    Y                                                  24   H
         741   S               P                P                               73                  1                      1   A5AL                         49      7.990                     1                         195000.00     80.00        20.00               100.00              156000.00              155683.23         39000.00             0.00                 360                     357               360     32809   FL                      7.625     13.990        7.625      1.500       1.000        640               9/29/2006             0    Y                                                  24   H
         742   S               P                P                               73                  1    C4                    A5AL                         45      7.800                     1                         129900.00     79.98        19.98                99.96              103900.00              103680.78         25950.00             0.00                 360                     357               360     19032   PA                      7.625     13.800        7.625      1.500       1.000        654               9/29/2006             0    Y                                                  24   H
         743   S               P                P                              175                  1    C1                    A5AL                         30      9.375                     1                          89900.00     90.00         0.00                90.00               80910.00               80786.46             0.00             0.00                 360                     357               360     78520   TX                      6.865     14.375        9.375      1.500       1.000        555               9/13/2006             0    Y                                                  36   H
         744   F               P                C                              175                  1    C4                    A4AL                         38      8.375                     1                         143000.00     56.92         0.00                56.92               81400.00               81400.00             0.00             0.00                 360                     357               360     53215   WI                      5.865     13.375        8.375      1.500       1.000        647               9/15/2006            60    N                                                  36   H
         745   S               P                P                               73                  1                      1   A5AL                         39      9.250                     1                         107400.00     85.00         0.00                85.00               91290.00               91146.92             0.00             0.00                 360                     357               360     44021   OH                      6.740     15.250        9.250      1.500       1.000        525               9/18/2006             0    Y                                                  36   H
         746   S               P                P                               73                  1                      1   B AL                         48      8.500                     1                         121050.00     80.00        20.00               100.00               96840.00               96602.81         24210.00             0.00                 360                     356               360     77048   TX                      5.990     14.500        8.500      1.500       1.000        629               8/31/2006             0    N                                                  36   H
         747   S               P                P                               73                  1                      1   A5AL                         47      9.375                     1                         108000.00     90.00         0.00                90.00               97200.00               97051.60             0.00             0.00                 360                     357               360     46552   IN                      6.865     15.375        9.375      1.500       1.000        556               9/25/2006             0    Y                                                  24   H
         748   S               P                H                               73                  1    C4                    AXAL                         49      8.500                     1                         142000.00     70.42         0.00                70.42              100000.00               99755.10             0.00             0.00                 360                     356               360     78537   TX                      5.990     14.500        5.990      1.500       1.000        617               8/31/2006             0    N                                                   0
         749   S               P                P                               73                  1    C4                    A5AL                         44      9.375                     1                         122000.00     90.00         0.00                90.00              109800.00              109632.35             0.00             0.00                 360                     357               360     78572   TX                      6.445     15.375        9.375      1.500       1.000        634               9/14/2006             0    Y                                                  24   H
         750   S               P                P                               73                  1                      1   A4AL                         36      7.500                     1                         142000.00     80.00        20.00               100.00              113600.00              113600.00         28400.00             0.00                 360                     357               360     46410   IN                      4.990     13.500        7.500      1.500       1.000        653               9/14/2006            60    N                                                  24   H
         751   P               P                R                               73                  1                      1   A4AL                         45      9.250                     1                         123000.00     95.00         0.00                95.00              116850.00              116850.00             0.00             0.00                 360                     356               360     78725   TX                      6.490     15.250        9.250      1.500       1.000        613               8/25/2006            60    N                                                   0
         752   P               P                R                               73                  1                      1   A4AL                         49      8.500                     1                         135000.00     94.81         0.00                94.81              128000.00              127765.72             0.00             0.00                 360                     357               360     77089   TX                      5.990     14.500        5.990      1.500       1.000        606               9/15/2006             0    N                                                   0
         753   S               P                P                               10                  1    C4                    A4AL                         37      8.625                     1                         178192.00     80.00        20.00               100.00              142554.00              142299.69         35638.00             0.00                 360                     357               360     77328   TX                      0.000      0.000        0.000      0.000       0.000        582               9/22/2006             0    N                                                  36   H
         754   S               P                P                               74                  1    C4                    A5AL                         40      8.250                     1                         190000.00     80.00        20.00               100.00              152000.00              151707.20         38000.00             0.00                 360                     357               360     60624   IL                      5.820     14.250        8.250      1.500       1.000        654               9/22/2006             0    Y                                                   0
         755   P               P                P                               73                  1                      1   A5AL                         47      8.850                     1                         180000.00     85.00         0.00                85.00              153000.00              152651.27             0.00             0.00                 360                     356               360     77379   TX                      6.261     14.850        8.850      1.500       1.000        537               8/30/2006             0    Y                                                  24   H
         756   S               P                P                               74                  1                      1   A4AL                         49      9.375                     1                         209000.00     90.00         0.00                90.00              188100.00              187812.80             0.00             0.00                 360                     357               360     60411   IL                      5.615     15.375        9.375      1.500       1.000        571               9/19/2006             0    N                                                   0
         757   P               P                R                              175                  1    C4                    A4AL                         36      7.725                     1                         405000.00     75.00         0.00                75.00              303750.00              303750.00             0.00             0.00                 360                     356               360     85236   AZ                      5.215     12.725        7.725      1.500       1.000        657               8/15/2006            60    N                                                  36   H
         758   S               P                P                               73                  1    C3                    A5AL                         52      8.500                     1                         450000.00     80.00        20.00               100.00              360000.00              360000.00         90000.00             0.00                 360                     356               360     85615   AZ                      5.990     14.500        8.500      1.500       1.000        626               8/28/2006            60    Y                                                  24   H
         759   S               P                P                               73                  1    C4                    A4AL                         45      6.625                     1                         460000.00     80.00        20.00               100.00              368000.00              368000.00         92000.00             0.00                 360                     357               360     91950   CA                      4.365     12.625        6.625      1.500       1.000        682               9/18/2006            60    N                                                  24   H
         760   S               P                R                               10                  1                      1   A4AL                         47      7.875                     1                         170000.00     76.47         0.00                76.47              130000.00              129820.49             0.00             0.00                 360                     358               360     77562   TX                      0.000      0.000        0.000      0.000       0.000        586               9/27/2006             0    N                                                   0
         761   S               P                C                               10                  1                      1   A4AL                         28     10.900                     1                         143000.00     71.33         0.00                71.33              102000.00              101887.47             0.00             0.00                 360                     357               360     37206   TN                      0.000      0.000        0.000      0.000       0.000        564               9/25/2006             0    N                                                  36   H
         762   S               P                P                               73                  1    C4                    A5AL                         39      9.750                     1                         272000.00     85.00         0.00                85.00              231200.00              230873.75             0.00             0.00                 360                     357               360     78240   TX                      6.570     15.750        9.750      1.500       1.000        595               9/29/2006             0    Y                                                  24   H
         763   S               P                C                               10                  1                      1   B AL                         47      7.875                     1                         225000.00     80.00         0.00                80.00              180000.00              179751.45             0.00             0.00                 360                     358               360     93274   CA                      0.000      0.000        0.000      0.000       0.000        534               9/29/2006             0    N                                                  36   H
         764   P               P                P                               73                  1                      1   A5AL                         44      8.975                     1                         149900.00     90.00         0.00                90.00              134910.00              134686.10             0.00             0.00                 360                     357               360     77090   TX                      6.465     14.975        8.975      1.500       1.000        564               9/20/2006             0    Y                                                  24   H
         765   S               P                C                               73                  1                      1   A4AL                         46      8.990                     1                         142500.00    100.00         0.00               100.00              142500.00              142343.42             0.00             0.00                 360                     358               360     53534   WI                      5.590     14.990        8.990      1.500       1.000        635              10/17/2006             0    N                                                  12   H
         766   S               P                P                               73                  1    C4                    A5AL                         41      9.375                     1                         124000.00     95.00         0.00                95.00              117800.00              117620.14             0.00             0.00                 360                     357               360     40203   KY                      6.250     15.375        9.375      1.500       1.000        621               9/29/2006             0    Y                                                  36   H
         767   S               P                P                               73                  1                      1   A5AL                         36      7.625                     1                         271000.00     80.00        20.00               100.00              216800.00              216800.00         54200.00             0.00                 360                     357               360     89031   NV                      5.195     13.625        7.625      1.500       1.000        622               9/27/2006            60    Y                                                  36   H
         768   S               P                P                               73                  1                      1   A4AL                         44      9.500                     1                         157500.00     90.00         0.00                90.00              141750.00              141539.18             0.00             0.00                 360                     357               360     48206   MI                      7.070     15.500        9.500      1.500       1.000        541               9/29/2006             0    N                                                  36   H
         769   S               P                P                               73                  1    C4                    A5AL                         42      8.125                     1                         365000.00     85.00         0.00                85.00              310250.00              309842.73             0.00             0.00                 360                     358               360     78373   TX                      6.250     14.125        8.125      1.500       1.000        580               10/4/2006             0    Y                                                  24   H
         770   S               P                R                               73                  1                      1   A4AL                         32      9.000                     1                         156000.00     90.00         0.00                90.00              140400.00              140168.20             0.00             0.00                 360                     357               360     48820   MI                      6.570     15.000        9.000      1.500       1.000        592               9/23/2006             0    N                                                   0
         771   S               P                P                               73                  1                      1   A5AL                         35      7.875                     1                         239000.00     80.00         0.00                80.00              191200.00              191200.00             0.00             0.00                 360                     358               360     93727   CA                      5.445     13.875        7.875      1.500       1.000        628               9/28/2006            60    Y                                                  24   H
         772   S               P                R                               73                  1    C4                    AXAL                         27      7.500                     1                         440000.00     80.00         0.00                80.00              352000.00              351211.37             0.00             0.00                 360                     357               360     95206   CA                      5.070     13.500        7.500      1.500       1.000        585               9/25/2006             0    N                                                  24   H
         773   S               P                R                               73                  1    C4                    A5AL                         37      8.050                     1                         165000.00     45.46         0.00                45.46               75001.00               74937.04             0.00             0.00                 360                     357               480     93274   CA                      6.115     14.050        8.050      1.500       1.000        560                9/8/2006             0    Y                                                  24   H
         774   P               P                P                                7                  1    C4                    A5AL                         37     10.250                     1                         161444.00     90.00         0.00                90.00              145299.00              145160.58             0.00             0.00                 360                     354               480     77469   TX                      0.000      0.000        0.000      0.000       0.000        630               6/22/2006             0    Y                                                  36   H
         775   S               P                R                              175                  1                      1   A4AL                         21      9.050                     1                         475000.00     80.00         0.00                80.00              380000.00              379093.08             0.00             0.00                 360                     355               480     46403   IN                      6.461     14.050        9.050      1.500       1.000        571               7/21/2006             0    N                                                  36   H
         776   S               P                P                               74                  1                      1   A5AL                         45      8.750                     1                         194600.00     80.00        20.00               100.00              155680.00              155571.78         38920.00             0.00                 360                     357               480     55016   MN                      6.320     14.750        8.750      1.000       1.000        625               9/29/2006             0    Y                                                  36   H
         777   S               P                P                               73                  1    C4                    A5AL                         36      7.990                     1                         301400.00     80.00        20.00               100.00              241120.00              241027.85         60280.00             0.00                 360                     357               600     55431   MN                      6.115     13.990        7.990      1.500       1.000        632               9/26/2006             0    Y                                                  24   H
         778   S               P                P                                7                  1    C4                    A5AL                         51      7.800                     1                         328512.00     80.00        20.00               100.00              262810.00              262701.05         65690.00             0.00                 360                     357               600     48111   MI                      0.000      0.000        0.000      0.000       0.000        698               9/13/2006             0    Y                                                  36   H
         779   P               P                C                               74                  1    C1                    A4AL                         44      7.875                     1                         395000.00     74.94         0.00                74.94              296000.00              295841.88             0.00             0.00                 360                     356               600     89014   NV                      5.865     13.875        7.875      1.500       1.000        576               8/22/2006             0    N                                                  36   H
         780   S               P                R                                7                  1    C4                    A4AL                         37      9.750                     1                         525000.00     79.20         0.00                79.20              415800.00              415719.81             0.00             0.00                 360                     357               600     44133   OH                      0.000      0.000        0.000      0.000       0.000        580               9/29/2006             0    N                                                  36   H
         781   S               P                P                               73                  1    C4                    AXAL                         45      7.750                     1                         270000.00     80.00        20.00               100.00              216000.00              215939.93         54000.00             0.00                 360                     358               600     95823   CA                      5.320     13.750        7.750      1.500       1.000        622               9/28/2006             0    N                                                  24   H
         782   S               P                P                               73                  1    C4                    A5AL                         49      8.125                     1                         184900.00     80.00        20.00               100.00              147920.00              147866.30         36980.00             0.00                 360                     357               600     98273   WA                      5.695     14.125        8.125      1.500       1.000        649               9/29/2006             0    Y                                                  24   H
         783   S               I                P                               73                  1    C4                    A4AL                         41      8.300                     1                         237000.00     90.00         0.00                90.00              213300.00              211821.06             0.00             0.00                 360                     355               360      1852   MA                      5.690     14.300        8.300      1.500       1.000        762               7/21/2006             0    N                                                   0
         784   P               P                C                               73                  1                      1   A4AL                         39      8.280                     1                         213000.00     80.00        14.08                94.08              170400.00              170400.00         30000.00             0.00                 360                     356               360     87114   NM                      5.730     14.280        8.280      1.500       1.000        625               7/28/2006            60    N                                                   0
         785   C               P                C                               73                  1    C1                    A4AL                         50      9.350                     1                         190000.00     85.00         0.00                85.00              161500.00              161406.01             0.00             0.00                 360                     357               480     21236   MD                      6.890     15.350        9.350      1.500       1.000        544               8/29/2006             0    N                                                   0
         786   F               I                C                              175                  1                      1   A4AL                         44      6.950                     1                         280000.00     70.00         0.00                70.00              196000.00              195771.49             0.00             0.00                 360                     357               480      6112   CT                      4.520     12.950        6.950      1.500       1.000        630               9/22/2006             0    N                                                  36   H
         787   S               P                C                               10                  1                      1   A4AL                         43      7.950                     1                         128000.00     80.00         0.00                80.00              102400.00              101199.17             0.00             0.00                 180                     176               180     77047   TX                      0.000      0.000        0.000      0.000       0.000        579                8/3/2006             0    N                                                   0
         788   S               P                C                               10                  1                      1   AMAL                         11      7.990                     1                         188000.00     84.04         0.00                84.04              158000.00              157461.72             0.00             0.00                 360                     355               360     21207   MD                      0.000      0.000        0.000      0.000       0.000        597               7/24/2006             0    N                                                   0
         789   F               I                C                               73                  1                      1   A4AL                         31      8.030                     1                         275000.00     85.00         0.00                85.00              233750.00              233120.14             0.00             0.00                 360                     356               360     60623   IL                      4.970     14.030        8.030      1.500       1.000        607               8/10/2006             0    N                                                   0
         790   S               P                C                               74                  1                      1   A4AL                         16      7.650                     1                         367000.00     79.56         0.00                79.56              292000.00              291365.10             0.00             0.00                 360                     357               360     60016   IL                      4.740     13.650        7.650      1.500       1.000        626               8/31/2006             0    N                                                   0
         791   S               P                C                               73                  1                      1   A5AL                         36      8.700                     1                         265000.00     78.49         0.00                78.49              208000.00              207747.55             0.00             0.00                 360                     355               480     33461   FL                      6.090     14.700        8.700      1.500       1.000        528               7/27/2006             0    Y                                                  24   H
         792   S               P                P                               73                  1                      1   A4AL                         10      8.250                     1                         192500.00     90.00         0.00                90.00              173250.00              172803.51             0.00             0.00                 360                     356               360     46356   IN                      5.820     14.250        8.250      1.500       1.000        628                9/1/2006             0    N                                                  24   H
         793   S               P                C                                7                  1                      1   A4AL                         43      8.100                     1                         222600.00     90.00         0.00                90.00              200340.00              199883.33             0.00             0.00                 360                     356               480     35173   AL                      0.000      0.000        0.000      0.000       0.000        613                8/8/2006             0    N                                                  36   H
         794   F               I                P                               73                  1    C4                    A5AL                         39      8.300                     1                         102500.00     80.00         0.00                80.00               82000.00               69337.29             0.00             0.00                 360                     356               360     79930   TX                      5.690     14.300        8.300      1.500       1.000        751                8/7/2006             0    Y                                                  24   H
         795   S               P                P                               10                  1                      1   A5AL                         48      8.575                     1                          98500.00     80.00        20.00               100.00               78800.00               78644.12         19700.00             0.00                 360                     357               360     14226   NY                      0.000      0.000        0.000      0.000       0.000        644                9/6/2006             0    Y                                                  12   H
         796   S               P                C                               73                  1                      1   AMAL                         47      9.075                     1                         298000.00     79.87         0.00                79.87              238000.00              237613.14             0.00             0.00                 360                     357               360      7060   NJ                      6.615     15.075        9.075      1.500       1.000        534               8/29/2006             0    N                                                   0
         797   S               P                C                               10                  1                      1   A4AL                          1      8.400                     1                         164000.00     80.00         0.00                80.00              131200.00              130872.01             0.00             0.00                 360                     356               360     75771   TX                      0.000      0.000        0.000      0.000       0.000        616                9/1/2006             0    N                                                   0
         798   S               P                C                               10                  1                      1   A4AL                         50      8.000                     1                         225000.00     57.11         0.00                57.11              128500.00              128239.60             0.00             0.00                 360                     357               360     60506   IL                      0.000      0.000        0.000      0.000       0.000        565               9/15/2006             0    N                                                   0
         799   S               P                C                               73                  1                      1   A4AL                         42     10.100                     1                         155000.00     90.00         0.00                90.00              139500.00              139255.28             0.00             0.00                 360                     356               360     62248   IL                      5.350     16.100       10.100      1.500       1.000        532                8/7/2006             0    N                                                   0
         800   F               P                P                               73                  1    C4                    A4AL                         45      8.900                     1                         320000.00     80.00        20.00               100.00              256000.00              255422.49         64000.00             0.00                 360                     356               360     60644   IL                      5.990     14.900        8.900      1.500       1.000        666                9/1/2006             0    N                                                   0
         801   S               P                C                               73                  1    C4                    A5AL                         23      8.240                     1                         480000.00     70.00         0.00                70.00              336000.00              335637.20             0.00             0.00                 360                     356               480     93930   CA                      5.690     14.240        8.240      1.500       1.000        566               8/25/2006             0    Y                                                  24   H
         802   S               P                C                               73                  1    C1                    A4AL                         48      8.800                     1                         129000.00     90.00         0.00                90.00              116100.00              115897.69             0.00             0.00                 360                     357               360     53963   WI                      6.370     14.800        8.800      1.500       1.000        612                9/6/2006             0    N                                                   0
         803   S               P                P                               73                  1    C1                    A4AL                         41      8.450                     1                         269000.00     95.00         0.00                95.00              255550.00              255077.43             0.00             0.00                 360                     357               360     46041   IN                      6.020     14.450        8.450      1.500       1.000        620               9/15/2006             0    N                                                  24   H
         804   S               P                C                               10                  1                      1   A4AL                         29      8.750                     1                         135000.00     80.00         0.00                80.00              108000.00              107748.71             0.00             0.00                 360                     356               360     23188   VA                      0.000      0.000        0.000      0.000       0.000        524               8/28/2006             0    N                                                  36   H
         805   P               P                P                               73                  1                      1   A4AL                         51      9.900                     1                         166000.00     90.00         0.00                90.00              149400.00              149195.76             0.00             0.00                 360                     357               360     35124   AL                      7.530     15.900        9.900      1.500       1.000        543               10/2/2006             0    N                                                  24   H
         806   S               P                C                               73                  1                      1   AMAL                         30     10.250                     1                         184000.00     81.52         0.00                81.52              150000.00              149776.53             0.00             0.00                 360                     357               360      5735   VT                      7.740     16.250       10.250      1.500       1.000        531               8/29/2006             0    N                                                   0
         807   S               P                C                               73                  1    C3                    AMAL                          9      9.050                     1                         160000.00     85.00         0.00                85.00              136000.00              135702.56             0.00             0.00                 360                     356               360     29118   SC                      6.500     15.050        9.050      1.500       1.000        609               8/21/2006             0    N                                                   0
         808   S               P                C                               10                  1                      1   A4AL                         49     10.300                     1                         119500.00     90.00         0.00                90.00              107550.00              107369.20             0.00             0.00                 360                     356               360     74011   OK                      0.000      0.000        0.000      0.000       0.000        536               8/28/2006             0    N                                                  36   H
         809   S               P                C                               10                  1                      1   AMAL                         28     11.150                     1                         100000.00     80.00         0.00                80.00               80000.00               79888.03             0.00             0.00                 360                     356               360     75216   TX                      0.000      0.000        0.000      0.000       0.000        520               8/31/2006             0    N                                                   0
         810   S               P                P                               73                  1                      1   A5AL                          5      7.240                     1                         550000.00     90.00         0.00                90.00              495000.00              495000.00             0.00             0.00                 360                     357               360     94550   CA                      4.810     13.240        7.240      1.500       1.000        616               9/15/2006            60    Y                                                  24   H
         811   S               P                R                               73                  1    C4                    A5AL                         34     10.350                     1                          58000.00     90.00         0.00                90.00               52200.00               52113.19             0.00             0.00                 360                     356               360     28054   NC                      7.840     16.350       10.350      1.500       1.000        612               8/28/2006             0    Y                                                   0
         812   C               P                C                               10                  1                      1   AMAL                         33      9.450                     1                         130000.00     80.00         0.00                80.00              104000.00              103843.67             0.00             0.00                 360                     357               360     78230   TX                      0.000      0.000        0.000      0.000       0.000        528               9/12/2006             0    N                                                   0
         813   P               P                C                               10                  1                      1   A4AL                         50     10.325                     1                         174500.00     85.96         0.00                85.96              150000.00              149812.69             0.00             0.00                 360                     357               360     87507   NM                      0.000      0.000        0.000      0.000       0.000        526                9/1/2006             0    N                                                   0
         814   S               P                C                               10                  1                      1   AMAL                         51      9.400                     1                         260000.00     48.08         0.00                48.08              125000.00              124745.86             0.00             0.00                 360                     356               360     33411   FL                      0.000      0.000        0.000      0.000       0.000        535               8/28/2006             0    N                                                  36   H
         815   S               P                P                               73                  1                      1   A5AL                          1      8.250                     1                         128575.00     70.00         0.00                70.00               90000.00               89884.83             0.00             0.00                 360                     358               360     70458   LA                      5.810     14.250        8.250      1.500       1.000        571               10/2/2006             0    Y                                                  24   H
         816   S               P                C                               10                  1                      1   B AL                         37      8.990                     1                         139000.00     85.00         0.00                85.00              118150.00              117954.51             0.00             0.00                 360                     357               360     29745   SC                      0.000      0.000        0.000      0.000       0.000        576               9/25/2006             0    N                                                   0
         817   F               P                C                               73                  1                      1   A4AL                         32      9.650                     1                         100000.00     85.00         0.00                85.00               85000.00               84851.13             0.00             0.00                 360                     357               360     12303   NY                      7.220     15.650        9.650      1.500       1.000        517                9/7/2006             0    N                                                   0
         818   T               P                C                               73                  1    C4                    AXAL                         45      9.050                     1                         160000.00     90.00         0.00                90.00              144000.00              143877.38             0.00             0.00                 360                     356               480     60446   IL                      5.500     15.050        9.050      1.500       1.000        582               8/25/2006             0    N                                                   0
         819   S               P                P                               74                  1                      1   A5AL                         15      9.990                     1                         108900.00     90.00         0.00                90.00               98010.00               97922.72             0.00             0.00                 360                     358               360     47150   IN                      7.550     15.990        9.990      1.500       1.000        531               10/2/2006             0    Y                                                  36   H
         820   S               P                C                               73                  1                      1   A4AL                         44      8.400                     1                         190000.00     85.00         0.00                85.00              161500.00              161172.78             0.00             0.00                 360                     357               480      8638   NJ                      5.850     14.400        8.400      1.500       1.000        547               8/31/2006             0    N                                                   0
         821   S               P                C                                7                  1                      1   A4AL                         27      9.100                     1                         215000.00     95.00         0.00                95.00              204250.00              204121.97             0.00             0.00                 360                     357               480     60073   IL                      0.000      0.000        0.000      0.000       0.000        610               9/21/2006             0    N                                                   0
         822   P               P                P                               73                  1                      1   A5AL                         20      9.750                     1                         140000.00     90.00         0.00                90.00              126000.00              125720.56             0.00             0.00                 360                     357               360     29526   SC                      7.200     15.750        9.750      1.500       1.000        523                9/5/2006             0    Y                                                   0
         823   F               P                C                                7                  1                      1   A4AL                         39      8.150                     1                         360000.00     50.00         0.00                50.00              180000.00              179467.60             0.00             0.00                 360                     357               480     60619   IL                      0.000      0.000        0.000      0.000       0.000        538               8/29/2006             0    N                                                   0
         824   S               I                P                               73                  1    C4                    A4AL                         47      8.300                     1                         230000.00     90.00         0.00                90.00              207000.00              206835.82             0.00             0.00                 360                     357               480      7018   NJ                      5.750     14.300        8.300      1.500       1.000        687                9/8/2006             0    N                                                   0
         825   S               P                P                               73                  1    C1                    A5AL                         33      8.600                     1                         158900.00     83.45         0.00                83.45              132600.00              132362.21             0.00             0.00                 360                     357               360     19135   PA                      6.050     14.600        8.600      1.500       1.000        568                9/7/2006             0    Y                                                  24   H
         826   S               P                C                               73                  1                      1   B AL                         51      9.600                     1                         350000.00     64.86         0.00                64.86              227000.00              226669.38             0.00             0.00                 360                     357               360      2379   MA                      7.170     15.600        9.600      1.500       1.000        518               9/22/2006             0    N                                                   0
         827   S               P                C                               73                  1    C4                    A5AL                          9     10.550                     1                         160000.00     37.50         0.00                37.50               60000.00               59928.60             0.00             0.00                 360                     357               360     54521   WI                      7.500     16.550       10.550      1.500       1.000        546                9/7/2006             0    Y                                                   0
         828   S               P                C                               73                  1    C4                    A4AL                         34      8.750                     1                         440000.00     83.75         0.00                83.75              368500.00              368243.83             0.00             0.00                 360                     357               480     10956   NY                      6.200     14.750        8.750      1.500       1.000        611               8/30/2006             0    N                                                   0
         829   S               P                C                               73                  1                      1   A4AL                         27      7.990                     1                         210000.00     81.90         0.00                81.90              172000.00              171650.74             0.00             0.00                 360                     357               360      4027   ME                      5.440     13.990        7.990      1.500       1.000        629                9/5/2006             0    N                                                   0
         830   S               P                P                               73                  1                      1   A5AL                         38      7.800                     1                         219000.00     80.00        20.00               100.00              175200.00              175000.00         43800.00             0.00                 360                     357               360     33936   FL                      5.250     13.800        7.800      1.500       1.000        617                9/8/2006            60    Y                                                  24   H
         831   S               P                C                               10                  1                      1   C AL                         24      9.950                     1                         250000.00     24.00         0.00                24.00               60000.00               59918.84             0.00             0.00                 360                     358               360     19033   PA                      0.000      0.000        0.000      0.000       0.000        564               9/27/2006             0    N                                                  36   H
         832   S               P                P                               73                  1                      1   A5AL                         42     10.250                     1                         270000.00     90.00         5.00                95.00              243000.00              242691.67         13500.00             0.00                 360                     357               360     30680   GA                      7.820     16.250       10.250      1.500       1.000        539               9/12/2006             0    Y                                                   0
         833   T               P                C                               73                  1                      1   AXAL                         35      7.550                     1                         310000.00     73.55         0.00                73.55              228000.00              227775.57             0.00             0.00                 360                     357               480     20707   MD                      5.000     13.550        7.550      1.500       1.000        585               8/31/2006             0    N                                                   0
         834   S               P                R                                7                  1                      1   A5AL                         49      8.700                     1                          96000.00     84.38         0.00                84.38               81000.00               80924.11             0.00             0.00                 360                     357               480     62040   IL                      0.000      0.000        0.000      0.000       0.000        567               9/11/2006             0    Y                                                   0
         835   S               P                P                               73                  1    C1                    A5AL                         37      8.150                     1                         140000.00     80.00        20.00               100.00              112000.00              111705.44         28000.00             0.00                 360                     356               360     60617   IL                      5.150     14.150        8.150      1.500       1.000        637                9/1/2006             0    Y                                                   0
         836   S               P                C                               73                  1                      1   A4AL                         20      7.990                     1                         270000.00     57.96         0.00                57.96              156500.00              156182.20             0.00             0.00                 360                     357               360     21060   MD                      5.440     13.990        7.990      1.500       1.000        530                9/8/2006             0    N                                                   0
         837   S               P                C                               73                  1                      1   A4AL                         28      7.050                     1                         315000.00     74.60         0.00                74.60              235000.00              234424.40             0.00             0.00                 360                     357               360      7735   NJ                      4.500     13.050        7.050      1.500       1.000        595               8/30/2006             0    N                                                   0
         838   P               P                C                               73                  1                      1   AXAL                         51      7.900                     1                         190000.00     80.00        15.00                95.00              152000.00              151864.64         28500.00             0.00                 360                     357               480     60102   IL                      4.900     13.900        7.900      1.500       1.000        625               9/13/2006             0    N                                                   0
         839   S               P                C                               10                  1                      1   AXAL                         20      8.825                     1                         110000.00     64.55         0.00                64.55               71000.00               70878.44             0.00             0.00                 360                     357               360     38351   TN                      0.000      0.000        0.000      0.000       0.000        573               9/26/2006             0    N                                                  36   H
         840   S               P                C                               73                  1                      1   AXAL                         37      8.990                     1                         140000.00     71.43         0.00                71.43              100000.00               99935.22             0.00             0.00                 360                     357               480      8093   NJ                      6.440     14.990        8.990      1.500       1.000        520               8/29/2006             0    N                                                   0
         841   P               P                C                               74                  1                      1   A4AL                         46      7.850                     1                         340000.00     68.24         0.00                68.24              232000.00              231790.43             0.00             0.00                 360                     357               480     89128   NV                      5.300     13.850        7.850      1.500       1.000        565                9/1/2006             0    N                                                   0
         842   S               P                P                              175                  1                      1   A5AL                         51      7.990                     1                         260000.00     80.00        20.00               100.00              208000.00              207577.62         52000.00             0.00                 360                     357               360     88346   NM                      5.440     13.990        7.990      1.500       1.000        645                9/6/2006             0    Y                                                   0
         843   S               P                C                               73                  1                      1   A5AL                         42      9.350                     1                         160000.00     60.31         0.00                60.31               96500.00               96149.65             0.00             0.00                 360                     357               360     75142   TX                      6.800     15.350        9.350      1.500       1.000        501                9/6/2006             0    Y                                                   0
         844   S               P                C                               73                  1                      1   A4AL                         32      8.500                     1                         373000.00     90.00         0.00                90.00              335700.00              335448.85             0.00             0.00                 360                     357               480     22742   VA                      6.070     14.500        8.500      1.500       1.000        572               9/22/2006             0    N                                                  24   H
         845   F               P                C                               73                  1                      1   A4AL                          4      5.740                     1                         540000.00     70.00         0.00                70.00              378000.00              376808.09             0.00             0.00                 360                     357               360     90011   CA                      3.240     11.740        5.740      1.500       1.000        685                9/8/2006             0    N                                                  24   H
         846   S               P                C                               73                  1                      1   A5AL                          1      8.300                     1                         390000.00     37.18         0.00                37.18              145000.00              144816.32             0.00             0.00                 360                     358               360      7066   NJ                      5.860     14.300        8.300      1.500       1.000        554               9/26/2006             0    Y                                                   0
         847   S               P                P                              175                  1                      1   A5AL                         21      7.700                     1                         129900.00     80.00        20.00               100.00              103920.00              103920.00         25980.00             0.00                 360                     357               360     38119   TN                      5.200     13.700        7.700      1.500       1.000        601                9/8/2006            60    Y                                                  36   H
         848   C               P                P                               73                  1                      1   A5AL                          3      8.200                     1                         185000.00     90.00         0.00                90.00              166500.00              166175.99             0.00             0.00                 360                     357               360      6479   CT                      5.700     14.200        8.200      1.500       1.000        631               9/15/2006             0    Y                                                  24   H
         849   S               P                C                               73                  1                      1   A4AL                         49      8.225                     1                         315000.00     47.62         0.00                47.62              150000.00              149709.59             0.00             0.00                 360                     357               360     33010   FL                      5.725     14.225        8.225      1.500       1.000        518                9/8/2006             0    N                                                  24   H
         850   C               P                C                               73                  1                      1   AMAL                         24      9.400                     1                         360000.00     73.61         0.00                73.61              265000.00              264596.67             0.00             0.00                 360                     357               360      7002   NJ                      6.900     15.400        9.400      1.500       1.000        523               9/15/2006             0    N                                                   0
         851   S               P                C                               73                  1                      1   A4AL                         29      9.650                     1                         126000.00     85.00         0.00                85.00              107100.00              106893.37             0.00             0.00                 360                     356               360     27217   NC                      7.150     15.650        9.650      1.500       1.000        520               8/30/2006             0    N                                                   0
         852   C               S                C                               73                  1    C4                    A4AL                         43      9.325                     1                         117000.00     74.36         0.00                74.36               87000.00               86865.74             0.00             0.00                 360                     357               360     33140   FL                      6.825     15.325        9.325      1.500       1.000        599                9/6/2006             0    N                                                  24   H
         853   S               P                C                               73                  1                      1   A5AL                         36      8.100                     1                         260000.00     51.92         0.00                51.92              135000.00              134886.53             0.00             0.00                 360                     357               480      7203   NJ                      5.600     14.100        8.100      1.500       1.000        564                9/1/2006             0    Y                                                   0
         854   S               P                C                               73                  1    C4                    AXAL                         43      9.200                     1                         130000.00     90.00         0.00                90.00              117000.00              116814.57             0.00             0.00                 360                     357               360     60432   IL                      5.600     15.200        9.200      1.500       1.000        616               9/25/2006             0    N                                                   0
         855   S               P                C                               73                  1                      1   A4AL                         41      7.990                     1                         360000.00     56.94         0.00                56.94              205000.00              204756.97             0.00             0.00                 360                     356               480     60641   IL                      5.040     13.990        7.990      1.500       1.000        521               8/30/2006             0    N                                                   0
         856   S               P                P                               73                  1    C4                    A5AL                         44      8.600                     1                         358000.00     95.00         0.00                95.00              340100.00              335724.64             0.00             0.00                 360                     356               360      3076   NH                      6.100     14.600        8.600      1.500       1.000        643               8/30/2006             0    Y                                                  24   H
         857   F               P                P                               73                  1    C4                    A5AL                         50      8.250                     1                         350000.00     80.00        20.00               100.00              280000.00              279774.69         70000.00             0.00                 360                     357               480      7060   NJ                      5.750     14.250        8.250      1.500       1.000        642                9/8/2006             0    Y                                                   0
         858   S               P                P                               73                  1    C1                    A5AL                         28      9.150                     1                         428900.00     23.32         0.00                23.32              100000.00               99839.21             0.00             0.00                 360                     357               360      2818   RI                      6.650     15.150        9.150      1.500       1.000        511               9/15/2006             0    Y                                                  12   H
         859   S               P                C                              175                  1                      1   A4AL                         35      8.050                     1                         370000.00     80.00        20.00               100.00              296000.00              296000.00         74000.00             0.00                 360                     356               360     17013   PA                      5.550     14.050        8.050      1.500       1.000        650               8/30/2006            60    N                                                  36   H
         860   S               P                P                               73                  1                      1   A5AL                          9      9.990                     1                         210000.00     90.00         0.00                90.00              189000.00              188907.68             0.00             0.00                 360                     357               480     37323   TN                      7.490     15.990        9.990      1.500       1.000        539               9/11/2006             0    Y                                                  12   H
         861   S               P                C                               74                  1    C4                    AMAL                         31      9.750                     1                         168000.00     75.00         0.00                75.00              126000.00              125761.96             0.00             0.00                 360                     356               360     78957   TX                      7.250     15.750        9.750      1.500       1.000        545               8/29/2006             0    N                                                   0
         862   S               P                C                               10                  1                      1   A4AL                         41      7.950                     1                         132000.00     80.00         0.00                80.00              105600.00              105310.83             0.00             0.00                 360                     356               360     29115   SC                      0.000      0.000        0.000      0.000       0.000        616               8/30/2006             0    N                                                   0
         863   S               P                P                               73                  1    C1                    A4AL                         11      8.950                     1                         112500.00     95.00         0.00                95.00              106875.00              106636.39             0.00             0.00                 360                     356               360     70392   LA                      6.450     14.950        8.950      1.500       1.000        630                9/5/2006             0    N                                                  24   H
         864   S               P                C                               73                  1    C4                    A4AL                         37      9.350                     1                         110000.00     85.00         0.00                85.00               93500.00               93356.48             0.00             0.00                 360                     357               360     60428   IL                      5.600     15.350        9.350      1.500       1.000        578                9/1/2006             0    N                                                   0
         865   T               P                R                               73                  1                      1   A4AL                         47      8.050                     1                         230000.00     80.00        20.00               100.00              184000.00              183999.99         46000.00             0.00                 360                     357               360     60502   IL                      5.610     14.050        8.050      1.500       1.000        604               9/19/2006            60    N                                                   0
         866   S               P                C                               10                  1    C4                    A4AL                         19      8.250                     1                         200000.00     60.00         0.00                60.00              120000.00              119768.85             0.00             0.00                 360                     357               360     33436   FL                      0.000      0.000        0.000      0.000       0.000        586               8/29/2006             0    N                                                  36   H
         867   S               P                P                               73                  1                      1   A5AL                         45      7.850                     1                         405000.00     90.00         0.00                90.00              364500.00              364170.73             0.00             0.00                 360                     357               480      7011   NJ                      5.350     13.850        7.850      1.500       1.000        612               9/20/2006             0    Y                                                   0
         868   P               P                C                               73                  1                      1   A4AL                         29      8.200                     1                         300000.00     73.33         0.00                73.33              220000.00              219820.38             0.00             0.00                 360                     357               480     20720   MD                      5.700     14.200        8.200      1.500       1.000        505               8/31/2006             0    N                                                   0
         869   F               P                P                               73                  1    C4                    A5AL                         30      8.700                     1                         166500.00     90.00         0.00                90.00              149850.00              149675.13             0.00             0.00                 360                     358               360     60644   IL                      5.850     14.700        8.700      1.500       1.000        622               10/2/2006             0    Y                                                   0
         870   S               P                C                               10                  1                      1   C AL                         36     10.350                     1                         135000.00     90.00         0.00                90.00              121500.00              121349.09             0.00             0.00                 360                     357               360     27360   NC                      0.000      0.000        0.000      0.000       0.000        529               9/14/2006             0    N                                                   0
         871   S               P                C                               73                  1    C4                    A4AL                         28      7.800                     1                         275000.00     68.73         0.00                68.73              189000.00              188601.24             0.00             0.00                 360                     357               360     85323   AZ                      5.300     13.800        7.800      1.500       1.000        580               8/31/2006             0    N                                                  24   H
         872   S               P                C                               73                  1                      1   AXAL                         47      7.250                     1                         290000.00     58.62         0.00                58.62              170000.00              169518.41             0.00             0.00                 360                     357               360      8873   NJ                      4.790     13.250        7.250      1.500       1.000        571                9/8/2006             0    N                                                   0
         873   S               P                C                               73                  1                      1   A4AL                         35      9.800                     1                         110000.00     85.00         0.00                85.00               93500.00               93369.44             0.00             0.00                 360                     357               360     30656   GA                      7.360     15.800        9.800      1.500       1.000        538               9/25/2006             0    N                                                   0
         874   S               P                C                               73                  1                      1   A4AL                         27      8.175                     1                         255000.00     85.00         0.00                85.00              216750.00              216571.73             0.00             0.00                 360                     357               480     53147   WI                      5.715     14.175        8.175      1.500       1.000        609               9/11/2006             0    N                                                   0
         875   T               P                C                               73                  1                      1   A5AL                         48      8.650                     1                         110000.00     90.00         0.00                90.00               99000.00               98822.40             0.00             0.00                 360                     357               360     23451   VA                      6.190     14.650        8.650      1.500       1.000        594               9/11/2006             0    Y                                                  24   H
         876   S               P                C                               73                  1                      1   B AL                         41      9.400                     1                         160000.00     70.00         0.00                70.00              112000.00              111829.87             0.00             0.00                 360                     357               360     50070   IA                      6.940     15.400        9.400      1.500       1.000        509               9/21/2006             0    N                                                   0
         877   S               P                R                               10                  1                      1   AXAL                         38     10.200                     1                         100300.00     85.00         0.00                85.00               85255.00               85145.65             0.00             0.00                 360                     357               360     30720   GA                      0.000      0.000        0.000      0.000       0.000        556                9/6/2006             0    N                                                   0
         878   S               P                P                               73                  1    C4                    A5AL                          9      9.300                     1                         225500.00     90.00         0.00                90.00              202945.00              202523.66             0.00             0.00                 360                     356               360     75035   TX                      6.840     15.300        9.300      1.500       1.000        582                9/1/2006             0    Y                                                  12   H
         879   S               P                C                               10                  1    C4                    A5AL                         36      9.250                     1                          92000.00     88.04         4.35                92.39               81000.00               80843.94          4000.00             0.00                 360                     357               360     66066   KS                      0.000      0.000        0.000      0.000       0.000        602               9/13/2006             0    Y                                                   0
         880   S               P                P                               10                  1                      1   A5AL                         13      8.400                     1                         175000.00     80.00        20.00               100.00              140000.00              139826.23         35000.00             0.00                 360                     358               360     63034   MO                      0.000      0.000        0.000      0.000       0.000        621               10/2/2006             0    Y                                                  36   H
         881   C               P                P                               73                  1                      1   A5AL                         13     10.250                     1                         100000.00     85.00         0.00                85.00               85000.00               84962.31             0.00             0.00                 360                     357               480     85040   AZ                      7.790     16.250       10.250      1.500       1.000        535               8/31/2006             0    Y                                                  24   H
         882   S               P                C                               73                  1                      1   A4AL                         28      9.450                     1                         128000.00     95.00         0.00                95.00              121600.00              121531.33             0.00             0.00                 360                     357               480     29445   SC                      6.990     15.450        9.450      1.500       1.000        612                9/8/2006             0    N                                                   0
         883   S               P                C                               73                  1                      1   A4AL                         44      8.450                     1                         152000.00     80.00        20.00               100.00              121600.00              121450.61         30400.00             0.00                 360                     358               360     61615   IL                      6.010     14.450        8.450      1.500       1.000        606               9/26/2006             0    N                                                   0
         884   S               P                P                               73                  1                      1   A5AL                          1      8.750                     1                         122500.00     95.00         0.00                95.00              116375.00              116104.21             0.00             0.00                 360                     356               360     36277   AL                      6.290     14.750        8.750      1.500       1.000        588                9/1/2006             0    Y                                                  24   H
         885   S               P                C                               10                  1                      1   AXAL                         36      8.400                     1                         181400.00     80.00        20.00               100.00              145120.00              144848.89         36280.00             0.00                 360                     357               360     30021   GA                      0.000      0.000        0.000      0.000       0.000        627                9/6/2006             0    N                                                   0
         886   S               P                C                               73                  1    C4                    AXAL                         43      8.750                     1                         381000.00     90.00         0.00                90.00              342900.00              342661.61             0.00             0.00                 360                     357               480     20748   MD                      6.290     14.750        8.750      1.500       1.000        609                9/6/2006             0    N                                                   0
         887   S               P                P                              175                  1                      1   A5AL                          7      6.900                     1                         179000.00     80.00        20.00               100.00              143200.00              143200.00         35800.00             0.00                 360                     357               360     32308   FL                      4.440     12.900        6.900      1.500       1.000        646               9/14/2006            60    Y                                                  36   H
         888   S               P                C                               73                  1                      1   A4AL                         27      7.990                     1                         263000.00     72.24         0.00                72.24              190000.00              190000.00             0.00             0.00                 360                     357               360     60120   IL                      5.080     13.990        7.990      1.500       1.000        626               9/15/2006            60    N                                                   0
         889   S               P                P                               73                  1                      1   A5AL                         52      8.600                     1                         145000.00     90.00         0.00                90.00              130500.00              130265.98             0.00             0.00                 360                     357               360     34653   FL                      6.140     14.600        8.600      1.500       1.000        578                9/6/2006             0    Y                                                  24   H
         890   C               P                P                               73                  1                      1   A5AL                         22      7.150                     1                         330000.00     90.00         0.00                90.00              297000.00              296286.76             0.00             0.00                 360                     357               360      2186   MA                      4.690     13.150        7.150      1.500       1.000        618               9/22/2006             0    Y                                                   0
         891   S               P                C                                7                  1    C1                    A4AL                         21      9.450                     1                         187000.00     70.00         0.00                70.00              130900.00              130826.06             0.00             0.00                 360                     357               480     85007   AZ                      0.000      0.000        0.000      0.000       0.000        511               9/13/2006             0    N                                                  36   H
         892   S               P                C                               73                  1    C1                    A4AL                         46      9.190                     1                         470000.00     72.34         0.00                72.34              340000.00              339792.51             0.00             0.00                 360                     357               480     92377   CA                      6.730     15.190        9.190      1.500       1.000        501                9/5/2006             0    N                                                  24   H
         893   S               P                C                               73                  1                      1   A5AL                         35      9.100                     1                         159000.00     85.00         0.00                85.00              135150.00              134931.45             0.00             0.00                 360                     357               360     30044   GA                      6.640     15.100        9.100      1.500       1.000        548               9/19/2006             0    Y                                                   0
         894   T               P                C                              175                  1                      1   A4AL                         38      7.950                     1                         167000.00     80.00        20.00               100.00              133600.00              133600.00         33400.00             0.00                 360                     357               360     85032   AZ                      5.490     13.950        7.950      1.500       1.000        627               8/30/2006            60    N                                                  36   H
         895   S               P                C                               73                  1    C1                    A4AL                         45      8.950                     1                         175000.00     80.00         0.00                80.00              140000.00              139766.45             0.00             0.00                 360                     357               360     42420   KY                      6.490     14.950        8.950      1.500       1.000        505               9/25/2006             0    N                                                  24   H
         896   S               P                C                               73                  1    C4                    AMAL                         43      7.990                     1                         290000.00     70.69         0.00                70.69              205000.00              204583.75             0.00             0.00                 360                     357               360     12065   NY                      5.530     13.990        7.990      1.500       1.000        581                9/7/2006             0    N                                                   0
         897   S               P                P                               73                  1    C4                    A5AL                         51      9.800                     1                         188000.00     95.00         0.00                95.00              178600.00              178509.22             0.00             0.00                 360                     357               480     33460   FL                      7.340     15.800        9.800      1.500       1.000        620               9/21/2006             0    Y                                                  24   H
         898   S               P                C                               10                  1                      1   AMAL                         52      7.990                     1                         181000.00     90.00         0.00                90.00              162900.00              162569.22             0.00             0.00                 360                     357               360     36116   AL                      0.000      0.000        0.000      0.000       0.000        580               9/25/2006             0    N                                                  36   H
         899   S               P                C                               73                  1                      1   A4AL                         50      7.775                     1                         155000.00     90.00         0.00                90.00              139500.00              139499.99             0.00             0.00                 360                     357               360     85041   AZ                      5.315     13.775        7.775      1.500       1.000        611                9/6/2006            60    N                                                  24   H
         900   P               P                P                              175                  1    C4                    A4AL                         26      8.140                     1                         464574.00     80.00        20.00               100.00              371655.00              371346.23         92915.00             0.00                 360                     357               480     92203   CA                      5.680     14.140        8.140      1.500       1.000        645                9/8/2006             0    N                                                  36   H
         901   P               P                P                               73                  1                      1   A5AL                         50      6.450                     1                         211000.00     80.00        20.00               100.00              168800.00              168800.00         42200.00             0.00                 360                     357               360     97007   OR                      3.990     12.450        6.450      1.500       1.000        637               9/14/2006            60    Y                                                  24   H
         902   S               P                P                               73                  1                      1   A4AL                          2      6.950                     1                         488500.00     59.06         0.00                59.06              288500.00              287779.37             0.00             0.00                 360                     357               360     98051   WA                      4.490     12.950        6.950      1.500       1.000        546                9/8/2006             0    N                                                  24   H
         903   C               P                P                               73                  1                      1   AMAL                         50      9.450                     1                         315000.00     85.00         0.00                85.00              267750.00              267598.82             0.00             0.00                 360                     357               480     10901   NY                      6.990     15.450        9.450      1.500       1.000        535               9/12/2006             0    N                                                   0
         904   S               P                C                               10                  1                      1   A4AL                         44      7.990                     1                         110000.00     80.00         0.00                80.00               88000.00               87821.31             0.00             0.00                 360                     357               360     77489   TX                      0.000      0.000        0.000      0.000       0.000        572                9/8/2006             0    N                                                   0
         905   S               P                C                               73                  1                      1   A4AL                         20      8.200                     1                         110000.00     77.27         0.00                77.27               85000.00               84834.57             0.00             0.00                 360                     357               360     12167   NY                      5.740     14.200        8.200      1.500       1.000        610               9/18/2006             0    N                                                   0
         906   S               P                P                               73                  1                      1   A5AL                         48      9.650                     1                         124000.00     70.00         0.00                70.00               86800.00               86753.84             0.00             0.00                 360                     357               480     30680   GA                      7.190     15.650        9.650      1.500       1.000        509               9/15/2006             0    Y                                                   0
         907   S               P                C                               10                  1                      1   A4AL                         15      8.100                     1                         305000.00     67.54         0.00                67.54              206000.00              204956.76             0.00             0.00                 240                     237               240      8055   NJ                      0.000      0.000        0.000      0.000       0.000        578                9/8/2006             0    N                                                   0
         908   S               P                C                               73                  1                      1   A4AL                         44      8.375                     1                         111000.00     90.00         0.00                90.00               99900.00               99712.40             0.00             0.00                 360                     357               360     54481   WI                      5.915     14.375        8.375      1.500       1.000        615                9/8/2006             0    N                                                   0
         909   F               I                P                               73                  1                      1   A4AL                         42      8.200                     1                         133000.00     90.00         0.00                90.00              119700.00              119467.05             0.00             0.00                 360                     357               360     70815   LA                      5.740     14.200        8.200      1.500       1.000        626               9/22/2006             0    N                                                  24   H
         910   S               P                C                               73                  1    C4                    A4AL                         19      8.150                     1                         221500.00     80.00         0.00                80.00              177200.00              176851.66             0.00             0.00                 360                     357               360     54703   WI                      5.690     14.150        8.150      1.500       1.000        584               8/31/2006             0    N                                                   0
         911   S               P                P                               10                  1    C4                    A5AL                         14      9.650                     1                         115000.00     80.00         0.00                80.00               92000.00               91867.40             0.00             0.00                 360                     357               360     18465   PA                      0.000      0.000        0.000      0.000       0.000        558               9/11/2006             0    Y                                                  36   H
         912   S               P                P                               10                  1    C4                    A5AL                         26      7.800                     1                         140087.00     67.88         0.00                67.88               95085.00               94816.65             0.00             0.00                 360                     356               360     77365   TX                      0.000      0.000        0.000      0.000       0.000        595                9/1/2006             0    Y                                                  36   H
         913   S               P                C                               73                  1    C4                    A4AL                         39      7.800                     1                         298000.00     77.52         0.00                77.52              231000.00              230512.61             0.00             0.00                 360                     357               360     46234   IN                      5.340     13.800        7.800      1.500       1.000        597               9/19/2006             0    N                                                  24   H
         914   P               P                C                               73                  1                      1   A4AL                         32     10.550                     1                         350000.00     90.00         0.00                90.00              315000.00              314625.20             0.00             0.00                 360                     357               360     30045   GA                      8.090     16.550       10.550      1.500       1.000        523               9/14/2006             0    N                                                   0
         915   P               P                C                               73                  1                      1   AMAL                         42      9.300                     1                         155000.00     85.00         0.00                85.00              131750.00              130609.10             0.00             0.00                 360                     357               480     32210   FL                      6.840     15.300        9.300      1.500       1.000        548                9/5/2006             0    N                                                  24   H
         916   S               P                C                               73                  1    C4                    A5AL                         40      8.150                     1                         286000.00     70.00         0.00                70.00              200200.00              199806.45             0.00             0.00                 360                     357               360     12550   NY                      5.690     14.150        8.150      1.500       1.000        599               9/22/2006             0    Y                                                   0
         917   S               P                C                               73                  1                      1   AXAL                         40      8.355                     1                         238600.00     79.26         0.00                79.26              189125.00              188768.41             0.00             0.00                 360                     357               360     53954   WI                      5.895     14.355        8.355      1.500       1.000        592                9/8/2006             0    N                                                   0
         918   S               P                C                               73                  1                      1   A4AL                         44      7.200                     1                         145000.00     80.00        20.00               100.00              116000.00              115999.84         29000.00             0.00                 360                     357               360     84104   UT                      4.740     13.200        7.200      1.500       1.000        654                9/6/2006            60    N                                                  24   H
         919   C               P                C                               73                  1                      1   AXAL                         45      7.990                     1                         255000.00     58.82         0.00                58.82              150000.00              149869.83             0.00             0.00                 360                     357               480     20774   MD                      5.530     13.990        7.990      1.500       1.000        514               9/25/2006             0    N                                                   0
         920   S               P                P                               73                  1                      1   A5AL                          2      6.400                     1                         248000.00     80.00        20.00               100.00              198400.00              198399.06         49600.00             0.00                 360                     357               360     89027   NV                      3.940     12.400        6.400      1.500       1.000        649                9/6/2006            60    Y                                                  24   H
         921   F               P                C                               73                  1                      1   A4AL                         45      6.950                     1                         335000.00     70.00         0.00                70.00              234500.00              233914.25             0.00             0.00                 360                     357               360     60639   IL                      4.040     12.950        6.950      1.500       1.000        592                9/8/2006             0    N                                                   0
         922   S               P                C                               10                  1    C4                    A4AL                         41      8.950                     1                         190000.00     85.00         0.00                85.00              161500.00              161230.59             0.00             0.00                 360                     357               360     87511   NM                      0.000      0.000        0.000      0.000       0.000        581               9/19/2006             0    N                                                   0
         923   S               P                C                               73                  1                      1   A4AL                          3      9.900                     1                         188000.00     85.00         0.00                85.00              159800.00              159581.54             0.00             0.00                 360                     357               360     53216   WI                      7.440     15.900        9.900      1.500       1.000        529               9/12/2006             0    N                                                   0
         924   S               P                C                               73                  1                      1   AXAL                         43      8.300                     1                         165000.00     80.00         0.00                80.00              132000.00              131748.30             0.00             0.00                 360                     357               360     77565   TX                      5.840     14.300        8.300      1.500       1.000        615               9/25/2006             0    N                                                   0
         925   S               P                C                               10                  1                      1   AXAL                         42      8.250                     1                         120000.00     80.00         0.00                80.00               96000.00               95814.28             0.00             0.00                 360                     357               360     77049   TX                      0.000      0.000        0.000      0.000       0.000        588               9/27/2006             0    N                                                   0
         926   S               P                R                               73                  1                      1   A5AL                         35      9.950                     1                         146000.00     85.00         0.00                85.00              124100.00              123932.14             0.00             0.00                 360                     357               360     27018   NC                      7.490     15.950        9.950      1.500       1.000        553               9/15/2006             0    Y                                                   0
         927   P               P                C                              175                  1                      1   A4AL                         41      7.790                     1                         345000.00     80.00         0.00                80.00              276000.00              275746.36             0.00             0.00                 360                     357               480     32092   FL                      5.330     13.790        7.790      1.500       1.000        572               9/12/2006             0    N                                                  36   H
         928   S               P                P                              175                  1    C3                    A5AL                         31      7.490                     1                         555000.00     80.00        20.00               100.00              444000.00              444000.00        111000.00             0.00                 360                     357               360     94520   CA                      5.030     13.490        7.490      1.500       1.000        626               9/22/2006            60    Y                                                  36   H
         929   S               P                C                               74                  1                      1   A4AL                         42      8.800                     1                         246000.00     88.62         0.00                88.62              218000.00              217848.73             0.00             0.00                 360                     357               480     89115   NV                      6.340     14.800        8.800      1.500       1.000        537               9/11/2006             0    N                                                  36   H
         930   S               P                P                               74                  1    C3                    A4AL                         50      8.600                     1                         205900.00     95.00         0.00                95.00              195605.00              195254.25             0.00             0.00                 360                     357               360     24502   VA                      6.170     14.600        8.600      1.500       1.000        583               9/21/2006             0    N                                                  36   H
         931   S               P                P                               73                  1                      1   A5AL                          4      9.850                     1                         240000.00     90.00         0.00                90.00              216000.00              215677.49             0.00             0.00                 360                     357               360     19977   DE                      7.420     15.850        9.850      1.500       1.000        538               9/29/2006             0    Y                                                  24   H
         932   S               P                C                               73                  1    C1                    AXAL                         42      9.550                     1                          85000.00     75.00         0.00                75.00               63750.00               63656.15             0.00             0.00                 360                     357               360     19121   PA                      7.120     15.550        9.550      1.500       1.000        517               9/12/2006             0    N                                                  24   H
         933   S               P                C                               73                  1                      1   A4AL                         46      8.550                     1                         135000.00     90.00         0.00                90.00              121500.00              121279.89             0.00             0.00                 360                     357               360     46806   IN                      6.120     14.550        8.550      1.500       1.000        567               9/13/2006             0    N                                                  24   H
         934   S               P                C                               10                  1                      1   A5AL                         49      7.990                     1                          90000.00     90.00         0.00                90.00               81000.00               80835.51             0.00             0.00                 360                     357               360     62568   IL                      0.000      0.000        0.000      0.000       0.000        630               9/21/2006             0    Y                                                  36   H
         935   S               P                C                              175                  1                      1   AXAL                         31      7.800                     1                         385000.00     80.00         0.00                80.00              308000.00              308000.00             0.00             0.00                 360                     357               360     19701   DE                      5.370     13.800        7.800      1.500       1.000        610               9/21/2006            60    N                                                  36   H
         936   S               P                C                               10                  1                      1   AXAL                         20      8.090                     1                         340000.00     44.12         0.00                44.12              150000.00              149701.50             0.00             0.00                 360                     357               360     60554   IL                      0.000      0.000        0.000      0.000       0.000        590               9/21/2006             0    N                                                   0
         937   S               P                C                               73                  1                      1   A4AL                         48      6.350                     1                         170000.00     79.97        15.00                94.97              135950.00              135762.86         25500.00             0.00                 360                     357               480     19149   PA                      3.920     12.350        6.350      1.500       1.000        678               9/20/2006             0    N                                                  24   H
         938   S               P                C                              175                  1                      1   A4AL                         38      8.350                     1                         350000.00     90.00         0.00                90.00              315000.00              315000.00             0.00             0.00                 360                     357               360     53224   WI                      5.920     14.350        8.350      1.500       1.000        610               9/22/2006            60    N                                                   0
         939   S               P                C                               73                  1                      1   AXAL                         39      8.850                     1                         189000.00     95.00         0.00                95.00              179550.00              179428.79             0.00             0.00                 360                     357               480     23323   VA                      6.420     14.850        8.850      1.500       1.000        582               9/13/2006             0    N                                                  24   H
         940   S               P                C                                7                  1    C4                    A4AL                         35      7.990                     1                         350000.00     80.00        15.00                95.00              280000.00              279757.05         52500.00             0.00                 360                     357               480     46236   IN                      0.000      0.000        0.000      0.000       0.000        673               9/14/2006             0    N                                                  36   H
         941   S               P                P                               73                  1    C4                    A4AL                         29      8.000                     1                         149900.00     80.00        20.00               100.00              119920.00              119676.97         29980.00             0.00                 360                     357               360     28216   NC                      5.570     14.000        8.000      1.500       1.000        655               9/14/2006             0    N                                                   0
         942   T               P                C                               73                  1                      1   A4AL                         42      8.850                     1                         125000.00     69.99         0.00                69.99               87490.00               87391.02             0.00             0.00                 360                     358               360     19151   PA                      6.420     14.850        8.850      1.500       1.000        517               9/26/2006             0    N                                                  24   H
         943   T               P                C                              175                  1    C4                    A4AL                         35      8.300                     1                         330000.00     75.76         0.00                75.76              250000.00              249801.73             0.00             0.00                 360                     357               480     20716   MD                      5.870     14.300        8.300      1.500       1.000        609               9/14/2006             0    N                                                   0
         944   C               P                C                               73                  1                      1   A5AL                         19      7.200                     1                         231000.00     50.65         0.00                50.65              117000.00              116721.77             0.00             0.00                 360                     357               360      8830   NJ                      4.770     13.200        7.200      1.500       1.000        577               9/15/2006             0    Y                                                   0
         945   S               P                C                               73                  1                      1   B AL                         46      7.900                     1                         384000.00     77.86         0.00                77.86              299000.00              298381.75             0.00             0.00                 360                     357               360      1430   MA                      5.470     13.900        7.900      1.500       1.000        586               9/14/2006             0    N                                                   0
         946   T               P                C                               73                  1    C4                    AXAL                         33      7.990                     1                         446000.00     48.88         0.00                48.88              218000.00              217557.35             0.00             0.00                 360                     357               360      7748   NJ                      5.560     13.990        7.990      1.500       1.000        569               9/22/2006             0    N                                                   0
         947   S               P                R                               73                  1                      1   A5AL                         33      9.990                     1                         155000.00     90.00         0.00                90.00              139500.00              139312.89             0.00             0.00                 360                     357               360     27107   NC                      7.560     15.990        9.990      1.500       1.000        533               9/21/2006             0    Y                                                   0
         948   S               P                C                               73                  1                      1   AXAL                         25      8.990                     1                         494000.00     85.00         0.00                85.00              419900.00              419205.30             0.00             0.00                 360                     357               360     20716   MD                      6.560     14.990        8.990      1.500       1.000        572               9/25/2006             0    N                                                   0
         949   F               P                C                               10                  1                      1   A4AL                         46      8.625                     1                          80500.00     89.44         0.00                89.44               72000.00               71914.67             0.00             0.00                 360                     358               360     17821   PA                      0.000      0.000        0.000      0.000       0.000        692              10/18/2006             0    N                                                  36   H
         950   S               P                P                               73                  1                      1   A4AL                         19      8.250                     1                         280000.00     90.00         0.00                90.00              252000.00              251797.22             0.00             0.00                 360                     357               480     81025   CO                      5.820     14.250        8.250      1.500       1.000        622               9/19/2006             0    N                                                  24   H
         951   S               P                C                               73                  1                      1   AXAL                         42      8.200                     1                         295000.00     58.64         0.00                58.64              173000.00              172858.76             0.00             0.00                 360                     357               480     85224   AZ                      5.770     14.200        8.200      1.500       1.000        518               9/11/2006             0    N                                                  24   H
         952   S               I                P                               73                  1                      1   A4AL                         26      8.450                     1                         178000.00     90.00         0.00                90.00              160200.00              159903.76             0.00             0.00                 360                     357               360     22407   VA                      6.020     14.450        8.450      1.500       1.000        605               9/13/2006             0    N                                                  24   H
         953   S               P                C                               73                  1                      1   A4AL                         25      8.900                     1                         320000.00     75.00         0.00                75.00              240000.00              239595.44             0.00             0.00                 360                     357               360      8759   NJ                      6.470     14.900        8.900      1.500       1.000        514               9/22/2006             0    N                                                   0
         954   S               P                C                               73                  1                      1   AMAL                         42      8.300                     1                         265000.00     84.15         0.00                84.15              223000.00              222574.81             0.00             0.00                 360                     357               360     21157   MD                      5.870     14.300        8.300      1.500       1.000        571               9/13/2006             0    N                                                   0
         955   S               P                C                               73                  1                      1   A4AL                         31      8.200                     1                         190000.00     94.74         0.00                94.74              180000.00              179649.74             0.00             0.00                 360                     357               360      8109   NJ                      5.770     14.200        8.200      1.500       1.000        611               9/15/2006             0    N                                                   0
         956   S               P                C                               73                  1                      1   A4AL                         31      9.900                     1                         141000.00     80.00         0.00                80.00              112800.00              112744.38             0.00             0.00                 360                     357               480     36117   AL                      7.470     15.900        9.900      1.500       1.000        513               9/11/2006             0    N                                                  24   H
         957   S               S                R                              175                  1                      1   A4AL                         16      7.540                     1                         465000.00     66.67         0.00                66.67              310000.00              309592.75             0.00             0.00                 360                     357               480     96020   CA                      5.110     13.540        7.540      1.500       1.000        617               9/21/2006             0    N                                                  36   H
         958   C               P                C                               73                  1                      1   A4AL                         35      8.300                     1                         165000.00     64.85         0.00                64.85              107000.00              106793.57             0.00             0.00                 360                     357               360      1850   MA                      5.870     14.300        8.300      1.500       1.000        566               9/15/2006             0    N                                                   0
         959   S               P                C                               10                  1                      1   A5AL                         41      7.900                     1                         207000.00     90.00         0.00                90.00              186300.00              185914.78             0.00             0.00                 360                     357               360     40475   KY                      0.000      0.000        0.000      0.000       0.000        617               9/25/2006             0    Y                                                  36   H
         960   S               P                C                               74                  1    C4                    AMAL                         41      7.400                     1                         610000.00     59.84         0.00                59.84              365000.00              364625.11             0.00             0.00                 360                     357               480     91701   CA                      4.970     13.400        7.400      1.500       1.000        598               9/22/2006             0    N                                                  36   H
         961   T               P                C                               10                  1    C1                    AXAL                         30      8.400                     1                         280000.00     64.29         0.00                64.29              180000.00              179663.73             0.00             0.00                 360                     357               360     20747   MD                      0.000      0.000        0.000      0.000       0.000        514               9/25/2006             0    N                                                   0
         962   S               P                P                               73                  1    C4                    A5AL                          4      7.550                     1                         283400.00     80.00        20.00               100.00              226720.00              226496.83         56680.00             0.00                 360                     357               480     89503   NV                      5.120     13.550        7.550      1.500       1.000        665               9/28/2006             0    Y                                                  24   H
         963   C               P                P                              175                  1    C4                    A5AL                         20      8.300                     1                         160000.00     80.00        20.00               100.00              128000.00              127898.48         32000.00             0.00                 360                     357               480     37064   TN                      5.870     14.300        8.300      1.500       1.000        666               9/15/2006             0    Y                                                  36   H
         964   S               P                C                               73                  1    C4                    C AL                         47      8.750                     1                         255000.00     60.00         0.00                60.00              153000.00              152893.62             0.00             0.00                 360                     357               480     32792   FL                      6.320     14.750        8.750      1.500       1.000        519               9/25/2006             0    N                                                  24   H
         965   S               P                P                               73                  1                      1   A5AL                         52      9.160                     1                          92000.00     95.00         0.00                95.00               87400.00               87346.13             0.00             0.00                 360                     357               480     37921   TN                      6.730     15.160        9.160      1.500       1.000        577               9/15/2006             0    Y                                                  24   H
         966   S               P                C                              175                  1                      1   AMAL                         30      7.900                     1                         125000.00     85.00         0.00                85.00              106250.00              106155.39             0.00             0.00                 360                     357               480     56087   MN                      5.470     13.900        7.900      1.500       1.000        560               9/19/2006             0    N                                                  36   H
         967   S               P                P                               74                  1                      1   A5AL                         46      8.900                     1                         225000.00     75.00         0.00                75.00              168750.00              168637.76             0.00             0.00                 360                     357               480     12831   NY                      6.470     14.900        8.900      1.500       1.000        508               9/19/2006             0    Y                                                   0
         968   S               P                C                               10                  1                      1   A4AL                         33      7.700                     1                         115000.00     80.00        20.00               100.00               92000.00               91801.94         23000.00             0.00                 360                     357               360     50315   IA                      0.000      0.000        0.000      0.000       0.000        627               9/19/2006             0    N                                                   0
         969   S               P                C                               10                  1    C4                    A4AL                         19      7.990                     1                         156000.00     65.00         0.00                65.00              101400.00              101194.07             0.00             0.00                 360                     357               360      4345   ME                      0.000      0.000        0.000      0.000       0.000        582               9/14/2006             0    N                                                  36   H
         970   S               P                C                              175                  1                      1   A4AL                          9      7.990                     1                         150000.00     80.00         0.00                80.00              120000.00              119756.31             0.00             0.00                 360                     357               360     84118   UT                      5.560     13.990        7.990      1.500       1.000        565               9/21/2006             0    N                                                  36   H
         971   T               P                C                               73                  1                      1   C AL                         40      9.100                     1                         348000.00     85.00         0.00                85.00              295800.00              295676.85             0.00             0.00                 360                     358               480     20774   MD                      6.670     15.100        9.100      1.500       1.000        538               9/27/2006             0    N                                                   0
         972   S               P                C                               73                  1                      1   A4AL                         39      8.050                     1                         160000.00     90.00         0.00                90.00              144000.00              143711.12             0.00             0.00                 360                     357               360     17112   PA                      5.620     14.050        8.050      1.500       1.000        590               9/11/2006             0    N                                                  24   H
         973   S               P                P                               73                  1                      1   A5AL                         11      9.650                     1                         350000.00     90.00         0.00                90.00              315000.00              314832.51             0.00             0.00                 360                     357               480      2865   RI                      7.220     15.650        9.650      1.500       1.000        535               9/28/2006             0    Y                                                  12   H
         974   S               P                C                               73                  1                      1   A5AL                         37      8.250                     1                         175000.00     60.00         0.00                60.00              105000.00              104915.35             0.00             0.00                 360                     357               480     23324   VA                      5.820     14.250        8.250      1.500       1.000        539               9/25/2006             0    Y                                                  24   H
         975   S               P                C                               10                  1    C4                    AXAL                         45      9.600                     1                         120000.00     80.00         0.00                80.00               96000.00               95860.17             0.00             0.00                 360                     357               360     77023   TX                      0.000      0.000        0.000      0.000       0.000        554               9/27/2006             0    N                                                   0
         976   S               P                P                               73                  1    C4                    A5AL                         10      7.400                     1                         193000.00     80.00        20.00               100.00              154400.00              154241.41         38600.00             0.00                 360                     357               480     85345   AZ                      4.970     13.400        7.400      1.500       1.000        665               9/12/2006             0    Y                                                  24   H
         977   S               P                C                               10                  1                      1   A4AL                         45      7.975                     1                         285000.00     58.95         0.00                58.95              168000.00              167560.93             0.00             0.00                 360                     357               360      6516   CT                      0.000      0.000        0.000      0.000       0.000        517               9/25/2006             0    N                                                  36   H
         978   S               P                C                               10                  1    C1                    A4AL                         45      7.850                     1                         283000.00     80.00        20.00               100.00              226400.00              226085.76         56600.00             0.00                 360                     358               360     80922   CO                      0.000      0.000        0.000      0.000       0.000        607               9/26/2006             0    N                                                  36   H
         979   S               P                C                              175                  1    C4                    A4AL                         49      7.700                     1                         365000.00     80.00        20.00               100.00              292000.00              291724.63         73000.00             0.00                 360                     357               480     34951   FL                      5.270     13.700        7.700      1.500       1.000        657               9/25/2006             0    N                                                  36   H
         980   S               P                C                               73                  1                      1   B AL                         40      8.500                     1                         134000.00     90.00         0.00                90.00              120600.00              120509.76             0.00             0.00                 360                     357               480     43204   OH                      6.070     14.500        8.500      1.500       1.000        609               9/18/2006             0    N                                                  24   H
         981   F               I                C                               73                  1    C4                    A4AL                         40      8.600                     1                         385000.00     80.00         0.00                80.00              308000.00              307776.23             0.00             0.00                 360                     357               480      7108   NJ                      6.170     14.600        8.600      1.500       1.000        643               9/22/2006             0    N                                                   0
         982   S               P                C                              175                  1    C1                    A4AL                         39      8.400                     1                         173000.00     89.60         0.00                89.60              155000.00              154880.57             0.00             0.00                 360                     357               480     23701   VA                      5.970     14.400        8.400      1.500       1.000        611               9/15/2006             0    N                                                  36   H
         983   S               P                C                               73                  1    C1                    A4AL                         51      7.750                     1                         142000.00     88.66         0.00                88.66              125900.00              125631.67             0.00             0.00                 360                     357               360     73127   OK                      5.320     13.750        7.750      1.500       1.000        610               9/26/2006             0    N                                                  24   H
         984   S               P                C                               73                  1                      1   A4AL                         48      9.000                     1                          80000.00     66.25         0.00                66.25               53000.00               52941.88             0.00             0.00                 360                     358               360     99301   WA                      5.750     15.000        5.750      1.500       1.000        570              10/15/2006             0    N                                                   0
         985   P               P                P                               73                  1                      1   A4AL                         11      7.800                     1                         624672.00     90.00         0.00                90.00              562205.00              562204.43             0.00             0.00                 360                     357               360     85296   AZ                      5.370     13.800        7.800      1.500       1.000        579               9/28/2006            60    N                                                  24   H
         986   S               P                C                              175                  1                      1   A4AL                         33      7.100                     1                         290000.00     75.00         0.00                75.00              217500.00              217500.00             0.00             0.00                 360                     357               360     85326   AZ                      4.670     13.100        7.100      1.500       1.000        590               9/15/2006            60    N                                                  36   H
         987   S               P                C                               73                  1                      1   C AL                         51      8.350                     1                         133000.00     70.00         0.00                70.00               93100.00               92749.23             0.00             0.00                 360                     357               360     62613   IL                      5.250     14.350        8.350      1.500       1.000        574               9/25/2006             0    N                                                   0
         988   F               P                C                               73                  1                      1   AMAL                         41      8.850                     1                         184000.00     85.00         0.00                85.00              156400.00              156223.07             0.00             0.00                 360                     358               360      8629   NJ                      6.420     14.850        8.850      1.500       1.000        548               9/26/2006             0    N                                                   0
         989   S               P                C                               10                  1                      1   A5AL                         50      9.750                     1                         155000.00     90.00         0.00                90.00              139500.00              139303.14             0.00             0.00                 360                     357               360     38305   TN                      0.000      0.000        0.000      0.000       0.000        570               9/25/2006             0    Y                                                  36   H
         990   S               P                P                               73                  1                      1   A5AL                         26     10.700                     1                          91000.00     80.00         0.00                80.00               72800.00               72771.86             0.00             0.00                 360                     357               480     15501   PA                      8.270     16.700       10.700      1.500       1.000        503               9/21/2006             0    Y                                                  24   H
         991   F               I                C                               73                  1                      1   A4AL                         43      8.250                     1                         260000.00     67.31         0.00                67.31              175000.00              174662.92             0.00             0.00                 360                     357               360     53402   WI                      5.820     14.250        8.250      1.500       1.000        649               9/28/2006             0    N                                                  24   H
         992   S               P                P                               73                  1    C4                    A5AL                         17      8.240                     1                         270000.00     55.56         0.00                55.56              150000.00              149878.93             0.00             0.00                 360                     357               480     93722   CA                      5.810     14.240        8.240      1.500       1.000        582               9/13/2006             0    Y                                                  24   H
         993   S               P                P                               73                  1                      1   A5AL                         16      9.990                     1                         323000.00     90.00         0.00                90.00              290700.00              290310.12             0.00             0.00                 360                     357               360     35126   AL                      7.560     15.990        9.990      1.500       1.000        523               9/19/2006             0    Y                                                  24   H
         994   F               I                P                               73                  1    C4                    A4AL                         35      8.150                     1                         355000.00     85.00         0.00                85.00              301750.00              301500.02             0.00             0.00                 360                     357               480     33064   FL                      5.720     14.150        8.150      1.500       1.000        646               9/26/2006             0    N                                                  24   H
         995   S               P                C                               74                  1    C4                    A4AL                         31      7.450                     1                         215000.00     74.88         0.00                74.88              161000.00              160836.97             0.00             0.00                 360                     357               480     33837   FL                      5.020     13.450        7.450      1.500       1.000        590               9/19/2006             0    N                                                  36   H
         996   S               P                P                               73                  1                      1   A5AL                          1      7.850                     1                         250000.00     90.00         0.00                90.00              225000.00              224530.04             0.00             0.00                 360                     357               360      6105   CT                      5.420     13.850        7.850      1.500       1.000        600               9/29/2006             0    Y                                                  24   H
         997   S               P                C                                7                  1    C3                    A5AL                         17      8.250                     1                         235000.00     80.00        20.00               100.00              188000.00              187848.70         47000.00             0.00                 360                     357               480     80917   CO                      0.000      0.000        0.000      0.000       0.000        627               9/20/2006             0    Y                                                  36   H
         998   T               P                C                               10                  1                      1   B AL                         31      8.200                     1                         205000.00     56.10         0.00                56.10              115000.00              114776.22             0.00             0.00                 360                     357               360     21136   MD                      0.000      0.000        0.000      0.000       0.000        577               9/20/2006             0    N                                                   0
         999   S               P                P                               73                  1    C1                    A5AL                         44      9.050                     1                         208000.00     90.00         0.00                90.00              187200.00              187080.90             0.00             0.00                 360                     357               480     98418   WA                      6.620     15.050        9.050      1.500       1.000        538               9/28/2006             0    Y                                                  24   H
        1000   S               P                C                               73                  1    C4                    A4AL                         23      9.850                     1                         330000.00     90.00         0.00                90.00              297000.00              296156.19             0.00             0.00                 360                     357               360      7095   NJ                      7.420     15.850        9.850      1.500       1.000        565               9/20/2006             0    N                                                   0
        1001   S               P                P                              175                  1                      1   A5AL                         44      6.700                     1                         144000.00     80.00        20.00               100.00              115200.00              115200.00         28800.00             0.00                 360                     357               360     73072   OK                      4.270     12.700        6.700      1.500       1.000        678               9/29/2006            60    Y                                                  36   H
        1002   S               P                P                               73                  1                      1   A5AL                         48      8.100                     1                         139000.00     80.00        20.00               100.00              111200.00              110979.16         27800.00             0.00                 360                     357               360     29349   SC                      5.670     14.100        8.100      1.500       1.000        613               9/28/2006             0    Y                                                   0
        1003   P               P                C                               73                  1    C4                    C AL                         26      7.900                     1                         445000.00     80.00         0.00                80.00              356000.00              355510.87             0.00             0.00                 360                     358               360     34684   FL                      5.470     13.900        7.900      1.500       1.000        587               9/27/2006             0    N                                                  24   H
        1004   S               P                P                               73                  1    C4                    A5AL                         42      8.350                     1                         166000.00     80.00        20.00               100.00              132800.00              132549.35         33200.00             0.00                 360                     357               360     60617   IL                      5.920     14.350        8.350      1.500       1.000        676               9/29/2006             0    Y                                                   0
        1005   S               I                C                               73                  1                      1   A4AL                         54      8.250                     1                         156000.00     64.68         0.00                64.68              100900.00              100705.65             0.00             0.00                 360                     357               360     60073   IL                      5.820     14.250        8.250      1.500       1.000        589               9/19/2006             0    N                                                   0
        1006   F               P                C                               73                  1                      1   A4AL                         42      9.950                     1                         108000.00     95.00         0.00                95.00              102600.00              102461.23             0.00             0.00                 360                     357               360     19131   PA                      7.520     15.950        9.950      1.500       1.000        563               9/20/2006             0    N                                                  24   H
        1007   S               P                C                               73                  1    C4                    A4AL                         30      8.750                     1                         357000.00     90.00         0.00                90.00              321300.00              321076.62             0.00             0.00                 360                     357               480     98204   WA                      6.320     14.750        8.750      1.500       1.000        596               9/25/2006             0    N                                                  24   H
        1008   S               P                C                               73                  1                      1   A4AL                         48      9.450                     1                         125000.00     90.00         0.00                90.00              112500.00              112436.47             0.00             0.00                 360                     357               480     85326   AZ                      7.020     15.450        9.450      1.500       1.000        547               9/25/2006             0    N                                                  24   H
        1009   S               P                P                               73                  1                      1   A4AL                         38      7.750                     1                         174000.00     80.00        20.00               100.00              139200.00              138903.35         34800.00             0.00                 360                     357               360     28114   NC                      5.320     13.750        7.750      1.500       1.000        645               9/26/2006             0    N                                                   0
        1010   S               P                C                               73                  1                      1   B AL                         43      8.990                     1                         260000.00     75.00         0.00                75.00              195000.00              194873.71             0.00             0.00                 360                     357               480      8758   NJ                      6.560     14.990        8.990      1.500       1.000        514               9/20/2006             0    N                                                   0
        1011   C               P                C                               73                  1                      1   A4AL                         47      7.950                     1                         156000.00     90.00         0.00                90.00              140400.00              140400.00             0.00             0.00                 360                     357               360     33157   FL                      5.520     13.950        7.950      1.500       1.000        615               9/20/2006            60    N                                                  24   H
        1012   S               P                C                               74                  1                      1   A4AL                         50      7.050                     1                         193000.00     80.00        20.00               100.00              154400.00              154283.64         38600.00             0.00                 360                     358               480     80911   CO                      4.620     13.050        7.050      1.500       1.000        634               9/26/2006             0    N                                                  36   H
        1013   S               P                R                               73                  1    C1                    A5AL                         46      8.200                     1                         130000.00     95.00         0.00                95.00              123500.00              123259.68             0.00             0.00                 360                     357               360     63010   MO                      5.770     14.200        8.200      1.500       1.000        626               9/21/2006             0    Y                                                  24   H
        1014   P               P                P                               73                  1                      1   A5AL                         11      9.550                     1                         351000.00     90.00         0.00                90.00              315900.00              315726.90             0.00             0.00                 360                     357               480     32824   FL                      7.120     15.550        9.550      1.500       1.000        541               10/4/2006             0    Y                                                  24   H
        1015   S               P                P                               73                  1                      1   A4AL                         16      6.850                     1                         139500.00     80.00        20.00               100.00              111600.00              111411.02         27900.00             0.00                 360                     358               360     70816   LA                      4.420     12.850        6.850      1.500       1.000        656               9/29/2006             0    N                                                  24   H
        1016   S               P                P                               73                  1                      1   A4AL                         39      9.500                     1                         173000.00     90.00         0.00                90.00              155700.00              155468.40             0.00             0.00                 360                     357               360     29115   SC                      7.070     15.500        9.500      1.500       1.000        528               9/21/2006             0    N                                                   0
        1017   S               P                C                               73                  1    C1                    A5AL                         49      9.300                     1                         174000.00     53.45         0.00                53.45               93000.00               92944.99             0.00             0.00                 360                     357               480     53222   WI                      6.870     15.300        9.300      1.500       1.000        512               9/19/2006             0    Y                                                   0
        1018   S               P                C                              175                  1                      1   A5AL                         28      7.500                     1                         140000.00     80.00        20.00               100.00              112000.00              112000.00         28000.00             0.00                 360                     357               360     37086   TN                      5.070     13.500        7.500      1.500       1.000        624               9/19/2006            60    Y                                                  36   H
        1019   S               P                C                               73                  1                      1   A4AL                         27      8.990                     1                         170000.00     33.53         0.00                33.53               57000.00               56905.69             0.00             0.00                 360                     357               360     23661   VA                      6.560     14.990        8.990      1.500       1.000        510               9/21/2006             0    N                                                  24   H
        1020   S               P                C                               10                  1                      1   A4AL                         39      7.800                     1                         165000.00     90.00         0.00                90.00              148500.00              148186.49             0.00             0.00                 360                     357               360     70056   LA                      0.000      0.000        0.000      0.000       0.000        613               9/25/2006             0    N                                                  36   H
        1021   S               P                C                               10                  1                      1   C AL                         49      8.950                     1                         150000.00     80.00         0.00                80.00              120000.00              119799.80             0.00             0.00                 360                     357               360     31029   GA                      0.000      0.000        0.000      0.000       0.000        538               9/25/2006             0    N                                                   0
        1022   S               P                C                               73                  1    C4                    A4AL                         27      7.640                     1                         465000.00     80.00        20.00               100.00              372000.00              371643.14         93000.00             0.00                 360                     357               480     92377   CA                      5.210     13.640        7.640      1.500       1.000        664               9/25/2006             0    N                                                  24   H
        1023   S               P                P                               73                  1    C1                    A5AL                         42      7.990                     1                          93400.00     80.00        20.00               100.00               74720.00               74655.16         18680.00             0.00                 360                     357               480     98632   WA                      5.560     13.990        7.990      1.500       1.000        630               9/25/2006             0    Y                                                  24   H
        1024   S               P                P                              175                  1                      1   A4AL                         13      6.900                     1                         287000.00     80.00        20.00               100.00              229600.00              229328.56         57400.00             0.00                 360                     357               480     21220   MD                      4.470     12.900        6.900      1.500       1.000        667               9/27/2006             0    N                                                   0
        1025   S               P                C                               10                  1                      1   AMAL                         28      6.490                     1                         740000.00     59.86         0.00                59.86              443000.00              441789.70             0.00             0.00                 360                     357               360     91344   CA                      0.000      0.000        0.000      0.000       0.000        568               9/21/2006             0    N                                                  36   H
        1026   S               I                P                               73                  1    C4                    A4AL                         49      8.400                     1                         374000.00     85.00         0.00                85.00              317900.00              317737.31             0.00             0.00                 360                     358               480     60641   IL                      5.970     14.400        8.400      1.500       1.000        683               10/2/2006             0    N                                                   0
        1027   C               P                C                               73                  1    C4                    A5AL                         52      8.850                     1                         139000.00     89.35         0.00                89.35              124200.00              123988.47             0.00             0.00                 360                     357               360     29577   SC                      6.420     14.850        8.850      1.500       1.000        598               9/22/2006             0    Y                                                   0
        1028   S               P                C                               10                  1                      1   A4AL                         44      8.300                     1                         445000.00     84.94         0.00                84.94              378000.00              377521.17             0.00             0.00                 360                     358               360      7060   NJ                      0.000      0.000        0.000      0.000       0.000        585               9/27/2006             0    N                                                   0
        1029   S               P                C                               73                  1                      1   B AL                         44      9.800                     1                         360000.00     65.00         0.00                65.00              234000.00              233881.08             0.00             0.00                 360                     357               480     89123   NV                      7.370     15.800        9.800      1.500       1.000        501               9/18/2006             0    N                                                  24   H
        1030   S               P                C                              175                  1                      1   A4AL                         42      8.050                     1                         200000.00     90.00         0.00                90.00              180000.00              179846.52             0.00             0.00                 360                     357               480     18017   PA                      5.620     14.050        8.050      1.500       1.000        609               9/25/2006             0    N                                                  36   H
        1031   S               P                R                               10                  1                      1   A5AL                         28      7.900                     1                         250000.00     74.20         0.00                74.20              185500.00              185116.42             0.00             0.00                 360                     357               360     34208   FL                      0.000      0.000        0.000      0.000       0.000        610               9/27/2006             0    Y                                                  36   H
        1032   S               P                P                               10                  1    C4                    A5AL                         47      7.990                     1                         119000.00     80.00        20.00               100.00               95200.00               95071.54         23800.00             0.00                 360                     358               360     28311   NC                      0.000      0.000        0.000      0.000       0.000        668               10/3/2006             0    Y                                                   0
        1033   S               P                C                               73                  1                      1   AMAL                         30      8.450                     1                         420000.00     75.00         0.00                75.00              315000.00              314613.04             0.00             0.00                 360                     358               360      8902   NJ                      6.020     14.450        8.450      1.500       1.000        540               9/27/2006             0    N                                                   0
        1034   S               P                P                              175                  1                      1   A5AL                         21      8.150                     1                         175000.00     80.00        20.00               100.00              140000.00              139884.02         35000.00             0.00                 360                     357               480     30311   GA                      5.820     14.150        8.150      1.500       1.000        600               9/29/2006             0    Y                                                  24   H
        1035   S               P                C                               73                  1                      1   A4AL                         37      8.700                     1                         146000.00     89.38         0.00                89.38              130500.00              130270.76             0.00             0.00                 360                     357               360     87121   NM                      6.270     14.700        8.700      1.500       1.000        627               9/25/2006             0    N                                                   0
        1036   S               P                P                               73                  1                      1   A5AL                          6      8.150                     1                         265300.00     95.00         0.00                95.00              252035.00              251826.23             0.00             0.00                 360                     357               480     85339   AZ                      5.720     14.150        8.150      1.500       1.000        604               9/28/2006             0    Y                                                  24   H
        1037   S               P                C                               10                  1                      1   A4AL                         39      8.250                     1                         435000.00     85.00         0.00                85.00              369750.00              369037.79             0.00             0.00                 360                     357               360      2026   MA                      0.000      0.000        0.000      0.000       0.000        564               9/20/2006             0    N                                                   0
        1038   S               P                C                               10                  1                      1   AMAL                         41      9.400                     1                         255000.00     85.00         0.00                85.00              216750.00              216416.69             0.00             0.00                 360                     357               360     21040   MD                      0.000      0.000        0.000      0.000       0.000        537               9/25/2006             0    N                                                   0
        1039   P               P                C                               73                  1                      1   AMAL                         45      7.950                     1                         275000.00     61.82         0.00                61.82              170000.00              169900.85             0.00             0.00                 360                     358               480     33410   FL                      5.510     13.950        7.950      1.500       1.000        565               9/26/2006             0    N                                                  24   H
        1040   S               P                C                               10                  1                      1   A4AL                         49      9.975                     1                         300000.00     85.00         0.00                85.00              255000.00              254656.92             0.00             0.00                 360                     357               360     15521   PA                      0.000      0.000        0.000      0.000       0.000        544               9/28/2006             0    N                                                  36   H
        1041   T               P                R                               73                  1                      1   A5AL                         38      8.900                     1                         270000.00     85.00         0.00                85.00              229500.00              229299.29             0.00             0.00                 360                     357               480     60044   IL                      6.080     14.900        8.900      1.500       1.000        560               9/25/2006             0    Y                                                   0
        1042   S               P                P                              175                  1    C4                    A4AL                         46      8.150                     1                         145000.00     80.00        20.00               100.00              116000.00              115771.96         29000.00             0.00                 360                     357               360     74008   OK                      5.710     14.150        8.150      1.500       1.000        658               9/29/2006             0    N                                                  36   H
        1043   S               P                C                               10                  1                      1   A5AL                         27      6.990                     1                         614000.00     80.00         0.00                80.00              491200.00              489982.65             0.00             0.00                 360                     357               360     75287   TX                      0.000      0.000        0.000      0.000       0.000        560               9/23/2006             0    Y                                                   0
        1044   S               P                P                               73                  1    C4                    A5AL                         49      8.150                     1                         175000.00     80.00        20.00               100.00              140000.00              139884.02         35000.00             0.00                 360                     357               480      8865   NJ                      5.710     14.150        8.150      1.500       1.000        672               9/22/2006             0    Y                                                   0
        1045   C               P                C                               73                  1                      1   A4AL                         39      7.625                     1                         153000.00     78.43         0.00                78.43              120000.00              119825.73             0.00             0.00                 360                     358               360     80218   CO                      5.185     13.625        7.625      1.500       1.000        573               9/26/2006             0    N                                                  24   H
        1046   S               P                C                              175                  1                      1   A4AL                         30      7.100                     1                         614500.00     80.00        20.00               100.00              491600.00              490407.74        122900.00             0.00                 360                     357               360     80210   CO                      4.660     13.100        7.100      1.500       1.000        652               9/25/2006             0    N                                                  36   H
        1047   P               P                P                              175                  1                      1   A4AL                         50      7.250                     1                         546419.00     90.00         0.00                90.00              491775.00              491774.99             0.00             0.00                 360                     357               360     28278   NC                      4.810     13.250        7.250      1.500       1.000        654               9/29/2006            60    N                                                  12   H
        1048   P               P                C                               10                  1                      1   A4AL                         40      7.550                     1                         420000.00     80.00         0.00                80.00              336000.00              335254.69             0.00             0.00                 360                     357               360     60103   IL                      0.000      0.000        0.000      0.000       0.000        587               9/25/2006             0    N                                                   0
        1049   S               P                C                                7                  1                      1   A4AL                         43      7.800                     1                         158500.00     80.00        20.00               100.00              126800.00              126722.77         31700.00             0.00                 360                     358               480      8081   NJ                      0.000      0.000        0.000      0.000       0.000        604               9/27/2006             0    N                                                   0
        1050   S               P                C                               10                  1                      1   AMAL                         26      8.150                     1                         125000.00     60.80         0.00                60.80               76000.00               75345.37             0.00             0.00                 180                     177               180     30127   GA                      0.000      0.000        0.000      0.000       0.000        583               9/21/2006             0    N                                                   0
        1051   S               P                C                               73                  1                      1   AXAL                         32      8.750                     1                         600000.00     36.67         0.00                36.67              220000.00              219898.41             0.00             0.00                 360                     358               480     85013   AZ                      6.310     14.750        8.750      1.500       1.000        515               9/26/2006             0    N                                                  24   H
        1052   S               P                P                               73                  1                      1   A5AL                          1      9.900                     1                          92000.00     85.00         0.00                85.00               78200.00               78129.03             0.00             0.00                 360                     358               360     18505   PA                      7.460     15.900        9.900      1.500       1.000        533               10/2/2006             0    Y                                                  24   H
        1053   S               P                P                               73                  1                      1   A5AL                         19      7.800                     1                         239900.00     80.00        15.00                95.00              191920.00              191650.93         35985.00             0.00                 360                     358               360     21811   MD                      5.360     13.800        7.800      1.500       1.000        645               10/2/2006             0    Y                                                   0
        1054   S               S                P                               10                  1    C3                    A4AL                         33      8.650                     1                         197500.00     90.00         0.00                90.00              177750.00              177434.51             0.00             0.00                 360                     357               360     72601   AR                      0.000      0.000        0.000      0.000       0.000        610               9/29/2006             0    N                                                  36   H
        1055   S               P                C                               73                  1                      1   A5AL                         38      9.700                     1                         172000.00     85.00         0.00                85.00              146200.00              145991.51             0.00             0.00                 360                     357               360     53223   WI                      7.260     15.700        9.700      1.500       1.000        532               9/22/2006             0    Y                                                   0
        1056   F               I                C                               73                  1    C4                    A4AL                         37      8.000                     1                         412000.00     85.00         0.00                85.00              350200.00              349460.96             0.00             0.00                 360                     357               360     55416   MN                      5.560     14.000        8.000      1.500       1.000        687               9/28/2006             0    N                                                  24   H
        1057   S               P                P                               73                  1    C4                    A4AL                         21      7.990                     1                         124000.00     80.00        20.00               100.00               99200.00               98998.56         24800.00             0.00                 360                     357               360     12309   NY                      5.550     13.990        7.990      1.500       1.000        673               10/2/2006             0    N                                                   0
        1058   S               P                P                              175                  1                      1   A4AL                          8      6.840                     1                         385000.00     80.00        20.00               100.00              308000.00              308000.00         77000.00             0.00                 360                     357               360     95324   CA                      4.400     12.840        6.840      1.500       1.000        697               9/26/2006            60    N                                                  36   H
        1059   S               P                C                               73                  1                      1   A5AL                         26      7.900                     1                         215000.00     80.00        20.00               100.00              172000.00              171763.67         43000.00             0.00                 360                     358               360     72007   AR                      5.460     13.900        7.900      1.500       1.000        619               9/26/2006             0    Y                                                  24   H
        1060   S               P                C                               73                  1                      1   B AL                         22      8.040                     1                         230000.00     68.00         0.00                68.00              156400.00              156266.23             0.00             0.00                 360                     357               480      8618   NJ                      5.600     14.040        8.040      1.500       1.000        611               9/25/2006             0    N                                                   0
        1061   S               P                P                               73                  1    C4                    A4AL                         18      8.150                     1                         344000.00     80.00        20.00               100.00              275200.00              274840.56         68800.00             0.00                 360                     358               360     60554   IL                      5.710     14.150        8.150      1.500       1.000        689               10/2/2006             0    N                                                   0
        1062   S               P                C                              175                  1    C4                    A4AL                         19      7.690                     1                         550000.00     80.00        20.00               100.00              440000.00              440000.00        110000.00             0.00                 360                     357               360     92114   CA                      5.250     13.690        7.690      1.500       1.000        651               9/25/2006            60    N                                                  36   H
        1063   S               P                P                               73                  1                      1   A5AL                         11      8.600                     1                         238000.00     95.00         0.00                95.00              226100.00              225935.72             0.00             0.00                 360                     357               480     85028   AZ                      6.160     14.600        8.600      1.500       1.000        629               9/26/2006             0    Y                                                  24   H
        1064   C               P                C                              175                  1                      1   A4AL                         28      6.240                     1                         510000.00     80.00        15.00                95.00              408000.00              408000.00         76500.00             0.00                 360                     357               360     92679   CA                      3.800     12.240        6.240      1.500       1.000        671               9/21/2006            60    N                                                  36   H
        1065   C               P                C                               73                  1                      1   A4AL                         35      8.890                     1                         198000.00     85.00         0.00                85.00              168300.00              168187.73             0.00             0.00                 360                     357               480     60659   IL                      5.950     14.890        8.890      1.500       1.000        568               9/25/2006             0    N                                                   0
        1066   S               P                C                               73                  1                      1   A4AL                         34      8.250                     1                         175000.00     71.43         0.00                71.43              125000.00              124696.06             0.00             0.00                 360                     357               480     84115   UT                      5.810     14.250        8.250      1.500       1.000        521               9/25/2006             0    N                                                  24   H
        1067   S               P                P                               73                  1    C4                    A5AL                         37      8.550                     1                         147000.00     80.00        20.00               100.00              117600.00              117386.93         29400.00             0.00                 360                     357               360     48017   MI                      6.110     14.550        8.550      1.500       1.000        654               10/3/2006             0    Y                                                  24   H
        1068   S               P                R                               10                  1                      1   A5AL                         37      9.600                     1                         106000.00     85.00         0.00                85.00               90100.00               90012.85             0.00             0.00                 360                     358               360     45420   OH                      0.000      0.000        0.000      0.000       0.000        577               9/26/2006             0    Y                                                  36   H
        1069   S               P                P                              175                  1                      1   A4AL                         20      7.150                     1                         235000.00     80.00        20.00               100.00              188000.00              188000.00         47000.00             0.00                 360                     357               360     85224   AZ                      4.710     13.150        7.150      1.500       1.000        644               9/28/2006            60    N                                                  36   H
        1070   S               P                C                               73                  1    C4                    A5AL                         37      8.250                     1                         280000.00     85.00         0.00                85.00              238000.00              237808.46             0.00             0.00                 360                     357               480     21133   MD                      5.810     14.250        8.250      1.500       1.000        569               9/25/2006             0    Y                                                   0
        1071   S               P                C                               73                  1                      1   A4AL                         31      8.950                     1                         133000.00     77.44         0.00                77.44              103000.00              102955.17             0.00             0.00                 360                     358               480     47243   IN                      6.510     14.950        8.950      1.500       1.000        565               9/27/2006             0    N                                                  24   H
        1072   C               P                C                               73                  1                      1   A4AL                         33      6.800                     1                         194000.00     70.00         0.00                70.00              135800.00              135567.77             0.00             0.00                 360                     358               360     23608   VA                      4.360     12.800        6.800      1.500       1.000        575               9/27/2006             0    N                                                  24   H
        1073   S               P                P                               73                  1    C4                    A4AL                         44      7.750                     1                         255000.00     80.00        20.00               100.00              204000.00              203565.23         51000.00             0.00                 360                     357               360     30315   GA                      5.310     13.750        7.750      1.500       1.000        656               9/21/2006             0    N                                                   0
        1074   S               P                C                                7                  1    C4                    A4AL                         41      7.890                     1                         460000.00     56.09         0.00                56.09              258000.00              257839.96             0.00             0.00                 360                     358               480     91754   CA                      0.000      0.000        0.000      0.000       0.000        581               9/27/2006             0    N                                                  36   H
        1075   S               P                C                               73                  1                      1   C AL                         36      9.700                     1                         285000.00     80.00         0.00                80.00              228000.00              227880.57             0.00             0.00                 360                     357               480     85283   AZ                      7.260     15.700        9.700      1.500       1.000        540               9/25/2006             0    N                                                  24   H
        1076   S               P                P                               10                  1    C4                    A4AL                         18      8.250                     1                         329900.00     80.00        20.00               100.00              263920.00              263411.62         65980.00             0.00                 360                     357               360     60401   IL                      0.000      0.000        0.000      0.000       0.000        663               10/2/2006             0    N                                                   0
        1077   S               I                P                               73                  1    C4                    A4AL                         47      9.500                     1                         107000.00     90.00         0.00                90.00               96300.00               96156.75             0.00             0.00                 360                     357               360     45241   OH                      7.060     15.500        9.500      1.500       1.000        665               9/28/2006             0    N                                                  24   H
        1078   S               P                P                               73                  1                      1   A5AL                         41      8.050                     1                         149400.00     80.00        20.00               100.00              119520.00              119360.69         29880.00             0.00                 360                     358               360      4654   ME                      5.610     14.050        8.050      1.500       1.000        612               10/2/2006             0    Y                                                   0
        1079   S               P                C                               73                  1                      1   A4AL                         27      7.350                     1                         265000.00     64.15         0.00                64.15              170000.00              169440.81             0.00             0.00                 360                     357               360     85323   AZ                      4.910     13.350        7.350      1.500       1.000        564               9/27/2006             0    N                                                  24   H
        1080   S               P                C                               73                  1                      1   AMAL                         48      7.900                     1                         130000.00     82.69         0.00                82.69              107500.00              107352.29             0.00             0.00                 360                     358               360     37216   TN                      5.460     13.900        7.900      1.500       1.000        585               9/27/2006             0    N                                                  24   H
        1081   S               P                C                               73                  1                      1   A4AL                         36      8.700                     1                         155000.00     80.00         0.00                80.00              124000.00              123855.30             0.00             0.00                 360                     358               360     45040   OH                      6.260     14.700        8.700      1.500       1.000        543               9/28/2006             0    N                                                  24   H
        1082   S               P                P                               73                  1    C4                    A5AL                         12      8.950                     1                         187500.00     90.00         0.00                90.00              168750.00              168563.01             0.00             0.00                 360                     358               360     73044   OK                      6.510     14.950        8.950      1.500       1.000        626               9/29/2006             0    Y                                                  24   H
        1083   S               P                P                               10                  1    C4                    A5AL                         26      8.150                     1                         127500.00     80.00        20.00               100.00              102000.00              101866.77         25500.00             0.00                 360                     358               360      4427   ME                      0.000      0.000        0.000      0.000       0.000        674               10/3/2006             0    Y                                                  36   H
        1084   S               P                P                               73                  1                      1   A5AL                         34      9.000                     1                         105000.00     51.43         0.00                51.43               54000.00               53940.78             0.00             0.00                 360                     358               360     37354   TN                      6.560     15.000        9.000      1.500       1.000        538               9/29/2006             0    Y                                                  24   H
        1085   P               P                P                               73                  1    C4                    A5AL                         49      7.800                     1                         176000.00     80.00        20.00               100.00              140800.00              140602.60         35200.00             0.00                 360                     358               360     32801   FL                      5.360     13.800        7.800      1.500       1.000        668               10/3/2006             0    Y                                                   0
        1086   S               P                P                                7                  1    C1                    A4AL                         47      7.990                     1                         142000.00     80.00        20.00               100.00              113600.00              113534.50         28400.00             0.00                 360                     358               480     70094   LA                      0.000      0.000        0.000      0.000       0.000        586               9/29/2006             0    N                                                  36   H
        1087   S               P                P                               73                  1    C4                    A5AL                         37      7.840                     1                         565000.00     80.00        20.00               100.00              452000.00              451371.41        113000.00             0.00                 360                     358               360     91335   CA                      5.400     13.840        7.840      1.500       1.000        692               10/2/2006             0    Y                                                   0
        1088   S               P                C                               73                  1                      1   AXAL                         43      8.600                     1                         175000.00     80.00         0.00                80.00              140000.00              139405.74             0.00             0.00                 360                     353               360     60073   IL                      4.180     14.600        8.600      1.500       1.000        553               5/25/2006             0    N                                                   0
        1089   S               P                C                               10                  1                      1   A4AL                         37      8.200                     1                         255000.00     80.00         0.00                80.00              204000.00              203333.85             0.00             0.00                 360                     355               360      2368   MA                      0.000      0.000        0.000      0.000       0.000        609               7/27/2006             0    N                                                   0
        1090   S               I                P                               73                  1    C6                    A4AL                         46      9.450                     1                         155000.00     75.00         0.00                75.00              116250.00              115770.54             0.00             0.00                 360                     357               360     63366   MO                      6.050     15.450        9.450      1.500       1.000        567               10/4/2006             0    N                                                  24   H
        1091   S               P                C                               73                  1    C1                    A4AL                         24      7.375                     1                         115000.00     90.00         0.00                90.00              103500.00              103342.00             0.00             0.00                 360                     358               360     44305   OH                      3.975     13.375        3.975      1.500       1.000        607               9/29/2006             0    N                                                   0
        1092   S               P                C                               73                  1                      1   A4AL                         49      8.875                     1                         271000.00     85.00         0.00                85.00              230350.00              229959.71             0.00             0.00                 360                     357               360     59602   MT                      5.475     14.875        5.475      1.500       1.000        553                9/8/2006             0    N                                                  24   H
        1093   S               S                P                               10                  1    C4                    A4AL                         34     10.200                     1                         153000.00     90.00         0.00                90.00              137700.00              137523.39             0.00             0.00                 360                     357               360     35984   AL                      0.000      0.000        0.000      0.000       0.000        592               10/4/2006             0    N                                                   0
        1094   S               S                C                               10                  1    C4                    A4AL                         40      8.900                     1                          95000.00     64.74         0.00                64.74               61500.00               61351.03             0.00             0.00                 360                     356               360     29566   SC                      0.000      0.000        0.000      0.000       0.000        667               8/29/2006             0    N                                                   0
        1095   P               P                P                               73                  1    C4                    A5AL                         42     10.875                     1                         148922.00     80.00        20.00               100.00              119137.00              118914.69         29784.00             0.00                 360                     355               360     77095   TX                      7.625     16.875       10.875      1.500       1.000        603               7/28/2006             0    Y                                                   0
        1096   S               P                C                               10                  1    C4                    A4AL                         26      9.750                     1                         200000.00     32.50         0.00                32.50               65000.00               64877.18             0.00             0.00                 360                     356               360     30067   GA                      0.000      0.000        0.000      0.000       0.000        589                8/4/2006             0    N                                                  36   H
        1097   P               P                P                               73                  1    C4                    A5AL                         41     10.175                     1                         208000.00     90.00         0.00                90.00              187200.00              186958.62             0.00             0.00                 360                     357               360     37217   TN                      6.575     16.175       10.175      1.500       1.000        620               9/11/2006             0    Y                                                  24   H
        1098   S               I                C                               73                  1                      1   AXAL                         45      8.150                     1                         204000.00     73.53         0.00                73.53              150000.00              149705.12             0.00             0.00                 360                     357               360     20032   DC                      4.550     14.150        8.150      1.500       1.000        604               9/25/2006             0    N                                                  24   H
        1099   T               I                C                               10                  1    C4                    A4AL                         48      8.250                     1                         320000.00     42.19         0.00                42.19              135000.00              134652.10             0.00             0.00                 360                     356               360     20018   DC                      0.000      0.000        0.000      0.000       0.000        666               8/31/2006             0    N                                                  36   H
        1100   P               P                C                               73                  1                      1   A4AL                         52      9.550                     1                         170000.00     95.00         0.00                95.00              161500.00              161181.79             0.00             0.00                 360                     356               360     30296   GA                      6.300     15.550        9.550      1.500       1.000        588               8/24/2006             0    N                                                  24   H
        1101   S               P                C                               73                  1                      1   A5AL                         40      9.825                     1                         145000.00     85.00         0.00                85.00              123250.00              122155.87             0.00             0.00                 360                     357               360     35504   AL                      6.225     15.825        9.825      1.500       1.000        584               9/21/2006             0    Y                                                  24   H
        1102   S               P                C                               73                  1                      1   A5AL                         28      9.550                     1                         115000.00     70.00         0.00                70.00               80500.00               80341.38             0.00             0.00                 360                     356               360     30833   GA                      6.300     15.550        9.550      1.500       1.000        604               8/31/2006             0    Y                                                  12   H
        1103   S               P                C                               10                  1                      1   A4AL                         45     10.575                     1                         123000.00     90.00         0.00                90.00              110700.00              110568.99             0.00             0.00                 360                     357               360     36116   AL                      0.000      0.000        0.000      0.000       0.000        571                9/6/2006             0    N                                                  36   H
        1104   S               P                C                               10                  1                      1   A4AL                         48      9.650                     1                         290000.00     80.00         0.00                80.00              232000.00              231552.39             0.00             0.00                 360                     356               360     71303   LA                      0.000      0.000        0.000      0.000       0.000        514               8/31/2006             0    N                                                  36   H
        1105   S               P                C                               73                  1                      1   A4AL                         21      9.300                     1                         145000.00     80.00         0.00                80.00              116000.00              115820.08             0.00             0.00                 360                     357               360     32177   FL                      5.700     15.300        9.300      1.500       1.000        504                9/7/2006             0    N                                                  24   H
        1106   P               P                C                               10                  1                      1   AMAL                         43      9.700                     1                         227000.00     55.07         0.00                55.07              125000.00              124821.74             0.00             0.00                 360                     357               360     23234   VA                      0.000      0.000        0.000      0.000       0.000        510                9/5/2006             0    N                                                  36   H
        1107   S               P                C                               10                  1    C4                    A4AL                         48     10.600                     1                         210000.00     80.00        20.00               100.00              168000.00              167735.15         42000.00             0.00                 360                     356               360     30236   GA                      0.000      0.000        0.000      0.000       0.000        606               8/25/2006             0    N                                                  36   H
        1108   S               P                P                               10                  1                      1   A5AL                         38     10.575                     1                         141000.00     90.00         0.00                90.00              126900.00              126749.82             0.00             0.00                 360                     357               360     29375   SC                      0.000      0.000        0.000      0.000       0.000        542               9/15/2006             0    Y                                                   0
        1109   S               I                P                               10                  1                      1   A4AL                          7      7.800                     1                         200000.00     50.00         0.00                50.00              100000.00               99789.00             0.00             0.00                 360                     357               360     20003   DC                      0.000      0.000        0.000      0.000       0.000        660               9/15/2006             0    N                                                  36   H
        1110   F               P                R                               10                  1                      1   A4AL                         49      8.450                     1                         260000.00     64.81         0.00                64.81              168500.00              168188.39             0.00             0.00                 360                     357               360     60644   IL                      0.000      0.000        0.000      0.000       0.000        583               9/20/2006             0    N                                                   0
        1111   S               P                R                               73                  1    C4                    A4AL                         48     10.600                     1                         128500.00     94.98         0.00                94.98              122050.00              121906.33             0.00             0.00                 360                     357               360     28612   NC                      7.000     16.600       10.600      1.500       1.000        669               9/22/2006             0    N                                                   0
        1112   S               P                C                               73                  1    C4                    A4AL                         42      9.250                     1                         465000.00     80.00        20.00               100.00              372000.00              371777.01         93000.00             0.00                 360                     357               480      8022   NJ                      5.650     15.250        9.250      1.500       1.000        602               9/22/2006             0    N                                                   0
        1113   P               P                P                               10                  1    C4                    A4AL                         49     10.600                     1                         330000.00     80.00        20.00               100.00              264000.00              263583.85         66000.00             0.00                 360                     356               360     77546   TX                      0.000      0.000        0.000      0.000       0.000        602               8/31/2006             0    N                                                  36   H
        1114   S               P                C                               73                  1                      1   A4AL                         47     10.725                     1                         134000.00     87.31         0.00                87.31              117000.00              116865.93             0.00             0.00                 360                     357               360     46561   IN                      7.125     16.725       10.725      1.500       1.000        543               9/13/2006             0    N                                                  24   H
        1115   S               P                P                               73                  1    C4                    A5AL                         45      9.100                     1                         435657.00     79.99        20.00                99.99              348500.00              347936.43         87100.00             0.00                 360                     357               360     93312   CA                      5.500     15.100        9.100      1.500       1.000        611               9/29/2006             0    Y                                                  24   H
        1116   P               P                C                               74                  1    C4                    A4AL                         49     10.975                     1                         255000.00     95.00         0.00                95.00              242250.00              241987.05             0.00             0.00                 360                     357               360     34639   FL                      7.375     16.975       10.975      1.500       1.000        595               9/12/2006             0    N                                                  36   H
        1117   S               P                C                               73                  1    C4                    A4AL                         48      8.925                     1                         198000.00     85.61         0.00                85.61              169500.00              169215.77             0.00             0.00                 360                     357               360     46342   IN                      5.325     14.925        8.925      1.500       1.000        610               9/19/2006             0    N                                                  24   H
        1118   S               P                P                               74                  1                      1   A4AL                         36      8.950                     1                         147943.00     89.97         0.00                89.97              133100.00              132877.95             0.00             0.00                 360                     357               360     36870   AL                      5.350     14.950        8.950      1.500       1.000        648               9/28/2006             0    N                                                  36   H
        1119   S               I                C                               73                  1                      1   A5AL                         43     11.325                     1                          66000.00     85.00         0.00                85.00               56100.00               56043.56             0.00             0.00                 360                     357               360     29801   SC                      7.000     17.325       11.325      1.500       1.000        581               9/29/2006             0    Y                                                   0
        1120   S               P                P                               73                  1                      1   A5AL                         51      9.950                     1                         128500.00     90.00         0.00                90.00              115650.00              115493.55             0.00             0.00                 360                     357               360     35091   AL                      6.350     15.950        9.950      1.500       1.000        544               9/21/2006             0    Y                                                  24   H
        1121   S               S                P                               73                  1    C4                    A4AL                         51     11.200                     1                         155600.00     94.99         0.00                94.99              147800.00              147647.23             0.00             0.00                 360                     357               360     29102   SC                      7.600     17.200       11.200      1.500       1.000        605               9/20/2006             0    N                                                   0
        1122   S               P                P                               73                  1    C4                    A5AL                         47     10.050                     1                         245000.00     80.00        20.00               100.00              196000.00              195740.47         49000.00             0.00                 360                     357               360     33936   FL                      6.450     16.050       10.050      1.500       1.000        605               9/29/2006             0    Y                                                  24   H
        1123   S               P                C                               73                  1                      1   AXAL                         43      9.800                     1                         229000.00     75.00         0.00                75.00              171750.00              171510.20             0.00             0.00                 360                     357               360     29906   SC                      6.200     15.800        9.800      1.500       1.000        503               9/18/2006             0    N                                                   0
        1124   S               P                P                               73                  1    C4                    A4AL                         44     10.050                     1                         189765.00     79.99        20.00                99.99              151800.00              151599.00         37950.00             0.00                 360                     357               360     35759   AL                      6.450     16.050       10.050      1.500       1.000        641               9/26/2006             0    N                                                  24   H
        1125   S               P                P                               10                  1                      1   A5AL                         41      9.450                     1                         134000.00     80.00        20.00               100.00              107200.00              107038.87         26800.00             0.00                 360                     357               360     29209   SC                      0.000      0.000        0.000      0.000       0.000        625               9/22/2006             0    Y                                                   0
        1126   S               P                P                               73                  1                      1   A5AL                         48      8.875                     1                         184000.00     85.00         0.00                85.00              156400.00              156135.01             0.00             0.00                 360                     357               360     29550   SC                      5.275     14.875        8.875      1.500       1.000        572               9/26/2006             0    Y                                                   0
        1127   P               P                P                               73                  1    C4                    A5AL                         48     10.050                     1                         245000.00     80.00        20.00               100.00              196000.00              195740.47         49000.00             0.00                 360                     357               360     33619   FL                      6.450     16.050       10.050      1.500       1.000        618               9/28/2006             0    Y                                                  36   H
        1128   P               P                P                               73                  1    C4                    A4AL                         46      9.750                     1                         350945.00     80.00        19.99                99.99              280750.00              280353.84         70150.00             0.00                 360                     357               360     75087   TX                      6.150     15.750        9.750      1.500       1.000        629               9/29/2006             0    N                                                  24   H
        1129   S               P                P                               73                  1    C4                    A5AL                         49     10.300                     1                         150000.00     80.00        20.00               100.00              120000.00              119849.34         30000.00             0.00                 360                     357               360     33756   FL                      6.700     16.300       10.300      1.500       1.000        639               9/28/2006             0    Y                                                  24   H
        1130   P               S                P                               10                  1    C4                    A4AL                         51      9.000                     1                         290000.00     90.00         0.00                90.00              261000.00              260569.07             0.00             0.00                 360                     357               360     36528   AL                      0.000      0.000        0.000      0.000       0.000        637               9/14/2006             0    N                                                  36   H
        1131   S               P                C                               73                  1                      1   A4AL                         49      9.875                     1                         145000.00     90.00         0.00                90.00              130500.00              130320.69             0.00             0.00                 360                     357               360     53216   WI                      6.375     15.875        6.375      1.500       1.000        592               9/28/2006             0    N                                                  24   H
        1132   S               P                C                               73                  1                      1   AMAL                         31      9.250                     1                         115000.00     65.22         0.00                65.22               75000.00               74921.93             0.00             0.00                 360                     358               360     33875   FL                      5.850     15.250        9.250      1.500       1.000        503               10/5/2006             0    N                                                  24   H
        1133   S               P                C                               73                  1                      1   A4AL                         39      9.250                     1                         110000.00     80.00         0.00                80.00               88000.00               87908.41             0.00             0.00                 360                     358               360     39111   MS                      5.850     15.250        9.250      1.500       1.000        504               10/4/2006             0    N                                                  24   H
        1134   S               P                R                               10                  1                      1   A4SR                          0      8.250                     1                         141000.00     84.96         0.00                84.96              119800.00              119646.69             0.00             0.00                 360                     358               360     77535   TX                      0.000      0.000        0.000      0.000       0.000        588               9/29/2006             0    N                                                  36   H
        1135   S               P                C                               73                  1                      1   A4AL                         49      8.500                     1                         389000.00     85.00         1.80                86.80              330650.00              330247.97          7000.00             0.00                 360                     358               360     32312   FL                      5.100     14.500        5.100      1.500       1.000        521               9/26/2006             0    N                                                  12   H
        1136   S               P                C                               73                  1                      1   AMAL                         32      8.125                     1                         211500.00     65.25         0.00                65.25              138000.00              137818.83             0.00             0.00                 360                     358               360     44044   OH                      4.725     14.125        4.725      1.500       1.000        563               9/28/2006             0    N                                                   0
        1137   S               P                C                               73                  1                      1   A4AL                         30      8.875                     1                         195000.00     92.00         0.00                92.00              179400.00              179096.03             0.00             0.00                 360                     357               360     71341   LA                      4.625     14.875        4.625      1.500       1.000        545               9/21/2006             0    N                                                  24   H
        1138   S               P                C                               73                  1                      1   A4AL                         49      6.875                     1                         500000.00     79.40         0.00                79.40              397000.00              395993.67             0.00             0.00                 360                     357               360     92308   CA                      3.375     12.875        3.375      1.500       1.000        606               9/13/2006             0    N                                                  24   H
        1139   S               P                R                               10                  1    C4                    A4SR                          0      8.500                     1                         122000.00     78.61         0.00                78.61               95900.00               95724.47             0.00             0.00                 360                     357               360     39336   MS                      0.000      0.000        0.000      0.000       0.000        636               10/2/2006             0    N                                                   0
        1140   S               P                R                               73                  1    C4                    A4AL                         24      7.750                     1                         165000.00     82.79         0.00                82.79              136600.00              136406.56             0.00             0.00                 360                     358               360     49093   MI                      4.250     13.750        4.250      1.500       1.000        631               9/29/2006             0    N                                                   0
        1141   P               S                R                               10                  1                      1   A4SR                          0      6.325                     1                         400000.00     51.50         0.00                51.50              206000.00              205613.69             0.00             0.00                 360                     358               360     85249   AZ                      0.000      0.000        0.000      0.000       0.000        652               10/2/2006             0    N                                                  36   H
        1142   S               P                R                               73                  1                      1   A4SR                          0      8.875                     1                         101000.00     86.34         0.00                86.34               87200.00               87101.88             0.00             0.00                 360                     358               360     44857   OH                      5.375     14.875        5.375      1.500       1.000        623               10/2/2006             0    N                                                   0
        1143   S               S                R                               10                  1    C4                    A4SR                          0      6.875                     1                         192000.00     56.67         0.00                56.67              108800.00              108518.65             0.00             0.00                 360                     357               360     32738   FL                      0.000      0.000        0.000      0.000       0.000        673               9/30/2006             0    N                                                  36   H
        1144   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         242000.00     89.96         0.00                89.96              217700.00              217428.42             0.00             0.00                 360                     358               360     63303   MO                      0.000      0.000        0.000      0.000       0.000        615               9/30/2006             0    N                                                   0
        1145   S               P                C                               73                  1    C4                    B AL                         21      9.250                     1                         325000.00     64.62         0.00                64.62              210000.00              209559.46             0.00             0.00                 360                     356               360     90220   CA                      6.250     16.250        9.250      1.500       1.000        526                8/2/2006             0    N                                                  24   H
        1146   P               P                C                               10                  1    C3                    A5AL                         41      7.275                     1                         365000.00     47.12         0.00                47.12              172000.00              170400.95             0.00             0.00                 180                     177               180     33179   FL                      0.000      0.000        0.000      0.000       0.000        662                9/5/2006             0    Y                                                  36   H
        1147   S               P                C                               73                  1                      1   A5AL                         30      8.775                     1                          77000.00     71.43         0.00                71.43               55000.00               54904.87             0.00             0.00                 360                     357               360     78526   TX                      5.775     15.775        8.775      1.500       1.000        563               9/12/2006             0    Y                                                   0
        1148   S               P                C                                7                  1                      1   A4AL                         49      7.500                     1                         280000.00     80.00         0.00                80.00              224000.00              223776.37             0.00             0.00                 360                     357               480     93280   CA                      0.000      0.000        0.000      0.000       0.000        606               8/31/2006             0    N                                                  24   H
        1149   S               P                P                               73                  1    C1                    A5AL                         45      6.900                     1                         367000.00     80.00        20.00               100.00              293600.00              293600.00         73400.00             0.00                 360                     357               360     95677   CA                      3.900     13.900        6.900      1.500       1.000        618               9/19/2006            60    Y                                                  24   H
        1150   P               P                R                               73                  1                      1   B AL                         40      8.650                     1                         389000.00     84.19         0.00                84.19              327500.00              327265.55             0.00             0.00                 360                     357               480     98042   WA                      5.650     14.650        8.650      1.500       1.000        574                9/8/2006             0    N                                                  24   H
        1151   S               P                P                               73                  1    C3                    A5AL                          9      9.990                     1                         115000.00     95.00         0.00                95.00              109250.00              109103.49             0.00             0.00                 360                     357               360     46383   IN                      6.990     16.990        9.990      1.500       1.000        589               9/19/2006             0    Y                                                  24   H
        1152   P               S                C                               73                  1    C4                    A4AL                         49     10.925                     1                         350000.00     95.00         0.00                95.00              332500.00              332135.16             0.00             0.00                 360                     357               360     33411   FL                      7.925     17.925       10.925      1.500       1.000        608               9/18/2006             0    N                                                  12   H
        1153   S               P                C                                7                  1    C1                    B AL                         45      7.990                     1                         265000.00     85.00         0.00                85.00              225250.00              225054.57             0.00             0.00                 360                     357               480     93277   CA                      0.000      0.000        0.000      0.000       0.000        606               9/15/2006             0    N                                                  24   H
        1154   C               P                P                               73                  1    C4                    A5AL                         47      7.990                     1                         420000.00     80.00        20.00               100.00              336000.00              336000.00         84000.00             0.00                 360                     357               360     91335   CA                      4.990     14.990        7.990      1.500       1.000        693               9/18/2006            60    Y                                                  24   H
        1155   S               P                P                               73                  1    C4                    A5AL                         44      8.550                     1                         305000.00     80.00        20.00               100.00              244000.00              244000.00         61000.00             0.00                 360                     357               360     92240   CA                      5.550     15.550        8.550      1.500       1.000        650                9/8/2006            60    Y                                                  24   H
        1156   S               P                P                               73                  1    C1                    A4AL                         41      6.990                     1                         510000.00     80.00        20.00               100.00              408000.00              408000.00        102000.00             0.00                 360                     357               360     90301   CA                      3.990     13.990        6.990      1.500       1.000        642               9/21/2006            60    N                                                  24   H
        1157   S               P                C                               10                  1                      1   A4AL                         51      6.900                     1                         246000.00     85.00         0.00                85.00              209100.00              208572.57             0.00             0.00                 360                     357               360     93210   CA                      0.000      0.000        0.000      0.000       0.000        685               9/18/2006             0    N                                                  24   H
        1158   S               I                C                               73                  1    C4                    A4AL                         47      9.450                     1                         130000.00     75.00         0.00                75.00               97500.00               97353.45             0.00             0.00                 360                     357               360     60609   IL                      6.450     16.450        9.450      1.500       1.000        579               9/29/2006             0    N                                                   0
        1159   S               P                C                               73                  1                      1   A4AL                         43      7.425                     1                         609000.00     74.88        24.63                99.51              456000.00              456000.00        150000.00             0.00                 360                     357               360     95127   CA                      4.425     14.425        7.425      1.500       1.000        602               9/25/2006            60    N                                                  12   H
        1160   S               P                C                               10                  1                      1   A4AL                         44      6.650                     1                         639000.00     64.63         0.00                64.63              413000.00              411906.16             0.00             0.00                 360                     357               360     93030   CA                      0.000      0.000        0.000      0.000       0.000        646               9/20/2006             0    N                                                  24   H
        1161   S               P                P                               10                  1    C4                    A4AL                         50      9.940                     1                         118000.00     90.00         0.00                90.00              106200.00              106056.05             0.00             0.00                 360                     357               360     39042   MS                      0.000      0.000        0.000      0.000       0.000        584               9/28/2006             0    N                                                  36   H
        1162   S               P                P                               73                  1                      1   A5AL                         50     10.040                     1                          66501.00     80.00         0.00                80.00               53200.80               53106.27             0.00             0.00                 360                     356               360     38328   TN                      7.040     16.040       10.040      1.500       1.000        529                9/8/2006             0    Y                                                  24   H
        1163   S               P                C                               73                  1                      1   AXAL                         23      8.550                     1                         155000.00     83.87         0.00                83.87              130000.00              129764.48             0.00             0.00                 360                     357               360     23504   VA                      5.550     14.550        8.550      1.500       1.000        620               9/27/2006             0    N                                                  24   H
        1164   S               P                R                               73                  1                      1   A4AL                         39      9.700                     1                          85000.00     90.00         0.00                90.00               76500.00               76390.89             0.00             0.00                 360                     357               360     23224   VA                      6.700     15.700        9.700      1.500       1.000        552               9/27/2006             0    N                                                  24   H
        1165   S               P                P                               74                  1                      1   A5AL                         29      9.250                     1                         170000.00     90.00         0.00                90.00              153000.00              152760.21             0.00             0.00                 360                     357               360     47401   IN                      7.250     15.250        9.250      1.500       1.000        544               10/2/2006             0    Y                                                  36   H
        1166   P               P                P                               73                  1                      1   A5AL                         43      7.900                     1                         220475.00     80.00        20.00               100.00              176380.00              176015.29         44095.00             0.00                 360                     357               360     33404   FL                      4.900     14.900        7.900      1.500       1.000        602                9/6/2006             0    Y                                                  24   H
        1167   P               P                C                               73                  1    C3                    A5AL                         18      8.650                     1                         176000.00     89.49         0.00                89.49              157500.00              157310.69             0.00             0.00                 360                     355               480     85351   AZ                      6.500     14.650        8.650      1.500       1.000        684               7/11/2006             0    Y                                                  24   H
        1168   S               P                C                               10                  1    C1                    A4AL                         29      6.320                     1                         330000.00     75.76         0.00                75.76              250000.00              248577.25             0.00             0.00                 360                     354               360     97058   OR                      0.000      0.000        0.000      0.000       0.000        669               6/26/2006             0    N                                                  36   H
        1169   S               P                C                               73                  1                      1   AXAL                         44      9.050                     1                         210000.00     85.00         0.00                85.00              178500.00              178010.21             0.00             0.00                 360                     355               360     30316   GA                      6.500     15.050        9.050      1.500       1.000        556                7/6/2006             0    N                                                   0
        1170   S               P                C                               74                  1    C1                    A4AL                         48      8.250                     1                         216000.00     92.59         0.00                92.59              200000.00              199839.05             0.00             0.00                 360                     357               480     97058   OR                      6.250     14.250        8.250      1.500       1.000        661                9/1/2006             0    N                                                  36   H
        1171   S               P                C                               73                  1    C4                    A4AL                         49      8.375                     1                         202000.00     80.00         0.00                80.00              161600.00              161398.40             0.00             0.00                 360                     358               360     30528   GA                      5.000     14.375        5.000      1.500       1.000        626               10/4/2006             0    N                                                  12   H
        1172   S               P                C                               10                  1                      1   A4AL                         40      9.950                     1                         174000.00     89.66         0.00                89.66              156000.00              155788.98             0.00             0.00                 360                     357               360     62208   IL                      0.000      0.000        0.000      0.000       0.000        565               9/15/2006             0    N                                                   0
        1173   S               P                C                               74                  1    C4                    A4AL                         44      7.990                     1                         165000.00     65.00         0.00                65.00              107250.00              106993.62             0.00             0.00                 360                     357               360     41539   KY                      5.000     13.990        7.990      1.500       1.000        584               9/14/2006             0    N                                                  36   H
        1174   S               P                C                               74                  1    C4                    B AL                         21     10.900                     1                          95000.00     75.00         0.00                75.00               71250.00               71171.40             0.00             0.00                 360                     357               360     40391   KY                      7.000     16.900       10.900      1.500       1.000        584               9/14/2006             0    N                                                  24   H
        1175   S               P                C                               74                  1                      1   AXAL                         48      8.350                     1                         154000.00     64.94         0.00                64.94              100000.00               99874.61             0.00             0.00                 360                     358               360     40503   KY                      5.350     14.350        8.350      1.500       1.000        548               9/29/2006             0    N                                                  36   H
        1176   S               P                P                               73                  1    C4                    A5AL                         46     10.975                     1                         284900.00     79.99         0.00                79.99              227900.00              227652.61             0.00             0.00                 360                     357               360     50265   IA                      7.000     16.975       10.975      1.500       1.000        555               9/28/2006             0    Y                                                   0
        1177   S               P                P                               73                  1    C4                    A5AL                         41     11.050                     1                          70000.00     95.00         0.00                95.00               66500.00               66428.98             0.00             0.00                 360                     357               360     46409   IN                      6.800     17.050       11.050      1.500       1.000        624               9/28/2006             0    Y                                                   0
        1178   P               P                C                               10                  1    C1                    A4AL                         37      7.500                     1                         550000.00     65.45         0.00                65.45              360000.00              359346.20             0.00             0.00                 360                     358               360     32835   FL                      0.000      0.000        0.000      0.000       0.000        629               9/29/2006             0    N                                                  36   H
        1179   S               P                C                               10                  1                      1   A4AL                         51      8.500                     1                         168000.00     93.75         0.00                93.75              157500.00              157308.49             0.00             0.00                 360                     358               360     74301   OK                      0.000      0.000        0.000      0.000       0.000        632               9/29/2006             0    N                                                   0
        1180   S               P                C                               10                  1                      1   A5AL                         24      9.250                     1                          92000.00     66.30         0.00                66.30               61000.00               60904.40             0.00             0.00                 360                     357               360     52722   IA                      0.000      0.000        0.000      0.000       0.000        621               9/20/2006             0    Y                                                   0
        1181   S               P                C                               10                  1    C4                    A5AL                         42      9.000                     1                         142000.00     52.82         0.00                52.82               75000.00               74917.75             0.00             0.00                 360                     358               360     70438   LA                      0.000      0.000        0.000      0.000       0.000        560               10/4/2006             0    Y                                                  36   H
        1182   S               P                C                               10                  1                      1   A4AL                         28      7.750                     1                         173800.00     84.00         0.00                84.00              146000.00              145793.25             0.00             0.00                 360                     358               360     38655   MS                      0.000      0.000        0.000      0.000       0.000        643               9/27/2006             0    N                                                  24   H
        1183   S               P                C                               73                  1                      1   A4AL                         52      8.830                     1                         120000.00     90.00         0.00                90.00              108000.00              107815.32             0.00             0.00                 360                     357               360     39629   MS                      5.410     14.830        8.830      1.500       1.000        608               9/14/2006             0    N                                                  24   H
        1184   S               P                C                               10                  1                      1   A4AL                         21      9.705                     1                         125000.00     90.00         0.00                90.00              112500.00              112339.75             0.00             0.00                 360                     357               360     31419   GA                      0.000      0.000        0.000      0.000       0.000        619               9/18/2006             0    N                                                  36   H
        1185   S               P                C                               10                  1                      1   AXAL                         20     10.375                     1                          65000.00     38.46         0.00                38.46               25000.00               24882.95             0.00             0.00                 180                     178               180     73401   OK                      0.000      0.000        0.000      0.000       0.000        503              10/17/2006             0    N                                                  36   H
        1186   S               P                C                               10                  1                      1   A4AL                         41     10.990                     1                         141000.00     90.00         0.00                90.00              126900.00              126762.71             0.00             0.00                 360                     357               360     35068   AL                      0.000      0.000        0.000      0.000       0.000        543               9/23/2006             0    N                                                   0
        1187   P               P                C                               73                  1                      1   A4AL                         31     10.440                     1                          80000.00     84.50         0.00                84.50               67600.00               67517.65             0.00             0.00                 360                     357               360     32514   FL                      7.020     16.440       10.440      1.500       1.000        542               9/25/2006             0    N                                                  24   H
        1188   P               P                C                               10                  1    C4                    A4AL                         50      8.760                     1                         192900.00     70.00         0.00                70.00              135030.00              134795.70             0.00             0.00                 360                     357               360     34668   FL                      0.000      0.000        0.000      0.000       0.000        585               9/25/2006             0    N                                                  36   H
        1189   S               P                C                               73                  1                      1   A4AL                         44      9.885                     1                         116000.00     95.00         0.00                95.00              110200.00              110048.89             0.00             0.00                 360                     357               360     35404   AL                      6.465     15.885        9.885      1.500       1.000        593               9/25/2006             0    N                                                   0
        1190   S               P                C                               73                  1                      1   AMAL                         39      9.680                     1                          87100.00     76.92         0.00                76.92               67000.00               66904.06             0.00             0.00                 360                     357               360     63628   MO                      6.260     15.680        9.680      1.500       1.000        602               9/26/2006             0    N                                                  24   H
        1191   S               P                P                               73                  1    C4                    A5AL                         32      9.550                     1                         203000.00     90.00         0.00                90.00              182700.00              182431.11             0.00             0.00                 360                     357               360     70065   LA                      6.130     15.550        9.550      1.500       1.000        610               9/28/2006             0    Y                                                  24   H
        1192   S               I                C                               73                  1                      1   A4AL                         43      8.990                     1                         119000.00     80.00         0.00                80.00               95200.00               95042.49             0.00             0.00                 360                     357               360     30824   GA                      5.570     14.990        8.990      1.500       1.000        597               9/29/2006             0    N                                                  24   H
        1193   S               P                C                               73                  1                      1   A4AL                         49      9.900                     1                         113000.00     80.00         0.00                80.00               90400.00               90317.96             0.00             0.00                 360                     358               360     72758   AR                      6.540     15.900        9.900      1.500       1.000        501               10/9/2006             0    N                                                  24   H
        1194   S               P                C                               73                  1                      1   AMAL                         44     10.660                     1                         146900.00     80.00         0.00                80.00              117520.00              117383.46             0.00             0.00                 360                     357               360     30701   GA                      7.240     15.410       10.660      1.500       1.000        522               9/14/2006             0    N                                                  24   H
        1195   S               P                P                               73                  1    C4                    A5AL                         37      9.330                     1                         171000.00     90.00         0.00                90.00              153900.00              153662.79             0.00             0.00                 360                     357               360     39426   MS                      5.910     15.330        9.330      1.500       1.000        607               9/18/2006             0    Y                                                  24   H
        1196   S               P                R                               73                  1    C4                    A5AL                         42      9.580                     1                         145000.00     86.90         0.00                86.90              126000.00              125815.71             0.00             0.00                 360                     357               360     38732   MS                      6.160     15.580        9.580      1.500       1.000        607               9/15/2006             0    Y                                                  24   H
        1197   S               P                C                               73                  1                      1   A4AL                         29     10.220                     1                         200000.00     90.00         0.00                90.00              180000.00              179919.45             0.00             0.00                 360                     357               480     31204   GA                      6.800     16.220        6.800      1.500       1.000        547               9/18/2006             0    N                                                  24   H
        1198   S               P                P                               73                  1                      1   A5AL                         51      8.860                     1                         172500.00     80.00         0.00                80.00              138000.00              138000.00             0.00             0.00                 360                     357               360     39073   MS                      5.440     14.860        8.860      1.500       1.000        562               9/15/2006            24    Y                                                  12   H
        1199   S               P                R                               10                  1                      1   A5AL                         52      8.635                     1                         140000.00     78.57         0.00                78.57              110000.00              109804.18             0.00             0.00                 360                     357               360     36507   AL                      0.000      0.000        0.000      0.000       0.000        655               9/15/2006             0    Y                                                   0
        1200   S               P                C                               10                  1    C4                    AMAL                         35     10.135                     1                         163210.00     59.43         0.00                59.43               97000.00               96873.86             0.00             0.00                 360                     357               360     37052   TN                      0.000      0.000        0.000      0.000       0.000        580               9/21/2006             0    N                                                  24   H
        1201   S               P                C                               73                  1                      1   A5AL                         19      9.990                     1                          77000.00     90.00         0.00                90.00               69300.00               69207.05             0.00             0.00                 360                     357               360     29645   SC                      6.570     15.990        6.570      1.500       1.000        594               9/22/2006             0    Y                                                   0
        1202   P               P                P                               73                  1    C4                    A4AL                         47      9.990                     1                         305000.00     94.34         0.00                94.34              287750.00              287364.10             0.00             0.00                 360                     357               360     32221   FL                      6.570     15.990        9.990      1.500       1.000        595               9/20/2006             0    N                                                  24   H
        1203   S               P                C                               73                  1    C4                    AXAL                         42      8.830                     1                         199000.00     62.81         0.00                62.81              125000.00              124786.22             0.00             0.00                 360                     357               360     32771   FL                      5.410     14.830        8.830      1.500       1.000        522               9/22/2006             0    N                                                  24   H
        1204   C               P                P                               73                  1    C4                    A5AL                         50     10.510                     1                         219900.00     95.00         0.00                95.00              208905.00              208819.47             0.00             0.00                 360                     357               480     34202   FL                      7.090     16.510        7.090      1.500       1.000        615               9/22/2006             0    Y                                                  12   H
        1205   S               P                C                               73                  1    C4                    A4AL                         21      7.760                     1                         300000.00     61.33         0.00                61.33              184000.00              183829.45             0.00             0.00                 360                     357               480     33765   FL                      4.340     13.760        4.340      1.500       1.000        601               9/25/2006             0    N                                                  24   H
        1206   S               P                R                               73                  1    C4                    A4AL                         48      9.385                     1                         198000.00     68.69         0.00                68.69              136000.00              136000.00             0.00             0.00                 360                     357               360     35209   AL                      5.965     15.385        9.385      1.500       1.000        687               9/22/2006            24    N                                                   0
        1207   S               P                R                               10                  1                      1   A4AL                         42     10.405                     1                         145000.00     77.59         0.00                77.59              112500.00              112361.91             0.00             0.00                 360                     357               360     36544   AL                      0.000      0.000        0.000      0.000       0.000        632               9/25/2006             0    N                                                   0
        1208   S               P                C                               73                  1                      1   A5AL                         46     10.720                     1                          80000.00     90.00         0.00                90.00               72000.00               71917.43             0.00             0.00                 360                     357               360     36618   AL                      7.300     16.720       10.720      1.500       1.000        555               9/25/2006             0    Y                                                   0
        1209   S               P                C                               73                  1                      1   A4AL                         45      7.880                     1                         443000.00     71.11         0.00                71.11              315000.00              314346.05             0.00             0.00                 360                     357               360     35960   AL                      4.460     13.880        4.460      1.500       1.000        596               9/25/2006             0    N                                                   0
        1210   S               P                R                               73                  1                      1   A5AL                         50      9.610                     1                          85000.00     78.82         0.00                78.82               67000.00               66935.34             0.00             0.00                 360                     358               360     36078   AL                      6.190     15.610        9.610      1.500       1.000        571               9/28/2006             0    Y                                                   0
        1211   C               I                P                               73                  1                      1   A4AL                         50      8.830                     1                         140000.00     90.00         0.00                90.00              126000.00              125784.53             0.00             0.00                 360                     357               360     70809   LA                      5.410     14.830        5.410      1.500       1.000        672               9/28/2006             0    N                                                  24   H
        1212   S               P                R                               73                  1    C4                    A5AL                         29      8.260                     1                         188000.00     56.91         0.00                56.91              107000.00              106794.32             0.00             0.00                 360                     357               360     70458   LA                      4.750     14.260        8.260      1.500       1.000        637               9/28/2006             0    Y                                                  24   H
        1213   S               P                R                               73                  1                      1   A4AL                         51      9.990                     1                         176000.00     88.07         0.00                88.07              155000.00              154862.00             0.00             0.00                 360                     358               360     75572   TX                      6.570     15.990        9.990      1.500       1.000        597               10/2/2006             0    N                                                   0
        1214   P               P                C                               73                  1    C4                    B AL                         50      9.460                     1                         350000.00     42.86         0.00                42.86              150000.00              149850.59             0.00             0.00                 360                     358               360     34243   FL                      6.040     15.460        9.460      1.500       1.000        615               9/28/2006             0    N                                                  24   H
        1215   S               P                P                               73                  1                      1   A5AL                         52      8.450                     1                         185000.00     89.24         0.00                89.24              165100.00              164794.71             0.00             0.00                 360                     357               360     39556   MS                      5.300     14.450        8.450      1.500       1.000        640               9/29/2006             0    Y                                                  24   H
        1216   P               P                P                               73                  1                      1   A4AL                         40      8.760                     1                         230600.00     79.99         0.00                79.99              184450.00              184129.95             0.00             0.00                 360                     357               360     35758   AL                      5.340     15.760        8.760      1.500       1.000        652               9/28/2006             0    N                                                   0
        1217   S               P                P                               73                  1                      1   A5AL                         28      9.965                     1                         164000.00     90.00         0.00                90.00              147600.00              147401.01             0.00             0.00                 360                     357               360     35758   AL                      6.545     15.965        9.965      1.500       1.000        572               9/29/2006             0    Y                                                   0
        1218   S               P                C                               73                  1    C4                    A4AL                         32      8.500                     1                         251000.00     81.27         0.00                81.27              204000.00              203751.96             0.00             0.00                 360                     358               360     29379   SC                      5.080     14.500        8.500      1.500       1.000        617               9/29/2006             0    N                                                  24   H
        1219   S               P                C                               10                  1    C4                    A4AL                         40     10.000                     1                          80000.00     95.00         0.00                95.00               76000.00               75932.48             0.00             0.00                 360                     358               360     38127   TN                      0.000      0.000        0.000      0.000       0.000        593              10/17/2006             0    N                                                  36   H
        1220   S               P                P                               73                  1    C4                    A5AL                         47      8.130                     1                         300000.00     80.00         0.00                80.00              240000.00              239526.32             0.00             0.00                 360                     357               360     34208   FL                      4.710     14.130        8.130      1.500       1.000        619               9/29/2006             0    Y                                                  24   H
        1221   S               P                C                               73                  1    C4                    A4AL                         48      9.990                     1                         235000.00     95.00         0.00                95.00              223250.00              223051.23             0.00             0.00                 360                     358               360     33616   FL                      6.570     15.990        9.990      1.500       1.000        604               10/2/2006             0    N                                                  24   H
        1222   S               P                P                               73                  1    C4                    A4AL                         40      8.260                     1                         239000.00     68.62         0.00                68.62              164000.00              163684.76             0.00             0.00                 360                     357               360     31548   GA                      4.840     14.260        8.260      1.500       1.000        599               10/4/2006             0    N                                                  24   H
        1223   S               P                P                               73                  1                      1   A5AL                         51      8.510                     1                         120000.00     80.00         0.00                80.00               96000.00               95824.64             0.00             0.00                 360                     357               360     37043   TN                      5.090     14.510        8.510      1.500       1.000        648               10/4/2006             0    Y                                                  24   H
        1224   P               P                C                               73                  1    C4                    AMAL                         38     10.470                     1                         190000.00     78.95         0.00                78.95              150000.00              149879.48             0.00             0.00                 360                     358               360     29566   SC                      7.050     16.470       10.470      1.500       1.000        593               10/3/2006             0    N                                                   0
        1225   S               P                C                               73                  1                      1   A4AL                         38      8.775                     1                         148400.00     92.99         0.00                92.99              138000.00              137761.32             0.00             0.00                 360                     357               360     37167   TN                      5.355     14.775        8.775      1.500       1.000        669               10/4/2006             0    N                                                  24   H
        1226   S               P                C                               73                  1                      1   AXAL                         47     10.355                     1                         130000.00     85.00         0.00                85.00              110500.00              110362.90             0.00             0.00                 360                     357               360     70501   LA                      6.935     16.355       10.355      1.500       1.000        533               10/4/2006             0    N                                                  24   H
        1227   S               P                C                               73                  1    C4                    AMAL                         40      9.250                     1                         285000.00     80.00         0.00                80.00              228000.00              227762.69             0.00             0.00                 360                     358               360     38834   MS                      5.890     15.250        9.250      1.500       1.000        625               10/5/2006             0    N                                                  24   H
        1228   S               P                C                               73                  1                      1   A4AL                         37      8.560                     1                         235000.00     77.62         0.00                77.62              182400.00              182180.94             0.00             0.00                 360                     358               360     34655   FL                      5.200     14.560        8.560      1.500       1.000        541               10/6/2006             0    N                                                  24   H
        1229   S               P                P                               73                  1    C4                    A5AL                         28      9.630                     1                         145000.00     80.00         0.00                80.00              116000.00              115832.13             0.00             0.00                 360                     357               360     39573   MS                      6.270     15.630        9.630      1.500       1.000        585               10/5/2006             0    Y                                                  24   H
        1230   S               P                P                               73                  1    C4                    A4AL                         44     10.760                     1                         169000.00     95.00         0.00                95.00              160550.00              160428.84             0.00             0.00                 360                     358               360     36575   AL                      7.400     16.760       10.760      1.500       1.000        598               10/6/2006             0    N                                                   0
        1231   S               P                P                               73                  1    C4                    A4AL                         39      8.990                     1                         277400.00     95.00         0.00                95.00              263530.00              263359.35             0.00             0.00                 360                     357               480     71111   LA                      5.630     14.990        5.630      1.500       1.000        606               10/6/2006             0    N                                                  24   H
        1232   S               P                C                               73                  1                      1   AXAL                         42     10.160                     1                         130000.00     85.00         0.00                85.00              110500.00              110405.12             0.00             0.00                 360                     358               360     39759   MS                      6.800     16.160       10.160      1.500       1.000        512               10/6/2006             0    N                                                  24   H
        1233   P               I                C                               73                  1    C4                    B AL                         45      9.880                     1                         155000.00     60.00         0.00                60.00               93000.00               92872.32             0.00             0.00                 360                     357               360     34747   FL                      6.520     15.880        9.880      1.500       1.000        527               10/9/2006             0    N                                                  24   H
        1234   S               P                C                               10                  1    C4                    A4AL                         36      9.130                     1                         190000.00     75.79         0.00                75.79              144000.00              143846.32             0.00             0.00                 360                     358               360     70808   LA                      0.000      0.000        0.000      0.000       0.000        663              10/10/2006             0    N                                                  36   H
        1235   S               S                P                               73                  1    C4                    A4AL                         23      9.975                     1                         310000.00     95.00         0.00                95.00              294500.00              294500.00             0.00             0.00                 360                     358               360     34120   FL                      6.615     15.975        9.975      1.500       1.000        631              10/10/2006            24    N                                                  24   H
        1236   P               P                P                               73                  1    C4                    AMAL                         30      8.390                     1                         290000.00     80.00         0.00                80.00              232000.00              231711.49             0.00             0.00                 360                     358               360     27614   NC                      5.030     14.390        8.390      1.500       1.000        615              10/11/2006             0    N                                                  24   H
        1237   S               P                R                               73                  1                      1   A4AL                         50      9.800                     1                          71000.00     85.00         0.00                85.00               60350.00               60294.05             0.00             0.00                 360                     358               360     35761   AL                      6.400     15.800        9.800      1.500       1.000        556               10/6/2006             0    N                                                  24   H
        1238   C               P                R                               73                  1    C4                    A4AL                         31      9.140                     1                         230000.00     80.00        20.00               100.00              184000.00              183261.32         46000.00             0.00                 360                     356               480     33351   FL                      7.140     16.140        9.140      1.500       1.000        603               8/11/2006             0    N                                                  24   H
        1239   S               P                R                               74                  1                      1   A4AL                         50      8.640                     1                         175000.00     90.00         0.00                90.00              157500.00              157219.89             0.00             0.00                 360                     357               360     37130   TN                      6.640     15.640        8.640      1.500       1.000        597               9/22/2006             0    N                                                  36   H
        1240   C               P                P                               74                  1    C4                    A4AL                         40      8.670                     1                         350000.00     80.00        20.00               100.00              280000.00              279505.10         70000.00             0.00                 360                     357               360     33009   FL                      6.670     15.670        8.670      1.500       1.000        629               9/26/2006             0    N                                                  36   H
        1241   S               P                P                               73                  1                      1   A5AL                         13      8.290                     1                         224500.00     86.86         0.00                86.86              195000.00              194836.18             0.00             0.00                 360                     357               360     21227   MD                      6.290     15.290        8.290      1.500       1.000        613               9/22/2006            60    Y                                                   0
        1242   S               P                C                               10                  1                      1   AXAL                         52      7.650                     1                         223000.00     89.06         0.00                89.06              198600.00              198168.19             0.00             0.00                 360                     357               360     23508   VA                      0.000      0.000        0.000      0.000       0.000        630               9/23/2006             0    N                                                  60   H
        1243   S               P                R                               73                  1    C4                    A4AL                         31      9.440                     1                         265000.00     90.00         0.00                90.00              238500.00              238140.78             0.00             0.00                 360                     357               360     93648   CA                      7.440     16.440        9.440      1.500       1.000        597               9/20/2006             0    N                                                  24   H
        1244   S               P                R                                7                  1                      1   A5AL                         32      7.950                     1                          95000.00     74.74         0.00                74.74               71000.00               70937.69             0.00             0.00                 360                     357               480     44305   OH                      0.000      0.000        0.000      0.000       0.000        670               9/27/2006             0    Y                                                  60   H
        1245   F               P                P                               73                  1                      1   A5AL                         16      7.380                     1                         155000.00     80.00        20.00               100.00              124000.00              123715.48         31000.00             0.00                 360                     357               360     53222   WI                      5.465     14.380        7.380      1.500       1.000        679               9/20/2006             0    Y                                                  24   H
        1246   S               P                R                               74                  1                      1   A5AL                         46      8.070                     1                         210000.00     75.00         0.00                75.00              157500.00              157185.35             0.00             0.00                 360                     357               360     33461   FL                      6.070     15.070        8.070      1.500       1.000        523               9/25/2006             0    Y                                                  36   H
        1247   P               P                P                               74                  1    C4                    A5AL                         34      7.790                     1                         242000.00     71.07        17.77                88.84              172000.00              172000.00         43000.00             0.00                 360                     357               360     85355   AZ                      5.790     14.790        7.790      1.500       1.000        649               9/18/2006            60    Y                                                  12   H
        1248   S               P                R                               74                  1                      1   AXAL                         33      9.090                     1                         115100.00     90.00         0.00                90.00              103590.00              103365.31             0.00             0.00                 360                     356               360     32208   FL                      7.090     16.090        9.090      1.500       1.000        538               8/25/2006             0    N                                                  36   H
        1249   S               P                R                               73                  1    C4                    A5AL                         45      9.620                     1                         250000.00     80.00        20.00               100.00              200000.00              199709.93         50000.00             0.00                 360                     357               360     33063   FL                      7.520     16.620        9.620      1.500       1.000        611               9/18/2006             0    Y                                                  24   H
        1250   S               P                R                               10                  1                      1   A4AL                         52      7.640                     1                         250000.00     74.00         0.00                74.00              185000.00              184596.95             0.00             0.00                 360                     357               360     33023   FL                      0.000      0.000        0.000      0.000       0.000        575               9/22/2006             0    N                                                  60   H
        1251   S               P                R                               73                  1                      1   A4AL                         27      8.440                     1                         195000.00     75.00         0.00                75.00              146250.00              145979.01             0.00             0.00                 360                     357               360     63074   MO                      6.440     15.440        8.440      1.500       1.000        539               9/29/2006             0    N                                                  24   H
        1252   S               P                R                                7                  1                      1   A4AL                         40      8.890                     1                         140000.00     87.86         0.00                87.86              123000.00              122917.95             0.00             0.00                 360                     357               480     37218   TN                      0.000      0.000        0.000      0.000       0.000        569               9/20/2006             0    N                                                  60   H
        1253   S               P                R                                7                  1    C4                    A4AL                         20      8.540                     1                          87000.00     88.51         0.00                88.51               77000.00               76943.05             0.00             0.00                 360                     357               480     49017   MI                      0.000      0.000        0.000      0.000       0.000        664               9/27/2006             0    N                                                  36   H
        1254   S               P                P                               73                  1    C4                    A5AL                         43      9.640                     1                         164000.00     80.00        20.00               100.00              131200.00              131130.03         32800.00             0.00                 360                     357               480     27703   NC                      7.640     16.640        9.640      1.500       1.000        603               9/21/2006             0    Y                                                   0
        1255   S               P                P                               73                  1    C4                    A4AL                         30      8.340                     1                         135000.00     80.00        20.00               100.00              108000.00              107795.76         27000.00             0.00                 360                     357               360     27889   NC                      6.340     15.340        8.340      1.500       1.000        640               9/26/2006             0    N                                                   0
        1256   S               P                P                               74                  1                      1   A5AL                         13      8.290                     1                         218000.00     85.00         0.00                85.00              185300.00              184945.97             0.00             0.00                 360                     357               360     46507   IN                      6.290     15.290        8.290      1.500       1.000        552               9/22/2006             0    Y                                                  24   H
        1257   S               P                R                               73                  1    C4                    A4AL                         24      9.390                     1                          80000.00     90.00         0.00                90.00               72000.00               71890.40             0.00             0.00                 360                     357               360     53206   WI                      7.390     16.390        9.390      1.500       1.000        612                9/8/2006             0    N                                                  24   H
        1258   S               P                R                               73                  1                      1   A4AL                         39      7.840                     1                         160000.00     94.22         0.00                94.22              150750.00              150434.51             0.00             0.00                 360                     357               360     32209   FL                      5.840     14.840        7.840      1.500       1.000        649               9/27/2006             0    N                                                  24   H
        1259   S               P                R                               10                  1                      1   A4AL                         44      6.840                     1                         108000.00     80.00        17.59                97.59               86400.00               86179.47         19000.00             0.00                 360                     357               360     38141   TN                      0.000      0.000        0.000      0.000       0.000        609               9/21/2006             0    N                                                  60   H
        1260   S               P                R                               74                  1                      1   A4AL                         35      7.240                     1                         305000.00     64.92         0.00                64.92              198000.00              197424.22             0.00             0.00                 360                     357               360     85213   AZ                      5.240     14.240        7.240      1.500       1.000        569               9/22/2006             0    N                                                  36   H
        1261   F               P                R                               73                  1                      1   A4AL                         37      8.920                     1                         135000.00     85.00         0.00                85.00              114750.00              114674.12             0.00             0.00                 360                     357               480     53143   WI                      6.920     15.920        8.920      1.500       1.000        553               9/26/2006             0    N                                                  24   H
        1262   S               P                P                               74                  1    C4                    A5AL                         13      8.240                     1                         125001.00     79.59        19.90                99.49               99488.00               99295.97         24872.00             0.00                 360                     357               360     15235   PA                      6.240     15.240        8.240      1.500       1.000        645               9/29/2006             0    Y                                                  36   H
        1263   P               P                P                               10                  1                      1   A5AL                         45      7.740                     1                         180000.00     79.54        19.89                99.43              143178.00              142753.26         35794.00             0.00                 360                     357               360     31008   GA                      0.000      0.000        0.000      0.000       0.000        649               9/29/2006             0    Y                                                  60   H
        1264   S               P                C                               10                  1                      1   A4AL                         52      7.190                     1                         225000.00     80.00         0.00                80.00              180000.00              179569.80             0.00             0.00                 360                     357               360     23523   VA                      0.000      0.000        0.000      0.000       0.000        646               9/19/2006             0    N                                                  60   H
        1265   S               P                R                               74                  1    C4                    AXAL                         45      8.040                     1                         250000.00     80.00        20.00               100.00              200000.00              200000.00         50000.00             0.00                 360                     357               360     80226   CO                      6.040     15.040        8.040      1.500       1.000        641               9/19/2006            60    N                                                  36   H
        1266   P               P                R                               10                  1                      1   AXAL                         30      8.490                     1                         180000.00     93.89         0.00                93.89              169000.00              168690.04             0.00             0.00                 360                     357               360     46131   IN                      0.000      0.000        0.000      0.000       0.000        619                9/8/2006             0    N                                                  24   H
        1267   S               P                R                               74                  1                      1   AXAL                         43      9.640                     1                         272000.00     90.00         0.00                90.00              244800.00              244446.47             0.00             0.00                 360                     357               360     53022   WI                      7.640     16.640        9.640      1.500       1.000        554               9/14/2006             0    N                                                  36   H
        1268   S               P                R                               74                  1                      1   A4AL                         51      6.890                     1                         185000.00     80.00        20.00               100.00              148000.00              148000.00         37000.00             0.00                 360                     357               360     80229   CO                      4.890     13.890        6.890      1.500       1.000        654               9/20/2006            60    N                                                  36   H
        1269   S               P                R                               74                  1                      1   AMAL                         39      7.590                     1                         230000.00     65.78         0.00                65.78              151300.00              151300.00             0.00             0.00                 360                     357               360     63348   MO                      5.590     14.590        7.590      1.500       1.000        620               9/15/2006            60    N                                                  36   H
        1270   S               P                R                               74                  1    C4                    A4AL                         37      7.940                     1                         223000.00     72.31         0.00                72.31              161250.00              161250.00             0.00             0.00                 360                     357               360     85201   AZ                      5.940     14.940        7.940      1.500       1.000        620               9/18/2006            60    N                                                  36   H
        1271   S               P                P                               73                  1    C1                    A5AL                         21      8.590                     1                         140500.00     80.00        20.00               100.00              112400.00              112198.04         28100.00             0.00                 360                     357               360     72761   AR                      6.590     15.590        8.590      1.500       1.000        629               9/22/2006             0    Y                                                  24   H
        1272   S               P                P                               73                  1    C4                    A5AL                         46      9.940                     1                         152250.00     80.00        20.00               100.00              121800.00              121634.90         30450.00             0.00                 360                     357               360     48327   MI                      7.640     16.940        9.940      1.500       1.000        668               9/28/2006             0    Y                                                  24   H
        1273   S               P                R                               73                  1                      1   AXAL                         33      7.490                     1                         245000.00     80.00        20.00               100.00              196000.00              195560.01         49000.00             0.00                 360                     357               360     53208   WI                      5.490     14.490        7.490      1.500       1.000        639               9/22/2006             0    N                                                  24   H
        1274   S               P                R                               74                  1    C4                    A4AL                         31      8.990                     1                         154000.00     85.00         0.00                85.00              130900.00              130683.43             0.00             0.00                 360                     357               360     48320   MI                      6.990     15.990        8.990      1.500       1.000        614               9/25/2006             0    N                                                  36   H
        1275   S               P                R                               73                  1    C4                    A4AL                         27      7.500                     1                         215000.00     90.00         0.00                90.00              193500.00              193500.00             0.00             0.00                 360                     357               360     85035   AZ                      5.500     14.500        7.500      1.500       1.000        659               9/22/2006            60    N                                                  24   H
        1276   S               P                C                               73                  1                      1   AMAL                         46      9.990                     1                         147000.00     46.26         0.00                46.26               68000.00               67908.80             0.00             0.00                 360                     357               360     48150   MI                      7.500     16.990        9.990      1.500       1.000        535               9/18/2006             0    N                                                  24   H
        1277   F               P                R                               74                  1    C4                    A4AL                         51      8.490                     1                         215000.00     80.00        20.00               100.00              172000.00              171684.55         43000.00             0.00                 360                     357               360     53074   WI                      6.490     15.490        8.490      1.500       1.000        664               9/18/2006             0    N                                                  36   H
        1278   S               P                R                               10                  1                      1   A4AL                         52      8.250                     1                          72000.00     79.17         0.00                79.17               57000.00               56890.22             0.00             0.00                 360                     357               360     45404   OH                      0.000      0.000        0.000      0.000       0.000        530               9/22/2006             0    N                                                  60   H
        1279   S               P                P                               73                  1                      1   A5AL                         17      8.240                     1                         182000.00     65.93        16.49                82.42              120000.00              120000.00         30000.00             0.00                 360                     357               360     85035   AZ                      6.240     15.240        8.240      1.500       1.000        612               9/20/2006            60    Y                                                  24   H
        1280   S               P                R                               73                  1                      1   A4AL                         28      7.390                     1                         200000.00     80.00        20.00               100.00              160000.00              160000.00         40000.00             0.00                 360                     357               360     38016   TN                      5.490     14.390        7.390      1.500       1.000        665               9/20/2006            60    N                                                  24   H
        1281   S               P                R                               73                  1                      1   A4AL                         43      8.280                     1                         244000.00     88.52         0.00                88.52              216000.00              215827.70             0.00             0.00                 360                     357               480     85008   AZ                      6.280     15.280        8.280      1.500       1.000        575               9/20/2006             0    N                                                  12   H
        1282   C               P                C                               74                  1                      1   A4AL                         52      7.990                     1                         127500.00     90.00         0.00                90.00              114750.00              114516.98             0.00             0.00                 360                     357               360     21215   MD                      5.990     14.990        7.990      1.500       1.000        594               9/22/2006             0    N                                                  36   H
        1283   S               P                P                               74                  1                      1   A5AL                         36      8.340                     1                         159000.00     77.99         0.00                77.99              124000.00              123765.49             0.00             0.00                 360                     357               360     34606   FL                      6.340     15.340        8.340      1.500       1.000        549               9/18/2006             0    Y                                                  36   H
        1284   F               P                R                               74                  1    C4                    AMAL                         47      8.340                     1                         128000.00     68.36         0.00                68.36               87500.00               87334.53             0.00             0.00                 360                     357               360     53218   WI                      6.340     15.340        8.340      1.500       1.000        578               9/20/2006             0    N                                                  36   H
        1285   S               P                R                               74                  1                      1   A4AL                         47      6.690                     1                         150000.00     79.47        19.86                99.33              119200.00              118886.74         29800.00             0.00                 360                     357               360     37115   TN                      5.480     13.690        6.690      1.500       1.000        665               9/27/2006             0    N                                                  36   H
        1286   S               P                R                               10                  1    C4                    A4AL                         42      9.140                     1                          82000.00     90.00         0.00                90.00               73800.00               73681.65             0.00             0.00                 360                     357               360     70714   LA                      0.000      0.000        0.000      0.000       0.000        674               9/20/2006             0    N                                                  60   H
        1287   S               P                R                               10                  1    C4                    AMAL                         20      7.000                     1                         170000.00     62.94         0.00                62.94              107000.00              106735.36             0.00             0.00                 360                     357               360     32905   FL                      0.000      0.000        0.000      0.000       0.000        564               9/20/2006             0    N                                                  60   H
        1288   S               P                P                               74                  1    C4                    A5AL                         41      9.540                     1                         137000.00     80.00        20.00               100.00              109600.00              109438.34         27400.00             0.00                 360                     357               360     27577   NC                      7.540     16.540        9.540      1.500       1.000        602               10/4/2006             0    Y                                                   0
        1289   S               P                R                               73                  1                      1   A4AL                         43      9.100                     1                         245000.00     90.00         0.00                90.00              220500.00              220143.44             0.00             0.00                 360                     357               360     53089   WI                      7.100     16.100        9.100      1.500       1.000        580               9/20/2006             0    N                                                  12   H
        1290   S               P                P                               10                  1                      1   A5AL                         35      8.140                     1                         105000.00     77.33        19.34                96.67               81200.00               81040.07         20300.00             0.00                 360                     357               360     37388   TN                      0.000      0.000        0.000      0.000       0.000        605               9/20/2006             0    Y                                                  36   H
        1291   S               I                R                               73                  1                      1   A4AL                         16      8.640                     1                         170000.00     80.00         0.00                80.00              136000.00              135758.11             0.00             0.00                 360                     357               360     85015   AZ                      6.640     15.640        8.640      1.500       1.000        617               9/26/2006             0    N                                                  24   H
        1292   S               P                P                               73                  1                      1   A5AL                         42      9.590                     1                         111000.00     77.97         0.00                77.97               86550.00               86339.06             0.00             0.00                 360                     357               360     18433   PA                      7.590     16.590        9.590      1.500       1.000        519               9/25/2006             0    Y                                                  24   H
        1293   S               P                R                               74                  1                      1   A4AL                         29      8.250                     1                         175000.00     57.14         0.00                57.14              100000.00               99807.37             0.00             0.00                 360                     357               360     49092   MI                      6.250     15.250        8.250      1.500       1.000        592               9/22/2006             0    N                                                  36   H
        1294   P               P                R                               73                  1    C4                    A4AL                         38      7.990                     1                         270000.00     88.33         0.00                88.33              238500.00              238500.00             0.00             0.00                 360                     357               360     32818   FL                      5.990     14.990        7.990      1.500       1.000        620               9/18/2006            60    N                                                  24   H
        1295   S               P                R                               74                  1                      1   AXAL                         31      7.790                     1                         225000.00     90.00         0.00                90.00              202500.00              202071.90             0.00             0.00                 360                     357               360     53149   WI                      5.790     14.790        7.790      1.500       1.000        660               9/21/2006             0    N                                                  36   H
        1296   S               P                R                               10                  1                      1   A4AL                         48      8.090                     1                         191000.00     90.00         0.00                90.00              171900.00              170161.18             0.00             0.00                 360                     357               360     37207   TN                      0.000      0.000        0.000      0.000       0.000        623               9/20/2006             0    N                                                  36   H
        1297   S               P                P                               73                  1    C4                    A5AL                         44      8.590                     1                         130000.00     80.00        20.00               100.00              104000.00              103813.14         26000.00             0.00                 360                     357               360     53216   WI                      6.590     15.590        8.590      1.500       1.000        621               9/27/2006             0    Y                                                  24   H
        1298   S               P                R                               73                  1    C4                    A4AL                         42      8.640                     1                         180000.00     80.00        20.00               100.00              144000.00              143743.92         36000.00             0.00                 360                     357               360     56071   MN                      5.150     15.640        8.640      1.500       1.000        650               9/19/2006             0    N                                                  24   H
        1299   T               P                P                               74                  1                      1   A5AL                         49      7.240                     1                         187310.00     80.00        20.00               100.00              149848.00              149848.00         37462.00             0.00                 360                     357               360     63366   MO                      5.240     14.240        7.240      1.500       1.000        687               9/29/2006            60    Y                                                  36   H
        1300   S               P                R                               73                  1                      1   C AL                         27      9.890                     1                          78000.00     70.00         0.00                70.00               54600.00               54525.22             0.00             0.00                 360                     357               360     15122   PA                      6.890     16.890        9.890      1.500       1.000        535               9/25/2006             0    N                                                  24   H
        1301   S               P                P                               73                  1    C4                    A4AL                         39      8.250                     1                         147640.00     80.00        20.00               100.00              118112.00              117884.48         29528.00             0.00                 360                     357               360     48174   MI                      6.250     15.250        8.250      1.500       1.000        651               9/28/2006             0    N                                                  24   H
        1302   S               P                P                               73                  1    C4                    A5AL                         31      8.190                     1                         191000.00     80.00        20.00               100.00              152800.00              152800.00         38200.00             0.00                 360                     357               360     85033   AZ                      6.190     15.190        8.190      1.500       1.000        664               9/25/2006            60    Y                                                  24   H
        1303   S               P                C                               10                  1    C4                    A4AL                         31      8.240                     1                         208000.00     80.00         0.00                80.00              166400.00              166078.82             0.00             0.00                 360                     357               360     85302   AZ                      0.000      0.000        0.000      0.000       0.000        606               9/22/2006             0    N                                                  60   H
        1304   S               P                P                               10                  1                      1   A5AL                         45      7.340                     1                         198000.00     80.00         0.00                80.00              158400.00              158033.66             0.00             0.00                 360                     357               360     33401   FL                      0.000      0.000        0.000      0.000       0.000        657               9/25/2006             0    Y                                                   0
        1305   S               P                R                               10                  1                      1   A4AL                         22      7.490                     1                         182980.00     73.78         0.00                73.78              135000.00              134263.11             0.00             0.00                 240                     237               240     37043   TN                      0.000      0.000        0.000      0.000       0.000        610               9/25/2006             0    N                                                  36   H
        1306   S               P                C                               73                  1                      1   A4AL                         52      7.740                     1                         300000.00     80.00        20.00               100.00              240000.00              240000.00         60000.00             0.00                 360                     357               360     85901   AZ                      5.740     14.740        7.740      1.500       1.000        593               9/20/2006            60    N                                                  24   H
        1307   S               P                R                               10                  1                      1   A4AL                         48      7.440                     1                         118000.00     80.00         0.00                80.00               94400.00               94185.98             0.00             0.00                 360                     357               360     70816   LA                      0.000      0.000        0.000      0.000       0.000        672               9/15/2006             0    N                                                  60   H
        1308   S               P                R                               10                  1                      1   B AL                         32      8.930                     1                         210000.00     80.00         0.00                80.00              168000.00              167631.72             0.00             0.00                 360                     357               360     37148   TN                      0.000      0.000        0.000      0.000       0.000        558               9/25/2006             0    N                                                  60   H
        1309   S               P                R                               73                  1                      1   AXAL                         51      8.940                     1                         202000.00     85.00         0.00                85.00              171700.00              171412.98             0.00             0.00                 360                     357               360     30252   GA                      6.940     15.940        8.940      1.500       1.000        546               9/18/2006             0    N                                                  24   H
        1310   S               P                P                               73                  1                      1   A5AL                         29      7.240                     1                         256000.00     77.81        19.46                97.27              199200.00              198730.08         49800.00             0.00                 360                     357               360     53225   WI                      5.240     14.240        7.240      1.500       1.000        646               9/25/2006             0    Y                                                  24   H
        1311   S               P                R                               10                  1                      1   A5AL                         35      7.840                     1                         110000.00     80.00         0.00                80.00               88000.00               87815.83             0.00             0.00                 360                     357               360     37918   TN                      0.000      0.000        0.000      0.000       0.000        590               9/18/2006             0    Y                                                  60   H
        1312   S               P                R                               10                  1                      1   A4AL                         34      9.790                     1                          82000.00     90.00         0.00                90.00               73800.00               73696.75             0.00             0.00                 360                     357               360     38118   TN                      0.000      0.000        0.000      0.000       0.000        554               9/15/2006             0    N                                                  60   H
        1313   T               P                C                               74                  1                      1   AXAL                         40      8.540                     1                         180000.00     72.22         0.00                72.22              130000.00              129763.99             0.00             0.00                 360                     357               360     23455   VA                      6.540     15.540        8.540      1.500       1.000        501               9/22/2006             0    N                                                  36   H
        1314   S               P                R                               10                  1                      1   A4AL                         29      9.920                     1                         171000.00     90.00         0.00                90.00              153900.00              153690.50             0.00             0.00                 360                     357               360     32068   FL                      0.000      0.000        0.000      0.000       0.000        553               9/22/2006             0    N                                                  36   H
        1315   S               P                R                               10                  1                      1   A4AL                         18      9.240                     1                          75000.00     66.67         0.00                66.67               50000.00               49921.46             0.00             0.00                 360                     357               360     44085   OH                      0.000      0.000        0.000      0.000       0.000        547               9/29/2006             0    N                                                  60   H
        1316   S               P                R                               74                  1                      1   A4AL                         42      8.990                     1                          90000.00     85.00         0.00                85.00               76500.00               76373.41             0.00             0.00                 360                     357               360     16101   PA                      6.990     15.990        8.990      1.500       1.000        526               9/25/2006             0    N                                                  36   H
        1317   S               P                R                               10                  1                      1   A4AL                         44      7.990                     1                         265000.00     60.00         0.00                60.00              159000.00              158677.14             0.00             0.00                 360                     357               360     20019   DC                      0.000      0.000        0.000      0.000       0.000        568               9/21/2006             0    N                                                  36   H
        1318   S               P                C                               10                  1    C4                    A4AL                         28      7.490                     1                         117000.00     80.00         0.00                80.00               93600.00               93389.90             0.00             0.00                 360                     357               360     40741   KY                      0.000      0.000        0.000      0.000       0.000        651               9/25/2006             0    N                                                  60   H
        1319   S               P                P                               73                  1    C4                    A5AL                         46      8.990                     1                         147900.00     80.00        20.00               100.00              118320.00              118320.00         29580.00             0.00                 360                     357               360     97306   OR                      6.990     15.990        8.990      1.500       1.000        640               9/27/2006            60    Y                                                  24   H
        1320   P               P                R                               73                  1                      1   B AL                         26      8.940                     1                         210000.00     80.00         0.00                80.00              168000.00              167888.89             0.00             0.00                 360                     357               480     85222   AZ                      6.940     15.940        8.940      1.500       1.000        538               9/18/2006             0    N                                                  24   H
        1321   P               P                P                               74                  1                      1   AXAL                         18      7.740                     1                         130000.00     80.00        20.00               100.00              104000.00              103777.93         26000.00             0.00                 360                     357               360     37186   TN                      5.740     14.740        7.740      1.500       1.000        604               9/29/2006             0    N                                                  36   H
        1322   S               P                P                               74                  1    C4                    A5AL                         20      8.880                     1                          70500.00     85.82        14.18               100.00               60500.00               60397.61         10000.00             0.00                 360                     357               360     49866   MI                      6.880     15.880        8.880      1.500       1.000        599               9/26/2006             0    Y                                                  36   H
        1323   P               P                R                               10                  1                      1   A5AL                         14      6.790                     1                         216000.00     34.77         0.00                34.77               75100.00               74653.84             0.00             0.00                 240                     237               240     18229   PA                      0.000      0.000        0.000      0.000       0.000        632               9/26/2006             0    Y                                                  60   H
        1324   C               P                P                               74                  1                      1   A5AL                         15      7.790                     1                         169000.00     71.01        17.75                88.76              120000.00              119968.16         30000.00             0.00                 360                     358               360     48202   MI                      5.790     14.790        7.790      1.500       1.000        625               10/3/2006            60    Y                                                  36   H
        1325   S               P                P                               73                  1    C4                    A5AL                         49      9.240                     1                         226000.00     79.65        19.91                99.56              180000.00              179717.30         45000.00             0.00                 360                     357               360     33415   FL                      7.240     16.240        9.240      1.500       1.000        624               9/28/2006             0    Y                                                  24   H
        1326   S               P                P                               73                  1    C4                    A5AL                         48      8.790                     1                         295000.00     80.00        20.00               100.00              236000.00              236000.00         59000.00             0.00                 360                     357               360     85225   AZ                      6.790     15.790        8.790      1.500       1.000        639               9/25/2006            60    Y                                                  24   H
        1327   S               P                R                               73                  1    C4                    A4AL                         33      9.870                     1                         205000.00     80.00        20.00               100.00              164000.00              162339.19         41000.00             0.00                 360                     357               360     33563   FL                      6.870     16.870        9.870      1.500       1.000        619               9/25/2006             0    N                                                  24   H
        1328   S               P                C                               74                  1                      1   A4AL                         43      7.000                     1                         249000.00     69.88         0.00                69.88              174000.00              173569.61             0.00             0.00                 360                     357               360     23513   VA                      5.000     14.000        7.000      1.500       1.000        695               9/22/2006             0    N                                                  36   H
        1329   S               P                P                               73                  1    C4                    A5AL                         47      8.890                     1                         245000.00     80.00        20.00               100.00              196000.00              195668.94         49000.00             0.00                 360                     357               360     55374   MN                      6.890     15.890        8.890      1.500       1.000        636               10/4/2006             0    Y                                                  24   H
        1330   P               P                P                               73                  1    C4                    A5AL                         49      8.940                     1                         246900.00     80.00        20.00               100.00              197520.00              197520.00         49380.00             0.00                 360                     357               360     21740   MD                      6.940     15.940        8.940      1.500       1.000        625               9/29/2006            60    Y                                                   0
        1331   T               P                R                               10                  1                      1   A4AL                         51      7.390                     1                         200000.00     84.75         0.00                84.75              169500.00              169111.85             0.00             0.00                 360                     357               360     21220   MD                      0.000      0.000        0.000      0.000       0.000        677               9/25/2006             0    N                                                  36   H
        1332   S               P                P                               73                  1                      1   A5AL                         45      7.490                     1                         249900.00     80.00        20.00               100.00              199920.00              199920.00         49980.00             0.00                 360                     357               360     38305   TN                      5.490     14.490        7.490      1.500       1.000        616               9/25/2006            60    Y                                                  24   H
        1333   S               P                P                               74                  1                      1   AXAL                         19      7.690                     1                         307000.00     80.00        20.00               100.00              245600.00              245070.26         61400.00             0.00                 360                     357               360     30024   GA                      5.690     14.690        7.690      1.500       1.000        606               9/22/2006             0    N                                                  36   H
        1334   S               P                R                               74                  1    C4                    A4AL                         25      7.750                     1                         200000.00     80.00        20.00               100.00              160000.00              159659.02         40000.00             0.00                 360                     357               360     53227   WI                      5.750     14.750        7.750      1.500       1.000        679               9/29/2006             0    N                                                  36   H
        1335   S               P                C                               10                  1                      1   A4AL                         33      8.050                     1                         210000.00     90.00         0.00                90.00              189000.00              188620.86             0.00             0.00                 360                     357               360     70003   LA                      0.000      0.000        0.000      0.000       0.000        591               9/18/2006             0    N                                                  60   H
        1336   T               P                R                               74                  1                      1   A4AL                         43      7.690                     1                         320000.00     90.00         0.00                90.00              288000.00              288000.00             0.00             0.00                 360                     357               360     21234   MD                      5.690     14.690        7.690      1.500       1.000        609               9/25/2006            60    N                                                  36   H
        1337   S               P                R                               73                  1    C4                    AXAL                         32      8.890                     1                         224000.00     73.66         0.00                73.66              165000.00              164721.29             0.00             0.00                 360                     357               360     47408   IN                      6.890     15.890        8.890      1.500       1.000        603               9/22/2006             0    N                                                  24   H
        1338   S               P                P                               73                  1                      1   A5AL                         40      8.290                     1                         240000.00     79.30        19.83                99.13              190320.00              189955.53         47580.00             0.00                 360                     357               360     53027   WI                      6.290     15.290        8.290      1.500       1.000        606               9/22/2006             0    Y                                                  24   H
        1339   S               P                R                               73                  1                      1   A5AL                         50      7.640                     1                         162000.00     88.89         0.00                88.89              144000.00              144000.00             0.00             0.00                 360                     357               360     40356   KY                      5.640     14.640        7.640      1.500       1.000        642               9/25/2006            60    Y                                                  24   H
        1340   P               P                P                               74                  1    C4                    A5AL                         11      7.590                     1                         340000.00     80.00        20.00               100.00              272000.00              272000.00         68000.00             0.00                 360                     357               360     32746   FL                      5.590     14.590        7.590      1.500       1.000        645               9/28/2006            60    Y                                                  36   H
        1341   S               P                P                               74                  1                      1   A4AL                         22      9.590                     1                         100000.00     80.00         0.00                80.00               80000.00               79883.24             0.00             0.00                 360                     357               360     40330   KY                      7.590     16.590        9.590      1.500       1.000        503               9/19/2006             0    N                                                  36   H
        1342   P               P                P                               74                  1    C4                    A5AL                         13      8.740                     1                         313976.00     80.00        20.00               100.00              251180.00              250742.39         62795.00             0.00                 360                     357               360     20603   MD                      6.740     15.740        8.740      1.500       1.000        648               9/29/2006             0    Y                                                   0
        1343   S               P                R                               73                  1                      1   A4AL                         49      7.590                     1                         365000.00     80.00        12.58                92.58              292000.00              291357.46         45900.00             0.00                 360                     357               360     53027   WI                      5.590     14.590        7.590      1.500       1.000        638               9/25/2006             0    N                                                  12   H
        1344   S               P                P                               74                  1                      1   A5AL                         19      7.790                     1                         127000.00     80.00        20.00               100.00              101600.00              101385.20         25400.00             0.00                 360                     357               360     36609   AL                      5.790     14.790        7.790      1.500       1.000        607               9/22/2006             0    Y                                                   0
        1345   S               P                P                               73                  1                      1   A4AL                         49      6.990                     1                         224000.00     80.00        20.00               100.00              179200.00              178755.88         44800.00             0.00                 360                     357               360     55428   MN                      5.500     13.990        6.990      1.500       1.000        675               9/28/2006             0    N                                                  24   H
        1346   S               P                P                               74                  1    C4                    A4AL                         27     10.590                     1                         109900.00     80.00        20.00               100.00               87920.00               87816.29         21980.00             0.00                 360                     357               360     38654   MS                      6.590     17.590       10.590      1.500       1.000        604               9/21/2006             0    N                                                  36   H
        1347   S               P                C                               10                  1                      1   AMAL                         47      8.490                     1                         289000.00     75.00         0.00                75.00              216750.00              216352.49             0.00             0.00                 360                     357               360     30542   GA                      0.000      0.000        0.000      0.000       0.000        514               9/22/2006             0    N                                                  60   H
        1348   S               P                C                               74                  1    C1                    A4AL                         36      8.250                     1                         110000.00     95.00         0.00                95.00              104500.00              104383.25             0.00             0.00                 360                     357               480     42101   KY                      6.250     15.250        8.250      1.500       1.000        629               9/27/2006             0    N                                                  36   H
        1349   S               P                C                               74                  1                      1   AMAL                         45      8.990                     1                         216000.00     65.00         0.00                65.00              140400.00              140309.08             0.00             0.00                 360                     357               480     70663   LA                      6.090     15.990        8.990      1.500       1.000        540               9/25/2006             0    N                                                  36   H
        1350   S               P                P                               73                  1    C4                    A5AL                         49      9.540                     1                         225750.00     80.00        20.00               100.00              180600.00              180333.62         45150.00             0.00                 360                     357               360     98590   WA                      7.540     16.540        9.540      1.500       1.000        617               10/2/2006             0    Y                                                  12   H
        1351   S               P                R                               10                  1                      1   AXAL                         50      8.290                     1                         101000.00     80.00        20.00               100.00               80800.00               80645.61         20200.00             0.00                 360                     357               360     35215   AL                      0.000      0.000        0.000      0.000       0.000        625               9/25/2006             0    N                                                   0
        1352   S               P                R                               74                  1                      1   A4AL                         43      8.800                     1                         215000.00     80.00         0.00                80.00              172000.00              171704.03             0.00             0.00                 360                     357               360     23321   VA                      6.800     15.800        8.800      1.500       1.000        548               9/25/2006             0    N                                                  36   H
        1353   S               P                P                               10                  1                      1   A4AL                         44      8.890                     1                         144000.00     80.00        20.00               100.00              115200.00              115005.42         28800.00             0.00                 360                     357               360     37129   TN                      0.000      0.000        0.000      0.000       0.000        617               9/27/2006             0    N                                                  36   H
        1354   S               P                R                               73                  1    C4                    A4AL                         45      9.090                     1                         140000.00     80.00        20.00               100.00              112000.00              111810.28         28000.00             0.00                 360                     357               360     53021   WI                      7.090     16.090        9.090      1.500       1.000        621               9/29/2006             0    N                                                  24   H
        1355   P               P                P                               73                  1    C4                    A5AL                         13      8.840                     1                         149000.00     80.00        20.00               100.00              119200.00              119200.00         29800.00             0.00                 360                     357               360     85232   AZ                      6.840     15.840        8.840      1.500       1.000        630               9/25/2006            60    Y                                                  24   H
        1356   P               P                P                               73                  1                      1   A4AL                         48      8.190                     1                         380000.00     90.00         0.00                90.00              342000.00              342000.00             0.00             0.00                 360                     357               360     85382   AZ                      6.190     15.190        8.190      1.500       1.000        625               9/26/2006            60    N                                                  24   H
        1357   S               P                P                               10                  1    C4                    A5AL                         36      9.440                     1                         141000.00     80.00        20.00               100.00              112800.00              112630.10         28200.00             0.00                 360                     357               360     28212   NC                      0.000      0.000        0.000      0.000       0.000        621               9/29/2006             0    Y                                                   0
        1358   T               P                P                               73                  1                      1   A5AL                         21      7.590                     1                         239900.00     79.70        19.92                99.62              191200.00              191200.00         47800.00             0.00                 360                     357               360     20640   MD                      5.590     14.590        7.590      1.500       1.000        630               9/26/2006            60    Y                                                  24   H
        1359   P               P                R                               10                  1                      1   AXAL                         40      7.650                     1                         180000.00     80.00        20.00               100.00              144000.00              143686.91         36000.00             0.00                 360                     357               360     46112   IN                      0.000      0.000        0.000      0.000       0.000        655               9/27/2006             0    N                                                  24   H
        1360   S               P                P                               10                  1                      1   A5AL                         26      7.250                     1                         111000.00     79.28        19.82                99.10               88000.00               87792.79         22000.00             0.00                 360                     357               360     46013   IN                      0.000      0.000        0.000      0.000       0.000        656               9/28/2006             0    Y                                                  24   H
        1361   S               P                R                               74                  1                      1   A5AL                         15      8.540                     1                         160000.00     85.00         0.00                85.00              136000.00              135753.12             0.00             0.00                 360                     357               360     35224   AL                      6.540     15.540        8.540      1.500       1.000        539               9/25/2006             0    Y                                                   0
        1362   S               P                P                               10                  1                      1   A5AL                         28      8.040                     1                         113645.00     80.00        20.00               100.00               90916.00               90733.24         22729.00             0.00                 360                     357               360     35444   AL                      0.000      0.000        0.000      0.000       0.000        636               9/29/2006             0    Y                                                   0
        1363   S               P                R                               74                  1                      1   A4AL                         37      8.890                     1                         207000.00     90.00         0.00                90.00              186300.00              185985.32             0.00             0.00                 360                     357               360     32068   FL                      6.890     15.890        8.890      1.500       1.000        554               9/28/2006             0    N                                                  36   H
        1364   S               P                R                               74                  1    C4                    A4AL                         50      8.240                     1                         189000.00     85.00         0.00                85.00              160650.00              160650.00             0.00             0.00                 360                     357               360     85023   AZ                      6.240     15.240        8.240      1.500       1.000        642               9/25/2006            60    N                                                  36   H
        1365   P               P                R                               74                  1                      1   AMAL                         49      8.990                     1                         167500.00     90.00         0.00                90.00              150750.00              150500.61             0.00             0.00                 360                     357               360     37214   TN                      6.990     15.990        8.990      1.500       1.000        534               9/27/2006             0    N                                                  36   H
        1366   S               P                P                               74                  1                      1   A5AL                         21      9.870                     1                          90000.00     90.00         0.00                90.00               81000.00               80888.59             0.00             0.00                 360                     357               360     46721   IN                      7.550     16.870        9.870      1.500       1.000        539               9/26/2006             0    Y                                                  24   H
        1367   S               P                P                               73                  1    C4                    A4AL                         22      8.350                     1                         115000.00     80.00        20.00               100.00               92000.00               91884.29         23000.00             0.00                 360                     358               360     49417   MI                      6.350     15.350        8.350      1.500       1.000        646               10/4/2006             0    N                                                  24   H
        1368   S               P                C                               74                  1                      1   A4AL                         45      7.690                     1                         192000.00     75.00         0.00                75.00              144000.00              143689.41             0.00             0.00                 360                     357               360     85041   AZ                      5.690     14.690        7.690      1.500       1.000        631               9/28/2006             0    N                                                  36   H
        1369   P               P                P                               73                  1                      1   A5AL                         50      8.140                     1                         387000.00     80.00        20.00               100.00              309600.00              309342.78         77400.00             0.00                 360                     357               480     37072   TN                      6.140     15.140        8.140      1.500       1.000        579               10/3/2006             0    Y                                                  12   H
        1370   S               P                P                               73                  1                      1   A5AL                         23      8.390                     1                         145000.00     78.90        19.72                98.62              114400.00              114185.86         28600.00             0.00                 360                     357               360     48239   MI                      6.390     15.390        8.390      1.500       1.000        600               9/27/2006             0    Y                                                  24   H
        1371   S               P                P                               73                  1                      1   AXAL                         45      8.990                     1                          76000.00     90.00         0.00                90.00               68400.00               68286.84             0.00             0.00                 360                     357               360     37185   TN                      6.990     15.990        8.990      1.500       1.000        553               9/28/2006             0    N                                                  24   H
        1372   S               P                P                               73                  1    C4                    A4AL                         44      8.710                     1                          99900.00     80.00        20.00               100.00               79920.00               79824.98         19980.00             0.00                 360                     358               360     37330   TN                      6.710     15.510        8.510      1.500       1.000        674               10/2/2006             0    N                                                  12   H
        1373   S               P                P                               74                  1                      1   A5AL                         12      7.840                     1                         124000.00     79.68        19.92                99.60               98800.00               98593.23         24700.00             0.00                 360                     357               360     37040   TN                      5.840     14.840        7.840      1.500       1.000        604               9/29/2006             0    Y                                                  36   H
        1374   P               P                R                               73                  1                      1   A4AL                         47      7.570                     1                         244000.00     80.00        20.00               100.00              195200.00              194768.74         48800.00             0.00                 360                     357               360     85014   AZ                      5.570     14.570        7.570      1.500       1.000        627               9/29/2006             0    N                                                  24   H
        1375   S               P                R                               10                  1    C1                    A5AL                         31      8.690                     1                          89000.00     80.00         0.00                80.00               71200.00               70864.97             0.00             0.00                 240                     237               240     46013   IN                      0.000      0.000        0.000      0.000       0.000        588               9/25/2006             0    Y                                                  24   H
        1376   S               P                P                               73                  1    C4                    A5AL                         22      9.340                     1                         143100.00     79.94        19.99                99.93              114400.00              114224.04         28600.00             0.00                 360                     357               360     83626   ID                      7.340     16.340        9.340      1.500       1.000        639               10/2/2006             0    Y                                                  24   H
        1377   S               P                C                               73                  1                      1   A4AL                         48      7.440                     1                         176000.00     90.00         0.00                90.00              158400.00              158040.30             0.00             0.00                 360                     357               360     23237   VA                      5.440     14.440        7.440      1.500       1.000        626               9/25/2006             0    N                                                  24   H
        1378   S               P                R                                7                  1                      1   A4AL                         43      7.640                     1                         135000.00     80.00         0.00                80.00              108000.00              107896.38             0.00             0.00                 360                     357               480     37209   TN                      0.000      0.000        0.000      0.000       0.000        618               9/25/2006             0    N                                                  60   H
        1379   S               P                P                               74                  1    C4                    A5AL                         47      9.790                     1                         117500.00     80.00        20.00               100.00               94000.00               93868.47         23500.00             0.00                 360                     357               360     28677   NC                      7.790     16.790        9.790      1.500       1.000        630               9/27/2006             0    Y                                                   0
        1380   P               P                R                               10                  1                      1   A4AL                         41      6.690                     1                         175000.00     90.00         0.00                90.00              157500.00              157075.50             0.00             0.00                 360                     357               360     33463   FL                      0.000      0.000        0.000      0.000       0.000        656               9/25/2006             0    N                                                  60   H
        1381   S               P                R                               73                  1                      1   AMAL                         26      8.890                     1                         123000.00     84.35         0.00                84.35              103750.00              103574.74             0.00             0.00                 360                     357               360     38117   TN                      6.890     15.890        8.890      1.500       1.000        523               9/25/2006             0    N                                                  24   H
        1382   S               P                P                               74                  1                      1   A5AL                         18      7.790                     1                         100000.00     80.00        20.00               100.00               80000.00               79805.72         20000.00             0.00                 360                     357               360     35222   AL                      5.790     14.790        7.790      1.500       1.000        604               9/28/2006             0    Y                                                   0
        1383   S               P                R                               73                  1    C4                    B AL                         26      8.790                     1                         145000.00     67.93         0.00                67.93               98500.00               98307.53             0.00             0.00                 360                     357               360     30707   GA                      6.790     15.790        8.790      1.500       1.000        692               9/25/2006             0    N                                                  24   H
        1384   S               P                P                               73                  1    C4                    A5AL                         11      9.490                     1                         160000.00     80.00        20.00               100.00              128000.00              127809.22         32000.00             0.00                 360                     357               360     64029   MO                      7.490     16.490        9.490      1.500       1.000        614               9/29/2006             0    Y                                                  24   H
        1385   P               P                P                               74                  1                      1   A5AL                         44      7.590                     1                         200000.00     80.00        20.00               100.00              160000.00              160000.00         40000.00             0.00                 360                     357               360     85326   AZ                      5.590     14.590        7.590      1.500       1.000        675               9/28/2006            60    Y                                                  36   H
        1386   S               P                R                              175                  1                      1   A4AL                         31      7.190                     1                         197000.00     78.93         0.00                78.93              155500.00              155500.00             0.00             0.00                 360                     357               360     21234   MD                      5.190     14.190        7.190      1.500       1.000        636               9/25/2006            60    N                                                  36   H
        1387   S               P                P                               73                  1                      1   A5AL                         15      7.490                     1                         183000.00     79.96        19.99                99.95              146320.00              146320.00         36580.00             0.00                 360                     357               360     85207   AZ                      5.490     14.490        7.490      1.500       1.000        606               9/27/2006            60    Y                                                  24   H
        1388   S               P                R                               10                  1                      1   A4AL                         35      7.850                     1                         150000.00     80.00        20.00               100.00              120000.00              119749.37         30000.00             0.00                 360                     357               360     53563   WI                      0.000      0.000        0.000      0.000       0.000        636               9/26/2006             0    N                                                  36   H
        1389   P               P                R                               10                  1                      1   A4AL                         30      6.940                     1                         230000.00     70.00         0.00                70.00              161000.00              160597.05             0.00             0.00                 360                     357               360     33625   FL                      0.000      0.000        0.000      0.000       0.000        592               9/29/2006             0    N                                                  60   H
        1390   F               P                R                               10                  1                      1   AMAL                         27      9.500                     1                         125000.00     85.00         0.00                85.00              106250.00              106091.97             0.00             0.00                 360                     357               360     53215   WI                      0.000      0.000        0.000      0.000       0.000        601               9/25/2006             0    N                                                  36   H
        1391   S               P                R                               74                  1                      1   A5AL                         16      8.890                     1                         143000.00     90.00         0.00                90.00              128700.00              128555.61             0.00             0.00                 360                     358               360     37128   TN                      6.890     15.890        8.890      1.500       1.000        543               9/27/2006             0    Y                                                  36   H
        1392   S               P                R                               74                  1    C4                    A4AL                         30      9.290                     1                         191000.00     80.00        20.00               100.00              152800.00              152562.52         38200.00             0.00                 360                     357               360     35173   AL                      7.290     16.290        9.290      1.500       1.000        626               9/25/2006             0    N                                                   0
        1393   S               P                R                               73                  1                      1   A4AL                         47      7.240                     1                         246000.00     65.04         0.00                65.04              160000.00              160000.00             0.00             0.00                 360                     357               360     85213   AZ                      5.240     14.240        7.240      1.500       1.000        586               9/29/2006            60    N                                                  24   H
        1394   P               P                P                               73                  1    C4                    A5AL                         11      8.840                     1                          84900.00     88.22        11.78               100.00               74900.00               74815.09         10000.00             0.00                 360                     358               360     74006   OK                      6.590     15.840        8.840      1.500       1.000        646               10/4/2006             0    Y                                                  36   H
        1395   S               P                R                               10                  1                      1   A4AL                         50      7.190                     1                          94500.00     80.00        20.00               100.00               75600.00               75417.51         18900.00             0.00                 360                     357               360     43055   OH                      0.000      0.000        0.000      0.000       0.000        662               9/29/2006             0    N                                                  60   H
        1396   S               P                C                               74                  1                      1   A4AL                         46      7.250                     1                         155000.00     90.00         0.00                90.00              139500.00              139171.53             0.00             0.00                 360                     357               360     27403   NC                      5.250     14.250        7.250      1.500       1.000        665               9/25/2006             0    N                                                   0
        1397   S               P                P                               74                  1    C4                    A5AL                         21      8.340                     1                         176000.00     80.00         0.00                80.00              140800.00              140533.71             0.00             0.00                 360                     357               360     46123   IN                      6.340     15.340        8.340      1.500       1.000        653               10/3/2006             0    Y                                                  24   H
        1398   P               P                P                               74                  1                      1   A5AL                         21      6.960                     1                         234080.00     80.00        20.00               100.00              187264.00              186797.14         46816.00             0.00                 360                     357               360     30044   GA                      5.370     13.960        6.960      1.500       1.000        620               10/3/2006             0    Y                                                  36   H
        1399   S               P                R                               10                  1                      1   A4AL                         48      6.990                     1                         510000.00     80.00         0.00                80.00              408000.00              406861.28             0.00             0.00                 360                     357               360     46304   IN                      0.000      0.000        0.000      0.000       0.000        673               9/25/2006             0    N                                                  24   H
        1400   S               P                R                               74                  1    C4                    A4AL                         40      7.740                     1                         222000.00     80.00        20.00               100.00              177600.00              177220.76         44400.00             0.00                 360                     357               360     35673   AL                      5.740     14.740        7.740      1.500       1.000        646               9/29/2006             0    N                                                   0
        1401   S               P                R                               10                  1                      1   A4AL                         34      8.940                     1                         199000.00     84.42         0.00                84.42              168000.00              167719.16             0.00             0.00                 360                     357               360     37742   TN                      0.000      0.000        0.000      0.000       0.000        528               9/29/2006             0    N                                                  60   H
        1402   S               P                P                               73                  1                      1   A5AL                         15      6.990                     1                         161600.00     80.00        20.00               100.00              129280.00              128959.60         32320.00             0.00                 360                     357               360     53218   WI                      4.990     13.990        6.990      1.500       1.000        662               9/27/2006             0    Y                                                  24   H
        1403   S               P                P                               74                  1                      1   A5AL                         19      7.590                     1                         235000.00     80.00        20.00               100.00              188000.00              187730.43         47000.00             0.00                 360                     357               480     35007   AL                      5.590     14.590        7.590      1.500       1.000        603               9/28/2006             0    Y                                                   0
        1404   S               P                P                               10                  1                      1   A5AL                         42      7.490                     1                         139900.00     80.00        20.00               100.00              111920.00              111920.00         27980.00             0.00                 360                     357               360     97301   OR                      0.000      0.000        0.000      0.000       0.000        607               9/28/2006            60    Y                                                  60   H
        1405   S               P                C                               10                  1                      1   A4AL                         39      7.990                     1                         158300.00     80.00        20.00               100.00              126640.00              126382.84         31660.00             0.00                 360                     357               360     46228   IN                      0.000      0.000        0.000      0.000       0.000        625               9/29/2006             0    N                                                  24   H
        1406   S               P                P                               10                  1                      1   A4AL                         36      8.900                     1                          98900.00     80.00        20.00               100.00               79120.00               78986.65         19780.00             0.00                 360                     357               360     49203   MI                      0.000      0.000        0.000      0.000       0.000        602               9/29/2006             0    N                                                  36   H
        1407   F               P                P                               73                  1    C4                    A5AL                         45      9.240                     1                         253340.00     80.00        20.00               100.00              202672.00              202672.00         50668.00             0.00                 360                     357               360     55413   MN                      7.240     16.240        9.240      1.500       1.000        625               9/29/2006            60    Y                                                  24   H
        1408   S               P                P                               10                  1                      1   A5AL                         16      7.940                     1                         128000.00     79.94        19.98                99.92              102320.00              102110.14         25580.00             0.00                 360                     357               360     38134   TN                      0.000      0.000        0.000      0.000       0.000        616               9/29/2006             0    Y                                                  60   H
        1409   S               P                C                               10                  1                      1   AXAL                         48      9.490                     1                         180000.00     90.00         0.00                90.00              162000.00              161758.55             0.00             0.00                 360                     357               360     53090   WI                      0.000      0.000        0.000      0.000       0.000        550               9/29/2006             0    N                                                  36   H
        1410   S               P                P                               73                  1    C4                    A4AL                         16      7.990                     1                         189000.00     80.00        20.00               100.00              151200.00              151200.00         37800.00             0.00                 360                     357               360     85027   AZ                      5.990     14.990        7.990      1.500       1.000        650               9/28/2006            60    N                                                  24   H
        1411   S               P                P                               73                  1    C4                    A5AL                         18      9.340                     1                          99900.00     89.99        10.01               100.00               89900.00               89900.00         10000.00             0.00                 360                     357               360     37115   TN                      7.340     16.340        9.340      1.500       1.000        631               9/29/2006            60    Y                                                  24   H
        1412   S               P                P                               73                  1    C4                    A5AL                         14      8.540                     1                         200000.00     80.00        20.00               100.00              160000.00              160000.00         40000.00             0.00                 360                     357               360     85033   AZ                      6.540     15.540        8.540      1.500       1.000        626               9/28/2006            60    Y                                                  24   H
        1413   S               P                C                               10                  1                      1   B AL                         33      7.990                     1                         258000.00     85.00         0.00                85.00              219300.00              218854.70             0.00             0.00                 360                     357               360     47240   IN                      0.000      0.000        0.000      0.000       0.000        625               9/27/2006             0    N                                                  24   H
        1414   P               P                P                               73                  1    C4                    A4AL                         28      8.250                     1                         385000.00     73.74        18.43                92.17              283900.00              283353.14         70950.00             0.00                 360                     357               360     44087   OH                      6.250     15.250        8.250      1.500       1.000        652               9/29/2006             0    N                                                  24   H
        1415   S               P                P                               74                  1    C4                    A4AL                         42      8.450                     1                         230000.00     80.00        20.00               100.00              184000.00              183773.96         46000.00             0.00                 360                     358               360     55407   MN                      6.450     15.450        8.450      1.500       1.000        634               10/3/2006             0    N                                                  36   H
        1416   S               P                R                               73                  1    C4                    A4AL                         39      9.240                     1                         141000.00     80.00        15.74                95.74              112800.00              112622.84         22200.00             0.00                 360                     357               360     53143   WI                      7.240     16.240        9.240      1.500       1.000        607               9/29/2006             0    N                                                  24   H
        1417   S               P                P                               73                  1                      1   A5AL                         14      7.640                     1                         106900.00     80.00        20.00               100.00               85520.00               85332.86         21380.00             0.00                 360                     357               360     30705   GA                      5.640     14.640        7.640      1.500       1.000        602               9/29/2006             0    Y                                                  24   H
        1418   P               P                P                               73                  1                      1   A4AL                         42      7.790                     1                         188000.00     80.00        20.00               100.00              150400.00              150400.00         37600.00             0.00                 360                     357               360     85222   AZ                      5.790     14.790        7.790      1.500       1.000        653               9/28/2006            60    N                                                  24   H
        1419   S               P                R                               73                  1                      1   AXAL                         45      9.740                     1                         135000.00     87.78         0.00                87.78              118500.00              118281.62             0.00             0.00                 360                     357               360     37146   TN                      7.240     16.740        9.740      1.500       1.000        547               9/28/2006             0    N                                                  24   H
        1420   S               P                P                               73                  1                      1   A5AL                         20      8.690                     1                         193750.00     80.00        20.00               100.00              155000.00              154727.16         38750.00             0.00                 360                     357               360     37086   TN                      6.690     15.690        8.690      1.500       1.000        593               9/29/2006             0    Y                                                  24   H
        1421   S               P                P                               10                  1                      1   A5AL                         10      7.620                     1                         142000.00     74.20        18.55                92.75              105360.00              105206.85         26340.00             0.00                 360                     358               360     38501   TN                      0.000      0.000        0.000      0.000       0.000        621               10/2/2006             0    Y                                                  60   H
        1422   P               P                P                               73                  1    C4                    A5AL                         42      8.440                     1                         206000.00     80.00        20.00               100.00              164800.00              164674.54         41200.00             0.00                 360                     357               480     23666   VA                      6.440     15.440        8.440      1.500       1.000        629               10/2/2006             0    Y                                                  24   H
        1423   S               P                R                               73                  1                      1   A4AL                         43      6.990                     1                         289000.00     80.00        20.00               100.00              231200.00              230627.00         57800.00             0.00                 360                     357               360     53105   WI                      4.990     13.990        6.990      1.500       1.000        669               9/29/2006             0    N                                                  24   H
        1424   S               P                R                               73                  1    C3                    A5AL                         42     10.175                     1                         140000.00     90.00         0.00                90.00              126000.00              125892.16             0.00             0.00                 360                     358               360     54901   WI                      6.775     16.175        6.775      1.500       1.000        551               10/6/2006             0    Y                                                  24   H
        1425   S               P                C                               10                  1                      1   A5AL                         49     10.975                     1                         130000.00     50.00         0.00                50.00               65000.00               64929.46             0.00             0.00                 360                     357               360     46221   IN                      0.000      0.000        0.000      0.000       0.000        572               8/31/2006             0    Y                                                  36   H
        1426   S               P                P                               74                  1    C4                    A5AL                         50     10.375                     1                          77000.00     84.45         4.97                89.42               65025.00               64942.12          3825.00             0.00                 360                     357               360     78572   TX                      6.165     16.375       10.375      1.500       1.000        587                9/8/2006             0    Y                                                  36   H
        1427   S               P                P                               10                  1                      1   A5AL                         26      9.350                     1                          77900.00     90.00         0.00                90.00               70110.00               70002.38             0.00             0.00                 360                     357               360     44634   OH                      0.000      0.000        0.000      0.000       0.000        549               9/18/2006             0    Y                                                  36   H
        1428   S               I                P                               73                  1    C4                    A5AL                         45     12.225                     1                          85000.00     85.00         5.00                90.00               72250.00               72170.14          4250.00             0.00                 360                     356               360     48224   MI                      9.715     18.225       12.225      1.500       1.000        633               8/18/2006             0    Y                                                  36   H
        1429   S               P                R                               74                  1    C4                    A5AL                         22      8.750                     1                         150000.00     56.67         0.00                56.67               85000.00               84901.83             0.00             0.00                 360                     358               360     66210   KS                      6.240     14.750        8.750      1.500       1.000        609               9/28/2006             0    Y                                                   0
        1430   S               P                C                               10                  1    C4                    AXAL                         48     10.800                     1                         150000.00     60.00         0.00                60.00               90000.00               89898.53             0.00             0.00                 360                     357               360     78521   TX                      0.000      0.000        0.000      0.000       0.000        547               9/14/2006             0    N                                                   0
        1431   S               P                P                               74                  1    C1                    A5AL                         43      8.625                     1                         100500.00     90.00         0.00                90.00               90450.00               90288.65             0.00             0.00                 360                     357               360     75104   TX                      6.195     14.625        6.195      1.500       1.000        552               9/20/2006             0    Y                                                  24   H
        1432   S               P                P                               10                  1                      1   A5AL                         33      7.625                     1                         103000.00     90.00         0.00                90.00               92700.00               92497.45             0.00             0.00                 360                     357               360     44035   OH                      0.000      0.000        0.000      0.000       0.000        557               9/21/2006             0    Y                                                  36   H
        1433   S               P                R                               74                  1    C4                    A4AL                          9     10.125                     1                         108000.00     90.00         0.00                90.00               97200.00               97073.35             0.00             0.00                 360                     357               360     44305   OH                      7.695     16.125       10.125      1.500       1.000        594               9/14/2006             0    N                                                  36   H
        1434   P               P                P                               10                  1    C4                    A5AL                         27      9.625                     1                         122615.00     80.00         0.00                80.00               98092.00               97949.89             0.00             0.00                 360                     357               360     78244   TX                      0.000      0.000        0.000      0.000       0.000        565               9/28/2006             0    Y                                                  36   H
        1435   S               P                C                               73                  1    C1                    C AL                         48      9.500                     1                         133000.00     75.00         0.00                75.00               99750.00               99601.65             0.00             0.00                 360                     357               360     84655   UT                      6.990     15.500        9.500      1.500       1.000        516               9/12/2006             0    N                                                  24   H
        1436   S               P                P                               74                  1    C4                    A5AL                         30      8.625                     1                         129900.00     80.00        20.00               100.00              103920.00              103920.00         25980.00             0.00                 360                     357               360     60104   IL                      6.115     14.625        8.625      1.500       1.000        654               9/21/2006            60    Y                                                   0
        1437   S               P                P                               10                  1                      1   A5AL                         41      9.750                     1                         118000.00     88.09         0.00                88.09              103950.00              103803.32             0.00             0.00                 360                     357               360     78233   TX                      0.000      0.000        0.000      0.000       0.000        558               9/15/2006             0    Y                                                  36   H
        1438   P               P                P                               74                  1    C4                    A4AL                         50      8.375                     1                         143000.00     80.00         0.00                80.00              114400.00              114400.00             0.00             0.00                 360                     357               360     77449   TX                      5.865     14.375        8.375      1.500       1.000        665                9/8/2006            60    N                                                  36   H
        1439   F               P                R                               73                  1                      1   A4AL                         40      9.375                     1                         143000.00     80.00         0.00                80.00              114400.00              113340.29             0.00             0.00                 360                     357               360     79902   TX                      5.945     15.375        9.375      1.500       1.000        556               9/20/2006             0    N                                                   0
        1440   S               P                P                               73                  1                      1   A5AL                         49      9.375                     1                         135000.00     91.56         0.00                91.56              123600.00              123347.41             0.00             0.00                 360                     356               360     55060   MN                      6.865     15.375        9.375      1.500       1.000        602                9/1/2006             0    Y                                                  24   H
        1441   S               P                P                               10                  1                      1   A5AL                         43      7.500                     1                         148500.00     83.33         0.00                83.33              123750.00              123472.75             0.00             0.00                 360                     357               360     40299   KY                      0.000      0.000        0.000      0.000       0.000        596                9/7/2006             0    Y                                                   0
        1442   S               P                C                               73                  1                      1   B AL                         24      9.625                     1                         178000.00     74.72         0.00                74.72              133000.00              132807.30             0.00             0.00                 360                     357               360     48219   MI                      6.507     15.625        9.625      1.500       1.000        513               9/11/2006             0    N                                                  24   H
        1443   S               P                C                               74                  1    C4                    A4AL                         44      7.750                     1                         175000.00     80.00         0.00                80.00              140000.00              139701.65             0.00             0.00                 360                     357               360     60435   IL                      6.115     13.750        7.750      1.500       1.000        613               9/19/2006             0    N                                                   0
        1444   S               P                R                              175                  1                      1   AXAL                         43      7.725                     1                         178000.00     80.00         0.00                80.00              142400.00              142400.00             0.00             0.00                 360                     357               360     85017   AZ                      5.215     12.725        7.725      1.500       1.000        597               9/20/2006            60    N                                                  36   H
        1445   S               P                R                               73                  1                      1   A4AL                         49      7.750                     1                         179000.00     80.00        20.00               100.00              143200.00              142894.83         35800.00             0.00                 360                     357               360     84128   UT                      5.240     13.750        7.750      1.500       1.000        643                9/1/2006             0    N                                                  24   H
        1446   S               P                R                               73                  1    C4                    AXAL                         42      9.500                     1                         180000.00     80.00         0.00                80.00              144000.00              143713.29             0.00             0.00                 360                     356               360     55407   MN                      7.365     15.500        9.500      1.500       1.000        626               8/25/2006             0    N                                                  36   H
        1447   S               P                R                               73                  1                      1   A4AL                         38      8.550                     1                         168000.00     90.00         0.00                90.00              151200.00              151200.00             0.00             0.00                 360                     356               360     64155   MO                      5.961     14.550        8.550      1.500       1.000        591               8/31/2006            60    N                                                  24   H
        1448   S               P                R                               73                  1    C4                    A5AL                         48      9.375                     1                         199000.00     76.88         0.00                76.88              153000.00              152766.38             0.00             0.00                 360                     357               360     63301   MO                      6.945     15.375        9.375      1.500       1.000        606               9/20/2006             0    Y                                                  12   H
        1449   S               P                C                               73                  1    C4                    AMAL                         45     10.525                     1                         196000.00     80.00         0.00                80.00              156800.00              156612.44             0.00             0.00                 360                     357               360     55433   MN                      7.500     16.525       10.525      1.500       1.000        541                9/5/2006             0    N                                                  24   H
        1450   S               P                C                               73                  1                      1   B AL                         43      8.750                     1                         212000.00     74.06         0.00                74.06              157000.00              156727.03             0.00             0.00                 360                     357               360     85303   AZ                      6.320     14.750        8.750      1.500       1.000        506               9/22/2006             0    N                                                  12   H
        1451   S               P                R                              175                  1    C4                    A4AL                         29      8.500                     1                         210000.00     75.00         0.00                75.00              157500.00              157500.00             0.00             0.00                 360                     357               360     85301   AZ                      5.990     13.500        8.500      1.500       1.000        619               9/11/2006            60    N                                                  24   H
        1452   S               P                C                               74                  1    C4                    A4AL                         34      8.625                     1                         168000.00     95.00         0.00                95.00              159600.00              159600.00             0.00             0.00                 360                     357               360     60435   IL                      5.740     14.625        8.625      1.500       1.000        607               8/28/2006            60    N                                                   0
        1453   S               P                R                               73                  1                      1   A4AL                         28      8.000                     1                         220000.00     75.00         0.00                75.00              165000.00              165000.00             0.00             0.00                 360                     356               360     96080   CA                      5.490     14.000        8.000      1.500       1.000        621               8/23/2006            60    N                                                  24   H
        1454   S               I                C                              175                  1                      1   A4AL                         43      8.490                     1                         185000.00     90.00         0.00                90.00              166500.00              166500.00             0.00             0.00                 360                     357               360     55101   MN                      5.285     13.490        8.490      1.500       1.000        636               9/21/2006           120    N                                                  36   H
        1455   S               P                P                               73                  1                      1   A4AL                         49      8.750                     1                         186000.00     89.95         0.00                89.95              167310.00              166821.63             0.00             0.00                 360                     356               360     98801   WA                      6.240     14.750        8.750      1.500       1.000        572               8/30/2006             0    N                                                  24   H
        1456   S               P                R                               10                  1                      1   A5AL                         34      8.500                     1                         320000.00     62.50         0.00                62.50              200000.00              199510.17             0.00             0.00                 360                     356               360     92201   CA                      0.000      0.000        0.000      0.000       0.000        574               8/23/2006             0    Y                                                  36   H
        1457   S               P                P                               73                  1    C4                    A5AL                         31      8.875                     1                         250000.00     80.00        20.00               100.00              200000.00              199661.14         50000.00             0.00                 360                     357               360     60651   IL                      5.365     14.875        8.875      1.500       1.000        643                9/6/2006             0    Y                                                   0
        1458   S               P                R                               74                  1                      1   A4AL                         44      8.490                     1                         217000.00     95.00         0.00                95.00              206150.00              206150.00             0.00             0.00                 360                     357               360     60099   IL                      6.040     14.490        8.490      1.500       1.000        635               8/30/2006            60    N                                                   0
        1459   S               P                R                              175                  1                      1   A5AL                         51      7.500                     1                         245000.00     85.00         0.00                85.00              208250.00              207783.45             0.00             0.00                 360                     357               360     85306   AZ                      5.070     12.500        7.500      1.500       1.000        545               9/22/2006             0    Y                                                  36   H
        1460   S               P                R                               74                  1                      1   A4AL                         26      7.425                     1                         293000.00     77.13         0.00                77.13              226000.00              225486.07             0.00             0.00                 360                     357               360     98296   WA                      4.915     13.425        7.425      1.500       1.000        647               8/30/2006             0    N                                                  36   H
        1461   S               P                C                               74                  1    C1                    A4AL                         49      9.750                     1                         257000.00     90.00         0.00                90.00              231300.00              230863.08             0.00             0.00                 360                     356               360     60440   IL                      5.390     15.750        9.750      1.500       1.000        547               8/30/2006             0    N                                                   0
        1462   S               P                R                               73                  1    C4                    A4AL                         45      8.500                     1                         327000.00     80.00         0.00                80.00              261600.00              261600.00             0.00             0.00                 360                     357               360     95210   CA                      5.990     14.500        8.500      1.500       1.000        584               9/13/2006            60    N                                                  24   H
        1463   P               P                P                               73                  1    C4                    A5AL                         49      9.600                     1                         330000.00     84.27         0.00                84.27              278100.00              277694.99             0.00             0.00                 360                     357               360     78101   TX                      6.590     15.600        9.600      1.500       1.000        584               9/13/2006             0    Y                                                  24   H
        1464   S               P                R                               10                  1                      1   A4AL                         45      6.625                     1                         365000.00     80.00        20.00               100.00              292000.00              292000.00         73000.00             0.00                 360                     357               360     92586   CA                      0.000      0.000        0.000      0.000       0.000        630               9/27/2006           120    N                                                  36   H
        1465   S               P                P                              175                  1                      1   AMAL                         48      8.625                     1                         400000.00     90.00         0.00                90.00              360000.00              360000.00             0.00             0.00                 360                     357               360     38017   TN                      6.195     13.625        8.625      1.500       1.000        577               9/22/2006            60    N                                                  36   H
        1466   S               P                R                               73                  1    C4                    A4AL                         43      8.875                     1                         494000.00     80.00        20.00               100.00              395200.00              394000.00         98800.00             0.00                 360                     357               360     33160   FL                      6.445     14.875        8.875      1.500       1.000        659               9/18/2006            60    N                                                  12   H
        1467   S               P                C                               73                  1    C4                    A4AL                         40      9.750                     1                         490000.00     90.00         0.00                90.00              441000.00              440377.74             0.00             0.00                 360                     357               360     85339   AZ                      7.240     15.750        9.750      1.500       1.000        605               9/11/2006             0    N                                                  24   H
        1468   S               P                R                               10                  1                      1   AMAL                         39      7.875                     1                         115500.00     75.00         0.00                75.00               86625.00               86505.39             0.00             0.00                 360                     358               360     74429   OK                      0.000      0.000        0.000      0.000       0.000        583               10/3/2006             0    N                                                  36   H
        1469   S               P                R                               10                  1                      1   AXAL                         45      7.250                     1                         220000.00     70.00         0.00                70.00              154000.00              153637.42             0.00             0.00                 360                     357               360     33954   FL                      0.000      0.000        0.000      0.000       0.000        560               9/27/2006             0    N                                                  36   H
        1470   S               P                R                               10                  1                      1   A5AL                         22      9.500                     1                          70500.00     73.76         0.00                73.76               52000.00               51870.09             0.00             0.00                 360                     358               360     64801   MO                      0.000      0.000        0.000      0.000       0.000        590               10/3/2006             0    Y                                                  36   H
        1471   S               I                C                               10                  1                      1   A4AL                         40      7.625                     1                          90000.00     67.78         0.00                67.78               61000.00               60911.42             0.00             0.00                 360                     358               360     44614   OH                      0.000      0.000        0.000      0.000       0.000        699              10/10/2006             0    N                                                  36   H
        1472   S               P                R                               10                  1                      1   A4AL                         51      9.125                     1                          66000.00     90.00         0.00                90.00               59400.00               59336.54             0.00             0.00                 360                     358               360     65233   MO                      0.000      0.000        0.000      0.000       0.000        553               10/4/2006             0    N                                                  36   H
        1473   S               P                R                               10                  1                      1   A5AL                         32      8.875                     1                          66000.00     80.00         0.00                80.00               52800.00               52740.58             0.00             0.00                 360                     358               360     52404   IA                      0.000      0.000        0.000      0.000       0.000        632               10/3/2006             0    Y                                                   0
        1474   P               P                C                               10                  1                      1   A4AL                         22      7.500                     1                         110000.00     95.00         0.00                95.00              104500.00              104344.41             0.00             0.00                 360                     358               360     77493   TX                      0.000      0.000        0.000      0.000       0.000        615               10/5/2006             0    N                                                   0
        1475   S               P                R                               73                  1    C4                    A4AL                         21      8.375                     1                         210000.00     80.00         0.00                80.00              168000.00              167684.55             0.00             0.00                 360                     357               360     79821   TX                      4.945     14.375        8.375      1.500       1.000        646               9/29/2006             0    N                                                   0
        1476   S               P                P                               73                  1    C4                    A4AL                         46      8.250                     1                         204000.00     80.00        20.00               100.00              163200.00              163200.00         40800.00             0.00                 360                     358               360     55430   MN                      6.250     14.250        8.250      1.500       1.000        693               10/6/2006            60    N                                                  24   H
        1477   P               P                C                               74                  1    C1                    A4AL                         48      8.750                     1                         215000.00     80.00         0.00                80.00              172000.00              171801.38             0.00             0.00                 360                     358               360     77379   TX                      5.320     14.750        8.750      1.500       1.000        529               10/4/2006             0    N                                                   0
        1478   S               P                R                               74                  1                      1   A4AL                         42      6.625                     1                         327000.00     90.00         0.00                90.00              294300.00              294300.00             0.00             0.00                 360                     358               360     93309   CA                      6.250     12.625        6.625      1.500       1.000        619               10/4/2006            60    N                                                  36   H
        1479   P               P                P                               73                  1    C3                    A4AL                         42      7.750                     1                         164000.00     80.00        20.00               100.00              131200.00              131014.21         32800.00             0.00                 360                     358               360     77478   TX                      6.250     13.750        7.750      1.500       1.000        616              10/10/2006             0    N                                                  24   H
        1480   S               P                P                               73                  1    C4                    A5AL                         41      8.750                     1                         100260.00     80.00         0.00                80.00               80208.00               80068.53             0.00             0.00                 360                     357               360     78572   TX                      6.250     14.750        6.250      1.500       1.000        674               9/29/2006             0    Y                                                  24   H
        1481   P               P                P                               74                  1    C4                    A5AL                         49      9.500                     1                         229000.00     85.00         0.00                85.00              194650.00              194457.76             0.00             0.00                 360                     358               360     55443   MN                      6.250     15.500        9.500      1.500       1.000        591               10/4/2006             0    Y                                                  36   H
        1482   S               P                R                               73                  1                      1   B AL                         45      7.725                     1                         475000.00     16.84         0.00                16.84               80000.00               79828.65             0.00             0.00                 360                     357               360     94804   CA                      5.945     13.725        7.725      1.500       1.000        574               10/4/2006             0    N                                                  24   H
        1483   S               P                P                               73                  1    C4                    A5AL                         45      8.375                     1                         210000.00     80.00        20.00               100.00              168000.00              167790.43         42000.00             0.00                 360                     358               360     53144   WI                      5.990     14.375        8.375      1.500       1.000        641               10/4/2006             0    Y                                                  24   H
        1484   S               P                P                               73                  1    C4                    A4AL                         25      9.250                     1                         178800.00     84.57         0.00                84.57              151215.00              151057.61             0.00             0.00                 360                     358               360     62285   IL                      6.250     15.250        9.250      1.500       1.000        689              10/10/2006             0    N                                                   0
        1485   S               P                R                               73                  1                      1   A4AL                         50      9.000                     1                          70500.00     90.00         0.00                90.00               63450.00               63380.44             0.00             0.00                 360                     358               360     64801   MO                      6.250     15.000        9.000      1.500       1.000        583               10/4/2006             0    N                                                  24   H
        1486   P               P                P                               73                  1    C4                    A5AL                         50      8.440                     1                         419000.00     79.62        19.90                99.52              333600.00              333600.00         83400.00             0.00                 360                     358               360     75204   TX                      6.250     14.440        8.440      1.500       1.000        651              10/10/2006            60    Y                                                  24   H
        1487   S               P                C                               73                  1    C4                    B AL                         44     10.250                     1                         162000.00     73.46         0.00                73.46              119000.00              118899.77             0.00             0.00                 360                     358               360     61025   IL                      5.000     16.250       10.250      1.500       1.000        540               10/4/2006             0    N                                                   0
        1488   S               P                C                               74                  1                      1   A5AL                         41      9.125                     1                          88000.00     80.00         0.00                80.00               70400.00               70324.78             0.00             0.00                 360                     358               360     48097   MI                      6.250     15.125        9.125      1.500       1.000        514               10/5/2006             0    Y                                                  36   H
        1489   S               I                C                              175                  1    C4                    A5AL                         22      9.625                     1                         105000.00     80.00         0.00                80.00               84000.00               83955.00             0.00             0.00                 360                     357               480     86401   AZ                      5.386     14.625        9.625      1.500       1.000        648               9/22/2006             0    Y                                                  12   H
        1490   S               P                R                               73                  1                      1   A5AL                         41      9.250                     1                          95000.00     90.00         0.00                90.00               85500.00               85448.76             0.00             0.00                 360                     357               480     44132   OH                      6.740     15.250        9.250      1.500       1.000        594               9/12/2006             0    Y                                                  36   H
        1491   S               P                R                               74                  1                      1   A4AL                         47     10.125                     1                         101000.00     95.00         0.00                95.00               95950.00               95905.82             0.00             0.00                 360                     357               480     64134   MO                      7.694     16.125       10.125      1.500       1.000        586               9/12/2006             0    N                                                  36   H
        1492   S               P                R                               74                  1    C4                    A4AL                         21      8.250                     1                         120000.00     80.00        15.00                95.00               96000.00               95900.85         18000.00             0.00                 360                     357               480     60014   IL                      5.820     14.250        8.250      1.500       1.000        638               9/21/2006             0    N                                                   0
        1493   P               P                R                               73                  1    C4                    AXAL                         43     10.625                     1                         152000.00     83.03         0.00                83.03              126200.00              126150.11             0.00             0.00                 360                     357               480     78114   TX                      6.115     16.625       10.625      1.500       1.000        583               9/14/2006             0    N                                                   0
        1494   S               P                C                               73                  1    C4                    A4AL                         30      9.125                     1                         220000.00     76.36         0.00                76.36              168000.00              167895.47             0.00             0.00                 360                     357               480     89030   NV                      6.615     15.125        9.125      1.500       1.000        548               9/20/2006             0    N                                                  24   H
        1495   S               P                P                               73                  1                      1   A5AL                         44      9.250                     1                         204000.00     95.00         0.00                95.00              193800.00              193683.83             0.00             0.00                 360                     357               480     60103   IL                      6.820     15.250        9.250      1.500       1.000        598               9/29/2006             0    Y                                                   0
        1496   F               I                P                               73                  1    C4                    A4AL                         44     10.775                     1                         236500.00     85.00         0.00                85.00              201025.00              200923.39             0.00             0.00                 360                     356               480     98498   WA                      8.265     16.775       10.775      1.500       1.000        632               8/16/2006             0    N                                                  12   H
        1497   S               P                R                               74                  1    C4                    A4AL                         41      6.750                     1                         315000.00     80.00        10.00                90.00              252000.00              251689.38         31500.00             0.00                 360                     357               480     60194   IL                      3.141     12.750        6.750      1.500       1.000        657               9/18/2006             0    N                                                   0
        1498   S               P                R                               73                  1    C4                    A4AL                         39      7.625                     1                         470000.00     90.00         0.00                90.00              423000.00              422592.48             0.00             0.00                 360                     357               480     94591   CA                      5.195     13.625        7.625      1.500       1.000        583               9/20/2006             0    N                                                  36   H
        1499   S               P                R                               73                  1    C4                    A4AL                         43      7.375                     1                         535000.00     85.00         0.00                85.00              454750.00              454279.63             0.00             0.00                 360                     357               480     95363   CA                      5.570     13.375        7.375      1.500       1.000        625               9/18/2006             0    N                                                  24   H
        1500   F               P                P                               74                  1    C4                    A4AL                         48      8.500                     1                         283100.00     80.00        20.00               100.00              226480.00              226367.45         56620.00             0.00                 360                     358               480     60804   IL                      6.070     14.500        8.500      1.500       1.000        622               10/4/2006             0    N                                                   0
        1501   S               P                R                              175                  1                      1   A4AL                         52      7.250                     1                         420000.00     90.00         0.00                90.00              378000.00              377730.77             0.00             0.00                 360                     358               480     95212   CA                      6.250     12.250        7.250      1.500       1.000        634               10/3/2006             0    N                                                  36   H
        1502   S               P                R                               74                  1                      1   A4AL                         30      8.625                     1                         218000.00     90.00         0.00                90.00              196200.00              196058.49             0.00             0.00                 360                     357               480     85037   AZ                      6.250     14.625        8.625      1.500       1.000        571               9/27/2006             0    N                                                  36   H
        1503   S               P                R                               73                  1                      1   A4AL                         34      7.375                     1                          90000.00     80.00         0.00                80.00               72000.00               71950.51             0.00             0.00                 360                     358               480     54401   WI                      4.945     13.375        7.375      1.500       1.000        588               10/4/2006             0    N                                                  24   H
        1504   S               P                C                               74                  1    C4                    AXAL                         38      9.500                     1                         260000.00     46.15         0.00                46.15              120000.00              119933.27             0.00             0.00                 360                     357               480     60651   IL                      5.300     15.500        9.500      1.500       1.000        545               9/29/2006             0    N                                                   0
        1505   S               P                R                               73                  1                      1   A4AL                         35      7.875                     1                         160000.00     88.13         0.00                88.13              141000.00              140915.97             0.00             0.00                 360                     358               480     44057   OH                      6.250     13.625        7.625      1.500       1.000        648               10/5/2006             0    N                                                  36   H
        1506   S               P                C                               10                  1                      1   A4AL                         43      8.125                     1                         225000.00     86.00         0.00                86.00              193500.00              193246.00             0.00             0.00                 360                     358               360     85037   AZ                      0.000      0.000        0.000      0.000       0.000        623              10/13/2006             0    N                                                  36   H
        1507   S               P                P                               73                  1    C4                    A5AL                         47      9.500                     1                          74900.00     80.00        20.00               100.00               59920.00               59907.23         14980.00             0.00                 360                     357               600     64804   MO                      7.070     15.500        9.500      1.500       1.000        640               9/15/2006             0    Y                                                  24   H
        1508   S               P                C                                7                  1                      1   A5AL                         25     10.375                     1                         107000.00     80.00         0.00                80.00               85600.00               85587.15             0.00             0.00                 360                     357               600     41129   KY                      0.000      0.000        0.000      0.000       0.000        525               9/25/2006             0    Y                                                   0
        1509   S               P                R                               73                  1                      1   AXAL                         46      9.000                     1                          92000.00     95.00         0.00                95.00               87400.00               87377.36             0.00             0.00                 360                     357               600     37404   TN                      6.250     15.000        9.000      1.500       1.000        600               9/29/2006             0    N                                                  24   H
        1510   S               P                H                               73                  1    C4                    A4AL                         31      7.000                     1                         136000.00     66.18         0.00                66.18               90000.00               89950.15             0.00             0.00                 360                     356               600     59064   MT                      4.490     13.000        7.000      1.500       1.000        679               8/16/2006             0    N                                                   0
        1511   S               P                C                              175                  1    C1                    A4AL                         43      8.625                     1                         120000.00     85.00         0.00                85.00              102000.00              101969.44             0.00             0.00                 360                     357               600     60411   IL                      6.445     13.625        8.625      1.500       1.000        536               9/25/2006             0    N                                                   0
        1512   S               P                C                               74                  1    C1                    AXAL                         52      9.000                     1                         118600.00     88.89         0.00                88.89              105425.00              105397.70             0.00             0.00                 360                     357               600     76014   TX                      6.570     15.000        9.000      1.500       1.000        590               9/18/2006             0    N                                                   0
        1513   S               P                P                               73                  1    C4                    A5AL                         40      9.750                     1                         127000.00     85.00         0.00                85.00              107950.00              107929.17             0.00             0.00                 360                     357               600     84044   UT                      7.320     15.750        9.750      1.500       1.000        590               9/19/2006             0    Y                                                  24   H
        1514   S               P                R                                7                  1                      1   A4AL                         35      7.750                     1                         130000.00     89.09         0.00                89.09              115819.00              115786.79             0.00             0.00                 360                     358               600     75116   TX                      0.000      0.000        0.000      0.000       0.000        546               9/27/2006             0    N                                                   0
        1515   S               P                R                               73                  1                      1   A4AL                         50      7.625                     1                         150000.00     81.00         0.00                81.00              121500.00              121446.69             0.00             0.00                 360                     357               600     48169   MI                      5.195     13.625        7.625      1.500       1.000        589               9/21/2006             0    N                                                  12   H
        1516   S               P                C                               73                  1                      1   C AL                         49     10.000                     1                         173000.00     75.00         0.00                75.00              129750.00              129719.66             0.00             0.00                 360                     356               600     43230   OH                      7.500     16.000       10.000      1.500       1.000        507               8/24/2006             0    N                                                  36   H
        1517   P               P                P                              175                  1                      1   A5AL                         31      7.625                     1                         150926.00     90.00         0.00                90.00              135833.00              135773.39             0.00             0.00                 360                     357               600     78660   TX                      5.195     12.625        7.625      1.500       1.000        561               9/29/2006             0    Y                                                  36   H
        1518   P               I                C                               73                  1    C4                    A4AL                         50      9.000                     1                         228800.00     61.19         0.00                61.19              140000.00              139963.73             0.00             0.00                 360                     357               600     32825   FL                      6.490     15.000        9.000      1.500       1.000        571               9/18/2006             0    N                                                  24   H
        1519   S               P                R                               73                  1    C4                    A4AL                         42      8.750                     1                         169000.00     85.00         0.00                85.00              143650.00              143608.99             0.00             0.00                 360                     357               600     48111   MI                      6.215     14.750        8.750      1.500       1.000        596               9/18/2006             0    N                                                  36   H
        1520   S               P                C                               73                  1                      1   AMAL                         35      9.500                     1                         220000.00     75.00         0.00                75.00              165000.00              164964.87             0.00             0.00                 360                     357               600     85033   AZ                      7.070     15.500        9.500      1.500       1.000        503               9/12/2006             0    N                                                  12   H
        1521   S               P                C                               73                  1    C1                    C AL                         46      8.000                     1                         254000.00     69.98         0.00                69.98              177750.00              177659.46             0.00             0.00                 360                     356               600     84010   UT                      6.615     14.000        8.000      1.500       1.000        575               8/31/2006             0    N                                                  24   H
        1522   S               P                R                               73                  1                      1   A4AL                         24      7.125                     1                         430000.00     54.07         0.00                54.07              232500.00              232377.05             0.00             0.00                 360                     357               600     93638   CA                      4.695     13.125        7.125      1.500       1.000        587               9/15/2006             0    N                                                  24   H
        1523   S               P                P                                7                  1    C4                    A5AL                         48      8.550                     1                         457000.00     78.77        19.70                98.47              360000.00              359851.42         90000.00             0.00                 360                     356               600     55337   MN                      0.000      0.000        0.000      0.000       0.000        684               8/17/2006             0    Y                                                  36   H
        1524   S               P                R                               74                  1                      1   A4AL                         51      8.500                     1                         160000.00     76.88         0.00                76.88              123000.00              122974.31             0.00             0.00                 360                     358               600     60445   IL                      5.820     14.500        8.500      1.500       1.000        583               9/29/2006             0    N                                                   0
        1525   P               P                R                               73                  1    C4                    AXAL                         35      7.875                     1                         379500.00     80.00         0.00                80.00              303600.00              303519.45             0.00             0.00                 360                     358               600     93313   CA                      6.250     13.875        7.875      1.000       1.000        580               10/4/2006             0    N                                                  36   H
        1526   S               P                C                              175                  1    C4                    AXAL                         17      9.500                     1                         395000.00     77.22         0.00                77.22              305000.00              304956.87             0.00             0.00                 360                     358               600     92503   CA                      6.250     14.500        9.500      1.500       1.000        565               9/29/2006             0    N                                                  36   H
        1527   S               P                C                              175                  1                      1   B AL                         37      7.375                     1                         215000.00     80.00         0.00                80.00              172000.00              171944.91             0.00             0.00                 360                     358               600     85031   AZ                      6.250     12.375        7.375      1.500       1.000        551               10/3/2006             0    N                                                  36   H
        1528   P               P                C                              175                  1                      1   A4AL                         42      9.875                     1                         133500.00     90.00         0.00                90.00              120150.00              120135.36             0.00             0.00                 360                     358               600     78109   TX                      6.250     14.875        9.875      1.500       1.000        571               10/5/2006             0    N                                                   0
        1529   S               P                C                               74                  1                      1   A4AL                         34      7.750                     1                         170000.00     88.24         0.00                88.24              150000.00              149787.58             0.00             0.00                 360                     358               360     74014   OK                      4.350     13.750        4.350      1.500       1.000        654               10/4/2006             0    N                                                   0
        1530   S               P                C                               73                  1    C1                    A4AL                         48      8.375                     1                         137000.00     89.93         0.00                89.93              123200.00              123046.31             0.00             0.00                 360                     358               360     15226   PA                      4.975     14.375        4.975      1.500       1.000        551               9/26/2006             0    N                                                  24   H
        1531   S               P                C                               73                  1                      1   AXAL                         39      9.875                     1                         105000.00     90.00         0.00                90.00               94500.00               94413.78             0.00             0.00                 360                     358               360     39466   MS                      6.475     15.875        6.475      1.500       1.000        543               10/3/2006             0    N                                                  24   H
        1532   F               P                C                               10                  1                      1   A5AL                         42      9.250                     1                         520000.00     11.54         0.00                11.54               60000.00               59937.54             0.00             0.00                 360                     358               360      2144   MA                      0.000      0.000        0.000      0.000       0.000        561               9/29/2006             0    Y                                                   0
        1533   S               P                R                               73                  1    C4                    A4SR                          0      8.250                     1                         295000.00     79.39         0.00                79.39              234200.00              233900.29             0.00             0.00                 360                     358               360     30236   GA                      4.650     14.250        4.650      1.500       1.000        637               10/4/2006             0    N                                                   0
        1534   S               P                R                               10                  1    C4                    A4SR                          0      9.625                     1                          96000.00     72.92         0.00                72.92               70000.00               69932.67             0.00             0.00                 360                     358               360     75067   TX                      0.000      0.000        0.000      0.000       0.000        596               10/4/2006             0    N                                                   0
        1535   S               P                C                               10                  1    C4                    A4AL                         46      9.625                     1                         180000.00     90.00         0.00                90.00              162000.00              161844.16             0.00             0.00                 360                     358               360     10940   NY                      0.000      0.000        0.000      0.000       0.000        629               10/4/2006             0    N                                                   0
        1536   C               I                R                               74                  1                      1   A4AL                         40      8.625                     1                         145000.00     72.41         0.00                72.41              105000.00              104875.57             0.00             0.00                 360                     358               360     33467   FL                      5.125     14.625        5.125      1.500       1.000        570               10/4/2006             0    N                                                   0
        1537   S               P                R                               73                  1                      1   AMSR                          0      9.375                     1                         170000.00     89.00         0.00                89.00              151300.00              151146.58             0.00             0.00                 360                     358               360     60481   IL                      5.875     15.375        5.875      1.500       1.000        580               9/30/2006             0    N                                                   0
        1538   P               P                R                               73                  1                      1   A4SR                          0      8.625                     1                         555000.00     75.35         0.00                75.35              418200.00              417704.41             0.00             0.00                 360                     358               360     34688   FL                      5.125     14.625        5.125      1.500       1.000        533               10/5/2006             0    N                                                   0
        1539   S               P                R                               10                  1                      1   AXSR                          0      8.250                     1                         305000.00     34.69         0.00                34.69              105800.00              105664.61             0.00             0.00                 360                     358               360     33143   FL                      0.000      0.000        0.000      0.000       0.000        566               9/29/2006             0    N                                                   0
        1540   S               P                R                               10                  1                      1   AXSR                          0      7.825                     1                          89000.00     56.18         0.00                56.18               50000.00               49705.54             0.00             0.00                 180                     178               180     78027   TX                      0.000      0.000        0.000      0.000       0.000        634               10/4/2006             0    N                                                  36   H
        1541   S               P                R                               10                  1                      1   A4AL                         44      7.500                     1                         149000.00     79.19         0.00                79.19              118000.00              117824.31             0.00             0.00                 360                     358               360     78411   TX                      0.000      0.000        0.000      0.000       0.000        644               10/4/2006             0    N                                                  36   H
        1542   S               P                R                               10                  1    C4                    A4SR                          0     10.250                     1                          85000.00     93.18         0.00                93.18               79200.00               79133.30             0.00             0.00                 360                     358               360     64118   MO                      0.000      0.000        0.000      0.000       0.000        657               10/5/2006             0    N                                                   0
        1543   P               P                R                               74                  1                      1   A4AL                         27      7.000                     1                         183000.00     50.55         0.00                50.55               92500.00               92313.12             0.00             0.00                 360                     358               360     34654   FL                      3.500     13.000        3.500      1.500       1.000        620               9/29/2006             0    N                                                   0
        1544   S               P                C                               73                  1    C4                    A4SR                          0      7.250                     1                         225000.00     74.18         0.00                74.18              166900.00              166638.82             0.00             0.00                 360                     358               360     70001   LA                      3.750     13.250        3.750      1.500       1.000        692               10/4/2006             0    N                                                   0
        1545   S               P                R                               10                  1                      1   A4AL                         36      8.500                     1                         218000.00     88.72         0.00                88.72              193400.00              193164.85             0.00             0.00                 360                     358               360     85306   AZ                      0.000      0.000        0.000      0.000       0.000        583               10/4/2006             0    N                                                   0
        1546   S               P                R                               73                  1                      1   A4SR                          0      8.125                     1                          88000.00     86.82         0.00                86.82               76400.00               76299.70             0.00             0.00                 360                     358               360     40220   KY                      4.725     14.125        4.725      1.500       1.000        605               9/29/2006             0    N                                                  24   H
        1547   S               P                R                               10                  1                      1   A4SR                          0      8.625                     1                         125000.00     66.88         0.00                66.88               83600.00               83500.94             0.00             0.00                 360                     358               360     53128   WI                      0.000      0.000        0.000      0.000       0.000        527               9/30/2006             0    N                                                   0
        1548   S               P                C                               73                  1                      1   A4SR                          0      7.750                     1                         148000.00     83.41         0.00                83.41              123450.00              123275.18             0.00             0.00                 360                     358               360     27407   NC                      4.350     13.750        4.350      1.500       1.000        662               10/4/2006             0    N                                                   0
        1549   S               P                R                               73                  1    C4                    A4AL                         46      7.875                     1                         287000.00     84.98         0.00                84.98              243900.00              243563.20             0.00             0.00                 360                     358               360     55309   MN                      4.475     13.875        4.475      1.500       1.000        649               10/4/2006             0    N                                                   0
        1550   S               P                C                               10                  1    C4                    A4AL                         36      9.000                     1                         115000.00     89.22         0.00                89.22              102600.00              102487.50             0.00             0.00                 360                     358               360     48091   MI                      0.000      0.000        0.000      0.000       0.000        663               10/4/2006             0    N                                                   0
        1551   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         325000.00     72.15         0.00                72.15              234500.00              234207.47             0.00             0.00                 360                     358               360     11413   NY                      0.000      0.000        0.000      0.000       0.000        586               10/3/2006             0    N                                                   0
        1552   S               P                R                               10                  1                      1   A4SR                          0      7.950                     1                         123000.00     81.63         0.00                81.63              100400.00              100263.45             0.00             0.00                 360                     358               360     84633   UT                      0.000      0.000        0.000      0.000       0.000        599               10/3/2006             0    N                                                  36   H
        1553   S               I                R                               10                  1                      1   A4SR                          0      9.625                     1                          90000.00     82.22         0.00                82.22               74000.00               73928.82             0.00             0.00                 360                     358               360     46368   IN                      0.000      0.000        0.000      0.000       0.000        680               10/5/2006             0    N                                                   0
        1554   P               P                R                               73                  1                      1   AXAL                         46      7.625                     1                         225000.00     62.22         0.00                62.22              140000.00              139796.70             0.00             0.00                 360                     358               360     89121   NV                      4.125     13.625        4.125      1.500       1.000        595               10/4/2006             0    N                                                   0
        1555   S               P                R                               74                  1                      1   A4SR                          0      8.250                     1                         184000.00     92.66         0.00                92.66              170500.00              170281.81             0.00             0.00                 360                     358               360     28658   NC                      4.850     14.250        4.850      1.500       1.000        602               10/4/2006             0    N                                                   0
        1556   S               P                R                               10                  1    C4                    A4AL                         28      8.625                     1                         160000.00     86.56         0.00                86.56              138500.00              138500.00             0.00             0.00                 360                     357               360     87121   NM                      0.000      0.000        0.000      0.000       0.000        638               9/22/2006            60    N                                                   0
        1557   S               P                P                                7                  1    C4                    A5AL                         47     10.400                     1                         300000.00     80.00        20.00               100.00              240000.00              239794.05         60000.00             0.00                 360                     354               480     89178   NV                      0.000      0.000        0.000      0.000       0.000        609               6/29/2006             0    Y                                                   0
        1558   S               P                P                                7                  1                      1   A5AL                         46     11.575                     1                         135000.00     90.00         0.00                90.00              121500.00              121452.06             0.00             0.00                 360                     356               480     72015   AR                      0.000      0.000        0.000      0.000       0.000        554               8/22/2006             0    Y                                                  36   H
        1559   S               P                C                               10                  1                      1   AXAL                         50     11.800                     1                          69200.00     90.00         0.00                90.00               62280.00               62242.56             0.00             0.00                 360                     358               360     71203   LA                      0.000      0.000        0.000      0.000       0.000        556              10/10/2006             0    N                                                  36   H
        1560   S               P                C                               73                  1                      1   A4AL                         32      7.875                     1                         134000.00     88.06         0.00                88.06              118000.00              117751.03             0.00             0.00                 360                     358               360     44903   OH                      4.475     13.875        4.475      1.500       1.000        628               9/28/2006             0    N                                                   0
        1561   S               P                C                               10                  1    C4                    A4AL                         46      8.125                     1                         230000.00     80.00         0.00                80.00              184000.00              183758.47             0.00             0.00                 360                     358               360     86406   AZ                      0.000      0.000        0.000      0.000       0.000        648               9/26/2006             0    N                                                  36   H
        1562   S               P                C                               10                  1                      1   AXAL                         46      8.375                     1                         153000.00     65.36         0.00                65.36              100000.00               99875.26             0.00             0.00                 360                     358               360     33952   FL                      0.000      0.000        0.000      0.000       0.000        523               10/3/2006             0    N                                                  36   H
        1563   S               P                C                               10                  1                      1   A4AL                         42      8.875                     1                         146500.00     44.37         0.00                44.37               65000.00               64926.85             0.00             0.00                 360                     358               360     44224   OH                      0.000      0.000        0.000      0.000       0.000        521               10/3/2006             0    N                                                   0
        1564   S               P                C                               10                  1                      1   A4AL                         35      8.125                     1                         255000.00     78.43         0.00                78.43              200000.00              199737.47             0.00             0.00                 360                     358               360     23464   VA                      0.000      0.000        0.000      0.000       0.000        602               9/27/2006             0    N                                                  36   H
        1565   S               I                C                               73                  1                      1   A4AL                         28      7.750                     1                          70900.00     79.97         0.00                79.97               56700.00               56619.70             0.00             0.00                 360                     358               360     88220   NM                      4.350     13.750        4.350      1.500       1.000        623               9/29/2006             0    N                                                   0
        1566   S               P                P                               73                  1                      1   A5AL                         47      9.550                     1                         125000.00    100.00         0.00               100.00              125000.00              124877.84             0.00             0.00                 360                     358               360     35801   AL                      6.150     15.550        9.550      1.500       1.000        619              10/11/2006             0    Y                                                  24   H
        1567   S               P                C                               73                  1                      1   A4AL                         48      9.375                     1                         126000.00     90.00         0.00                90.00              113400.00              113285.03             0.00             0.00                 360                     358               360     35652   AL                      5.975     15.375        9.375      1.500       1.000        544              10/12/2006             0    N                                                  24   H
        1568   S               P                C                               73                  1                      1   AXAL                         50      9.000                     1                         183800.00     76.17         0.00                76.17              140000.00              139768.87             0.00             0.00                 360                     357               360     27804   NC                      5.600     15.000        5.600      1.500       1.000        551               9/22/2006             0    N                                                   0
        1569   P               P                C                               73                  1                      1   C AL                         46      8.750                     1                         305000.00     69.25         0.00                69.25              211200.00              210956.09             0.00             0.00                 360                     358               360     34677   FL                      5.350     14.750        5.350      1.500       1.000        556               10/5/2006             0    N                                                  24   H
        1570   P               P                R                               74                  1                      1   AXAL                         47      9.750                     1                         270000.00     89.63         0.00                89.63              242000.00              241773.28             0.00             0.00                 360                     358               360     30047   GA                      6.150     15.750        6.150      1.500       1.000        579               10/6/2006             0    N                                                   0
        1571   S               P                R                               10                  1    C4                    A4SR                          0     10.125                     1                         126000.00     96.59         0.00                96.59              121700.00              121594.72             0.00             0.00                 360                     358               360     30296   GA                      0.000      0.000        0.000      0.000       0.000        656               10/6/2006             0    N                                                   0
        1572   S               P                R                               10                  1                      1   A4SR                          0      9.375                     1                          90000.00     89.67         0.00                89.67               80700.00               80618.18             0.00             0.00                 360                     358               360     74033   OK                      0.000      0.000        0.000      0.000       0.000        587               10/6/2006             0    N                                                  36   H
        1573   S               P                R                               10                  1                      1   A4SR                          0      9.125                     1                         203000.00     90.10         0.00                90.10              182900.00              182704.60             0.00             0.00                 360                     358               360     80915   CO                      0.000      0.000        0.000      0.000       0.000        619               10/6/2006             0    N                                                   0
        1574   S               P                R                               73                  1                      1   A4SR                          0      7.500                     1                         179000.00     76.87         0.00                76.87              137600.00              137395.12             0.00             0.00                 360                     358               360     84084   UT                      4.000     13.500        4.000      1.500       1.000        561               10/6/2006             0    N                                                  24   H
        1575   P               P                R                               10                  1                      1   A4SR                          0      8.125                     1                         183000.00     81.69         0.00                81.69              149500.00              149303.76             0.00             0.00                 360                     358               360     55128   MN                      0.000      0.000        0.000      0.000       0.000        635               10/6/2006             0    N                                                   0
        1576   S               P                R                               10                  1                      1   AXAL                         24      8.250                     1                         246000.00     53.82         0.00                53.82              132400.00              132230.56             0.00             0.00                 360                     358               360     77355   TX                      0.000      0.000        0.000      0.000       0.000        584               10/6/2006             0    N                                                   0
        1577   S               P                R                               10                  1                      1   A4SR                          0      7.950                     1                         164000.00     80.00         0.00                80.00              131200.00              131021.55             0.00             0.00                 360                     358               360     84074   UT                      0.000      0.000        0.000      0.000       0.000        572               10/6/2006             0    N                                                  36   H
        1578   S               P                R                               10                  1                      1   A4SR                          0      9.875                     1                         105000.00     79.90         0.00                79.90               83900.00               83823.46             0.00             0.00                 360                     358               360     39218   MS                      0.000      0.000        0.000      0.000       0.000        549               10/6/2006             0    N                                                   0
        1579   S               P                R                               10                  1                      1   A4SR                          0      9.000                     1                          87600.00     76.60         0.00                76.60               67100.00               67026.43             0.00             0.00                 360                     358               360     98620   WA                      0.000      0.000        0.000      0.000       0.000        633               10/6/2006             0    N                                                   0
        1580   S               P                R                               10                  1                      1   A4SR                          0      6.950                     1                         284000.00     66.02         0.00                66.02              187500.00              187188.68             0.00             0.00                 360                     358               360     89074   NV                      0.000      0.000        0.000      0.000       0.000        608               10/6/2006             0    N                                                  36   H
        1581   S               P                R                               10                  1    C4                    A4SR                          0      7.950                     1                         209000.00     89.47         0.00                89.47              187000.00              186745.66             0.00             0.00                 360                     358               360     41048   KY                      0.000      0.000        0.000      0.000       0.000        669               10/9/2006             0    N                                                  36   H
        1582   S               P                R                               74                  1                      1   AXSR                          1      9.125                     1                         172000.00     85.00         0.00                85.00              146200.00              146043.81             0.00             0.00                 360                     358               360     31008   GA                      5.625     15.125        5.625      1.500       1.000        580               10/9/2006             0    N                                                   0
        1583   S               P                R                               10                  1                      1   A4SR                          0      8.500                     1                         130000.00     72.08         0.00                72.08               93700.00               93586.08             0.00             0.00                 360                     358               360     60827   IL                      0.000      0.000        0.000      0.000       0.000        606               10/7/2006             0    N                                                   0
        1584   P               P                R                               10                  1    C4                    A4AL                         47      9.750                     1                         180000.00     94.89         0.00                94.89              170800.00              170639.97             0.00             0.00                 360                     358               360     30041   GA                      0.000      0.000        0.000      0.000       0.000        589               10/9/2006             0    N                                                   0
        1585   S               P                R                               10                  1    C4                    A4SR                          2      7.625                     1                         433000.00     49.88         0.00                49.88              216000.00              214705.46             0.00             0.00                 180                     178               180     21631   MD                      0.000      0.000        0.000      0.000       0.000        578               10/9/2006             0    N                                                   0
        1586   P               P                R                               73                  1                      1   A4SR                          0      7.625                     1                         118000.00     75.00         0.00                75.00               88500.00               88371.48             0.00             0.00                 360                     358               360     35235   AL                      4.225     13.625        4.225      1.500       1.000        523               10/4/2006             0    N                                                  24   H
        1587   S               P                R                               10                  1                      1   A4SR                          0      7.625                     1                         129000.00     63.95        23.26                87.21               82500.00               82380.20         30000.00             0.00                 360                     358               360     31406   GA                      0.000      0.000        0.000      0.000       0.000        624               10/9/2006             0    N                                                   0
        1588   F               P                R                               10                  1                      1   A4SR                          0      8.125                     1                         128000.00     78.13         0.00                78.13              100000.00               99868.72             0.00             0.00                 360                     358               360     81003   CO                      0.000      0.000        0.000      0.000       0.000        623               10/5/2006             0    N                                                   0
        1589   S               P                P                               73                  1    C4                    A5AL                         40      8.250                     1                         200000.00     90.00         0.00                90.00              180000.00              179769.65             0.00             0.00                 360                     358               360     32579   FL                      4.850     14.250        8.250      1.500       1.000        656              10/13/2006             0    Y                                                  24   H
        1590   P               P                C                               73                  1                      1   B AL                         49      7.875                     1                         246000.00     26.42         0.00                26.42               65000.00               64910.23             0.00             0.00                 360                     358               360     85335   AZ                      4.475     13.875        4.475      1.500       1.000        576               10/3/2006             0    N                                                  24   H
        1591   S               P                R                               10                  1                      1   A4AL                         49      7.375                     1                         139000.00     83.38         0.00                83.38              115900.00              115723.08             0.00             0.00                 360                     358               360     17112   PA                      0.000      0.000        0.000      0.000       0.000        678               10/7/2006             0    N                                                  36   H
        1592   S               I                R                               10                  1    C4                    A4AL                         23      8.950                     1                          90000.00     75.00         0.00                75.00               67500.00               67425.22             0.00             0.00                 360                     358               360     19124   PA                      0.000      0.000        0.000      0.000       0.000        603              10/12/2006             0    N                                                   0
        1593   S               P                C                               10                  1    C4                    A4AL                         43      8.625                     1                         120000.00     41.75         0.00                41.75               50100.00               50040.63             0.00             0.00                 360                     358               360     66071   KS                      0.000      0.000        0.000      0.000       0.000        631              10/11/2006             0    N                                                   0
        1594   S               P                R                               10                  1                      1   A4SR                          0      9.125                     1                         109000.00     86.24         0.00                86.24               94000.00               93899.56             0.00             0.00                 360                     358               360     73521   OK                      0.000      0.000        0.000      0.000       0.000        596              10/11/2006             0    N                                                  36   H
        1595   S               P                R                               73                  1    C4                    AXAL                         24      9.630                     1                         170000.00     80.00         0.00                80.00              136000.00              135736.53             0.00             0.00                 360                     356               360     70435   LA                      6.120     15.630        9.630      1.500       1.000        586               8/28/2006             0    N                                                  24   H
        1596   S               P                C                               73                  1    C4                    AXAL                         10      9.950                     1                         410000.00     26.83         0.00                26.83              110000.00              109851.21             0.00             0.00                 360                     357               360     33523   FL                      6.530     15.950        9.950      1.500       1.000        543                9/1/2006             0    N                                                  24   H
        1597   S               P                C                               73                  1    C4                    A4AL                         38      8.500                     1                         268000.00     89.55         0.00                89.55              240000.00              239708.19             0.00             0.00                 360                     358               360     33909   FL                      5.100     14.500        8.500      1.500       1.000        618              10/13/2006             0    N                                                  24   H
        1598   S               P                P                               73                  1    C4                    A5AL                         32      9.235                     1                         395000.00     80.00         0.00                80.00              316000.00              315334.84             0.00             0.00                 360                     356               360     33813   FL                      5.815     15.235        9.235      1.500       1.000        598                9/1/2006             0    Y                                                  24   H
        1599   S               P                C                               10                  1                      1   A4AL                         41      8.750                     1                          93000.00     84.95         0.00                84.95               79000.00               78571.40             0.00             0.00                 180                     178               180     16335   PA                      0.000      0.000        0.000      0.000       0.000        539               10/5/2006             0    N                                                  36   H
        1600   S               P                C                               73                  1                      1   AMAL                         49      8.125                     1                         210000.00     73.81         0.00                73.81              155000.00              154796.53             0.00             0.00                 360                     358               360     33068   FL                      4.475     14.125        4.475      1.500       1.000        531               10/6/2006             0    N                                                   0
        1601   S               P                C                               10                  1                      1   AXAL                         49      8.500                     1                         418000.00     68.66         0.00                68.66              287000.00              286651.05             0.00             0.00                 360                     358               360     97035   OR                      0.000      0.000        0.000      0.000       0.000        579               10/9/2006             0    N                                                   0
        1602   S               P                C                               10                  1                      1   C AL                         48      9.675                     1                         145000.00     70.00         0.00                70.00              101500.00              101403.38             0.00             0.00                 360                     358               360     31707   GA                      0.000      0.000        0.000      0.000       0.000        576               10/9/2006             0    N                                                   0
        1603   P               P                P                               74                  1                      1   AMAL                         40      8.375                     1                         177000.00     64.97         0.00                64.97              115000.00              114784.07             0.00             0.00                 360                     357               360     63090   MO                      4.975     14.375        4.975      1.500       1.000        521               9/25/2006             0    N                                                  12   H
        1604   S               P                R                               10                  1                      1   A4AL                         48     10.750                     1                          68000.00     92.65         0.00                92.65               63000.00               62952.35             0.00             0.00                 360                     358               360     72117   AR                      0.000      0.000        0.000      0.000       0.000        650              10/12/2006             0    N                                                   0
        1605   S               P                R                               73                  1    C4                    A4AL                         34      8.875                     1                         124000.00     76.05         0.00                76.05               94300.00               93573.62             0.00             0.00                 360                     358               360     29112   SC                      5.375     14.875        5.375      1.500       1.000        582              10/11/2006             0    N                                                   0
        1606   S               P                R                               10                  1    C4                    A4SR                          0      7.500                     1                         424000.00     53.87         0.00                53.87              228400.00              228059.92             0.00             0.00                 360                     358               360      7442   NJ                      0.000      0.000        0.000      0.000       0.000        645              10/11/2006             0    N                                                   0
        1607   S               P                R                               10                  1    C4                    AXSR                          0     10.250                     1                          85000.00     68.00         0.00                68.00               57800.00               57751.31             0.00             0.00                 360                     358               360     51652   IA                      0.000      0.000        0.000      0.000       0.000        607              10/10/2006             0    N                                                   0
        1608   S               P                R                               10                  1    C4                    A4AL                         47      7.750                     1                         779000.00     24.01         0.00                24.01              187050.00              186785.11             0.00             0.00                 360                     358               360     91344   CA                      0.000      0.000        0.000      0.000       0.000        596              10/10/2006             0    N                                                   0
        1609   S               P                R                               10                  1    C4                    A5AL                         49      8.575                     1                          78000.00     64.74         0.00                64.74               50500.00               50439.53             0.00             0.00                 360                     358               360     37918   TN                      0.000      0.000        0.000      0.000       0.000        624               10/6/2006             0    Y                                                  36   H
        1610   S               P                R                               10                  1                      1   A4AL                         34      7.875                     1                         230000.00     68.70         0.00                68.70              158000.00              157781.82             0.00             0.00                 360                     358               360      8096   NJ                      0.000      0.000        0.000      0.000       0.000        566              10/12/2006             0    N                                                   0
        1611   S               P                R                               10                  1                      1   AXSR                          0      7.950                     1                         205000.00     67.66         0.00                67.66              138700.00              138511.35             0.00             0.00                 360                     358               360     19804   DE                      0.000      0.000        0.000      0.000       0.000        580               10/6/2006             0    N                                                  36   H
        1612   S               P                R                               73                  1                      1   A4SR                          0      9.125                     1                          78000.00     68.21         0.00                68.21               53200.00               53143.17             0.00             0.00                 360                     358               360     63136   MO                      5.625     15.125        5.625      1.500       1.000        576               10/5/2006             0    N                                                   0
        1613   S               P                R                               73                  1                      1   A4AL                         48      8.250                     1                         137000.00     83.21         0.00                83.21              114000.00              113805.94             0.00             0.00                 360                     358               360     53144   WI                      4.850     14.250        4.850      1.500       1.000        639               10/5/2006             0    N                                                   0
        1614   S               P                R                               74                  1                      1   A4SR                          0      8.500                     1                         281000.00    100.00         0.00               100.00              281000.00              280658.33             0.00             0.00                 360                     358               360     80127   CO                      5.100     14.500        5.100      1.500       1.000        668              10/12/2006             0    N                                                   0
        1615   S               P                R                               74                  1                      1   A4SR                          0      8.125                     1                         166000.00     86.99         0.00                86.99              144400.00              144210.44             0.00             0.00                 360                     358               360     29706   SC                      4.725     14.125        4.725      1.500       1.000        581              10/12/2006             0    N                                                   0
        1616   S               P                R                               10                  1                      1   AXSR                          0      9.750                     1                         100000.00     75.90         0.00                75.90               75900.00               75828.89             0.00             0.00                 360                     358               360     77656   TX                      0.000      0.000        0.000      0.000       0.000        578              10/12/2006             0    N                                                   0
        1617   S               P                R                               73                  1                      1   A4AL                         52      7.375                     1                         300000.00     50.00         0.00                50.00              150000.00              149771.02             0.00             0.00                 360                     358               360     32931   FL                      3.875     13.375        3.875      1.500       1.000        545              10/12/2006             0    N                                                   0
        1618   C               S                R                               73                  1                      1   A4SR                          0      9.750                     1                         125000.00     95.44         0.00                95.44              119300.00              119188.23             0.00             0.00                 360                     358               360     75219   TX                      6.350     15.750        6.350      1.500       1.000        610              10/11/2006             0    N                                                   0
        1619   S               P                R                               10                  1    C4                    A4SR                          0      8.125                     1                         178400.00     78.08         0.00                78.08              139300.00              139117.14             0.00             0.00                 360                     358               360     28730   NC                      0.000      0.000        0.000      0.000       0.000        634              10/12/2006             0    N                                                   0
        1620   S               P                R                               10                  1                      1   A4SR                          0      6.875                     1                         190000.00     40.58         0.00                40.58               77100.00               76606.79             0.00             0.00                 180                     178               180     27298   NC                      0.000      0.000        0.000      0.000       0.000        653              10/12/2006             0    N                                                   0
        1621   S               S                R                               10                  1    C4                    A4SR                          0      7.950                     1                         300000.00     85.63         0.00                85.63              256900.00              256550.59             0.00             0.00                 360                     358               360     35645   AL                      0.000      0.000        0.000      0.000       0.000        662              10/16/2006             0    N                                                  36   H
        1622   S               P                R                               10                  1                      1   A4SR                          0      8.500                     1                         126000.00     69.84         0.00                69.84               88000.00               87893.01             0.00             0.00                 360                     358               360     30122   GA                      0.000      0.000        0.000      0.000       0.000        563              10/10/2006             0    N                                                   0
        1623   S               P                R                               10                  1    C4                    A4AL                         37      8.875                     1                         210000.00     91.43         0.00                91.43              192000.00              191783.92             0.00             0.00                 360                     358               360     75070   TX                      0.000      0.000        0.000      0.000       0.000        635              10/10/2006             0    N                                                   0
        1624   S               P                C                               10                  1                      1   AMAL                         20      8.750                     1                         175000.00     70.86         0.00                70.86              124000.00              123327.25             0.00             0.00                 180                     178               180     99701   AK                      0.000      0.000        0.000      0.000       0.000        540               10/6/2006             0    N                                                   0
        1625   P               P                C                                7                  1                      1   A4AL                         50      7.875                     1                         469000.00     56.50         0.00                56.50              265000.00              264634.07             0.00             0.00                 180                     178               360     21784   MD                      0.000      0.000        0.000      0.000       0.000        577               10/6/2006             0    N                                                   0
        1626   S               P                C                               74                  1                      1   AMAL                         30      9.875                     1                          69000.00     80.00         0.00                80.00               55200.00               55149.63             0.00             0.00                 360                     358               360     72461   AR                      6.475     15.875        6.475      1.500       1.000        564               10/6/2006             0    N                                                   0
        1627   S               P                C                               10                  1    C1                    A5AL                         29      9.750                     1                         108500.00     46.08         0.00                46.08               50000.00               49953.15             0.00             0.00                 360                     358               360     65738   MO                      0.000      0.000        0.000      0.000       0.000        523               10/9/2006             0    Y                                                   0
        1628   S               P                R                               74                  1                      1   A4AL                         44      8.875                     1                         172000.00     81.98         0.00                81.98              141000.00              140841.32             0.00             0.00                 360                     358               360     60431   IL                      5.475     14.875        5.475      1.500       1.000        525               10/6/2006             0    N                                                   0
        1629   S               P                R                               10                  1                      1   A4SR                          0      9.000                     1                         155000.00     59.03         0.00                59.03               91500.00               91399.67             0.00             0.00                 360                     358               360     55785   MN                      0.000      0.000        0.000      0.000       0.000        541               10/5/2006             0    N                                                   0
        1630   S               P                C                               73                  1    C4                    AXAL                         44      9.125                     1                         200000.00     85.00         0.00                85.00              170000.00              169818.37             0.00             0.00                 360                     358               360      4949   ME                      5.625     15.125        5.625      1.500       1.000        597              10/10/2006             0    N                                                   0
        1631   S               P                R                               10                  1                      1   A4SR                          0      6.625                     1                         235000.00     61.11        16.80                77.91              143600.00              143345.90         39500.00             0.00                 360                     358               360     93304   CA                      0.000      0.000        0.000      0.000       0.000        661               10/9/2006             0    N                                                   0
        1632   S               P                R                               10                  1    C4                    A4SR                          0      8.875                     1                         136000.00     83.82         0.00                83.82              114000.00              113388.39             0.00             0.00                 180                     178               180     77004   TX                      0.000      0.000        0.000      0.000       0.000        568              10/13/2006             0    N                                                   0
        1633   S               I                R                               74                  1                      1   A4AL                         51      5.825                     1                         285000.00     68.42         0.00                68.42              195000.00              194597.61             0.00             0.00                 360                     358               360     98031   WA                      2.325     11.825        2.325      1.500       1.000        671              10/13/2006             0    N                                                  36   H
        1634   S               P                R                               10                  1                      1   A4AL                         28      7.625                     1                         146000.00     72.60         0.00                72.60              106000.00              105846.07             0.00             0.00                 360                     358               360     32177   FL                      0.000      0.000        0.000      0.000       0.000        582               10/9/2006             0    N                                                  36   H
        1635   C               P                C                               10                  1                      1   A4SR                          0      8.325                     1                          81000.00     66.73         0.00                66.73               54050.00               53981.89             0.00             0.00                 360                     358               360     33313   FL                      0.000      0.000        0.000      0.000       0.000        575              10/12/2006             0    N                                                  36   H
        1636   S               P                R                               73                  1                      1   A4AL                         49      8.250                     1                         224000.00     53.26         0.00                53.26              119300.00              119147.33             0.00             0.00                 360                     358               360     33462   FL                      4.850     14.250        4.850      1.500       1.000        511              10/12/2006             0    N                                                   0
        1637   S               P                R                               10                  1                      1   AXAL                         42      8.950                     1                         160000.00     91.06         0.00                91.06              145700.00              145538.56             0.00             0.00                 360                     358               360     40324   KY                      0.000      0.000        0.000      0.000       0.000        626              10/13/2006             0    N                                                  36   H
        1638   S               P                R                               10                  1                      1   A4AL                         47      8.250                     1                         157000.00     82.17         0.00                82.17              129000.00              128834.93             0.00             0.00                 360                     358               360     34668   FL                      0.000      0.000        0.000      0.000       0.000        574              10/11/2006             0    N                                                  36   H
        1639   S               P                R                               74                  1                      1   A4SR                          0      9.000                     1                         137000.00    100.00         0.00               100.00              137000.00              136849.78             0.00             0.00                 360                     358               360     53210   WI                      5.600     15.000        5.600      1.500       1.000        591              10/13/2006             0    N                                                   0
        1640   S               S                R                               10                  1    C4                    A4SR                         18      8.500                     1                          93500.00     74.12         0.00                74.12               69300.00               69215.73             0.00             0.00                 360                     358               360     31023   GA                      0.000      0.000        0.000      0.000       0.000        690              10/16/2006             0    N                                                  36   H
        1641   S               P                R                               10                  1    C4                    A4SR                          0      7.250                     1                         230000.00     62.96         0.00                62.96              144800.00              144573.40             0.00             0.00                 360                     358               360     85251   AZ                      0.000      0.000        0.000      0.000       0.000        660              10/13/2006             0    N                                                   0
        1642   C               P                R                               73                  1    C4                    A4SR                          0      8.750                     1                         126900.00     81.17         0.00                81.17              103000.00              102881.05             0.00             0.00                 360                     358               360     80122   CO                      5.350     14.750        5.350      1.500       1.000        614              10/13/2006             0    N                                                   0
        1643   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         235000.00     84.00         0.00                84.00              197400.00              197153.76             0.00             0.00                 360                     358               360     46158   IN                      0.000      0.000        0.000      0.000       0.000        623              10/13/2006             0    N                                                   0
        1644   S               P                R                               10                  1                      1   A4SR                          0      9.000                     1                         165000.00     93.76         0.00                93.76              154700.00              154530.37             0.00             0.00                 360                     358               360     36693   AL                      0.000      0.000        0.000      0.000       0.000        580              10/13/2006             0    N                                                   0
        1645   S               P                R                               10                  1                      1   A4SR                          0      8.875                     1                         135000.00     52.96         0.00                52.96               71500.00               71419.53             0.00             0.00                 360                     358               360     23502   VA                      0.000      0.000        0.000      0.000       0.000        552              10/12/2006             0    N                                                   0
        1646   S               P                P                               73                  1                      1   C AL                         12     10.650                     1                          60000.00     90.00         0.00                90.00               54000.00               53937.11             0.00             0.00                 360                     357               360     35208   AL                      8.220     16.650       10.650      1.500       1.000        534               10/3/2006             0    N                                                  24   H
        1647   S               P                P                               73                  1    C4                    A4AL                         16      8.450                     1                         195000.00     80.00        20.00               100.00              156000.00              155921.32         39000.00             0.00                 360                     358               480     32907   FL                      6.010     14.450        8.450      1.500       1.000        650               10/3/2006             0    N                                                  24   H
        1648   S               P                C                               74                  1    C1                    AMAL                         24      8.250                     1                         325000.00     72.62         0.00                72.62              236000.00              235697.99             0.00             0.00                 360                     358               360     39702   MS                      4.850     14.250        4.850      1.500       1.000        546               10/6/2006             0    N                                                  24   H
        1649   S               P                C                               10                  1                      1   B AL                         47      8.500                     1                         390000.00     38.46         0.00                38.46              150000.00              149817.62             0.00             0.00                 360                     358               360     22191   VA                      0.000      0.000        0.000      0.000       0.000        573               10/5/2006             0    N                                                   0
        1650   P               P                C                               10                  1                      1   AXAL                         52      7.750                     1                        1800000.00     14.72         0.00                14.72              265000.00              264624.73             0.00             0.00                 360                     358               360     21811   MD                      0.000      0.000        0.000      0.000       0.000        601               9/27/2006             0    N                                                   0
        1651   S               P                C                               10                  1    C1                    AXAL                         39      8.750                     1                         380000.00     75.00         0.00                75.00              285000.00              284670.86             0.00             0.00                 360                     358               360     70433   LA                      0.000      0.000        0.000      0.000       0.000        516              10/12/2006             0    N                                                  36   H
        1652   S               P                C                               10                  1                      1   B AL                         50      9.500                     1                         180000.00     71.11         0.00                71.11              128000.00              127873.58             0.00             0.00                 360                     358               360     60649   IL                      0.000      0.000        0.000      0.000       0.000        531               10/5/2006             0    N                                                   0
        1653   S               P                C                               73                  1                      1   A4AL                         44      8.000                     1                         210000.00     76.19         0.00                76.19              160000.00              159784.58             0.00             0.00                 360                     358               360      6360   CT                      4.600     14.000        4.600      1.500       1.000        522              10/10/2006             0    N                                                   0
        1654   S               P                C                               74                  1                      1   A4AL                         41      8.500                     1                         114000.00     94.74         0.00                94.74              108000.00              107868.68             0.00             0.00                 360                     358               360     38053   TN                      5.100     14.500        5.100      1.500       1.000        621               10/6/2006             0    N                                                  36   H
        1655   S               P                C                               10                  1                      1   A5AL                         21      9.750                     1                         171000.00     29.30         0.00                29.30               50100.00               49378.56             0.00             0.00                 180                     178               180     60440   IL                      0.000      0.000        0.000      0.000       0.000        533              10/16/2006             0    Y                                                   0
        1656   S               P                C                               10                  1                      1   A5AL                         41      9.875                     1                          85000.00     70.00         0.00                70.00               59500.00               59445.71             0.00             0.00                 360                     358               360     71603   AR                      0.000      0.000        0.000      0.000       0.000        517              10/10/2006             0    Y                                                   0
        1657   P               P                C                               10                  1                      1   AXAL                         42      8.750                     1                         253000.00     59.29         0.00                59.29              150000.00              149826.77             0.00             0.00                 360                     358               360     23454   VA                      0.000      0.000        0.000      0.000       0.000        506              10/13/2006             0    N                                                  36   H
        1658   P               P                C                               73                  1                      1   C AL                         32      9.375                     1                         298000.00     70.00         0.00                70.00              208600.00              208388.49             0.00             0.00                 360                     358               360     85755   AZ                      5.975     15.375        5.975      1.500       1.000        547               9/28/2006             0    N                                                  24   H
        1659   S               P                C                               73                  1                      1   A4AL                         46      8.500                     1                         220000.00     80.00         0.00                80.00              176000.00              175786.00             0.00             0.00                 360                     358               360     17563   PA                      5.100     14.500        5.100      1.500       1.000        516              10/13/2006             0    N                                                  24   H
        1660   S               P                C                               73                  1                      1   AXAL                         32      8.375                     1                         251500.00     67.59         0.00                67.59              170000.00              169787.94             0.00             0.00                 360                     358               360     84078   UT                      4.975     14.375        4.975      1.500       1.000        538              10/10/2006             0    N                                                  24   H
        1661   S               P                C                               10                  1                      1   A5AL                         15      9.125                     1                         119400.00     58.63         0.00                58.63               70000.00               69925.22             0.00             0.00                 360                     358               360     32205   FL                      0.000      0.000        0.000      0.000       0.000        524              10/13/2006             0    Y                                                  36   H
        1662   S               P                C                               10                  1                      1   A4AL                         32      7.750                     1                         120000.00     85.00         0.00                85.00              102000.00              101855.56             0.00             0.00                 360                     358               360     27107   NC                      0.000      0.000        0.000      0.000       0.000        612               10/5/2006             0    N                                                   0
        1663   P               P                R                               10                  1                      1   A4AL                         41      8.250                     1                         130000.00     79.92         0.00                79.92              103900.00              103767.03             0.00             0.00                 360                     358               360     17110   PA                      0.000      0.000        0.000      0.000       0.000        628              10/16/2006             0    N                                                   0
        1664   S               P                R                               10                  1                      1   A4SR                          0      8.750                     1                         125000.00     78.48         0.00                78.48               98100.00               97986.71             0.00             0.00                 360                     358               360     32210   FL                      0.000      0.000        0.000      0.000       0.000        583              10/16/2006             0    N                                                   0
        1665   S               P                R                               10                  1    C4                    A4AL                         35      7.875                     1                         263000.00     69.43         0.00                69.43              182600.00              182347.84             0.00             0.00                 360                     358               360     35504   AL                      0.000      0.000        0.000      0.000       0.000        630              10/16/2006             0    N                                                   0
        1666   S               P                R                               10                  1                      1   A4SR                          0      9.875                     1                          86000.00     94.88         0.00                94.88               81600.00               81525.55             0.00             0.00                 360                     358               360     48234   MI                      0.000      0.000        0.000      0.000       0.000        588              10/16/2006             0    N                                                   0
        1667   S               P                R                               10                  1                      1   A4SR                          0      8.875                     1                         133000.00     73.08         0.00                73.08               97200.00               97090.60             0.00             0.00                 360                     358               360     37212   TN                      0.000      0.000        0.000      0.000       0.000        555              10/16/2006             0    N                                                   0
        1668   S               P                R                               10                  1    C4                    A4SR                          0      8.625                     1                         210000.00     81.52         0.00                81.52              171200.00              170997.11             0.00             0.00                 360                     358               360     84606   UT                      0.000      0.000        0.000      0.000       0.000        584              10/16/2006             0    N                                                  36   H
        1669   S               P                R                               10                  1                      1   A4SR                          0      8.125                     1                         120000.00     79.33         0.00                79.33               95200.00               95075.02             0.00             0.00                 360                     358               360     46385   IN                      0.000      0.000        0.000      0.000       0.000        687              10/16/2006             0    N                                                  36   H
        1670   S               P                R                               73                  1    C4                    A4AL                         45      7.375                     1                         420000.00     49.17         0.00                49.17              206500.00              206184.78             0.00             0.00                 360                     358               360     93620   CA                      3.875     13.375        3.875      1.500       1.000        522              10/13/2006             0    N                                                  24   H
        1671   S               P                R                               10                  1                      1   A4SR                          0      7.750                     1                         170000.00     64.06         0.00                64.06              108900.00              108745.79             0.00             0.00                 360                     358               360     23181   VA                      0.000      0.000        0.000      0.000       0.000        541              10/14/2006             0    N                                                   0
        1672   C               P                R                               74                  1                      1   A4AL                         45      6.875                     1                         390000.00     52.90         0.00                52.90              206300.00              205952.38             0.00             0.00                 360                     358               360     92211   CA                      3.475     12.875        3.475      1.500       1.000        590              10/14/2006             0    N                                                   0
        1673   S               P                R                               10                  1                      1   A4SR                          0      7.625                     1                         153000.00     77.91         0.00                77.91              119200.00              119026.91             0.00             0.00                 360                     358               360     76002   TX                      0.000      0.000        0.000      0.000       0.000        628              10/14/2006             0    N                                                   0
        1674   S               P                C                               10                  1                      1   A4AL                         27      8.950                     1                         121000.00     92.23         0.00                92.23              111600.00              111476.34             0.00             0.00                 360                     358               360     35750   AL                      0.000      0.000        0.000      0.000       0.000        685              10/19/2006             0    N                                                  36   H
        1675   C               P                C                               10                  1                      1   AXAL                         32      9.500                     1                         157000.00     31.85         2.06                33.91               50000.00               49950.61          3244.20             0.00                 360                     358               360     33025   FL                      0.000      0.000        0.000      0.000       0.000        552               10/4/2006             0    N                                                  24   H
        1676   S               P                C                               73                  1                      1   AMAL                         46      9.500                     1                         365000.00     85.75         0.00                85.75              313000.00              312690.88             0.00             0.00                 360                     358               360     93555   CA                      6.100     15.500        6.100      1.500       1.000        569              10/12/2006             0    N                                                  12   H
        1677   S               P                C                               10                  1                      1   A4AL                         38      7.750                     1                         101000.00     79.21         0.00                79.21               80000.00               79886.71             0.00             0.00                 360                     358               360     68510   NE                      0.000      0.000        0.000      0.000       0.000        607               10/5/2006             0    N                                                  36   H
        1678   S               P                C                               10                  1                      1   A4AL                         33      7.750                     1                         147000.00     70.00         0.00                70.00              102900.00              102754.27             0.00             0.00                 360                     358               360     53181   WI                      0.000      0.000        0.000      0.000       0.000        575              10/13/2006             0    N                                                   0
        1679   S               P                C                               10                  1    C4                    A4AL                         39      8.625                     1                         306500.00     59.05         0.00                59.05              181000.00              180002.62             0.00             0.00                 180                     178               180     21221   MD                      0.000      0.000        0.000      0.000       0.000        514               9/26/2006             0    N                                                   0
        1680   S               P                C                               10                  1    C4                    A4AL                         12      8.375                     1                          69000.00     72.46         0.00                72.46               50000.00               49719.52             0.00             0.00                 180                     178               180     32025   FL                      0.000      0.000        0.000      0.000       0.000        639               10/9/2006             0    N                                                  36   H
        1681   S               P                C                               73                  1                      1   AMAL                         30      8.875                     1                         145000.00     79.31         0.00                79.31              115000.00              114866.43             0.00             0.00                 360                     358               360     53511   WI                      5.475     14.875        5.475      1.500       1.000        568              10/11/2006             0    N                                                   0
        1682   C               I                C                               73                  1                      1   A4AL                         50      8.625                     1                          84000.00     84.52         0.00                84.52               71000.00               70915.86             0.00             0.00                 360                     358               360     33463   FL                      5.225     14.625        5.225      1.500       1.000        580               10/4/2006             0    N                                                  24   H
        1683   S               P                C                               73                  1                      1   A4AL                         33      7.875                     1                         101000.00     79.21         0.00                79.21               80000.00               79889.52             0.00             0.00                 360                     358               360     24501   VA                      4.475     13.875        4.475      1.500       1.000        552              10/11/2006             0    N                                                  24   H
        1684   S               P                C                               73                  1                      1   A4AL                         50      8.875                     1                          90000.00    100.00         0.00               100.00               90000.00               89898.71             0.00             0.00                 360                     358               360     37743   TN                      5.375     14.875        5.375      1.500       1.000        640              10/10/2006             0    N                                                  12   H
        1685   S               P                C                               74                  1                      1   A4AL                         49      8.375                     1                         132100.00    100.00         0.00               100.00              132100.00              131935.20             0.00             0.00                 360                     358               360     49015   MI                      4.975     14.375        4.975      1.500       1.000        609               10/4/2006             0    N                                                  36   H
        1686   S               P                C                               10                  1                      1   A4AL                         48      8.875                     1                         125000.00     82.40         0.00                82.40              103000.00              102884.09             0.00             0.00                 360                     358               360     28655   NC                      0.000      0.000        0.000      0.000       0.000        548               10/5/2006             0    N                                                   0
        1687   S               P                C                               10                  1                      1   AMAL                         43      8.250                     1                         380000.00     65.00         0.00                65.00              247000.00              246683.91             0.00             0.00                 360                     358               360     33187   FL                      0.000      0.000        0.000      0.000       0.000        588              10/10/2006             0    N                                                  36   H
        1688   S               P                C                               73                  1                      1   A4AL                         33      8.375                     1                         120000.00     80.00         0.00                80.00               96000.00               95880.24             0.00             0.00                 360                     358               360     30728   GA                      4.975     14.375        4.975      1.500       1.000        578               10/5/2006             0    N                                                   0
        1689   S               P                C                               10                  1    C4                    A4AL                         30      7.875                     1                         127000.00     40.94         0.00                40.94               52000.00               51695.12             0.00             0.00                 180                     178               180     32456   FL                      0.000      0.000        0.000      0.000       0.000        569               10/5/2006             0    N                                                  36   H
        1690   S               P                C                               73                  1                      1   AXAL                         42      7.625                     1                         200000.00     82.50         0.00                82.50              165000.00              164760.40             0.00             0.00                 360                     358               360     83702   ID                      4.225     13.625        4.225      1.500       1.000        600              10/10/2006             0    N                                                  24   H
        1691   S               P                C                               10                  1                      1   A4AL                         42      8.500                     1                          63000.00     79.52         0.00                79.52               50100.00               50039.07             0.00             0.00                 360                     358               360     24747   WV                      0.000      0.000        0.000      0.000       0.000        621               10/6/2006             0    N                                                   0
        1692   S               P                C                               10                  1                      1   A5AL                         25      8.750                     1                         133500.00     37.45         0.00                37.45               50000.00               49942.25             0.00             0.00                 360                     358               360     65804   MO                      0.000      0.000        0.000      0.000       0.000        544               10/9/2006             0    Y                                                  36   H
        1693   S               P                C                               10                  1                      1   AMAL                         30      9.125                     1                         281000.00     69.75         0.00                69.75              196000.00              195790.60             0.00             0.00                 360                     358               360     23464   VA                      0.000      0.000        0.000      0.000       0.000        553              10/11/2006             0    N                                                   0
        1694   S               P                C                               10                  1                      1   A4AL                         29      7.750                     1                         185000.00     67.57         0.00                67.57              125000.00              124822.97             0.00             0.00                 360                     358               360     28570   NC                      0.000      0.000        0.000      0.000       0.000        577              10/11/2006             0    N                                                   0
        1695   S               P                C                               74                  1                      1   A5AL                         28      8.500                     1                         139900.00     79.99         0.00                79.99              111900.00              111763.94             0.00             0.00                 360                     358               360     29440   SC                      5.100     14.500        5.100      1.500       1.000        506              10/10/2006             0    Y                                                   0
        1696   S               P                C                               10                  1                      1   A4AL                         22      8.625                     1                         132000.00     90.00         0.00                90.00              118800.00              118659.23             0.00             0.00                 360                     358               360     60426   IL                      0.000      0.000        0.000      0.000       0.000        596              10/13/2006             0    N                                                   0
        1697   C               P                C                               10                  1                      1   AXAL                         32      8.875                     1                         152000.00     78.95         0.00                78.95              120000.00              119864.96             0.00             0.00                 360                     358               360      4005   ME                      0.000      0.000        0.000      0.000       0.000        562              10/16/2006             0    N                                                   0
        1698   C               P                C                               74                  1                      1   A4AL                         28      8.500                     1                         120000.00     73.33         0.00                73.33               88000.00               87893.01             0.00             0.00                 360                     358               360     34207   FL                      5.100     14.500        5.100      1.500       1.000        511               9/29/2006             0    N                                                  36   H
        1699   P               P                C                               73                  1    C1                    A5AL                         29      8.500                     1                         174000.00     28.79         0.00                28.79               50100.00               49968.57             0.00             0.00                 360                     358               360     85205   AZ                      5.100     14.500        5.100      1.500       1.000        543              10/12/2006             0    Y                                                   0
        1700   S               P                C                               74                  1                      1   A4AL                         28      7.875                     1                          87000.00     71.26         0.00                71.26               62000.00               61914.40             0.00             0.00                 360                     358               360     87937   NM                      4.375     13.875        4.375      1.500       1.000        620               10/9/2006             0    N                                                   0
        1701   S               P                R                               73                  1                      1   AMSR                          0      7.875                     1                         332500.00     77.70         0.00                77.70              258350.00              257993.24             0.00             0.00                 360                     358               360      8081   NJ                      4.475     13.875        4.475      1.500       1.000        618              10/19/2006             0    N                                                   0
        1702   P               P                R                               10                  1    C4                    A4SR                          0      6.825                     1                         328000.00     41.65         0.00                41.65              136600.00              136367.54             0.00             0.00                 360                     358               360     96022   CA                      0.000      0.000        0.000      0.000       0.000        607              10/18/2006             0    N                                                  36   H
        1703   S               P                C                               10                  1                      1   A4AL                         44      7.875                     1                         180000.00     42.22         0.00                42.22               76000.00               75895.06             0.00             0.00                 360                     358               360     85033   AZ                      0.000      0.000        0.000      0.000       0.000        553              10/18/2006             0    N                                                  36   H
        1704   S               P                C                               73                  1                      1   AMAL                         26      8.875                     1                         240350.00     74.97         0.00                74.97              180200.00              179997.21             0.00             0.00                 360                     358               360     24901   WV                      5.475     14.875        5.475      1.500       1.000        506               10/4/2006             0    N                                                   0
        1705   S               P                C                               10                  1                      1   A4AL                         37      7.875                     1                         301000.00     79.73         0.00                79.73              240000.00              238592.84             0.00             0.00                 180                     178               180     23456   VA                      0.000      0.000        0.000      0.000       0.000        544               10/6/2006             0    N                                                  36   H
        1706   S               P                C                               73                  1                      1   A4AL                         23      8.750                     1                         109000.00     96.33         0.00                96.33              105000.00              104878.73             0.00             0.00                 360                     358               360     62522   IL                      5.250     14.750        5.250      1.500       1.000        651              10/16/2006             0    N                                                   0
        1707   S               P                C                               73                  1                      1   AMAL                         49      9.000                     1                         150000.00     80.00         0.00                80.00              120000.00              119868.41             0.00             0.00                 360                     358               360     19061   PA                      5.600     15.000        5.600      1.500       1.000        588              10/12/2006             0    N                                                  12   H
        1708   S               P                C                               10                  1    C1                    A4AL                         46      8.375                     1                         166000.00     87.95         0.00                87.95              146000.00              145817.86             0.00             0.00                 360                     358               360     98405   WA                      0.000      0.000        0.000      0.000       0.000        617              10/16/2006             0    N                                                  36   H
        1709   S               P                C                               10                  1                      1   A4AL                         45      9.200                     1                         159000.00     86.79         0.00                86.79              138000.00              137854.85             0.00             0.00                 360                     358               360     37643   TN                      0.000      0.000        0.000      0.000       0.000        614              10/17/2006             0    N                                                   0
        1710   P               P                C                               10                  1                      1   AXAL                         49      7.825                     1                         365000.00     47.95         0.00                47.95              175000.00              174755.90             0.00             0.00                 360                     358               360     33351   FL                      0.000      0.000        0.000      0.000       0.000        606              10/17/2006             0    N                                                   0
        1711   C               P                C                               73                  1    C4                    A4AL                         48      7.750                     1                         175000.00     80.00         0.00                80.00              140000.00              139801.74             0.00             0.00                 360                     358               360     33313   FL                      4.350     13.750        4.350      1.500       1.000        602              10/17/2006             0    N                                                  12   H
        1712   S               P                C                               73                  1    C4                    A4AL                         49      8.375                     1                         203000.00     81.97         0.00                81.97              166400.00              166192.42             0.00             0.00                 360                     358               360     72764   AR                      4.975     14.375        4.975      1.500       1.000        584               10/5/2006             0    N                                                   0
        1713   S               I                C                               10                  1    C4                    A4AL                         32      9.875                     1                         135000.00     80.00         0.00                80.00              108000.00              107901.46             0.00             0.00                 360                     358               360     37020   TN                      0.000      0.000        0.000      0.000       0.000        582              10/11/2006             0    N                                                   0
        1714   S               P                C                               73                  1                      1   A4AL                         33      7.750                     1                         205000.00     85.00         0.00                85.00              174250.00              174003.23             0.00             0.00                 360                     358               360     17325   PA                      4.350     13.750        4.350      1.500       1.000        577              10/20/2006             0    N                                                   0
        1715   S               P                C                               73                  1                      1   A4AL                         40      9.000                     1                         216000.00     75.00         0.00                75.00              162000.00              161788.41             0.00             0.00                 360                     354               480     60554   IL                      5.800     15.000        5.800      1.500       1.000        519               6/26/2006             0    N                                                   0
        1716   S               P                C                               73                  1    C4                    A4AL                         41      8.750                     1                         245000.00     75.00         0.00                75.00              183750.00              182769.52             0.00             0.00                 360                     354               360     34715   FL                      6.600     15.750        8.750      1.500       1.500        600               6/23/2006            60    N                                                  24   H
        1717   S               P                P                               10                  1    C4                    A5AL                         42      8.490                     1                         135000.00     80.00        20.00               100.00              108000.00              107530.53         27000.00             0.00                 360                     353               360     75244   TX                      0.000      0.000        0.000      0.000       0.000        680                6/2/2006             0    Y                                                  36   H
        1718   P               P                C                               73                  1                      1   AMAL                         31      8.400                     1                         145000.00     70.00         0.00                70.00              101500.00              101341.98             0.00             0.00                 360                     354               480     85301   AZ                      6.150     15.400        8.400      1.500       1.500        602               6/19/2006             0    N                                                  12   H
        1719   S               P                C                               73                  1    C4                    A4AL                         33     10.500                     1                         178000.00     95.00         0.00                95.00              169100.00              168949.43             0.00             0.00                 360                     355               480     55119   MN                      7.400     16.500        7.400      1.500       1.000        589                7/5/2006             0    N                                                  36   H
        1720   S               P                C                               74                  1                      1   A4AL                         50      8.000                     1                         200000.00     80.00        20.00               100.00              160000.00              159456.04         40000.00             0.00                 360                     355               360     80204   CO                      5.000     14.000        5.000      1.500       1.000        613               7/14/2006             0    N                                                  36   H
        1721   F               P                R                               73                  1                      1   A4SR                          0      8.625                     1                         125000.00     61.80         0.00                61.80               77250.00               77018.67             0.00             0.00                 360                     355               360     48221   MI                      5.025     14.625        5.025      1.500       1.000        584               7/12/2006             0    N                                                   0
        1722   C               P                P                               73                  1                      1   A5AL                         33      7.375                     1                         145000.00     72.41        24.14                96.55              105000.00              104512.97         35000.00             0.00                 360                     354               360     93309   CA                      6.500     13.375        7.375      1.500       1.000        604                6/9/2006             0    Y                                                  24   H
        1723   S               P                C                               74                  1                      1   A4AL                         24      7.250                     1                         215000.00     80.00        20.00               100.00              172000.00              171745.36         43000.00             0.00                 360                     354               540     80634   CO                      6.250     13.250        7.250      1.500       1.000        664               6/13/2006             0    N                                                  36   H
        1724   S               P                C                               73                  1                      1   AXAL                         26      8.250                     1                         160000.00     90.00         0.00                90.00              144000.00              143815.73             0.00             0.00                 360                     358               360     85631   AZ                      5.250     14.250        5.250      1.500       1.000        631              10/16/2006             0    N                                                  24   H
        1725   S               P                C                                7                  1                      1   C AL                         32      8.875                     1                         139000.00     85.00         0.00                85.00              118150.00              118048.22             0.00             0.00                 360                     354               540     48135   MI                      0.000      0.000        0.000      0.000       0.000        551               6/15/2006             0    N                                                  36   H
        1726   S               P                C                                7                  1                      1   A4AL                         49      8.500                     1                          97000.00     94.19         0.00                94.19               91360.00               91270.61             0.00             0.00                 360                     354               540     49014   MI                      0.000      0.000        0.000      0.000       0.000        668                6/9/2006             0    N                                                  36   H
        1727   S               P                C                                7                  1                      1   AMAL                         37      9.625                     1                          74000.00     89.86         0.00                89.86               66500.00               66455.72             0.00             0.00                 360                     354               540     48529   MI                      0.000      0.000        0.000      0.000       0.000        584               6/15/2006             0    N                                                  36   H
        1728   S               P                P                                7                  1                      1   A5AL                         35      8.750                     1                         162700.00     80.00        20.00               100.00              130160.00              130042.99         32540.00             0.00                 360                     354               540     44256   OH                      0.000      0.000        0.000      0.000       0.000        588               6/22/2006             0    Y                                                  36   H
        1729   S               P                C                               73                  1                      1   A4AL                         29      8.875                     1                          75000.00     90.00         0.00                90.00               67500.00               67441.87             0.00             0.00                 360                     354               540     45812   OH                      7.875     14.875        8.875      1.500       1.000        577               6/15/2006             0    N                                                  36   H
        1730   S               P                C                                7                  1                      1   A4AL                         50      9.875                     1                          72000.00     90.00         0.00                90.00               64800.00               64760.43             0.00             0.00                 360                     354               540     47274   IN                      0.000      0.000        0.000      0.000       0.000        577               6/16/2006             0    N                                                  36   H
        1731   P               P                P                               73                  1                      1   A5AL                         42      8.375                     1                         163000.00     80.00        20.00               100.00              130400.00              130266.91         32600.00             0.00                 360                     354               540     44039   OH                      7.375     14.375        8.375      1.500       1.000        592               6/21/2006             0    Y                                                  36   H
        1732   P               P                C                              175                  1                      1   A4AL                         32      7.750                     1                         205000.00     80.00        20.00               100.00              164000.00              163294.18         41000.00             0.00                 360                     354               360     45069   OH                      6.750     13.750        7.750      1.500       1.000        609               6/15/2006             0    N                                                  36   H
        1733   S               P                C                               74                  1                      1   A4AL                         46      7.000                     1                         145000.00     80.00        20.00               100.00              116000.00              115813.81         29000.00             0.00                 360                     354               540     45320   OH                      6.000     13.000        7.000      1.500       1.000        624               6/16/2006             0    N                                                  36   H
        1734   S               P                P                                7                  1                      1   A5AL                         21      8.250                     1                         102000.00     75.00        25.00               100.00               76500.00               76391.17         25500.00             0.00                 360                     354               540     45106   OH                      0.000      0.000        0.000      0.000       0.000        589               6/21/2006             0    Y                                                  36   H
        1735   S               P                P                               10                  1                      1   A5AL                         39      8.125                     1                         135000.00     79.35        19.84                99.19              107120.00              106692.41         26780.00             0.00                 360                     354               360     45409   OH                      0.000      0.000        0.000      0.000       0.000        610               6/20/2006             0    Y                                                  36   H
        1736   S               P                C                               10                  1                      1   A4AL                         43      8.875                     1                          80000.00     85.00         0.00                85.00               68000.00               67766.99             0.00             0.00                 360                     354               360     15401   PA                      0.000      0.000        0.000      0.000       0.000        556               6/16/2006             0    N                                                  36   H
        1737   S               P                C                               10                  1    C4                    AMAL                         35     10.375                     1                         196000.00     40.00         0.00                40.00               78400.00               78237.18             0.00             0.00                 360                     355               360     34994   FL                      0.000      0.000        0.000      0.000       0.000        504               7/18/2006             0    N                                                  12   H
        1738   S               P                C                               10                  1    C1                    A5AL                         42      8.750                     1                          95000.00     80.00         0.00                80.00               76000.00               75778.18             0.00             0.00                 360                     355               360     49622   MI                      0.000      0.000        0.000      0.000       0.000        649               7/19/2006             0    Y                                                  36   H
        1739   F               P                P                               73                  1    C4                    A5AL                         43      9.000                     1                         350000.00     80.00        20.00               100.00              280000.00              280000.00         70000.00             0.00                 360                     355               360     95815   CA                      6.000     15.000        6.000      1.500       1.000        677               7/18/2006            60    Y                                                  12   H
        1740   F               I                C                               73                  1                      1   A4AL                         41      7.875                     1                         370000.00     41.89         0.00                41.89              155000.00              154349.37             0.00             0.00                 360                     354               360     60608   IL                      3.325     13.875        3.325      1.500       1.500        563               6/23/2006             0    N                                                   0
        1741   S               P                C                               73                  1    C6                    A4AL                         43      9.750                     1                         121000.00     95.00         0.00                95.00              114950.00              114677.44             0.00             0.00                 360                     355               360     71270   LA                      6.450     15.750        9.750      1.500       1.000        620               7/12/2006             0    N                                                  24   H
        1742   S               P                C                               10                  1    C3                    A4AL                          4      8.990                     1                         116500.00     80.00         0.00                80.00               93200.00               92887.90             0.00             0.00                 360                     354               360     79423   TX                      0.000      0.000        0.000      0.000       0.000        595                7/3/2006             0    N                                                   0
        1743   S               P                C                               73                  1                      1   A4AL                         50      8.375                     1                         137500.00     89.82         0.00                89.82              123500.00              123110.79             0.00             0.00                 360                     355               360     54601   WI                      5.375     14.375        5.375      1.500       1.000        560               7/20/2006             0    N                                                  24   H
        1744   S               P                C                               10                  1    C4                    A4AL                         33      9.250                     1                          71500.00     80.00         0.00                80.00               57200.00               57018.63             0.00             0.00                 360                     354               360     43607   OH                      0.000      0.000        0.000      0.000       0.000        647               6/26/2006             0    N                                                   0
        1745   S               P                C                               73                  1                      1   A4AL                         44      9.000                     1                         133000.00     89.47         0.00                89.47              119000.00              118660.26             0.00             0.00                 360                     355               360     98550   WA                      6.000     15.000        6.000      1.500       1.000        541               7/20/2006             0    N                                                  24   H
        1746   T               P                C                               73                  1                      1   A4AL                         40      8.750                     1                         115000.00     86.96         0.00                86.96              100000.00               99708.11             0.00             0.00                 360                     355               360     19122   PA                      5.750     14.750        5.750      1.500       1.000        611               7/20/2006             0    N                                                  24   H
        1747   S               P                C                               10                  1    C4                    A4AL                         27      8.925                     1                         370000.00     75.68         0.00                75.68              280000.00              279211.61             0.00             0.00                 360                     355               360     20737   MD                      0.000      0.000        0.000      0.000       0.000        627               7/21/2006             0    N                                                   0
        1748   S               P                P                               73                  1    C4                    A4AL                         51     10.375                     1                         140000.00     95.00         0.00                95.00              133000.00              132723.80             0.00             0.00                 360                     355               360      8753   NJ                      7.125     16.375        7.125      1.500       1.000        615               7/28/2006             0    N                                                   0
        1749   S               P                C                               10                  1                      1   A4AL                         48      8.500                     1                         155000.00     82.26         0.00                82.26              127500.00              127108.31             0.00             0.00                 360                     355               360     48091   MI                      0.000      0.000        0.000      0.000       0.000        612               7/25/2006             0    N                                                  36   H
        1750   S               P                C                               73                  1                      1   A4AL                         45      9.500                     1                         438000.00     92.18         0.00                92.18              403750.00              402739.90             0.00             0.00                 360                     355               360     80130   CO                      6.500     15.500        6.500      1.500       1.000        629               7/26/2006             0    N                                                   0
        1751   S               P                C                               10                  1                      1   A4AL                         33      7.750                     1                         250000.00     60.00         0.00                60.00              150000.00              149409.35             0.00             0.00                 360                     355               360     48221   MI                      0.000      0.000        0.000      0.000       0.000        669               7/24/2006             0    N                                                  36   H
        1752   S               P                P                               73                  1                      1   A5AL                         42      8.050                     1                          99500.00     80.00        20.00               100.00               79600.00               79332.09         19900.00             0.00                 360                     355               360     76446   TX                      5.850     15.050        8.050      1.500       1.500        657               7/26/2006             0    Y                                                  24   H
        1753   P               P                P                               73                  1    C1                    A5AL                         48     10.400                     1                         159900.00     90.00         0.00                90.00              143910.00              143806.22             0.00             0.00                 360                     355               480     35214   AL                      8.150     17.400       10.400      1.500       1.500        577               7/31/2006             0    Y                                                  24   H
        1754   S               P                C                               10                  1                      1   A4AL                         50      9.450                     1                          90000.00     93.94         0.00                93.94               84550.00               84326.51             0.00             0.00                 360                     355               360     35810   AL                      0.000      0.000        0.000      0.000       0.000        613               7/18/2006             0    N                                                  36   H
        1755   S               P                C                               10                  1                      1   AMAL                         41      8.150                     1                         230000.00     69.57         0.00                69.57              160000.00              159471.87             0.00             0.00                 360                     355               360     53546   WI                      0.000      0.000        0.000      0.000       0.000        645               7/19/2006             0    N                                                  36   H
        1756   P               P                P                               10                  1    C1                    A4AL                         51      6.950                     1                         332599.00     80.00        20.00               100.00              266079.00              264964.87         66519.00             0.00                 360                     355               360     75082   TX                      0.000      0.000        0.000      0.000       0.000        645               7/21/2006             0    N                                                  36   H
        1757   S               P                P                               73                  1                      1   A5AL                         41      9.200                     1                         200000.00     75.00         0.00                75.00              150000.00              149599.56             0.00             0.00                 360                     355               360     60619   IL                      5.550     16.200        9.200      1.500       1.500        529               7/26/2006             0    Y                                                   0
        1758   S               P                P                               73                  1                      1   A4AL                         50      7.700                     1                         105900.00     80.00        20.00               100.00               84720.00               84545.58         21180.00             0.00                 360                     355               480     48225   MI                      5.450     14.700        7.700      1.500       1.500        692               7/17/2006             0    N                                                  24   H
        1759   S               P                C                               10                  1                      1   A4AL                         28      9.150                     1                         140000.00     46.43         0.00                46.43               65000.00               64825.28             0.00             0.00                 360                     355               360     70090   LA                      0.000      0.000        0.000      0.000       0.000        604               6/30/2006             0    N                                                   0
        1760   S               P                P                               73                  1                      1   A5AL                         35      8.450                     1                         225000.00     95.00         0.00                95.00              213750.00              213260.92             0.00             0.00                 360                     355               480     76208   TX                      6.300     15.450        8.450      1.500       1.500        657                7/6/2006             0    Y                                                  24   H
        1761   S               P                C                               73                  1    C4                    A4AL                         50     11.600                     1                         280000.00     95.00         0.00                95.00              266000.00              266000.00             0.00             0.00                 360                     354               360     99654   AK                      7.600     18.600       11.600      1.500       1.500        584               6/29/2006            60    N                                                   0
        1762   C               P                C                               73                  1                      1   A4AL                         50      7.350                     1                         224500.00     80.00        20.00               100.00              179600.00              179600.00         44900.00             0.00                 360                     355               360     98034   WA                      5.100     14.350        7.350      1.500       1.500        651               7/21/2006            60    N                                                  24   H
        1763   S               P                C                               73                  1                      1   A4AL                         50      8.990                     1                         315000.00     84.13         0.00                84.13              265000.00              264263.82             0.00             0.00                 360                     355               360     53012   WI                      5.990     14.990        5.990      1.500       1.000        570               7/25/2006             0    N                                                  24   H
        1764   S               P                C                               73                  1                      1   A4AL                         49      8.990                     1                         110000.00     95.00         0.00                95.00              104500.00              104150.30             0.00             0.00                 360                     354               360     46324   IN                      5.990     14.990        5.990      1.500       1.000        584               7/17/2006             0    N                                                  24   H
        1765   S               P                C                               73                  1                      1   A4AL                         35      8.490                     1                         110000.00     75.00         0.00                75.00               82500.00               82160.76             0.00             0.00                 360                     354               360     53403   WI                      5.490     14.490        5.490      1.500       1.000        639               6/30/2006             0    N                                                  24   H
        1766   S               P                C                               10                  1                      1   AXAL                         26     11.500                     1                          60000.00     90.00         0.00                90.00               54000.00               53925.12             0.00             0.00                 360                     356               360     36107   AL                      0.000      0.000        0.000      0.000       0.000        565               7/31/2006             0    N                                                   0
        1767   S               P                P                               73                  1    C1                    A5AL                         37      9.375                     1                          94000.00     95.00         0.00                95.00               89300.00               88525.02             0.00             0.00                 360                     355               360     35950   AL                      6.375     15.375        6.375      1.500       1.000        620                8/4/2006             0    Y                                                  24   H
        1768   S               P                C                               10                  1                      1   A4AL                         35      9.250                     1                          70000.00     94.29         0.00                94.29               66000.00               65861.53             0.00             0.00                 360                     356               360     46990   IN                      0.000      0.000        0.000      0.000       0.000        592                8/1/2006             0    N                                                  36   H
        1769   S               P                C                               73                  1    C4                    A4AL                         48      9.990                     1                         200000.00     95.00         0.00                95.00              190000.00              189658.85             0.00             0.00                 360                     356               360     55429   MN                      6.890     15.990        9.990      1.500       1.000        604                8/4/2006             0    N                                                  24   H
        1770   P               P                C                               73                  1                      1   A4AL                         21      8.950                     1                         306000.00     40.52         0.00                40.52              124000.00              123723.17             0.00             0.00                 360                     356               360     22191   VA                      5.400     14.950        5.400      1.500       1.000        552               8/15/2006             0    N                                                   0
        1771   S               P                C                               74                  1    C4                    A4AL                         27      8.590                     1                         335000.00     70.15         0.00                70.15              235000.00              234291.17             0.00             0.00                 360                     355               360     29148   SC                      6.590     14.590        8.590      1.500       1.000        617               7/24/2006             0    N                                                  36   H
        1772   S               P                P                               73                  1                      1   A5AL                         39      8.875                     1                         130000.00     80.00        20.00               100.00              104000.00              103764.19         26000.00             0.00                 360                     356               360     76528   TX                      5.875     14.875        5.875      1.500       1.000        589                8/8/2006             0    Y                                                   0
        1773   S               P                C                               10                  1                      1   A5AL                         40      8.875                     1                         107600.00     89.22         0.00                89.22               96000.00               95782.32             0.00             0.00                 360                     356               360     83448   ID                      0.000      0.000        0.000      0.000       0.000        649                8/2/2006             0    Y                                                   0
        1774   C               P                P                               73                  1    C4                    A5AL                         44      9.000                     1                         212000.00     95.00         0.00                95.00              201400.00              200954.98             0.00             0.00                 360                     356               360      7747   NJ                      6.000     15.000        6.000      1.500       1.000        624                8/8/2006             0    Y                                                   0
        1775   S               P                C                               73                  1                      1   AXAL                         45      9.875                     1                         170000.00     90.00         0.00                90.00              153000.00              152718.51             0.00             0.00                 360                     356               360     43526   OH                      6.875     15.875        6.875      1.500       1.000        542                8/3/2006             0    N                                                  24   H
        1776   S               P                C                               10                  1                      1   A4AL                         42      7.850                     1                         236000.00     47.67         0.00                47.67              112500.00              111709.05             0.00             0.00                 360                     355               360     93306   CA                      0.000      0.000        0.000      0.000       0.000        589               7/26/2006             0    N                                                  36   H
        1777   S               P                C                               73                  1    C4                    A4AL                         36      8.990                     1                         350000.00     60.00         0.00                60.00              210000.00              209416.58             0.00             0.00                 360                     355               360     60561   IL                      5.390     14.990        8.990      1.500       1.000        529               7/19/2006             0    N                                                   0
        1778   S               S                C                               73                  1                      1   B AL                         21     10.500                     1                          47000.00     60.00         0.00                60.00               28200.00               28138.77             0.00             0.00                 360                     355               480     49938   MI                      7.500     16.500        7.500      1.500       1.000        555               7/27/2006             0    N                                                  24   H
        1779   S               P                C                               73                  1    C1                    AMAL                         34      9.125                     1                         151000.00     87.09         0.00                87.09              131500.00              131216.87             0.00             0.00                 360                     356               360     80221   CO                      6.125     15.125        6.125      1.500       1.000        591                8/4/2006             0    N                                                  24   H
        1780   S               P                C                               10                  1    C4                    AXAL                         21      9.875                     1                         315000.00     79.37         0.00                79.37              250000.00              249540.04             0.00             0.00                 360                     356               360     12754   NY                      0.000      0.000        0.000      0.000       0.000        665                8/4/2006             0    N                                                   0
        1781   S               P                C                               73                  1                      1   A4AL                         50     10.425                     1                          59000.00     95.00         0.00                95.00               56050.00               55951.48             0.00             0.00                 360                     356               360     55713   MN                      7.425     16.425        7.425      1.500       1.000        593                8/4/2006             0    N                                                  24   H
        1782   S               P                C                               73                  1    C7                    A4AL                         45      9.850                     1                         159000.00     89.40         0.00                89.40              142150.00              142078.84             0.00             0.00                 360                     357               480     53143   WI                      6.450     15.850        6.450      1.500       1.000        575               9/28/2006             0    N                                                   0
        1783   S               P                C                               10                  1                      1   A4AL                         49      7.300                     1                         201000.00     90.00         0.00                90.00              180900.00              180192.81             0.00             0.00                 360                     355               360      6108   CT                      0.000      0.000        0.000      0.000       0.000        592               6/30/2006             0    N                                                  36   H
        1784   S               P                C                               73                  1    C6                    A4AL                         50      8.800                     1                         410000.00     63.41         0.00                63.41              260000.00              259700.98             0.00             0.00                 360                     355               480     11704   NY                      5.500     14.800        5.500      1.500       1.000        526               7/21/2006             0    N                                                  12   H
        1785   S               P                P                               74                  1                      1   A5AL                         52     10.330                     1                         235000.00     95.00         0.00                95.00              223250.00              223087.64             0.00             0.00                 360                     355               480     33463   FL                      6.990     16.330       10.330      1.500       1.000        563               7/18/2006             0    Y                                                  36   H
        1786   C               P                C                               74                  1    C4                    B AL                         49      9.675                     1                         155000.00     60.00         0.00                60.00               93000.00               92917.54             0.00             0.00                 360                     355               480     20745   MD                      6.990     15.675        9.675      1.500       1.000        607               7/21/2006             0    N                                                   0
        1787   S               P                C                               73                  1                      1   A4AL                         44      6.590                     1                         550000.00     36.36         0.00                36.36              200000.00              199283.46             0.00             0.00                 360                     356               360     84317   UT                      2.600     12.590        6.590      1.500       1.000        670                8/5/2006             0    N                                                  12   H
        1788   S               P                C                               73                  1                      1   C AL                         47     11.125                     1                         245000.00     46.33         0.00                46.33              113500.00              113435.35             0.00             0.00                 360                     355               480     55369   MN                      7.250     17.125       11.125      1.500       1.000        541               7/10/2006             0    N                                                  24   H
        1789   S               P                R                               73                  1                      1   A4AL                         29     10.400                     1                         102000.00     90.00         0.00                90.00               91800.00               91610.34             0.00             0.00                 360                     355               360     48504   MI                      7.300     16.400        7.300      1.500       1.000        546               7/17/2006             0    N                                                  24   H
        1790   S               P                C                               73                  1    C4                    A4AL                         40     10.450                     1                         170000.00     90.00         0.00                90.00              153000.00              153000.00             0.00             0.00                 360                     356               360     35124   AL                      7.450     17.450        7.450      1.500       1.000        613               8/18/2006            60    N                                                   0
        1791   S               P                C                               73                  1                      1   A4AL                         23      8.625                     1                         156000.00     80.00         0.00                80.00              124800.00              124502.09             0.00             0.00                 360                     356               360     40065   KY                      5.625     14.625        5.625      1.500       1.000        568               8/10/2006             0    N                                                  24   H
        1792   S               P                C                               74                  1    C4                    A5AL                         13      8.875                     1                          90000.00     85.00         0.00                85.00               76500.00               76326.52             0.00             0.00                 360                     356               360     48238   MI                      5.875     14.875        5.875      1.500       1.000        577               8/10/2006             0    Y                                                  24   H
        1793   S               P                P                               10                  1    C6                    A4AL                         29     10.250                     1                         200000.00     95.00         0.00                95.00              190000.00              189677.21             0.00             0.00                 360                     356               360     12866   NY                      0.000      0.000        0.000      0.000       0.000        599                8/3/2006             0    N                                                   0
        1794   S               P                P                               10                  1    C4                    A5AL                         40      9.375                     1                         154900.00     80.00        20.00               100.00              123920.00              123666.76         30980.00             0.00                 360                     356               360     48127   MI                      0.000      0.000        0.000      0.000       0.000        652               8/17/2006             0    Y                                                  36   H
        1795   P               P                C                               73                  1    C6                    A4AL                         32      8.250                     1                         323000.00     75.00         0.00                75.00              242250.00              241989.21             0.00             0.00                 360                     356               480     89148   NV                      5.150     14.250        5.150      1.500       1.000        606                8/9/2006             0    N                                                  24   H
        1796   S               P                R                               10                  1    C4                    A4AL                         42      9.625                     1                         248500.00     83.42         0.00                83.42              207300.00              206693.92             0.00             0.00                 360                     356               360     78596   TX                      0.000      0.000        0.000      0.000       0.000        612               8/15/2006             0    N                                                  36   H
        1797   P               P                C                               73                  1    C1                    A4AL                         19      8.990                     1                         525000.00     95.00         0.00                95.00              498750.00              494350.84             0.00             0.00                 360                     354               480     33462   FL                      7.750     14.990        8.990      1.500       1.000        599               6/21/2006             0    N                                                  24   H
        1798   S               P                C                               73                  1    C4                    A4AL                         39      8.650                     1                         167000.00     92.99         0.00                92.99              155300.00              154837.25             0.00             0.00                 360                     355               360     48043   MI                      7.650     14.650        8.650      1.500       1.000        652                7/7/2006             0    N                                                  36   H
        1799   S               P                C                               73                  1                      1   A4AL                         52      7.700                     1                         150000.00     80.00        20.00               100.00              120000.00              119654.49         30000.00             0.00                 360                     356               360     53140   WI                      4.100     13.700        7.700      1.500       1.000        645               8/17/2006             0    N                                                  24   H
        1800   S               P                C                               73                  1    C4                    A4AL                         35      7.625                     1                         357000.00     79.83         0.00                79.83              285000.00              285000.00             0.00             0.00                 360                     356               360     95687   CA                      4.625     13.625        4.625      1.500       1.000        658               8/15/2006            60    N                                                  24   H
        1801   S               P                C                               73                  1    C4                    A4AL                         46      6.500                     1                         448000.00     44.64         0.00                44.64              200000.00              199270.87             0.00             0.00                 360                     356               360     96720   HI                      3.500     12.500        3.500      1.500       1.000        619               8/18/2006             0    N                                                  24   H
        1802   S               P                C                               10                  1                      1   A4AL                         46      8.750                     1                          65000.00     89.23         0.00                89.23               58000.00               57865.04             0.00             0.00                 360                     356               360     48604   MI                      0.000      0.000        0.000      0.000       0.000        642               8/18/2006             0    N                                                  36   H
        1803   S               P                C                               10                  1                      1   A4AL                         48      9.750                     1                          85000.00     90.00         0.00                90.00               76500.00               76355.50             0.00             0.00                 360                     356               360     49026   MI                      0.000      0.000        0.000      0.000       0.000        563               8/18/2006             0    N                                                  36   H
        1804   S               P                R                               74                  1    C1                    AXAL                         51      9.125                     1                         125000.00     80.00        20.00               100.00              100000.00               99784.70         25000.00             0.00                 360                     356               360     48706   MI                      6.125     15.125        6.125      1.500       1.000        583               8/18/2006             0    N                                                  36   H
        1805   S               P                C                               73                  1    C4                    A4AL                         46      9.100                     1                         167000.00     87.43         0.00                87.43              146000.00              146000.00             0.00             0.00                 360                     356               360     37923   TN                      5.600     15.100        5.600      1.500       1.000        644               8/29/2006            60    N                                                  24   H
        1806   S               P                P                               73                  1    C4                    A5AL                         49      9.550                     1                         280000.00     80.00        20.00               100.00              224000.00              224000.00         56000.00             0.00                 360                     354               360     33169   FL                      8.300     15.550        9.550      1.500       1.000        642               6/30/2006            60    Y                                                  24   H
        1807   P               P                C                               73                  1                      1   AXAL                         46      7.650                     1                         570000.00     90.00         0.00                90.00              513000.00              512003.06             0.00             0.00                 360                     355               480     20602   MD                      6.400     13.650        7.650      1.500       1.000        593               7/10/2006             0    N                                                   0
        1808   S               P                P                               73                  1    C1                    AMAL                         44      9.630                     1                         169900.00     89.99         0.00                89.99              152900.00              152528.25             0.00             0.00                 360                     355               360     76053   TX                      8.380     15.630        9.630      1.500       1.000        572               7/17/2006             0    N                                                  24   H
        1809   S               P                C                               73                  1    C3                    A4AL                         33      9.000                     1                         350000.00     80.00         0.00                80.00              280000.00              279223.62             0.00             0.00                 360                     355               360     85021   AZ                      7.750     15.000        9.000      1.500       1.000        515                7/6/2006             0    N                                                  24   H
        1810   S               P                C                               73                  1    C4                    A4AL                         37      8.450                     1                         491000.00     90.00         0.00                90.00              441900.00              441336.17             0.00             0.00                 360                     355               480     21784   MD                      7.200     14.450        8.450      1.500       1.000        642               6/30/2006             0    N                                                   0
        1811   P               P                C                               73                  1                      1   AXAL                         51      7.350                     1                         320000.00     85.94         0.00                85.94              275000.00              274519.58             0.00             0.00                 360                     355               480     85323   AZ                      6.100     13.350        7.350      1.500       1.000        601               7/13/2006             0    N                                                  24   H
        1812   S               P                C                               10                  1                      1   C AL                         47      9.875                     1                         360000.00     85.00         0.00                85.00              306000.00              304917.02             0.00             0.00                 360                     355               360     33169   FL                      0.000      0.000        0.000      0.000       0.000        538               7/11/2006             0    N                                                  36   H
        1813   C               P                P                               73                  1    C4                    A4AL                         44      7.490                     1                         513000.00     80.00        20.00               100.00              410400.00              409570.50        102600.00             0.00                 360                     354               480     94110   CA                      6.240     13.490        7.490      1.500       1.000        688                7/5/2006             0    N                                                  24   H
        1814   S               P                P                               74                  1    C4                    A5AL                         47      8.995                     1                         109900.00     79.98         0.00                79.98               87900.00               87656.03             0.00             0.00                 360                     355               360     60506   IL                      7.745     14.995        8.995      1.500       1.000        678               7/12/2006             0    Y                                                   0
        1815   S               P                C                               74                  1                      1   A4AL                         44      9.200                     1                         132000.00     95.00         0.00                95.00              125400.00              125013.94             0.00             0.00                 360                     355               360     31763   GA                      7.950     15.200        9.200      1.500       1.000        579                7/5/2006             0    N                                                   0
        1816   P               P                P                               74                  1                      1   A4AL                         44      7.600                     1                         325000.00     80.00         0.00                80.00              260000.00              259576.86             0.00             0.00                 360                     355               480     33426   FL                      6.350     13.600        7.600      1.500       1.000        639               7/12/2006             0    N                                                  36   H
        1817   T               P                P                               74                  1                      1   A5AL                         45      8.030                     1                         152500.00     80.00        20.00               100.00              122000.00              121823.45         30500.00             0.00                 360                     355               480     80014   CO                      6.780     14.030        8.030      1.500       1.000        634                7/7/2006             0    Y                                                  36   H
        1818   P               P                R                               73                  1    C3                    A4AL                         49      7.090                     1                         260000.00     80.00        20.00               100.00              208000.00              207152.61         52000.00             0.00                 360                     355               360     85217   AZ                      5.840     13.090        7.090      1.500       1.000        622               7/18/2006             0    N                                                  24   H
        1819   S               P                C                               73                  1    C1                    AXAL                         28      8.430                     1                         420000.00     90.00         0.00                90.00              378000.00              376822.01             0.00             0.00                 360                     355               360     11784   NY                      7.180     14.430        8.430      1.500       1.000        563               7/12/2006             0    N                                                  12   H
        1820   S               P                C                               73                  1    C4                    AMAL                         42      9.600                     1                         450000.00     50.44         0.00                50.44              227000.00              226794.14             0.00             0.00                 360                     355               480     92105   CA                      7.600     15.600        9.600      1.500       1.000        533               7/12/2006             0    N                                                  24   H
        1821   S               P                C                               73                  1                      1   A5AL                         47      9.250                     1                         260000.00     75.00         0.00                75.00              195000.00              194486.68             0.00             0.00                 360                     355               360      3042   NH                      7.800     15.250        9.250      1.500       1.000        534               7/21/2006             0    Y                                                  24   H
        1822   S               P                C                               10                  1                      1   A5AL                         47      7.335                     1                         190000.00     93.00         0.00                93.00              176700.00              176012.82             0.00             0.00                 360                     355               360     32808   FL                      0.000      0.000        0.000      0.000       0.000        667               7/20/2006             0    Y                                                  36   H
        1823   S               P                C                               73                  1                      1   A4AL                         51      8.300                     1                         365000.00     70.68         0.00                70.68              258000.00              256997.80             0.00             0.00                 360                     354               360     22172   VA                      7.050     14.300        8.300      1.500       1.000        597               6/26/2006             0    N                                                  24   H
        1824   S               P                P                               73                  1    C4                    A4AL                         50      7.940                     1                         412000.00     80.00        20.00               100.00              329600.00              329600.00         82400.00             0.00                 360                     355               360     92553   CA                      6.690     13.940        7.940      1.500       1.000        625                7/5/2006            60    N                                                  24   H
        1825   S               P                C                               10                  1                      1   A4AL                         39      7.660                     1                         175000.00     74.97         0.00                74.97              131200.00              129221.36             0.00             0.00                 180                     175               180     13839   NY                      0.000      0.000        0.000      0.000       0.000        574                7/6/2006             0    N                                                  12   H
        1826   P               P                P                               73                  1                      1   A5AL                         48      7.030                     1                         259493.00     79.96        19.97                99.93              207500.00              206644.61         51800.00             0.00                 360                     355               360     77581   TX                      5.780     13.030        7.030      1.500       1.000        622                7/5/2006             0    Y                                                  24   H
        1827   S               P                C                               73                  1    C4                    A4AL                         38      8.850                     1                         310000.00     62.90         0.00                62.90              195000.00              194855.64             0.00             0.00                 360                     355               360     92530   CA                      7.600     14.850        8.850      1.500       1.000        647               7/13/2006            60    N                                                  12   H
        1828   S               P                C                                7                  1    C1                    A4AL                         27      7.125                     1                         245000.00     84.98         0.00                84.98              208200.00              207812.50             0.00             0.00                 360                     355               480     98445   WA                      0.000      0.000        0.000      0.000       0.000        656               7/12/2006             0    N                                                  36   H
        1829   S               P                C                               10                  1    C4                    A4AL                         30     11.555                     1                          75000.00     80.00         0.00                80.00               60000.00               59903.46             0.00             0.00                 360                     355               360     75216   TX                      0.000      0.000        0.000      0.000       0.000        576               6/28/2006             0    N                                                   0
        1830   C               P                P                               74                  1                      1   A5AL                         49      7.825                     1                         380000.00     80.00        20.00               100.00              304000.00              303536.00         76000.00             0.00                 360                     355               480     60076   IL                      6.575     13.825        7.825      1.500       1.000        615               7/19/2006             0    Y                                                  36   H
        1831   S               P                C                               73                  1    C1                    A4AL                         35      7.990                     1                         260000.00     80.00        20.00               100.00              208000.00              207697.21         52000.00             0.00                 360                     355               480     98444   WA                      6.740     13.990        7.990      1.500       1.000        595                7/5/2006             0    N                                                  24   H
        1832   S               P                C                               73                  1                      1   A4AL                         29      7.825                     1                         240000.00     80.00        20.00               100.00              192000.00              191323.83         48000.00             0.00                 360                     355               360     19320   PA                      6.575     13.825        7.825      1.500       1.000        611               7/20/2006             0    N                                                  24   H
        1833   S               P                C                               73                  1                      1   C AL                         22     11.000                     1                         700000.00     75.00         0.00                75.00              525000.00              524689.11             0.00             0.00                 360                     355               480     85260   AZ                      7.750     17.000       11.000      1.500       1.000        551               7/21/2006             0    N                                                  12   H
        1834   S               P                C                               73                  1                      1   AMAL                         38      7.990                     1                         635000.00     84.99         0.00                84.99              539700.00              538913.44             0.00             0.00                 360                     355               480     84003   UT                      6.740     13.990        7.990      1.500       1.000        596               6/28/2006             0    N                                                  24   H
        1835   S               P                C                               73                  1    C1                    AXAL                         45      6.950                     1                         385000.00     80.00        16.62                96.62              308000.00              307398.07         64000.00             0.00                 360                     355               480     93306   CA                      5.700     12.950        6.950      1.500       1.000        591                7/7/2006             0    N                                                  24   H
        1836   S               P                P                               73                  1                      1   A5AL                         43      7.300                     1                         476900.00     80.00        19.98                99.98              381500.00              381500.00         95300.00             0.00                 360                     355               360     91730   CA                      6.050     13.300        7.300      1.500       1.000        599                7/5/2006            60    Y                                                  24   H
        1837   S               P                P                               73                  1    C4                    A4AL                         33      8.775                     1                         119500.00     79.33        19.83                99.16               94800.00               94486.77         23700.00             0.00                 360                     355               360     44125   OH                      7.525     14.775        8.775      1.500       1.000        642               7/18/2006             0    N                                                  24   H
        1838   S               P                C                               74                  1                      1   A4AL                         43      8.500                     1                         135000.00     89.85         0.00                89.85              121300.00              121300.00             0.00             0.00                 360                     355               360     23661   VA                      7.250     14.500        8.500      1.500       1.000        579               7/20/2006            60    N                                                  36   H
        1839   S               P                C                               10                  1    C4                    A4AL                         29      9.925                     1                         102000.00     92.65         0.00                92.65               94500.00               94284.07             0.00             0.00                 360                     355               360     60411   IL                      0.000      0.000        0.000      0.000       0.000        630               7/26/2006             0    N                                                   0
        1840   S               P                P                               73                  1                      1   A4AL                         36      7.665                     1                         186500.00     80.00         0.00                80.00              149200.00              148657.49             0.00             0.00                 360                     355               360     50023   IA                      6.415     13.665        7.665      1.500       1.000        625                7/7/2006             0    N                                                   0
        1841   P               P                P                               73                  1    C4                    A4AL                         46      9.245                     1                         559000.00     80.00         0.00                80.00              447200.00              445593.73             0.00             0.00                 360                     354               360     77379   TX                      7.995     15.245        9.245      1.500       1.000        628               6/30/2006             0    N                                                   0
        1842   S               P                C                               73                  1    C1                    AXAL                         32      7.625                     1                         210000.00     67.14         0.00                67.14              141000.00              140483.21             0.00             0.00                 360                     355               360     85023   AZ                      6.375     13.625        7.625      1.500       1.000        659               6/30/2006             0    N                                                   0
        1843   S               P                P                               73                  1                      1   A5AL                         51      8.150                     1                         105000.00     90.00         0.00                90.00               94500.00               94188.29             0.00             0.00                 360                     355               360     64134   MO                      6.900     14.150        8.150      1.500       1.000        592               7/25/2006             0    Y                                                  24   H
        1844   S               P                C                               73                  1                      1   A4AL                         50      7.850                     1                         181000.00     80.00        20.00               100.00              144800.00              144800.00         36200.00             0.00                 360                     354               360     34221   FL                      6.600     13.850        7.850      1.500       1.000        631               6/16/2006            60    N                                                  24   H
        1845   S               P                P                               73                  1                      1   A5AL                         51      7.000                     1                         380000.00     80.00        20.00               100.00              304000.00              303413.80         76000.00             0.00                 360                     355               480     92371   CA                      5.750     13.000        7.000      1.500       1.000        599                7/3/2006             0    Y                                                  24   H
        1846   S               P                C                               73                  1    C3                    A4AL                         35      7.680                     1                         110000.00     80.00         0.00                80.00               88000.00               87680.99             0.00             0.00                 360                     355               360     78233   TX                      6.430     13.680        7.680      1.500       1.000        634                7/7/2006             0    N                                                   0
        1847   S               P                C                               74                  1                      1   A4AL                         42      7.825                     1                         260000.00     80.00        20.00               100.00              208000.00              207118.14         52000.00             0.00                 360                     354               360     23435   VA                      6.575     13.825        7.825      1.500       1.000        580               6/13/2006             0    N                                                  36   H
        1848   P               P                P                               73                  1                      1   A4AL                         48      7.790                     1                         325000.00     78.46         0.00                78.46              255000.00              254039.07             0.00             0.00                 360                     355               360     78251   TX                      6.540     13.790        7.790      1.500       1.000        565               7/18/2006             0    N                                                  24   H
        1849   S               P                C                               73                  1    C4                    CMAL                         47      9.670                     1                         290000.00     74.83         0.00                74.83              217000.00              216476.78             0.00             0.00                 360                     355               360     33189   FL                      8.250     15.670        9.670      1.500       1.000        501               7/11/2006             0    N                                                  24   H
        1850   S               P                C                               10                  1    C1                    A4AL                         42      7.595                     1                         530000.00     52.26         0.00                52.26              277000.00              275978.65             0.00             0.00                 360                     355               360     91784   CA                      0.000      0.000        0.000      0.000       0.000        503               7/11/2006             0    N                                                  36   H
        1851   S               P                P                               74                  1                      1   A4AL                         42      8.750                     1                         262000.00     80.00        20.00               100.00              209600.00              209599.33         52400.00             0.00                 360                     355               360      4401   ME                      7.500     14.750        8.750      1.000       1.000        624                7/5/2006            60    N                                                   0
        1852   S               P                C                               10                  1                      1   B AL                         26     11.285                     1                          90000.00     88.33         0.00                88.33               79500.00               79351.79             0.00             0.00                 360                     355               360     51103   IA                      0.000      0.000        0.000      0.000       0.000        555               7/10/2006             0    N                                                   0
        1853   S               P                C                               74                  1    C4                    A4AL                         42      7.500                     1                         295000.00     69.49         0.00                69.49              205000.00              203290.84             0.00             0.00                 360                     355               480     12603   NY                      6.250     13.500        7.500      1.500       1.000        626               7/11/2006             0    N                                                   0
        1854   P               P                P                               73                  1    C1                    A5AL                         49      8.075                     1                         127000.00     80.00        20.00               100.00              101600.00              101209.24         25400.00             0.00                 360                     355               360     85222   AZ                      6.825     14.075        8.075      1.500       1.000        599                7/7/2006             0    Y                                                  24   H
        1855   S               P                C                               74                  1    C4                    A4AL                         32      9.000                     1                         177000.00     62.15         0.00                62.15              110000.00              109880.73             0.00             0.00                 360                     355               480     33617   FL                      7.750     15.000        9.000      1.500       1.000        549               6/30/2006             0    N                                                  36   H
        1856   S               P                P                               73                  1                      1   A5AL                         46      7.700                     1                         380000.00     80.00        20.00               100.00              304000.00              304000.00         76000.00             0.00                 360                     355               360     33175   FL                      6.450     13.700        7.700      1.500       1.000        629                7/7/2006            60    Y                                                  24   H
        1857   S               P                P                               73                  1                      1   A5AL                         43      7.575                     1                         184000.00     80.00        20.00               100.00              147200.00              146909.56         36800.00             0.00                 360                     354               480     70501   LA                      6.325     13.575        7.575      1.500       1.000        591               6/30/2006             0    Y                                                  24   H
        1858   S               P                P                               10                  1                      1   A5AL                         32      8.600                     1                          89000.00     80.00        20.00               100.00               71200.00               70915.57         17800.00             0.00                 360                     354               360     44705   OH                      0.000      0.000        0.000      0.000       0.000        617               6/15/2006             0    Y                                                  36   H
        1859   S               P                P                               73                  1                      1   A5AL                         39      8.975                     1                          76000.00     80.00        20.00               100.00               60800.00               60592.05         15200.00             0.00                 360                     354               360     78589   TX                      7.725     14.975        8.975      1.500       1.000        583               6/22/2006             0    Y                                                  24   H
        1860   S               P                C                               10                  1                      1   A4AL                         31      9.100                     1                         127000.00     80.00         0.00                80.00              101600.00              101324.08             0.00             0.00                 360                     355               360     50842   IA                      0.000      0.000        0.000      0.000       0.000        539                7/6/2006             0    N                                                   0
        1861   S               P                C                               74                  1                      1   A4AL                         36      7.105                     1                         217000.00     80.00        20.00               100.00              173600.00              173208.97         43400.00             0.00                 360                     354               480     30253   GA                      5.855     13.105        7.105      1.500       1.000        609                6/8/2006             0    N                                                   0
        1862   S               P                P                               73                  1                      1   A5AL                         30      7.750                     1                         560000.00     78.43        19.61                98.04              439200.00              437189.36        109800.00             0.00                 360                     354               480     27239   NC                      6.500     13.750        7.750      1.500       1.000        605               6/16/2006             0    Y                                                  24   H
        1863   S               P                P                               74                  1    C1                    A5AL                         39      8.500                     1                         206500.00     80.00        20.00               100.00              165200.00              164950.21         41300.00             0.00                 360                     354               480     60471   IL                      7.250     14.500        8.500      1.500       1.000        587                6/9/2006             0    Y                                                   0
        1864   S               P                P                               73                  1                      1   A5AL                         40      7.725                     1                          75000.00     80.00        20.00               100.00               60000.00               59740.49         15000.00             0.00                 360                     354               360     44512   OH                      6.475     13.725        7.725      1.500       1.000        616               6/15/2006             0    Y                                                  24   H
        1865   S               P                C                                7                  1    C4                    A4AL                         36      6.725                     1                         480000.00     67.08         0.00                67.08              322000.00              321152.21             0.00             0.00                 360                     355               480     90650   CA                      0.000      0.000        0.000      0.000       0.000        640               7/12/2006             0    N                                                  36   H
        1866   S               P                P                               73                  1                      1   A5AL                         45      6.670                     1                         418000.00     80.00         0.00                80.00              334400.00              333550.04             0.00             0.00                 360                     354               480     91766   CA                      5.420     12.670        6.670      1.500       1.000        622                6/7/2006             0    Y                                                  24   H
        1867   S               P                P                               10                  1                      1   AMAL                         45      9.350                     1                         128000.00     80.00        20.00               100.00              102400.00              102081.96         25600.00             0.00                 360                     354               360     78223   TX                      0.000      0.000        0.000      0.000       0.000        588               6/29/2006             0    N                                                  36   H
        1868   S               P                P                               73                  1                      1   A5AL                         50      7.550                     1                         350000.00     80.00        20.00               100.00              280000.00              280000.00         70000.00             0.00                 360                     355               360     95249   CA                      6.300     13.550        7.550      1.500       1.000        590               7/19/2006            60    Y                                                  24   H
        1869   P               P                P                               73                  1                      1   A5AL                         47      7.725                     1                         203500.00     80.00        20.00               100.00              162800.00              162095.84         40700.00             0.00                 360                     354               360     77494   TX                      6.475     13.725        7.725      1.500       1.000        591               6/15/2006             0    Y                                                  24   H
        1870   S               P                R                               10                  1                      1   A5AL                         48      8.200                     1                         128000.00     80.00        20.00               100.00              102400.00              102065.62         25600.00             0.00                 360                     355               360     78748   TX                      0.000      0.000        0.000      0.000       0.000        603               6/28/2006             0    Y                                                  36   H
        1871   S               P                C                               73                  1    C1                    C AL                         40      8.300                     1                         162000.00     65.80         0.00                65.80              106600.00              106258.90             0.00             0.00                 360                     355               360     39046   MS                      7.050     14.300        8.300      1.500       1.000        553                7/7/2006             0    N                                                  24   H
        1872   S               P                C                                7                  1    C1                    AXAL                         46      6.990                     1                         780000.00     41.67         0.00                41.67              325000.00              324371.90             0.00             0.00                 360                     355               480     91789   CA                      0.000      0.000        0.000      0.000       0.000        615                7/7/2006             0    N                                                  36   H
        1873   S               P                C                               73                  1    C3                    A4AL                         45      6.715                     1                         380000.00     84.97         0.00                84.97              322900.00              322226.43             0.00             0.00                 360                     355               480     90222   CA                      5.465     12.715        6.715      1.500       1.000        621               7/14/2006             0    N                                                  24   H
        1874   S               P                P                               73                  1    C4                    C AL                         28     10.250                     1                         220000.00     65.00         0.00                65.00              143000.00              142695.03             0.00             0.00                 360                     355               360     84118   UT                      7.250     16.250       10.250      1.500       1.000        539               7/10/2006             0    N                                                  24   H
        1875   S               P                P                               10                  2    C1                    A5AL                         37     12.490                     1                         357000.00    100.00         0.00               100.00               71400.00               71306.50             0.00        285600.00                 360                     355               360     92553   CA                      0.000      0.000        0.000      0.000       0.000        594               7/14/2006             0    Y                                                  24   H
        1876   S               P                C                                7                  1    C4                    A4AL                         41      6.985                     1                         497000.00     74.69         0.00                74.69              371200.00              370481.61             0.00             0.00                 360                     355               480     90280   CA                      0.000      0.000        0.000      0.000       0.000        601               7/13/2006             0    N                                                  36   H
        1877   S               P                R                               10                  1    C4                    A4AL                         38      7.825                     1                         207000.00     84.06         0.00                84.06              173999.99              173387.22             0.00             0.00                 360                     355               360     75007   TX                      0.000      0.000        0.000      0.000       0.000        619               7/10/2006             0    N                                                  36   H
        1878   S               I                C                               73                  1                      1   AXAL                         48      9.530                     1                         139000.00     84.96         0.00                84.96              118100.00              117806.78             0.00             0.00                 360                     355               360     43613   OH                      8.280     15.530        9.530      1.500       1.000        564               7/17/2006             0    N                                                  24   H
        1879   T               P                P                               73                  1    C4                    A5AL                         44      7.190                     1                         184500.00     80.00         0.00                80.00              147600.00              147266.31             0.00             0.00                 360                     355               480     80020   CO                      5.940     13.190        7.190      1.500       1.000        654               7/21/2006             0    Y                                                  24   H
        1880   S               P                P                               73                  1    C1                    A5AL                         44      9.000                     1                         169900.00     89.99         0.00                89.99              152900.00              152734.24             0.00             0.00                 360                     355               480     75056   TX                      7.750     15.000        9.000      1.500       1.000        533               7/24/2006             0    Y                                                  24   H
        1881   S               P                P                               74                  1                      1   A5AL                         42      9.325                     1                         100000.00     90.00         0.00                90.00               90000.00               89766.79             0.00             0.00                 360                     355               360     12010   NY                      6.450     15.325        9.325      1.500       1.000        565               7/27/2006             0    Y                                                   0
        1882   S               P                C                               73                  1    C3                    A5AL                         29      8.275                     1                         160000.00     73.13         0.00                73.13              117000.00              116623.71             0.00             0.00                 360                     355               360     34205   FL                      5.990     14.275        8.275      1.500       1.000        550               7/17/2006             0    Y                                                  24   H
        1883   S               P                P                               74                  1    C4                    A4AL                         30      7.550                     1                         279000.00     80.00        20.00               100.00              223200.00              222829.72         55800.00             0.00                 360                     355               480     93534   CA                      6.300     13.550        7.550      1.500       1.000        665               7/17/2006             0    N                                                  36   H
        1884   S               P                P                               10                  1                      1   A5AL                         46      7.200                     1                         259900.00     79.99        19.97                99.96              207900.00              207069.48         51900.00             0.00                 360                     355               360     44121   OH                      0.000      0.000        0.000      0.000       0.000        586               7/31/2006             0    Y                                                  36   H
        1885   S               P                C                               74                  1                      1   A4AL                         38      8.230                     1                         205000.00     89.07         0.00                89.07              182600.00              182351.99             0.00             0.00                 360                     355               480      8068   NJ                      6.980     14.230        8.230      1.500       1.000        580               7/14/2006             0    N                                                   0
        1886   S               P                P                               73                  1    C4                    A5AL                         33      8.325                     1                         183000.00     80.00        20.00               100.00              146400.00              146399.65         36600.00             0.00                 360                     355               360      1843   MA                      7.075     14.325        8.325      1.500       1.000        633               7/14/2006            60    Y                                                   0
        1887   S               P                C                               74                  1                      1   A5AL                         50      7.480                     1                         390000.00     80.00         0.00                80.00              312000.00              310823.02             0.00             0.00                 360                     355               360     76272   TX                      6.230     13.480        7.480      1.500       1.000        605               7/24/2006             0    Y                                                   0
        1888   S               P                C                               74                  1    C1                    C AL                         51      9.700                     1                         350000.00     75.00         0.00                75.00              262500.00              261871.04             0.00             0.00                 360                     355               360     60417   IL                      5.450     15.700        9.700      1.500       1.000        539               7/13/2006             0    N                                                   0
        1889   S               P                C                               73                  1                      1   A4AL                         36      7.500                     1                         221000.00     74.98         0.00                74.98              165700.00              165422.58             0.00             0.00                 360                     355               480     85029   AZ                      6.250     13.500        7.500      1.500       1.000        599               7/20/2006             0    N                                                  24   H
        1890   S               P                C                               73                  1                      1   A5AL                         28      8.750                     1                         110000.00     70.00         0.00                70.00               77000.00               76775.24             0.00             0.00                 360                     355               360     15235   PA                      7.500     14.750        8.750      1.500       1.000        548               7/26/2006             0    Y                                                  24   H
        1891   S               P                P                               73                  1    C4                    A4AL                         49      7.690                     1                         460000.00     80.00        20.00               100.00              368000.00              367416.25         92000.00             0.00                 360                     355               480     92335   CA                      6.440     13.690        7.690      1.500       1.000        625               7/10/2006             0    N                                                   0
        1892   S               I                C                               73                  1    C4                    AXAL                         43      9.500                     1                         415000.00     84.99         0.00                84.99              352700.00              351818.76             0.00             0.00                 360                     355               360     22304   VA                      8.250     15.500        9.500      1.500       1.000        606               7/13/2006             0    N                                                  24   H
        1893   S               P                C                               73                  1                      1   A4AL                         38      7.950                     1                         650000.00     80.00        20.00               100.00              520000.00              520000.00        130000.00             0.00                 360                     355               360     33164   FL                      6.700     13.950        7.950      1.500       1.000        588               7/14/2006            60    N                                                  24   H
        1894   S               I                P                               74                  1    C3                    A4AL                         14      9.100                     1                         105000.00     90.00         0.00                90.00               94500.00               94141.07             0.00             0.00                 360                     355               360     34470   FL                      7.850     15.100        9.100      1.500       1.000        623               7/27/2006             0    N                                                  36   H
        1895   S               P                P                               10                  1                      1   A5AL                         38      9.450                     1                         146775.00     79.99        19.96                99.95              117400.00              117083.29         29300.00             0.00                 360                     355               360     75762   TX                      0.000      0.000        0.000      0.000       0.000        590               7/18/2006             0    Y                                                  36   H
        1896   S               P                P                               10                  1                      1   A5AL                         40      8.250                     1                         126500.00     80.00        20.00               100.00              101200.00              100806.11         25300.00             0.00                 360                     354               360     31419   GA                      0.000      0.000        0.000      0.000       0.000        589               6/15/2006             0    Y                                                   0
        1897   S               P                P                               10                  1    C3                    A5AL                         38      7.410                     1                         320000.00     80.00        20.00               100.00              256000.00              254908.54         64000.00             0.00                 360                     355               360     93534   CA                      0.000      0.000        0.000      0.000       0.000        645               7/10/2006             0    Y                                                  36   H
        1898   S               P                C                               74                  1    C4                    A4AL                         29      9.700                     1                         200000.00     60.00         0.00                60.00              120000.00              119712.05             0.00             0.00                 360                     355               360      6010   CT                      8.450     15.700        9.700      1.500       1.000        566                7/7/2006             0    N                                                  36   H
        1899   C               P                P                               74                  1                      1   A4AL                         47      6.750                     1                         279900.00     79.99        19.97                99.96              223900.00              223343.34         55900.00             0.00                 360                     354               480     92115   CA                      5.500     12.750        6.750      1.500       1.000        631               6/14/2006             0    N                                                  36   H
        1900   S               P                P                               73                  1                      1   A5AL                         47      8.475                     1                         127000.00     80.00        20.00               100.00              101600.00              101222.14         25400.00             0.00                 360                     354               360     77619   TX                      7.225     14.475        8.475      1.500       1.000        602               6/16/2006             0    Y                                                  24   H
        1901   S               P                P                               73                  1    C4                    A5AL                         44      8.675                     1                         164900.00     79.99         0.00                79.99              131900.00              131429.12             0.00             0.00                 360                     354               360     44614   OH                      7.425     14.675        8.675      1.500       1.000        630               6/22/2006             0    Y                                                  24   H
        1902   S               P                P                               73                  1    C1                    A5AL                         20      9.200                     1                         182500.00     94.96         0.00                94.96              173300.00              172744.74             0.00             0.00                 360                     354               360     65203   MO                      7.950     15.200        9.200      1.500       1.000        627               6/30/2006             0    Y                                                  24   H
        1903   S               P                P                               73                  1                      1   A5AL                         34      9.825                     1                         120000.00     90.00         0.00                90.00              108000.00              107747.95             0.00             0.00                 360                     355               360     18447   PA                      7.725     15.825        9.825      1.500       1.000        571               7/11/2006             0    Y                                                  24   H
        1904   S               P                C                               73                  1    C3                    AXAL                         10      8.600                     1                         465000.00     90.00         0.00                90.00              418500.00              417885.35             0.00             0.00                 360                     354               480     92553   CA                      7.350     14.600        8.600      1.500       1.000        572                6/1/2006             0    N                                                  24   H
        1905   S               P                C                               73                  1    C4                    AMAL                         21      7.750                     1                         210000.00     70.00         0.00                70.00              147000.00              146555.91             0.00             0.00                 360                     355               480     32958   FL                      6.500     13.750        7.750      1.500       1.000        612                7/3/2006             0    N                                                  24   H
        1906   P               P                P                               73                  1                      1   A4AL                         48      7.450                     1                         410000.00     80.00        15.00                95.00              328000.00              327796.39         61500.00             0.00                 360                     354               360     33029   FL                      6.200     13.450        7.450      1.500       1.000        615               6/15/2006            60    N                                                  24   H
        1907   P               P                P                               73                  1                      1   A5AL                         39      6.800                     1                         835000.00     80.00        20.00               100.00              668000.00              666638.92        167000.00             0.00                 360                     355               480     92606   CA                      5.550     12.800        6.800      1.500       1.000        680               7/12/2006             0    Y                                                  24   H
        1908   S               P                C                               73                  1                      1   A4AL                         37      6.475                     1                         142500.00     80.00        20.00               100.00              114000.00              113370.23         28500.00             0.00                 360                     354               360     70058   LA                      5.225     12.475        6.475      1.500       1.000        610               6/21/2006             0    N                                                  24   H
        1909   C               P                P                               73                  1    C1                    A5AL                         37      7.900                     1                          98630.00     80.00        19.97                99.97               78900.00               78482.17         19700.00             0.00                 360                     354               360     77651   TX                      6.650     13.900        7.900      1.500       1.000        627               6/14/2006             0    Y                                                  24   H
        1910   S               P                P                               73                  1                      1   A5AL                         15     10.130                     1                          70000.00     90.00         0.00                90.00               63000.00               62776.18             0.00             0.00                 360                     355               360     49442   MI                      7.505     16.130       10.130      1.500       1.000        564                7/6/2006             0    Y                                                  24   H
        1911   S               P                P                               74                  1                      1   A5AL                         50      8.000                     1                         216500.00     80.00        20.00               100.00              173200.00              172491.00         43300.00             0.00                 360                     354               360     60586   IL                      6.750     14.000        8.000      1.500       1.000        620               6/29/2006             0    Y                                                   0
        1912   S               P                C                               73                  1                      1   A4AL                         38      7.150                     1                         275000.00     67.09         0.00                67.09              184500.00              183757.11             0.00             0.00                 360                     355               360     97006   OR                      5.900     13.150        7.150      1.500       1.000        571               6/28/2006             0    N                                                  24   H
        1913   S               P                P                               10                  1                      1   A4AL                         38     10.915                     1                          53000.00     94.91         0.00                94.91               50300.00               49731.21             0.00             0.00                 180                     175               180     78064   TX                      0.000      0.000        0.000      0.000       0.000        576                7/6/2006             0    N                                                   0
        1914   S               P                P                               10                  1                      1   A5AL                         42      7.850                     1                         128000.00     80.00        20.00               100.00              102400.00              101968.06         25600.00             0.00                 360                     354               360     44135   OH                      0.000      0.000        0.000      0.000       0.000        614               6/21/2006             0    Y                                                  36   H
        1915   P               P                P                               73                  1                      1   A4AL                         51      7.725                     1                         118000.00     80.00        20.00               100.00               94400.00               94189.06         23600.00             0.00                 360                     354               480     84651   UT                      6.475     13.725        7.725      1.500       1.000        610               6/20/2006             0    N                                                  24   H
        1916   F               I                C                               73                  1                      1   A4AL                         39     10.650                     1                         100000.00     85.00         0.00                85.00               85000.00               84833.55             0.00             0.00                 360                     355               360     63108   MO                      9.400     16.650       10.650      1.500       1.000        551               7/17/2006             0    N                                                  24   H
        1917   S               P                P                               73                  1                      1   A5AL                         40      7.950                     1                         185000.00     80.00         0.00                80.00              148000.00              147960.87             0.00             0.00                 360                     354               360     34480   FL                      6.700     13.950        7.950      1.500       1.000        607               6/22/2006            60    Y                                                  24   H
        1918   S               P                P                               73                  1                      1   A5AL                         43      7.625                     1                         143000.00     80.00        20.00               100.00              114400.00              113895.22         28600.00             0.00                 360                     354               360     30184   GA                      6.375     13.625        7.625      1.500       1.000        625               6/22/2006             0    Y                                                   0
        1919   S               P                C                               73                  1                      1   A4AL                         40      7.600                     1                         277000.00     79.96         0.00                79.96              221500.00              220684.09             0.00             0.00                 360                     355               360     33311   FL                      6.350     13.600        7.600      1.500       1.000        557                7/5/2006             0    N                                                  24   H
        1920   S               P                P                               74                  1    C4                    A5AL                         44      7.850                     1                         415000.00     80.00         0.00                80.00              332000.00              330743.13             0.00             0.00                 360                     355               360     11798   NY                      6.600     13.850        7.850      1.500       1.000        619               7/26/2006             0    Y                                                  12   H
        1921   S               P                P                               73                  1                      1   A5AL                         45      8.075                     1                         232000.00     80.00        20.00               100.00              185600.00              185282.54         46400.00             0.00                 360                     354               480     28269   NC                      6.825     14.075        8.075      1.500       1.000        590               6/15/2006             0    Y                                                  24   H
        1922   S               P                C                               73                  1                      1   A5AL                         36      7.630                     1                         523000.00     94.99         0.00                94.99              496800.00              495998.37             0.00             0.00                 360                     355               480     90640   CA                      6.380     13.630        7.630      1.500       1.000        610                7/6/2006             0    Y                                                  24   H
        1923   S               P                C                               73                  1                      1   A4AL                         50      6.550                     1                         270000.00     72.22         0.00                72.22              195000.00              194572.87             0.00             0.00                 360                     355               480     92410   CA                      5.300     12.550        6.550      1.500       1.000        590                7/6/2006             0    N                                                  24   H
        1924   P               P                C                               74                  1    C4                    A4AL                         42      7.575                     1                         387000.00     80.00        20.00               100.00              309600.00              309092.54         77400.00             0.00                 360                     355               480     20109   VA                      6.325     13.575        7.575      1.500       1.000        666               7/14/2006             0    N                                                  36   H
        1925   P               P                C                               73                  1                      1   C AL                         32     10.225                     1                         300000.00     70.00         0.00                70.00              210000.00              209549.72             0.00             0.00                 360                     355               360     34243   FL                      6.975     16.225       10.225      1.500       1.000        515               7/24/2006             0    N                                                  24   H
        1926   S               P                P                               74                  1                      1   A4AL                         39      8.225                     1                         148000.00     80.00        17.97                97.97              118400.00              117936.80         26600.00             0.00                 360                     354               360     60505   IL                      6.975     14.225        8.225      1.500       1.000        596               6/29/2006             0    N                                                   0
        1927   S               P                C                               73                  1    C1                    A5AL                         51      8.245                     1                         380000.00     79.92        19.97                99.89              303700.00              303205.46         75900.00             0.00                 360                     354               480     84711   UT                      6.995     14.245        8.245      1.500       1.000        633               6/27/2006             0    Y                                                   0
        1928   S               P                C                               73                  1    C4                    A4AL                         41      8.750                     1                         323000.00     74.77         0.00                74.77              241500.00              240795.08             0.00             0.00                 360                     355               360      7055   NJ                      7.500     14.750        8.750      1.500       1.000        554               7/19/2006             0    N                                                   0
        1929   P               P                P                               10                  1                      1   A4AL                         52      8.350                     1                         231689.00     79.98        19.98                99.96              185300.00              184593.17         46300.00             0.00                 360                     354               360     77578   TX                      0.000      0.000        0.000      0.000       0.000        585               6/29/2006             0    N                                                  36   H
        1930   S               P                C                               10                  1                      1   C AL                         51     11.760                     1                          87000.00     70.00         0.00                70.00               60900.00               60284.88             0.00             0.00                 360                     354               360     75204   TX                      0.000      0.000        0.000      0.000       0.000        518               6/27/2006             0    N                                                   0
        1931   P               P                P                               74                  1                      1   A5AL                         47      6.875                     1                         146900.00     80.00         0.00                80.00              117520.00              117285.49             0.00             0.00                 360                     355               480     60504   IL                      5.625     12.875        6.875      1.500       1.000        646               7/25/2006             0    Y                                                  36   H
        1932   S               P                P                               73                  1                      1   A5AL                         48      6.575                     1                         190800.00     79.98         0.00                79.98              152600.00              152600.00             0.00             0.00                 360                     354               360     98337   WA                      5.325     12.575        6.575      1.500       1.000        609               6/28/2006            60    Y                                                  24   H
        1933   S               P                P                               73                  1    C4                    A5AL                         49      8.965                     1                          98500.00     80.00        20.00               100.00               78800.00               78696.03         19700.00             0.00                 360                     354               480     84403   UT                      7.715     14.965        8.965      1.500       1.000        621               6/22/2006             0    Y                                                  24   H
        1934   S               P                C                               73                  1    C4                    A4AL                         39      7.900                     1                         395000.00     71.54         0.00                71.54              282600.00              281619.61             0.00             0.00                 360                     355               360     36832   AL                      6.650     13.900        7.900      1.500       1.000        602               7/20/2006             0    N                                                   0
        1935   S               P                P                               73                  1                      1   A4AL                         39      7.600                     1                         663000.00     80.00        20.00               100.00              530400.00              530400.00        132600.00             0.00                 360                     355               360     33027   FL                      6.350     13.600        7.600      1.500       1.000        643                7/6/2006            60    N                                                  24   H
        1936   S               P                C                               73                  1                      1   A4AL                         35      9.100                     1                         175000.00     74.97         0.00                74.97              131200.00              130841.89             0.00             0.00                 360                     355               360     89030   NV                      7.850     15.100        9.100      1.500       1.000        543               7/10/2006             0    N                                                   0
        1937   S               P                P                               10                  1                      1   A5AL                         22      9.175                     1                          75900.00     94.99         0.00                94.99               72100.00               71907.24             0.00             0.00                 360                     355               360     44128   OH                      0.000      0.000        0.000      0.000       0.000        600                7/6/2006             0    Y                                                  36   H
        1938   S               P                P                               10                  1    C4                    A5AL                         42     10.975                     1                         140000.00     95.00         0.00                95.00              133000.00              132757.19             0.00             0.00                 360                     355               360     14517   NY                      0.000      0.000        0.000      0.000       0.000        612               7/13/2006             0    Y                                                  12   H
        1939   S               P                P                               73                  1                      1   A5AL                         50      6.935                     1                         133000.00     80.00        20.00               100.00              106400.00              106191.15         26600.00             0.00                 360                     355               480     44121   OH                      5.685     12.935        6.935      1.500       1.000        617                7/6/2006             0    Y                                                  24   H
        1940   S               P                C                               73                  1                      1   A5AL                         28      9.550                     1                         182000.00     74.12         0.00                74.12              134900.00              134498.11             0.00             0.00                 360                     354               360     32818   FL                      8.100     15.550        9.550      1.500       1.000        508               6/27/2006             0    Y                                                  24   H
        1941   S               P                C                               74                  1    C4                    B AL                         42      7.580                     1                         340000.00     75.00         0.00                75.00              255000.00              254301.28             0.00             0.00                 360                     355               360      7104   NJ                      6.330     13.580        7.580      1.500       1.000        682               6/30/2006            60    N                                                   0
        1942   S               P                R                               73                  1    C4                    A5AL                         50      8.250                     1                         227000.00     90.00         0.00                90.00              204300.00              204024.09             0.00             0.00                 360                     355               480     85308   AZ                      7.000     14.250        8.250      1.500       1.000        621               7/21/2006             0    Y                                                  24   H
        1943   S               P                C                               10                  1                      1   A4AL                         48      7.875                     1                         205000.00     90.00         0.00                90.00              184500.00              183725.59             0.00             0.00                 360                     354               360     60073   IL                      0.000      0.000        0.000      0.000       0.000        632               6/27/2006             0    N                                                  36   H
        1944   S               P                P                               73                  1    C4                    A5AL                         46      7.825                     1                         232000.00     80.00        20.00               100.00              185600.00              185600.00         46400.00             0.00                 360                     355               360      1104   MA                      6.575     13.825        7.825      1.500       1.000        620               7/14/2006            60    Y                                                   0
        1945   S               P                P                               10                  1    C4                    A4AL                         43     10.200                     1                         132500.00     80.00        20.00               100.00              106000.00              105770.55         26500.00             0.00                 360                     355               360     35643   AL                      0.000      0.000        0.000      0.000       0.000        580               7/12/2006             0    N                                                   0
        1946   P               P                C                               74                  1    C1                    A4AL                         23      8.350                     1                         244000.00     83.89         0.00                83.89              204700.00              204431.49             0.00             0.00                 360                     355               480     32766   FL                      7.100     14.350        8.350      1.500       1.000        564                7/3/2006             0    N                                                  36   H
        1947   S               P                C                               10                  1                      1   A4AL                         19      6.600                     1                         685000.00     74.99         0.00                74.99              513700.00              511397.62             0.00             0.00                 360                     355               360     90631   CA                      0.000      0.000        0.000      0.000       0.000        669               6/30/2006             0    N                                                  36   H
        1948   S               I                P                               73                  1    C3                    A5AL                         50     10.900                     1                         259340.00     88.96         0.00                88.96              230700.00              230271.92             0.00             0.00                 360                     355               360     30349   GA                      9.650     16.900       10.900      1.500       1.000        583                7/5/2006             0    Y                                                   6   H
        1949   P               P                R                               73                  1    C4                    A5AL                         50      9.070                     1                         306000.00     83.89         0.00                83.89              256700.00              256427.38             0.00             0.00                 360                     355               480     98338   WA                      7.820     15.070        9.070      1.500       1.000        611                7/6/2006             0    Y                                                  24   H
        1950   C               P                P                               73                  1    C4                    A5AL                         24      9.750                     1                         211000.00     90.00         0.00                90.00              189900.00              189900.00             0.00             0.00                 360                     355               360     33323   FL                      8.000     15.750        9.750      1.500       1.000        616               7/12/2006            60    Y                                                  24   H
        1951   S               P                P                               73                  1                      1   A5AL                         48      8.730                     1                         127200.00     79.95        19.97                99.92              101700.00              101341.02         25400.00             0.00                 360                     354               360     75150   TX                      7.480     14.730        8.730      1.500       1.000        580               6/30/2006             0    Y                                                  24   H
        1952   F               P                P                               73                  1    C4                    A5AL                         44      9.540                     1                         166000.00     85.00         4.88                89.88              141100.00              140969.73          8100.00             0.00                 360                     355               480     60636   IL                      8.000     15.540        9.540      1.500       1.000        566                8/1/2006             0    Y                                                   0
        1953   S               P                P                               73                  1                      1   A5AL                         31      8.050                     1                         125205.00     79.95        19.97                99.92              100100.00               99926.59         25000.00             0.00                 360                     354               480     27576   NC                      6.800     14.050        8.050      1.500       1.000        581               6/30/2006             0    Y                                                   0
        1954   S               P                P                               73                  1                      1   A4AL                         47      6.390                     1                         680000.00     80.00         0.00                80.00              544000.00              542506.95             0.00             0.00                 360                     354               480     92653   CA                      5.140     12.390        6.390      1.500       1.000        675               6/30/2006             0    N                                                  24   H
        1955   S               P                P                               73                  1                      1   A5AL                         44      6.700                     1                         182000.00     80.00        20.00               100.00              145600.00              145295.03         36400.00             0.00                 360                     355               480     80013   CO                      5.450     12.700        6.700      1.500       1.000        598                7/7/2006             0    Y                                                  24   H
        1956   S               P                C                               73                  1                      1   AMAL                         27      9.700                     1                         225000.00     64.89         0.00                64.89              146000.00              145650.17             0.00             0.00                 360                     355               360     33614   FL                      8.450     15.700        9.700      1.500       1.000        547               6/28/2006             0    N                                                  24   H
        1957   C               P                C                               10                  1    C1                    A4AL                         47      8.300                     1                         111000.00     80.00        20.00               100.00               88800.00               88515.84         22200.00             0.00                 360                     355               360     44060   OH                      0.000      0.000        0.000      0.000       0.000        602               7/20/2006             0    N                                                  36   H
        1958   S               P                P                               73                  1                      1   A5AL                         39      6.485                     1                         147870.00     79.94        19.95                99.89              118200.00              118200.00         29500.00             0.00                 360                     354               360     84606   UT                      5.235     12.485        6.485      1.500       1.000        607               6/28/2006            60    Y                                                  24   H
        1959   S               P                C                               10                  1                      1   A4AL                         36      8.330                     1                         100000.00     80.00         0.00                80.00               80000.00               78861.77             0.00             0.00                 180                     175               180     76131   TX                      0.000      0.000        0.000      0.000       0.000        577               7/10/2006             0    N                                                   0
        1960   S               P                C                               73                  1    C4                    A4AL                         49      8.540                     1                         280000.00     85.00         0.00                85.00              238000.00              237274.73             0.00             0.00                 360                     355               360     33168   FL                      7.290     14.540        8.540      1.500       1.000        555               7/11/2006             0    N                                                  24   H
        1961   S               P                C                               73                  1    C1                    AXAL                         44      6.780                     1                         320000.00     80.00         0.00                80.00              256000.00              255475.50             0.00             0.00                 360                     355               480     34116   FL                      5.530     12.780        6.780      1.500       1.000        548               7/18/2006             0    N                                                  24   H
        1962   S               P                P                               73                  1                      1   A4AL                         36      7.750                     1                         149000.00     90.00         0.00                90.00              134100.00              133959.70             0.00             0.00                 360                     355               540     45039   OH                      6.750     13.750        7.750      1.500       1.000        643               7/26/2006             0    N                                                  36   H
        1963   C               P                P                               73                  1                      1   A5AL                         41      8.250                     1                         178500.00     95.00         0.00                95.00              169575.00              169346.01             0.00             0.00                 360                     355               480     98023   WA                      7.250     14.250        8.250      1.500       1.000        652               7/17/2006             0    Y                                                  24   H
        1964   C               P                P                               73                  1                      1   A5AL                         37      9.125                     1                         210000.00     95.00         0.00                95.00              199500.00              199368.99             0.00             0.00                 360                     355               540     33179   FL                      8.125     15.125        9.125      1.500       1.000        597               7/28/2006             0    Y                                                  24   H
        1965   S               P                C                               10                  1                      1   A4AL                         13      8.375                     1                          93000.00     86.02         0.00                86.02               80000.00               78634.73             0.00             0.00                 180                     174               180     63147   MO                      0.000      0.000        0.000      0.000       0.000        592               6/20/2006             0    N                                                  36   H
        1966   S               P                C                               74                  1    C1                    B AL                         36      9.450                     1                         290000.00     74.83         0.00                74.83              217000.00              216794.16             0.00             0.00                 360                     355               480     60014   IL                      5.400     15.450        9.450      1.500       1.000        539               7/10/2006             0    N                                                   0
        1967   S               P                P                               10                  1    C4                    A5AL                         28     10.025                     1                         130000.00     93.46         0.00                93.46              121500.00              121228.19             0.00             0.00                 360                     355               360     38125   TN                      0.000      0.000        0.000      0.000       0.000        640               7/21/2006             0    Y                                                  36   H
        1968   S               P                P                               10                  1    C4                    A5AL                         45      9.250                     1                          97500.00     80.00         0.00                80.00               78000.00               77794.66             0.00             0.00                 360                     355               360     38125   TN                      0.000      0.000        0.000      0.000       0.000        692               7/20/2006             0    Y                                                  36   H
        1969   S               P                P                               73                  1                      1   A5AL                         41      7.575                     1                         243000.00     80.00        20.00               100.00              194400.00              194081.35         48600.00             0.00                 360                     355               480     86322   AZ                      6.325     13.575        7.575      1.500       1.000        598               7/25/2006             0    Y                                                  24   H
        1970   S               P                C                               73                  1                      1   A4AL                         49      7.495                     1                         255000.00     80.00        20.00               100.00              204000.00              203649.21         51000.00             0.00                 360                     355               480     97007   OR                      6.245     13.495        7.495      1.500       1.000        642               7/13/2006             0    N                                                  24   H
        1971   C               I                C                               73                  1    C4                    A4AL                         36     10.150                     1                         159000.00     84.97         0.00                84.97              135100.00              134805.67             0.00             0.00                 360                     355               360     98337   WA                      8.900     16.150       10.150      1.500       1.000        633               7/17/2006             0    N                                                   0
        1972   S               P                C                               73                  1    C4                    A5AL                         45      8.110                     1                         375000.00     80.00         0.00                80.00              300000.00              299578.14             0.00             0.00                 360                     355               480     92345   CA                      6.860     14.110        8.110      1.500       1.000        641               7/20/2006             0    Y                                                  24   H
        1973   P               P                P                               10                  1    C4                    A5AL                         30     10.370                     1                         109000.00     80.00        20.00               100.00               87200.00               87018.71         21800.00             0.00                 360                     355               360     77073   TX                      0.000      0.000        0.000      0.000       0.000        625               7/24/2006             0    Y                                                  36   H
        1974   S               P                P                               74                  1                      1   A5AL                         47      7.900                     1                         144900.00     89.99         0.00                89.99              130400.00              130205.18             0.00             0.00                 360                     355               480     34668   FL                      6.650     13.900        7.900      1.500       1.000        547               7/28/2006             0    Y                                                  36   H
        1975   S               P                C                               73                  1                      1   B AL                         45      8.850                     1                         465000.00     78.28         0.00                78.28              364000.00              363587.52             0.00             0.00                 360                     355               480     20689   MD                      6.600     14.850        8.850      1.500       1.000        538               7/20/2006             0    N                                                   0
        1976   P               P                P                               73                  1    C4                    AXAL                         52      7.585                     1                         457500.00     80.00        20.00               100.00              366000.00              365401.82         91500.00             0.00                 360                     355               480     85028   AZ                      6.335     13.585        7.585      1.500       1.000        690               7/24/2006             0    N                                                  24   H
        1977   S               P                P                               10                  1                      1   A5AL                         48      8.855                     1                          87000.00     90.00         0.00                90.00               78300.00               78076.32             0.00             0.00                 360                     355               360     44103   OH                      0.000      0.000        0.000      0.000       0.000        565               7/27/2006             0    Y                                                  36   H
        1978   S               P                C                               74                  1    C4                    AXAL                         40      8.300                     1                         147000.00     83.88         0.00                83.88              123300.00              123135.88             0.00             0.00                 360                     355               360     87031   NM                      7.050     14.300        8.300      1.500       1.000        628               7/26/2006             0    N                                                   0
        1979   S               P                C                               10                  1    C1                    A4AL                         46      8.875                     1                          80000.00     74.13         0.00                74.13               59300.00               59233.26             0.00             0.00                 360                     358               360     46514   IN                      0.000      0.000        0.000      0.000       0.000        535              10/18/2006             0    N                                                   0
        1980   S               P                C                               10                  1    C1                    A4AL                         50      8.120                     1                         220000.00     89.09        10.88                99.97              196000.00              195349.14         23934.00             0.00                 360                     355               360      3246   NH                      0.000      0.000        0.000      0.000       0.000        673               7/21/2006             0    N                                                  36   H
        1981   S               P                P                               73                  1                      1   A5AL                         49     11.750                     1                          71000.00     84.93         0.00                84.93               60300.00               60207.04             0.00             0.00                 360                     355               360     39206   MS                      6.500     17.750       11.750      1.500       1.000        502               7/21/2006             0    Y                                                  24   H
        1982   S               P                P                               73                  1                      1   A5AL                         37      7.075                     1                         298900.00     80.00        20.00               100.00              239120.00              238142.96         59780.00             0.00                 360                     355               360     92407   CA                      5.825     13.075        7.075      1.500       1.000        602               7/18/2006             0    Y                                                  24   H
        1983   S               P                P                               10                  1    C1                    A5AL                         45      8.065                     1                         156400.00     79.99        19.95                99.94              125100.00              124628.37         31200.00             0.00                 360                     355               360     75181   TX                      0.000      0.000        0.000      0.000       0.000        651               7/28/2006             0    Y                                                  36   H
        1984   F               P                P                               73                  1    C4                    A5AL                         46      8.050                     1                         670000.00     80.00         0.00                80.00              536000.00              535233.11             0.00             0.00                 360                     355               480     92843   CA                      6.800     14.050        8.050      1.500       1.000        650               7/24/2006             0    Y                                                  12   H
        1985   S               P                C                               73                  1    C4                    A4AL                         46      9.100                     1                         240000.00     90.00         0.00                90.00              216000.00              215772.63             0.00             0.00                 360                     355               480     80120   CO                      7.850     15.100        9.100      1.500       1.000        620               7/21/2006             0    N                                                   0
        1986   C               P                C                               74                  1                      1   AXAL                         37      8.475                     1                          99000.00     80.00        20.00               100.00               79200.00               79099.85         19800.00             0.00                 360                     355               480     80525   CO                      7.225     14.475        8.475      1.500       1.000        593               7/19/2006             0    N                                                   0
        1987   S               P                C                               73                  1    C4                    A4AL                         37      8.650                     1                         247000.00     56.68         0.00                56.68              140000.00              139831.73             0.00             0.00                 360                     355               480      3307   NH                      7.400     14.650        8.650      1.500       1.000        525               7/20/2006             0    N                                                  24   H
        1988   S               P                C                               73                  1    C4                    AXAL                         34      7.990                     1                         475000.00     63.37         0.00                63.37              301000.00              300561.84             0.00             0.00                 360                     355               480     92337   CA                      6.740     13.990        7.990      1.500       1.000        574               7/18/2006             0    N                                                  24   H
        1989   S               P                C                                7                  1    C3                    A4AL                         13     10.550                     1                         460000.00     95.00         0.00                95.00              437000.00              436702.82             0.00             0.00                 360                     355               480     60645   IL                      0.000      0.000        0.000      0.000       0.000        615               7/26/2006             0    N                                                   0
        1990   S               P                C                               10                  1                      1   A4AL                         44     10.325                     1                          74000.00     80.00         0.00                80.00               59200.00               59057.45             0.00             0.00                 360                     355               360     32304   FL                      0.000      0.000        0.000      0.000       0.000        520               7/14/2006             0    N                                                  36   H
        1991   S               P                P                               73                  1    C1                    A5AL                         38      9.145                     1                          85900.00     89.99         0.00                89.99               77300.00               77092.01             0.00             0.00                 360                     355               360     46218   IN                      6.750     15.145        9.145      1.500       1.000        597               7/24/2006             0    Y                                                  24   H
        1992   P               P                P                               73                  1                      1   A5AL                         45      7.725                     1                         349000.00     80.00        20.00               100.00              279200.00              278745.00         69800.00             0.00                 360                     355               480     33024   FL                      6.475     13.725        7.725      1.500       1.000        627               7/26/2006             0    Y                                                  24   H
        1993   P               P                P                               73                  1                      1   A5AL                         43      7.130                     1                         255200.00     79.98        19.98                99.96              204100.00              203720.69         51000.00             0.00                 360                     355               480     77007   TX                      5.880     13.130        7.130      1.500       1.000        646               7/21/2006             0    Y                                                  24   H
        1994   S               P                P                               10                  1    C4                    A5AL                         43      7.300                     1                         156382.00     80.00        19.95                99.95              125100.00              124610.97         31200.00             0.00                 360                     355               360     78574   TX                      0.000      0.000        0.000      0.000       0.000        654               7/18/2006             0    Y                                                  36   H
        1995   S               P                P                               73                  1    C4                    A5AL                         41      9.495                     1                         187900.00     79.99         0.00                79.99              150300.00              149924.04             0.00             0.00                 360                     355               360     48328   MI                      7.245     15.495        9.495      1.500       1.000        672               7/28/2006             0    Y                                                  24   H
        1996   S               P                C                               73                  1    C4                    A4AL                         20      7.550                     1                         550000.00     80.00        20.00               100.00              440000.00              439273.68        110000.00             0.00                 360                     355               480     92596   CA                      6.300     13.550        7.550      1.500       1.000        656               7/25/2006             0    N                                                  24   H
        1997   S               P                C                               10                  1                      1   A5AL                         43      9.750                     1                         155000.00     57.74         0.00                57.74               89500.00               89287.82             0.00             0.00                 360                     355               360     32601   FL                      0.000      0.000        0.000      0.000       0.000        504               7/26/2006             0    Y                                                  36   H
        1998   S               P                R                               10                  1    C4                    A4AL                         46      8.350                     1                         310000.00     84.52         0.00                84.52              262000.00              261055.05             0.00             0.00                 360                     355               360      2888   RI                      0.000      0.000        0.000      0.000       0.000        622               7/20/2006             0    N                                                  12   H
        1999   S               P                C                               10                  1                      1   AXAL                         45      8.495                     1                         140000.00     64.29         0.00                64.29               90000.00               89723.24             0.00             0.00                 360                     355               360      5086   VT                      0.000      0.000        0.000      0.000       0.000        618               7/10/2006             0    N                                                   0
        2000   S               P                C                               74                  1    C1                    A4AL                         36      6.875                     1                         250000.00     82.44         0.00                82.44              206100.00              205587.58             0.00             0.00                 360                     355               480     92256   CA                      5.625     12.875        6.875      1.500       1.000        615               7/13/2006             0    N                                                  36   H
        2001   S               P                C                               10                  1                      1   A4AL                         39      6.700                     1                         234000.00     70.00         0.00                70.00              163800.00              163079.86             0.00             0.00                 360                     355               360     23487   VA                      0.000      0.000        0.000      0.000       0.000        647               7/22/2006             0    N                                                  36   H
        2002   S               P                C                               74                  1                      1   A5AL                         22      8.500                     1                         168000.00     60.95         0.00                60.95              102400.00              102085.39             0.00             0.00                 360                     355               360     12962   NY                      6.750     14.500        8.500      1.500       1.000        670                7/8/2006             0    Y                                                   0
        2003   S               P                C                               74                  1                      1   A4AL                         49      8.300                     1                         310000.00     90.00         0.00                90.00              279000.00              278107.24             0.00             0.00                 360                     355               360      8081   NJ                      7.050     14.300        8.300      1.500       1.000        565               7/17/2006             0    N                                                   0
        2004   S               P                R                               74                  1                      1   AMAL                         50      6.900                     1                         255000.00     65.29         0.00                65.29              166500.00              165780.71             0.00             0.00                 360                     355               360      5048   VT                      5.625     12.900        6.900      1.500       1.000        620               6/30/2006             0    N                                                   0
        2005   S               P                C                               73                  1                      1   A4AL                         34      9.780                     1                          57000.00     84.91         0.00                84.91               48400.00               48285.96             0.00             0.00                 360                     355               360     68776   NE                      7.530     15.780        9.780      1.500       1.000        522               7/21/2006             0    N                                                  24   H
        2006   S               P                C                               73                  1                      1   A4AL                         40      7.500                     1                         248000.00     84.27         0.00                84.27              209000.00              208214.70             0.00             0.00                 360                     355               360      6516   CT                      6.250     13.500        7.500      1.500       1.000        541               7/20/2006             0    N                                                  24   H
        2007   S               P                C                               10                  1    C4                    A5AL                         32      6.700                     1                         185000.00     59.51         0.00                59.51              110100.00              109616.00             0.00             0.00                 360                     355               360     93219   CA                      0.000      0.000        0.000      0.000       0.000        667               7/11/2006             0    Y                                                  36   H
        2008   S               P                C                               10                  1    C4                    A4AL                         49      6.625                     1                         280000.00     65.00         0.00                65.00              182000.00              181188.20             0.00             0.00                 360                     355               360     33461   FL                      0.000      0.000        0.000      0.000       0.000        661                7/7/2006             0    N                                                  36   H
        2009   S               P                C                               10                  1                      1   A4AL                         44      6.725                     1                         197000.00     80.00        14.97                94.97              157600.00              156769.46         29500.00             0.00                 360                     354               360      3830   NH                      0.000      0.000        0.000      0.000       0.000        618               6/26/2006             0    N                                                  36   H
        2010   S               P                C                               73                  1    C4                    A4AL                         44      9.125                     1                         470000.00     85.00         0.00                85.00              399500.00              399073.19             0.00             0.00                 360                     358               360      2832   RI                      5.875     15.125        5.875      1.500       1.000        613              10/18/2006             0    N                                                   0
        2011   S               P                C                               73                  1    C1                    A4AL                         47      6.525                     1                         243000.00     80.00        20.00               100.00              194400.00              193336.28         48600.00             0.00                 360                     354               360      3461   NH                      5.275     12.525        6.525      1.500       1.000        597               6/23/2006             0    N                                                  24   H
        2012   S               P                C                               10                  1    C1                    A4AL                         30      8.700                     1                         120000.00     84.92         0.00                84.92              101900.00              101597.47             0.00             0.00                 360                     355               360     70819   LA                      0.000      0.000        0.000      0.000       0.000        611               7/15/2006             0    N                                                  36   H
        2013   S               P                C                               74                  1                      1   A4AL                         47      6.200                     1                         631000.00     80.00        14.99                94.99              504800.00              504597.50         94600.00             0.00                 360                     355               360     94579   CA                      4.950     12.200        6.200      1.500       1.000        685                7/1/2006            60    N                                                  36   H
        2014   S               P                C                               10                  1    C1                    A4AL                         42      7.950                     1                         195000.00     84.97         0.00                84.97              165700.00              165130.93             0.00             0.00                 360                     355               360     44473   OH                      0.000      0.000        0.000      0.000       0.000        620               7/10/2006             0    N                                                  36   H
        2015   S               P                C                               74                  1    C4                    A4AL                         46      8.900                     1                         625000.00     79.98         0.00                79.98              499900.00              498485.17             0.00             0.00                 360                     355               360      8527   NJ                      7.650     14.900        8.900      1.500       1.000        552                7/7/2006             0    N                                                   0
        2016   S               I                C                               74                  1    C4                    AMAL                         28      8.275                     1                         420000.00     71.50         0.00                71.50              300300.00              299232.13             0.00             0.00                 360                     355               360      1833   MA                      7.025     14.275        8.275      1.500       1.000        613               7/27/2006             0    N                                                  36   H
        2017   S               P                C                               10                  1                      1   A4AL                         45      6.800                     1                         520000.00     71.54         0.00                71.54              372000.00              370396.13             0.00             0.00                 360                     355               360      6850   CT                      0.000      0.000        0.000      0.000       0.000        638               7/11/2006             0    N                                                  36   H
        2018   P               P                C                               10                  1                      1   A4AL                         36      6.915                     1                         165000.00     80.00         0.00                80.00              132000.00              131363.08             0.00             0.00                 360                     355               360     77082   TX                      0.000      0.000        0.000      0.000       0.000        621               7/27/2006             0    N                                                   0
        2019   S               P                P                               73                  1    C1                    A5AL                         44      5.990                     1                         418500.00     80.00        20.00               100.00              334800.00              333948.69         83700.00             0.00                 360                     355               480     92509   CA                      4.740     11.990        5.990      1.500       1.000        674               7/21/2006             0    Y                                                  24   H
        2020   S               P                C                               10                  1                      1   AXAL                         44      8.700                     1                         180000.00     65.00         0.00                65.00              117000.00              116654.99             0.00             0.00                 360                     355               360     85031   AZ                      0.000      0.000        0.000      0.000       0.000        527               7/25/2006             0    N                                                  36   H
        2021   S               P                C                               74                  1                      1   A4AL                         39      9.725                     1                          92000.00     95.00         0.00                95.00               87400.00               87178.38             0.00             0.00                 360                     355               360     44446   OH                      8.475     15.725        9.725      1.500       1.000        559               6/30/2006             0    N                                                  36   H
        2022   S               P                C                               73                  1                      1   AMAL                         38      8.215                     1                         170000.00     77.65         0.00                77.65              132000.00              131720.08             0.00             0.00                 360                     355               480     84043   UT                      6.965     14.215        8.215      1.500       1.000        621               7/24/2006             0    N                                                  24   H
        2023   S               I                C                               73                  1    C4                    A4AL                         29      8.250                     1                         225000.00     84.98         0.00                84.98              191200.00              190581.96             0.00             0.00                 360                     355               360     33549   FL                      7.000     14.250        8.250      1.500       1.000        649               7/18/2006             0    N                                                  24   H
        2024   T               P                P                               10                  1                      1   A5AL                         49     11.550                     1                          79500.00     89.94         0.00                89.94               71500.00               71384.79             0.00             0.00                 360                     355               360     15068   PA                      0.000      0.000        0.000      0.000       0.000        551               7/26/2006             0    Y                                                  36   H
        2025   S               I                C                               74                  1    C4                    AXAL                         30     10.770                     1                         250000.00     30.00         0.00                30.00               75000.00               74856.88             0.00             0.00                 360                     355               360     60104   IL                      9.520     16.770       10.770      1.500       1.000        535                8/1/2006             0    N                                                   0
        2026   S               P                C                                7                  1    C1                    A4AL                         46      7.965                     1                         118000.00     85.00         0.00                85.00              100300.00              100152.96             0.00             0.00                 360                     355               480     93240   CA                      0.000      0.000        0.000      0.000       0.000        648               7/25/2006             0    N                                                  36   H
        2027   S               P                C                               10                  1    C1                    A4AL                         38      9.915                     1                         122000.00     77.87         0.00                77.87               95000.00               94782.48             0.00             0.00                 360                     355               360     78501   TX                      0.000      0.000        0.000      0.000       0.000        546               7/27/2006             0    N                                                   0
        2028   S               P                C                               10                  1    C4                    A4AL                         38      9.500                     1                         158000.00     79.11         0.00                79.11              125000.00              124876.54             0.00             0.00                 360                     358               360     70437   LA                      0.000      0.000        0.000      0.000       0.000        576              10/18/2006             0    N                                                  36   H
        2029   S               P                P                               74                  1                      1   A4AL                         45      7.050                     1                         173000.00     80.00        20.00               100.00              138400.00              138136.98         34600.00             0.00                 360                     355               480     80239   CO                      5.800     13.050        7.050      1.500       1.000        661               7/31/2006             0    N                                                  36   H
        2030   P               P                P                               73                  1                      1   A5AL                         50      6.815                     1                         261775.00     79.99        19.98                99.97              209400.00              208975.09         52300.00             0.00                 360                     355               480     85242   AZ                      5.565     12.815        6.815      1.500       1.000        649               7/26/2006             0    Y                                                  24   H
        2031   P               P                P                               10                  1    C1                    A5AL                         22      8.800                     1                         112900.00     79.98        19.93                99.91               90300.00               90039.09         22500.00             0.00                 360                     355               360     77355   TX                      0.000      0.000        0.000      0.000       0.000        678               7/31/2006             0    Y                                                  36   H
        2032   P               P                P                               73                  1    C4                    A5AL                         50      8.165                     1                         274400.00     79.99         0.00                79.99              219500.00              219196.22             0.00             0.00                 360                     355               480     89128   NV                      6.915     14.165        8.165      1.500       1.000        636               7/27/2006             0    Y                                                  24   H
        2033   S               P                P                               10                  1                      1   A5AL                         37      8.550                     1                         164900.00     79.93        19.95                99.88              131800.00              131399.20         32900.00             0.00                 360                     355               360     77050   TX                      0.000      0.000        0.000      0.000       0.000        611               7/31/2006             0    Y                                                  36   H
        2034   S               P                C                               74                  1                      1   A4AL                         50      8.525                     1                         163000.00     94.05         0.00                94.05              153300.00              153108.90             0.00             0.00                 360                     355               480     64062   MO                      7.275     14.525        8.525      1.500       1.000        658               7/25/2006             0    N                                                  36   H
        2035   F               P                C                               10                  1    C4                    A4AL                         48      7.225                     1                         540000.00     77.91         0.00                77.91              420700.00              419023.52             0.00             0.00                 360                     355               360     11203   NY                      0.000      0.000        0.000      0.000       0.000        630               7/27/2006             0    N                                                  12   H
        2036   C               P                C                               10                  1                      1   A4AL                         46      7.750                     1                         207000.00     70.00         0.00                70.00              144900.00              144382.01             0.00             0.00                 360                     355               360      1701   MA                      0.000      0.000        0.000      0.000       0.000        553                7/8/2006             0    N                                                  36   H
        2037   S               P                C                               10                  1                      1   A4AL                         26      7.375                     1                         205000.00     46.05         0.00                46.05               94400.00               94036.39             0.00             0.00                 360                     355               360     92311   CA                      0.000      0.000        0.000      0.000       0.000        628                7/6/2006             0    N                                                  36   H
        2038   S               P                C                                7                  1    C1                    A4AL                         44      7.875                     1                         215000.00     90.00         0.00                90.00              193500.00              193208.87             0.00             0.00                 360                     355               480     32754   FL                      0.000      0.000        0.000      0.000       0.000        601               7/27/2006             0    N                                                  36   H
        2039   S               P                P                               73                  1    C4                    A4AL                         47      8.965                     1                         389000.00     80.00        20.00               100.00              311200.00              310319.17         77800.00             0.00                 360                     355               360     85013   AZ                      7.715     14.965        8.965      1.500       1.000        682               7/28/2006             0    N                                                  24   H
        2040   S               P                C                               73                  1                      1   A5AL                         52      8.350                     1                         227000.00     84.98         0.00                84.98              192900.00              192645.26             0.00             0.00                 360                     355               480     85220   AZ                      7.100     14.350        8.350      1.500       1.000        561               7/18/2006             0    Y                                                  24   H
        2041   S               P                P                               74                  1    C4                    A4AL                         35     10.520                     1                          91000.00     80.00        20.00               100.00               72800.00               72652.64         18200.00             0.00                 360                     355               360     28348   NC                      8.270     16.520       10.520      1.500       1.000        623               7/31/2006             0    N                                                   0
        2042   S               P                C                               10                  1    C1                    A4AL                         48      7.995                     1                         145000.00     80.00        20.00               100.00              116000.00              116000.00         29000.00             0.00                 360                     354               360     67801   KS                      0.000      0.000        0.000      0.000       0.000        581               6/27/2006            60    N                                                   0
        2043   S               P                P                               74                  1                      1   A4AL                         23      8.025                     1                         238500.00     80.00        20.00               100.00              190800.00              190525.03         47700.00             0.00                 360                     355               480     17268   PA                      6.775     14.025        8.025      1.500       1.000        612               7/13/2006             0    N                                                  36   H
        2044   F               I                C                               10                  1    C1                    A4AL                         32      8.575                     1                         120000.00     75.00         0.00                75.00               90000.00               89727.72             0.00             0.00                 360                     355               360     19141   PA                      0.000      0.000        0.000      0.000       0.000        613               7/26/2006             0    N                                                  36   H
        2045   S               P                C                               74                  1                      1   A4AL                         51      8.754                     1                         275000.00     80.00        20.00               100.00              220000.00              219743.54         55000.00             0.00                 360                     355               480     55379   MN                      7.504     14.754        8.754      1.500       1.000        677               6/28/2006             0    N                                                  36   H
        2046   S               P                C                               10                  1                      1   A4AL                         46      7.400                     1                         217000.00     64.79         0.00                64.79              140600.00              139839.33             0.00             0.00                 360                     353               360      3266   NH                      0.000      0.000        0.000      0.000       0.000        628               5/15/2006             0    N                                                  36   H
        2047   S               P                P                               74                  1                      1   A5AL                         26      7.325                     1                         232000.00     80.00        15.00                95.00              185600.00              184878.06         34800.00             0.00                 360                     355               360     28312   NC                      6.075     13.325        7.325      1.500       1.000        629               7/31/2006             0    Y                                                  30   H
        2048   S               P                C                               10                  1                      1   A4AL                         41      6.600                     1                         815000.00     80.00        14.99                94.99              652000.00              648270.84        122200.00             0.00                 360                     354               360      6897   CT                      0.000      0.000        0.000      0.000       0.000        621               6/12/2006             0    N                                                  36   H
        2049   P               P                C                               74                  1    C1                    A4AL                         42      9.000                     1                         186000.00     84.52         0.00                84.52              157200.00              156763.90             0.00             0.00                 360                     355               360     32244   FL                      7.750     15.000        9.000      1.500       1.000        544               7/11/2006             0    N                                                  36   H
        2050   C               P                C                               73                  1                      1   A4AL                         50      7.525                     1                         191000.00     80.00        20.00               100.00              152800.00              151779.09         38200.00             0.00                 360                     355               360     33065   FL                      6.275     13.525        7.525      1.500       1.000        644               7/11/2006             0    N                                                  24   H
        2051   S               P                C                               74                  1    C1                    A4AL                         38      9.825                     1                         175000.00     84.97         0.00                84.97              148700.00              148352.97             0.00             0.00                 360                     355               360     55335   MN                      8.575     15.825        9.825      1.500       1.000        566                7/5/2006             0    N                                                  36   H
        2052   S               P                P                               73                  1                      1   A5AL                         48      6.950                     1                         279800.00     84.99         0.00                84.99              237800.00              237260.68             0.00             0.00                 360                     355               480     95608   CA                      5.700     12.950        6.950      1.500       1.000        612               7/28/2006             0    Y                                                  24   H
        2053   S               P                C                               74                  1    C1                    A4AL                         23      9.750                     1                          80000.00     80.00        20.00               100.00               64000.00               63632.44         16000.00             0.00                 360                     354               360     36604   AL                      8.500     15.750        9.750      1.500       1.000        601               6/23/2006             0    N                                                   0
        2054   S               P                C                               10                  1    C1                    AXAL                         46      7.825                     1                         192000.00     95.00         0.00                95.00              182400.00              181757.67             0.00             0.00                 360                     355               360     33584   FL                      0.000      0.000        0.000      0.000       0.000        647               7/11/2006             0    N                                                  36   H
        2055   P               P                C                               73                  1    C4                    A4AL                         47      8.275                     1                         415000.00     80.00        20.00               100.00              332000.00              332000.00         83000.00             0.00                 360                     354               360     33326   FL                      7.025     14.275        8.275      1.500       1.000        621               6/10/2006            60    N                                                  24   H
        2056   F               P                C                               10                  1                      1   A5AL                         39      9.475                     1                         535000.00     21.31         0.00                21.31              114000.00              113509.08             0.00             0.00                 360                     355               360      1951   MA                      0.000      0.000        0.000      0.000       0.000        517                7/5/2006             0    Y                                                   0
        2057   S               P                C                               74                  1    C1                    A4AL                         45      8.250                     1                         195000.00     94.97         0.00                94.97              185200.00              184898.83             0.00             0.00                 360                     354               480     55051   MN                      7.000     14.250        8.250      1.500       1.000        644               6/27/2006             0    N                                                  36   H
        2058   C               P                P                               74                  1    C4                    A5AL                         47      9.600                     1                         164000.00     80.00         0.00                80.00              131200.00              131200.00             0.00             0.00                 360                     355               360      3106   NH                      8.350     15.600        9.600      1.500       1.000        689               7/19/2006            60    Y                                                  36   H
        2059   T               P                C                               10                  1                      1   A4AL                         38      7.800                     1                         365000.00     40.22         0.00                40.22              146800.00              146280.44             0.00             0.00                 360                     355               360     11226   NY                      0.000      0.000        0.000      0.000       0.000        530                7/7/2006             0    N                                                  12   H
        2060   S               P                C                               10                  1                      1   A4AL                         34      7.275                     1                         550000.00     89.56         0.00                89.56              492600.00              492599.39             0.00             0.00                 360                     355               360     93611   CA                      0.000      0.000        0.000      0.000       0.000        666                7/6/2006            60    N                                                  36   H
        2061   S               I                C                               74                  1                      1   A5AL                         44     11.475                     1                          69000.00     90.00         0.00                90.00               62100.00               61998.28             0.00             0.00                 360                     355               360     27856   NC                     10.225     17.475       11.475      1.500       1.000        594               7/12/2006             0    Y                                                   0
        2062   S               P                C                               74                  1    C1                    AXAL                         41      6.150                     1                         465000.00     80.00        14.99                94.99              372000.00              371094.12         69700.00             0.00                 360                     355               480     92509   CA                      4.900     12.150        6.150      1.500       1.000        617               6/28/2006             0    N                                                  36   H
        2063   S               P                C                               74                  1                      1   C AL                         34      9.250                     1                         138000.00     70.00         0.00                70.00               96600.00               96293.71             0.00             0.00                 360                     354               360     23832   VA                      8.000     15.250        9.250      1.500       1.000        500               6/27/2006             0    N                                                  36   H
        2064   S               P                C                               74                  1    C4                    A4AL                         41      6.800                     1                         410000.00     80.00        19.51                99.51              328000.00              328000.00         80000.00             0.00                 360                     355               360     92284   CA                      5.550     12.800        6.800      1.500       1.000        650               6/29/2006            60    N                                                  36   H
        2065   S               P                C                               10                  1                      1   A5AL                         32     10.675                     1                          60000.00     83.33         0.00                83.33               50000.00               49902.48             0.00             0.00                 360                     355               360     36605   AL                      0.000      0.000        0.000      0.000       0.000        614                7/3/2006             0    Y                                                   0
        2066   S               P                C                               10                  2    C1                    A4AL                         38     11.500                     1                         225000.00    100.00         0.00               100.00               45000.00               44926.70             0.00        180000.00                 360                     355               360     88007   NM                      0.000      0.000        0.000      0.000       0.000        647               6/30/2006             0    N                                                   0
        2067   S               P                R                               74                  1                      1   A4AL                         50      6.775                     1                         164000.00     80.00         0.00                80.00              131200.00              130930.76             0.00             0.00                 360                     355               480     32244   FL                      5.525     12.775        6.775      1.500       1.000        554               7/25/2006             0    N                                                  36   H
        2068   S               P                C                               73                  1                      1   B AL                         46      6.700                     1                         410000.00     79.61         0.00                79.61              326400.00              324965.12             0.00             0.00                 360                     355               360      2817   RI                      5.450     12.700        6.700      1.500       1.000        569               7/10/2006             0    N                                                  12   H
        2069   S               P                C                               10                  1                      1   A4AL                         37      9.550                     1                         140000.00     89.43         0.00                89.43              125200.00              124890.43             0.00             0.00                 360                     355               360     27217   NC                      0.000      0.000        0.000      0.000       0.000        594                7/7/2006             0    N                                                   0
        2070   S               P                C                               10                  1                      1   A4AL                         49      7.525                     1                         245000.00     80.00        20.00               100.00              196000.00              195117.85         49000.00             0.00                 360                     354               360     33935   FL                      0.000      0.000        0.000      0.000       0.000        621               6/12/2006             0    N                                                  36   H
        2071   S               P                R                               74                  1                      1   A4AL                         48      6.199                     1                         385000.00     67.53         0.00                67.53              260000.00              259935.94             0.00             0.00                 360                     355               360     92324   CA                      4.949     12.199        6.199      1.500       1.000        667                7/6/2006            60    N                                                  36   H
        2072   S               P                C                               10                  1                      1   A4AL                         19      6.875                     1                         220000.00     75.64         0.00                75.64              166400.00              165692.96             0.00             0.00                 360                     355               360     96137   CA                      0.000      0.000        0.000      0.000       0.000        603                7/3/2006             0    N                                                  36   H
        2073   S               P                C                                7                  1                      1   A5AL                         48      7.426                     1                         185000.00     80.00        20.00               100.00              148000.00              147695.39         37000.00             0.00                 360                     354               480     19802   DE                      0.000      0.000        0.000      0.000       0.000        596               6/19/2006             0    Y                                                  36   H
        2074   S               P                C                               74                  1                      1   A4AL                         26      7.850                     1                         284000.00     90.00         0.00                90.00              255600.00              254703.22             0.00             0.00                 360                     355               360     21208   MD                      6.600     13.850        7.850      1.500       1.000        607                7/7/2006             0    N                                                   0
        2075   S               P                C                               10                  1                      1   AMAL                         21     10.900                     1                         105000.00     74.86         0.00                74.86               78600.00               78454.18             0.00             0.00                 360                     355               360     12804   NY                      0.000      0.000        0.000      0.000       0.000        506                7/7/2006             0    N                                                  12   H
        2076   S               P                C                                7                  1    C1                    A4AL                         33      7.650                     1                         325000.00     74.98         0.00                74.98              243700.00              243308.99             0.00             0.00                 360                     355               480     12722   NY                      0.000      0.000        0.000      0.000       0.000        647               7/10/2006             0    N                                                  12   H
        2077   S               P                C                               74                  1    C1                    A4AL                         47      6.250                     1                         520000.00     80.00        20.00               100.00              416000.00              416000.00        104000.00             0.00                 360                     355               360     90650   CA                      5.000     12.250        6.250      1.500       1.000        634                7/6/2006            60    N                                                  36   H
        2078   S               P                C                               74                  1                      1   AXAL                         40      9.700                     1                          66000.00     84.09         0.00                84.09               55500.00               55361.96             0.00             0.00                 360                     355               360     35473   AL                      8.450     15.700        9.700      1.500       1.000        566               7/26/2006             0    N                                                   0
        2079   S               P                C                               74                  1                      1   A4AL                         46      7.850                     1                         227000.00     80.00        20.00               100.00              181600.00              181268.68         45400.00             0.00                 360                     354               480      5465   VT                      6.600     13.850        7.850      1.500       1.000        603               6/26/2006             0    N                                                   0
        2080   P               P                C                               73                  1    C4                    A4AL                         44      7.375                     1                         350000.00     80.00        15.00                95.00              280000.00              280000.00         52500.00             0.00                 360                     354               360     85374   AZ                      6.125     13.375        7.375      1.500       1.000        624               6/23/2006            60    N                                                  24   H
        2081   S               P                P                               74                  1    C4                    A5AL                         47      8.365                     1                         184536.00     79.98        20.00                99.98              147600.00              147407.20         36900.00             0.00                 360                     355               480     98312   WA                      7.115     14.365        8.365      1.500       1.000        686               7/10/2006             0    Y                                                  36   H
        2082   S               P                P                               73                  1    C1                    A5AL                         46      7.600                     1                         419000.00     90.00         0.00                90.00              377100.00              376274.08             0.00             0.00                 360                     355               480     95762   CA                      6.940     13.600        7.600      1.500       1.000        616               7/19/2006             0    Y                                                  24   H
        2083   F               P                C                               74                  1                      1   AMAL                         42      7.800                     1                         348000.00     50.00         0.00                50.00              174000.00              173132.14             0.00             0.00                 360                     355               360      2721   MA                      6.550     13.800        7.800      1.500       1.000        685               7/10/2006             0    N                                                   0
        2084   S               P                C                               74                  1                      1   A4AL                         39      9.750                     1                         205000.00     72.44         0.00                72.44              148500.00              148307.67             0.00             0.00                 360                     355               480     30501   GA                      8.500     15.750        9.750      1.500       1.000        561               7/13/2006             0    N                                                   0
        2085   S               P                C                               73                  1                      1   B AL                         36      9.300                     1                         248000.00     90.00         0.00                90.00              223200.00              222618.56             0.00             0.00                 360                     355               360     33311   FL                      8.050     15.300        9.300      1.500       1.000        549               7/25/2006             0    N                                                  24   H
        2086   S               P                C                               74                  1    C4                    A5AL                         44     10.000                     1                         325000.00     64.95         0.00                64.95              211100.00              210521.87             0.00             0.00                 360                     355               360     33018   FL                      8.050     16.000       10.000      1.500       1.000        533               7/21/2006             0    Y                                                  36   H
        2087   S               P                P                               10                  2    C4                    A5AL                         40     11.875                     1                         310000.00    100.00         0.00               100.00               62000.00               61906.98             0.00        248000.00                 360                     355               360     92308   CA                      0.000      0.000        0.000      0.000       0.000        661               7/11/2006             0    Y                                                  24   H
        2088   S               P                C                               73                  1    C4                    A4AL                         31      6.990                     1                         442000.00     85.00         0.00                85.00              375700.00              375700.00             0.00             0.00                 360                     355               360     11717   NY                      5.740     12.990        6.990      1.500       1.000        608               7/19/2006            60    N                                                  12   H
        2089   P               P                C                               73                  1    C4                    A4AL                         50      6.850                     1                         250000.00     65.00         0.00                65.00              162500.00              162171.78             0.00             0.00                 360                     355               480     33064   FL                      5.600     12.850        6.850      1.500       1.000        557               7/25/2006             0    N                                                  24   H
        2090   S               P                P                               74                  1    C4                    A5AL                         44      9.490                     1                         135000.00     80.00        20.00               100.00              108000.00              107721.81         27000.00             0.00                 360                     355               360     44132   OH                      8.240     15.490        9.490      1.500       1.000        550               7/24/2006             0    Y                                                  36   H
        2091   P               P                C                               74                  1                      1   A4AL                         39      7.425                     1                         240000.00     72.58         0.00                72.58              174200.00              173237.37             0.00             0.00                 360                     355               360     21703   MD                      6.175     13.425        7.425      1.500       1.000        643               7/26/2006             0    N                                                   0
        2092   S               P                C                               74                  1                      1   A4AL                         38      7.075                     1                         478000.00     68.41         0.00                68.41              327000.00              326799.71             0.00             0.00                 360                     355               360     94572   CA                      5.825     13.075        7.075      1.500       1.000        576               7/12/2006            60    N                                                  36   H
        2093   P               P                R                               74                  1                      1   A4AL                         50      6.600                     1                         273000.00     80.00        20.00               100.00              218400.00              217929.71         54600.00             0.00                 360                     355               480     98387   WA                      5.350     12.600        6.600      1.500       1.000        691               7/25/2006             0    N                                                  36   H
        2094   S               P                C                               74                  1    C1                    A4AL                         31      6.850                     1                         488000.00     87.87         0.00                87.87              428800.00              427938.32             0.00             0.00                 360                     355               480     11236   NY                      5.600     12.850        6.850      1.500       1.000        653               7/23/2006             0    N                                                  12   H
        2095   P               P                C                               74                  1                      1   A4AL                         41      6.399                     1                         520000.00     59.56         0.00                59.56              309700.00              308257.12             0.00             0.00                 360                     355               360     95076   CA                      5.149     12.399        6.399      1.500       1.000        686               7/26/2006             0    N                                                  36   H
        2096   S               P                R                               10                  1    C1                    A4AL                         13      6.500                     1                         846000.00     30.76         0.00                30.76              260200.00              255867.30             0.00             0.00                 180                     175               180     94552   CA                      0.000      0.000        0.000      0.000       0.000        693               7/21/2006             0    N                                                  36   H
        2097   S               P                C                               73                  1                      1   A4AL                         26      6.470                     1                         175000.00     64.97         0.00                64.97              113700.00              113177.45             0.00             0.00                 360                     355               360     32935   FL                      5.220     12.470        6.470      1.500       1.000        599               7/24/2006             0    N                                                  24   H
        2098   C               P                C                               10                  1                      1   A4AL                         12     10.400                     1                         245000.00     24.49         0.00                24.49               60000.00               58218.01             0.00             0.00                 180                     175               180      2601   MA                      0.000      0.000        0.000      0.000       0.000        578               7/26/2006             0    N                                                   0
        2099   S               P                C                               73                  1                      1   A4AL                         38      8.000                     1                         295000.00     80.00        20.00               100.00              236000.00              235657.37         59000.00             0.00                 360                     355               480     85202   AZ                      6.750     14.000        8.000      1.500       1.000        592               7/17/2006             0    N                                                  24   H
        2100   S               P                C                               74                  1    C1                    C AL                         42      7.690                     1                         115000.00     61.22         0.00                61.22               70400.00               70288.32             0.00             0.00                 360                     355               480     85222   AZ                      6.440     13.690        7.690      1.500       1.000        634               7/13/2006             0    N                                                  36   H
        2101   S               P                C                               10                  1                      1   A4AL                         29      5.975                     1                         455000.00     49.27         0.00                49.27              224200.00              221742.24             0.00             0.00                 240                     235               240     91761   CA                      0.000      0.000        0.000      0.000       0.000        691               7/24/2006             0    N                                                  36   H
        2102   S               P                C                               74                  1                      1   A4AL                         32      7.200                     1                         125000.00     84.96         0.00                84.96              106200.00              105776.59             0.00             0.00                 360                     355               360     56469   MN                      5.950     13.200        7.200      1.500       1.000        645               7/25/2006             0    N                                                  36   H
        2103   S               P                C                               74                  1                      1   C AL                         49      8.125                     1                         305000.00     53.11         0.00                53.11              162000.00              161762.60             0.00             0.00                 360                     355               480     20613   MD                      6.875     14.125        8.125      1.500       1.000        592               7/11/2006             0    N                                                   0
        2104   S               P                C                               73                  1    C4                    A4AL                         49      8.825                     1                         222000.00     86.49         0.00                86.49              192000.00              191447.89             0.00             0.00                 360                     355               360     33810   FL                      7.575     14.825        8.825      1.500       1.000        552               7/11/2006             0    N                                                  24   H
        2105   F               I                C                               74                  1    C1                    A5AL                         47      9.750                     1                         127500.00     84.94         0.00                84.94              108300.00              108043.26             0.00             0.00                 360                     355               360      5819   VT                      7.500     15.750        9.750      1.500       1.000        591               7/15/2006             0    Y                                                   0
        2106   S               P                C                               10                  1                      1   A4AL                         30      6.250                     1                         235000.00     74.47         0.00                74.47              175000.00              174138.09             0.00             0.00                 360                     355               360     95917   CA                      0.000      0.000        0.000      0.000       0.000        657               7/11/2006             0    N                                                  36   H
        2107   S               P                C                                7                  1                      1   A4AL                         42      6.400                     1                         310000.00     76.58         0.00                76.58              237400.00              236859.93             0.00             0.00                 360                     355               480      2809   RI                      0.000      0.000        0.000      0.000       0.000        671               7/19/2006             0    N                                                  12   H
        2108   S               P                C                               73                  1                      1   A4AL                         47      7.950                     1                         810000.00     79.10         0.00                79.10              640700.00              638499.62             0.00             0.00                 360                     355               360     89509   NV                      6.700     13.950        7.950      1.500       1.000        551               7/11/2006             0    N                                                  24   H
        2109   C               P                R                               73                  1                      1   A4AL                         52      7.850                     1                         125000.00     84.96         0.00                84.96              106200.00              106200.00             0.00             0.00                 360                     355               360     32808   FL                      6.600     13.850        7.850      1.500       1.000        674                7/7/2006            60    N                                                  24   H
        2110   S               P                C                               74                  1                      1   A4AL                         48      8.600                     1                         152000.00     80.00        20.00               100.00              121600.00              121139.92         30400.00             0.00                 360                     354               360     12997   NY                      6.850     14.600        8.600      1.500       1.000        592               6/24/2006             0    N                                                   0
        2111   S               P                C                               74                  1                      1   A4AL                         42      5.800                     1                         260000.00     80.00        15.00                95.00              208000.00              206913.96         39000.00             0.00                 360                     355               360     95901   CA                      4.550     11.800        5.800      1.500       1.000        689                7/7/2006             0    N                                                  36   H
        2112   S               P                C                               10                  1                      1   A4AL                         37      7.000                     1                         194000.00     64.43         0.00                64.43              125000.00              124481.67             0.00             0.00                 360                     355               360      3835   NH                      0.000      0.000        0.000      0.000       0.000        531               7/12/2006             0    N                                                  36   H
        2113   S               P                R                                7                  1                      1   A4AL                         52      6.400                     1                         226000.00     67.48         0.00                67.48              152500.00              152128.63             0.00             0.00                 360                     355               480     85373   AZ                      0.000      0.000        0.000      0.000       0.000        671               7/13/2006             0    N                                                  36   H
        2114   S               P                C                               74                  1                      1   AMAL                         51     10.175                     1                         395000.00     84.96         0.00                84.96              335600.00              334872.72             0.00             0.00                 360                     355               360      7825   NJ                      8.400     16.175       10.175      1.500       1.000        543               7/26/2006             0    N                                                   0
        2115   S               P                C                               74                  1                      1   A4AL                         43      7.000                     1                         815000.00     84.99         0.00                84.99              692700.00              689827.69             0.00             0.00                 360                     355               360     11793   NY                      5.750     13.000        7.000      1.500       1.000        585               7/19/2006             0    N                                                  12   H
        2116   S               P                R                               74                  1                      1   B AL                         18      9.900                     1                          90000.00     85.00         0.00                85.00               76500.00               76138.23             0.00             0.00                 360                     355               360     49507   MI                      7.650     15.900        9.900      1.500       1.000        564               7/19/2006             0    N                                                  36   H
        2117   S               S                C                               74                  1    C4                    AMAL                         48      7.625                     1                         505000.00     84.99         0.00                84.99              429200.00              427626.93             0.00             0.00                 360                     355               360     96150   CA                      6.375     13.625        7.625      1.500       1.000        596               7/17/2006             0    N                                                  24   H
        2118   S               P                C                               74                  1                      1   B AL                         47      7.075                     1                         539000.00     56.47         0.00                56.47              304400.00              303156.17             0.00             0.00                 360                     355               360     94541   CA                      5.825     13.075        7.075      1.500       1.000        615               7/26/2006             0    N                                                  36   H
        2119   S               P                C                               10                  1                      1   A4AL                         51      6.625                     1                         249000.00     73.69         0.00                73.69              183500.00              181795.52             0.00             0.00                 360                     355               360      3753   NH                      0.000      0.000        0.000      0.000       0.000        646               7/25/2006             0    N                                                  36   H
        2120   S               P                C                               73                  1                      1   AMAL                         26      7.175                     1                         147000.00     84.97         0.00                84.97              124900.00              124796.50             0.00             0.00                 360                     355               360     32901   FL                      5.925     13.175        7.175      1.500       1.000        632               7/25/2006            60    N                                                  24   H
        2121   P               P                C                               74                  1                      1   A4AL                         33      8.500                     1                         195000.00     94.97         0.00                94.97              185200.00              184630.01             0.00             0.00                 360                     355               360     55369   MN                      7.250     14.500        8.500      1.500       1.000        572               7/26/2006             0    N                                                  36   H
        2122   S               P                C                               74                  1                      1   A4AL                         52      5.775                     1                         465000.00     70.00         0.00                70.00              325500.00              324623.14             0.00             0.00                 360                     355               480     85305   AZ                      4.525     11.775        5.775      1.500       1.000        653               7/26/2006             0    N                                                  12   H
        2123   S               P                C                               74                  1                      1   A4AL                         25      7.325                     1                         215000.00     68.84         0.00                68.84              148000.00              147739.63             0.00             0.00                 360                     355               480     56353   MN                      6.075     13.325        7.325      1.500       1.000        566               7/25/2006             0    N                                                  36   H
        2124   F               I                C                               74                  1    C4                    A4AL                         49      8.785                     1                         300000.00     79.37         0.00                79.37              238100.00              237409.96             0.00             0.00                 360                     355               360      2895   RI                      7.535     14.785        8.785      1.500       1.000        605               7/26/2006             0    N                                                  12   H
        2125   S               P                C                               74                  1    C4                    A5AL                         37      9.550                     1                         154000.00     74.81         0.00                74.81              115200.00              114915.14             0.00             0.00                 360                     355               360     36693   AL                      8.300     15.550        9.550      1.500       1.000        593               7/14/2006             0    Y                                                   0
        2126   S               P                C                               73                  1                      1   AXAL                         40      7.950                     1                         275000.00     84.98         0.00                84.98              233700.00              232897.39             0.00             0.00                 360                     355               360      6606   CT                      6.700     13.950        7.950      1.500       1.000        617               7/10/2006             0    N                                                  24   H
        2127   S               P                C                               10                  1                      1   A4AL                         52      8.675                     1                         316000.00     19.30         0.00                19.30               61000.00               60818.81             0.00             0.00                 360                     355               360     10954   NY                      0.000      0.000        0.000      0.000       0.000        690               7/18/2006             0    N                                                  12   H
        2128   S               P                C                               10                  1    C1                    AMAL                         32     11.300                     1                          65000.00     77.08         0.00                77.08               50100.00               50002.93             0.00             0.00                 360                     355               360     14432   NY                      0.000      0.000        0.000      0.000       0.000        517               7/19/2006             0    N                                                  12   H
        2129   S               P                C                               74                  1    C4                    A4AL                         22      9.850                     1                          65000.00     80.00         0.00                80.00               52000.00               51879.29             0.00             0.00                 360                     355               360      6105   CT                      8.000     15.850        9.850      1.500       1.000        589               7/26/2006             0    N                                                  36   H
        2130   S               P                C                               10                  1                      1   A4AL                         25      6.850                     1                         410000.00     24.76         0.00                24.76              101500.00               99859.25             0.00             0.00                 180                     175               180      2878   RI                      0.000      0.000        0.000      0.000       0.000        626               7/11/2006             0    N                                                  12   H
        2131   S               P                R                               74                  1                      1   AMAL                         50      7.375                     1                         306000.00     79.51         0.00                79.51              243300.00              242877.94             0.00             0.00                 360                     355               480     92394   CA                      6.125     13.375        7.375      1.500       1.000        582               7/11/2006             0    N                                                  36   H
        2132   S               P                C                               73                  1    C4                    AXAL                         42      7.650                     1                         280000.00     73.93         0.00                73.93              207000.00              207000.00             0.00             0.00                 360                     355               360     92395   CA                      6.400     13.650        7.650      1.500       1.000        601               7/25/2006            60    N                                                  24   H
        2133   S               P                C                               74                  1                      1   A4AL                         39      7.100                     1                         395000.00     35.62         0.00                35.62              140700.00              140127.91             0.00             0.00                 360                     355               360      8723   NJ                      5.850     13.100        7.100      1.500       1.000        644               7/14/2006             0    N                                                   0
        2134   S               P                P                               73                  1    C4                    A5AL                         42     10.350                     1                         168000.00     80.00        20.00               100.00              134400.00              134400.00         33600.00             0.00                 360                     355               360      4027   ME                      8.100     16.350       10.350      1.000       1.000        660               7/25/2006            60    Y                                                   0
        2135   F               P                R                               10                  1                      1   AXAL                         47      9.250                     1                         660000.00      7.74         0.00                 7.74               51100.00               50418.24             0.00             0.00                 180                     175               180     11214   NY                      0.000      0.000        0.000      0.000       0.000        539               7/13/2006             0    N                                                  12   H
        2136   P               P                C                               74                  1                      1   A5AL                         46      7.900                     1                         172000.00     85.00         0.00                85.00              146200.00              145981.61             0.00             0.00                 360                     355               480     23462   VA                      6.650     13.900        7.900      1.500       1.000        609                7/5/2006             0    Y                                                  36   H
        2137   S               P                C                               73                  1                      1   A4AL                         43      6.200                     1                         245000.00     80.00         0.00                80.00              196000.00              195051.39             0.00             0.00                 360                     355               360     32725   FL                      4.950     12.200        6.200      1.500       1.000        648                7/7/2006             0    N                                                  24   H
        2138   S               P                C                               74                  1    C1                    AXAL                         29      8.900                     1                         100000.00     80.00         0.00                80.00               80000.00               79727.27             0.00             0.00                 360                     354               360     55719   MN                      7.650     14.900        8.900      1.500       1.000        548               6/27/2006             0    N                                                  36   H
        2139   F               P                C                               74                  1                      1   AMAL                         51      9.250                     1                         215000.00     90.00         0.00                90.00              193500.00              192962.22             0.00             0.00                 360                     355               360      6241   CT                      8.000     15.250        9.250      1.500       1.000        581               7/17/2006             0    N                                                  36   H
        2140   P               P                C                               73                  1                      1   A4AL                         38      8.650                     1                         147000.00     84.97         0.00                84.97              124900.00              124749.83             0.00             0.00                 360                     355               480     85301   AZ                      7.400     14.650        8.650      1.500       1.000        534               7/20/2006             0    N                                                  24   H
        2141   S               P                C                               74                  1                      1   A5AL                         45      8.750                     1                          76000.00     80.00         0.00                80.00               60800.00               60728.34             0.00             0.00                 360                     355               480     49455   MI                      7.500     14.750        8.750      1.500       1.000        582                7/5/2006             0    Y                                                  36   H
        2142   F               P                C                               74                  1    C1                    A4AL                         43      6.825                     1                         315000.00     64.98         0.00                64.98              204700.00              203821.72             0.00             0.00                 360                     355               360      2818   RI                      5.575     12.825        6.825      1.500       1.000        579               7/11/2006             0    N                                                  12   H
        2143   S               P                C                               10                  1    C4                    A4AL                         39      9.375                     1                         101000.00     85.00         0.00                85.00               85850.00               85762.94             0.00             0.00                 360                     358               360     73533   OK                      0.000      0.000        0.000      0.000       0.000        569              10/18/2006             0    N                                                  36   H
        2144   S               P                C                               10                  1                      1   A4AL                         19      7.900                     1                         265000.00     73.58         0.00                73.58              195000.00              194070.42             0.00             0.00                 360                     355               360     33322   FL                      0.000      0.000        0.000      0.000       0.000        665               6/28/2006             0    N                                                  36   H
        2145   F               P                C                               10                  1                      1   A5AL                         51      8.450                     1                         640000.00      7.03         0.00                 7.03               45000.00               44633.76             0.00             0.00                 240                     235               240     11228   NY                      0.000      0.000        0.000      0.000       0.000        607                7/7/2006             0    Y                                                  12   H
        2146   S               P                C                               74                  1                      1   C AL                         32      8.600                     1                         121000.00     74.96         0.00                74.96               90700.00               90427.00             0.00             0.00                 360                     355               360     32626   FL                      7.350     14.600        8.600      1.500       1.000        557               7/10/2006             0    N                                                  36   H
        2147   S               P                C                               74                  1                      1   AMAL                         33      7.475                     1                         142000.00     80.00         0.00                80.00              113600.00              113169.75             0.00             0.00                 360                     355               360     23607   VA                      6.225     13.475        7.475      1.500       1.000        559               7/12/2006             0    N                                                  36   H
        2148   S               P                C                               74                  1                      1   A4AL                         35      7.775                     1                         250000.00     82.08         0.00                82.08              205200.00              204470.13             0.00             0.00                 360                     355               360      8902   NJ                      6.525     13.775        7.775      1.500       1.000        658               7/21/2006             0    N                                                   0
        2149   S               P                C                               73                  1                      1   A4AL                         35      8.675                     1                         156000.00     90.00         0.00                90.00              140400.00              140232.48             0.00             0.00                 360                     355               480     33876   FL                      7.425     14.675        8.675      1.500       1.000        534               7/20/2006             0    N                                                  24   H
        2150   T               P                C                               74                  1                      1   AMAL                         36      8.175                     1                         220000.00     71.41         0.00                71.41              157100.00              156584.38             0.00             0.00                 360                     355               360     21211   MD                      6.925     14.175        8.175      1.500       1.000        570                7/7/2006             0    N                                                   0
        2151   S               P                C                               74                  1    C4                    A4AL                         50      6.100                     1                         540000.00     80.00         0.00                80.00              432000.00              432000.00             0.00             0.00                 360                     355               360     92508   CA                      4.850     12.100        6.100      1.500       1.000        637               7/18/2006            60    N                                                  36   H
        2152   S               P                C                               10                  1                      1   A4AL                         36      6.250                     1                         572000.00     62.94         0.00                62.94              360000.00              358274.21             0.00             0.00                 360                     355               360     94591   CA                      0.000      0.000        0.000      0.000       0.000        685               7/26/2006             0    N                                                  36   H
        2153   S               P                C                               74                  1                      1   A4AL                         51      6.150                     1                         416000.00     80.00         0.00                80.00              332800.00              331173.87             0.00             0.00                 360                     355               360     11717   NY                      4.900     12.150        6.150      1.500       1.000        651                7/7/2006             0    N                                                  12   H
        2154   S               P                C                               10                  1                      1   A4AL                         37      6.950                     1                         325000.00     84.98         0.00                84.98              276200.00              275043.47             0.00             0.00                 360                     355               360     98390   WA                      0.000      0.000        0.000      0.000       0.000        653               7/17/2006             0    N                                                  36   H
        2155   S               P                C                               73                  1                      1   AMAL                         49      9.050                     1                         218000.00     80.00         0.00                80.00              174400.00              173921.00             0.00             0.00                 360                     355               360     33614   FL                      7.800     15.050        9.050      1.500       1.000        520               7/12/2006             0    N                                                  24   H
        2156   S               P                C                               73                  1                      1   A4AL                         50      7.200                     1                         154500.00     80.00        20.00               100.00              123600.00              123374.75         30900.00             0.00                 360                     355               480     32117   FL                      5.950     13.200        7.200      1.500       1.000        585               7/26/2006             0    N                                                  24   H
        2157   S               P                C                               73                  1                      1   A4AL                         28      6.250                     1                         278000.00     73.74         0.00                73.74              205000.00              204016.58             0.00             0.00                 360                     355               360     19709   DE                      5.000     12.250        6.250      1.500       1.000        681                7/5/2006             0    N                                                  24   H
        2158   P               I                C                               74                  1                      1   AXAL                         51      8.250                     1                         167000.00     69.94         0.00                69.94              116800.00              116422.44             0.00             0.00                 360                     355               360     23464   VA                      7.000     14.250        8.250      1.500       1.000        655               7/31/2006             0    N                                                  36   H
        2159   S               P                R                               73                  1    C4                    A4AL                         48      7.135                     1                         345000.00     80.00        20.00               100.00              276000.00              276000.00         69000.00             0.00                 360                     355               360     92587   CA                      5.885     13.135        7.135      1.500       1.000        672               7/12/2006            60    N                                                  24   H
        2160   T               P                R                               74                  1                      1   C AL                         36      6.825                     1                         120000.00     80.00         0.00                80.00               96000.00               95803.96             0.00             0.00                 360                     355               480     19805   DE                      5.575     12.825        6.825      1.500       1.000        600               7/11/2006             0    N                                                  36   H
        2161   S               P                C                               73                  1    C1                    A4AL                         50      6.850                     1                         550000.00     80.00        20.00               100.00              440000.00              440000.00        110000.00             0.00                 360                     355               360     92336   CA                      5.600     12.850        6.850      1.500       1.000        598               7/18/2006            60    N                                                  12   H
        2162   S               P                C                               10                  1                      1   A4AL                         46      8.600                     1                         303000.00     80.00         0.00                80.00              242400.00              241670.37             0.00             0.00                 360                     355               360      1430   MA                      0.000      0.000        0.000      0.000       0.000        661               7/19/2006             0    N                                                   0
        2163   F               P                C                               10                  1                      1   A4AL                         47      6.625                     1                         517000.00     74.27         0.00                74.27              384000.00              377673.02             0.00             0.00                 180                     175               180     10566   NY                      0.000      0.000        0.000      0.000       0.000        682               7/26/2006             0    N                                                  12   H
        2164   C               P                C                               74                  1                      1   A4AL                         51      7.875                     1                         192000.00     94.95         0.00                94.95              182300.00              182300.00             0.00             0.00                 360                     355               360      2895   RI                      6.625     13.875        7.875      1.500       1.000        633               7/11/2006            60    N                                                  12   H
        2165   S               P                C                               74                  1                      1   A5AL                         33      7.300                     1                         225000.00     84.98         0.00                84.98              191200.00              190452.57             0.00             0.00                 360                     355               360      5461   VT                      6.050     13.300        7.300      1.500       1.000        604               7/21/2006             0    Y                                                   0
        2166   S               P                C                               10                  1                      1   A4AL                         30      7.750                     1                         218000.00     84.86         0.00                84.86              185000.00              184338.68             0.00             0.00                 360                     355               360     33844   FL                      0.000      0.000        0.000      0.000       0.000        599               7/11/2006             0    N                                                  36   H
        2167   S               P                C                               10                  1    C4                    AMAL                         43      7.575                     1                         313000.00     74.66         0.00                74.66              233700.00              232834.91             0.00             0.00                 360                     355               360      6037   CT                      0.000      0.000        0.000      0.000       0.000        627               7/11/2006             0    N                                                  36   H
        2168   S               P                C                               73                  1                      1   A4AL                         32      7.100                     1                         605000.00     87.60         0.00                87.60              530000.00              530000.00             0.00             0.00                 360                     355               360     92841   CA                      5.850     13.100        7.100      1.500       1.000        634               7/22/2006            60    N                                                  24   H
        2169   S               P                C                               74                  1                      1   A4AL                         25      6.500                     1                         290000.00     80.00        20.00               100.00              232000.00              231486.51         58000.00             0.00                 360                     355               480     19977   DE                      5.250     12.500        6.500      1.500       1.000        585               7/26/2006             0    N                                                  36   H
        2170   S               P                C                               10                  1                      1   A4AL                         49      6.875                     1                         216000.00     85.00         0.00                85.00              183600.00              182819.89             0.00             0.00                 360                     355               360     96019   CA                      0.000      0.000        0.000      0.000       0.000        642               7/21/2006             0    N                                                  36   H
        2171   S               P                C                               74                  1    C4                    B AL                         43      9.500                     1                         175000.00     68.97         0.00                68.97              120700.00              120398.42             0.00             0.00                 360                     355               360      6705   CT                      8.250     15.500        9.500      1.500       1.000        503               7/19/2006             0    N                                                  36   H
        2172   S               P                C                               10                  1    C1                    A4AL                         42      7.800                     1                          86000.00     84.88         0.00                84.88               73000.00               72741.61             0.00             0.00                 360                     355               360     56277   MN                      0.000      0.000        0.000      0.000       0.000        647               7/14/2006             0    N                                                  36   H
        2173   T               P                C                               10                  1                      1   C AL                         39     11.250                     1                         128000.00     79.53         0.00                79.53              101800.00              101624.93             0.00             0.00                 360                     355               360     21239   MD                      0.000      0.000        0.000      0.000       0.000        567               7/26/2006             0    N                                                   0
        2174   S               P                C                               73                  1                      1   A4AL                         35      6.700                     1                         207000.00     80.00         0.00                80.00              165600.00              165600.00             0.00             0.00                 360                     355               360     85051   AZ                      5.450     12.700        6.700      1.500       1.000        699               7/14/2006            60    N                                                  24   H
        2175   S               P                C                               73                  1                      1   A4AL                         34      5.890                     1                         385000.00     79.43         0.00                79.43              305800.00              305800.00             0.00             0.00                 360                     355               360     95206   CA                      4.640     11.890        5.890      1.500       1.000        671               7/26/2006            60    N                                                  24   H
        2176   S               P                C                               74                  1    C4                    AXAL                         52      8.025                     1                         415000.00     90.00         0.00                90.00              373500.00              372961.76             0.00             0.00                 360                     355               480     12054   NY                      6.775     14.025        8.025      1.500       1.000        660               7/27/2006             0    N                                                  12   H
        2177   S               P                C                               73                  1    C4                    AXAL                         52      8.175                     1                         510000.00     72.16         0.00                72.16              368000.00              368000.00             0.00             0.00                 360                     355               360     30220   GA                      6.925     14.175        8.175      1.500       1.000        627               7/26/2006            60    N                                                   0
        2178   S               P                C                               74                  1    C4                    A4AL                         45      7.850                     1                         356500.00     84.96         0.00                84.96              302900.00              302900.00             0.00             0.00                 360                     355               360     95340   CA                      6.600     13.850        7.850      1.500       1.000        584               7/10/2006            60    N                                                  36   H
        2179   S               P                P                               74                  1    C4                    A5AL                         37      9.440                     1                         127900.00     89.99         0.00                89.99              115100.00              114808.77             0.00             0.00                 360                     355               360     32506   FL                      8.190     15.440        9.440      1.500       1.000        553               7/26/2006             0    Y                                                  36   H
        2180   S               P                C                               73                  1    C4                    A5AL                         38      8.950                     1                         190000.00     80.00         0.00                80.00              152000.00              152000.00             0.00             0.00                 360                     355               360     85730   AZ                      7.700     14.950        8.950      1.500       1.000        575               7/26/2006            60    Y                                                  24   H
        2181   S               P                C                               74                  1    C4                    A5AL                         39      7.575                     1                         260000.00     80.00         0.00                80.00              208000.00              207329.27             0.00             0.00                 360                     355               480      2886   RI                      6.325     13.575        7.575      1.500       1.000        610               7/26/2006             0    Y                                                  12   H
        2182   S               P                C                               74                  1                      1   A4AL                         50      7.550                     1                         310000.00     52.55         0.00                52.55              162900.00              162293.98             0.00             0.00                 360                     355               360     33179   FL                      6.300     13.550        7.550      1.500       1.000        517               7/19/2006             0    N                                                  36   H
        2183   S               P                C                               10                  1                      1   A4AL                         47     10.000                     1                         132000.00     95.00         0.00                95.00              125400.00              125070.28             0.00             0.00                 360                     355               360      1109   MA                      0.000      0.000        0.000      0.000       0.000        583               7/22/2006             0    N                                                   0
        2184   S               P                C                               74                  1                      1   A5AL                         39      8.900                     1                         140000.00     35.71         0.00                35.71               50000.00               49858.49             0.00             0.00                 360                     355               360     32725   FL                      7.650     14.900        8.900      1.500       1.000        526               7/18/2006             0    Y                                                  36   H
        2185   S               P                C                               74                  1                      1   A4AL                         43      6.700                     1                         186000.00     80.00         0.00                80.00              148800.00              148488.29             0.00             0.00                 360                     355               480     33980   FL                      5.450     12.700        6.700      1.500       1.000        595               7/25/2006             0    N                                                  36   H
        2186   S               P                C                               74                  1    C4                    A4AL                         46      8.400                     1                         560000.00     80.00         0.00                80.00              448000.00              448000.00             0.00             0.00                 360                     355               360     34145   FL                      7.150     14.400        8.400      1.500       1.000        650               7/25/2006            60    N                                                  36   H
        2187   S               P                C                               73                  1                      1   AMAL                         22      8.100                     1                         110000.00     80.00         0.00                80.00               88000.00               87706.77             0.00             0.00                 360                     355               360     32503   FL                      6.850     14.100        8.100      1.500       1.000        562               7/24/2006             0    N                                                  24   H
        2188   S               P                R                               74                  1                      1   AXAL                         49      7.425                     1                         273000.00     80.00        20.00               100.00              218400.00              218026.45         54600.00             0.00                 360                     355               480      3045   NH                      6.175     13.425        7.425      1.500       1.000        618               7/26/2006             0    N                                                  36   H
        2189   S               P                C                               74                  1                      1   A4AL                         50      7.375                     1                         232000.00     80.00         0.00                80.00              185600.00              185600.00             0.00             0.00                 360                     355               360      3431   NH                      6.125     13.375        7.375      1.500       1.000        621               7/24/2006            60    N                                                  36   H
        2190   S               P                C                               73                  1    C4                    A4AL                         39      8.750                     1                          91000.00     80.00         0.00                80.00               72800.00               72531.52             0.00             0.00                 360                     355               360      3570   NH                      7.500     14.750        8.750      1.500       1.000        605               7/20/2006             0    N                                                  36   H
        2191   S               P                R                               74                  1                      1   A4AL                         50      6.990                     1                         322000.00     80.00        15.00                95.00              257600.00              257600.00         48300.00             0.00                 360                     355               360     89108   NV                      5.740     12.990        6.990      1.500       1.000        606               7/26/2006            60    N                                                  36   H
        2192   S               P                C                               74                  1    C4                    AMAL                         49      8.800                     1                         242000.00     80.00         0.00                80.00              193600.00              193377.32             0.00             0.00                 360                     355               480     23503   VA                      7.550     14.800        8.800      1.500       1.000        662               7/21/2006             0    N                                                  36   H
        2193   S               P                C                               10                  1                      1   A4AL                         47      7.999                     1                         224900.00     73.14         0.00                73.14              164500.00              164500.00             0.00             0.00                 360                     355               360      1826   MA                      0.000      0.000        0.000      0.000       0.000        618               7/11/2006            60    N                                                  36   H
        2194   S               P                C                               10                  1    C4                    A4AL                         49      7.925                     1                         205000.00     84.98         0.00                84.98              174200.00              173598.74             0.00             0.00                 360                     355               360     33781   FL                      0.000      0.000        0.000      0.000       0.000        655               7/14/2006             0    N                                                  36   H
        2195   C               P                C                               74                  1                      1   A4AL                         42      7.870                     1                         232000.00     80.00        15.00                95.00              185600.00              185533.83         34800.00             0.00                 360                     355               360     95210   CA                      6.620     13.870        7.870      1.500       1.000        630               7/10/2006            60    N                                                  36   H
        2196   S               P                C                               10                  1                      1   C AL                         18     11.700                     1                          72000.00     70.00         0.00                70.00               50400.00               50319.20             0.00             0.00                 360                     355               360     64131   MO                      0.000      0.000        0.000      0.000       0.000        511               7/11/2006             0    N                                                  36   H
        2197   S               P                C                               73                  1    C4                    A4AL                         48      9.250                     1                         198000.00     80.00        20.00               100.00              158400.00              158400.00         39600.00             0.00                 360                     356               360     55409   MN                      6.150     15.250        9.250      1.500       1.000        648               8/23/2006            24    N                                                  24   H
        2198   S               P                C                               73                  1                      1   AXAL                         43      8.750                     1                         182000.00     72.80         0.00                72.80              132500.00              132191.72             0.00             0.00                 360                     356               360     48625   MI                      5.750     14.750        5.750      1.500       1.000        518               8/21/2006             0    N                                                  24   H
        2199   P               P                P                               10                  2                      1   A4AL                         40      9.990                     1                         110500.00    100.00         0.00               100.00               22100.00               22060.32             0.00         88400.00                 360                     356               360     77095   TX                      0.000      0.000        0.000      0.000       0.000        608               8/25/2006             0    N                                                   0
        2200   S               I                C                               73                  1                      1   A4AL                         39      8.250                     1                         268000.00     80.00         0.00                80.00              214400.00              213987.01             0.00             0.00                 360                     357               360     33511   FL                      5.000     14.250        5.000      1.500       1.000        566                9/9/2006             0    N                                                  24   H
        2201   S               P                C                               73                  1    C4                    A4AL                         44      8.750                     1                         227000.00     90.00         0.00                90.00              204300.00              204109.96             0.00             0.00                 360                     356               480     33415   FL                      5.650     14.750        8.750      1.500       1.000        604               8/10/2006             0    N                                                  24   H
        2202   S               P                C                               73                  1    C4                    AXAL                         39      8.125                     1                         575000.00     71.30         0.00                71.30              410000.00              408916.27             0.00             0.00                 360                     356               360      7006   NJ                      5.125     14.125        5.125      1.500       1.000        649               8/23/2006             0    N                                                   0
        2203   C               P                C                               10                  1    C4                    A4AL                         45      9.875                     1                         215000.00     95.00         0.00                95.00              204250.00              203734.84             0.00             0.00                 360                     356               360     80014   CO                      0.000      0.000        0.000      0.000       0.000        584               8/23/2006             0    N                                                  36   H
        2204   C               P                P                               10                  1                      1   A5AL                         49      9.500                     1                         100000.00     80.00        20.00               100.00               80000.00               79744.61         20000.00             0.00                 360                     356               360     80122   CO                      0.000      0.000        0.000      0.000       0.000        602               8/28/2006             0    Y                                                  36   H
        2205   S               P                P                               10                  1    C4                    A5AL                         42      9.125                     1                         259000.00     80.00        20.00               100.00              207200.00              206753.87         51800.00             0.00                 360                     356               360     48124   MI                      0.000      0.000        0.000      0.000       0.000        654               8/28/2006             0    Y                                                  36   H
        2206   S               P                C                               10                  1                      1   AXAL                         46     11.500                     1                         148000.00     68.92         0.00                68.92              102000.00              101749.22             0.00             0.00                 360                     355               360     22802   VA                      0.000      0.000        0.000      0.000       0.000        520               8/11/2006             0    N                                                  12   H
        2207   S               P                C                               10                  1                      1   A5AL                         42      8.125                     1                         242000.00     51.24         0.00                51.24              124000.00              123202.32             0.00             0.00                 360                     356               360     33060   FL                      0.000      0.000        0.000      0.000       0.000        583               8/22/2006             0    Y                                                  36   H
        2208   S               P                C                               74                  1    C4                    A4AL                         46      8.250                     1                         185000.00     39.19         0.00                39.19               72500.00               72382.11             0.00             0.00                 360                     354               480     93291   CA                      7.250     14.750        8.250      1.500       1.000        610                6/7/2006             0    N                                                  36   H
        2209   S               P                C                               73                  1    C4                    A4AL                         41     10.950                     1                         515000.00     77.67         0.00                77.67              400000.00              399265.77             0.00             0.00                 360                     355               360     91737   CA                      7.950     16.950        7.950      1.500       1.000        607               7/26/2006             0    N                                                   0
        2210   S               P                C                               73                  1                      1   A4AL                         50      9.500                     1                         121000.00     80.00         0.00                80.00               96800.00               96607.26             0.00             0.00                 360                     356               360     81003   CO                      6.500     15.500        6.500      1.500       1.000        502               8/25/2006             0    N                                                  24   H
        2211   S               P                P                               10                  1    C4                    A4AL                         42      9.125                     1                         259900.00     80.00        20.00               100.00              207920.00              207472.32         51980.00             0.00                 360                     356               360     77459   TX                      0.000      0.000        0.000      0.000       0.000        653               8/30/2006             0    N                                                  36   H
        2212   F               P                P                               73                  1    C1                    A5AL                         51      9.500                     1                          72000.00     90.00         0.00                90.00               64800.00               64671.00             0.00             0.00                 360                     356               360     17603   PA                      6.500     15.500        6.500      1.500       1.000        561               8/30/2006             0    Y                                                  24   H
        2213   S               P                C                               10                  1                      1   A4AL                         44      9.250                     1                          92000.00     80.00         0.00                80.00               73600.00               73445.59             0.00             0.00                 360                     356               360     32209   FL                      0.000      0.000        0.000      0.000       0.000        553               8/25/2006             0    N                                                  36   H
        2214   S               P                P                               73                  1                      1   A5AL                         49      8.750                     1                         185000.00     80.00        20.00               100.00              148000.00              148000.00         37000.00             0.00                 360                     356               360     80219   CO                      5.750     14.750        5.750      1.500       1.000        635               8/29/2006            60    Y                                                  24   H
        2215   S               P                R                               73                  1    C4                    AXAL                         48      9.375                     1                         190000.00     80.00        20.00               100.00              152000.00              152000.00         38000.00             0.00                 360                     356               360     48092   MI                      6.375     15.375        6.375      1.500       1.000        645               8/25/2006            60    N                                                  24   H
        2216   S               P                C                                7                  1    C4                    A4AL                         50      8.875                     1                         197000.00     79.70         0.00                79.70              157000.00              156859.24             0.00             0.00                 360                     356               480     37814   TN                      0.000      0.000        0.000      0.000       0.000        609               8/25/2006             0    N                                                  36   H
        2217   S               P                C                               73                  1                      1   A5AL                         41      9.500                     1                         150000.00     52.00         0.00                52.00               78000.00               77545.98             0.00             0.00                 360                     356               360     48034   MI                      6.250     15.500        6.250      1.500       1.000        501               8/21/2006             0    Y                                                  24   H
        2218   P               P                C                               73                  1    C4                    AMAL                         46      8.990                     1                         325000.00     85.00         0.00                85.00              276250.00              275638.34             0.00             0.00                 360                     356               360     18324   PA                      5.490     15.990        5.490      1.500       1.000        589                9/7/2006             0    N                                                  24   H
        2219   F               P                P                               73                  1                      1   A5AL                         47      9.375                     1                         144000.00     80.00        20.00               100.00              115200.00              114964.55         28800.00             0.00                 360                     356               360     53215   WI                      5.775     15.375        5.775      1.500       1.000        606               8/25/2006             0    Y                                                  24   H
        2220   S               P                C                               73                  1                      1   A4AL                         40      8.125                     1                         455000.00     26.15         0.00                26.15              119000.00              118685.46             0.00             0.00                 360                     356               360     92081   CA                      5.125     14.125        5.125      1.500       1.000        506               8/25/2006             0    N                                                  24   H
        2221   S               P                C                               73                  1                      1   A4AL                         40      7.375                     1                         655000.00     48.85         0.00                48.85              320000.00              319017.01             0.00             0.00                 360                     356               360     92126   CA                      4.375     13.375        4.375      1.500       1.000        520               8/25/2006             0    N                                                  24   H
        2222   P               P                P                               10                  1                      1   A4AL                         43      9.375                     1                         158000.00     80.00        20.00               100.00              126400.00              126141.67         31600.00             0.00                 360                     356               360     29650   SC                      0.000      0.000        0.000      0.000       0.000        645               8/31/2006             0    N                                                   0
        2223   S               P                C                               73                  1    C1                    AMAL                         51      8.700                     1                         358000.00     64.25         0.00                64.25              230000.00              229459.31             0.00             0.00                 360                     356               360      2360   MA                      5.950     15.700        8.700      1.500       1.500        517               8/14/2006             0    N                                                   0
        2224   S               P                C                               73                  1    C4                    AXAL                         49      9.500                     1                         195000.00     53.97        30.77                84.74              105250.00              105040.45         60000.00             0.00                 360                     356               360     98503   WA                      5.950     16.500        9.500      1.500       1.500        514               8/16/2006             0    N                                                  24   H
        2225   F               P                P                               74                  1    C1                    A4AL                         48      7.900                     1                         450000.00     73.33         0.00                73.33              330000.00              329087.20             0.00             0.00                 360                     356               360     11691   NY                      6.050     14.900        7.900      1.500       1.500        590               8/16/2006             0    N                                                  12   H
        2226   S               P                P                               10                  2    C4                    A4AL                         37     10.900                     1                         800000.00    100.00         0.00               100.00              160000.00              159703.12             0.00        640000.00                 360                     355               360     95020   CA                      0.000      0.000        0.000      0.000       0.000        661               7/11/2006             0    N                                                  24   H
        2227   S               P                C                               73                  1    C4                    A4AL                         49      8.850                     1                         233000.00     94.42         0.00                94.42              220000.00              219801.25             0.00             0.00                 360                     356               480     96001   CA                      6.150     15.850        8.850      1.500       1.500        635                8/8/2006             0    N                                                  24   H
        2228   F               P                P                               73                  1    C4                    A5AL                         41      8.425                     1                         220000.00     80.00        20.00               100.00              176000.00              175819.90         44000.00             0.00                 360                     356               480     93304   CA                      6.150     15.425        8.425      1.500       1.500        664                8/5/2006             0    Y                                                  24   H
        2229   S               P                C                               73                  1    C4                    A5AL                         32     10.990                     1                         375000.00     65.00         0.00                65.00              243750.00              243634.68             0.00             0.00                 360                     356               480     92231   CA                      7.350     17.990       10.990      1.500       1.500        539               8/11/2006             0    Y                                                  12   H
        2230   F               P                P                               73                  1                      1   A5AL                         41      6.200                     1                         565000.00     80.00        20.00               100.00              452000.00              452000.00        113000.00             0.00                 360                     356               360     10460   NY                      6.050     13.200        6.200      1.500       1.500        618               8/16/2006            60    Y                                                  12   H
        2231   S               P                C                               73                  1                      1   AMAL                         50     10.050                     1                         245000.00     89.80         0.00                89.80              220000.00              219410.02             0.00             0.00                 360                     354               360     32738   FL                      6.450     17.050       10.050      1.500       1.500        556               6/21/2006             0    N                                                   0
        2232   S               P                C                               73                  1    C4                    A4AL                         46      9.150                     1                         325000.00     92.31         7.69               100.00              300000.00              299752.02         25000.00             0.00                 360                     356               480     53704   WI                      6.150     15.150        6.150      1.500       1.000        626               8/21/2006             0    N                                                  24   H
        2233   S               P                P                               74                  1                      1   A5AL                         49      9.750                     1                          72175.00     90.00         0.00                90.00               64957.00               64865.35             0.00             0.00                 360                     357               360     49245   MI                      6.750     15.750        6.750      1.500       1.000        544                9/1/2006             0    Y                                                  36   H
        2234   F               I                C                               73                  1    C4                    A4AL                         28      8.875                     1                         125000.00     80.00         0.00                80.00              100000.00               99773.27             0.00             0.00                 360                     356               360     60411   IL                      5.275     14.875        5.275      1.500       1.000        673               8/29/2006             0    N                                                   0
        2235   P               P                P                               73                  1                      1   A5AL                         45      9.500                     1                         170000.00    100.00         0.00               100.00              170000.00              170000.00             0.00             0.00                 360                     355               360     55124   MN                      5.900     15.500        9.500      1.500       1.000        630               7/31/2006            60    Y                                                   0
        2236   C               P                C                               10                  1                      1   A4AL                         42      6.875                     1                         150000.00     46.67         0.00                46.67               70000.00               69762.74             0.00             0.00                 360                     356               360     20705   MD                      0.000      0.000        0.000      0.000       0.000        679               8/28/2006             0    N                                                  36   H
        2237   S               P                C                               10                  1                      1   A4AL                         46      8.750                     1                         109500.00     86.76         0.00                86.76               95000.00               94778.95             0.00             0.00                 360                     356               360     36330   AL                      0.000      0.000        0.000      0.000       0.000        590               8/30/2006             0    N                                                  36   H
        2238   S               P                C                               73                  1                      1   A4AL                         43      7.750                     1                         150000.00     80.00         0.00                80.00              120000.00              119744.28             0.00             0.00                 360                     357               360     32205   FL                      3.500     13.750        3.500      1.500       1.000        609               9/14/2006             0    N                                                   0
        2239   C               P                C                               73                  1                      1   A4AL                         43      9.800                     1                         121500.00     90.00         0.00                90.00              109350.00              107964.97             0.00             0.00                 360                     356               360      1545   MA                      6.300     15.800        9.800      1.500       1.000        599               8/29/2006             0    N                                                  24   H
        2240   S               P                C                               73                  1                      1   A4AL                         26      9.890                     1                          62000.00     85.00         0.00                85.00               52700.00               52578.70             0.00             0.00                 360                     355               360     49022   MI                      6.890     15.890        9.890      1.500       1.000        556               8/18/2006             0    N                                                  24   H
        2241   S               P                C                               73                  1                      1   A5AL                         48      9.290                     1                         295000.00     81.36         0.00                81.36              240000.00              239373.46             0.00             0.00                 360                     355               360     53014   WI                      6.290     15.290        6.290      1.500       1.000        616               8/17/2006             0    Y                                                  24   H
        2242   F               P                C                               73                  1                      1   A5AL                         45      8.990                     1                         125000.00     76.00         0.00                76.00               95000.00               94917.68             0.00             0.00                 360                     356               480     53216   WI                      5.990     14.990        8.990      1.500       1.000        586                8/4/2006             0    Y                                                  24   H
        2243   S               P                C                               73                  1                      1   A4AL                         36      8.600                     1                         118000.00     66.10         0.00                66.10               78000.00               77812.84             0.00             0.00                 360                     356               360     43204   OH                      5.100     14.600        5.100      1.500       1.000        567               8/31/2006             0    N                                                   0
        2244   S               P                C                               10                  1                      1   A4AL                         38      9.475                     1                         205000.00     68.29         0.00                68.29              140000.00              139716.47             0.00             0.00                 360                     356               360     44214   OH                      0.000      0.000        0.000      0.000       0.000        633                8/1/2006             0    N                                                  36   H
        2245   S               P                C                               73                  1    C1                    A5AL                         40      9.375                     1                         130000.00     80.00        20.00               100.00              104000.00              103939.95         26000.00             0.00                 360                     357               480     48125   MI                      5.875     15.375        9.375      1.500       1.000        598               9/15/2006             0    Y                                                  24   H
        2246   S               P                C                               10                  1    C1                    A4AL                         32      9.525                     1                         240000.00     95.00         0.00                95.00              228000.00              227548.41             0.00             0.00                 360                     356               360     55068   MN                      0.000      0.000        0.000      0.000       0.000        594               8/24/2006             0    N                                                  36   H
        2247   S               P                P                               73                  1    C4                    A5AL                         42      8.990                     1                         650000.00     80.00        20.00               100.00              520000.00              518555.35        130000.00             0.00                 360                     355               360     91107   CA                      7.750     14.990        8.990      1.500       1.000        686               7/19/2006             0    Y                                                   0
        2248   S               P                C                               73                  1    C4                    AXAL                         49      9.150                     1                         102000.00     85.00         0.00                85.00               86700.00               86628.32             0.00             0.00                 360                     356               480     49202   MI                      7.750     15.150        9.150      1.500       1.000        566                8/4/2006             0    N                                                  36   H
        2249   S               P                P                               10                  1                      1   A5AL                         29      9.525                     1                         156000.00     80.00        20.00               100.00              124800.00              124552.80         31200.00             0.00                 360                     356               360     48446   MI                      0.000      0.000        0.000      0.000       0.000        596               8/11/2006             0    Y                                                  36   H
        2250   S               P                C                               73                  1                      1   A4AL                         43      8.890                     1                         151500.00     94.98         0.00                94.98              143900.00              143574.68             0.00             0.00                 360                     356               360     48423   MI                      7.750     14.890        8.890      1.500       1.000        653                8/9/2006             0    N                                                  36   H
        2251   F               P                C                              175                  1                      1   A4AL                         50      8.500                     1                         137000.00     73.58        18.39                91.97              100800.00              100699.01         25200.00             0.00                 360                     356               480     63110   MO                      7.500     14.500        8.500      1.500       1.000        617               8/15/2006             0    N                                                  36   H
        2252   C               P                P                               73                  1    C1                    A5AL                         51      8.990                     1                         165000.00     80.00        20.00               100.00              132000.00              131885.56         33000.00             0.00                 360                     356               480     33317   FL                      7.750     14.990        8.990      1.500       1.000        595                8/3/2006             0    Y                                                  24   H
        2253   S               P                C                               73                  1                      1   A4AL                         46      7.350                     1                         230000.00     80.00        20.00               100.00              184000.00              183623.09         46000.00             0.00                 360                     356               480     81401   CO                      6.350     13.350        7.350      1.500       1.000        648                8/2/2006             0    N                                                  24   H
        2254   C               P                P                               73                  1    C4                    A5AL                         40      9.400                     1                         195000.00     90.00         0.00                90.00              175500.00              175159.02             0.00             0.00                 360                     356               480     95355   CA                      7.750     15.400        9.400      1.500       1.000        615               7/28/2006             0    Y                                                  24   H
        2255   S               P                C                               73                  1    C4                    A4AL                         39      9.000                     1                         363000.00     65.00         0.00                65.00              235950.00              235428.63             0.00             0.00                 360                     356               360     48317   MI                      7.750     15.000        9.000      1.500       1.000        617               8/21/2006             0    N                                                  36   H
        2256   C               P                P                               73                  1    C4                    A5AL                         37      9.600                     1                         254900.00     80.00        20.00               100.00              203920.00              203522.41         50980.00             0.00                 360                     356               360     60622   IL                      5.700     15.600        9.600      1.500       1.000        664                8/9/2006             0    Y                                                   0
        2257   F               P                C                               74                  1                      1   A4AL                         46      7.250                     1                         720000.00     65.00         0.00                65.00              468000.00              467329.28             0.00             0.00                 360                     356               480     11419   NY                      6.250     13.250        7.250      1.500       1.000        579               8/14/2006             0    N                                                   0
        2258   S               P                P                                7                  2    C4                    A4AL                         40     11.550                     1                         429000.00    100.00         0.00               100.00               85800.00               85689.92             0.00        343200.00                 180                     176               360     11580   NY                      0.000      0.000        0.000      0.000       0.000        661               8/25/2006             0    N                                                  12   H
        2259   S               P                P                               73                  1    C4                    A5AL                         36      7.350                     1                         450000.00     80.00        20.00               100.00              360000.00              359371.09         90000.00             0.00                 360                     355               480     92083   CA                      6.350     13.350        7.350      1.500       1.000        693               7/26/2006             0    Y                                                  36   H
        2260   S               P                C                               10                  1    C4                    A4AL                         37      7.825                     1                         105000.00     80.00         0.00                80.00               84000.00               83764.11             0.00             0.00                 360                     356               360     48180   MI                      0.000      0.000        0.000      0.000       0.000        635               8/23/2006             0    N                                                  36   H
        2261   S               P                C                               74                  1    C4                    A4AL                         38      9.000                     1                         470000.00     90.00         0.00                90.00              423000.00              422494.65             0.00             0.00                 360                     356               480     10466   NY                      7.750     15.000        9.000      1.500       1.000        579               8/10/2006             0    N                                                   0
        2262   S               P                P                               73                  1                      1   A4AL                         39      7.650                     1                         200000.00     80.00        20.00               100.00              160000.00              159795.25         40000.00             0.00                 360                     356               480     48864   MI                      6.650     13.650        7.650      1.500       1.000        601               8/14/2006             0    N                                                  36   H
        2263   S               P                P                               73                  1    C4                    A4AL                         46      7.800                     1                         415000.00     80.00        20.00               100.00              332000.00              331478.60         83000.00             0.00                 360                     356               480     48323   MI                      6.800     13.800        7.800      1.500       1.000        681               8/22/2006             0    N                                                  36   H
        2264   C               P                C                               74                  1    C4                    A4AL                         35      7.500                     1                         210000.00     80.00         0.00                80.00              168000.00              167496.59             0.00             0.00                 360                     356               360     92234   CA                      4.500     13.500        4.500      1.500       1.000        667               8/30/2006             0    N                                                  36   H
        2265   S               P                C                               10                  1                      1   A4AL                         48      8.500                     1                         106500.00     89.20         0.00                89.20               95000.00               94767.34             0.00             0.00                 360                     356               360     73701   OK                      0.000      0.000        0.000      0.000       0.000        665                9/1/2006             0    N                                                  36   H
        2266   S               P                C                               10                  1    C4                    A4AL                         29      8.000                     1                         170000.00     76.47         0.00                76.47              130000.00              129736.59             0.00             0.00                 360                     357               360     62232   IL                      0.000      0.000        0.000      0.000       0.000        692                9/1/2006             0    N                                                  36   H
        2267   S               P                C                               73                  1                      1   B AL                         25     10.250                     1                          76000.00     75.00         0.00                75.00               57000.00               56878.42             0.00             0.00                 360                     355               360     63136   MO                      7.250     16.250       10.250      1.500       1.000        541               8/23/2006             0    N                                                  24   H
        2268   S               P                R                               10                  1                      1   A4AL                         20      7.250                     1                         138000.00     55.80         0.00                55.80               77000.00               76741.51             0.00             0.00                 360                     356               360     48458   MI                      0.000      0.000        0.000      0.000       0.000        655                8/9/2006             0    N                                                  36   H
        2269   S               P                C                               73                  1                      1   A4AL                         52      9.490                     1                         340000.00     90.00         0.00                90.00              306000.00              304937.41             0.00             0.00                 360                     355               360     54107   WI                      5.990     15.490        5.990      1.500       1.000        540                8/2/2006             0    N                                                   0
        2270   S               P                P                               73                  1    C4                    A4AL                         43      9.500                     1                          74900.00     94.99         0.00                94.99               71150.00               71006.38             0.00             0.00                 360                     356               360     99169   WA                      6.500     15.500        6.500      1.500       1.000        597                9/5/2006             0    N                                                  24   H
        2271   S               P                C                               10                  1                      1   A4AL                         37      7.125                     1                         305000.00     40.98         0.00                40.98              125000.00              124698.33             0.00             0.00                 360                     357               360     32621   FL                      0.000      0.000        0.000      0.000       0.000        688               8/31/2006             0    N                                                  36   H
        2272   P               P                P                               73                  1    C4                    A5AL                         42      7.875                     1                         228900.00     80.00        20.00               100.00              183120.00              183120.00         45780.00             0.00                 360                     357               360     33844   FL                      4.875     13.875        4.875      1.500       1.000        677                9/8/2006            60    Y                                                  24   H
        2273   S               P                P                               73                  1                      1   A5AL                         48      9.125                     1                         100000.00     80.00        20.00               100.00               80000.00               79871.29         20000.00             0.00                 360                     357               360     35186   AL                      6.125     15.125        6.125      1.500       1.000        580                9/8/2006             0    Y                                                  24   H
        2274   S               P                P                               73                  1                      1   A5AL                         32      7.750                     1                         190000.00     26.32         0.00                26.32               50000.00               49893.44             0.00             0.00                 360                     357               360     33803   FL                      4.750     13.750        4.750      1.500       1.000        545                9/8/2006             0    Y                                                  24   H
        2275   P               P                P                               73                  1    C4                    A4AL                         26      9.650                     1                         247897.00     90.00         0.00                90.00              223107.00              222676.58             0.00             0.00                 360                     356               360     89123   NV                      7.650     15.650        9.650      1.500       1.000        544               8/24/2006             0    N                                                  12   H
        2276   C               P                C                               10                  1                      1   AXAL                         51     10.000                     1                          70000.00     95.00         0.00                95.00               66500.00               66410.99             0.00             0.00                 360                     357               360     21221   MD                      0.000      0.000        0.000      0.000       0.000        691               8/30/2006             0    N                                                  36   H
        2277   S               S                P                               73                  1                      1   A5AL                         35      8.500                     1                         179900.00     85.00         0.00                85.00              152915.00              152540.52             0.00             0.00                 360                     356               360     85351   AZ                      5.400     14.500        5.400      1.500       1.000        572               8/25/2006             0    Y                                                  24   H
        2278   S               P                R                               10                  1                      1   A4AL                         44      9.625                     1                         113000.00     89.91         0.00                89.91              101600.00              101452.81             0.00             0.00                 360                     357               360     85546   AZ                      0.000      0.000        0.000      0.000       0.000        567               9/14/2006             0    N                                                   0
        2279   S               P                P                               73                  1    C1                    A5AL                         24      8.125                     1                         345000.00     80.00        20.00               100.00              276000.00              275454.71         69000.00             0.00                 360                     357               360     79922   TX                      5.125     14.125        5.125      1.500       1.000        635               9/11/2006             0    Y                                                  24   H
        2280   S               P                R                               10                  1                      1   A5AL                         21      7.500                     1                         136000.00     58.31        14.70                73.01               79300.00               79122.34         20000.00             0.00                 360                     357               360     48135   MI                      0.000      0.000        0.000      0.000       0.000        587                9/6/2006             0    Y                                                  36   H
        2281   S               P                C                               74                  1    C4                    A4AL                         43      9.990                     1                         275000.00     94.55         0.00                94.55              260000.00              259413.97             0.00             0.00                 360                     355               360     33024   FL                      6.990     11.990        9.990      1.500       1.000        656               8/10/2006             0    N                                                  12   H
        2282   F               P                C                              175                  1    C4                    A4AL                         51      8.850                     1                         500000.00     89.80         0.00                89.80              449000.00              449000.00             0.00             0.00                 360                     357               360      7104   NJ                      5.750     15.850        5.750      1.500       1.000        589               9/27/2006            60    N                                                   0
        2283   S               P                C                               74                  1    C4                    A4AL                         31      7.750                     1                         239000.00     75.00         0.00                75.00              179250.00              178739.03             0.00             0.00                 360                     356               360     86301   AZ                      4.250     13.750        4.250      1.500       1.000        625               8/25/2006             0    N                                                   0
        2284   S               P                C                               10                  1                      1   A4AL                         40      8.500                     1                         135000.00     48.15         0.00                48.15               65000.00               64457.18             0.00             0.00                 180                     177               180     36507   AL                      0.000      0.000        0.000      0.000       0.000        672               9/15/2006             0    N                                                  36   H
        2285   S               P                C                               74                  1    C4                    AXAL                         40      7.875                     1                         270000.00     80.00         0.00                80.00              216000.00              215551.11             0.00             0.00                 360                     357               360     98233   WA                      4.875     13.875        4.875      1.500       1.000        654                9/5/2006             0    N                                                  36   H
        2286   S               P                C                               73                  1                      1   AXAL                         48      9.000                     1                         255000.00     62.75         0.00                62.75              160000.00              159735.82             0.00             0.00                 360                     357               360     33056   FL                      6.000     15.000        6.000      1.500       1.000        502                9/7/2006             0    N                                                  24   H
        2287   S               P                P                                7                  2    C4                    A5AL                         40     12.625                     1                         170000.00    100.00         0.00               100.00               34000.00               33965.62             0.00        136000.00                 180                     176               360     98936   WA                      0.000      0.000        0.000      0.000       0.000        652                9/7/2006             0    Y                                                   0
        2288   C               P                P                               73                  1    C4                    A4AL                         50      9.925                     1                         195000.00     95.00         0.00                95.00              185250.00              185159.34             0.00             0.00                 360                     356               480     33065   FL                      5.750     16.925        9.925      1.500       1.000        627               8/31/2006             0    N                                                  12   H
        2289   S               P                P                               73                  1                      1   A5AL                         47      9.675                     1                         239000.00     95.00         0.00                95.00              227050.00              226614.25             0.00             0.00                 360                     356               360     33952   FL                      5.750     16.675        9.675      1.500       1.000        588               8/28/2006             0    Y                                                  24   H
        2290   C               S                P                               73                  1    C4                    A5AL                         39      9.500                     1                         282000.00     83.22         0.00                83.22              234678.00              234328.95             0.00             0.00                 360                     356               360     33928   FL                      5.750     16.500        9.500      1.500       1.000        669               8/31/2006             0    Y                                                   0
        2291   P               P                P                               10                  1    C4                    A4AL                         37      9.750                     1                         320000.00     90.00         0.00                90.00              288000.00              287593.64             0.00             0.00                 360                     357               360     73013   OK                      0.000      0.000        0.000      0.000       0.000        591               9/18/2006             0    N                                                  36   H
        2292   S               P                P                               74                  1                      1   A5AL                         52     12.200                     1                         126347.00    100.00         0.00               100.00              126347.00              126170.58             0.00             0.00                 360                     355               360     39422   MS                      8.600     18.200        8.600      1.500       1.000        612               7/25/2006             0    Y                                                   0
        2293   F               P                C                               73                  1    C5                    A4AL                         46     10.490                     1                         108700.00     90.00         0.00                90.00               97830.00               97659.19             0.00             0.00                 360                     356               360     54902   WI                      6.990     16.490        6.990      1.500       1.000        563               8/17/2006             0    N                                                  24   H
        2294   S               P                C                               73                  1    C4                    A4AL                         45      9.000                     1                         315000.00     90.16         0.00                90.16              284000.00              283754.57             0.00             0.00                 360                     356               480     92544   CA                      8.000     16.000        9.000      1.500       1.000        608                8/4/2006             0    N                                                  24   H
        2295   S               I                C                               10                  1    C4                    B AL                         34     10.875                     1                          80000.00     62.50         0.00                62.50               50000.00               49944.53             0.00             0.00                 360                     357               360     48813   MI                      0.000      0.000        0.000      0.000       0.000        554               9/13/2006             0    N                                                  36   H
        2296   F               P                C                               10                  1                      1   A4AL                         40      9.250                     1                          63000.00     90.00         0.00                90.00               56700.00               56611.13             0.00             0.00                 360                     357               360     17044   PA                      0.000      0.000        0.000      0.000       0.000        565                9/8/2006             0    N                                                  24   H
        2297   S               P                P                               73                  1    C4                    A4AL                         48      8.500                     1                         659825.00     80.00        19.99                99.99              527850.00              526883.87        131900.00             0.00                 360                     357               360     97756   OR                      5.500     14.500        5.500      1.500       1.000        651               9/13/2006             0    N                                                   0
        2298   S               P                C                               73                  1                      1   A5AL                         34      8.500                     1                         265000.00     90.00         0.00                90.00              238500.00              238054.16             0.00             0.00                 360                     357               360     97030   OR                      5.500     14.500        5.500      1.500       1.000        564                9/6/2006             0    Y                                                  24   H
        2299   S               P                C                               73                  1    C4                    A4AL                         38      8.750                     1                         360000.00     90.00         0.00                90.00              324000.00              323436.68             0.00             0.00                 360                     357               360     84065   UT                      5.750     14.750        5.750      1.500       1.000        645                9/8/2006             0    N                                                  24   H
        2300   C               P                C                               10                  1                      1   A4AL                         35      8.000                     1                         205000.00     34.15         0.00                34.15               70000.00               69858.14             0.00             0.00                 360                     357               360     33711   FL                      0.000      0.000        0.000      0.000       0.000        566                9/8/2006             0    N                                                  36   H
        2301   C               P                C                               73                  1    C4                    A5AL                         34      9.750                     1                          95000.00     21.05         0.00                21.05               20000.00               19971.78             0.00             0.00                 360                     357               360     70001   LA                      6.750     15.750        6.750      1.500       1.000        610                9/8/2006             0    Y                                                  24   H
        2302   S               P                P                               73                  1    C4                    A4AL                         43      8.750                     1                         233400.00     90.00         0.00                90.00              210060.00              209694.33             0.00             0.00                 360                     357               360     32958   FL                      5.750     14.750        5.750      1.500       1.000        591               9/13/2006             0    N                                                  24   H
        2303   P               P                P                               74                  1                      1   A5AL                         39      8.625                     1                         113300.00     80.00        20.00               100.00               90640.00               90640.00         22660.00             0.00                 360                     357               360     77082   TX                      5.625     14.625        5.625      1.500       1.000        613               9/11/2006            60    Y                                                  24   H
        2304   S               P                C                               73                  1    C4                    A4AL                         47     10.075                     1                         182500.00     95.00         0.00                95.00              173375.00              173266.48             0.00             0.00                 360                     356               480     33897   FL                      6.975     16.075        6.975      1.500       1.000        613               8/25/2006             0    N                                                  24   H
        2305   C               P                C                               73                  1                      1   AXAL                         38      8.990                     1                         130000.00     66.92         0.00                66.92               87000.00               86856.06             0.00             0.00                 360                     357               360     60440   IL                      5.240     14.990        5.240      1.500       1.000        597               8/31/2006             0    N                                                   0
        2306   S               P                P                               10                  1    C4                    A4AL                         49      9.400                     1                         122500.00    100.00         0.00               100.00              122500.00              122313.94             0.00             0.00                 360                     357               360     33612   FL                      0.000      0.000        0.000      0.000       0.000        640               9/11/2006             0    N                                                  36   H
        2307   S               P                C                               73                  1    C3                    A5AL                         21      8.420                     1                         370000.00     95.00         0.00                95.00              351500.00              351321.17             0.00             0.00                 360                     358               480     28741   NC                      4.875     14.420        4.875      1.500       1.000        631               9/28/2006             0    Y                                                  24   H
        2308   C               P                P                               74                  1    C4                    A5AL                         40      9.375                     1                         148000.00     95.00         0.00                95.00              140600.00              140385.32             0.00             0.00                 360                     357               360     65616   MO                      6.375     15.375        6.375      1.500       1.000        684               9/14/2006             0    Y                                                  36   H
        2309   S               P                P                               73                  1    C4                    A4AL                         38      8.375                     1                         404500.00     90.00         0.00                90.00              364050.00              363366.44             0.00             0.00                 360                     357               360     98801   WA                      5.375     14.375        5.375      1.500       1.000        587               9/12/2006             0    N                                                  24   H
        2310   S               P                C                               74                  1                      1   AMAL                         34      9.325                     1                         250000.00     72.00         0.00                72.00              180000.00              179628.26             0.00             0.00                 360                     356               360     49021   MI                      5.725     15.325        5.725      1.500       1.000        610               8/16/2006             0    N                                                   0
        2311   S               P                P                               73                  1                      1   A5AL                         50      8.050                     1                         266000.00     80.00        20.00               100.00              212800.00              212618.55         53200.00             0.00                 360                     357               480     98221   WA                      4.500     14.050        4.500      1.500       1.000        597                9/1/2006             0    Y                                                  24   H
        2312   S               P                P                               10                  1    C4                    AXAL                         38     10.500                     1                         240000.00     90.00         0.00                90.00              216000.00              215563.23             0.00             0.00                 360                     355               360     70053   LA                      0.000      0.000        0.000      0.000       0.000        625                8/4/2006             0    N                                                   0
        2313   S               P                C                               10                  1                      1   A5AL                         38     11.000                     1                          98000.00     90.00         0.00                90.00               88200.00               88104.78             0.00             0.00                 360                     357               360     35068   AL                      0.000      0.000        0.000      0.000       0.000        547                9/8/2006             0    Y                                                   0
        2314   S               P                C                               73                  1    C4                    A4AL                         41      9.375                     1                         315500.00     94.70         0.00                94.70              298775.00              298318.81             0.00             0.00                 360                     357               360     36527   AL                      6.375     15.375        6.375      1.500       1.000        644               9/11/2006             0    N                                                  24   H
        2315   S               P                C                               73                  1    C4                    A4AL                         47      7.375                     1                         165000.00     58.18         0.00                58.18               96000.00               95779.50             0.00             0.00                 360                     357               360     33525   FL                      4.375     13.375        4.375      1.500       1.000        606               9/11/2006             0    N                                                  24   H
        2316   S               P                P                               10                  1                      1   A4AL                         47      8.750                     1                         185000.00     80.00        20.00               100.00              148000.00              147742.68         37000.00             0.00                 360                     357               360     77706   TX                      0.000      0.000        0.000      0.000       0.000        592               9/15/2006             0    N                                                  36   H
        2317   S               P                P                               73                  1                      1   A5AL                         29     10.750                     1                          60000.00    100.00         0.00               100.00               60000.00               59931.62             0.00             0.00                 360                     357               360     30747   GA                      7.750     16.750        7.750      1.500       1.000        580               9/15/2006             0    Y                                                   0
        2318   S               P                C                               73                  1    C4                    A4AL                         50      8.875                     1                         315000.00    100.00         0.00               100.00              315000.00              314466.30             0.00             0.00                 360                     357               360     35043   AL                      5.875     14.875        5.875      1.500       1.000        664               9/11/2006             0    N                                                  24   H
        2319   S               P                P                               10                  1                      1   A5AL                         44      9.375                     1                         125000.00     80.00        20.00               100.00              100000.00               99847.32         25000.00             0.00                 360                     357               360     76712   TX                      0.000      0.000        0.000      0.000       0.000        599               9/14/2006             0    Y                                                  36   H
        2320   S               P                P                               73                  1    C4                    A5AL                         45      8.000                     1                         172000.00     90.00         0.00                90.00              154800.00              154486.31             0.00             0.00                 360                     357               360     33705   FL                      5.000     14.000        5.000      1.500       1.000        619               9/15/2006             0    Y                                                  24   H
        2321   S               P                P                               73                  1                      1   A5AL                         43      9.375                     1                         118000.00     80.00        20.00               100.00               94400.00               94400.00         23600.00             0.00                 360                     357               360     48091   MI                      6.375     15.375        6.375      1.500       1.000        593               9/15/2006            60    Y                                                  24   H
        2322   S               P                P                               73                  1                      1   A5AL                         34      9.500                     1                          82500.00    100.00         0.00               100.00               82500.00               82377.31             0.00             0.00                 360                     357               360     35094   AL                      6.500     15.500        6.500      1.500       1.000        605               9/15/2006             0    Y                                                  24   H
        2323   P               P                P                               74                  1    C4                    A5AL                         35      9.500                     1                         940000.00     89.93         0.00                89.93              845300.00              843187.92             0.00             0.00                 360                     355               360     92127   CA                      6.100     16.500        9.500      1.500       1.000        619               7/20/2006             0    Y                                                  36   H
        2324   S               P                R                               73                  1                      1   A4AL                         28      9.350                     1                         960000.00     88.59         0.00                88.59              850500.00              848307.31             0.00             0.00                 360                     355               360     92028   CA                      6.000     16.350        9.350      1.500       1.000        551               7/21/2006             0    N                                                  24   H
        2325   C               P                C                               73                  1    C4                    AXAL                         48      9.300                     1                         390000.00     90.00         0.00                90.00              351000.00              350651.84             0.00             0.00                 360                     355               480     92870   CA                      6.550     16.300        9.300      1.500       1.000        596               7/19/2006             0    N                                                  12   H
        2326   S               S                C                               73                  1    C1                    C AL                         49      9.600                     1                         135000.00     80.00         0.00                80.00              108000.00              107789.44             0.00             0.00                 360                     356               360     34234   FL                      6.900     16.600        9.600      1.500       1.000        521               8/10/2006             0    N                                                  24   H
        2327   P               P                C                               73                  1    C4                    CNC                          25      9.450                     1                        1155000.00     76.19         0.00                76.19              880000.00              879334.88             0.00             0.00                 360                     356               480     21032   MD                      6.250     16.450        9.450      1.500       1.000        606               8/26/2006             0    N                                                   0
        2328   P               P                P                               73                  1    C1                    A4AL                         46      8.550                     1                         675000.00     80.00        20.00               100.00              540000.00              540000.00        135000.00             0.00                 360                     356               360     33029   FL                      6.250     15.550        8.550      1.500       1.000        645               8/18/2006            60    N                                                  36   H
        2329   S               P                C                               10                  1                      1   A4AL                         33      9.990                     1                         120000.00     57.29         0.00                57.29               68750.00               68626.56             0.00             0.00                 360                     356               360     60628   IL                      0.000      0.000        0.000      0.000       0.000        540               8/31/2006             0    N                                                   0
        2330   S               P                C                               73                  1                      1   A4AL                         42      9.375                     1                         133000.00     90.00         0.00                90.00              119700.00              119517.25             0.00             0.00                 360                     357               360     48135   MI                      6.375     15.375        6.375      1.500       1.000        552                9/8/2006             0    N                                                  24   H
        2331   S               P                C                               73                  1                      1   A4AL                         18      9.250                     1                         137500.00     85.00         0.00                85.00              116875.00              116691.82             0.00             0.00                 360                     357               360     53214   WI                      6.250     15.250        6.250      1.500       1.000        613               9/11/2006             0    N                                                   0
        2332   S               P                P                               73                  1    C4                    A5AL                         36      9.650                     1                         221500.00     80.00        20.00               100.00              177200.00              176858.11         44300.00             0.00                 360                     356               360     43235   OH                      6.400     15.650        9.650      1.500       1.000        637               8/15/2006             0    Y                                                  24   H
        2333   S               P                R                               73                  1                      1   C AL                         46     10.750                     1                         122000.00     70.00         0.00                70.00               85400.00               85299.83             0.00             0.00                 360                     357               360     48124   MI                      7.500     16.750        7.500      1.500       1.000        531               9/13/2006             0    N                                                  24   H
        2334   S               P                P                               73                  1                      1   A5AL                         44      8.625                     1                          87000.00     95.00         0.00                95.00               82650.00               82471.30             0.00             0.00                 360                     355               540     45373   OH                      7.625     14.625        8.625      1.500       1.000        585                8/4/2006             0    Y                                                  24   H
        2335   C               P                P                               10                  1                      1   A5AL                         50      8.625                     1                         287888.00     95.00         0.00                95.00              273490.00              272837.12             0.00             0.00                 360                     356               360     48322   MI                      0.000      0.000        0.000      0.000       0.000        635               8/18/2006             0    Y                                                  36   H
        2336   C               P                C                               74                  1    C4                    A5AL                         45      7.750                     1                         115000.00     80.00        20.00               100.00               92000.00               91568.87         23000.00             0.00                 360                     356               360     48038   MI                      6.750     13.750        7.750      1.500       1.000        694               8/21/2006             0    Y                                                  36   H
        2337   S               P                P                               73                  1    C4                    A5AL                         50      6.500                     1                         120000.00     80.00        20.00               100.00               96000.00               95879.81         24000.00             0.00                 360                     356               540     48125   MI                      5.500     12.500        6.500      1.500       1.000        680               8/11/2006             0    Y                                                  36   H
        2338   S               P                P                               73                  1                      1   A5AL                         43      8.125                     1                          94500.00     78.84        21.16               100.00               74500.00               74416.84         20000.00             0.00                 360                     356               480     48239   MI                      7.125     14.125        8.125      1.500       1.000        630               8/25/2006             0    Y                                                  36   H
        2339   S               P                C                                7                  1                      1   A4AL                         26      8.000                     1                         135000.00     95.00         0.00                95.00              128250.00              128133.28             0.00             0.00                 360                     356               540     44406   OH                      0.000      0.000        0.000      0.000       0.000        607                8/8/2006             0    N                                                  36   H
        2340   C               P                C                               74                  1    C4                    A4AL                         50      8.125                     1                         260000.00     80.00        20.00               100.00              208000.00              207847.19         52000.00             0.00                 360                     356               540     48843   MI                      7.125     14.125        8.125      1.500       1.000        643               8/24/2006             0    N                                                  36   H
        2341   S               P                P                               10                  1                      1   A5AL                         17      8.500                     1                         185000.00     70.00         0.00                70.00              129500.00              129182.86             0.00             0.00                 360                     356               360     44685   OH                      0.000      0.000        0.000      0.000       0.000        578               8/31/2006             0    Y                                                  36   H
        2342   S               P                C                               73                  1                      1   A5AL                         43      8.125                     1                         185000.00     95.00         0.00                95.00              175750.00              175620.73             0.00             0.00                 360                     356               540     44614   OH                      7.125     14.125        8.125      1.500       1.000        588               8/25/2006             0    Y                                                  36   H
        2343   S               P                P                                7                  1                      1   A5AL                         32      8.125                     1                         142000.00     80.00        20.00               100.00              113600.00              113516.55         28400.00             0.00                 360                     356               540     48034   MI                      0.000      0.000        0.000      0.000       0.000        640               8/31/2006             0    Y                                                  36   H
        2344   C               P                P                               73                  1                      1   B AL                         33      8.975                     1                         230000.00     80.00        20.00               100.00              184000.00              183898.62         46000.00             0.00                 360                     356               540     33172   FL                      7.975     14.975        8.975      1.500       1.000        630               8/18/2006             0    N                                                  24   H
        2345   S               P                P                               73                  1                      1   A4AL                         10      7.250                     1                         585000.00     73.72        24.57                98.29              431250.00              430826.95        143750.00             0.00                 360                     356               540     95603   CA                      6.250     13.250        7.250      1.500       1.000        630               8/11/2006             0    N                                                  12   H
        2346   S               P                C                                7                  1                      1   A4AL                         35      6.990                     1                         196000.00     80.00        20.00               100.00              156800.00              156447.67         39200.00             0.00                 360                     356               540     97302   OR                      0.000      0.000        0.000      0.000       0.000        640               8/11/2006             0    N                                                  36   H
        2347   S               P                R                               10                  1                      1   A5AL                         52      8.375                     1                         210000.00     68.10         0.00                68.10              143000.00              142640.75             0.00             0.00                 360                     356               360     66106   KS                      0.000      0.000        0.000      0.000       0.000        679               8/24/2006             0    Y                                                   6   H
        2348   S               P                C                               73                  1    C4                    A5AL                         50      8.875                     1                         440000.00     52.27         0.00                52.27              230000.00              229868.88             0.00             0.00                 360                     356               540     93313   CA                      7.875     14.875        8.875      1.500       1.000        655               8/17/2006             0    Y                                                  12   H
        2349   S               P                P                               73                  1    C4                    A5AL                         48      7.990                     1                         201950.00     80.00        20.00               100.00              161550.00              161425.86         40400.00             0.00                 360                     356               540     93241   CA                      7.250     13.990        7.990      1.500       1.000        660               8/22/2006             0    Y                                                  24   H
        2350   S               P                C                                7                  1                      1   AXAL                         46      8.500                     1                         235000.00     80.00        20.00               100.00              188000.00              187687.74         47000.00             0.00                 360                     356               540     80465   CO                      0.000      0.000        0.000      0.000       0.000        638               8/24/2006             0    N                                                  36   H
        2351   C               P                P                               73                  1                      1   A5AL                         30      9.990                     1                         198622.00     90.00         0.00                90.00              178750.00              178680.67             0.00             0.00                 360                     356               540     80134   CO                      7.990     15.990        9.990      1.500       1.000        564               8/25/2006             0    Y                                                  12   H
        2352   P               P                P                               73                  1                      1   A5AL                         37      7.750                     1                         110000.00     80.00        20.00               100.00               88000.00               87812.47         22000.00             0.00                 360                     357               360     77336   TX                      4.750     13.750        4.750      1.500       1.000        649               9/13/2006             0    Y                                                  24   H
        2353   P               P                P                               10                  2                      1   A5AL                         37      9.990                     1                         110000.00    100.00         0.00               100.00               22000.00               21970.51             0.00         88000.00                 360                     357               360     77336   TX                      0.000      0.000        0.000      0.000       0.000        649               9/13/2006             0    Y                                                   0
        2354   S               P                C                               73                  1    C4                    A4AL                         31      9.000                     1                         220000.00     80.00         0.00                80.00              176000.00              175704.85             0.00             0.00                 360                     357               360     33713   FL                      6.000     15.000        6.000      1.500       1.000        544               9/13/2006             0    N                                                  24   H
        2355   S               P                P                               73                  1                      1   A4AL                         25      8.250                     1                         165000.00     53.64         0.00                53.64               88500.00               88329.54             0.00             0.00                 360                     357               360     45036   OH                      5.250     14.250        5.250      1.500       1.000        630               9/18/2006             0    N                                                  12   H
        2356   P               P                C                               10                  1                      1   AXAL                         39      8.125                     1                         294000.00     80.00        20.00               100.00              235200.00              234735.32         58800.00             0.00                 360                     357               360     22407   VA                      0.000      0.000        0.000      0.000       0.000        590               9/11/2006             0    N                                                  36   H
        2357   S               P                P                               73                  1    C4                    A4AL                         39      8.375                     1                         368900.00    100.00         0.00               100.00              368900.00              368900.00             0.00             0.00                 360                     357               360     22701   VA                      5.375     14.375        5.375      1.500       1.000        676               9/19/2006            60    N                                                  24   H
        2358   S               P                C                               10                  1                      1   A5AL                         36      7.875                     1                         177000.00     50.85         0.00                50.85               90000.00               89812.98             0.00             0.00                 360                     357               360     23417   VA                      0.000      0.000        0.000      0.000       0.000        602               9/13/2006             0    Y                                                  36   H
        2359   S               P                C                               10                  1                      1   A4AL                         19      8.500                     1                          75000.00     80.00         0.00                80.00               60000.00               59890.17             0.00             0.00                 360                     357               360     43611   OH                      0.000      0.000        0.000      0.000       0.000        606               9/12/2006             0    N                                                  36   H
        2360   S               P                C                               73                  1    C4                    A4AL                         35      8.250                     1                         177000.00     79.10         0.00                79.10              140000.00              139730.35             0.00             0.00                 360                     357               360     33703   FL                      5.250     14.250        5.250      1.500       1.000        600               9/13/2006             0    N                                                  24   H
        2361   S               P                C                               10                  1                      1   A4AL                         39      9.250                     1                         125000.00     76.80         0.00                76.80               96000.00               95392.95             0.00             0.00                 360                     357               360     33873   FL                      0.000      0.000        0.000      0.000       0.000        512               9/13/2006             0    N                                                  36   H
        2362   S               P                C                               73                  1                      1   AXAL                         44      9.500                     1                         108000.00     85.00         0.00                85.00               91800.00               91663.47             0.00             0.00                 360                     357               360     39401   MS                      6.500     15.500        6.500      1.500       1.000        557               9/12/2006             0    N                                                  24   H
        2363   S               P                C                               10                  1    C4                    A4AL                         51      7.750                     1                         192000.00     80.00        20.00               100.00              153600.00              153272.67         38400.00             0.00                 360                     357               360     33615   FL                      0.000      0.000        0.000      0.000       0.000        648               9/12/2006             0    N                                                  24   H
        2364   S               P                P                               73                  1    C4                    A4AL                         28     10.500                     1                         225000.00     95.00         0.00                95.00              213750.00              213632.43             0.00             0.00                 360                     356               480     19713   DE                      7.025     16.500       10.500      1.500       1.000        602               8/25/2006             0    N                                                  12   H
        2365   S               P                P                               73                  1    C4                    A4AL                         45      7.375                     1                         450000.00     88.89         0.00                88.89              400000.00              399188.55             0.00             0.00                 360                     356               480     20853   MD                      4.125     13.375        4.125      1.500       1.000        611               8/25/2006             0    N                                                  24   H
        2366   S               P                C                               73                  1                      1   A4AL                         40      8.990                     1                         138000.00    100.00         0.00               100.00              138000.00              137771.67             0.00             0.00                 360                     357               360     53963   WI                      5.590     14.990        8.990      1.500       1.000        646               9/13/2006             0    N                                                  24   H
        2367   S               P                C                               10                  1    C4                    A4AL                         49     11.250                     1                         445000.00     80.00        20.00               100.00              356000.00              355636.04         89000.00             0.00                 360                     357               360     40204   KY                      0.000      0.000        0.000      0.000       0.000        660               9/26/2006             0    N                                                  36   H
        2368   S               P                C                               73                  1    C4                    A4AL                         44     10.500                     1                         112000.00     95.00         0.00                95.00              106400.00              106272.05             0.00             0.00                 360                     357               360     37620   TN                      7.100     16.500       10.500      1.500       1.000        615                9/7/2006             0    N                                                  24   H
        2369   S               I                C                               10                  1    C4                    A4AL                         29      8.875                     1                         110000.00     80.00         0.00                80.00               88000.00               87289.20             0.00             0.00                 180                     177               180     32534   FL                      0.000      0.000        0.000      0.000       0.000        692               9/19/2006             0    N                                                  36   H
        2370   S               P                C                               74                  1                      1   A4AL                         49      7.875                     1                         170000.00     44.12         0.00                44.12               75000.00               74844.15             0.00             0.00                 360                     357               360     63010   MO                      4.875     13.875        4.875      1.500       1.000        604               9/14/2006             0    N                                                  24   H
        2371   C               P                C                               73                  1    C4                    A4AL                         46     10.375                     1                         150000.00     95.00         0.00                95.00              142500.00              142323.95             0.00             0.00                 360                     357               360     33716   FL                      6.875     16.375       10.375      1.500       1.000        606                9/1/2006             0    N                                                  24   H
        2372   P               P                P                               73                  1                      1   A4AL                         47      8.375                     1                         319559.00     79.72        19.92                99.64              254750.00              254750.00         63650.00             0.00                 360                     354               360     34770   FL                      5.250     14.375        8.375      1.500       1.000        596               6/29/2006            60    N                                                  24   H
        2373   S               P                C                               73                  1    C4                    A4AL                         41      9.375                     1                         148000.00     90.00         0.00                90.00              133200.00              132927.78             0.00             0.00                 360                     356               360     48193   MI                      5.875     15.375        5.875      1.500       1.000        609               8/26/2006             0    N                                                  24   H
        2374   S               P                C                               74                  1                      1   A4AL                         33      8.000                     1                         226000.00     79.65         0.00                79.65              180000.00              179635.23             0.00             0.00                 360                     357               360     53223   WI                      4.400     14.000        8.000      1.500       1.000        589               9/11/2006             0    N                                                  36   H
        2375   C               P                C                               10                  1    C4                    A5AL                         42      7.950                     1                         155000.00     61.29         0.00                61.29               95000.00               94805.54             0.00             0.00                 360                     357               360     33461   FL                      0.000      0.000        0.000      0.000       0.000        662               9/14/2006             0    Y                                                   0
        2376   S               P                C                               73                  1                      1   A4AL                         36      7.960                     1                         196000.00     90.00         0.00                90.00              176400.00              176039.63             0.00             0.00                 360                     357               360     23901   VA                      4.560     13.960        4.560      1.500       1.000        626               9/27/2006             0    N                                                  24   H
        2377   S               P                C                               73                  1                      1   AXAL                         46      8.425                     1                         132000.00     79.55         0.00                79.55              105000.00              104804.83             0.00             0.00                 360                     357               360     46304   IN                      5.025     14.425        5.025      1.500       1.000        558               9/16/2006             0    N                                                  24   H
        2378   S               I                C                               10                  1    C4                    A4AL                         41     10.000                     1                         132000.00     75.00         0.00                75.00               99000.00               98822.60             0.00             0.00                 360                     356               360     29150   SC                      0.000      0.000        0.000      0.000       0.000        625               8/25/2006             0    N                                                   0
        2379   S               P                C                               73                  1    C4                    A4AL                         42      9.125                     1                         225000.00     85.00         0.00                85.00              191250.00              190942.35             0.00             0.00                 360                     357               360     34741   FL                      6.500     15.125        6.500      1.500       1.000        586               9/14/2006             0    N                                                  24   H
        2380   S               I                C                               73                  1                      1   A4AL                         45      9.350                     1                          75000.00     80.00         0.00                80.00               60000.00               59876.68             0.00             0.00                 360                     356               360     53206   WI                      5.950     15.350        9.350      1.500       1.000        612               9/15/2006             0    N                                                  24   H
        2381   S               P                C                               10                  1                      1   A4AL                         19      6.375                     1                         270000.00     49.63         0.00                49.63              134000.00              133625.68             0.00             0.00                 360                     357               360     32819   FL                      0.000      0.000        0.000      0.000       0.000        669               9/14/2006             0    N                                                  36   H
        2382   S               P                C                               74                  1                      1   A4AL                         50      9.875                     1                         144000.00     93.06         0.00                93.06              134000.00              133931.84             0.00             0.00                 360                     357               480     84128   UT                      6.275     15.875        6.275      1.500       1.000        585               9/14/2006             0    N                                                  36   H
        2383   S               P                H                               73                  1                      1   A5AL                         49      8.125                     1                         115000.00     80.87         0.00                80.87               93000.00               92816.27             0.00             0.00                 360                     357               360     39191   MS                      5.125     14.125        5.125      1.500       1.000        601               9/20/2006             0    Y                                                  24   H
        2384   S               P                P                               73                  1    C4                    A5AL                         41     10.250                     1                         315000.00    100.00         0.00               100.00              315000.00              315000.00             0.00             0.00                 360                     357               360      8859   NJ                      7.250     16.250        7.250      1.500       1.000        641               9/20/2006            60    Y                                                   0
        2385   C               P                P                               73                  1                      1   A5AL                         42      8.000                     1                         184990.00     80.00        20.00               100.00              147992.00              147692.11         36998.00             0.00                 360                     357               360     33314   FL                      5.000     14.000        5.000      1.500       1.000        601               9/20/2006             0    Y                                                  24   H
        2386   S               P                P                               10                  1    C4                    A5AL                         33      8.500                     1                         225000.00     80.00         0.00                80.00              180000.00              179670.56             0.00             0.00                 360                     357               360     34231   FL                      0.000      0.000        0.000      0.000       0.000        634               9/20/2006             0    Y                                                  36   H
        2387   P               I                C                               73                  1    C4                    A4AL                         24      8.000                     1                         255000.00     75.00         0.00                75.00              191250.00              190862.46             0.00             0.00                 360                     357               360     32164   FL                      5.000     14.000        5.000      1.500       1.000        644               9/20/2006             0    N                                                  24   H
        2388   S               P                C                               10                  1                      1   A4AL                         35      8.750                     1                         115000.00     80.00        20.00               100.00               92000.00               91840.06         23000.00             0.00                 360                     357               360     54935   WI                      0.000      0.000        0.000      0.000       0.000        619               9/15/2006             0    N                                                  36   H
        2389   S               P                P                               73                  1    C4                    A4AL                         43      8.000                     1                         205000.00     80.00        20.00               100.00              164000.00              164000.00         41000.00             0.00                 360                     357               360     85051   AZ                      5.000     14.000        5.000      1.500       1.000        652               9/14/2006            60    N                                                  24   H
        2390   S               P                C                               10                  1                      1   A4AL                         24      7.500                     1                         145000.00     63.79         0.00                63.79               92500.00               92277.91             0.00             0.00                 360                     357               360     35905   AL                      0.000      0.000        0.000      0.000       0.000        642               9/14/2006             0    N                                                  36   H
        2391   S               P                P                               73                  1                      1   A5AL                         47      8.750                     1                         116000.00     80.00        20.00               100.00               92800.00               92638.66         23200.00             0.00                 360                     357               360     35634   AL                      5.750     14.750        5.750      1.500       1.000        581               9/20/2006             0    Y                                                  24   H
        2392   S               P                C                               73                  1                      1   AMAL                         28      9.625                     1                         125000.00     84.80         0.00                84.80              106000.00              105846.43             0.00             0.00                 360                     357               360      4401   ME                      6.625     15.625        6.625      1.500       1.000        584               9/15/2006             0    N                                                   0
        2393   S               P                C                               10                  1                      1   B AL                         36     10.625                     1                         188000.00     63.03         0.00                63.03              118500.00              118361.25             0.00             0.00                 360                     357               360     54153   WI                      0.000      0.000        0.000      0.000       0.000        502               9/15/2006             0    N                                                   0
        2394   S               P                C                               73                  1                      1   A4AL                         50      8.390                     1                         237000.00     90.00         0.00                90.00              213300.00              212900.72             0.00             0.00                 360                     357               360     53129   WI                      4.990     14.390        4.990      1.500       1.000        540               9/15/2006             0    N                                                  24   H
        2395   S               P                C                               74                  1    C4                    A4AL                         36      7.625                     1                         320000.00     40.00         0.00                40.00              128000.00              127876.67             0.00             0.00                 360                     357               480     93535   CA                      4.125     13.625        7.625      1.500       1.000        588               9/15/2006             0    N                                                  36   H
        2396   C               P                C                               73                  1                      1   A4AL                         48      8.750                     1                         635000.00     84.25         0.00                84.25              535000.00              534680.44             0.00             0.00                 360                     356               540     91381   CA                      8.250     14.750        8.750      1.500       1.000        592               8/25/2006             0    N                                                  24   H
        2397   C               P                P                               73                  1                      1   A5AL                         49      8.625                     1                         332000.00     80.00        20.00               100.00              265600.00              265393.14         66400.00             0.00                 360                     355               540     33132   FL                      7.625     14.625        8.625      1.500       1.000        620               7/31/2006             0    Y                                                  24   H
        2398   F               I                P                               10                  1                      1   A4AL                         10      8.750                     1                         410000.00     80.00         0.00                80.00              328000.00              326400.11             0.00             0.00                 360                     356               360     33165   FL                      0.000      0.000        0.000      0.000       0.000        663               8/25/2006             0    N                                                  24   H
        2399   S               P                R                               10                  1                      1   AMAL                         38      8.500                     1                         192000.00     68.75         0.00                68.75              132000.00              131676.70             0.00             0.00                 360                     356               360     63116   MO                      0.000      0.000        0.000      0.000       0.000        542               8/25/2006             0    N                                                  36   H
        2400   S               P                P                               73                  1                      1   A5AL                         50      9.625                     1                          76000.00     90.00         0.00                90.00               68400.00               68267.35             0.00             0.00                 360                     356               360     66102   KS                      8.625     15.625        9.625      1.500       1.000        569                9/1/2006             0    Y                                                   6   H
        2401   C               P                P                               73                  1    C4                    A5AL                         49      7.750                     1                         389888.00     80.00        20.00               100.00              311910.00              311910.00         77977.00             0.00                 360                     356               360     95116   CA                      6.750     13.750        7.750      1.500       1.000        693                8/8/2006            60    Y                                                  24   H
        2402   P               P                P                               73                  1    C1                    A4AL                         28      9.650                     1                         404900.00    100.00         0.00               100.00              404900.00              404316.49             0.00             0.00                 360                     357               360     77302   TX                      6.400     16.650        9.650      1.500       1.500        587               9/14/2006             0    N                                                  24   H
        2403   P               P                C                               10                  1                      1   A4AL                         28      7.200                     1                         173000.00     65.00         0.00                65.00              112450.00              111326.67             0.00             0.00                 180                     177               180     32068   FL                      0.000      0.000        0.000      0.000       0.000        574               9/12/2006             0    N                                                  36   H
        2404   S               P                C                               73                  1                      1   AMAL                         35      9.325                     1                         147900.00     75.00         0.00                75.00              110925.00              110753.85             0.00             0.00                 360                     357               360     30004   GA                      6.000     15.325        6.000      1.500       1.000        520               8/31/2006             0    N                                                  24   H
        2405   C               P                R                               10                  1    C4                    A4AL                         29      8.750                     1                         145000.00     68.97         0.00                68.97              100000.00               99884.52             0.00             0.00                 360                     358               360     33317   FL                      0.000      0.000        0.000      0.000       0.000        589               9/29/2006             0    N                                                  24   H
        2406   S               P                C                               73                  1                      1   A4AL                         39      7.250                     1                         211000.00     70.00         0.00                70.00              147700.00              147700.00             0.00             0.00                 360                     357               360     32539   FL                      3.750     13.250        3.750      1.500       1.000        581               9/12/2006            60    N                                                  24   H
        2407   P               P                P                               73                  1                      1   A5AL                         37      9.975                     1                         228129.00     80.00        20.00               100.00              182503.00              182503.00         45625.00             0.00                 360                     356               360     30213   GA                      5.500     15.975        5.500      1.500       1.000        587               8/25/2006            60    Y                                                  24   H
        2408   S               I                C                               10                  1    C4                    AMAL                         48     10.500                     1                          83000.00     75.00         0.00                75.00               62250.00               62200.30             0.00             0.00                 360                     358               360     21216   MD                      0.000      0.000        0.000      0.000       0.000        616               10/4/2006             0    N                                                   0
        2409   S               P                C                               73                  1                      1   A5AL                         39      9.438                     1                         110000.00     90.00         0.00                90.00               99000.00               98850.84             0.00             0.00                 360                     357               360     32811   FL                      6.430     15.438        6.430      1.500       1.000        547               9/12/2006             0    Y                                                  36   H
        2410   F               P                C                               73                  1    C4                    A4AL                         37      8.100                     1                         447000.00     80.00        20.00               100.00              357600.00              357600.00         89400.00             0.00                 360                     357               360     95247   CA                      4.800     14.100        4.800      1.500       1.000        675               9/11/2006            60    N                                                   0
        2411   P               P                P                                7                  2                      1   A5AL                         37     12.325                     1                         228129.00    100.00         0.00               100.00               45625.00               45575.68             0.00        182503.00                 180                     176               360     30213   GA                      0.000      0.000        0.000      0.000       0.000        587               8/25/2006             0    Y                                                   0
        2412   C               P                C                               73                  1    C4                    A4AL                         44      9.250                     1                         125000.00     80.00         0.00                80.00              100000.00               99843.25             0.00             0.00                 360                     357               360     32822   FL                      6.150     15.250        6.150      1.500       1.000        571               9/12/2006             0    N                                                  24   H
        2413   S               P                R                               73                  1                      1   A5AL                         36      9.500                     1                         175000.00     95.00         0.00                95.00              166250.00              166157.52             0.00             0.00                 360                     357               480     64086   MO                      6.500     15.500        6.500      1.500       1.000        587               9/14/2006             0    Y                                                  24   H
        2414   S               P                C                               73                  1                      1   A5AL                         45     10.125                     1                         226000.00     85.00         0.00                85.00              192100.00              191764.80             0.00             0.00                 360                     356               360     60504   IL                      5.625     16.125        5.625      1.500       1.000        541               8/25/2006             0    Y                                                   0
        2415   S               P                C                               73                  1                      1   AXAL                         48      8.750                     1                         168000.00     95.00         0.00                95.00              159600.00              159322.53             0.00             0.00                 360                     357               360     32536   FL                      6.000     14.750        6.000      1.500       1.000        584               9/12/2006             0    N                                                  24   H
        2416   P               P                P                               10                  1                      1   A5AL                         49      8.875                     1                         135900.00     80.00        20.00               100.00              108720.00              108535.77         27180.00             0.00                 360                     357               360     77450   TX                      0.000      0.000        0.000      0.000       0.000        583               9/20/2006             0    Y                                                  36   H
        2417   S               P                P                               73                  1                      1   A5AL                         41      8.500                     1                         287990.00     80.00         0.00                80.00              230392.00              229970.29             0.00             0.00                 360                     357               360     95901   CA                      5.500     14.500        5.500      1.500       1.000        505                9/1/2006             0    Y                                                  24   H
        2418   S               P                C                               73                  1                      1   A5AL                         39      8.375                     1                         181000.00     84.53         0.00                84.53              153000.00              152712.71             0.00             0.00                 360                     357               360     70739   LA                      5.625     14.375        5.625      1.500       1.000        581               9/15/2006             0    Y                                                  24   H
        2419   S               S                P                               10                  1    C4                    A4AL                         22      8.625                     1                         200000.00     80.00         0.00                80.00              160000.00              159714.58             0.00             0.00                 360                     357               360     33462   FL                      0.000      0.000        0.000      0.000       0.000        649               9/21/2006             0    N                                                  36   H
        2420   P               P                P                               73                  1                      1   A5AL                         46      8.125                     1                         175000.00     70.00         0.00                70.00              122500.00              122500.00             0.00             0.00                 360                     357               360     32043   FL                      5.125     14.125        5.125      1.500       1.000        617               9/21/2006            60    Y                                                  24   H
        2421   S               P                P                               73                  1    C4                    A4AL                         44      7.500                     1                         760000.00     80.00        20.00               100.00              608000.00              606637.86        152000.00             0.00                 360                     357               360     92504   CA                      4.500     13.500        4.500      1.500       1.000        674               9/20/2006             0    N                                                  24   H
        2422   S               P                C                               74                  1                      1   A4AL                         35      8.500                     1                         348000.00     80.00        15.00                95.00              278400.00              278400.00         52200.00             0.00                 360                     357               360     95206   CA                      5.500     14.500        5.500      1.500       1.000        613               9/12/2006            60    N                                                  36   H
        2423   S               P                P                               10                  1    C4                    A5AL                         43      8.375                     1                         302250.00     80.00        20.00               100.00              241800.00              241800.00         60450.00             0.00                 360                     357               360     23112   VA                      0.000      0.000        0.000      0.000       0.000        647               9/21/2006            60    Y                                                  36   H
        2424   S               P                P                               10                  1                      1   A5AL                         48      9.000                     1                         430000.00     80.00        20.00               100.00              344000.00              344000.00         86000.00             0.00                 360                     357               360     33150   FL                      0.000      0.000        0.000      0.000       0.000        609               9/21/2006            60    Y                                                  24   H
        2425   S               S                P                               73                  1    C1                    A5AL                         48      9.750                     1                          60000.00     95.00         0.00                95.00               57000.00               56919.57             0.00             0.00                 360                     357               360     43219   OH                      6.750     15.750        6.750      1.500       1.000        627               9/21/2006             0    Y                                                  24   H
        2426   P               P                P                               73                  1    C1                    A5AL                         38      9.575                     1                         158400.00     80.00        20.00               100.00              126720.00              126720.00         31680.00             0.00                 360                     356               360     30135   GA                      5.500     15.575        5.500      1.500       1.000        583               8/18/2006            60    Y                                                  24   H
        2427   S               P                C                               73                  1    C4                    A4AL                         40      9.750                     1                         132000.00     95.00         0.00                95.00              125400.00              125189.81             0.00             0.00                 360                     357               360     56560   MN                      6.250     15.750        6.250      1.500       1.000        597               9/18/2006             0    N                                                  24   H
        2428   S               P                C                               73                  1                      1   AXAL                         46      8.725                     1                         139000.00     75.00         0.00                75.00              104250.00              104055.92             0.00             0.00                 360                     357               360     18510   PA                      5.125     14.725        8.725      1.500       1.000        510               9/14/2006             0    N                                                  24   H
        2429   P               P                P                                7                  2    C1                    A5AL                         38     12.775                     1                         158400.00    100.00         0.00               100.00               31680.00               31649.03             0.00        126720.00                 180                     176               360     30135   GA                      0.000      0.000        0.000      0.000       0.000        583               8/18/2006             0    Y                                                   0
        2430   S               P                C                               10                  1                      1   A4AL                         31     10.500                     1                          54000.00     95.00         0.00                95.00               51300.00               51238.32             0.00             0.00                 360                     357               360     61605   IL                      0.000      0.000        0.000      0.000       0.000        587               9/15/2006             0    N                                                   0
        2431   S               P                C                               73                  1                      1   A4AL                         50      7.875                     1                         640000.00     65.63         0.00                65.63              420000.00              419127.17             0.00             0.00                 360                     357               360      2649   MA                      4.375     13.875        4.375      1.500       1.000        570               8/30/2006             0    N                                                  12   H
        2432   S               P                C                               10                  1                      1   A4AL                         48     10.180                     1                          83000.00     77.11         0.00                77.11               64000.00               63917.56             0.00             0.00                 360                     357               360     71854   AR                      0.000      0.000        0.000      0.000       0.000        506                9/8/2006             0    N                                                  36   H
        2433   S               P                P                               73                  1                      1   A5AL                         52      9.700                     1                         152000.00     80.00        20.00               100.00              121600.00              121367.85         30400.00             0.00                 360                     356               360     30134   GA                      5.500     15.700        5.500      1.500       1.000        601               8/30/2006             0    Y                                                  24   H
        2434   S               P                C                               73                  1    C4                    A4AL                         50     10.450                     1                         116000.00     95.00         0.00                95.00              110200.00              110066.02             0.00             0.00                 360                     357               360     65738   MO                      7.150     16.450       10.450      1.500       1.000        615                9/8/2006             0    N                                                  24   H
        2435   S               P                P                               73                  1                      1   A4AL                         50      9.875                     1                          69900.00    100.00         0.00               100.00               69900.00               69771.38             0.00             0.00                 360                     356               360     48089   MI                      6.375     15.875        6.375      1.500       1.000        599               8/31/2006             0    N                                                  24   H
        2436   S               P                P                               73                  1                      1   A5AL                         48     10.900                     1                         127000.00     88.58         0.00                88.58              112500.00              112375.89             0.00             0.00                 360                     357               360     76802   TX                      7.600     16.900       10.900      1.500       1.000        552               9/13/2006             0    Y                                                  24   H
        2437   S               P                C                               10                  1                      1   A5AL                         37      7.990                     1                         115000.00     70.00         0.00                70.00               80500.00               80281.34             0.00             0.00                 360                     356               360     75705   TX                      0.000      0.000        0.000      0.000       0.000        648               9/13/2006             0    Y                                                   0
        2438   S               P                C                               10                  1                      1   A5AL                         43      9.250                     1                         136000.00     14.71         0.00                14.71               20000.00               19843.79             0.00             0.00                 180                     177               180     48195   MI                      0.000      0.000        0.000      0.000       0.000        578               9/11/2006             0    Y                                                  36   H
        2439   S               P                C                               10                  1                      1   AXAL                         42      9.925                     1                         127000.00     85.00         0.00                85.00              107950.00              107803.23             0.00             0.00                 360                     357               360      4938   ME                      0.000      0.000        0.000      0.000       0.000        578                9/1/2006             0    N                                                  36   H
        2440   S               P                C                               73                  1    C4                    AMAL                         49     10.110                     1                         315000.00     80.00         0.00                80.00              252000.00              251601.41             0.00             0.00                 360                     357               360     54208   WI                      6.500     16.110        6.500      1.500       1.000        585               9/18/2006             0    N                                                  24   H
        2441   S               P                C                               10                  1    C4                    A4AL                         48      7.150                     1                         475000.00     54.74         0.00                54.74              260000.00              259375.61             0.00             0.00                 360                     357               360     33187   FL                      0.000      0.000        0.000      0.000       0.000        606               9/13/2006             0    N                                                  12   H
        2442   S               P                C                               10                  1                      1   A4AL                         36      9.990                     1                         135000.00     85.00         0.00                85.00              114750.00              114543.93             0.00             0.00                 360                     356               360     35126   AL                      0.000      0.000        0.000      0.000       0.000        549               8/25/2006             0    N                                                  36   H
        2443   S               P                C                               73                  1                      1   A4AL                         37      9.875                     1                          80000.00     85.00         0.00                85.00               68000.00               67873.33             0.00             0.00                 360                     356               360     49676   MI                      7.875     15.875        7.875      1.500       1.000        552               8/26/2006             0    N                                                  24   H
        2444   S               P                C                               74                  1                      1   A5AL                         28      7.000                     1                         221000.00     60.18         0.00                60.18              133000.00              132834.23             0.00             0.00                 360                     357               360     85306   AZ                      4.000     13.000        4.000      1.500       1.000        625               9/20/2006            60    Y                                                  36   H
        2445   S               P                C                               74                  1                      1   A5AL                         49      7.640                     1                         310000.00     88.71         0.00                88.71              275000.00              274400.89             0.00             0.00                 360                     357               360      6472   CT                      4.100     14.640        7.640      1.500       1.000        577               9/15/2006             0    Y                                                  36   H
        2446   S               P                C                               10                  1    C4                    A4AL                         47      9.500                     1                         180000.00     80.00        20.00               100.00              144000.00              143785.65         36000.00             0.00                 360                     357               360     46368   IN                      0.000      0.000        0.000      0.000       0.000        676               9/15/2006             0    N                                                  36   H
        2447   S               P                C                               73                  1    C4                    A5AL                         48      9.000                     1                         450000.00     85.00         0.00                85.00              382500.00              378910.70             0.00             0.00                 360                     355               480     93543   CA                      8.000     16.000        9.000      1.500       1.000        573               7/14/2006             0    Y                                                   0
        2448   P               P                P                               73                  1    C4                    A5AL                         43      9.000                     1                         179000.00     80.00        20.00               100.00              143200.00              142494.45         35800.00             0.00                 360                     357               360     77373   TX                      6.000     15.000        6.000      1.500       1.000        676               9/20/2006             0    Y                                                   0
        2449   S               P                P                               73                  1                      1   A5AL                         50      7.875                     1                         103000.00     80.00        20.00               100.00               82400.00               82228.75         20600.00             0.00                 360                     357               360     34473   FL                      4.875     13.875        4.875      1.500       1.000        595               9/22/2006             0    Y                                                  24   H
        2450   S               P                C                               73                  1    C1                    A4AL                         44      8.125                     1                         208500.00     90.00         0.00                90.00              187650.00              187228.57             0.00             0.00                 360                     357               360     98663   WA                      5.125     14.125        5.125      1.500       1.000        597               9/14/2006             0    N                                                  24   H
        2451   S               P                C                               10                  1    C4                    A4AL                         49      8.375                     1                         265000.00     78.49         0.00                78.49              208000.00              207609.44             0.00             0.00                 360                     357               360     34237   FL                      0.000      0.000        0.000      0.000       0.000        594               9/18/2006             0    N                                                  36   H
        2452   S               P                P                               73                  1                      1   A5AL                         51     10.250                     1                          85000.00    100.00         0.00               100.00               85000.00               84892.14             0.00             0.00                 360                     357               360     42749   KY                      7.250     16.250        7.250      1.500       1.000        603               9/22/2006             0    Y                                                  24   H
        2453   S               P                C                               73                  1                      1   A4AL                         33      9.875                     1                         177000.00     90.00         0.00                90.00              159300.00              159081.09             0.00             0.00                 360                     357               360     53531   WI                      6.875     15.875        6.875      1.500       1.000        549               9/18/2006             0    N                                                   0
        2454   S               P                P                               73                  1    C4                    A5AL                         48      9.875                     1                          95000.00     95.00         0.00                95.00               90250.00               90125.98             0.00             0.00                 360                     357               360     42748   KY                      6.875     15.875        6.875      1.500       1.000        618               9/22/2006             0    Y                                                  24   H
        2455   S               P                P                               73                  1                      1   A5AL                         50      8.375                     1                         423000.00     80.00        20.00               100.00              338400.00              338400.00         84600.00             0.00                 360                     357               360     19701   DE                      5.375     14.375        5.375      1.500       1.000        617               9/22/2006            60    Y                                                  24   H
        2456   S               P                P                               10                  2                      1   A5AL                         50     12.875                     1                         423000.00    100.00         0.00               100.00               84600.00               84539.65             0.00        338400.00                 360                     357               360     19701   DE                      0.000      0.000        0.000      0.000       0.000        617               9/22/2006             0    Y                                                   0
        2457   S               I                P                               73                  1                      1   A5AL                         29      9.375                     1                          62000.00     85.00         0.00                85.00               52700.00               52619.54             0.00             0.00                 360                     357               360     46613   IN                      6.375     15.375        6.375      1.500       1.000        607               9/22/2006             0    Y                                                  24   H
        2458   S               P                R                               73                  1                      1   A4AL                         33      7.375                     1                         412000.00     70.00         0.00                70.00              288400.00              287737.59             0.00             0.00                 360                     357               360     53523   WI                      4.375     13.375        4.375      1.500       1.000        672               9/18/2006             0    N                                                   0
        2459   S               P                C                               73                  1    C4                    AXAL                         42      8.000                     1                         215000.00     72.63         0.00                72.63              156160.00              155843.55             0.00             0.00                 360                     357               360     82601   WY                      5.000     14.000        5.000      1.500       1.000        684               9/18/2006             0    N                                                  24   H
        2460   S               I                C                               73                  1    C1                    A4AL                         31      9.750                     1                          60000.00     83.35         0.00                83.35               50010.00               49939.44             0.00             0.00                 360                     357               360     46614   IN                      6.750     15.750        6.750      1.500       1.000        577               9/22/2006             0    N                                                  24   H
        2461   S               P                C                               73                  1    C4                    A4AL                         31      8.625                     1                         107500.00     84.80         0.00                84.80               91162.50               90999.87             0.00             0.00                 360                     357               360     38803   MS                      5.625     14.625        5.625      1.500       1.000        618               9/18/2006             0    N                                                  24   H
        2462   F               P                P                               73                  1    C4                    AXAL                         46      9.625                     1                         235000.00     80.00        20.00               100.00              188000.00              188000.00         47000.00             0.00                 360                     357               360      6450   CT                      6.625     15.625        6.625      1.500       1.000        660               9/22/2006            60    N                                                   0
        2463   F               P                P                                7                  2    C4                    AXAL                         46     12.875                     1                         235000.00    100.00         0.00               100.00               47000.00               46966.46             0.00        188000.00                 180                     177               360      6450   CT                      0.000      0.000        0.000      0.000       0.000        660               9/22/2006             0    N                                                   0
        2464   T               P                P                               73                  1    C4                    A5AL                         46      8.875                     1                         199000.00    100.00         0.00               100.00              199000.00              198662.84             0.00             0.00                 360                     357               360     19701   DE                      5.875     14.875        5.875      1.500       1.000        664               9/22/2006             0    Y                                                  24   H
        2465   P               P                C                               10                  1    C4                    A5AL                         26     10.250                     1                         120000.00     79.99         0.00                79.99               95985.00               95863.22             0.00             0.00                 360                     357               360     77518   TX                      0.000      0.000        0.000      0.000       0.000        634               9/18/2006             0    Y                                                   0
        2466   P               P                C                               10                  1    C4                    A4AL                         45      7.500                     1                         308000.00     58.44         0.00                58.44              180000.00              179495.47             0.00             0.00                 360                     357               360     33463   FL                      0.000      0.000        0.000      0.000       0.000        637               9/18/2006             0    N                                                  24   H
        2467   S               P                P                               73                  1                      1   AXAL                         50      8.125                     1                         228896.00     57.97         0.00                57.97              132700.00              132437.83             0.00             0.00                 360                     357               360     84015   UT                      5.125     14.125        5.125      1.500       1.000        534               9/21/2006             0    N                                                  24   H
        2468   S               P                C                               73                  1                      1   AXAL                         49      8.875                     1                         236000.00     90.00         0.00                90.00              212400.00              212040.12             0.00             0.00                 360                     357               360     80003   CO                      5.875     14.875        5.875      1.500       1.000        586               9/18/2006             0    N                                                  24   H
        2469   F               P                P                               74                  1    C4                    A5AL                         40      8.500                     1                         250000.00     60.00         0.00                60.00              150000.00              149725.46             0.00             0.00                 360                     357               360      7111   NJ                      5.500     14.500        5.500      1.500       1.000        592               9/22/2006             0    Y                                                   0
        2470   S               P                C                               10                  1                      1   A4AL                         36      9.000                     1                         145000.00     86.90         0.00                86.90              126000.00              125791.98             0.00             0.00                 360                     357               360     70460   LA                      0.000      0.000        0.000      0.000       0.000        584               9/18/2006             0    N                                                  36   H
        2471   S               P                C                               73                  1                      1   A5AL                         33      7.875                     1                         230000.00     56.52         0.00                56.52              130000.00              129704.30             0.00             0.00                 360                     357               360     93215   CA                      4.875     13.875        4.875      1.500       1.000        575               9/14/2006             0    Y                                                  24   H
        2472   S               P                C                               73                  1                      1   A5AL                         48      9.250                     1                         160000.00     85.00         0.00                85.00              136000.00              135717.36             0.00             0.00                 360                     357               360     70068   LA                      6.000     15.250        6.000      1.500       1.000        520               9/18/2006             0    Y                                                  24   H
        2473   F               P                C                               73                  1                      1   A4AL                         42      9.600                     1                         189000.00     90.00         0.00                90.00              170100.00              169852.26             0.00             0.00                 360                     357               360     53216   WI                      6.200     15.600        6.200      1.500       1.000        543               9/15/2006             0    N                                                   0
        2474   S               P                C                               73                  1                      1   A4AL                         36      9.600                     1                          93000.00     80.00         0.00                80.00               74400.00               74291.64             0.00             0.00                 360                     357               360     55792   MN                      6.600     15.600        6.600      1.500       1.000        508               9/18/2006             0    N                                                  24   H
        2475   S               P                C                               73                  1    C4                    A4AL                         35      9.000                     1                         197200.00     95.00         0.00                95.00              187340.00              187030.70             0.00             0.00                 360                     357               360     65616   MO                      6.000     15.000        6.000      1.500       1.000        583               9/18/2006             0    N                                                  24   H
        2476   F               I                C                               73                  1                      1   A4AL                         46      8.625                     1                         110000.00     85.00         0.00                85.00               93500.00               93333.20             0.00             0.00                 360                     357               360     48210   MI                      5.500     14.625        5.500      1.500       1.000        624               9/19/2006             0    N                                                  24   H
        2477   P               P                C                               10                  1    C4                    A4AL                         45     11.750                     1                         390000.00     46.15         0.00                46.15              180000.00              179779.03             0.00             0.00                 360                     356               360     21666   MD                      0.000      0.000        0.000      0.000       0.000        580               8/29/2006             0    N                                                   0
        2478   S               P                P                               73                  1    C4                    A4AL                         29      9.750                     1                         115000.00     95.00         0.00                95.00              109250.00              109095.83             0.00             0.00                 360                     357               360     79605   TX                      6.450     15.750        9.750      1.500       1.000        595               9/18/2006             0    N                                                  24   H
        2479   S               P                C                               10                  1    C4                    A5AL                         37     10.000                     1                         210000.00     90.00         0.00                90.00              189000.00              188747.07             0.00             0.00                 360                     357               360     70420   LA                      0.000      0.000        0.000      0.000       0.000        628               9/14/2006             0    Y                                                   0
        2480   S               P                P                               10                  1                      1   A5AL                         39     11.000                     1                         121000.00    100.00         0.00               100.00              121000.00              120869.38             0.00             0.00                 360                     357               360     70634   LA                      0.000      0.000        0.000      0.000       0.000        590               9/15/2006             0    Y                                                  36   H
        2481   S               P                R                               73                  1                      1   A4AL                         47      8.250                     1                         150000.00     95.00         0.00                95.00              142500.00              141892.24             0.00             0.00                 360                     357               360     58078   ND                      4.750     14.250        4.750      1.500       1.000        613               9/19/2006             0    N                                                  24   H
        2482   S               P                C                               73                  1    C6                    AMAL                         50      7.875                     1                         355000.00     60.00         0.00                60.00              213000.00              212557.34             0.00             0.00                 360                     357               360     22407   VA                      5.875     13.875        5.875      1.500       1.000        624               9/15/2006             0    N                                                  24   H
        2483   S               P                C                               74                  1                      1   A4AL                         50      9.350                     1                         400000.00    100.00         0.00               100.00              400000.00              399386.05             0.00             0.00                 360                     357               360     30076   GA                      6.875     15.350        6.875      1.500       1.000        629               9/18/2006             0    N                                                   0
        2484   F               I                C                               73                  1    C4                    A4AL                         39      9.125                     1                         250000.00     80.00         0.00                80.00              200000.00              199678.25             0.00             0.00                 360                     357               360      6512   CT                      5.625     15.125        5.625      1.500       1.000        628               9/19/2006             0    N                                                  24   H
        2485   T               P                C                               10                  1                      1   A5AL                         25      9.875                     1                         135000.00     60.74         0.00                60.74               82000.00               81887.31             0.00             0.00                 360                     357               360     19144   PA                      0.000      0.000        0.000      0.000       0.000        526                9/8/2006             0    Y                                                  36   H
        2486   C               P                C                               73                  1    C7                    A4AL                         41      8.375                     1                         180000.00     80.00         0.00                80.00              144000.00              143729.63             0.00             0.00                 360                     357               360     33319   FL                      4.875     14.375        8.375      1.500       1.000        586               9/20/2006             0    N                                                  24   H
        2487   S               P                C                               73                  1    C4                    A4AL                         34      9.900                     1                         157000.00     90.00         0.00                90.00              141300.00              141106.86             0.00             0.00                 360                     357               360     30148   GA                      6.400     15.900        6.400      1.500       1.000        608               9/29/2006             0    N                                                   0
        2488   S               P                R                               10                  1    C4                    A4AL                         11      8.400                     1                         122500.00     80.00         0.00                80.00               98000.00               97816.93             0.00             0.00                 360                     357               360     46516   IN                      0.000      0.000        0.000      0.000       0.000        642               9/29/2006             0    N                                                  36   H
        2489   S               P                C                               73                  1                      1   A4AL                         48      7.875                     1                        1050000.00     45.24         0.00                45.24              475000.00              475000.00             0.00             0.00                 360                     357               360     21035   MD                      4.275     13.875        4.275      1.500       1.000        589               9/14/2006            60    N                                                   0
        2490   S               P                P                               73                  1    C4                    A5AL                         37      9.900                     1                         144900.00     95.00         0.00                95.00              137655.00              137466.83             0.00             0.00                 360                     357               360     19320   PA                      6.800     15.900        9.900      1.500       1.000        624                9/8/2006             0    Y                                                  24   H
        2491   S               P                C                               73                  1    C4                    A4AL                         42      8.350                     1                         363000.00     72.18         0.00                72.18              262000.00              261505.51             0.00             0.00                 360                     357               360     33442   FL                      6.350     14.350        6.350      1.500       1.000        549               9/20/2006             0    N                                                  24   H
        2492   T               P                P                               73                  1    C4                    A5AL                         44      9.490                     1                         112500.00     95.00         0.00                95.00              106875.00              106689.93             0.00             0.00                 360                     357               360     19120   PA                      6.390     15.490        9.490      1.500       1.000        644               9/21/2006             0    Y                                                  24   H
        2493   S               P                C                               73                  1    C4                    A4AL                         33      9.200                     1                         200000.00     85.00         0.00                85.00              170000.00              169730.77             0.00             0.00                 360                     357               360     19401   PA                      6.100     15.200        9.200      1.500       1.000        582               9/12/2006             0    N                                                  12   H
        2494   S               P                C                               73                  1                      1   A4AL                         50      8.650                     1                         135000.00     74.07         0.00                74.07              100000.00               99822.51             0.00             0.00                 360                     357               360     46176   IN                      5.550     14.650        8.650      1.500       1.000        547               9/18/2006             0    N                                                  24   H
        2495   S               S                P                               73                  1    C4                    A4AL                         46      7.500                     1                         386000.00     80.00         0.00                80.00              308800.00              307874.70             0.00             0.00                 360                     356               360     30014   GA                      5.500     13.500        7.500      1.500       1.000        642               8/29/2006             0    N                                                  24   H
        2496   S               P                P                               73                  1                      1   A5AL                         32      9.990                     1                         115000.00     90.00         0.00                90.00              103500.00              103314.56             0.00             0.00                 360                     357               360     27545   NC                      6.890     15.990        9.990      1.500       1.000        542               9/11/2006             0    Y                                                   0
        2497   P               P                C                               73                  1                      1   A5AL                         50      7.875                     1                         172000.00     76.16         0.00                76.16              131000.00              131000.00             0.00             0.00                 360                     357               360     89506   NV                      4.875     13.875        4.875      1.500       1.000        610               8/31/2006            60    Y                                                  24   H
        2498   S               P                C                               73                  1                      1   A4AL                         45      7.250                     1                         195000.00     62.56         0.00                62.56              122000.00              121712.74             0.00             0.00                 360                     357               360     93630   CA                      4.250     13.250        4.250      1.500       1.000        561               9/15/2006             0    N                                                  24   H
        2499   S               P                C                               10                  1    C4                    A4AL                         27      8.500                     1                         200000.00     56.00         0.00                56.00              112000.00              111795.01             0.00             0.00                 360                     357               360     41073   KY                      0.000      0.000        0.000      0.000       0.000        636               9/19/2006             0    N                                                  36   H
        2500   P               P                R                               73                  1                      1   A4AL                         27      7.375                     1                         256000.00     83.61         0.00                83.61              214050.00              213536.49             0.00             0.00                 360                     357               360     77089   TX                      4.375     13.375        4.375      1.500       1.000        629               9/20/2006             0    N                                                  24   H
        2501   S               P                C                               73                  1    C4                    A4AL                         45      7.250                     1                         255000.00     67.45         0.00                67.45              172000.00              171815.68             0.00             0.00                 360                     357               480     93637   CA                      4.250     13.250        4.250      1.500       1.000        615               9/18/2006             0    N                                                  24   H
        2502   P               P                P                               73                  1    C4                    A5AL                         50      8.375                     1                         274000.00     80.00        20.00               100.00              219200.00              218788.39         54800.00             0.00                 360                     357               360     98042   WA                      5.375     14.375        5.375      1.500       1.000        641               9/21/2006             0    Y                                                  24   H
        2503   S               P                C                               73                  1                      1   AXAL                         43      9.375                     1                         350000.00     80.00         0.00                80.00              280000.00              279572.48             0.00             0.00                 360                     357               360      7017   NJ                      6.375     15.375        6.375      1.500       1.000        525               9/19/2006             0    N                                                   0
        2504   S               P                P                               73                  1                      1   A5AL                         48      7.375                     1                         186000.00     80.00        20.00               100.00              148800.00              148754.27         37200.00             0.00                 360                     357               360     33624   FL                      4.375     13.375        4.375      1.500       1.000        687               9/25/2006            60    Y                                                  24   H
        2505   P               P                R                               73                  1                      1   A4AL                         50      7.625                     1                         245000.00     79.59         0.00                79.59              195000.00              195000.00             0.00             0.00                 360                     357               360     79936   TX                      4.625     13.625        4.625      1.500       1.000        612               9/19/2006            60    N                                                  24   H
        2506   S               P                C                               73                  1                      1   A4AL                         37      8.750                     1                         133000.00     80.00        17.74                97.74              106400.00              106215.01         23600.00             0.00                 360                     357               360     74017   OK                      5.750     14.750        5.750      1.500       1.000        585               9/20/2006             0    N                                                  24   H
        2507   S               P                C                               73                  1                      1   AXAL                         48      9.750                     1                         152000.00     80.00         0.00                80.00              121600.00              121537.27             0.00             0.00                 360                     357               480     67114   KS                      6.750     15.750        6.750      1.500       1.000        542               9/20/2006             0    N                                                   0
        2508   S               P                C                               73                  1    C1                    B AL                         42      9.375                     1                         174000.00     80.00         0.00                80.00              139200.00              138987.45             0.00             0.00                 360                     357               360     49684   MI                      6.375     15.375        6.375      1.500       1.000        567               9/20/2006             0    N                                                  24   H
        2509   P               P                R                               73                  1    C4                    A4AL                         44      8.375                     1                         408000.00     85.00         0.00                85.00              346800.00              346148.82             0.00             0.00                 360                     357               360     98321   WA                      5.375     14.375        5.375      1.500       1.000        619               9/11/2006             0    N                                                  24   H
        2510   S               P                C                               73                  1                      1   AXAL                         49      8.750                     1                         265000.00     80.00         0.00                80.00              212000.00              211631.42             0.00             0.00                 360                     357               360     48362   MI                      5.750     14.750        5.750      1.500       1.000        569               9/19/2006             0    N                                                  24   H
        2511   S               P                C                               10                  1                      1   A4AL                         32      9.875                     1                          86000.00     80.00         0.00                80.00               68800.00               68705.47             0.00             0.00                 360                     357               360     38109   TN                      0.000      0.000        0.000      0.000       0.000        519               9/19/2006             0    N                                                  36   H
        2512   S               P                P                                7                  2                      1   A5AL                         48     11.625                     1                         186000.00    100.00         0.00               100.00               37200.00               37146.19             0.00        148800.00                 180                     177               360     33624   FL                      0.000      0.000        0.000      0.000       0.000        687               9/25/2006             0    Y                                                   0
        2513   S               P                P                               74                  1                      1   A4AL                         50      7.000                     1                         129500.00     80.00        20.00               100.00              103600.00              103343.76         25900.00             0.00                 360                     357               360     72908   AR                      4.000     13.000        4.000      1.500       1.000        649               9/22/2006             0    N                                                  36   H
        2514   C               P                C                               10                  1                      1   B AL                         44      8.750                     1                         200000.00     57.50         0.00                57.50              115000.00              114800.04             0.00             0.00                 360                     357               360     34233   FL                      0.000      0.000        0.000      0.000       0.000        583               9/19/2006             0    N                                                  36   H
        2515   S               P                C                               10                  1                      1   A5AL                         45      8.750                     1                         265000.00     56.60         0.00                56.60              150000.00              149739.21             0.00             0.00                 360                     357               360      7461   NJ                      0.000      0.000        0.000      0.000       0.000        536               9/20/2006             0    Y                                                   0
        2516   S               P                P                               73                  1                      1   A5AL                         50      8.375                     1                         184500.00     80.00        20.00               100.00              147600.00              147322.84         36900.00             0.00                 360                     357               360     19720   DE                      5.500     14.375        5.500      1.500       1.000        634               9/25/2006             0    Y                                                  24   H
        2517   S               P                P                               73                  1    C4                    A4AL                         50      8.750                     1                         210000.00     95.00         0.00                95.00              199500.00              199361.32             0.00             0.00                 360                     357               480     93705   CA                      5.750     14.750        5.750      1.500       1.000        630               9/14/2006             0    N                                                  24   H
        2518   S               S                C                               73                  1    C4                    A4AL                         17     10.125                     1                          91000.00     95.00         0.00                95.00               86450.00               86337.34             0.00             0.00                 360                     357               360     28328   NC                      7.125     16.125        7.125      1.500       1.000        685               9/19/2006             0    N                                                   0
        2519   S               P                C                               73                  1                      1   A4AL                         50      8.125                     1                         180000.00     79.11         0.00                79.11              142400.00              142118.65             0.00             0.00                 360                     357               360      6095   CT                      5.625     14.125        5.625      1.500       1.000        512               9/20/2006             0    N                                                  24   H
        2520   S               P                C                               73                  1                      1   AXAL                         41      8.375                     1                         182000.00     80.00         0.00                80.00              145600.00              145326.60             0.00             0.00                 360                     357               360     84116   UT                      5.375     14.375        5.375      1.500       1.000        550               9/20/2006             0    N                                                  24   H
        2521   S               P                C                               10                  1                      1   A4AL                         49      9.625                     1                         185000.00     84.86         0.00                84.86              157000.00              156772.56             0.00             0.00                 360                     357               360      4496   ME                      0.000      0.000        0.000      0.000       0.000        533               9/19/2006             0    N                                                   0
        2522   S               P                C                               10                  1                      1   A4AL                         29      8.500                     1                         115000.00     56.52         0.00                56.52               65000.00               64881.05             0.00             0.00                 360                     357               360     43701   OH                      0.000      0.000        0.000      0.000       0.000        599               9/19/2006             0    N                                                  36   H
        2523   S               P                R                               10                  1                      1   A4AL                         19      9.750                     1                          83500.00     90.00         0.00                90.00               75150.00               75043.97             0.00             0.00                 360                     357               360     36351   AL                      0.000      0.000        0.000      0.000       0.000        547               9/19/2006             0    N                                                  36   H
        2524   S               P                C                               74                  1    C4                    A4AL                         44      8.625                     1                         325000.00     90.00         0.00                90.00              292500.00              292289.04             0.00             0.00                 360                     357               480     33068   FL                      5.625     14.625        5.625      1.500       1.000        580               9/20/2006             0    N                                                  36   H
        2525   S               P                C                               73                  1    C4                    A5AL                         48      8.125                     1                         133000.00     75.19         0.00                75.19              100000.00               99802.41             0.00             0.00                 360                     357               360     62035   IL                      5.125     14.125        5.125      1.500       1.000        615               9/19/2006             0    Y                                                  24   H
        2526   F               P                R                               10                  1                      1   A4AL                         50      9.375                     1                          88000.00    100.00         0.00               100.00               88000.00               87655.23             0.00             0.00                 360                     357               360     44004   OH                      0.000      0.000        0.000      0.000       0.000        633               9/20/2006             0    N                                                  36   H
        2527   S               P                C                               10                  1                      1   A4AL                         46      8.375                     1                         273000.00     84.25         0.00                84.25              230000.00              229568.12             0.00             0.00                 360                     357               360     99208   WA                      0.000      0.000        0.000      0.000       0.000        529               9/19/2006             0    N                                                  36   H
        2528   P               P                C                               10                  1    C4                    A4AL                         44      9.125                     1                         416000.00     80.00        15.00                95.00              332800.00              332800.00         62400.00             0.00                 360                     357               360     85260   AZ                      0.000      0.000        0.000      0.000       0.000        673               9/19/2006            60    N                                                  36   H
        2529   P               P                C                               10                  2    C4                    A4AL                         44     11.375                     1                         416000.00     95.00         0.00                95.00               62400.00               62337.92             0.00        332800.00                 360                     357               360     85260   AZ                      0.000      0.000        0.000      0.000       0.000        673               9/19/2006             0    N                                                  36   H
        2530   F               P                C                               73                  1                      1   A4AL                         51      9.750                     1                         105000.00     85.00         0.00                85.00               89250.00               89124.06             0.00             0.00                 360                     357               360     53206   WI                      6.350     15.750        6.350      1.500       1.000        562              10/13/2006             0    N                                                  24   H
        2531   S               P                C                               73                  1    C4                    A4AL                         22      8.750                     1                         120000.00     80.00         0.00                80.00               96000.00               95833.10             0.00             0.00                 360                     357               360     79938   TX                      5.750     14.750        5.750      1.500       3.000        560               9/20/2006             0    N                                                   0
        2532   S               P                P                               73                  1    C4                    A4AL                         41      8.125                     1                         100000.00     80.00        20.00               100.00               80000.00               79933.25         20000.00             0.00                 360                     357               480     99336   WA                      5.125     14.125        5.125      1.500       1.000        653               9/21/2006             0    N                                                  24   H
        2533   S               P                P                                7                  2    C4                    A4AL                         41     12.750                     1                         100000.00    100.00         0.00               100.00               20000.00               19980.33             0.00         80000.00                 180                     176               360     99336   WA                      0.000      0.000        0.000      0.000       0.000        653               9/21/2006             0    N                                                   0
        2534   P               P                P                               73                  1    C4                    A5AL                         44      9.250                     1                         150900.00     89.99         0.00                89.99              135800.00              135587.17             0.00             0.00                 360                     357               360     81503   CO                      6.250     15.250        6.250      1.500       1.000        612               9/22/2006             0    Y                                                  24   H
        2535   S               I                C                               74                  1    C4                    A4AL                         40      8.875                     1                         304000.00     79.93         0.00                79.93              243000.00              242588.27             0.00             0.00                 360                     357               360     33177   FL                      5.875     14.875        5.875      1.500       1.000        676               9/25/2006             0    N                                                   0
        2536   S               P                C                               73                  1    C7                    A4AL                         50      9.050                     1                         310000.00     72.00         0.00                72.00              223200.00              222835.31             0.00             0.00                 360                     357               360     32708   FL                      5.950     15.050        9.050      1.500       1.000        642               9/11/2006             0    N                                                  24   H
        2537   S               P                P                               74                  1                      1   AXAL                         53     10.400                     1                         280597.00     90.00         0.00                90.00              252537.00              252226.69             0.00             0.00                 360                     357               360     43021   OH                      7.300     16.400       10.400      1.500       1.000        545               9/14/2006             0    N                                                  36   H
        2538   S               P                C                               10                  1    C4                    A4AL                         35     10.600                     1                          69000.00     95.00         0.00                95.00               65550.00               65472.83             0.00             0.00                 360                     357               360     46805   IN                      0.000      0.000        0.000      0.000       0.000        681               9/15/2006             0    N                                                  36   H
        2539   S               P                C                               73                  1    C4                    A4AL                         48      8.650                     1                         695000.00     53.96         0.00                53.96              375000.00              374334.46             0.00             0.00                 360                     357               360     34787   FL                      5.500     14.650        8.650      1.500       1.000        575               9/11/2006             0    N                                                  12   H
        2540   S               P                P                               73                  1    C4                    A4AL                         36      9.450                     1                         130900.00    100.00         0.00               100.00              130900.00              130826.10             0.00             0.00                 360                     357               480     53144   WI                      5.950     15.450        5.950      1.500       1.000        661               9/20/2006             0    N                                                  24   H
        2541   S               P                C                               73                  1                      1   A5AL                         47      9.550                     1                          86000.00     65.00         0.00                65.00               55900.00               55817.72             0.00             0.00                 360                     357               360     53206   WI                      6.150     15.550        6.150      1.500       1.000        561               9/21/2006             0    Y                                                  24   H
        2542   P               I                C                               73                  1    C4                    A4AL                         14      8.250                     1                         216800.00     79.34         0.00                79.34              172000.00              171667.86             0.00             0.00                 360                     357               360     33637   FL                      5.150     14.250        8.250      1.500       1.000        682               9/18/2006             0    N                                                  24   H
        2543   S               P                C                               10                  1                      1   A4AL                         50      9.800                     1                          94000.00     80.00         4.26                84.26               75200.00               75059.42          4000.00             0.00                 360                     356               360     43219   OH                      0.000      0.000        0.000      0.000       0.000        510                8/8/2006             0    N                                                  36   H
        2544   S               P                C                               73                  1    C4                    A4AL                         51      9.300                     1                         288000.00     81.60         0.00                81.60              235000.00              234635.51             0.00             0.00                 360                     357               360     60188   IL                      5.400     15.300        9.300      1.500       1.000        617               9/20/2006             0    N                                                   0
        2545   S               P                C                               73                  1                      1   A5AL                         40      8.250                     1                          92500.00     90.00         0.00                90.00               83250.00               83250.00             0.00             0.00                 360                     357               360     81082   CO                      6.250     14.250        8.250      1.500       1.000        663                9/1/2006            60    Y                                                  24   H
        2546   T               P                C                               73                  1    C4                    A4AL                         29      7.950                     1                         245000.00     88.78         0.00                88.78              217500.00              216904.43             0.00             0.00                 360                     356               360     33414   FL                      4.500     13.950        7.950      1.500       1.000        605               9/15/2006             0    N                                                  24   H
        2547   S               P                C                               10                  1                      1   A4AL                         49     10.450                     1                          80000.00     95.00         0.00                95.00               76000.00               75905.94             0.00             0.00                 360                     357               360     70764   LA                      0.000      0.000        0.000      0.000       0.000        584                9/7/2006             0    N                                                  36   H
        2548   S               P                C                               10                  1    C3                    A4AL                         47      7.990                     1                         345000.00     80.00         0.00                80.00              276000.00              275439.57             0.00             0.00                 360                     357               360     47501   IN                      0.000      0.000        0.000      0.000       0.000        601               9/12/2006             0    N                                                  36   H
        2549   P               P                C                               10                  1                      1   A5AL                         44     10.150                     1                         185000.00     80.00         0.00                80.00              148000.00              147805.31             0.00             0.00                 360                     357               360     46307   IN                      0.000      0.000        0.000      0.000       0.000        516               9/15/2006             0    Y                                                  36   H
        2550   S               P                P                               74                  1                      1   A4AL                         27      9.890                     1                         173000.00     91.41         0.00                91.41              158139.00              157848.95             0.00             0.00                 360                     356               360     64024   MO                      8.000     15.890        9.890      1.500       1.000        656                8/9/2006             0    N                                                  36   H
        2551   S               P                P                               74                  1                      1   A5AL                         31      8.590                     1                         360000.00     95.00         0.00                95.00              342000.00              341666.52             0.00             0.00                 360                     356               480      7083   NJ                      7.590     14.590        8.590      1.500       1.000        686               8/28/2006             0    Y                                                   0
        2552   S               P                C                               74                  1                      1   A4AL                         37      7.190                     1                         295000.00     95.00         0.00                95.00              280250.00              279944.53             0.00             0.00                 360                     357               480     95357   CA                      6.190     13.190        7.190      1.500       1.000        662                9/1/2006             0    N                                                  36   H
        2553   S               I                R                               10                  1                      1   A4AL                         30     10.440                     1                          73000.00     81.05         0.00                81.05               59166.00               59069.45             0.00             0.00                 360                     356               360     39209   MS                      0.000      0.000        0.000      0.000       0.000        698                9/8/2006             0    N                                                  36   H
        2554   P               S                P                               74                  1                      1   A5AL                         49      9.730                     1                         131000.00     94.27         0.00                94.27              123499.00              123391.28             0.00             0.00                 360                     355               480     27604   NC                      8.000     15.730        9.730      1.500       1.000        627               8/25/2006             0    Y                                                   0
        2555   S               P                P                               74                  1    C4                    A5AL                         45     10.240                     1                         145000.00     95.00         0.00                95.00              137750.00              137515.44             0.00             0.00                 360                     356               360     37370   TN                      8.000     16.240       10.240      1.500       1.000        656                9/6/2006             0    Y                                                  12   H
        2556   S               P                P                               74                  1                      1   A5AL                         26     10.640                     1                          72000.00     95.00         0.00                95.00               68400.00               68293.07             0.00             0.00                 360                     356               360     29728   SC                      8.000     16.640       10.640      1.500       1.000        685                9/5/2006             0    Y                                                   0
        2557   S               P                C                               74                  1                      1   A5AL                         50     10.110                     1                         170000.00     95.00         0.00                95.00              161500.00              161217.29             0.00             0.00                 360                     356               360     68137   NE                      8.000     16.110       10.110      1.500       1.000        597               8/29/2006             0    Y                                                  36   H
        2558   S               P                C                               74                  1    C4                    A4AL                         41      8.970                     1                         582000.00     94.50         0.00                94.50              550000.00              550000.00             0.00             0.00                 360                     357               360     12065   NY                      7.970     14.970        8.970      1.500       1.000        606                9/6/2006            60    N                                                   0
        2559   S               P                C                               10                  1                      1   A4AL                         50      8.790                     1                         140000.00     95.00         0.00                95.00              133000.00              132770.65             0.00             0.00                 360                     357               360     44215   OH                      0.000      0.000        0.000      0.000       0.000        606                9/6/2006             0    N                                                  36   H
        2560   S               P                P                               74                  1    C4                    A5AL                         50      9.690                     1                         125000.00     95.00         0.00                95.00              118750.00              118580.30             0.00             0.00                 360                     357               360     18640   PA                      8.690     15.690        9.690      1.500       1.000        595                9/8/2006             0    Y                                                  36   H
        2561   S               P                C                               74                  1                      1   A4AL                         52      8.990                     1                         340000.00     95.00         0.00                95.00              323000.00              322465.61             0.00             0.00                 360                     357               360     21777   MD                      7.240     14.990        8.990      1.500       1.000        580                9/1/2006             0    N                                                   0
        2562   P               P                C                               74                  1    C4                    A4AL                         50      8.740                     1                         254000.00     95.00         0.00                95.00              241300.00              241131.73             0.00             0.00                 360                     357               480     19701   DE                      7.740     14.740        8.740      1.500       1.000        652               8/30/2006             0    N                                                  36   H
        2563   S               P                R                               74                  1                      1   AXAL                         48     10.490                     1                         170000.00     95.00         0.00                95.00              161500.00              161410.88             0.00             0.00                 360                     356               480     53937   WI                      8.000     16.490       10.490      1.500       1.000        590               8/18/2006             0    N                                                   0
        2564   S               P                P                               74                  1                      1   A5AL                         49      9.240                     1                         260000.00     95.00         0.00                95.00              247000.00              246480.76             0.00             0.00                 360                     356               360      6615   CT                      8.000     15.240        9.240      1.500       1.000        598               8/30/2006             0    Y                                                  36   H
        2565   S               P                P                               74                  1                      1   A4AL                         37      8.290                     1                         159000.00     95.00         0.00                95.00              151050.00              150663.87             0.00             0.00                 360                     356               360     97836   OR                      7.290     14.290        8.290      1.500       1.000        637               8/30/2006             0    N                                                  36   H
        2566   F               P                C                               74                  1    C4                    AXAL                         36      8.990                     1                         310000.00     95.00         0.00                95.00              294500.00              294309.27             0.00             0.00                 360                     357               480     98371   WA                      7.990     14.990        8.990      1.500       1.000        684                9/1/2006             0    N                                                  12   H
        2567   S               P                P                               74                  1                      1   AXAL                         48      9.240                     1                         237500.00     95.00         0.00                95.00              225625.00              225270.63             0.00             0.00                 360                     357               360     98682   WA                      8.240     15.240        9.240      1.500       1.000        584                9/1/2006             0    N                                                  36   H
        2568   P               S                C                               74                  1    C3                    A4AL                          7      8.990                     1                         655000.00     94.99         0.00                94.99              622185.00              620308.48             0.00             0.00                 360                     356               360     34698   FL                      7.990     14.990        8.990      1.500       1.000        693               8/25/2006             0    N                                                  12   H
        2569   S               P                C                               74                  1                      1   A5AL                         40      8.790                     1                         150000.00     93.33         0.00                93.33              140000.00              139758.57             0.00             0.00                 360                     357               360     85335   AZ                      7.790     14.790        8.790      1.500       1.000        606               9/15/2006             0    Y                                                  36   H
        2570   S               P                C                               10                  1    C4                    A4AL                         49      8.600                     1                         238000.00     79.00         0.00                79.00              188020.00              188020.00             0.00             0.00                 360                     357               360     33004   FL                      0.000      0.000        0.000      0.000       0.000        669               9/11/2006            60    N                                                  36   H
        2571   S               P                C                               10                  1                      1   A4AL                         32     10.790                     1                          93000.00     90.00         0.00                90.00               83700.00               83605.44             0.00             0.00                 360                     357               360     46816   IN                      0.000      0.000        0.000      0.000       0.000        541               9/22/2006             0    N                                                  36   H
        2572   S               P                C                               73                  1                      1   A4AL                         49      7.500                     1                         110000.00     80.00         0.00                80.00               88000.00               87802.84             0.00             0.00                 360                     357               360     53511   WI                      4.500     13.500        4.500      1.500       1.000        633               9/14/2006             0    N                                                  12   H
        2573   S               P                C                               73                  1                      1   A4AL                         36      8.690                     1                         118000.00     94.92         0.00                94.92              112000.00              111920.77             0.00             0.00                 360                     357               480     53204   WI                      5.290     14.690        8.690      1.500       1.000        664               9/21/2006             0    N                                                  24   H
        2574   S               P                C                               73                  1    C4                    A4AL                         45      9.990                     1                         280000.00     95.00         0.00                95.00              266000.00              265643.29             0.00             0.00                 360                     357               360     55024   MN                      6.890     15.990        9.999      1.500       1.000        583               9/21/2006             0    N                                                  24   H
        2575   S               P                C                               73                  1                      1   A4AL                         49      7.550                     1                         126000.00     65.00         0.00                65.00               81900.00               81718.32             0.00             0.00                 360                     357               360     30741   GA                      4.150     13.550        4.150      1.500       1.000        556               9/21/2006             0    N                                                  12   H
        2576   S               P                P                               74                  1                      1   A5AL                         44      9.000                     1                         142000.00     90.00         0.00                90.00              127800.00              127587.28             0.00             0.00                 360                     357               360     49418   MI                      5.700     15.000        9.000      1.500       1.000        545               9/19/2006             0    Y                                                  36   H
        2577   C               P                C                               73                  1                      1   A4AL                         39      7.875                     1                         151000.00     77.15         0.00                77.15              116500.00              116257.89             0.00             0.00                 360                     357               360     33025   FL                      6.375     14.875        6.375      1.500       1.000        588                9/7/2006             0    N                                                  24   H
        2578   P               P                C                               74                  1                      1   A4AL                         42      7.625                     1                         230000.00     95.00         0.00                95.00              218500.00              218500.00             0.00             0.00                 360                     357               360     85043   AZ                      4.625     13.625        4.625      1.500       1.000        699               9/15/2006            60    N                                                  36   H
        2579   S               P                C                               10                  1                      1   A4AL                         43      8.675                     1                         114000.00     80.00         0.00                80.00               91200.00               91038.94             0.00             0.00                 360                     357               360     36609   AL                      0.000      0.000        0.000      0.000       0.000        573               9/21/2006             0    N                                                  24   H
        2580   S               P                C                               73                  1                      1   A4AL                         52      9.250                     1                         182000.00    100.00         0.00               100.00              182000.00              181714.76             0.00             0.00                 360                     357               360     53186   WI                      6.250     15.250        6.250      1.500       1.000        623               9/19/2006             0    N                                                  24   H
        2581   S               P                C                               73                  1                      1   AMAL                         30      8.750                     1                         158000.00     49.37         0.00                49.37               78000.00               77818.50             0.00             0.00                 360                     356               360     32792   FL                      7.250     15.750        7.250      1.500       1.000        511               8/25/2006             0    N                                                  24   H
        2582   S               P                C                               73                  1    C4                    A4AL                         45      7.375                     1                         550000.00     74.91         0.00                74.91              412000.00              411430.02             0.00             0.00                 360                     356               480     93901   CA                      6.000     14.375        6.000      1.500       1.000        597               8/11/2006             0    N                                                  24   H
        2583   S               P                C                               73                  1                      1   A4AL                         45      8.125                     1                         215000.00     80.00         0.00                80.00              172000.00              171545.33             0.00             0.00                 360                     356               360     32808   FL                      7.125     15.125        7.125      1.500       1.000        563                8/3/2006             0    N                                                  24   H
        2584   S               P                P                               73                  1    C4                    A5AL                         47      8.125                     1                         360000.00     80.00        20.00               100.00              288000.00              287596.77         72000.00             0.00                 360                     355               480     34983   FL                      6.625     15.125        6.625      1.500       1.000        645                8/4/2006             0    Y                                                  24   H
        2585   P               P                C                               73                  1    C1                    AXAL                         40      7.875                     1                         340000.00     95.00         0.00                95.00              323000.00              321644.23             0.00             0.00                 360                     354               360     20707   MD                      6.875     14.875        6.875      1.500       1.000        627               6/28/2006             0    N                                                  24   H
        2586   C               P                C                               73                  1    C7                    B AL                         49      9.375                     1                         296000.00     54.05         0.00                54.05              160000.00              159876.32             0.00             0.00                 360                     356               480     20902   MD                      6.875     16.375        6.875      1.500       1.000        607                8/9/2006             0    N                                                   0
        2587   S               P                P                               73                  1    C7                    A5AL                         28      8.375                     1                         350000.00     80.00         0.00                80.00              280000.00              279709.32             0.00             0.00                 360                     356               480     20735   MD                      6.875     15.375        6.875      1.500       1.000        600               8/24/2006             0    Y                                                   0
        2588   S               P                C                               73                  1    C4                    AXAL                         42      8.850                     1                         167000.00     64.97         0.00                64.97              108500.00              108315.22             0.00             0.00                 360                     357               360      4653   ME                      5.750     14.850        5.750      1.500       1.000        587               9/18/2006             0    N                                                   0
        2589   S               P                P                               73                  1    C4                    A5AL                         44      9.600                     1                         257000.00     95.00         0.00                95.00              244150.00              243768.65             0.00             0.00                 360                     357               360     32725   FL                      7.600     15.600        9.600      1.500       1.000        634               9/22/2006             0    Y                                                  24   H
        2590   S               P                C                               73                  1    C7                    A5AL                         45      8.125                     1                         437000.00     69.91         0.00                69.91              305500.00              305500.00             0.00             0.00                 360                     356               360     33919   FL                      6.625     15.125        6.625      1.500       1.000        674               8/24/2006            60    Y                                                  24   H
        2591   S               P                P                               73                  1    C4                    A5AL                         23     10.250                     1                         180000.00     95.00         0.00                95.00              171000.00              170709.48             0.00             0.00                 360                     356               360     21206   MD                      9.250     17.250        9.250      1.500       1.000        628               8/11/2006             0    Y                                                   0
        2592   F               I                C                               10                  1    C4                    A4AL                         28      8.375                     1                         485000.00     69.07         0.00                69.07              335000.00              332171.28             0.00             0.00                 180                     177               180     55116   MN                      0.000      0.000        0.000      0.000       0.000        698               9/26/2006             0    N                                                  36   H
        2593   T               P                C                               73                  1                      1   A4AL                         29      7.750                     1                         228000.00     95.00         0.00                95.00              216600.00              216330.66             0.00             0.00                 360                     356               480     20743   MD                      6.250     14.750        6.250      1.500       1.000        663               8/17/2006             0    N                                                  24   H
        2594   S               P                C                               73                  1    C4                    A4AL                         36      9.375                     1                         253000.00     51.38         0.00                51.38              130000.00              129680.93             0.00             0.00                 360                     357               360     32818   FL                      5.875     15.375        9.375      1.500       1.000        522               9/19/2006             0    N                                                  24   H
        2595   S               P                C                                7                  1    C4                    A4AL                         25      7.465                     1                         125000.00     68.00         0.00                68.00               85000.00               84911.43             0.00             0.00                 360                     357               480     18017   PA                      0.000      0.000        0.000      0.000       0.000        636               9/21/2006             0    N                                                  36   H
        2596   S               P                R                               10                  1                      1   AXAL                         41      8.500                     1                         165000.00     79.52         0.00                79.52              131200.00              130959.87             0.00             0.00                 360                     357               360     38801   MS                      0.000      0.000        0.000      0.000       0.000        633               9/21/2006             0    N                                                  36   H
        2597   S               P                R                               74                  1                      1   A4AL                         48      8.375                     1                         240000.00    100.00         0.00               100.00              240000.00              240000.00             0.00             0.00                 360                     357               360     23666   VA                      5.375     14.375        5.375      1.500       1.000        624               9/21/2006            60    N                                                  36   H
        2598   S               P                C                               73                  1    C4                    A5AL                         47      8.000                     1                         318400.00     80.00         0.00                80.00              254720.00              254203.82             0.00             0.00                 360                     357               360     23456   VA                      5.000     14.000        5.000      1.500       1.000        628               9/13/2006             0    Y                                                  24   H
        2599   S               P                P                               73                  1                      1   A5AL                         49      8.625                     1                         103500.00     80.00        20.00               100.00               82800.00               82652.29         20700.00             0.00                 360                     357               360     46614   IN                      5.625     14.625        5.625      1.500       1.000        597               9/26/2006             0    Y                                                  24   H
        2600   S               S                P                               10                  1    C4                    A4AL                         49      9.250                     1                         145000.00     95.00         0.00                95.00              137750.00              137534.09             0.00             0.00                 360                     357               360     48444   MI                      0.000      0.000        0.000      0.000       0.000        685               9/26/2006             0    N                                                  36   H
        2601   P               P                P                               73                  1                      1   A5AL                         33      8.750                     1                         173500.00     80.00        20.00               100.00              138800.00              138558.67         34700.00             0.00                 360                     357               360     77059   TX                      5.750     14.750        5.750      1.500       1.000        588               9/21/2006             0    Y                                                  24   H
        2602   S               P                C                               73                  1                      1   AMAL                         46      9.250                     1                         187000.00     90.00         0.00                90.00              168300.00              168036.23             0.00             0.00                 360                     357               360     24522   VA                      6.250     15.250        6.250      1.500       1.000        615               9/21/2006             0    N                                                  24   H
        2603   S               P                C                               10                  1                      1   A5AL                         48      8.375                     1                         259000.00     80.00         0.00                80.00              207200.00              206810.93             0.00             0.00                 360                     357               360     33913   FL                      0.000      0.000        0.000      0.000       0.000        632               9/21/2006             0    Y                                                  36   H
        2604   P               P                P                               74                  1    C4                    A5AL                         51      8.500                     1                         530000.00     69.81         0.00                69.81              370000.00              369322.79             0.00             0.00                 360                     357               360     85212   AZ                      5.500     14.500        5.500      1.500       1.000        584               9/20/2006             0    Y                                                  36   H
        2605   S               P                C                               10                  1    C1                    A5AL                         47      8.125                     1                         185000.00     70.00         0.00                70.00              129500.00              129244.15             0.00             0.00                 360                     357               360     32771   FL                      0.000      0.000        0.000      0.000       0.000        578               9/21/2006             0    Y                                                  36   H
        2606   S               P                P                               10                  1    C4                    A4AL                         50      7.500                     1                         245000.00     80.00        20.00               100.00              196000.00              195560.89         49000.00             0.00                 360                     357               360     85367   AZ                      0.000      0.000        0.000      0.000       0.000        663               9/20/2006             0    N                                                  36   H
        2607   S               P                P                                7                  2    C4                    A4AL                         50     12.375                     1                         245000.00    100.00         0.00               100.00               49000.00               48960.91             0.00        196000.00                 180                     177               360     85367   AZ                      0.000      0.000        0.000      0.000       0.000        663               9/20/2006             0    N                                                   0
        2608   S               P                C                               10                  1                      1   A5AL                         20      7.875                     1                         159000.00     31.45         0.00                31.45               50000.00               49896.11             0.00             0.00                 360                     357               360     85205   AZ                      0.000      0.000        0.000      0.000       0.000        648               9/18/2006             0    Y                                                   0
        2609   S               P                R                               73                  1                      1   A5AL                         27      9.750                     1                          74000.00     73.65         0.00                73.65               54500.00               54359.06             0.00             0.00                 360                     357               360     40215   KY                      6.750     15.750        6.750      1.500       1.000        512               9/21/2006             0    Y                                                  24   H
        2610   S               P                C                               10                  1                      1   A4AL                         50      8.375                     1                         147000.00     90.00         0.00                90.00              132300.00              132051.56             0.00             0.00                 360                     357               360     85648   AZ                      0.000      0.000        0.000      0.000       0.000        609               9/15/2006             0    N                                                  36   H
        2611   S               P                C                               10                  1                      1   A4AL                         35      9.500                     1                         126000.00     79.37         0.00                79.37              100000.00               99851.28             0.00             0.00                 360                     357               360     48737   MI                      0.000      0.000        0.000      0.000       0.000        545               9/21/2006             0    N                                                  36   H
        2612   S               P                C                               74                  1                      1   A4AL                         33      7.750                     1                         186000.00     85.00         0.00                85.00              158100.00              157702.29             0.00             0.00                 360                     357               360     84070   UT                      4.750     13.750        4.750      1.500       1.000        615               9/21/2006             0    N                                                  36   H
        2613   S               P                C                               10                  1                      1   A4AL                         26      7.500                     1                         105000.00     65.00         0.00                65.00               68250.00               68097.11             0.00             0.00                 360                     357               360     73120   OK                      0.000      0.000        0.000      0.000       0.000        697               9/21/2006             0    N                                                  36   H
        2614   S               P                C                               74                  1    C4                    A4AL                         39      8.375                     1                         146000.00     80.00        15.00                95.00              116800.00              116800.00         21900.00             0.00                 360                     357               360     55106   MN                      5.375     14.375        5.375      1.500       1.000        647               9/21/2006            60    N                                                  36   H
        2615   S               P                C                               73                  1                      1   A4AL                         50      9.125                     1                         163000.00     73.62         0.00                73.62              120000.00              119925.33             0.00             0.00                 360                     357               480     85223   AZ                      6.125     15.125        6.125      1.500       1.000        515               9/19/2006             0    N                                                  24   H
        2616   S               P                C                               10                  1                      1   AXAL                         43      8.500                     1                         105000.00     79.52         0.00                79.52               83500.00               83347.18             0.00             0.00                 360                     357               360     35215   AL                      0.000      0.000        0.000      0.000       0.000        592               9/21/2006             0    N                                                  36   H
        2617   S               P                C                               73                  1                      1   A5AL                         37      9.375                     1                         120000.00     75.00         0.00                75.00               90000.00               89862.60             0.00             0.00                 360                     357               360     56037   MN                      6.250     15.375        6.250      1.500       1.000        523               9/21/2006             0    Y                                                  24   H
        2618   S               P                C                               73                  1    C4                    A5AL                         22      8.875                     1                          96000.00     85.00         0.00                85.00               81600.00               81461.73             0.00             0.00                 360                     357               360     36203   AL                      5.875     14.875        5.875      1.500       1.000        582               9/21/2006             0    Y                                                  24   H
        2619   S               P                P                                7                  2                      1   A5AL                         49     13.750                     1                         103500.00    100.00         0.00               100.00               20700.00               20687.89             0.00         82800.00                 180                     177               360     46614   IN                      0.000      0.000        0.000      0.000       0.000        597               9/26/2006             0    Y                                                   0
        2620   S               P                C                               10                  1    C4                    A4AL                         28      6.875                     1                         460000.00     36.74         0.00                36.74              169000.00              168571.62             0.00             0.00                 360                     357               360     34607   FL                      0.000      0.000        0.000      0.000       0.000        637               9/21/2006             0    N                                                  24   H
        2621   S               P                P                               10                  1                      1   A5AL                         49     10.125                     1                          81800.00     90.00         0.00                90.00               73620.00               73524.06             0.00             0.00                 360                     357               360     78577   TX                      0.000      0.000        0.000      0.000       0.000        561               9/21/2006             0    Y                                                  36   H
        2622   F               P                C                               73                  1                      1   A4AL                         48      8.890                     1                         177000.00     83.62         0.00                83.62              148000.00              147901.27             0.00             0.00                 360                     357               480     53210   WI                      5.390     14.890        5.390      1.500       1.000        539               9/21/2006             0    N                                                  24   H
        2623   F               P                C                               73                  1    C4                    A4AL                         49      7.990                     1                         570000.00     85.00         0.00                85.00              484500.00              483482.66             0.00             0.00                 360                     357               360     11418   NY                      4.590     13.990        4.590      1.500       1.000        643               9/18/2006            60    N                                                  24   H
        2624   P               P                P                               73                  1    C4                    A5AL                         33      7.875                     1                         250000.00     80.00        20.00               100.00              200000.00              199820.63         50000.00             0.00                 360                     357               480     85339   AZ                      6.750     13.875        7.875      1.500       1.000        672               9/15/2006             0    Y                                                  12   H
        2625   S               P                P                                7                  1    C1                    A4AL                         43      8.875                     1                         120600.00     80.00        20.00               100.00               96480.00               96415.35         24120.00             0.00                 360                     357               480     30120   GA                      0.000      0.000        0.000      0.000       0.000        612               9/15/2006             0    N                                                   0
        2626   S               P                P                               73                  1                      1   A5AL                         38      8.375                     1                         196000.00     80.00        20.00               100.00              156800.00              156677.66         39200.00             0.00                 360                     357               480     97322   OR                      6.750     14.370        8.370      1.500       1.000        594                9/1/2006             0    Y                                                  24   H
        2627   P               P                P                               73                  1                      1   A4AL                         50      6.625                     1                         735000.00     80.00        20.00               100.00              588000.00              588000.00        147000.00             0.00                 360                     357               360     85249   AZ                      6.125     12.625        6.625      1.500       1.000        656               9/12/2006            60    N                                                  24   H
        2628   P               P                C                               73                  1                      1   AXAL                         43      9.375                     1                          92900.00     62.97         0.00                62.97               58500.00               58410.69             0.00             0.00                 360                     357               360     27284   NC                      6.750     15.375        9.375      1.500       1.000        506               9/11/2006             0    N                                                   0
        2629   S               P                C                               73                  1    C1                    AMAL                         46      8.750                     1                         650000.00     80.00         0.00                80.00              520000.00              519095.93             0.00             0.00                 360                     357               360     89149   NV                      6.750     14.750        8.750      1.500       1.000        555                9/8/2006             0    N                                                  24   H
        2630   S               P                P                               10                  1    C1                    A4AL                         47      7.125                     1                         205000.00     80.00        20.00               100.00              164000.00              163604.21         41000.00             0.00                 360                     357               360     87410   NM                      0.000      0.000        0.000      0.000       0.000        654               9/11/2006             0    N                                                   0
        2631   S               P                C                               73                  1                      1   A4AL                         43      7.000                     1                         178000.00     80.00        20.00               100.00              142400.00              142236.29         35600.00             0.00                 360                     357               480     97383   OR                      6.500     13.000        7.000      1.500       1.000        658                9/8/2006             0    N                                                  24   H
        2632   S               P                R                               10                  1                      1   A4AL                         40      7.875                     1                         160000.00     90.00         0.00                90.00              144000.00              143700.75             0.00             0.00                 360                     357               360     87121   NM                      0.000      0.000        0.000      0.000       0.000        652               9/13/2006             0    N                                                   0
        2633   S               P                P                               73                  1    C1                    A5AL                         35      7.375                     1                         312000.00     80.00        20.00               100.00              249600.00              249341.83         62400.00             0.00                 360                     357               480     89121   NV                      6.750     13.375        7.375      1.500       1.000        629               9/12/2006             0    Y                                                  24   H
        2634   S               P                C                               73                  1                      1   A4AL                         45      9.125                     1                         245000.00     79.59         0.00                79.59              195000.00              194686.32             0.00             0.00                 360                     357               360     97027   OR                      6.750     15.125        9.125      1.500       1.000        502                9/8/2006             0    N                                                  24   H
        2635   P               P                P                               73                  1    C3                    A5AL                         47      7.000                     1                         379000.00     80.00        20.00               100.00              303200.00              302851.44         75800.00             0.00                 360                     357               480     95209   CA                      6.500     13.000        7.000      1.500       1.000        645                9/8/2006             0    Y                                                  24   H
        2636   S               P                C                               73                  1                      1   A4AL                         47      6.750                     1                         535000.00     79.63         0.00                79.63              426000.00              425900.00             0.00             0.00                 360                     357               360     92336   CA                      6.250     12.750        6.750      1.500       1.000        632                9/8/2006            60    N                                                  24   H
        2637   P               P                C                               73                  1                      1   AXAL                         49      7.375                     1                         450000.00     80.00        20.00               100.00              360000.00              359826.53         90000.00             0.00                 360                     357               600     27455   NC                      6.750     13.375        7.375      1.500       1.000        615               9/12/2006             0    N                                                   0
        2638   S               P                P                               73                  1    C4                    A5AL                         46      9.500                     1                         207000.00     85.00        15.00               100.00              175950.00              175819.00         31050.00             0.00                 360                     356               480     98660   WA                      6.750     15.500        9.500      1.500       1.000        637               8/25/2006             0    Y                                                  24   H
        2639   S               P                C                               73                  1    C1                    A4AL                         30      8.250                     1                         238000.00     95.00         0.00                95.00              226100.00              225663.11             0.00             0.00                 360                     357               360     85033   AZ                      6.750     14.250        8.250      1.500       1.000        605                9/8/2006             0    N                                                  24   H
        2640   P               P                P                               73                  1    C4                    A5AL                         46      8.875                     1                         143000.00     95.00         0.00                95.00              135850.00              135758.98             0.00             0.00                 360                     357               480     87144   NM                      6.500     14.875        8.875      1.500       1.000        626               9/12/2006             0    Y                                                   0
        2641   S               P                C                               10                  1                      1   A5AL                         27      8.375                     1                          95000.00     75.79         0.00                75.79               72000.00               71864.81             0.00             0.00                 360                     357               360     84638   UT                      0.000      0.000        0.000      0.000       0.000        659               9/11/2006             0    Y                                                  36   H
        2642   S               P                C                               73                  1                      1   AXAL                         46      7.125                     1                         162000.00     80.25         0.00                80.25              130000.00              129931.24             0.00             0.00                 360                     357               600     32771   FL                      6.625     13.125        7.125      1.500       1.000        630               9/12/2006             0    N                                                  24   H
        2643   S               P                R                               73                  1                      1   A4AL                         37      8.000                     1                         251000.00     80.00        20.00               100.00              200800.00              200624.83         50200.00             0.00                 360                     357               480     84075   UT                      6.750     14.000        8.000      1.500       1.000        599               9/13/2006             0    N                                                  24   H
        2644   S               P                P                               73                  1                      1   A5AL                         49      8.750                     1                         173200.00     80.00        20.00               100.00              138560.00              138463.67         34640.00             0.00                 360                     357               480     29715   SC                      6.750     14.750        8.750      1.500       1.000        599               9/12/2006             0    Y                                                   0
        2645   S               P                C                               73                  1    C1                    A4AL                         39      6.875                     1                         187000.00     74.87         0.00                74.87              140000.00              139832.75             0.00             0.00                 360                     357               480     98632   WA                      6.375     12.870        6.870      1.500       1.000        605                9/7/2006             0    N                                                  24   H
        2646   P               P                P                               73                  1    C1                    A5AL                         43      6.875                     1                         289500.00     80.00        20.00               100.00              231600.00              231324.27         57900.00             0.00                 360                     357               480     97018   OR                      6.375     12.875        6.875      1.500       1.000        664                9/6/2006             0    Y                                                  24   H
        2647   S               P                C                               73                  1    C4                    A4AL                         26      8.875                     1                         280000.00     42.86         0.00                42.86              120000.00              119919.61             0.00             0.00                 360                     357               480     59715   MT                      6.750     14.875        8.875      1.500       1.000        562               9/13/2006             0    N                                                  24   H
        2648   S               P                C                               73                  1    C1                    A5AL                         39      7.250                     1                         205000.00     80.00        12.68                92.68              164000.00              163917.19         26000.00             0.00                 360                     357               600     83815   ID                      6.750     13.250        7.250      1.500       1.000        602               9/12/2006             0    Y                                                  24   H
        2649   S               P                P                               73                  1                      1   A5AL                         47      7.375                     1                         425000.00     95.00         0.00                95.00              403750.00              402822.66             0.00             0.00                 360                     357               360     91042   CA                      6.750     13.370        7.370      1.500       1.000        640               9/12/2006             0    Y                                                  24   H
        2650   S               P                C                               73                  1                      1   A4AL                         49      6.875                     1                         260000.00     82.69         0.00                82.69              215000.00              214455.01             0.00             0.00                 360                     357               360     34293   FL                      6.375     12.875        6.875      1.500       1.000        623               9/11/2006             0    N                                                  24   H
        2651   S               P                C                               73                  1    C4                    A4AL                         41      8.000                     1                         181000.00     69.89         0.00                69.89              126500.00              126390.56             0.00             0.00                 360                     357               480     33584   FL                      6.750     14.000        8.000      1.500       1.000        613               9/13/2006             0    N                                                  24   H
        2652   S               P                C                               73                  1                      1   A4AL                         31      7.250                     1                         128000.00     89.84         0.00                89.84              115000.00              114678.64             0.00             0.00                 360                     357               360     32207   FL                      6.750     13.250        7.250      1.500       1.000        647               9/12/2006             0    N                                                  24   H
        2653   S               P                C                               73                  1                      1   A4AL                         32      8.750                     1                         139500.00     89.61         0.00                89.61              125000.00              124782.66             0.00             0.00                 360                     357               360     97838   OR                      6.750     14.750        8.750      1.500       1.000        548               9/11/2006             0    N                                                  24   H
        2654   S               P                P                               73                  1                      1   A5AL                         50      8.125                     1                         139000.00     80.00        20.00               100.00              111200.00              111107.21         27800.00             0.00                 360                     357               480     33880   FL                      6.750     14.125        8.125      1.500       1.000        615               9/14/2006             0    Y                                                  24   H
        2655   S               P                C                               73                  1                      1   AMAL                         32      8.000                     1                         250000.00     73.40         0.00                73.40              183500.00              183128.15             0.00             0.00                 360                     357               360     85224   AZ                      6.750     14.000        8.000      1.500       1.000        538                9/7/2006             0    N                                                  24   H
        2656   S               P                C                               73                  1    C1                    A4AL                         47      7.875                     1                         215000.00     90.00         0.00                90.00              193500.00              193421.92             0.00             0.00                 360                     357               600     83202   ID                      6.750     13.870        7.870      1.500       1.000        630               9/13/2006             0    N                                                  24   H
        2657   S               P                C                               10                  1                      1   A4AL                         35      9.500                     1                         100000.00     95.00         0.00                95.00               95000.00               94858.70             0.00             0.00                 360                     357               360     28782   NC                      0.000      0.000        0.000      0.000       0.000        635               9/15/2006             0    N                                                   0
        2658   S               P                R                                7                  1    C3                    A4AL                         42      7.500                     1                         515000.00     82.91         0.00                82.91              427000.00              426482.54             0.00             0.00                 360                     357               480     59834   MT                      0.000      0.000        0.000      0.000       0.000        676               9/11/2006             0    N                                                  36   H
        2659   S               P                R                               10                  1    C1                    A4AL                         50      7.375                     1                         166600.00     80.00        20.00               100.00              133280.00              132973.89         33320.00             0.00                 360                     357               360     30071   GA                      0.000      0.000        0.000      0.000       0.000        684               9/14/2006             0    N                                                   0
        2660   S               P                P                               73                  1                      1   A5AL                         39      7.125                     1                         445000.00     80.00        20.00               100.00              356000.00              355811.72         89000.00             0.00                 360                     357               600     92504   CA                      6.625     13.125        7.125      1.500       1.000        630               9/13/2006             0    Y                                                  24   H
        2661   S               P                C                               73                  1                      1   B AL                         48      9.375                     1                         182000.00     72.80         0.00                72.80              132500.00              132297.69             0.00             0.00                 360                     357               360     85706   AZ                      6.750     15.375        9.375      1.500       1.000        528                9/1/2006             0    N                                                  24   H
        2662   S               P                C                               73                  1                      1   A4AL                         42      8.500                     1                         208000.00     89.42         0.00                89.42              186000.00              185489.35             0.00             0.00                 360                     357               360     30344   GA                      5.200     14.500        8.500      1.500       1.000        557               9/21/2006             0    N                                                  24   H
        2663   P               P                P                               73                  1                      1   A4AL                         47      8.000                     1                         172800.00     80.00        20.00               100.00              138240.00              138240.00         34560.00             0.00                 360                     357               360     35115   AL                      5.420     14.000        5.420      1.500       1.000        607               9/22/2006            60    N                                                  24   H
        2664   S               P                C                               10                  1                      1   A4AL                         30      8.875                     1                         120000.00     95.00         0.00                95.00              114000.00              113806.83             0.00             0.00                 360                     357               360     85222   AZ                      0.000      0.000        0.000      0.000       0.000        644               9/22/2006             0    N                                                  36   H
        2665   S               P                C                               73                  1                      1   A4AL                         49      9.500                     1                         155000.00     80.00         0.00                80.00              124000.00              123815.57             0.00             0.00                 360                     357               360     60099   IL                      5.500     15.500        5.500      1.500       1.000        501               9/21/2006             0    N                                                   0
        2666   S               P                C                               10                  1                      1   A4AL                         48      7.850                     1                         310000.00     75.00         0.00                75.00              232500.00              232177.33             0.00             0.00                 360                     358               360     23185   VA                      0.000      0.000        0.000      0.000       0.000        611               9/29/2006             0    N                                                  36   H
        2667   S               P                C                               74                  1    C4                    AXAL                         34      8.300                     1                         217000.00     80.00         0.00                80.00              173600.00              173268.99             0.00             0.00                 360                     357               360     85035   AZ                      6.300     14.300        8.300      1.500       1.000        557                9/1/2006             0    N                                                  36   H
        2668   S               P                C                               10                  1    C4                    A4AL                         39      8.530                     1                         315000.00     68.25         0.00                68.25              215000.00              214608.88             0.00             0.00                 360                     357               360     55969   MN                      0.000      0.000        0.000      0.000       0.000        630               9/25/2006             0    N                                                  36   H
        2669   S               P                C                               73                  1                      1   A4AL                         49      7.990                     1                         248000.00     75.00         0.00                75.00              186000.00              185622.32             0.00             0.00                 360                     357               360     21206   MD                      4.590     13.990        4.590      1.500       1.000        570               9/21/2006             0    N                                                   0
        2670   T               P                C                               73                  1                      1   A4AL                         44      7.750                     1                         136000.00     87.50         0.00                87.50              119000.00              118746.40             0.00             0.00                 360                     357               360     19702   DE                      4.100     13.750        4.100      1.500       1.000        579               9/19/2006             0    N                                                  24   H
        2671   S               P                C                               73                  1    C4                    A4AL                         45      9.500                     1                         162000.00     74.07        18.52                92.59              120000.00              119821.50         30000.00             0.00                 360                     357               360     88345   NM                      6.500     15.500        6.500      1.500       1.000        668               9/20/2006             0    N                                                   0
        2672   S               P                C                               73                  1                      1   A4AL                         50      8.600                     1                         233900.00     80.00         0.00                80.00              187120.00              186784.48             0.00             0.00                 360                     357               360     23223   VA                      4.950     14.600        4.950      1.500       1.000        597               9/20/2006             0    N                                                  12   H
        2673   S               P                C                               10                  1    C4                    A4AL                         20      9.625                     1                          75000.00     78.93         0.00                78.93               59200.00               59114.25             0.00             0.00                 360                     357               360     56019   MN                      0.000      0.000        0.000      0.000       0.000        641               9/19/2006             0    N                                                  36   H
        2674   S               P                C                               10                  1    C1                    A4AL                         43      9.950                     1                         150000.00     80.00        20.00               100.00              120000.00              119837.72         30000.00             0.00                 360                     357               360     36301   AL                      0.000      0.000        0.000      0.000       0.000        615               10/2/2006             0    N                                                   0
        2675   S               P                C                               73                  1                      1   A5AL                         49      7.850                     1                         214000.00     80.00        20.00               100.00              171200.00              171200.00         42800.00             0.00                 360                     358               360      3884   NH                      5.850     14.850        5.850      1.500       1.000        661               10/4/2006            60    Y                                                  24   H
        2676   S               P                C                               10                  1                      1   A4AL                         41      8.500                     1                          67000.00     74.63         0.00                74.63               50000.00               49582.45             0.00             0.00                 180                     177               180     71446   LA                      0.000      0.000        0.000      0.000       0.000        634               9/22/2006             0    N                                                   0
        2677   F               P                C                               73                  1                      1   A4AL                         40      8.500                     1                         200000.00     92.50         0.00                92.50              185000.00              184775.06             0.00             0.00                 360                     358               360     12601   NY                      4.500     14.500        4.500      1.500       1.000        590              10/12/2006             0    N                                                   0
        2678   S               P                R                               10                  1                      1   A4AL                         37      9.750                     1                         112000.00     90.00         0.00                90.00              100800.00              100657.76             0.00             0.00                 360                     357               360     31909   GA                      0.000      0.000        0.000      0.000       0.000        565               9/21/2006             0    N                                                  24   H
        2679   S               P                C                               73                  1                      1   A4AL                         50      7.700                     1                         112500.00     75.00         0.00                75.00               84375.00               84028.40             0.00             0.00                 360                     357               480     53511   WI                      4.350     13.700        7.700      1.500       1.000        525               9/20/2006             0    N                                                  24   H
        2680   S               P                C                               73                  1    C4                    A4AL                         33      8.875                     1                         235000.00     91.91         0.00                91.91              216000.00              215634.03             0.00             0.00                 360                     357               360     32804   FL                      5.475     14.875        5.475      1.500       1.000        586               9/21/2006             0    N                                                  24   H
        2681   S               P                C                               10                  1                      1   B AL                         26     10.750                     1                         122500.00     70.00         0.00                70.00               85750.00               85652.29             0.00             0.00                 360                     357               360     39897   GA                      0.000      0.000        0.000      0.000       0.000        514               9/20/2006             0    N                                                  36   H
        2682   S               P                C                               73                  1                      1   A4AL                         40      7.400                     1                         220000.00     70.91         0.00                70.91              156000.00              155643.48             0.00             0.00                 360                     357               360     32818   FL                      4.300     13.400        7.400      1.500       1.000        635               9/22/2006             0    N                                                  24   H
        2683   S               P                C                               10                  1                      1   AXAL                         46      9.900                     1                         140000.00     57.86         0.00                57.86               81000.00               80889.29             0.00             0.00                 360                     357               360     72701   AR                      0.000      0.000        0.000      0.000       0.000        559               9/21/2006             0    N                                                   0
        2684   S               P                C                               74                  1    C3                    A5AL                         29      8.950                     1                         108000.00     75.00         0.00                75.00               81000.00               80864.88             0.00             0.00                 360                     357               360     36575   AL                      6.000     14.950        8.950      1.500       1.000        616               9/18/2006             0    Y                                                  36   H
        2685   S               P                C                               10                  1                      1   AMAL                         41      9.125                     1                         358000.00     75.00         0.00                75.00              268500.00              268068.09             0.00             0.00                 360                     357               360     93638   CA                      0.000      0.000        0.000      0.000       0.000        510               9/21/2006             0    N                                                  24   H
        2686   S               P                R                               10                  1    C4                    A4AL                         42      7.875                     1                          95000.00     75.36         0.00                75.36               71590.00               71441.22             0.00             0.00                 360                     357               360     40216   KY                      0.000      0.000        0.000      0.000       0.000        641               9/22/2006             0    N                                                  36   H
        2687   S               P                C                               73                  1                      1   B AL                         49      9.875                     1                         400000.00     75.00         0.00                75.00              300000.00              299582.70             0.00             0.00                 360                     357               360     11717   NY                      6.875     15.875        6.875      1.500       1.000        542               9/22/2006             0    N                                                  12   H
        2688   S               P                C                               73                  1                      1   A4AL                         28      7.250                     1                         230000.00     78.26         0.00                78.26              180000.00              179576.19             0.00             0.00                 360                     357               360     98312   WA                      4.875     13.250        4.875      1.500       1.000        666               9/22/2006             0    N                                                  24   H
        2689   S               P                C                               73                  1    C4                    A5AL                         50      7.500                     1                         385000.00     48.83         0.00                48.83              188000.00              187578.82             0.00             0.00                 360                     357               360     33193   FL                      4.500     13.500        4.500      1.500       1.000        553               9/22/2006             0    Y                                                  24   H
        2690   P               P                P                               10                  1    C4                    A4AL                         42      8.875                     1                         336588.00     80.00        20.00               100.00              269270.00              268813.78         67318.00             0.00                 360                     357               360     77388   TX                      0.000      0.000        0.000      0.000       0.000        657               9/27/2006             0    N                                                  24   H
        2691   P               P                P                               10                  2    C4                    A4AL                         42      9.990                     1                         336588.00    100.00         0.00               100.00               67318.00               67227.70             0.00        269270.00                 360                     357               360     77388   TX                      0.000      0.000        0.000      0.000       0.000        657               9/27/2006             0    N                                                   0
        2692   S               P                P                                7                  2                      1   A5AL                         44     13.750                     1                         254200.00    100.00         0.00               100.00               50840.00               50802.43             0.00        203360.00                 180                     177               360     85365   AZ                      0.000      0.000        0.000      0.000       0.000        590               9/22/2006             0    Y                                                   0
        2693   S               P                C                               73                  1                      1   AXAL                         49      8.375                     1                         210000.00     80.00         0.00                80.00              168000.00              167684.55             0.00             0.00                 360                     357               360     23231   VA                      5.375     14.375        5.375      1.500       1.000        566               9/21/2006             0    N                                                  24   H
        2694   P               P                C                               73                  1                      1   AXAL                         42      8.000                     1                         360000.00     72.50         0.00                72.50              261000.00              261000.00             0.00             0.00                 360                     357               360     22192   VA                      5.000     14.000        5.000      1.500       1.000        596               9/22/2006            60    N                                                  24   H
        2695   S               P                C                               10                  1                      1   A4AL                         50      7.875                     1                         150000.00     53.33         0.00                53.33               80000.00               79833.73             0.00             0.00                 360                     357               360     73020   OK                      0.000      0.000        0.000      0.000       0.000        539               9/22/2006             0    N                                                  36   H
        2696   P               P                P                               73                  1                      1   A5AL                         50      8.500                     1                         136900.00     80.00        20.00               100.00              109520.00              109319.56         27380.00             0.00                 360                     357               360     37128   TN                      5.500     14.500        5.500      1.500       1.000        585               9/28/2006             0    Y                                                  24   H
        2697   S               P                P                               10                  2                      1   A5AL                         50     12.250                     1                         136900.00    100.00         0.00               100.00               27380.00               27217.81             0.00        109520.00                 180                     177               180     37128   TN                      0.000      0.000        0.000      0.000       0.000        585               9/28/2006             0    Y                                                   0
        2698   S               P                P                               73                  1    C4                    A5AL                         37      9.125                     1                         199900.00     80.00        20.00               100.00              159920.00              159662.75         39980.00             0.00                 360                     357               360     18370   PA                      6.125     15.125        6.125      1.500       1.000        644               9/27/2006             0    Y                                                   0
        2699   S               P                C                               73                  1                      1   AXAL                         41      8.625                     1                         240000.00     68.75         0.00                68.75              165000.00              164705.66             0.00             0.00                 360                     357               360      6108   CT                      5.625     14.625        5.625      1.500       1.000        502               9/22/2006             0    N                                                  24   H
        2700   S               P                C                               73                  1                      1   A4AL                         48      7.750                     1                         700000.00     70.00         0.00                70.00              490000.00              489544.50             0.00             0.00                 360                     357               480     90018   CA                      4.750     13.750        4.750      1.500       1.000        520               9/20/2006             0    N                                                  24   H
        2701   S               P                C                               10                  1                      1   A5AL                         45     10.375                     1                          64000.00     60.00         0.00                60.00               38400.00               38352.55             0.00             0.00                 360                     357               360     73507   OK                      0.000      0.000        0.000      0.000       0.000        536               9/22/2006             0    Y                                                  36   H
        2702   S               P                C                               73                  1                      1   A4AL                         42      8.625                     1                         260000.00     90.00         0.00                90.00              234000.00              233831.23             0.00             0.00                 360                     357               480     70461   LA                      5.625     14.625        5.625      1.500       1.000        542               9/22/2006             0    N                                                  24   H
        2703   S               P                C                               10                  1                      1   A4AL                         22      9.875                     1                          71000.00     84.51         0.00                84.51               60000.00               59916.54             0.00             0.00                 360                     357               360     54982   WI                      0.000      0.000        0.000      0.000       0.000        549               9/22/2006             0    N                                                  36   H
        2704   S               P                P                               10                  1                      1   A5AL                         49      8.500                     1                         166000.00     80.00        20.00               100.00              132800.00              132556.93         33200.00             0.00                 360                     357               360     24151   VA                      0.000      0.000        0.000      0.000       0.000        626               9/27/2006             0    Y                                                  24   H
        2705   S               P                P                                7                  2                      1   A5AL                         49     12.875                     1                         166000.00    100.00         0.00               100.00               33200.00               33176.31             0.00        132800.00                 180                     177               360     24151   VA                      0.000      0.000        0.000      0.000       0.000        626               9/27/2006             0    Y                                                   0
        2706   S               P                C                               73                  1                      1   A5AL                         23      9.500                     1                          50000.00     60.00         0.00                60.00               30000.00               29955.37             0.00             0.00                 360                     357               360     46803   IN                      6.500     15.500        6.500      1.500       1.000        566               9/22/2006             0    Y                                                  24   H
        2707   S               P                C                               74                  1    C4                    A4AL                         25      6.875                     1                         495000.00     80.00        20.00               100.00              396000.00              394996.20         99000.00             0.00                 360                     357               360     93271   CA                      3.875     12.875        3.875      1.500       1.000        662               9/15/2006             0    N                                                  36   H
        2708   S               P                R                               10                  1                      1   A4AL                         48      9.250                     1                         179000.00    100.00         0.00               100.00              179000.00              178996.86             0.00             0.00                 360                     357               360     54703   WI                      0.000      0.000        0.000      0.000       0.000        673               9/22/2006            60    N                                                  36   H
        2709   T               P                P                               10                  1                      1   A4AL                         32      7.875                     1                         180000.00     51.36         0.00                51.36               92450.00               92257.87             0.00             0.00                 360                     357               360     23462   VA                      0.000      0.000        0.000      0.000       0.000        600               9/27/2006             0    N                                                  36   H
        2710   S               P                C                               73                  1                      1   A4AL                         50      7.625                     1                         163000.00     79.14         0.00                79.14              129000.00              128718.13             0.00             0.00                 360                     357               360     23223   VA                      4.625     13.625        4.625      1.500       1.000        578               9/19/2006             0    N                                                  24   H
        2711   S               P                C                               73                  1    C4                    A4AL                         37      8.625                     1                         115000.00     90.00         0.00                90.00              103500.00              103500.00             0.00             0.00                 360                     357               360     99362   WA                      5.625     14.625        5.625      1.500       1.000        685               9/21/2006            60    N                                                  24   H
        2712   P               P                P                                7                  2    C4                    A5AL                         48      9.990                     1                         120000.00    100.00         0.00               100.00               24000.00               23967.81             0.00         96000.00                 180                     177               360     77041   TX                      0.000      0.000        0.000      0.000       0.000        653               9/22/2006             0    Y                                                   0
        2713   S               P                P                               73                  1    C4                    A5AL                         43      8.625                     1                         102000.00     80.00        20.00               100.00               81600.00               81454.41         20400.00             0.00                 360                     357               360     63301   MO                      5.625     14.625        5.625      1.500       1.000        661               9/27/2006             0    Y                                                  24   H
        2714   S               P                P                               10                  1    C1                    A4AL                         36      8.375                     1                         104900.00     80.00        20.00               100.00               83920.00               83762.43         20980.00             0.00                 360                     357               360     79411   TX                      0.000      0.000        0.000      0.000       0.000        594               9/21/2006             0    N                                                  36   H
        2715   S               P                P                               10                  2    C1                    A4AL                         36      9.990                     1                         104900.00    100.00         0.00               100.00               20980.00               20951.86             0.00         83920.00                 360                     357               360     79411   TX                      0.000      0.000        0.000      0.000       0.000        594               9/21/2006             0    N                                                   0
        2716   S               P                P                               73                  1                      1   A5AL                         44      7.750                     1                         254200.00     80.00        20.00               100.00              203360.00              203170.98         50840.00             0.00                 360                     357               480     85365   AZ                      4.750     13.750        4.750      1.500       1.000        590               9/22/2006             0    Y                                                  24   H
        2717   S               P                C                               73                  1                      1   AMAL                         39      8.500                     1                         227000.00     77.53         0.00                77.53              176000.00              175677.86             0.00             0.00                 360                     357               360     84043   UT                      5.500     14.500        5.500      1.500       1.000        565               9/22/2006             0    N                                                  24   H
        2718   S               P                R                               73                  1    C4                    A5AL                         37      7.750                     1                         530000.00     85.00         0.00                85.00              450500.00              448324.97             0.00             0.00                 360                     357               360     92557   CA                      4.750     13.750        4.750      1.500       1.000        626               9/20/2006             0    Y                                                  24   H
        2719   S               P                P                               73                  1    C4                    A5AL                         49      8.875                     1                         510000.00     80.00        20.00               100.00              408000.00              408000.00        102000.00             0.00                 360                     357               360     95363   CA                      5.875     14.875        5.875      1.500       1.000        651               9/18/2006            60    Y                                                  12   H
        2720   S               P                P                                7                  2    C4                    A5AL                         49     12.625                     1                         510000.00    100.00         0.00               100.00              102000.00              101923.04             0.00        408000.00                 180                     177               360     95363   CA                      0.000      0.000        0.000      0.000       0.000        651               9/18/2006             0    Y                                                   0
        2721   S               P                C                               73                  1                      1   A4AL                         45      9.625                     1                         150000.00     76.67         0.00                76.67              115000.00              114833.39             0.00             0.00                 360                     357               360     33525   FL                      6.625     15.625        6.625      1.500       1.000        521               9/22/2006             0    N                                                   0
        2722   S               P                C                               73                  1    C4                    A4AL                         22      7.500                     1                         125000.00     75.00         0.00                75.00               93750.00               93539.98             0.00             0.00                 360                     357               360     48060   MI                      4.500     13.500        4.500      1.500       1.000        586               9/22/2006             0    N                                                  24   H
        2723   S               P                C                               73                  1                      1   A4AL                         46      7.875                     1                         165000.00     80.00         0.00                80.00              132000.00              131725.68             0.00             0.00                 360                     357               360     73089   OK                      4.875     13.875        4.875      1.500       1.000        592               9/22/2006             0    N                                                  24   H
        2724   S               I                C                               10                  1                      1   B AL                         34     10.625                     1                         103000.00     65.00         0.00                65.00               66950.00               66871.64             0.00             0.00                 360                     357               360     30721   GA                      0.000      0.000        0.000      0.000       0.000        544               9/15/2006             0    N                                                  36   H
        2725   S               P                C                               73                  1                      1   A4AL                         36      7.750                     1                         237000.00     78.06         0.00                78.06              185000.00              184605.76             0.00             0.00                 360                     357               360     84010   UT                      4.750     13.750        4.750      1.500       1.000        554               9/22/2006             0    N                                                  24   H
        2726   S               P                C                               10                  1    C4                    A5AL                         46      8.125                     1                         212000.00     84.91         0.00                84.91              180000.00              179510.59             0.00             0.00                 360                     357               360     32141   FL                      0.000      0.000        0.000      0.000       0.000        646               9/21/2006             0    Y                                                  36   H
        2727   S               P                C                               73                  1                      1   AXAL                         33      9.625                     1                          98000.00     89.80         0.00                89.80               88000.00               87872.51             0.00             0.00                 360                     357               360     18237   PA                      6.625     15.625        6.625      1.500       1.000        541               9/22/2006             0    N                                                  24   H
        2728   S               P                C                               73                  1    C1                    A4AL                         50      7.875                     1                         285000.00     80.00        20.00               100.00              228000.00              228000.00         57000.00             0.00                 360                     357               360     98674   WA                      4.875     13.875        4.875      1.500       1.000        611               9/21/2006            60    N                                                  24   H
        2729   S               P                C                                7                  2    C1                    A4AL                         50     12.750                     1                         285000.00     98.95         0.00                98.95               57000.00               56943.94             0.00        225000.00                 180                     176               360     98674   WA                      0.000      0.000        0.000      0.000       0.000        611               9/21/2006             0    N                                                   0
        2730   C               P                P                                7                  1                      1   A5AL                         50      8.625                     1                         620000.00     80.00        20.00               100.00              496000.00              495642.30        124000.00             0.00                 360                     357               480     33019   FL                      0.000      0.000        0.000      0.000       0.000        604               9/27/2006             0    Y                                                  36   H
        2731   C               P                P                               10                  2                      1   A4AL                         50     12.875                     1                         620000.00    100.00         0.00               100.00              124000.00              123911.57             0.00        496000.00                 360                     357               360     33019   FL                      0.000      0.000        0.000      0.000       0.000        604               9/27/2000             0    N                                                   0
        2732   S               P                R                               74                  1                      1   A4AL                         50      6.750                     1                         217000.00     80.00        11.06                91.06              173600.00              173600.00         24000.00             0.00                 360                     357               360     32808   FL                      3.475     12.750        3.475      1.500       1.000        625               9/15/2006            36    N                                                  36   H
        2733   S               P                P                               73                  1    C6                    A4AL                         27     10.625                     1                          62500.00     95.00         0.00                95.00               59375.00               59305.50             0.00             0.00                 360                     357               360     56115   MN                      7.625     16.625        7.625      1.500       1.000        631               9/22/2006             0    N                                                  24   H
        2734   S               P                C                               73                  1    C4                    A4AL                         32     10.200                     1                         280000.00    100.00         0.00               100.00              280000.00              280000.00             0.00             0.00                 360                     357               360     60102   IL                      5.500     16.200       10.200      1.500       1.000        689               9/22/2006            60    N                                                   0
        2735   S               P                C                               73                  1                      1   AXAL                         45      9.450                     1                         134000.00     83.21         0.00                83.21              111500.00              111332.41             0.00             0.00                 360                     357               360     50438   IA                      6.050     15.450        9.450      1.500       1.000        597               9/21/2006             0    N                                                   0
        2736   S               P                C                               10                  1                      1   A4AL                         44      7.950                     1                         200000.00     74.80         0.00                74.80              149600.00              149293.78             0.00             0.00                 360                     357               360     85019   AZ                      0.000      0.000        0.000      0.000       0.000        597               9/22/2006             0    N                                                  36   H
        2737   S               P                P                               73                  1                      1   A5AL                         31     10.250                     1                         103000.00    100.00         0.00               100.00              103000.00              102869.32             0.00             0.00                 360                     357               360     55722   MN                      6.600     16.250        6.600      1.500       1.000        604               9/25/2006             0    Y                                                  24   H
        2738   C               P                C                               73                  1    C4                    A4AL                         49     10.050                     1                         192000.00     95.00         0.00                95.00              182400.00              182158.50             0.00             0.00                 360                     357               360     60615   IL                      5.450     16.050       10.050      1.500       1.000        673               9/22/2006             0    N                                                   0
        2739   S               P                C                               73                  1    C6                    AMAL                         40      8.950                     1                         524000.00     40.08         0.00                40.08              210000.00              209862.39             0.00             0.00                 360                     357               480     85254   AZ                      5.550     14.950        8.950      1.500       1.000        615               9/21/2006             0    N                                                   0
        2740   S               P                C                               10                  1                      1   AXAL                         24      7.990                     1                         150200.00     80.00         0.00                80.00              120160.00              118037.07             0.00             0.00                 180                     176               180     54915   WI                      0.000      0.000        0.000      0.000       0.000        568                8/2/2006             0    N                                                  24   H
        2741   S               P                C                               74                  1                      1   A4AL                         37      8.650                     1                         172000.00     95.00         0.00                95.00              163400.00              163400.00             0.00             0.00                 360                     357               360     97477   OR                      5.050     14.650        5.050      1.500       1.000        659               9/19/2006            60    N                                                  36   H
        2742   S               P                C                               73                  1    C1                    B AL                         31      9.050                     1                         189000.00     85.00         0.00                85.00              160650.00              160295.53             0.00             0.00                 360                     356               360     85051   AZ                      6.300     15.050        9.050      1.500       1.000        584               8/16/2006             0    N                                                  24   H
        2743   S               P                P                               73                  1                      1   A4AL                         48      8.250                     1                         300000.00     80.00        20.00               100.00              240000.00              240000.00         60000.00             0.00                 360                     357               360      2601   MA                      5.000     14.250        5.000      1.500       1.000        580               9/25/2006            60    N                                                  12   H
        2744   S               P                C                               73                  1                      1   A4AL                         53      9.125                     1                         264700.00     80.00        20.00               100.00              211760.00              211419.35         52940.00             0.00                 360                     357               360     19054   PA                      4.000     15.125        4.000      1.500       1.000        618               9/22/2006             0    N                                                  24   H
        2745   S               P                C                               73                  1                      1   A4AL                         50      8.625                     1                         230000.00     80.00        20.00               100.00              184000.00              183671.76         46000.00             0.00                 360                     357               360     85648   AZ                      4.650     14.625        4.650      1.500       1.000        611               9/19/2006             0    N                                                  24   H
        2746   S               P                P                               10                  2                      1   A4AL                         49     12.750                     1                         300000.00    100.00         0.00               100.00               60000.00               59955.98             0.00        240000.00                 360                     357               360      2601   MA                      0.000      0.000        0.000      0.000       0.000        580               9/25/2006             0    N                                                   0
        2747   S               P                C                               73                  1    C4                    AXAL                         15      9.175                     1                         239000.00     90.00         0.00                90.00              215100.00              214968.14             0.00             0.00                 360                     357               480     32955   FL                      5.950     16.175        9.175      1.500       1.500        654               9/20/2006             0    N                                                   0
        2748   P               P                P                               73                  1    C4                    A5AL                         48      7.375                     1                         243990.00     94.98         0.00                94.98              231750.00              231284.55             0.00             0.00                 360                     356               480     32712   FL                      6.300     14.375        7.375      1.500       1.500        645               8/25/2006             0    Y                                                  24   H
        2749   S               P                P                               73                  1                      1   A5AL                         32      8.100                     1                         325000.00     95.00         0.00                95.00              308750.00              308490.50             0.00             0.00                 360                     357               480     95210   CA                      6.050     15.100        8.100      1.500       1.500        641                9/7/2006             0    Y                                                  24   H
        2750   F               P                P                               73                  1                      1   A5AL                         43     10.450                     1                          67000.00     95.00         0.00                95.00               63650.00               63546.24             0.00             0.00                 360                     356               360      3570   NH                      6.050     17.450       10.450      1.500       1.500        599                8/8/2006             0    Y                                                  24   H
        2751   C               P                R                               74                  1                      1   AMAL                         49      8.990                     1                         215000.00     95.00         0.00                95.00              204250.00              204249.98             0.00             0.00                 360                     356               360     60626   IL                      6.050     15.990        8.990      1.500       1.500        608               8/22/2006            60    N                                                   0
        2752   S               P                P                               73                  1    C4                    A5AL                         49      9.400                     1                         380000.00     95.00         0.00                95.00              361000.00              360451.66             0.00             0.00                 360                     357               360      8520   NJ                      6.300     16.400        9.400      1.500       1.500        584               9/22/2006             0    Y                                                   0
        2753   S               P                C                               73                  1    C1                    AMAL                         50      7.600                     1                         195000.00     90.00         0.00                90.00              175500.00              175114.56             0.00             0.00                 360                     357               360     93241   CA                      5.950     14.600        7.600      1.500       1.500        586                9/8/2006             0    N                                                  24   H
        2754   S               P                P                               74                  1    C4                    A5AL                         42      9.850                     1                         194000.00     95.00         0.00                95.00              184300.00              184176.48             0.00             0.00                 360                     356               480     50320   IA                      6.150     16.850        9.850      1.500       1.500        669               8/25/2006             0    Y                                                   0
        2755   S               P                P                               73                  1    C4                    A5AL                         34      9.575                     1                          60000.00     90.00         0.00                90.00               54000.00               53894.17             0.00             0.00                 360                     356               360     76106   TX                      6.300     16.575        9.575      1.500       1.500        639               8/28/2006             0    Y                                                  24   H
        2756   S               P                P                               73                  1                      1   A5AL                         49      9.450                     1                         148500.00     90.00         0.00                90.00              133650.00              133574.52             0.00             0.00                 360                     357               480     63020   MO                      6.050     16.450        9.450      1.500       1.500        528               9/21/2006             0    Y                                                  24   H
        2757   S               P                C                               73                  1    C4                    AXAL                         45      8.125                     1                         244000.00     85.00         0.00                85.00              207400.00              207226.93             0.00             0.00                 360                     356               480     84092   UT                      6.550     15.125        8.125      1.500       1.500        591               8/26/2006             0    N                                                  24   H
        2758   S               P                P                               73                  1                      1   A5AL                         49      8.325                     1                         460283.00     87.99         0.00                87.99              404991.00              404672.14             0.00             0.00                 360                     357               480     92354   CA                      5.950     15.325        8.325      1.500       1.500        525               9/12/2006             0    Y                                                  24   H
        2759   S               P                P                               73                  1    C4                    A4AL                         47      9.975                     1                         427000.00     90.00         0.00                90.00              384300.00              384114.75             0.00             0.00                 360                     357               480      7821   NJ                      6.300     16.975        9.975      1.500       1.500        561                9/7/2006             0    N                                                   0
        2760   S               P                P                               73                  1                      1   A5AL                         25      7.250                     1                         285000.00     95.00         0.00                95.00              270750.00              270459.84             0.00             0.00                 360                     357               360      1843   MA                      6.050     14.250        7.250      1.500       1.500        666               9/22/2006             0    Y                                                   0
        2761   S               P                C                               73                  1    C7                    AXAL                         40      9.850                     1                         390000.00     85.00         0.00                85.00              331500.00              331221.17             0.00             0.00                 360                     356               480     33351   FL                      6.550     16.850        9.850      1.500       1.500        555               8/17/2006             0    N                                                  24   H
        2762   S               P                C                               10                  1                      1   AMAL                         42      9.350                     1                          90000.00     90.00         0.00                90.00               81000.00               80847.50             0.00             0.00                 360                     357               360     45226   OH                      0.000      0.000        0.000      0.000       0.000        605               9/18/2006             0    N                                                  36   H
        2763   F               P                P                               73                  1    C4                    A5AL                         41      9.775                     1                         116000.00     90.00         0.00                90.00              104400.00              104253.44             0.00             0.00                 360                     357               360     14225   NY                      6.300     16.775        9.775      1.500       1.500        577               9/22/2006             0    Y                                                   0
        2764   S               P                C                                7                  1    C1                    A4AL                         36      9.700                     1                         117000.00     85.00         0.00                85.00               99450.00               99397.89             0.00             0.00                 360                     357               480     29649   SC                      0.000      0.000        0.000      0.000       0.000        567               9/18/2006             0    N                                                   0
        2765   S               P                P                               73                  1                      1   A5AL                         46      9.400                     1                         135000.00     85.00        14.81                99.81              114750.00              114634.25         20000.00             0.00                 360                     358               360     32025   FL                      5.875     15.400        5.875      1.500       1.000        605              10/19/2006             0    Y                                                  24   H
        2766   S               P                C                                7                  1                      1   A4AL                         50      6.500                     1                         124500.00     85.00         0.00                85.00              105825.00              105684.31             0.00             0.00                 360                     357               480     86401   AZ                      0.000      0.000        0.000      0.000       0.000        663               9/15/2006             0    N                                                  36   H
        2767   S               P                P                               73                  1                      1   A5AL                         25      6.700                     1                         560000.00     90.00         0.00                90.00              504000.00              502678.04             0.00             0.00                 360                     357               360      7410   NJ                      5.900     13.700        6.700      1.500       1.500        683               9/22/2006             0    Y                                                   0
        2768   S               P                P                               73                  1    C4                    A5AL                         24      9.990                     1                         230000.00     85.00         0.00                85.00              195500.00              195365.52             0.00             0.00                 360                     357               480      1749   MA                      6.300     16.990        9.990      1.500       1.500        531               9/25/2006             0    Y                                                   0
        2769   S               P                C                               73                  1                      1   AXAL                         51      8.250                     1                         155000.00     90.00         0.00                90.00              139500.00              139231.29             0.00             0.00                 360                     357               360     44223   OH                      6.250     15.250        8.250      1.500       1.500        571               9/15/2006             0    N                                                  24   H
        2770   S               P                C                               73                  1                      1   A4AL                         46      7.650                     1                         355000.00     95.00         0.00                95.00              337250.00              336818.49             0.00             0.00                 360                     356               480      8873   NJ                      6.050     14.650        7.650      1.500       1.500        678               8/26/2006             0    N                                                   0
        2771   S               P                C                               73                  1    C4                    A4AL                         47      9.450                     1                         220000.00     90.00         0.00                90.00              198000.00              197500.02             0.00             0.00                 360                     355               360     56465   MN                      6.150     16.450        9.450      1.500       1.500        650               7/28/2006             0    N                                                  24   H
        2772   F               P                P                               73                  1    C4                    A5AL                         44      9.075                     1                         450000.00     90.00         0.00                90.00              405000.00              404744.25             0.00             0.00                 360                     357               480      7104   NJ                      6.300     16.075        9.075      1.500       1.500        629               9/21/2006             0    Y                                                   0
        2773   S               P                P                               73                  1                      1   A5AL                         50     10.575                     1                         150000.00     90.00         0.00                90.00              135000.00              134786.03             0.00             0.00                 360                     356               360     68048   NE                      6.050     17.575       10.575      1.500       1.500        573                8/4/2006             0    Y                                                  24   H
        2774   S               I                P                               74                  1                      1   A4AL                         44      9.200                     1                         117000.00     90.00         0.00                90.00              105300.00              105076.76             0.00             0.00                 360                     355               360     44124   OH                      6.050     16.200        9.200      1.500       1.500        661               7/27/2006             0    N                                                  36   H
        2775   S               P                C                               73                  1    C4                    A4AL                         48      8.600                     1                         165000.00     90.00         0.00                90.00              148500.00              148233.71             0.00             0.00                 360                     357               360     12020   NY                      5.950     15.600        8.600      1.500       1.500        622               9/20/2006             0    N                                                   0
        2776   C               S                C                               73                  1    C4                    A4AL                         40      9.250                     1                         540000.00     95.00         0.00                95.00              513000.00              512999.99             0.00             0.00                 360                     354               360     93010   CA                      6.050     16.250        9.250      1.500       1.500        640                6/6/2006            60    N                                                  24   H
        2777   S               I                P                               73                  1    C4                    A4AL                         48     10.050                     1                         140000.00     95.00         0.00                95.00              133000.00              132643.33             0.00             0.00                 360                     354               360     21040   MD                      6.300     17.050       10.050      1.500       1.500        692                6/2/2006             0    N                                                   0
        2778   S               P                R                               73                  1                      1   A4AL                         50      7.850                     1                         220000.00     85.00         0.00                85.00              187000.00              186658.84             0.00             0.00                 360                     354               480     74849   OK                      6.050     14.850        7.850      1.500       1.500        610               6/27/2006             0    N                                                  24   H
        2779   S               P                C                               73                  1                      1   A4AL                         50      8.150                     1                         320000.00     90.00         0.00                90.00              288000.00              287517.93             0.00             0.00                 360                     354               480     43953   OH                      5.950     15.150        8.150      1.500       1.500        582               6/21/2006             0    N                                                  24   H
        2780   S               I                C                               10                  1                      1   A4AL                         43      9.950                     1                          99500.00     95.00         0.00                95.00               94525.00               92880.70             0.00             0.00                 180                     174               180     75134   TX                      0.000      0.000        0.000      0.000       0.000        600               6/22/2006             0    N                                                  36   H
        2781   S               P                R                               10                  1    C4                    A4AL                         52      9.550                     1                          90000.00     90.00         0.00                90.00               81000.00               80799.71             0.00             0.00                 360                     355               360     76108   TX                      0.000      0.000        0.000      0.000       0.000        632               7/26/2006             0    N                                                  36   H
        2782   S               P                C                               74                  1                      1   A4AL                         40      8.900                     1                          87000.00     90.00         0.00                90.00               78300.00               78033.04             0.00             0.00                 360                     354               360     36750   AL                      6.300     15.900        8.900      1.500       1.500        579               6/23/2006             0    N                                                   0
        2783   S               P                C                               73                  1                      1   AXAL                         48      8.850                     1                         135000.00     85.00         0.00                85.00              114750.00              114421.84             0.00             0.00                 360                     355               360     82935   WY                      6.250     15.850        8.850      1.500       1.500        533               6/29/2006             0    N                                                  24   H
        2784   S               P                P                               73                  1    C4                    A5AL                         44      9.800                     1                          89000.00     90.00         0.00                90.00               80100.00               79988.15             0.00             0.00                 360                     357               360     39563   MS                      6.050     16.800        9.800      1.500       1.500        628               9/22/2006             0    Y                                                  24   H
        2785   F               P                P                               73                  1                      1   A5AL                         48      7.675                     1                         330000.00     90.00         0.00                90.00              297000.00              296357.46             0.00             0.00                 360                     357               360      4062   ME                      6.050     13.675        7.675      1.000       1.000        619               9/25/2006             0    Y                                                   0
        2786   P               P                C                               73                  1                      1   A4AL                         47      6.900                     1                         229000.00     89.61         0.00                89.61              205200.00              204682.38             0.00             0.00                 360                     357               360     85757   AZ                      6.250     13.900        6.900      1.500       1.500        600               9/15/2006             0    N                                                  24   H
        2787   S               P                C                               73                  1    C4                    A4AL                         41      8.300                     1                         350000.00     95.00         0.00                95.00              332500.00              329339.01             0.00             0.00                 360                     357               360     19061   PA                      5.950     15.300        8.300      1.500       1.500        661               8/31/2006             0    N                                                  24   H
        2788   S               P                C                               73                  1                      1   A4AL                         40      8.750                     1                         165000.00     85.00         0.00                85.00              140250.00              140152.50             0.00             0.00                 360                     357               480     34479   FL                      6.050     15.750        8.750      1.500       1.500        520                9/8/2006             0    N                                                  24   H
        2789   P               I                P                               73                  1    C4                    A4AL                         46      9.875                     1                         143500.00     90.00         0.00                90.00              129150.00              128915.50             0.00             0.00                 360                     357               360     83338   ID                      6.300     16.875        9.875      1.500       1.500        608               9/11/2006             0    N                                                   0
        2790   S               P                C                               73                  1    C4                    AXAL                         46      8.990                     1                         490000.00     85.00         0.00                85.00              416500.00              416139.01             0.00             0.00                 360                     356               480     90650   CA                      6.550     15.990        8.990      1.500       1.500        552               8/24/2006             0    N                                                  24   H
        2791   S               P                C                               73                  1                      1   B AL                         40     11.050                     1                         233000.00     84.98         0.00                84.98              198000.00              197788.55             0.00             0.00                 360                     357               360     21234   MD                      6.250     18.050       11.050      1.500       1.500        542               9/19/2006             0    N                                                   0
        2792   S               P                C                               73                  1    C4                    A4AL                         35      8.700                     1                         230000.00     90.00         0.00                90.00              207000.00              206636.39             0.00             0.00                 360                     357               360     23111   VA                      5.950     15.700        8.700      1.500       1.500        623               8/31/2006             0    N                                                  24   H
        2793   S               I                P                               73                  1                      1   A4AL                         24      8.225                     1                         194000.00     90.00         0.00                90.00              174600.00              174261.97             0.00             0.00                 360                     357               360     33064   FL                      6.050     15.225        8.225      1.500       1.500        659               9/21/2006             0    N                                                  24   H
        2794   F               P                P                               73                  1    C4                    A5AL                         43      9.950                     1                         410000.00     95.00         0.00                95.00              389500.00              389310.83             0.00             0.00                 360                     357               480      7106   NJ                      6.150     16.950        9.950      1.500       1.500        636               9/22/2006             0    Y                                                   0
        2795   F               I                P                               73                  1    C4                    A4AL                         39      9.975                     1                          95000.00     90.00         0.00                90.00               85500.00               85384.95             0.00             0.00                 360                     357               360     44105   OH                      5.950     16.975        9.975      1.500       1.500        635                9/6/2006             0    N                                                  24   H
        2796   S               P                C                               73                  1    C4                    B AL                         19      9.600                     1                          80000.00     85.00         0.00                85.00               68000.00               67877.34             0.00             0.00                 360                     357               360     48221   MI                      5.950     16.600        9.600      1.500       1.500        616                9/8/2006             0    N                                                  24   H
        2797   S               P                P                               73                  1    C4                    A5AL                         53     10.775                     1                         300000.00     90.00         0.00                90.00              270000.00              269898.10             0.00             0.00                 360                     357               480     97015   OR                      6.300     17.775       10.775      1.500       1.500        577               9/13/2006             0    Y                                                  24   H
        2798   S               P                P                               73                  1                      1   A5AL                         47      7.500                     1                         450000.00     85.00        15.00               100.00              382500.00              382118.12         67500.00             0.00                 360                     357               480     91040   CA                      6.050     14.500        7.500      1.500       1.500        610               9/13/2006             0    Y                                                  24   H
        2799   S               P                C                                7                  1    C1                    AMAL                         30      8.550                     1                         210000.00     90.00         0.00                90.00              189000.00              188860.65             0.00             0.00                 360                     357               480     33625   FL                      0.000      0.000        0.000      0.000       0.000        559               9/20/2006             0    N                                                  36   H
        2800   S               P                R                               73                  1                      1   A5AL                         17      9.650                     1                         123000.00     85.00         0.00                85.00              104550.00              104193.98             0.00             0.00                 360                     357               480     77474   TX                      6.450     16.650        9.650      1.500       1.500        518               9/20/2006             0    Y                                                   0
        2801   F               I                P                               10                  1    C4                    A4AL                         48     10.100                     1                         290000.00     95.00         0.00                95.00              275500.00              275014.79             0.00             0.00                 360                     356               360      6320   CT                      0.000      0.000        0.000      0.000       0.000        659               8/31/2006             0    N                                                  36   H
        2802   S               P                P                               73                  1                      1   A5AL                         28      9.438                     1                          79900.00     85.00        10.00                95.00               67915.00               67812.66          7990.00             0.00                 360                     357               360     46176   IN                      6.050     16.438        9.438      1.500       1.500        548               9/22/2006             0    Y                                                  24   H
        2803   S               P                C                               10                  1                      1   AXAL                         28      8.300                     1                         465000.00     90.00         0.00                90.00              418500.00              417660.27             0.00             0.00                 360                     357               360     93638   CA                      0.000      0.000        0.000      0.000       0.000        523                9/8/2006             0    N                                                  36   H
        2804   C               P                P                               73                  1                      1   A5AL                         50      8.375                     1                         270260.00     90.00         0.00                90.00              243234.00              243234.00             0.00             0.00                 360                     357               360      8086   NJ                      6.050     15.375        8.375      1.500       1.500        611               9/11/2006            60    Y                                                   0
        2805   S               P                C                               73                  1    C1                    A5AL                         47      8.050                     1                         329000.00     90.00         0.00                90.00              296100.00              296100.00             0.00             0.00                 360                     357               360      1534   MA                      6.050     15.050        8.050      1.500       1.500        605                9/1/2006            60    Y                                                   0
        2806   P               P                R                               73                  1    C1                    AMAL                         42      8.700                     1                         140000.00     90.00         0.00                90.00              126000.00              125778.65             0.00             0.00                 360                     357               360     77471   TX                      6.250     15.700        8.700      1.500       1.500        568               9/18/2006             0    N                                                   0
        2807   S               P                P                               10                  1                      1   A4AL                         47     10.800                     1                          57000.00     95.00         0.00                95.00               54150.00               54088.95             0.00             0.00                 360                     357               360     78852   TX                      0.000      0.000        0.000      0.000       0.000        551                9/1/2006             0    N                                                  36   H
        2808   S               P                P                               73                  1    C4                    A5AL                         35      7.925                     1                         500000.00     90.00         0.00                90.00              450000.00              449196.47             0.00             0.00                 360                     355               480     60018   IL                      6.150     14.925        7.925      1.500       1.500        690               7/31/2006             0    Y                                                   0
        2809   S               P                C                               73                  1    C4                    A4AL                         34     11.200                     1                         310000.00     93.55         0.00                93.55              290000.00              289495.71             0.00             0.00                 360                     355               360     18360   PA                      6.300     18.200       11.200      1.500       1.500        592               7/26/2006             0    N                                                  24   H
        2810   S               P                C                               73                  1                      1   A4AL                         42      8.900                     1                         167000.00     85.00         0.00                85.00              141950.00              141538.24             0.00             0.00                 360                     355               360     99517   AK                      6.050     15.900        8.900      1.500       1.500        555               7/24/2006             0    N                                                   0
        2811   S               P                P                               73                  1                      1   A5AL                         39      8.575                     1                          98000.00     90.00         0.00                90.00               88200.00               87881.87             0.00             0.00                 360                     355               360     15214   PA                      6.050     15.575        8.575      1.500       1.500        587               7/20/2006             0    Y                                                  24   H
        2812   S               P                C                               10                  1                      1   A4AL                         43     10.200                     1                          80000.00     90.00         0.00                90.00               72000.00               71844.79             0.00             0.00                 360                     355               360     64130   MO                      0.000      0.000        0.000      0.000       0.000        643               7/17/2006             0    N                                                  36   H
        2813   S               P                C                               73                  1                      1   AMAL                         50      8.990                     1                         430000.00     90.00         0.00                90.00              387000.00              386493.04             0.00             0.00                 360                     355               480      3848   NH                      5.950     15.990        8.990      1.500       1.500        553                8/1/2006             0    N                                                  24   H
        2814   S               P                P                               73                  1                      1   A5AL                         33      9.000                     1                         127000.00     95.00         0.00                95.00              120650.00              120315.50             0.00             0.00                 360                     355               360     70607   LA                      6.050     16.000        9.000      1.500       1.500        640               7/24/2006             0    Y                                                  60   H
        2815   S               P                C                               73                  1                      1   A4AL                         50      7.600                     1                         331000.00     94.86         0.00                94.86              314000.00              313488.96             0.00             0.00                 360                     355               480      2780   MA                      6.050     14.600        7.600      1.500       1.500        630               7/25/2006             0    N                                                   0
        2816   S               P                C                               74                  1                      1   A4AL                         41      9.000                     1                          95000.00     95.00         0.00                95.00               90250.00               89999.76             0.00             0.00                 360                     355               360     15021   PA                      6.050     16.000        9.000      1.500       1.500        581               7/25/2006             0    N                                                  36   H
        2817   S               P                C                               73                  1                      1   AXAL                         52      8.100                     1                         344000.00     90.00         0.00                90.00              309600.00              309163.39             0.00             0.00                 360                     355               480      2360   MA                      6.250     15.100        8.100      1.500       1.500        593               7/26/2006             0    N                                                   0
        2818   S               P                C                               74                  1                      1   A4AL                         50      8.950                     1                         111800.00     89.45         0.00                89.45              100000.00               99776.73             0.00             0.00                 360                     356               360     99354   WA                      6.450     15.950        8.950      1.500       1.500        573                8/2/2006             0    N                                                  36   H
        2819   S               P                C                               73                  1                      1   AXAL                         39      9.100                     1                         370000.00     90.00         0.00                90.00              333000.00              332641.87             0.00             0.00                 360                     355               480      2062   MA                      6.250     16.100        9.100      1.500       1.500        555               7/26/2006             0    N                                                   0
        2820   S               P                C                               73                  1                      1   AMAL                         38      9.800                     1                         300000.00     85.00         0.00                85.00              255000.00              254826.49             0.00             0.00                 360                     356               480     99026   WA                      6.450     16.800        9.800      1.500       1.500        522               8/26/2006             0    N                                                  24   H
        2821   S               P                C                               10                  1    C4                    A4AL                         47     10.050                     1                         345000.00     85.00         9.19                94.19              293250.00              292730.07         31708.00             0.00                 360                     356               360     60707   IL                      0.000      0.000        0.000      0.000       0.000        576               8/15/2006             0    N                                                   0
        2822   S               P                C                               73                  1    C7                    A4AL                         31      8.700                     1                         350000.00     95.00         0.00                95.00              332500.00              332186.11             0.00             0.00                 360                     356               480     11434   NY                      6.300     15.700        8.700      1.500       1.500        668               7/27/2006             0    N                                                   0
        2823   S               P                C                               74                  1                      1   A4AL                         34      7.800                     1                         269000.00     89.59         0.00                89.59              241000.00              240629.51             0.00             0.00                 360                     355               480     95901   CA                      6.050     14.800        7.800      1.500       1.500        579               7/24/2006             0    N                                                  36   H
        2824   S               P                C                               73                  1    C7                    A4AL                         29      8.250                     1                         820000.00     85.00         0.00                85.00              697000.00              696439.14             0.00             0.00                 360                     357               480     94605   CA                      6.300     15.250        8.250      1.500       1.500        598                9/5/2006             0    N                                                  24   H
        2825   S               P                P                               73                  1                      1   A5AL                         45      9.050                     1                         301900.00     95.00         0.00                95.00              286805.00              286622.54             0.00             0.00                 360                     357               480     60140   IL                      5.950     16.050        9.050      1.500       1.500        628               9/22/2006             0    Y                                                   0
        2826   S               P                R                               10                  1    C4                    A4AL                         47      7.550                     1                         210000.00     90.00         0.00                90.00              189000.00              188513.51             0.00             0.00                 360                     357               360     53094   WI                      0.000      0.000        0.000      0.000       0.000        660               9/15/2006             0    N                                                  36   H
        2827   S               P                R                               10                  1                      1   A4AL                         41      9.950                     1                         140000.00     90.00         0.00                90.00              126000.00              125829.57             0.00             0.00                 360                     357               360     15220   PA                      0.000      0.000        0.000      0.000       0.000        558               9/19/2006             0    N                                                  36   H
        2828   S               I                P                               74                  1                      1   A4AL                         49     10.850                     1                          55000.00     95.00         0.00                95.00               52250.00               52171.94             0.00             0.00                 360                     356               360     53208   WI                      5.950     17.850       10.850      1.500       1.500        603               8/31/2006             0    N                                                   0
        2829   S               P                C                               10                  1                      1   A4AL                         49      7.925                     1                         235000.00     85.00         0.00                85.00              199750.00              199339.06             0.00             0.00                 360                     357               360      8015   NJ                      0.000      0.000        0.000      0.000       0.000        605                9/8/2006             0    N                                                  36   H
        2830   S               P                R                               10                  1    C1                    AXAL                         51      9.800                     1                         140000.00     90.00         0.00                90.00              126000.00              125824.06             0.00             0.00                 360                     357               360     30296   GA                      0.000      0.000        0.000      0.000       0.000        581               9/18/2006             0    N                                                  36   H
        2831   S               P                C                               10                  1                      1   AMAL                         42      8.700                     1                         303000.00     90.00         0.00                90.00              272700.00              272220.98             0.00             0.00                 360                     357               360     85374   AZ                      0.000      0.000        0.000      0.000       0.000        609               9/11/2006             0    N                                                  36   H
        2832   S               P                P                               73                  1                      1   A5AL                         42      8.240                     1                         140000.00     90.00         0.00                90.00              126000.00              126000.00             0.00             0.00                 360                     357               360     55371   MN                      6.050     15.240        8.240      1.500       1.500        603               9/20/2006            60    Y                                                  24   H
        2833   C               S                P                               73                  1    C4                    A4AL                         47      8.850                     1                         206000.00     95.00         0.00                95.00              195700.00              195700.00             0.00             0.00                 360                     357               360     96706   HI                      6.150     15.850        8.850      1.500       1.500        653                9/7/2006            60    N                                                  24   H
        2834   S               P                C                               10                  1                      1   A4AL                         34      8.150                     1                          85000.00     90.00         0.00                90.00               76500.00               76349.61             0.00             0.00                 360                     357               360     17110   PA                      0.000      0.000        0.000      0.000       0.000        617               9/18/2006             0    N                                                  36   H
        2835   S               P                P                               73                  1    C4                    A4AL                         42      8.400                     1                         410000.00     95.00         0.00                95.00              389500.00              389199.94             0.00             0.00                 360                     357               480     92333   CA                      6.300     15.400        8.400      1.500       1.500        587               9/11/2006             0    N                                                  24   H
        2836   S               P                C                               10                  1                      1   AXAL                         38      9.600                     1                         134000.00     85.00         0.00                85.00              113900.00              113734.10             0.00             0.00                 360                     357               360     60428   IL                      0.000      0.000        0.000      0.000       0.000        594                9/7/2006             0    N                                                   0
        2837   P               P                C                               10                  1                      1   A4AL                         34      8.050                     1                         320000.00     90.00         0.00                90.00              288000.00              287422.27             0.00             0.00                 360                     357               360     60174   IL                      0.000      0.000        0.000      0.000       0.000        609               9/14/2006             0    N                                                   0
        2838   S               P                P                               73                  1    C4                    A5AL                         45     10.125                     1                          50000.00     95.00         0.00                95.00               47500.00               47438.09             0.00             0.00                 360                     357               360     63107   MO                      6.150     17.125       10.125      1.500       1.500        677               9/22/2006             0    Y                                                  24   H
        2839   S               P                C                               73                  1                      1   AMAL                         19      7.350                     1                         195000.00     90.00         0.00                90.00              175500.00              175500.00             0.00             0.00                 360                     357               360     97301   OR                      5.950     14.350        7.350      1.500       1.500        608                9/1/2006            60    N                                                  24   H
        2840   S               P                C                               73                  1                      1   AXAL                         26      7.990                     1                         255000.00     85.88         0.00                85.88              219000.00              218809.99             0.00             0.00                 360                     357               480     97303   OR                      6.050     14.990        7.990      1.500       1.500        626                9/7/2006             0    N                                                  24   H
        2841   S               P                R                               10                  1                      1   AXAL                         36      7.600                     1                         400000.00     90.00         0.00                90.00              360000.00              359002.39             0.00             0.00                 360                     357               360     20723   MD                      0.000      0.000        0.000      0.000       0.000        622                9/7/2006             0    N                                                  36   H
        2842   S               P                P                               73                  1    C4                    A4AL                         44      9.250                     1                         477000.00     95.00         0.00                95.00              453150.00              452860.99             0.00             0.00                 360                     357               480      6854   CT                      6.300     16.250        9.250      1.500       1.500        585                9/7/2006             0    N                                                  24   H
        2843   S               P                R                                7                  1    C4                    A4AL                         42      7.600                     1                         150000.00     90.00         0.00                90.00              135000.00              134181.57             0.00             0.00                 360                     357               480     75115   TX                      0.000      0.000        0.000      0.000       0.000        683               9/20/2006             0    N                                                  36   H
        2844   P               P                C                               10                  1                      1   A4AL                         45      8.240                     1                         242000.00     95.00         0.00                95.00              229900.00              229456.26             0.00             0.00                 360                     357               360     32224   FL                      0.000      0.000        0.000      0.000       0.000        629               9/14/2006             0    N                                                  36   H
        2845   S               P                C                               73                  1                      1   A4AL                         50      9.650                     1                         450000.00     90.00         0.00                90.00              405000.00              404416.32             0.00             0.00                 360                     357               360     95206   CA                      6.050     16.650        9.650      1.500       1.500        549                9/7/2006             0    N                                                  12   H
        2846   S               P                C                               73                  1    C4                    A4AL                         36      9.200                     1                         205000.00     90.00         0.00                90.00              184500.00              184387.76             0.00             0.00                 360                     357               480     85017   AZ                      6.300     16.200        9.200      1.500       1.500        689                9/6/2006             0    N                                                  24   H
        2847   F               I                P                               10                  1    C1                    A4AL                         42     10.575                     1                         104000.00     90.00         0.00                90.00               93600.00               93489.23             0.00             0.00                 360                     357               360     44102   OH                      0.000      0.000        0.000      0.000       0.000        556               9/21/2006             0    N                                                  60   H
        2848   S               P                C                               73                  1                      1   A4AL                         43      6.550                     1                         195000.00     89.74         0.00                89.74              175000.00              174527.29             0.00             0.00                 360                     357               360     19956   DE                      5.950     13.550        6.550      1.500       1.500        590               9/18/2006             0    N                                                  24   H
        2849   S               P                C                               73                  1                      1   A4AL                         37      8.525                     1                         270000.00     90.00         0.00                90.00              243000.00              242818.86             0.00             0.00                 360                     357               480      1588   MA                      6.050     15.525        8.525      1.500       1.500        636               9/19/2006             0    N                                                   0
        2850   S               P                C                               73                  1    C4                    A4AL                         45     10.850                     1                         141000.00     90.00         0.00                90.00              126900.00              126758.47             0.00             0.00                 360                     357               360     53581   WI                      6.300     17.850       10.850      1.500       1.500        591               9/12/2006             0    N                                                   0
        2851   S               P                C                               73                  1    C4                    A4AL                         46      8.900                     1                         225000.00     95.00         0.00                95.00              213750.00              213749.99             0.00             0.00                 360                     357               360     12401   NY                      6.300     15.900        8.900      1.500       1.500        668               9/18/2006            60    N                                                   0
        2852   S               P                C                               10                  1                      1   A4AL                         45      7.250                     1                         245000.00     85.00         0.00                85.00              208250.00              207759.67             0.00             0.00                 360                     357               360      6786   CT                      0.000      0.000        0.000      0.000       0.000        612               9/18/2006             0    N                                                  36   H
        2853   P               P                R                                7                  1    C1                    A5AL                         42      7.550                     1                         167000.00     87.19         0.00                87.19              145600.00              145456.69             0.00             0.00                 360                     357               480     77380   TX                      0.000      0.000        0.000      0.000       0.000        588               9/16/2006             0    Y                                                  36   H
        2854   S               I                P                               73                  1    C1                    A4AL                         15      8.350                     1                         150000.00     90.00        10.00               100.00              135000.00              134894.48         15000.00             0.00                 360                     357               480     33707   FL                      5.950     15.350        8.350      1.500       1.500        637               9/19/2006             0    N                                                  24   H
        2855   S               P                R                               73                  1                      1   A4AL                         36      6.550                     1                         145000.00     88.97         0.00                88.97              129000.00              128999.99             0.00             0.00                 360                     357               360     77474   TX                      5.950     13.550        6.550      1.500       1.500        615               9/19/2006            60    N                                                   0
        2856   S               P                C                               73                  1                      1   AXAL                         29      9.150                     1                         105000.00     85.00         0.00                85.00               89250.00               89084.61             0.00             0.00                 360                     357               360     64129   MO                      6.450     16.150        9.150      1.500       1.500        520               9/18/2006             0    N                                                  24   H
        2857   S               P                R                               10                  1    C1                    A4AL                         33      8.550                     1                         117000.00     90.00         0.00                90.00              105300.00              104993.69             0.00             0.00                 300                     297               300     77520   TX                      0.000      0.000        0.000      0.000       0.000        575               9/14/2006             0    N                                                  36   H
        2858   C               P                C                               73                  1                      1   A4AL                         50      7.800                     1                         345000.00     88.41         0.00                88.41              305000.00              305000.00             0.00             0.00                 360                     357               360     91342   CA                      6.050     14.800        7.800      1.500       1.500        676                9/6/2006            60    N                                                  24   H
        2859   S               P                C                               73                  1    C1                    A4AL                         52      8.450                     1                         515000.00     95.00         0.00                95.00              489250.00              489250.00             0.00             0.00                 360                     357               360     92584   CA                      6.050     15.450        8.450      1.500       1.500        600               9/14/2006            60    N                                                  24   H
        2860   S               I                C                               10                  1                      1   A4AL                         43      9.990                     1                         105000.00     90.00         0.00                90.00               94500.00               94373.25             0.00             0.00                 360                     357               360     75407   TX                      0.000      0.000        0.000      0.000       0.000        612               9/18/2006             0    N                                                   0
        2861   S               P                C                               73                  1                      1   AMAL                         40      9.450                     1                         205000.00     85.00         0.00                85.00              174250.00              173951.35             0.00             0.00                 360                     357               360     83406   ID                      5.950     16.450        9.450      1.500       1.500        587               9/11/2006             0    N                                                  24   H
        2862   S               P                R                               73                  1                      1   A4AL                         38      9.500                     1                         127000.00     90.00         0.00                90.00              114300.00              114129.99             0.00             0.00                 360                     357               360     30223   GA                      6.050     16.500        9.500      1.500       1.500        569                9/8/2006             0    N                                                  12   H
        2863   S               I                C                               73                  1    C4                    A4AL                         33     10.750                     1                          70000.00     85.00         0.00                85.00               59500.00               59432.17             0.00             0.00                 360                     357               360     29720   SC                      6.300     17.750       10.750      1.500       1.500        598               9/19/2006             0    N                                                   0
        2864   S               P                R                               73                  1                      1   A4AL                         24      8.875                     1                          95000.00     90.00         0.00                90.00               85500.00               85355.12             0.00             0.00                 360                     357               360     50317   IA                      6.050     15.875        8.875      1.500       1.500        602               9/19/2006             0    N                                                   0
        2865   S               P                P                               73                  1                      1   A5AL                         25      8.550                     1                         255950.00     95.00         0.00                95.00              243152.00              243152.00             0.00             0.00                 360                     357               360     97062   OR                      6.050     15.550        8.550      1.500       1.500        599               9/18/2006            60    Y                                                  24   H
        2866   S               P                C                               73                  1    C4                    A4AL                         33      8.750                     1                         230000.00     90.00         0.00                90.00              207000.00              207000.00             0.00             0.00                 360                     357               360      8065   NJ                      6.300     15.750        8.750      1.500       1.500        641               9/11/2006            60    N                                                   0
        2867   P               P                C                               73                  1    C3                    A4AL                         40      8.375                     1                         255000.00     95.00         0.00                95.00              242250.00              242062.01             0.00             0.00                 360                     357               480     32606   FL                      6.050     15.375        8.375      1.500       1.500        631               9/18/2006             0    N                                                  24   H
        2868   S               P                R                               10                  1                      1   A5AL                         30      8.600                     1                         134000.00     95.00         0.00                95.00              127300.00              126482.84             0.00             0.00                 360                     357               360     77802   TX                      0.000      0.000        0.000      0.000       0.000        603               9/18/2006             0    Y                                                  36   H
        2869   S               I                C                               10                  1                      1   A4AL                         30      9.450                     1                          82000.00     95.00         0.00                95.00               77900.00               77782.90             0.00             0.00                 360                     357               360     60426   IL                      0.000      0.000        0.000      0.000       0.000        631               9/22/2006             0    N                                                   0
        2870   S               I                C                               10                  1                      1   A4AL                         35      8.990                     1                         110500.00     85.00         0.00                85.00               93925.00               93174.06             0.00             0.00                 180                     177               180     78254   TX                      0.000      0.000        0.000      0.000       0.000        626               9/23/2006             0    N                                                  36   H
        2871   P               P                C                               73                  1                      1   AXAL                         31      8.550                     1                         255000.00     90.00         0.00                90.00              229500.00              229084.22             0.00             0.00                 360                     357               360     60041   IL                      6.100     15.550        8.550      1.500       1.500        583               9/19/2006             0    N                                                   0
        2872   S               P                C                               10                  1    C1                    AMAL                         49      9.450                     1                          75000.00     90.00         0.00                90.00               67500.00               67398.53             0.00             0.00                 360                     357               360     39056   MS                      0.000      0.000        0.000      0.000       0.000        584               9/18/2006             0    N                                                  36   H
        2873   S               P                C                               10                  1                      1   A4AL                         35      7.650                     1                          85000.00     90.00         0.00                90.00               76500.00               76090.53             0.00             0.00                 240                     237               240     72401   AR                      0.000      0.000        0.000      0.000       0.000        646               9/14/2006             0    N                                                  36   H
        2874   S               P                C                               73                  1                      1   A4AL                         34      6.400                     1                         165000.00     90.00         0.00                90.00              148500.00              147935.56             0.00             0.00                 360                     357               360     46140   IN                      6.150     13.400        6.400      1.500       1.500        652               9/19/2006             0    N                                                  24   H
        2875   S               P                P                               73                  1    C4                    A5AL                         32      8.900                     1                         128000.00     90.00         5.00                95.00              115200.00              115005.81          6400.00             0.00                 360                     357               360     78046   TX                      6.300     15.900        8.900      1.500       1.500        608               9/20/2006             0    Y                                                  24   H
        2876   S               P                R                                7                  1                      1   A4AL                         50      8.700                     1                         109000.00     90.00         0.00                90.00               98100.00               98030.79             0.00             0.00                 360                     357               480     48215   MI                      0.000      0.000        0.000      0.000       0.000        604               9/15/2006             0    N                                                  36   H
        2877   C               P                C                                7                  1                      1   AXAL                         49      7.960                     1                         360000.00     85.00         0.00                85.00              306000.00              305732.19             0.00             0.00                 360                     357               480     34235   FL                      0.000      0.000        0.000      0.000       0.000        575               9/19/2006             0    N                                                  36   H
        2878   S               P                C                               73                  1                      1   A4AL                         25      8.550                     1                         176000.00     93.89         0.00                93.89              165250.00              164950.63             0.00             0.00                 360                     357               360     99611   AK                      6.050     15.550        8.550      1.500       1.500        617               9/13/2006             0    N                                                   0
        2879   S               P                C                               73                  1                      1   A4AL                         42      6.150                     1                         345000.00     90.00         0.00                90.00              310500.00              310500.00             0.00             0.00                 360                     357               360     95307   CA                      6.050     13.150        6.150      1.500       1.500        670                9/9/2006            60    N                                                  24   H
        2880   S               P                C                                7                  1                      1   C AL                         50      8.600                     1                         300000.00     85.00         0.00                85.00              255000.00              254814.72             0.00             0.00                 360                     357               480     81007   CO                      0.000      0.000        0.000      0.000       0.000        604               9/14/2006             0    N                                                  36   H
        2881   S               P                C                               10                  1                      1   AMAL                         34      9.050                     1                          79000.00     90.00         0.00                90.00               71100.00               70983.81             0.00             0.00                 360                     357               360     70501   LA                      0.000      0.000        0.000      0.000       0.000        613               9/14/2006             0    N                                                  36   H
        2882   S               P                R                               73                  1                      1   A4AL                         28      7.350                     1                         460000.00     90.00         0.00                90.00              414000.00              414000.00             0.00             0.00                 360                     357               360     95648   CA                      5.950     14.350        7.350      1.500       1.500        637               9/12/2006            60    N                                                  24   H
        2883   S               P                C                               73                  1                      1   AXAL                         44      6.750                     1                         285000.00     85.00         0.00                85.00              242250.00              240652.67             0.00             0.00                 360                     357               360     21229   MD                      6.250     13.750        6.750      1.500       1.500        661               9/20/2006            60    N                                                   0
        2884   P               P                P                               73                  1                      1   A5AL                         32      7.225                     1                         227000.00     90.00         0.00                90.00              204300.00              204022.41             0.00             0.00                 360                     357               480     32703   FL                      5.950     14.225        7.225      1.500       1.500        665               9/21/2006             0    Y                                                  24   H
        2885   S               P                C                               73                  1                      1   A4AL                         49      7.000                     1                         500000.00     90.00         0.00                90.00              450000.00              450000.00             0.00             0.00                 360                     357               360     92337   CA                      5.950     14.000        7.000      1.500       1.500        646               9/15/2006            60    N                                                  24   H
        2886   S               P                C                               73                  1    C4                    A4AL                         23      9.100                     1                          96000.00     90.00         0.00                90.00               86400.00               86260.29             0.00             0.00                 360                     357               360     54303   WI                      6.300     16.100        9.100      1.500       1.500        630               9/18/2006             0    N                                                   0
        2887   S               P                P                               73                  1                      1   A5AL                         45      9.600                     1                          80000.00     90.00         5.00                95.00               72000.00               71895.12          4000.00             0.00                 360                     357               360     30741   GA                      6.050     16.600        9.600      1.500       1.500        550               9/25/2006             0    Y                                                   0
        2888   S               P                C                               73                  1    C4                    A4AL                         22      7.990                     1                         397000.00     89.42         0.00                89.42              355000.00              355000.00             0.00             0.00                 360                     357               360     94509   CA                      6.300     14.990        7.990      1.500       1.500        637               9/11/2006            60    N                                                  24   H
        2889   C               P                P                               73                  1                      1   A5AL                         48      8.788                     1                         406990.00     95.00         0.00                95.00              386640.00              386639.99             0.00             0.00                 360                     357               360     21075   MD                      6.050     15.788        8.788      1.500       1.500        607               9/22/2006            60    Y                                                   0
        2890   S               P                C                               73                  1    C4                    A4AL                         34      8.100                     1                         240000.00     90.00         0.00                90.00              216000.00              215470.38             0.00             0.00                 360                     357               360     60804   IL                      5.800     15.100        8.100      1.500       1.500        657               9/18/2006             0    N                                                   0
        2891   S               P                C                               73                  1                      1   AMAL                         51      9.000                     1                         347500.00     90.00         0.00                90.00              312750.00              312548.05             0.00             0.00                 360                     357               480     37774   TN                      6.700     16.000        9.000      1.500       1.500        577               9/16/2006             0    N                                                  24   H
        2892   S               I                P                               10                  1                      1   A4AL                         49      9.525                     1                          69500.00     90.00         0.00                90.00               62550.00               62457.44             0.00             0.00                 360                     357               360     75041   TX                      0.000      0.000        0.000      0.000       0.000        627               9/20/2006             0    N                                                  36   H
        2893   C               I                P                               73                  1                      1   A4AL                         50      9.250                     1                          90400.00     95.00         0.00                95.00               85880.00               85828.52             0.00             0.00                 360                     357               480     32304   FL                      6.050     16.250        9.250      1.500       1.500        668               9/21/2006             0    N                                                  24   H
        2894   S               P                R                               10                  1    C4                    A4AL                         48      8.100                     1                         130000.00     95.00         0.00                95.00              123500.00              121511.38             0.00             0.00                 360                     357               360     78602   TX                      0.000      0.000        0.000      0.000       0.000        640               9/20/2006             0    N                                                  36   H
        2895   S               I                P                               73                  1                      1   A4AL                         49      8.975                     1                          70000.00     90.00         0.00                90.00               63000.00               62895.45             0.00             0.00                 360                     357               360     46802   IN                      6.050     15.975        8.975      1.500       1.500        602               9/21/2006             0    N                                                  24   H
        2896   S               P                C                               73                  1    C4                    A4AL                         47      8.550                     1                         230000.00     86.96         0.00                86.96              200000.00              200000.00             0.00             0.00                 360                     357               360     85204   AZ                      6.300     15.550        8.550      1.500       1.500        651               9/14/2006            60    N                                                  24   H
        2897   F               P                P                               73                  1                      1   A5AL                         51      8.850                     1                         130000.00     93.08         0.00                93.08              121000.00              120918.33             0.00             0.00                 360                     357               360     19151   PA                      6.050     15.850        8.850      1.500       1.500        599               9/21/2006             0    Y                                                  24   H
        2898   S               P                R                               73                  1    C1                    AXAL                         52      9.000                     1                         165000.00     90.00         0.00                90.00              148500.00              148254.81             0.00             0.00                 360                     357               360     60617   IL                      5.800     16.000        9.000      1.500       1.500        542               9/18/2006             0    N                                                   0
        2899   S               P                R                               73                  1    C4                    AXAL                         43     10.850                     1                         255000.00     90.00         0.00                90.00              229500.00              229374.16             0.00             0.00                 360                     357               360     54501   WI                      6.550     17.850       10.850      1.500       1.500        625               9/19/2006            60    N                                                   0
        2900   S               P                C                               73                  1                      1   A4AL                         34      9.990                     1                         196000.00     85.00         0.00                85.00              166600.00              166431.99             0.00             0.00                 360                     357               480     73072   OK                      6.300     16.990        9.990      1.500       1.500        501               9/20/2006             0    N                                                  24   H
        2901   S               P                R                               73                  1                      1   A4AL                         32      8.525                     1                         145000.00     88.28         0.00                88.28              128000.00              127904.92             0.00             0.00                 360                     357               480     77339   TX                      6.050     15.525        8.525      1.500       1.500        629               9/18/2006             0    N                                                   0
        2902   S               I                C                               73                  1    C1                    A4AL                         43      8.750                     1                          70500.00     90.00         0.00                90.00               63450.00               63339.67             0.00             0.00                 360                     357               360     29108   SC                      6.050     15.750        8.750      1.500       1.500        649               9/22/2006             0    N                                                   0
        2903   S               P                R                               73                  1                      1   A4AL                         42      6.375                     1                         650000.00     90.00         0.00                90.00              585000.00              584999.99             0.00             0.00                 360                     357               360     91605   CA                      6.300     13.375        6.375      1.500       1.500        690               9/20/2006            60    N                                                  24   H
        2904   S               P                P                               10                  1    C4                    A5AL                         44     11.750                     1                          59000.00     90.00         5.00                95.00               53100.00               52770.27          2950.00             0.00                 180                     177               180     77022   TX                      0.000      0.000        0.000      0.000       0.000        581               9/20/2006             0    Y                                                   0
        2905   C               P                C                               73                  1                      1   A4AL                         37      7.250                     1                         345000.00     90.00         0.00                90.00              310500.00              310500.00             0.00             0.00                 360                     357               360     91766   CA                      6.050     14.250        7.250      1.500       1.500        649               9/15/2006            60    N                                                  24   H
        2906   S               P                C                               73                  1                      1   A4AL                         47      7.750                     1                         136500.00     89.93         0.00                89.93              122750.00              122749.99             0.00             0.00                 360                     357               360     93212   CA                      5.950     14.750        7.750      1.500       1.500        619               9/19/2006            60    N                                                  24   H
        2907   S               P                P                               73                  1                      1   A5AL                         49      7.950                     1                          94000.00     95.00         0.00                95.00               89300.00               89221.61             0.00             0.00                 360                     357               480     44137   OH                      6.050     14.950        7.950      1.500       1.500        676               9/21/2006             0    Y                                                  24   H
        2908   S               P                P                               73                  1                      1   AMAL                         41      9.500                     1                         136500.00     90.00        10.00               100.00              122850.00              122781.63         13650.00             0.00                 360                     357               480     30504   GA                      6.050     16.500        9.500      1.500       1.500        565               9/19/2006             0    N                                                  12   H
        2909   S               P                C                               73                  1    C3                    A4AL                         41      7.990                     1                         365000.00     85.00         0.00                85.00              310250.00              309980.82             0.00             0.00                 360                     357               480     97062   OR                      6.050     14.990        7.990      1.500       1.500        544               9/19/2006             0    N                                                  24   H
        2910   P               S                P                               73                  1                      1   A4AL                         31      8.350                     1                         379430.00     95.00         0.00                95.00              360458.00              360458.00             0.00             0.00                 360                     357               360     78023   TX                      6.050     15.350        8.350      1.500       1.500        602               9/20/2006            60    N                                                  24   H
        2911   S               P                C                               73                  1    C4                    A4AL                         49      8.475                     1                         266000.00     90.00         0.00                90.00              239400.00              239400.00             0.00             0.00                 360                     357               360     33755   FL                      6.050     15.475        8.475      1.500       1.500        633               9/18/2006            60    N                                                  24   H
        2912   P               P                P                               73                  1    C1                    A5AL                         45      7.475                     1                         399000.00     90.00         0.00                90.00              359100.00              359100.00             0.00             0.00                 360                     357               360     98092   WA                      5.900     14.475        7.475      1.500       1.500        635               9/21/2006            60    Y                                                  24   H
        2913   F               P                C                               73                  1                      1   A4AL                         51      6.125                     1                         681000.00     85.00         0.00                85.00              578850.00              578002.85             0.00             0.00                 360                     357               480     94609   CA                      6.050     13.125        6.125      1.500       1.500        603               9/16/2006             0    N                                                  24   H
        2914   S               P                C                               10                  1                      1   A4AL                         26      7.950                     1                         186000.00     90.00         0.00                90.00              167400.00              166660.27             0.00             0.00                 360                     357               360     60435   IL                      0.000      0.000        0.000      0.000       0.000        668               9/18/2006             0    N                                                  12   H
        2915   P               P                P                               73                  1    C4                    A5AL                         38      9.925                     1                         141420.00     89.10         0.00                89.10              126000.00              125937.90             0.00             0.00                 360                     357               480     29715   SC                      6.300     16.925        9.925      1.500       1.500        647               9/22/2006             0    Y                                                   0
        2916   S               P                P                               10                  1                      1   A5AL                         50      9.675                     1                         240000.00     90.00         0.00                90.00              216000.00              215690.34             0.00             0.00                 360                     357               360     76310   TX                      0.000      0.000        0.000      0.000       0.000        561               9/22/2006             0    Y                                                  36   H
        2917   P               P                P                               73                  1                      1   A5AL                         38      8.875                     1                         171635.00     85.00        15.00               100.00              145889.75              145889.75         25745.25             0.00                 360                     357               360     77545   TX                      6.050     15.875        8.875      1.500       1.500        616               9/21/2006            60    Y                                                  24   H
        2918   S               P                C                               73                  1                      1   A4AL                         43      6.950                     1                         520000.00     84.89         0.00                84.89              441432.00              441432.00             0.00             0.00                 360                     357               360     91016   CA                      5.950     13.950        6.950      1.500       1.500        599               9/15/2006            60    N                                                  24   H
        2919   P               P                P                               73                  1                      1   A5AL                         39      8.500                     1                         219000.00     95.00         0.00                95.00              208050.00              208050.00             0.00             0.00                 360                     357               360     30045   GA                      6.050     15.500        8.500      1.500       1.500        616               9/22/2006            60    Y                                                  12   H
        2920   S               P                P                               73                  1    C4                    A5AL                         34      9.775                     1                         233000.00     85.00         0.00                85.00              198050.00              197948.56             0.00             0.00                 360                     357               480     32408   FL                      6.300     16.775        9.775      1.500       1.500        557               9/25/2006             0    Y                                                  24   H
        2921   S               P                R                               10                  1                      1   A4AL                         48      6.750                     1                         156500.00     85.00         0.00                85.00              133025.00              132435.20             0.00             0.00                 360                     357               360     73115   OK                      0.000      0.000        0.000      0.000       0.000        595               9/19/2006             0    N                                                  36   H
        2922   S               P                C                                7                  1                      1   C AL                         41      9.850                     1                         196000.00     90.00         0.00                90.00              176400.00              176311.71             0.00             0.00                 360                     357               480     32725   FL                      0.000      0.000        0.000      0.000       0.000        601               9/15/2006             0    N                                                   0
        2923   S               P                P                                7                  1                      1   A5AL                         31      8.600                     1                          90000.00     95.00         0.00                95.00               85500.00               85437.87             0.00             0.00                 360                     357               480     44108   OH                      0.000      0.000        0.000      0.000       0.000        654               9/25/2006             0    Y                                                  36   H
        2924   S               S                P                               73                  1    C4                    A4AL                         44     10.575                     1                         129000.00     90.00         0.00                90.00              116100.00              116100.00             0.00             0.00                 360                     357               360     72714   AR                      6.300     17.575       10.575      1.500       1.500        630               9/21/2006            60    N                                                   0
        2925   F               I                C                               73                  1                      1   A4AL                         38      9.450                     1                         140000.00     90.00         0.00                90.00              126000.00              125810.63             0.00             0.00                 360                     357               360     12306   NY                      6.050     16.450        9.450      1.500       1.500        637               9/22/2006             0    N                                                   0
        2926   P               P                R                               73                  1                      1   A4AL                         39      8.750                     1                         271000.00     90.00         0.00                90.00              243900.00              243730.44             0.00             0.00                 360                     357               480     80233   CO                      6.050     15.750        8.750      1.500       1.500        528               9/20/2006             0    N                                                  24   H
        2927   S               S                P                               73                  1    C4                    A4AL                         38      9.950                     1                         620000.00     90.00         0.00                90.00              558000.00              557245.28             0.00             0.00                 360                     357               360     93445   CA                      6.300     16.950        9.950      1.500       1.500        594               9/15/2006             0    N                                                  12   H
        2928   F               I                P                               73                  1    C4                    A4AL                         42      9.175                     1                          92000.00     85.00         0.00                85.00               78200.00               78075.49             0.00             0.00                 360                     357               360     44103   OH                      5.950     16.175        9.175      1.500       1.500        607               9/22/2006             0    N                                                  24   H
        2929   S               P                C                               73                  1    C3                    AMAL                         37      8.700                     1                         128000.00     90.00         0.00                90.00              115200.00              114997.63             0.00             0.00                 360                     357               360     68521   NE                      6.450     15.700        8.700      1.500       1.500        632               9/19/2006             0    N                                                  24   H
        2930   S               P                P                               73                  1    C4                    A5AL                         45     10.400                     1                         116000.00     85.00        15.00               100.00               98600.00               98478.85         17400.00             0.00                 360                     357               360     63136   MO                      6.300     17.400       10.400      1.500       1.500        625               9/22/2006             0    Y                                                  24   H
        2931   S               P                C                               10                  1                      1   A4AL                         44      9.300                     1                         331000.00     90.00         0.00                90.00              297900.00              297437.96             0.00             0.00                 360                     357               360     98632   WA                      0.000      0.000        0.000      0.000       0.000        592               9/19/2006             0    N                                                  12   H
        2932   S               P                P                               73                  1    C4                    AMAL                         34      8.590                     1                         350000.00     85.00        10.00                95.00              297500.00              297283.21         35000.00             0.00                 360                     357               480     37865   TN                      6.750     15.590        8.590      1.500       1.500        581               9/21/2006             0    N                                                  24   H
        2933   S               P                C                                7                  1                      1   A4AL                         45      8.500                     1                         300000.00     90.00         0.00                90.00              270000.00              269798.00             0.00             0.00                 360                     357               480     97080   OR                      0.000      0.000        0.000      0.000       0.000        599               9/19/2006             0    N                                                  36   H
        2934   P               P                P                               73                  1                      1   A5AL                         41      9.780                     1                         118000.00     97.76         0.00                97.76              115355.00              115193.26             0.00             0.00                 360                     357               360     46221   IN                      7.780     15.780        9.780      1.500       1.000        607              10/19/2006             0    Y                                                  24   H
        2935   S               P                R                               10                  1    C1                    A4AL                         38     10.150                     1                          70000.00     85.00         0.00                85.00               59500.00               59422.86             0.00             0.00                 360                     357               360     35810   AL                      0.000      0.000        0.000      0.000       0.000        533               9/20/2006             0    N                                                   0
        2936   S               P                P                               73                  1    C4                    AXAL                         46      8.225                     1                         367400.00     90.00         0.00                90.00              330660.00              330019.84             0.00             0.00                 360                     357               360     18707   PA                      6.550     15.225        8.225      1.500       1.500        665               9/21/2006             0    N                                                  24   H
        2937   S               P                P                               73                  1    C4                    A5AL                         23      9.350                     1                         264000.00     95.00         0.00                95.00              250800.00              250415.06             0.00             0.00                 360                     357               360     88005   NM                      6.150     16.350        9.350      1.500       1.500        659               9/25/2006             0    Y                                                   0
        2938   C               I                C                               73                  1    C4                    A5AL                         44     10.150                     1                         257500.00     89.83         0.00                89.83              231300.00              231000.18             0.00             0.00                 360                     357               360      7643   NJ                      6.300     17.150       10.150      1.500       1.500        664               9/22/2006             0    Y                                                   0
        2939   S               P                P                               73                  1                      1   B AL                         48     10.775                     1                         109000.00     85.00         0.00                85.00               92650.00               92615.01             0.00             0.00                 360                     357               480     29644   SC                      6.700     17.775       10.775      1.500       1.500        528               9/25/2006             0    N                                                   0
        2940   S               I                C                               73                  1                      1   A4AL                         46      8.450                     1                         255000.00     90.00         0.00                90.00              229500.00              229075.59             0.00             0.00                 360                     357               360     33971   FL                      6.050     15.450        8.450      1.500       1.500        606               9/25/2006             0    N                                                  24   H
        2941   P               P                P                               10                  1                      1   AMAL                         47     10.625                     1                          95000.00     90.00         0.00                90.00               85500.00               85331.66             0.00             0.00                 360                     355               360     46239   IN                      0.000      0.000        0.000      0.000       0.000        580                7/7/2006             0    N                                                  36   H
        2942   P               P                P                               10                  1                      1   A5AL                         29      8.600                     1                         184937.00     94.98         0.00                94.98              175650.00              173895.25             0.00             0.00                 360                     355               360     78634   TX                      0.000      0.000        0.000      0.000       0.000        686               7/25/2006             0    Y                                                   0
        2943   C               S                P                               73                  1                      1   A4AL                         44      9.225                     1                         110900.00     90.00         0.00                90.00               99810.00               99688.04             0.00             0.00                 360                     354               480     32822   FL                      6.050     16.225        9.225      1.500       1.500        625               6/30/2006             0    N                                                  24   H
        2944   S               P                C                               10                  1                      1   B AL                         26      9.850                     1                         230000.00     85.00         0.00                85.00              195500.00              194953.10             0.00             0.00                 360                     354               360     28037   NC                      0.000      0.000        0.000      0.000       0.000        534               6/28/2006             0    N                                                  24   H
        2945   C               S                C                               73                  1                      1   AXAL                         39      9.725                     1                         775000.00     90.00         0.00                90.00              697500.00              695496.87             0.00             0.00                 360                     354               360     28646   NC                      5.950     16.725        9.725      1.500       1.500        579               6/16/2006             0    N                                                  24   H
        2946   S               P                P                               73                  1                      1   A5AL                         43      9.125                     1                         185000.00     85.00         0.00                85.00              157250.00              156824.82             0.00             0.00                 360                     355               360     95966   CA                      6.050     16.125        9.125      1.500       1.500        532               7/10/2006             0    Y                                                  24   H
        2947   F               P                P                               73                  1    C4                    A4AL                         45     10.675                     1                          94900.00     90.00         5.00                95.00               85410.00               85209.45          4745.00             0.00                 360                     354               360     13069   NY                      6.300     17.675       10.675      1.500       1.500        595                7/5/2006             0    N                                                   0
        2948   P               S                P                               73                  1    C4                    A4AL                         49     10.900                     1                         228900.00     95.00         0.00                95.00              217455.00              216968.57             0.00             0.00                 360                     355               360     34759   FL                      5.950     17.900       10.900      1.500       1.500        591                8/3/2006             0    N                                                   0
        2949   P               P                C                               74                  1    C4                    AXAL                         48     10.500                     1                         185000.00     85.00         0.00                85.00              157250.00              157061.24             0.00             0.00                 360                     354               480     27502   NC                      6.250     17.500       10.500      1.500       1.500        550               6/26/2006             0    N                                                  12   H
        2950   S               P                R                                7                  1    C1                    A4AL                         37      8.400                     1                         111000.00     90.00         0.00                90.00               99899.00               99743.43             0.00             0.00                 360                     354               480     21545   MD                      0.000      0.000        0.000      0.000       0.000        622               6/23/2006             0    N                                                   0
        2951   S               P                C                               74                  1    C7                    A4AL                         42      8.950                     1                         115000.00     95.00         0.00                95.00              109250.00              109100.61             0.00             0.00                 360                     354               480     53218   WI                      6.400     15.950        8.950      1.500       1.500        649               6/26/2006             0    N                                                   0
        2952   S               I                C                               74                  1                      1   A4AL                         25      8.650                     1                         102000.00     80.29         0.00                80.29               81900.00               81781.43             0.00             0.00                 360                     354               480     48228   MI                      6.050     15.650        8.650      1.500       1.500        623               6/29/2006             0    N                                                  36   H
        2953   S               P                P                               73                  1    C4                    A5AL                         48      9.350                     1                         299000.00     90.00         5.00                95.00              269100.00              268835.52         14950.00             0.00                 360                     355               480      2864   RI                      6.300     16.350        9.350      1.500       1.500        614               7/31/2006             0    Y                                                  12   H
        2954   S               P                C                               73                  1    C4                    A4AL                         42      8.900                     1                          84000.00     85.00         0.00                85.00               71400.00               71084.63             0.00             0.00                 360                     355               360     48213   MI                      6.300     15.900        8.900      1.500       1.500        648                7/7/2006             0    N                                                  24   H
        2955   S               P                P                               73                  1    C4                    A5AL                         40      8.375                     1                         386000.00     87.53         0.00                87.53              337875.00              337434.99             0.00             0.00                 360                     355               480     10310   NY                      6.150     15.375        8.375      1.500       1.500        681               7/14/2006             0    Y                                                   0
        2956   S               P                P                               73                  1                      1   A5AL                         46      9.950                     1                          69000.00     85.00         0.00                85.00               58650.00               58516.66             0.00             0.00                 360                     355               360     18224   PA                      6.050     16.950        9.950      1.500       1.500        508               7/28/2006             0    Y                                                  24   H
        2957   S               P                C                               73                  1    C3                    A4AL                         27      8.550                     1                         582000.00     95.00         0.00                95.00              552900.00              552076.00             0.00             0.00                 360                     355               480      2184   MA                      6.050     15.550        8.550      1.500       1.500        569               7/14/2006             0    N                                                   0
        2958   P               S                P                               73                  1    C4                    AMAL                         18     10.475                     1                         182925.00     95.00         0.00                95.00              173778.00              173681.37             0.00             0.00                 360                     356               480     33547   FL                      6.150     17.475       10.475      1.500       1.500        646               8/15/2006             0    N                                                   0
        2959   F               P                C                               73                  1    C4                    A4AL                         45      8.950                     1                         420000.00     85.00         0.00                85.00              357000.00              355999.97             0.00             0.00                 360                     355               360      1902   MA                      6.300     15.950        8.950      1.500       1.500        624               7/18/2006             0    N                                                   0
        2960   S               P                C                               73                  1                      1   A4AL                         36      8.350                     1                          75000.00     90.00         0.00                90.00               67500.00               67329.54             0.00             0.00                 360                     355               360     48342   MI                      6.050     15.350        8.350      1.500       1.500        685               7/26/2006             0    N                                                  24   H
        2961   S               P                C                               73                  1    C1                    AXAL                         43      8.600                     1                         450000.00     85.00         0.00                85.00              382500.00              381348.60             0.00             0.00                 360                     355               360      2176   MA                      6.050     15.600        8.600      1.500       1.500        511               7/25/2006             0    N                                                   0
        2962   F               I                C                               73                  1                      1   A4AL                         47      9.650                     1                         325000.00     90.00         0.00                90.00              292500.00              291665.17             0.00             0.00                 360                     355               360      7102   NJ                      6.050     16.650        9.650      1.500       1.500        607               7/27/2006             0    N                                                   0
        2963   S               P                P                               73                  1    C4                    A5AL                         45      8.250                     1                         169000.00     80.00         0.00                80.00              135200.00              134939.59             0.00             0.00                 360                     357               360     33612   FL                      5.375     14.250        5.375      1.500       1.000        605                9/7/2006             0    Y                                                  24   H
        2964   S               P                P                               10                  1                      1   A5AL                         45     12.380                     1                          89800.00    100.00         0.00               100.00               89800.00               89728.09             0.00             0.00                 360                     357               360     70663   LA                      0.000      0.000        0.000      0.000       0.000        624               9/18/2006             0    Y                                                  24   H
        2965   S               P                C                               73                  1    C4                    AXAL                         53      7.875                     1                         275000.00     75.00         0.00                75.00              206250.00              205821.37             0.00             0.00                 360                     357               360     93703   CA                      4.875     13.875        4.875      1.500       1.000        581               9/18/2006             0    N                                                  24   H
        2966   S               P                C                               73                  1    C4                    AXAL                         30      9.000                     1                         260000.00     85.00         0.00                85.00              221000.00              218988.92             0.00             0.00                 360                     357               360     92201   CA                      6.000     15.000        6.000      1.500       1.000        604               9/19/2006             0    N                                                  24   H
        2967   S               P                P                               73                  1                      1   A5AL                         48      8.500                     1                         148500.00     80.00        20.00               100.00              118800.00              118800.00         29700.00             0.00                 360                     357               360      4605   ME                      5.125     14.500        5.125      1.500       1.000        636               9/28/2006            60    Y                                                   0
        2968   S               P                P                               73                  1                      1   A5AL                         36      8.875                     1                         139900.00     80.00        20.00               100.00              111920.00              111730.36         27980.00             0.00                 360                     357               360     77536   TX                      5.875     14.875        5.875      1.500       1.000        582               9/26/2006             0    Y                                                  24   H
        2969   S               P                P                               73                  1    C4                    A5AL                         48      9.750                     1                         138000.00     95.00         0.00                95.00              131100.00              130915.02             0.00             0.00                 360                     357               360     38666   MS                      6.750     15.750        6.750      1.500       1.000        629               9/27/2006             0    Y                                                  24   H
        2970   S               P                C                               73                  1    C4                    A4AL                         50      7.750                     1                         250000.00     78.00         0.00                78.00              195000.00              194584.45             0.00             0.00                 360                     357               360     85040   AZ                      4.750     13.750        4.750      1.500       1.000        584               9/22/2006             0    N                                                  24   H
        2971   S               P                P                               73                  1    C4                    A4AL                         31      8.875                     1                         185500.00     95.00         0.00                95.00              176225.00              175926.40             0.00             0.00                 360                     357               360     32958   FL                      5.875     14.875        5.875      1.500       1.000        625               9/28/2006             0    N                                                  24   H
        2972   S               P                P                               73                  1                      1   A5AL                         52      9.375                     1                         153700.00     80.00        20.00               100.00              122960.00              122772.26         30740.00             0.00                 360                     357               360     70072   LA                      6.375     15.375        6.375      1.500       1.000        590               9/28/2006             0    Y                                                  24   H
        2973   P               P                P                               73                  1                      1   A5AL                         47      8.500                     1                         144000.00     80.00        20.00               100.00              115200.00              114989.15         28800.00             0.00                 360                     357               360     77449   TX                      5.500     14.500        5.500      1.500       1.000        688               9/27/2006             0    Y                                                  12   H
        2974   S               P                P                               74                  1                      1   A4AL                         50      8.500                     1                         193900.00     79.99        19.96                99.95              155100.00              155100.00         38700.00             0.00                 360                     357               360     35096   AL                      5.500     14.500        5.500      1.500       1.000        591               9/28/2006            60    N                                                  24   H
        2975   S               P                P                               73                  1                      1   A5AL                         50      8.250                     1                         130000.00     80.00        20.00               100.00              104000.00              103799.66         26000.00             0.00                 360                     357               360     36608   AL                      5.250     14.250        5.250      1.500       1.000        603               9/28/2006             0    Y                                                  24   H
        2976   S               P                P                                7                  2                      1   A5AL                         50     12.875                     1                         130000.00    100.00         0.00               100.00               26000.00               25981.47             0.00        104000.00                 180                     177               360     36608   AL                      0.000      0.000        0.000      0.000       0.000        603               9/28/2006             0    Y                                                  24   H
        2977   S               P                P                               74                  1                      1   A5AL                         47      8.875                     1                         118000.00     80.00        20.00               100.00               94400.00               94240.06         23600.00             0.00                 360                     357               360     68164   NE                      5.875     14.875        5.875      1.500       1.000        587               9/28/2006             0    Y                                                  36   H
        2978   S               P                P                                7                  2                      1   A5AL                         47     13.750                     1                         118000.00    100.00         0.00               100.00               23600.00               23381.57             0.00         94400.00                 180                     177               360     68164   NE                      0.000      0.000        0.000      0.000       0.000        587               9/28/2006             0    Y                                                   0
        2979   S               P                P                               73                  1                      1   A5AL                         45      8.625                     1                         155000.00     80.00        20.00               100.00              124000.00              123778.78         31000.00             0.00                 360                     357               360     84104   UT                      5.625     14.625        5.625      1.500       1.000        595               9/26/2006             0    Y                                                  24   H
        2980   S               P                P                                7                  2                      1   A5AL                         45     13.750                     1                         155000.00    100.00         0.00               100.00               31000.00               30981.88             0.00        124000.00                 180                     177               360     84104   UT                      0.000      0.000        0.000      0.000       0.000        595               9/26/2006             0    Y                                                   0
        2981   S               P                P                               73                  1                      1   A4AL                         28      9.250                     1                         143000.00     90.00         0.00                90.00              128700.00              128498.30             0.00             0.00                 360                     357               360     35117   AL                      6.250     15.250        6.250      1.500       1.000        544               9/28/2006             0    N                                                  24   H
        2982   S               P                P                               73                  1                      1   A5AL                         53      9.125                     1                         170000.00     90.00         0.00                90.00              153000.00              152753.87             0.00             0.00                 360                     357               360     35501   AL                      6.125     15.125        6.125      1.500       1.000        561               9/28/2006             0    Y                                                  24   H
        2983   S               P                C                               10                  1                      1   A4AL                         36      8.875                     1                          98000.00     90.00         0.00                90.00               88200.00               88050.56             0.00             0.00                 360                     357               360     39212   MS                      0.000      0.000        0.000      0.000       0.000        541               9/22/2006             0    N                                                  36   H
        2984   S               P                P                               73                  1                      1   A5AL                         44      7.625                     1                         387009.00     91.55         0.00                91.55              354308.00              354308.00             0.00             0.00                 360                     357               360     84118   UT                      4.625     13.625        4.625      1.500       1.000        681                9/7/2006            60    Y                                                  24   H
        2985   P               P                P                               74                  1                      1   A5AL                         38      8.875                     1                         170000.00     80.00        20.00               100.00              136000.00              135769.56         34000.00             0.00                 360                     357               360     77450   TX                      5.875     14.875        5.875      1.500       1.000        585               9/28/2006             0    Y                                                  24   H
        2986   P               P                P                               10                  2                      1   A5AL                         38      9.990                     1                         170000.00    100.00         0.00               100.00               34000.00               33954.41             0.00        136000.00                 360                     357               360     77450   TX                      0.000      0.000        0.000      0.000       0.000        585               9/28/2006             0    Y                                                   0
        2987   S               S                P                               73                  1    C4                    A4AL                         47     10.125                     1                         160750.00     94.99         0.00                94.99              152700.00              152501.01             0.00             0.00                 360                     357               360     28792   NC                      7.125     16.125        7.125      1.500       1.000        627               9/28/2006             0    N                                                   0
        2988   S               P                P                               73                  1                      1   AXAL                         43      8.500                     1                         190000.00     80.00        20.00               100.00              152000.00              151721.79         38000.00             0.00                 360                     357               360     77375   TX                      5.500     14.500        5.500      1.500       1.000        610               9/28/2006             0    N                                                  24   H
        2989   S               P                P                                7                  2                      1   AXAL                         43      9.990                     1                         190000.00    100.00         0.00               100.00               38000.00               37949.03             0.00        152000.00                 180                     177               360     77375   TX                      0.000      0.000        0.000      0.000       0.000        610               9/28/2006             0    N                                                   0
        2990   P               P                C                               73                  1                      1   A4AL                         26      7.000                     1                         335000.00     74.93         0.00                74.93              251000.00              250240.29             0.00             0.00                 360                     357               360     89147   NV                      5.000     13.000        5.000      1.500       1.000        582               9/15/2006             0    N                                                  24   H
        2991   S               P                C                               73                  1    C6                    A4AL                         48      7.950                     1                         186000.00     85.00         0.00                85.00              158100.00              157776.36             0.00             0.00                 360                     357               360     32773   FL                      4.850     13.950        7.950      1.500       1.000        583               9/25/2006             0    N                                                  24   H
        2992   S               P                C                               73                  1    C3                    AXAL                         47      7.650                     1                         401000.00     65.00         0.00                65.00              260650.00              260083.28             0.00             0.00                 360                     357               360     93267   CA                      5.950     13.650        5.950      1.500       1.000        544               9/19/2006             0    N                                                  24   H
        2993   S               P                P                               73                  1                      1   A4AL                         27      9.000                     1                         340000.00     90.00         0.00                90.00              306000.00              305494.78             0.00             0.00                 360                     357               360     30127   GA                      6.000     15.000        6.000      1.500       1.000        576               9/21/2006             0    N                                                  24   H
        2994   S               P                C                               73                  1                      1   A4AL                         46      8.500                     1                         334000.00     95.00         0.00                95.00              317300.00              316719.25             0.00             0.00                 360                     357               360     35806   AL                      5.500     14.500        5.500      1.500       1.000        667               9/27/2006             0    N                                                  24   H
        2995   C               P                C                               74                  1    C4                    A4AL                         51     11.250                     1                         290000.00    100.00         0.00               100.00              290000.00              289602.82             0.00             0.00                 360                     356               360      8844   NJ                      8.250     17.250       11.250      1.500       2.000        685                9/6/2006             0    N                                                   0
        2996   F               P                C                               73                  1    C4                    A4AL                         48      9.900                     1                         192000.00     95.00         0.00                95.00              182400.00              182150.66             0.00             0.00                 360                     357               360     53215   WI                      6.400     15.900        6.400      1.500       1.000        593               9/21/2006             0    N                                                  24   H
        2997   S               P                C                               73                  1                      1   AMAL                         50      8.750                     1                         184000.00     82.61         0.00                82.61              152000.00              151735.74             0.00             0.00                 360                     357               360     29910   SC                      6.000     14.750        6.000      1.500       1.000        602               9/11/2006             0    N                                                  24   H
        2998   S               P                C                               73                  1                      1   A4AL                         45      6.990                     1                         325000.00     46.15         0.00                46.15              150000.00              149628.24             0.00             0.00                 360                     357               360     54937   WI                      3.590     12.990        3.590      1.500       1.000        648               9/25/2006             0    N                                                  24   H
        2999   S               P                C                               73                  1                      1   A4AL                         51      7.975                     1                         243000.00     80.00        20.00               100.00              194400.00              194004.08         48600.00             0.00                 360                     357               360     30519   GA                      4.775     13.975        4.775      1.500       1.000        592               9/25/2006             0    N                                                  24   H
        3000   S               S                C                               73                  1    C4                    A4AL                         45      8.125                     1                         350000.00     65.00         0.00                65.00              227500.00              227050.52             0.00             0.00                 360                     357               360     56442   MN                      4.825     14.125        4.825      1.500       1.000        649               9/22/2006             0    N                                                  24   H
        3001   S               P                C                               73                  1    C4                    AMAL                         46      9.750                     1                         447000.00     85.00         0.00                85.00              379950.00              379232.24             0.00             0.00                 360                     356               360     55304   MN                      6.450     15.750        6.450      1.500       1.000        678                8/2/2006             0    N                                                  24   H
        3002   S               P                C                               73                  1                      1   A4AL                         40      9.200                     1                          97900.00     94.99         0.00                94.99               93000.00               92852.72             0.00             0.00                 360                     357               360     65803   MO                      5.600     15.200        5.600      1.500       1.000        592               9/23/2006             0    N                                                  24   H
        3003   S               P                P                               74                  1                      1   A5AL                         45      8.250                     1                         244500.00     80.00        20.00               100.00              195600.00              195349.68         48900.00             0.00                 360                     358               360     23185   VA                      5.250     11.250        5.250      1.500       1.000        600               10/5/2006             0    Y                                                  36   H
        3004   P               P                P                               73                  1    C4                    B AL                         38      8.750                     1                         290000.00     59.99         0.00                59.99              173970.00              173565.25             0.00             0.00                 360                     356               360     55303   MN                      5.575     14.750        5.575      1.500       1.000        587               8/10/2006             0    N                                                  24   H
        3005   T               P                C                               73                  1                      1   A4AL                         49      9.675                     1                         155000.00     80.00         0.00                80.00              124000.00              123926.50             0.00             0.00                 360                     357               480     19125   PA                      6.175     15.675        9.675      1.500       1.000        542               9/20/2006             0    N                                                  24   H
        3006   S               P                R                               74                  1    C4                    AXAL                         33      8.000                     1                         308000.00     49.68         0.00                49.68              153000.00              152794.00             0.00             0.00                 360                     358               360     32818   FL                      4.500     14.000        4.500      1.500       1.000        622               10/5/2006             0    N                                                  24   H
        3007   S               P                P                               74                  1    C4                    A5AL                         46      9.500                     1                         148222.00     90.00         0.00                90.00              133399.00              133267.26             0.00             0.00                 360                     358               360     30228   GA                      5.875     15.500        5.875      1.500       1.000        603              10/18/2006             0    Y                                                  24   H
        3008   S               P                C                               73                  1                      1   A4AL                         45      8.325                     1                         308000.00     82.14         0.00                82.14              253000.00              252796.90             0.00             0.00                 360                     357               480      2895   RI                      4.725     14.325        4.725      1.500       1.000        522               9/22/2006             0    N                                                  12   H
        3009   S               P                C                               73                  1    C4                    A4AL                         50      8.625                     1                         285000.00     75.00         0.00                75.00              213750.00              213368.67             0.00             0.00                 360                     357               360     60164   IL                      5.000     14.625        8.625      1.500       1.000        623               9/25/2006             0    N                                                   0
        3010   S               P                C                               73                  1                      1   A4AL                         49      7.750                     1                         225000.00     90.00         0.00                90.00              202500.00              202500.00             0.00             0.00                 360                     357               360     55423   MN                      4.250     13.750        4.250      1.500       1.000        648               9/22/2006            60    N                                                  24   H
        3011   S               P                C                               73                  1    C4                    AMAL                         37     10.300                     1                         421000.00     65.00         0.00                65.00              273650.00              273306.47             0.00             0.00                 360                     357               360     59864   MT                      6.900     16.300        6.900      1.500       1.000        527               10/6/2006             0    N                                                  24   H
        3012   S               P                C                               73                  1                      1   A4AL                         27      8.125                     1                         340000.00     85.00         0.00                85.00              289000.00              288429.00             0.00             0.00                 360                     357               360     55044   MN                      5.375     14.125        5.375      1.500       1.000        640               9/21/2006             0    N                                                  24   H
        3013   S               P                P                               73                  1    C4                    A4AL                         50      9.900                     1                         288507.00     80.00        20.00               100.00              230800.00              230686.18         57700.00             0.00                 360                     357               480     44143   OH                      6.300     15.900        9.900      1.500       1.000        623               9/18/2006             0    N                                                  24   H
        3014   S               P                C                               73                  1                      1   A4AL                         45      9.875                     1                         189000.00     95.00         0.00                95.00              179550.00              179460.79             0.00             0.00                 360                     357               480     48340   MI                      6.775     15.875        9.875      1.500       1.000        591               9/25/2006             0    N                                                  24   H
        3015   S               P                C                               10                  1    C4                    AXAL                         34      9.875                     1                         186000.00     80.00         0.00                80.00              148800.00              148526.24             0.00             0.00                 360                     356               360     18707   PA                      0.000      0.000        0.000      0.000       0.000        634               8/30/2006             0    N                                                   0
        3016   S               P                C                               73                  1                      1   AXAL                         41      8.500                     1                         220000.00     75.00         0.00                75.00              165000.00              164697.99             0.00             0.00                 360                     357               360     56547   MN                      5.100     14.500        5.100      1.500       1.000        618               9/25/2006             0    N                                                  12   H
        3017   S               P                P                               73                  1    C1                    A5AL                         44      8.375                     1                         158900.00     80.00        20.00               100.00              127120.00              126880.50         31780.00             0.00                 360                     357               360     63034   MO                      5.080     14.375        8.375      1.500       1.000        602               9/19/2006             0    Y                                                  24   H
        3018   T               P                C                               73                  1                      1   A5AL                         43      8.500                     1                         107000.00     93.46         0.00                93.46              100000.00              100000.00             0.00             0.00                 360                     357               360     21218   MD                      5.100     14.500        5.100      1.500       1.000        625               9/22/2006            60    Y                                                   0
        3019   S               P                P                               73                  1    C4                    A4AL                         51      9.375                     1                         118851.00     89.99         0.00                89.99              106956.00              106750.12             0.00             0.00                 360                     357               360     84119   UT                      6.375     15.375        6.375      1.500       1.000        596                9/1/2006             0    N                                                   0
        3020   F               P                P                               73                  1                      1   A5AL                         46      9.375                     1                         135000.00     80.00        20.00               100.00              108000.00              107835.09         27000.00             0.00                 360                     357               360     70117   LA                      6.375     15.375        6.375      1.500       1.000        582               9/29/2006             0    Y                                                  24   H
        3021   F               P                P                               10                  2                      1   A5AL                         46     13.500                     1                         135000.00    100.00         0.00               100.00               27000.00               26983.29             0.00        108000.00                 360                     357               360     70117   LA                      0.000      0.000        0.000      0.000       0.000        582               9/29/2006             0    Y                                                   0
        3022   S               P                P                               73                  1                      1   A5AL                         41      9.750                     1                         206000.00     90.00         0.00                90.00              185400.00              185138.40             0.00             0.00                 360                     357               360     80014   CO                      6.750     15.750        6.750      1.500       1.000        548               9/29/2006             0    Y                                                   0
        3023   S               P                C                               10                  1                      1   A4AL                         53      8.625                     1                         100000.00     80.00        20.00               100.00               80000.00               79857.29         20000.00             0.00                 360                     357               360     36551   AL                      0.000      0.000        0.000      0.000       0.000        607               9/25/2006             0    N                                                  36   H
        3024   S               P                C                               10                  1                      1   A4AL                         32      7.250                     1                         159000.00     66.35         0.00                66.35              105500.00              105251.60             0.00             0.00                 360                     357               360     85711   AZ                      0.000      0.000        0.000      0.000       0.000        647               9/21/2006             0    N                                                  36   H
        3025   S               P                P                               73                  1                      1   A5AL                         44      9.750                     1                         156100.00     85.00         0.00                85.00              132685.00              132497.78             0.00             0.00                 360                     357               360     77566   TX                      6.750     15.750        6.750      1.500       1.000        524               9/27/2006             0    Y                                                  24   H
        3026   S               P                P                               10                  1    C4                    A4AL                         27     10.125                     1                          99000.00     80.00         0.00                80.00               79200.00               79096.80             0.00             0.00                 360                     357               360     39564   MS                      0.000      0.000        0.000      0.000       0.000        624               9/29/2006             0    N                                                   0
        3027   S               P                P                               74                  1                      1   A5AL                         40     10.500                     1                          64900.00    100.00         0.00               100.00               64900.00               64821.94             0.00             0.00                 360                     357               360     44905   OH                      7.500     16.500        7.500      1.500       1.000        586               9/29/2006             0    Y                                                  36   H
        3028   S               P                C                               73                  1                      1   A4AL                         40      7.125                     1                         305000.00     78.69         0.00                78.69              240000.00              239733.59             0.00             0.00                 360                     357               480     98383   WA                      4.125     13.125        4.125      1.500       1.000        652               9/25/2006             0    N                                                  24   H
        3029   S               P                C                               73                  1                      1   A4AL                         50      9.750                     1                          75000.00     95.00         0.00                95.00               71250.00               71149.46             0.00             0.00                 360                     357               360     35652   AL                      6.750     15.750        6.750      1.500       1.000        604               9/25/2006             0    N                                                  24   H
        3030   S               P                C                               73                  1                      1   AXAL                         35      8.625                     1                         172500.00     90.00         0.00                90.00              155250.00              154973.04             0.00             0.00                 360                     357               360     57032   SD                      5.625     14.625        5.625      1.500       1.000        628               9/25/2006             0    N                                                  24   H
        3031   S               P                C                               10                  1                      1   A5AL                         24     10.625                     1                          69000.00     78.84         0.00                78.84               54400.00               54336.31             0.00             0.00                 360                     357               360     76140   TX                      0.000      0.000        0.000      0.000       0.000        595               9/25/2006             0    Y                                                   0
        3032   F               P                P                               74                  1    C1                    A4AL                         36      9.500                     1                         179500.00     90.00         0.00                90.00              161550.00              161309.72             0.00             0.00                 360                     357               360     55407   MN                      6.500     15.500        6.500      1.500       1.000        631               9/29/2006             0    N                                                   0
        3033   S               P                C                               73                  1                      1   A4AL                         42      8.375                     1                         185000.00     89.19         0.00                89.19              165000.00              164690.18             0.00             0.00                 360                     357               360     43614   OH                      5.375     14.375        5.375      1.500       1.000        647               9/25/2006             0    N                                                  24   H
        3034   P               P                P                               74                  1                      1   A5AL                         40      8.750                     1                         118500.00     80.00        20.00               100.00               94800.00               94635.18         23700.00             0.00                 360                     357               360     77338   TX                      5.750     14.750        5.750      1.500       1.000        590               9/29/2006             0    Y                                                  24   H
        3035   S               P                C                               73                  1    C4                    A5AL                         45      9.500                     1                         345000.00     95.00         0.00                95.00              327750.00              327262.52             0.00             0.00                 360                     357               360     32040   FL                      6.500     15.500        6.500      1.500       1.000        618               9/25/2006             0    Y                                                  24   H
        3036   S               P                C                                7                  2                      1   AXAL                         46     13.250                     1                         230000.00    100.00         0.00               100.00               46000.00               45969.85             0.00        184000.00                 180                     177               360     80219   CO                      0.000      0.000        0.000      0.000       0.000        614               9/25/2006             0    N                                                   0
        3037   S               P                C                               10                  1                      1   A5AL                         40     10.375                     1                          90000.00     84.44         0.00                84.44               76000.00               75906.11             0.00             0.00                 360                     357               360     44047   OH                      0.000      0.000        0.000      0.000       0.000        543               9/25/2006             0    Y                                                  36   H
        3038   P               P                P                               73                  1                      1   A5AL                         50      8.375                     1                         119990.00     80.00        20.00               100.00               95992.00               95917.51         23998.00             0.00                 360                     357               480     77047   TX                      5.375     14.375        5.375      1.500       1.000        595               9/29/2006             0    Y                                                  24   H
        3039   P               P                P                               73                  1                      1   A4AL                         50      7.125                     1                         180000.00     80.00        20.00               100.00              144000.00              144000.00         36000.00             0.00                 360                     357               360     33063   FL                      4.125     13.125        4.125      1.500       1.000        647               9/29/2006            60    N                                                  24   H
        3040   S               P                C                               74                  1    C4                    A4AL                         42      8.500                     1                         252000.00     89.29         0.00                89.29              225000.00              224831.69             0.00             0.00                 360                     357               480     32305   FL                      5.500     14.500        5.500      1.500       1.000        582               9/25/2006             0    N                                                  36   H
        3041   S               P                P                               73                  1    C4                    A5AL                         48      9.375                     1                         139900.00     95.00         0.00                95.00              132905.00              132702.07             0.00             0.00                 360                     357               360     33707   FL                      6.375     15.375        6.375      1.500       1.000        638               9/29/2006             0    Y                                                  24   H
        3042   S               P                P                               73                  1                      1   AXAL                         50      7.875                     1                         220000.00     80.00        20.00               100.00              176000.00              176000.00         44000.00             0.00                 360                     357               360     84088   UT                      4.750     13.875        4.750      1.500       1.000        581               9/26/2006            60    N                                                   0
        3043   S               P                C                               73                  1    C4                    A4AL                         27      8.375                     1                         205000.00     80.00         0.00                80.00              164000.00              163692.05             0.00             0.00                 360                     357               360     34609   FL                      5.375     14.375        5.375      1.500       1.000        580               9/25/2006             0    N                                                  24   H
        3044   S               I                C                               73                  1    C1                    AXAL                         33      9.000                     1                         455000.00     85.00         0.00                85.00              386750.00              386111.47             0.00             0.00                 360                     357               360     20772   MD                      6.000     15.000        6.000      1.500       1.000        621               9/29/2006             0    N                                                   0
        3045   S               P                P                               73                  1                      1   AXAL                         49      8.500                     1                         144000.00     80.00        20.00               100.00              115200.00              115113.83         28800.00             0.00                 360                     357               480     82301   WY                      5.500     14.500        5.500      1.500       1.000        611               9/29/2006             0    N                                                  24   H
        3046   S               P                P                                7                  2                      1   AXAL                         48     13.250                     1                         144000.00    100.00         0.00               100.00               28800.00               28781.13             0.00        115200.00                 180                     177               360     82301   WY                      0.000      0.000        0.000      0.000       0.000        611               9/29/2006             0    N                                                   0
        3047   P               P                P                               74                  1                      1   A5AL                         49      9.750                     1                         108000.00     90.00         0.00                90.00               97200.00               97149.86             0.00             0.00                 360                     357               480     77469   TX                      6.750     15.750        6.750      1.500       1.000        553               9/29/2006             0    Y                                                  36   H
        3048   P               P                P                               73                  1    C4                    A5AL                         50      8.875                     1                         230000.00     80.00         0.00                80.00              184000.00              183651.68             0.00             0.00                 360                     357               360     77478   TX                      5.875     14.875        5.875      1.500       1.000        607               9/29/2006             0    Y                                                  24   H
        3049   S               P                P                               10                  1    C4                    A5AL                         15      9.625                     1                          65500.00     90.00         0.00                90.00               58950.00               58864.59             0.00             0.00                 360                     357               360     38127   TN                      0.000      0.000        0.000      0.000       0.000        651               9/29/2006             0    Y                                                  36   H
        3050   S               P                P                               73                  1    C1                    A5AL                         38      9.000                     1                         182000.00     90.00         0.00                90.00              163800.00              162217.31             0.00             0.00                 360                     357               360     63052   MO                      6.000     15.000        6.000      1.500       1.000        559               9/29/2006             0    Y                                                  24   H
        3051   S               P                P                               73                  1    C4                    A4AL                         44      9.500                     1                         480000.00     95.00         0.00                95.00              456000.00              455746.37             0.00             0.00                 360                     357               480      7470   NJ                      6.500     15.500        6.500      1.500       1.000        623               9/29/2006             0    N                                                   0
        3052   S               P                P                               74                  1                      1   A5AL                         50      8.000                     1                         103000.00     80.00        19.42                99.42               82400.00               82400.00         20000.00             0.00                 360                     357               360     49004   MI                      5.250     14.000        5.250      1.500       1.000        598               9/29/2006            60    Y                                                  36   H
        3053   S               P                R                               10                  1                      1   A4AL                         50      9.250                     1                          90000.00     80.00         0.00                80.00               72000.00               71887.14             0.00             0.00                 360                     357               360     27829   NC                      0.000      0.000        0.000      0.000       0.000        664               9/25/2006             0    N                                                   0
        3054   S               P                P                               10                  1                      1   A5AL                         48     10.625                     1                         189350.00     90.00         0.00                90.00              170415.00              170215.49             0.00             0.00                 360                     357               360     39564   MS                      0.000      0.000        0.000      0.000       0.000        578               9/29/2006             0    Y                                                   0
        3055   S               P                C                               10                  1                      1   A4AL                         20      7.125                     1                         530000.00     75.00         0.00                75.00              397500.00              396540.71             0.00             0.00                 360                     357               360     74114   OK                      0.000      0.000        0.000      0.000       0.000        635               9/25/2006             0    N                                                  36   H
        3056   S               P                C                               10                  1    C4                    A4AL                         20      7.000                     1                         200000.00     56.00         0.00                56.00              112000.00              111722.97             0.00             0.00                 360                     357               360     33064   FL                      0.000      0.000        0.000      0.000       0.000        590               9/25/2006             0    N                                                  36   H
        3057   P               P                C                               73                  1    C4                    A5AL                         45      7.875                     1                         306400.00     80.00         0.00                80.00              245120.00              244610.60             0.00             0.00                 360                     357               360     32210   FL                      4.875     13.875        4.875      1.500       1.000        597               9/25/2006             0    Y                                                  24   H
        3058   S               P                C                               10                  1    C4                    A5AL                         28      7.875                     1                         120000.00     45.83         0.00                45.83               55000.00               54885.70             0.00             0.00                 360                     357               360     44134   OH                      0.000      0.000        0.000      0.000       0.000        668               9/25/2006             0    Y                                                  36   H
        3059   S               P                C                               73                  1                      1   A4AL                         43      7.250                     1                         255000.00     90.00         0.00                90.00              229500.00              228959.66             0.00             0.00                 360                     357               360     95965   CA                      4.250     13.250        4.250      1.500       1.000        634               9/21/2006             0    N                                                  24   H
        3060   S               P                P                                7                  2                      1   A5AL                         50     13.500                     1                         103000.00    100.00         0.00               100.00               20600.00               20587.25             0.00         82400.00                 180                     177               360     49004   MI                      0.000      0.000        0.000      0.000       0.000        598               9/29/2006             0    Y                                                   0
        3061   C               P                C                               73                  1    C4                    A4AL                         48      7.500                     1                         465000.00     80.00        20.00               100.00              372000.00              372000.00         93000.00             0.00                 360                     357               360     91709   CA                      4.125     13.500        4.125      1.500       1.000        650               9/25/2006            60    N                                                  24   H
        3062   C               P                C                               10                  2    C4                    A4AL                         48     11.750                     1                         465000.00    100.00         0.00               100.00               93000.00               92914.80             0.00        372000.00                 360                     357               360     91709   CA                      0.000      0.000        0.000      0.000       0.000        650               9/25/2006             0    N                                                  36   H
        3063   P               P                C                               74                  1                      1   A4AL                         44      8.250                     1                         240000.00     92.50         0.00                92.50              222000.00              222000.00             0.00             0.00                 360                     357               360     85041   AZ                      4.750     14.250        4.750      1.500       1.000        612               9/25/2006            60    N                                                  36   H
        3064   S               P                C                               73                  1                      1   A4AL                         38      8.000                     1                         145000.00     80.00        20.00               100.00              116000.00              115899.65         29000.00             0.00                 360                     357               480     63020   MO                      5.000     14.000        5.000      1.500       1.000        613               9/25/2006             0    N                                                  24   H
        3065   S               P                C                               74                  1                      1   A5AL                         53      8.375                     1                         160000.00     59.38         0.00                59.38               95000.00               94821.61             0.00             0.00                 360                     357               360     33610   FL                      5.375     14.375        5.375      1.500       1.000        503               9/25/2006             0    Y                                                  36   H
        3066   P               P                P                               73                  1    C1                    A5AL                         48      8.875                     1                         119000.00     80.00        20.00               100.00               95200.00               95038.71         23800.00             0.00                 360                     357               360     77083   TX                      5.875     14.875        5.875      1.500       1.000        593               9/29/2006             0    Y                                                  24   H
        3067   S               P                P                               10                  1    C4                    A4AL                         49      7.750                     1                         375000.00     54.67         0.00                54.67              205000.00              204563.11             0.00             0.00                 360                     357               360     96720   HI                      0.000      0.000        0.000      0.000       0.000        620                9/1/2006             0    N                                                  36   H
        3068   S               P                C                               73                  1    C4                    A4AL                         46      8.750                     1                         286000.00     83.57         0.00                83.57              239000.00              238582.70             0.00             0.00                 360                     357               360      3867   NH                      5.750     14.750        5.750      1.500       1.000        598               9/25/2006             0    N                                                   0
        3069   S               P                C                               73                  1    C4                    A5AL                         25      9.000                     1                         144000.00     80.00         0.00                80.00              115200.00              114862.00             0.00             0.00                 360                     357               360     40299   KY                      6.000     15.000        6.000      1.500       1.000        582               9/25/2006             0    Y                                                  24   H
        3070   S               P                P                               73                  1    C4                    A4AL                         42      9.250                     1                         134000.00     95.00         0.00                95.00              127300.00              127037.60             0.00             0.00                 360                     357               360     70512   LA                      6.250     15.250        6.250      1.500       1.000        605               9/29/2006             0    N                                                  24   H
        3071   S               I                P                               10                  1    C4                    A4AL                         43      7.875                     1                         340000.00     80.00         0.00                80.00              272000.00              271434.74             0.00             0.00                 360                     357               360     19403   PA                      0.000      0.000        0.000      0.000       0.000        668               9/29/2006             0    N                                                  36   H
        3072   S               P                C                               10                  1                      1   A4AL                         42      9.125                     1                         123000.00     79.67         0.00                79.67               98000.00               97791.97             0.00             0.00                 360                     357               360     37311   TN                      0.000      0.000        0.000      0.000       0.000        593               9/25/2006             0    N                                                  36   H
        3073   S               P                C                               10                  1                      1   A4AL                         50      9.000                     1                         120000.00     88.33         0.00                88.33              106000.00              105825.00             0.00             0.00                 360                     357               360     32571   FL                      0.000      0.000        0.000      0.000       0.000        564               9/25/2006             0    N                                                  36   H
        3074   S               I                C                               73                  1                      1   A4AL                         32      8.500                     1                         181000.00     85.00         0.00                85.00              153850.00              153568.42             0.00             0.00                 360                     357               360     33712   FL                      5.500     14.500        5.500      1.500       1.000        613               9/29/2006             0    N                                                  24   H
        3075   S               P                C                               10                  1                      1   A4AL                         32      7.500                     1                         355000.00     36.62         0.00                36.62              130000.00              129708.75             0.00             0.00                 360                     357               360     92376   CA                      0.000      0.000        0.000      0.000       0.000        589               9/25/2006             0    N                                                  36   H
        3076   S               P                C                               10                  1                      1   AMAL                         35      9.500                     1                          75500.00     66.23         0.00                66.23               50000.00               49874.82             0.00             0.00                 360                     357               360     35956   AL                      0.000      0.000        0.000      0.000       0.000        501               9/25/2006             0    N                                                  36   H
        3077   T               P                P                               73                  1                      1   AXAL                         50      8.875                     1                         119000.00     80.00        20.00               100.00               95200.00               95038.71         23800.00             0.00                 360                     357               360     17319   PA                      5.750     14.875        5.750      1.500       1.000        594               9/29/2006             0    N                                                  24   H
        3078   S               P                C                               73                  1                      1   A4AL                         40      8.500                     1                          80000.00     90.00         0.00                90.00               72000.00               71868.21             0.00             0.00                 360                     357               360     36605   AL                      5.500     14.500        5.500      1.500       1.000        654               9/25/2006             0    N                                                  24   H
        3079   S               P                C                               74                  1                      1   AMAL                         36      9.625                     1                          80000.00     68.75         0.00                68.75               55000.00               54920.33             0.00             0.00                 360                     357               360     36602   AL                      6.625     15.625        6.625      1.500       1.000        511               9/25/2006             0    N                                                  36   H
        3080   S               P                C                               73                  1                      1   A5AL                         27      8.750                     1                          74000.00     87.70         0.00                87.70               64900.00               64787.16             0.00             0.00                 360                     357               360     46405   IN                      5.750     14.750        5.750      1.500       1.000        602               9/25/2006             0    Y                                                  24   H
        3081   S               P                C                               74                  1                      1   A4AL                         36      8.500                     1                         124000.00     80.00         0.00                80.00               99200.00               99018.44             0.00             0.00                 360                     357               360     99202   WA                      5.500     14.500        5.500      1.500       1.000        515               9/20/2006             0    N                                                  24   H
        3082   S               P                R                               10                  1    C1                    A5AL                         12      8.500                     1                         251000.00     74.10         0.00                74.10              186000.00              185659.56             0.00             0.00                 360                     357               360     36093   AL                      0.000      0.000        0.000      0.000       0.000        625               9/25/2006             0    Y                                                  36   H
        3083   S               P                P                               10                  1                      1   A5AL                         35      9.375                     1                          88000.00    100.00         0.00               100.00               88000.00               87865.63             0.00             0.00                 360                     357               360     80631   CO                      0.000      0.000        0.000      0.000       0.000        679               9/29/2006             0    Y                                                  36   H
        3084   S               P                C                               10                  1    C4                    A5AL                         36      9.875                     1                         170000.00     91.53         0.00                91.53              155600.00              155354.34             0.00             0.00                 360                     357               360     74953   OK                      0.000      0.000        0.000      0.000       0.000        688               9/25/2006             0    Y                                                  36   H
        3085   S               P                C                               73                  1                      1   A4AL                         45      8.500                     1                         260000.00     86.73         0.00                86.73              225500.00              225087.26             0.00             0.00                 360                     357               360     23518   VA                      5.500     14.500        5.500      1.500       1.000        607               9/25/2006             0    N                                                   0
        3086   P               P                P                               73                  1                      1   A4AL                         35     10.250                     1                         211500.00     85.00         0.00                85.00              179775.00              179546.88             0.00             0.00                 360                     357               360     78258   TX                      7.250     16.250        7.250      1.500       1.000        520               9/28/2006             0    N                                                   0
        3087   S               P                P                               73                  1    C4                    A5AL                         37      9.250                     1                         190000.00     95.00         0.00                95.00              180500.00              180217.10             0.00             0.00                 360                     357               360     87109   NM                      6.250     15.250        6.250      1.500       1.000        639               9/29/2006             0    Y                                                   0
        3088   S               P                P                               73                  1                      1   A4AL                         42      8.750                     1                         250000.00    100.00         0.00               100.00              250000.00              249565.35             0.00             0.00                 360                     357               360     82604   WY                      5.750     14.750        5.750      1.500       1.000        651               9/29/2006             0    N                                                  24   H
        3089   S               P                R                               10                  1    C4                    A5AL                         44      8.875                     1                         172000.00     59.88         0.00                59.88              103000.00              102825.49             0.00             0.00                 360                     357               360     30060   GA                      0.000      0.000        0.000      0.000       0.000        680               9/25/2006             0    Y                                                   0
        3090   S               P                C                               73                  1                      1   A4AL                         44      6.875                     1                         795000.00     56.60         0.00                56.60              450000.00              450000.00             0.00             0.00                 360                     357               360     34685   FL                      3.875     12.875        3.875      1.500       1.000        616               9/25/2006            60    N                                                  24   H
        3091   P               P                C                               73                  1    C4                    A4AL                         34      9.915                     1                         107000.00     80.00         0.00                80.00               85600.00               85363.75             0.00             0.00                 360                     354               360     77489   TX                      6.550     16.915        9.915      1.500       1.500        528                6/9/2006             0    N                                                   0
        3092   P               P                P                               73                  1    C4                    A5AL                         41      9.325                     1                         760975.00     78.85        19.71                98.56              600000.00              600000.00        150000.00             0.00                 360                     354               360     21702   MD                      6.150     16.325        9.325      1.500       1.500        639               6/29/2006            60    Y                                                   0
        3093   F               P                P                               73                  1    C4                    A5AL                         16      8.950                     1                         700000.00     80.00        20.00               100.00              560000.00              558740.58        140000.00             0.00                 360                     355               360      7307   NJ                      6.050     15.950        8.950      1.500       1.500        617               7/25/2006             0    Y                                                   0
        3094   S               P                C                               73                  1                      1   B AL                         45      9.500                     1                         138000.00     80.00         0.00                80.00              110400.00              110124.12             0.00             0.00                 360                     355               360      5906   VT                      6.700     16.500        9.500      1.500       1.500        514               7/20/2006             0    N                                                   0
        3095   S               P                P                               73                  1                      1   A5AL                         44      8.475                     1                         185000.00     80.00        20.00               100.00              148000.00              147774.54         37000.00             0.00                 360                     354               480     33952   FL                      5.950     15.475        8.475      1.500       1.500        621               6/16/2006             0    Y                                                  24   H
        3096   C               P                P                                7                  1    C4                    A5AL                         48      9.425                     1                         123900.00     80.00        20.00               100.00               99120.00               98985.46         24780.00             0.00                 360                     354               480      3867   NH                      0.000      0.000        0.000      0.000       0.000        646               6/15/2006             0    Y                                                  36   H
        3097   S               P                R                               73                  1    C3                    A4AL                         47      7.375                     1                         130000.00     75.69        18.93                94.62               98400.00               97535.14         24600.00             0.00                 360                     354               360     56215   MN                      5.950     14.375        7.375      1.500       1.500        658               6/12/2006             0    N                                                  24   H
        3098   C               P                P                               73                  1                      1   A5AL                         43      7.025                     1                         303700.00     80.00        20.00               100.00              242960.00              242960.00         60740.00             0.00                 360                     354               360     91406   CA                      6.050     14.025        7.025      1.500       1.500        668               6/21/2006            60    Y                                                  24   H
        3099   S               P                P                               73                  1                      1   A5AL                         29      8.900                     1                         111300.00     80.00        20.00               100.00               89040.00               88839.14         22260.00             0.00                 360                     356               360     13219   NY                      6.050     15.900        8.900      1.500       1.500        594                8/4/2006             0    Y                                                   0
        3100   P               P                C                               10                  1                      1   A4AL                         44      8.150                     1                         154000.00     79.48         0.00                79.48              122400.00              121913.85             0.00             0.00                 360                     354               360     77346   TX                      0.000      0.000        0.000      0.000       0.000        565               6/16/2006             0    N                                                   0
        3101   S               P                P                               73                  1                      1   A5AL                         21      9.250                     1                          75000.00     80.00        20.00               100.00               60000.00               59778.00         15000.00             0.00                 360                     354               360     47371   IN                      6.050     16.250        9.250      1.500       1.500        565               6/23/2006             0    Y                                                  24   H
        3102   F               P                P                               73                  1    C4                    A5AL                         28      7.400                     1                         210000.00     80.00        20.00               100.00              168000.00              167948.20         42000.00             0.00                 360                     354               360     92311   CA                      5.900     14.400        7.400      1.500       1.500        674               6/22/2006            60    Y                                                  24   H
        3103   S               P                P                               73                  1    C4                    A5AL                         45      7.500                     1                         720000.00     80.00        20.00               100.00              576000.00              574709.53        144000.00             0.00                 360                     357               360     91709   CA                      6.150     14.500        7.500      1.500       1.500        652               9/13/2006             0    Y                                                  24   H
        3104   F               P                P                               73                  1    C4                    A5AL                         50      6.900                     1                         455800.00     80.00        20.00               100.00              364640.00              363917.39         91160.00             0.00                 360                     355               480     10470   NY                      6.300     13.900        6.900      1.500       1.500        632               7/26/2006             0    Y                                                   0
        3105   S               P                P                               73                  1                      1   A5AL                         31      6.625                     1                         231000.00     80.00        20.00               100.00              184800.00              184308.13         46200.00             0.00                 360                     356               360     53559   WI                      5.900     13.625        6.625      1.500       1.500        651                8/1/2006             0    Y                                                   0
        3106   F               P                P                               73                  1                      1   A5AL                         34      9.450                     1                          85000.00     80.00        20.00               100.00               68000.00               67863.15         17000.00             0.00                 360                     356               360     14225   NY                      6.050     16.450        9.450      1.500       1.500        568               8/10/2006             0    Y                                                   0
        3107   S               P                C                               10                  1    C4                    AXAL                         35      8.750                     1                         125000.00     80.00         0.00                80.00              100000.00               99708.06             0.00             0.00                 360                     355               360     77833   TX                      0.000      0.000        0.000      0.000       0.000        640               7/21/2006             0    N                                                   0
        3108   S               P                P                               73                  1                      1   A5AL                         14      8.850                     1                         245000.00     80.00        20.00               100.00              196000.00              195439.55         49000.00             0.00                 360                     355               360     77476   TX                      6.050     15.850        8.850      1.500       1.500        582                7/7/2006             0    Y                                                  24   H
        3109   S               P                C                               73                  1                      1   AMAL                         24      9.490                     1                          80000.00     80.00         0.00                80.00               64000.00               63839.74             0.00             0.00                 360                     355               360     79907   TX                      5.950     16.490        9.490      1.500       1.500        509               7/24/2006             0    N                                                   0
        3110   S               P                C                               73                  1                      1   A4AL                         36      7.500                     1                         190000.00     83.29         0.00                83.29              158250.00              157621.77             0.00             0.00                 360                     355               360      1013   MA                      5.900     14.500        7.500      1.500       1.500        642               7/25/2006             0    N                                                   0
        3111   S               P                C                               73                  1                      1   AXAL                         49     10.125                     1                          76000.00     78.95         0.00                78.95               60000.00               59868.56             0.00             0.00                 360                     355               360     47374   IN                      6.050     17.125       10.125      1.500       1.500        504               7/26/2006             0    N                                                  24   H
        3112   S               P                C                               73                  1    C4                    A5AL                         39     10.300                     1                         520000.00     80.00         0.00                80.00              416000.00              415122.09             0.00             0.00                 360                     355               360     96150   CA                      6.300     17.300       10.300      1.500       1.500        505               7/26/2006             0    Y                                                  24   H
        3113   S               P                R                               73                  1                      1   A4AL                         50      7.325                     1                         208000.00     80.00        20.00               100.00              166400.00              165752.71         41600.00             0.00                 360                     355               360     55430   MN                      5.900     14.325        7.325      1.500       1.500        692               7/18/2006             0    N                                                  24   H
        3114   S               P                C                               73                  1    C1                    B AL                         42      9.200                     1                         445500.00     80.00         0.00                80.00              356400.00              355961.29             0.00             0.00                 360                     355               480     93720   CA                      6.700     16.200        9.200      1.500       1.500        507               7/20/2006             0    N                                                  24   H
        3115   S               P                P                               73                  1                      1   A5AL                         47      7.500                     1                         235000.00     78.72         0.00                78.72              185000.00              184304.87             0.00             0.00                 360                     355               360     81324   CO                      6.050     14.500        7.500      1.500       1.500        593               7/27/2006             0    Y                                                  24   H
        3116   F               P                C                               74                  1    C4                    A4AL                         52      9.700                     1                         490000.00     84.49         0.00                84.49              414000.00              413635.66             0.00             0.00                 360                     355               480      2151   MA                      6.300     16.700        9.700      1.500       1.500        550               7/25/2006             0    N                                                   0
        3117   S               P                R                               73                  1                      1   A4AL                         50      6.850                     1                         275000.00     78.25        19.57                97.82              215200.00              214767.55         53800.00             0.00                 360                     355               480      2302   MA                      5.900     13.850        6.850      1.500       1.500        686               7/21/2006             0    N                                                   0
        3118   S               I                P                               73                  1                      1   AXAL                         50     10.525                     1                          67000.00     80.00         0.00                80.00               53600.00               53492.16             0.00             0.00                 360                     356               360     35005   AL                      6.450     17.525       10.525      1.500       1.500        542                8/1/2006             0    N                                                   0
        3119   S               P                P                               73                  1    C4                    A5AL                         26      8.925                     1                         124000.00     80.00        20.00               100.00               99200.00               99033.65         24800.00             0.00                 360                     357               360      4240   ME                      6.300     14.925        8.925      1.000       1.000        661               9/25/2006             0    Y                                                   0
        3120   S               P                P                               73                  1    C4                    A5AL                         43      9.575                     1                         299900.00     80.00        19.94                99.94              239920.00              239789.52         59800.00             0.00                 360                     357               480     34953   FL                      6.300     16.575        9.575      1.500       1.500        565               9/21/2006             0    Y                                                  24   H
        3121   S               P                C                               73                  1                      1   AXAL                         53      7.200                     1                         315000.00     80.00         0.00                80.00              252000.00              252000.00             0.00             0.00                 360                     357               360     20706   MD                      6.250     14.200        7.200      1.500       1.500        603               9/15/2006            60    N                                                   0
        3122   T               P                C                               73                  1    C4                    A4AL                         32     11.750                     1                         123000.00     80.00         0.00                80.00               98400.00               98279.20             0.00             0.00                 360                     356               360      8618   NJ                      9.750     18.750       11.750      1.500       1.000        576               8/11/2006             0    N                                                   0
        3123   S               P                P                               73                  1    C4                    A5AL                         49      7.525                     1                         625000.00     80.00        20.00               100.00              500000.00              499504.37        125000.00             0.00                 360                     357               480     90808   CA                      6.300     14.525        7.525      1.500       1.500        642                9/9/2006             0    Y                                                  24   H
        3124   S               P                C                               73                  1    C4                    A4AL                         43     10.650                     1                         115000.00     62.61         0.00                62.61               72000.00               71916.13             0.00             0.00                 360                     357               360     79927   TX                      5.950     17.650       10.650      1.500       1.500        585               9/12/2006             0    N                                                   0
        3125   P               P                R                               73                  1                      1   A4AL                         47      7.375                     1                         270000.00     80.00        20.00               100.00              216000.00              216000.00         54000.00             0.00                 360                     357               360     22191   VA                      5.900     14.375        7.375      1.500       1.500        658               9/11/2006            60    N                                                  24   H
        3126   S               P                C                               73                  1                      1   A4AL                         29      7.200                     1                         465000.00     83.44         0.00                83.44              388000.00              388000.00             0.00             0.00                 360                     357               360     95610   CA                      6.050     14.200        7.200      1.500       1.500        633                9/6/2006            60    N                                                  24   H
        3127   C               S                P                               73                  1                      1   A4AL                         52      7.875                     1                         267617.00     80.00         0.00                80.00              214093.00              213901.00             0.00             0.00                 360                     357               480     33991   FL                      6.050     14.875        7.875      1.500       1.500        653               9/20/2006             0    N                                                  24   H
        3128   S               P                C                               73                  1                      1   A4AL                         18      7.450                     1                         135000.00     81.48         0.00                81.48              110000.00              109751.08             0.00             0.00                 360                     357               360     12078   NY                      6.050     14.450        7.450      1.500       1.500        643               9/20/2006             0    N                                                   0
        3129   P               P                P                               73                  1    C4                    A5AL                         39      8.475                     1                         177000.00     80.00        20.00               100.00              141600.00              141339.48         35400.00             0.00                 360                     357               360     30092   GA                      6.150     15.475        8.475      1.500       1.500        664               9/22/2006             0    Y                                                   0
        3130   S               P                P                               73                  1                      1   A5AL                         49      7.225                     1                         230000.00     80.00        20.00               100.00              184000.00              183564.61         46000.00             0.00                 360                     357               360      6451   CT                      6.050     14.225        7.225      1.500       1.500        634               9/22/2006             0    Y                                                  24   H
        3131   S               P                P                               73                  1                      1   A5AL                         41      7.425                     1                         174500.00     80.00        20.00               100.00              139600.00              139282.53         34900.00             0.00                 360                     357               360     84116   UT                      6.050     14.425        7.425      1.500       1.500        600               9/21/2006             0    Y                                                  24   H
        3132   S               P                C                               73                  1                      1   A4AL                         51      7.250                     1                         565000.00     80.00         0.00                80.00              452000.00              451999.99             0.00             0.00                 360                     357               360     94578   CA                      6.050     14.250        7.250      1.500       1.500        605               9/16/2006            60    N                                                  24   H
        3133   S               P                C                               73                  1                      1   A4AL                         47      6.150                     1                         255000.00     81.67         0.00                81.67              208250.00              208250.00             0.00             0.00                 360                     357               360     93705   CA                      5.950     13.150        6.150      1.500       1.500        637               9/15/2006            60    N                                                  24   H
        3134   S               P                C                               10                  1                      1   A4AL                         49      9.425                     1                         101000.00     80.00         0.00                80.00               80800.00               80016.30             0.00             0.00                 180                     177               180     77502   TX                      0.000      0.000        0.000      0.000       0.000        546               9/18/2006             0    N                                                   0
        3135   S               P                P                               73                  1                      1   A5AL                         31      7.925                     1                         285000.00     80.00        20.00               100.00              228000.00              228000.00         57000.00             0.00                 360                     357               360     33991   FL                      5.900     14.925        7.925      1.500       1.500        622               9/12/2006            60    Y                                                  24   H
        3136   S               P                R                               73                  1                      1   A4AL                         49      6.875                     1                         317000.00     80.00        20.00               100.00              253600.00              253600.00         63400.00             0.00                 360                     357               360      7849   NJ                      6.150     13.875        6.875      1.500       1.500        644               9/11/2006            60    N                                                   0
        3137   S               P                P                               73                  1                      1   A5AL                         39      7.125                     1                         229900.00     80.00        20.00               100.00              183920.00              183920.00         45980.00             0.00                 360                     357               360     33990   FL                      6.050     14.125        7.125      1.500       1.500        640               9/19/2006            60    Y                                                  24   H
        3138   S               P                C                               10                  1                      1   AXAL                         36     11.450                     1                          59000.00     84.75         0.00                84.75               50000.00               49951.06             0.00             0.00                 360                     357               360     72331   AR                      0.000      0.000        0.000      0.000       0.000        522               9/12/2006             0    N                                                  36   H
        3139   S               P                R                               73                  1                      1   A4AL                         35      7.425                     1                         245000.00     80.00        20.00               100.00              196000.00              195554.28         49000.00             0.00                 360                     357               360     64505   MO                      6.050     14.425        7.425      1.500       1.500        605               9/18/2006             0    N                                                  24   H
        3140   S               P                P                                7                  1                      1   AXAL                         43      7.825                     1                         219000.00     80.00        20.00               100.00              175200.00              174878.06         43800.00             0.00                 360                     354               480     39574   MS                      0.000      0.000        0.000      0.000       0.000        662               6/30/2006             0    N                                                  36   H
        3141   S               P                C                               10                  1    C1                    AMAL                         26     11.250                     1                          68000.00     80.00         0.00                80.00               54400.00               54344.37             0.00             0.00                 360                     357               360     78237   TX                      0.000      0.000        0.000      0.000       0.000        549               9/18/2006             0    N                                                   0
        3142   S               P                C                               10                  1                      1   A4AL                         50      6.775                     1                         123000.00     80.00         0.00                80.00               98400.00               98145.64             0.00             0.00                 360                     357               360     75149   TX                      0.000      0.000        0.000      0.000       0.000        690               9/18/2006             0    N                                                   0
        3143   S               P                P                               73                  1    C4                    A5AL                         48      7.975                     1                         618000.00     80.00        20.00               100.00              494400.00              493969.20        123600.00             0.00                 360                     357               480     91307   CA                      6.150     14.975        7.975      1.500       1.500        647               9/15/2006             0    Y                                                  24   H
        3144   S               P                C                               73                  1    C4                    AXAL                         36      9.050                     1                         488000.00     78.69         0.00                78.69              384000.00              383755.71             0.00             0.00                 360                     357               480     20721   MD                      5.950     16.050        9.050      1.500       1.500        500               9/18/2006             0    N                                                   0
        3145   S               P                P                               10                  1                      1   A5AL                         42      9.250                     1                         130000.00     80.00         0.00                80.00              104000.00              103837.00             0.00             0.00                 360                     357               360     34668   FL                      0.000      0.000        0.000      0.000       0.000        537               9/22/2006             0    Y                                                  36   H
        3146   S               P                C                               73                  1    C4                    A4AL                         45      8.350                     1                         277000.00     78.34         0.00                78.34              217000.00              216830.39             0.00             0.00                 360                     357               480     29360   SC                      6.750     15.350        8.350      1.500       1.500        606               9/18/2006             0    N                                                   0
        3147   P               P                P                               73                  1    C7                    A5AL                         41      8.675                     1                         197420.00     80.00        20.00               100.00              157936.00              157823.77         39484.00             0.00                 360                     357               480     77089   TX                      6.150     15.675        8.675      1.500       1.500        663               9/22/2006             0    Y                                                  24   H
        3148   S               P                C                               73                  1                      1   A4AL                         50      7.625                     1                         275000.00     80.00        20.00               100.00              220000.00              220000.00         55000.00             0.00                 360                     357               360     92284   CA                      6.050     14.625        7.625      1.500       1.500        608               9/16/2006            60    N                                                  24   H
        3149   S               P                R                               73                  1                      1   A4AL                         45      8.300                     1                         230000.00     80.00        20.00               100.00              184000.00              183854.07         46000.00             0.00                 360                     357               480     60504   IL                      6.050     15.300        8.300      1.500       1.500        612               9/18/2006             0    N                                                   0
        3150   S               P                C                               73                  1    C4                    A4AL                         39      6.750                     1                         525000.00     80.00         0.00                80.00              420000.00              420000.00             0.00             0.00                 360                     357               360     91335   CA                      6.050     13.750        6.750      1.500       1.500        606               9/12/2006            60    N                                                  24   H
        3151   P               P                P                               73                  1                      1   A5AL                         48      6.975                     1                         195000.00     80.00        20.00               100.00              156000.00              156000.00         39000.00             0.00                 360                     357               360     85335   AZ                      6.050     13.975        6.975      1.500       1.500        661               9/12/2006            60    Y                                                  24   H
        3152   S               P                C                               73                  1                      1   C AL                         49      9.200                     1                         445000.00     80.00         0.00                80.00              356000.00              355783.37             0.00             0.00                 360                     357               480     91768   CA                      7.350     16.200        9.200      1.500       1.500        567               9/19/2006             0    N                                                  24   H
        3153   P               P                P                               10                  1                      1   A5AL                         49      8.425                     1                         143100.00     80.00        20.00               100.00              114480.00              114267.20         28620.00             0.00                 360                     357               360     18346   PA                      0.000      0.000        0.000      0.000       0.000        637               9/25/2006             0    Y                                                  60   H
        3154   P               P                R                               10                  1                      1   A4AL                         23      6.950                     1                         255000.00     81.41         0.00                81.41              207600.00              207081.42             0.00             0.00                 360                     357               360     77584   TX                      0.000      0.000        0.000      0.000       0.000        587               9/13/2006             0    N                                                  36   H
        3155   S               P                R                               73                  1                      1   A4AL                         50      7.125                     1                         360000.00     80.00        20.00               100.00              288000.00              287680.30         72000.00             0.00                 360                     357               480      7513   NJ                      6.050     14.125        7.125      1.500       1.500        628               9/19/2006             0    N                                                   0
        3156   P               P                P                               10                  1                      1   A5AL                         45      7.875                     1                         207150.00     80.00        20.00               100.00              165720.00              165375.62         41430.00             0.00                 360                     357               360     78258   TX                      0.000      0.000        0.000      0.000       0.000        640               9/20/2006             0    Y                                                  36   H
        3157   F               P                C                               73                  1    C1                    AXAL                         38      6.990                     1                         720000.00     80.00         2.88                82.88              576000.00              576000.00         20767.50             0.00                 360                     357               360     91605   CA                      6.250     13.990        6.990      1.500       1.500        657               9/12/2006            60    N                                                  24   H
        3158   C               P                P                               73                  1                      1   A5AL                         44      6.990                     1                         389000.00     80.00        20.00               100.00              311200.00              310841.22         77800.00             0.00                 360                     357               480     92646   CA                      6.050     13.990        6.990      1.500       1.500        624               9/18/2006             0    Y                                                  24   H
        3159   S               P                C                               73                  1                      1   A4AL                         39      8.350                     1                          99000.00     81.82         0.00                81.82               81000.00               80795.46             0.00             0.00                 360                     357               360     29073   SC                      6.050     15.350        8.350      1.500       1.500        571               9/20/2006             0    N                                                   0
        3160   S               P                P                               73                  1                      1   A5AL                         45      8.125                     1                         565000.00     80.00        20.00               100.00              452000.00              452000.00        113000.00             0.00                 360                     357               360     94561   CA                      6.050     15.125        8.125      1.500       1.500        606               9/15/2006            60    Y                                                  24   H
        3161   P               P                P                               73                  1                      1   A5AL                         48      8.250                     1                         182860.00     80.00        20.00               100.00              146288.00              146288.00         36572.00             0.00                 360                     357               360     75154   TX                      6.050     15.250        8.250      1.500       1.500        667               9/21/2006            60    Y                                                  24   H
        3162   S               P                P                               73                  1                      1   A5AL                         47      8.000                     1                         137800.00     80.00        20.00               100.00              110240.00              110016.58         27560.00             0.00                 360                     357               360     78046   TX                      6.050     15.000        8.000      1.500       1.500        604               9/25/2006             0    Y                                                  24   H
        3163   S               P                P                               73                  1                      1   A5AL                         42      9.077                     1                         200000.00     82.50         0.00                82.50              165000.00              164895.87             0.00             0.00                 360                     357               480     98329   WA                      6.050     16.077        9.077      1.500       1.500        511               9/20/2006             0    Y                                                  24   H
        3164   S               P                C                               10                  1                      1   AXAL                         47      7.990                     1                         185000.00     80.00         0.00                80.00              148000.00              147699.47             0.00             0.00                 360                     357               360     70364   LA                      0.000      0.000        0.000      0.000       0.000        611               9/14/2006             0    N                                                  60   H
        3165   S               P                P                               73                  1    C3                    A5AL                         50      8.525                     1                         512000.00     80.00        20.00               100.00              409600.00              409600.00        102400.00             0.00                 360                     357               360     94513   CA                      6.050     15.525        8.525      1.500       1.500        637               9/13/2006            60    Y                                                   0
        3166   S               P                P                               73                  1    C4                    A5AL                         50      7.625                     1                         270000.00     80.00        20.00               100.00              216000.00              215791.89         54000.00             0.00                 360                     357               480      8805   NJ                      6.150     14.625        7.625      1.500       1.500        667               9/22/2006             0    Y                                                   0
        3167   S               P                C                               73                  1    C4                    A4AL                         36      8.650                     1                         300000.00     77.33         0.00                77.33              232000.00              231567.27             0.00             0.00                 360                     357               360     92308   CA                      6.300     15.650        8.650      1.500       1.500        564               9/13/2006             0    N                                                  24   H
        3168   S               P                R                               73                  1                      1   A4AL                         44      7.500                     1                         285000.00     80.00        20.00               100.00              228000.00              227772.36         57000.00             0.00                 360                     357               480      2861   RI                      6.050     14.500        7.500      1.500       1.500        615               9/20/2006             0    N                                                  12   H
        3169   S               P                P                               73                  1    C4                    A5AL                         46      7.990                     1                         165000.00     80.00        20.00               100.00              132000.00              132000.00         33000.00             0.00                 360                     357               360     97402   OR                      6.300     14.990        7.990      1.500       1.500        655               9/14/2006            60    Y                                                  24   H
        3170   S               P                R                               10                  1                      1   AMAL                         20      7.990                     1                         117000.00     80.26         0.00                80.26               93900.00               92996.37             0.00             0.00                 360                     357               360     78109   TX                      0.000      0.000        0.000      0.000       0.000        572               9/19/2006             0    N                                                  36   H
        3171   S               P                C                               73                  1    C4                    A4AL                         41      8.150                     1                         415000.00     80.00         0.00                80.00              332000.00              331999.99             0.00             0.00                 360                     357               360     92307   CA                      6.300     15.150        8.150      1.500       1.500        620               9/20/2006            60    N                                                  24   H
        3172   S               P                C                               73                  1                      1   B AL                         47      8.100                     1                         591000.00     82.91         5.92                88.83              490000.00              489588.16         35000.00             0.00                 360                     357               480     96796   HI                      6.700     15.100        8.100      1.500       1.500        646               9/14/2006             0    N                                                  24   H
        3173   F               P                R                               73                  1                      1   A4AL                         42      7.675                     1                         143000.00     80.00        20.00               100.00              114400.00              114152.49         28600.00             0.00                 360                     357               360      4330   ME                      6.050     13.675        7.675      1.000       1.000        601               9/19/2006             0    N                                                   0
        3174   S               P                C                               73                  1                      1   AMAL                         26      9.400                     1                         158000.00     80.00         0.00                80.00              126400.00              126208.01             0.00             0.00                 360                     357               360     76208   TX                      6.450     16.400        9.400      1.500       1.500        500               9/18/2006             0    N                                                   0
        3175   C               P                P                               73                  1                      1   A5AL                         49      7.125                     1                         177000.00     80.00        20.00               100.00              141600.00              141258.26         35400.00             0.00                 360                     357               360     33016   FL                      6.050     14.125        7.125      1.500       1.500        651               9/25/2006             0    Y                                                  24   H
        3176   P               P                P                               73                  1                      1   A5AL                         50      6.875                     1                         250000.00     80.00        20.00               100.00              200000.00              200000.00         50000.00             0.00                 360                     357               360     85023   AZ                      6.050     13.875        6.875      1.500       1.500        617               9/20/2006            60    Y                                                  24   H
        3177   F               P                P                               73                  1                      1   A5AL                         25      8.375                     1                         106900.00     80.00        20.00               100.00               85520.00               85359.40         21380.00             0.00                 360                     357               360     75051   TX                      6.050     15.375        8.375      1.500       1.500        613               9/25/2006             0    Y                                                  24   H
        3178   S               P                P                               73                  1                      1   A5AL                         50      7.275                     1                         410000.00     80.00        20.00               100.00              328000.00              327650.97         82000.00             0.00                 360                     357               480     94509   CA                      6.050     14.275        7.275      1.500       1.500        623               9/16/2006             0    Y                                                  24   H
        3179   P               P                P                               73                  1    C4                    A5AL                         45      7.975                     1                         475000.00     80.00        20.00               100.00              380000.00              379668.88         95000.00             0.00                 360                     357               480     85249   AZ                      6.300     14.975        7.975      1.500       1.500        649               9/18/2006             0    Y                                                  12   H
        3180   C               P                P                               73                  1    C4                    A5AL                         46      8.125                     1                         197000.00     80.00        20.00               100.00              157600.00              157600.00         39400.00             0.00                 360                     357               360     85032   AZ                      6.150     15.125        8.125      1.500       1.500        679               9/18/2006            60    Y                                                  24   H
        3181   P               P                P                               73                  1    C4                    A5AL                         45      8.125                     1                         453540.00     80.00        20.00               100.00              362832.00              362832.00         90708.00             0.00                 360                     357               360     92203   CA                      6.150     15.125        8.125      1.500       1.500        678               9/19/2006            60    Y                                                   0
        3182   P               P                P                               73                  1                      1   A5AL                         50      7.375                     1                         385000.00     80.00        20.00               100.00              308000.00              308000.00         77000.00             0.00                 360                     357               360     20774   MD                      5.900     14.375        7.375      1.500       1.500        621               9/25/2006            60    Y                                                   0
        3183   S               P                P                               10                  1                      1   A5AL                         36      8.525                     1                         118047.00     80.00        20.00               100.00               94437.00               94228.10         23609.00             0.00                 360                     357               360     76630   TX                      0.000      0.000        0.000      0.000       0.000        636               9/21/2006             0    Y                                                  36   H
        3184   P               P                P                               73                  1                      1   A5AL                         49      7.950                     1                         256890.00     80.00        20.00               100.00              205512.00              205512.00         51378.00             0.00                 360                     357               360     32221   FL                      6.050     14.950        7.950      1.500       1.500        612               9/22/2006            60    Y                                                  24   H
        3185   P               P                P                               73                  1    C4                    A5AL                         50      8.025                     1                         570000.00     80.00        20.00               100.00              456000.00              455608.35        114000.00             0.00                 360                     357               480     95747   CA                      6.150     15.025        8.025      1.500       1.500        640               9/21/2006             0    Y                                                  24   H
        3186   S               P                P                               73                  1    C4                    A5AL                         42      7.500                     1                         260000.00     80.00        20.00               100.00              208000.00              208000.00         52000.00             0.00                 360                     357               360     80550   CO                      6.300     14.500        7.500      1.500       1.500        642               9/21/2006            60    Y                                                  24   H
        3187   S               P                C                               73                  1    C4                    AXAL                         50      9.500                     1                         230000.00     80.00         0.00                80.00              184000.00              183540.22             0.00             0.00                 360                     355               360     33142   FL                      6.500     16.500        9.500      1.500       1.500        507               7/26/2006             0    N                                                  24   H
        3188   S               P                C                               10                  1                      1   A4AL                         23      7.700                     1                         195000.00     80.00         0.00                80.00              156000.00              155550.83             0.00             0.00                 360                     356               360     75023   TX                      0.000      0.000        0.000      0.000       0.000        625               7/31/2006             0    N                                                   0
        3189   S               P                P                               73                  1                      1   A5AL                         32      8.175                     1                         160000.00     80.00        20.00               100.00              128000.00              127823.30         32000.00             0.00                 360                     355               480     48073   MI                      6.050     15.175        8.175      1.500       1.500        666               7/27/2006             0    Y                                                  24   H
        3190   S               P                C                               73                  1    C3                    A4AL                         28      7.825                     1                         259000.00     80.00        20.00               100.00              207200.00              206618.17         51800.00             0.00                 360                     356               360     72730   AR                      6.050     14.825        7.825      1.500       1.500        634               7/28/2006             0    N                                                  24   H
        3191   S               P                P                               73                  1                      1   A5AL                         50      7.875                     1                         101000.00     80.00        20.00               100.00               80800.00               79923.27         20200.00             0.00                 360                     357               360     50317   IA                      5.950     14.875        7.875      1.500       1.500        631               9/22/2006             0    Y                                                   0
        3192   S               P                P                               73                  1                      1   A5AL                         50      7.675                     1                         365000.00     80.00        20.00               100.00              292000.00              291722.66         73000.00             0.00                 360                     357               480     20774   MD                      6.050     14.675        7.675      1.500       1.500        631               9/22/2006             0    Y                                                   0
        3193   S               P                P                                7                  1    C4                    A5AL                         50      8.900                     1                         475000.00     80.00        20.00               100.00              380000.00              379747.25         95000.00             0.00                 360                     357               480     11703   NY                      0.000      0.000        0.000      0.000       0.000        640               9/21/2006             0    Y                                                  12   H
        3194   S               P                P                               73                  1    C4                    A5AL                         20      9.325                     1                         197000.00     84.14         0.00                84.14              165750.00              165494.28             0.00             0.00                 360                     357               360     60481   IL                      6.300     16.325        9.325      1.500       1.500        559               9/21/2006             0    Y                                                   0
        3195   P               P                P                               73                  1                      1   A5AL                         48      7.375                     1                         209957.00     80.00        20.00               100.00              167965.00              167579.19         41991.00             0.00                 360                     357               360     77469   TX                      6.050     14.375        7.375      1.500       1.500        602               9/21/2006             0    Y                                                  24   H
        3196   S               P                P                               73                  1    C4                    A5AL                         46      7.550                     1                         333000.00     80.00        20.00               100.00              266400.00              266400.00         66600.00             0.00                 360                     357               360     93711   CA                      6.300     14.550        7.550      1.500       1.500        674               9/21/2006            60    Y                                                  24   H
        3197   P               P                P                               73                  1    C4                    A5AL                         39      7.600                     1                         690000.00     80.00        20.00               100.00              552000.00              551464.40        138000.00             0.00                 360                     357               480     30350   GA                      6.300     14.600        7.600      1.500       1.500        661               9/25/2006             0    Y                                                  24   H
        3198   S               P                C                               73                  1    C4                    AMAL                         42      9.100                     1                         317000.00     80.00         0.00                80.00              253600.00              253189.90             0.00             0.00                 360                     357               360     95673   CA                      6.750     16.100        9.100      1.500       1.500        563               9/20/2006             0    N                                                  24   H
        3199   S               P                P                               73                  1                      1   A5AL                         44      6.700                     1                         630000.00     80.00        20.00               100.00              504000.00              503814.00        126000.00             0.00                 360                     357               360     94568   CA                      6.050     13.700        6.700      1.500       1.500        624               9/20/2006            60    Y                                                  24   H
        3200   S               P                P                               73                  1    C4                    A5AL                         38      7.100                     1                         510000.00     80.00        20.00               100.00              408000.00              408000.00        102000.00             0.00                 360                     357               360     92346   CA                      5.900     14.100        7.100      1.500       1.500        686               9/15/2006            60    Y                                                  24   H
        3201   S               P                P                                7                  1                      1   A5AL                         49      7.925                     1                         137900.00     80.00        20.00               100.00              110320.00              110222.46         27580.00             0.00                 360                     357               480     81005   CO                      0.000      0.000        0.000      0.000       0.000        623               9/15/2006             0    Y                                                  36   H
        3202   P               P                C                               73                  1    C4                    A4AL                         47      7.675                     1                         315000.00     80.00         0.00                80.00              252000.00              252000.00             0.00             0.00                 360                     357               360     85323   AZ                      6.050     14.675        7.675      1.500       1.500        603               9/18/2006            60    N                                                  24   H
        3203   S               P                P                               73                  1    C4                    A5AL                         41      8.425                     1                         165700.00     80.00        20.00               100.00              132560.00              132560.00         33140.00             0.00                 360                     357               360     80233   CO                      6.300     15.425        8.425      1.500       1.500        664               9/18/2006            60    Y                                                  24   H
        3204   S               P                P                               73                  1                      1   A5AL                         45      7.575                     1                         219900.00     80.00        20.00               100.00              175920.00              175531.72         43980.00             0.00                 360                     357               360     60619   IL                      6.050     14.575        7.575      1.500       1.500        620               9/21/2006             0    Y                                                   0
        3205   F               P                C                               73                  1    C1                    A4AL                         51      8.700                     1                         330000.00     83.33         0.00                83.33              275000.00              274805.98             0.00             0.00                 360                     357               480      2907   RI                      6.050     15.700        8.700      1.500       1.500        565               9/19/2006             0    N                                                  12   H
        3206   C               P                P                               73                  1    C4                    A5AL                         49      9.075                     1                         285000.00     80.00        20.00               100.00              228000.00              227629.38         57000.00             0.00                 360                     357               360     60610   IL                      6.300     16.075        9.075      1.500       1.500        640               9/21/2006             0    Y                                                   0
        3207   S               P                P                               73                  1    C4                    A5AL                         45      8.850                     1                         235000.00     80.00        20.00               100.00              188000.00              187538.11         47000.00             0.00                 360                     357               360      2909   RI                      6.300     15.850        8.850      1.500       1.500        662               9/25/2006            60    Y                                                  12   H
        3208   S               P                P                               73                  1    C1                    A5AL                         14      8.875                     1                         139000.00     80.00        20.00               100.00              111200.00              111200.00         27800.00             0.00                 360                     357               360     75116   TX                      6.050     15.875        8.875      1.500       1.500        600               9/22/2006            60    Y                                                  24   H
        3209   P               P                P                               73                  1                      1   A5AL                         50      7.750                     1                         199000.00     80.00        20.00               100.00              159200.00              158860.73         39800.00             0.00                 360                     357               360     34951   FL                      6.050     14.750        7.750      1.500       1.500        654               9/22/2006             0    Y                                                  24   H
        3210   S               P                P                               73                  1                      1   A5AL                         31      7.925                     1                         165000.00     80.00        20.00               100.00              132000.00              132000.00         33000.00             0.00                 360                     357               360     72076   AR                      6.050     14.925        7.925      1.500       1.500        639               9/25/2006            60    Y                                                  24   H
        3211   S               P                C                               73                  1    C4                    A4AL                         42      7.175                     1                         235000.00     80.00        20.00               100.00              188000.00              187550.72         47000.00             0.00                 360                     357               360     34207   FL                      6.550     14.175        7.175      1.500       1.500        657               9/18/2006             0    N                                                  24   H
        3212   S               P                P                               73                  1    C4                    A5AL                         32      7.800                     1                         245000.00     80.00        20.00               100.00              196000.00              195820.36         49000.00             0.00                 360                     357               480     95824   CA                      6.150     14.800        7.800      1.500       1.500        651               9/20/2006             0    Y                                                  24   H
        3213   S               P                P                               73                  1    C4                    A5AL                         46      8.250                     1                         285000.00     80.00         0.00                80.00              228000.00              227474.00             0.00             0.00                 360                     357               360     78734   TX                      6.300     15.250        8.250      1.500       1.500        602               9/21/2006             0    Y                                                  24   H
        3214   S               P                P                               73                  1    C4                    A5AL                         50      8.125                     1                         245900.00     80.00        20.00               100.00              196720.00              196331.33         49180.00             0.00                 360                     357               360     53223   WI                      6.150     15.125        8.125      1.500       1.500        649               9/21/2006             0    Y                                                   0
        3215   S               P                P                               10                  1    C4                    A5AL                         26      9.675                     1                         525000.00     80.00        20.00               100.00              420000.00              419397.90        105000.00             0.00                 360                     357               360     77355   TX                      0.000      0.000        0.000      0.000       0.000        685               9/21/2006             0    Y                                                  36   H
        3216   S               P                P                               73                  1    C4                    A5AL                         45      8.850                     1                         631500.00     80.00        20.00               100.00              505200.00              503674.86        126300.00             0.00                 360                     357               360     95119   CA                      5.950     15.850        8.850      1.500       1.500        656               9/19/2006            60    Y                                                   0
        3217   S               P                P                               73                  1                      1   A5AL                         37      7.900                     1                         740000.00     80.00        20.00               100.00              592000.00              592000.00        148000.00             0.00                 360                     357               360     19807   DE                      5.900     14.900        7.900      1.500       1.500        640               9/21/2006            60    Y                                                   0
        3218   S               P                P                               73                  1    C4                    A5AL                         48      7.975                     1                         260000.00     80.00        20.00               100.00              208000.00              207818.74         52000.00             0.00                 360                     357               480     32824   FL                      6.150     14.975        7.975      1.500       1.500        688               9/18/2006             0    Y                                                  24   H
        3219   P               P                P                               73                  1    C4                    A5AL                         45      8.375                     1                         562000.00     80.00        20.00               100.00              449600.00              449600.00        112400.00             0.00                 360                     357               360     90621   CA                      5.950     15.375        8.375      1.500       1.500        665               9/19/2006            60    Y                                                  24   H
        3220   S               P                R                                7                  1                      1   A4AL                         50      6.500                     1                         340000.00     80.00         0.00                80.00              272000.00              271633.08             0.00             0.00                 360                     357               480     91042   CA                      0.000      0.000        0.000      0.000       0.000        654               9/19/2006             0    N                                                  36   H
        3221   S               P                P                               73                  1                      1   AXAL                         50      6.525                     1                         259900.00     80.00        20.00               100.00              207920.00              207920.00         51980.00             0.00                 360                     357               360     30168   GA                      6.250     13.525        6.525      1.500       1.500        610               9/22/2006            60    N                                                  24   H
        3222   S               P                P                               73                  1    C4                    A5AL                         49      7.225                     1                         487000.00     80.00        20.00               100.00              389600.00              388678.15         97400.00             0.00                 360                     357               360     94510   CA                      6.450     14.225        7.225      1.500       1.500        646               9/18/2006             0    Y                                                  24   H
        3223   S               P                P                               73                  1                      1   A5AL                         32      7.625                     1                         176000.00     80.00        20.00               100.00              140800.00              140664.34         35200.00             0.00                 360                     357               480     23223   VA                      6.050     14.625        7.625      1.500       1.500        618               9/22/2006             0    Y                                                  24   H
        3224   S               P                P                               73                  1                      1   A5AL                         48      7.125                     1                         415000.00     80.00        20.00               100.00              332000.00              332000.00         83000.00             0.00                 360                     357               360     95376   CA                      5.950     14.125        7.125      1.500       1.500        616               9/20/2006            60    Y                                                  24   H
        3225   S               P                P                               73                  1    C3                    A5AL                         31      7.875                     1                         359000.00     80.00        20.00               100.00              287200.00              287200.00         71800.00             0.00                 360                     357               360     91977   CA                      6.050     14.875        7.875      1.500       1.500        603               9/15/2006            60    Y                                                  24   H
        3226   F               P                P                               73                  1    C4                    A5AL                         44      7.725                     1                         389500.00     80.00        20.00               100.00              311600.00              311600.00         77900.00             0.00                 360                     357               360     95670   CA                      6.300     14.725        7.725      1.500       1.500        692               9/20/2006            60    Y                                                  24   H
        3227   S               P                P                               73                  1    C4                    A5AL                         49      7.625                     1                         455000.00     80.00        20.00               100.00              364000.00              364000.00         91000.00             0.00                 360                     357               360     92335   CA                      6.150     14.625        7.625      1.500       1.500        678               9/20/2006            60    Y                                                  24   H
        3228   S               P                P                               73                  1    C4                    A5AL                         43      8.600                     1                         144000.00     80.00        20.00               100.00              115200.00              115116.30         28800.00             0.00                 360                     357               480     79938   TX                      6.150     15.600        8.600      1.500       1.500        698               9/21/2006             0    Y                                                  24   H
        3229   S               P                P                               73                  1                      1   A5AL                         33      8.575                     1                         100000.00     80.00        20.00               100.00               80000.00               79855.81         20000.00             0.00                 360                     357               360     36301   AL                      5.950     15.575        8.575      1.500       1.500        638               9/25/2006             0    Y                                                   0
        3230   S               I                C                               10                  1    C1                    AXAL                         26      9.450                     1                         175000.00     80.00         0.00                80.00              140000.00              139789.55             0.00             0.00                 360                     357               360     53178   WI                      0.000      0.000        0.000      0.000       0.000        579               9/22/2006             0    N                                                  60   H
        3231   S               P                P                               73                  1                      1   A5AL                         44      8.000                     1                         123225.00     80.00        20.00               100.00               98580.00               98380.23         24645.00             0.00                 360                     357               360     75149   TX                      6.050     15.000        8.000      1.500       1.500        603               9/21/2006             0    Y                                                  24   H
        3232   P               P                P                               73                  1                      1   A5AL                         50      6.700                     1                         234000.00     80.00        20.00               100.00              187200.00              187200.00         46800.00             0.00                 360                     357               360     20601   MD                      6.050     13.700        6.700      1.500       1.500        644               9/25/2006            60    Y                                                   0
        3233   S               P                P                               10                  1                      1   A5AL                         35      8.675                     1                         132500.00     80.00        20.00               100.00              106000.00              105812.80         26500.00             0.00                 360                     357               360     37341   TN                      0.000      0.000        0.000      0.000       0.000        613               9/25/2006             0    Y                                                  36   H
        3234   S               P                P                               73                  1                      1   A5AL                         49      6.975                     1                         610000.00     80.00        20.00               100.00              488000.00              486787.00        122000.00             0.00                 360                     357               360     33193   FL                      6.050     13.975        6.975      1.500       1.500        632               9/22/2006             0    Y                                                  24   H
        3235   S               S                P                               10                  1    C4                    A4AL                         48     10.375                     1                         102000.00     80.00         0.00                80.00               81600.00               81430.51             0.00             0.00                 360                     355               360     34453   FL                      0.000      0.000        0.000      0.000       0.000        561               7/24/2006             0    N                                                  24   H
        3236   P               P                P                               10                  1    C4                    A5AL                         44      8.175                     1                         130762.00     80.00        15.00                95.00              104609.00              104265.66         19614.00             0.00                 360                     355               360     77049   TX                      0.000      0.000        0.000      0.000       0.000        662               7/12/2006             0    Y                                                  36   H
        3237   P               P                P                               10                  1                      1   A5AL                         50      8.250                     1                         144000.00     80.00        20.00               100.00              115200.00              114827.61         28800.00             0.00                 360                     355               360     77571   TX                      0.000      0.000        0.000      0.000       0.000        622               7/12/2006             0    Y                                                  36   H
        3238   S               P                C                               73                  1    C1                    B AL                         51      8.950                     1                         152000.00     80.00         0.00                80.00              121600.00              121466.19             0.00             0.00                 360                     355               480     17368   PA                      5.950     15.950        8.950      1.500       1.500        546               7/26/2006             0    N                                                  24   H
        3239   S               P                P                               73                  1                      1   A5AL                         26      7.525                     1                         250000.00     80.00        20.00               100.00              200000.00              198745.83         50000.00             0.00                 360                     356               360     42003   KY                      6.050     14.525        7.525      1.500       1.500        621               8/25/2006            60    Y                                                  24   H
        3240   S               P                P                               73                  1                      1   AMAL                         40      8.325                     1                         168750.00     80.00         1.48                81.48              135000.00              134532.70          2500.00             0.00                 360                     355               360      8360   NJ                      6.450     15.325        8.325      1.500       1.500        588               7/31/2006             0    N                                                   0
        3241   S               P                C                               73                  1                      1   AXAL                         44      8.300                     1                         295000.00     74.54         0.00                74.54              219900.00              219339.00             0.00             0.00                 360                     356               360      2745   MA                      6.250     15.300        8.300      1.500       1.500        545                8/7/2006             0    N                                                   0
        3242   S               P                P                               73                  1    C4                    A5AL                         50      7.990                     1                         300000.00     80.00        20.00               100.00              240000.00              239512.66         60000.00             0.00                 360                     357               360     89032   NV                      6.150     14.990        7.990      1.500       1.500        643               9/11/2006             0    Y                                                  24   H
        3243   S               P                C                               10                  1    C1                    A4AL                         49      9.890                     1                         185000.00     80.00         0.00                80.00              148000.00              147797.24             0.00             0.00                 360                     357               360     78748   TX                      0.000      0.000        0.000      0.000       0.000        530               9/20/2006             0    N                                                   0
        3244   S               P                C                               73                  1                      1   A4AL                         38      7.790                     1                         333100.00     80.00         0.00                80.00              266480.00              266235.08             0.00             0.00                 360                     357               480     30071   GA                      6.050     14.790        7.790      1.500       1.500        605               9/15/2006             0    N                                                  24   H
        3245   S               P                C                               73                  1    C4                    A5AL                         44     10.440                     1                         152000.00     80.00         0.00                80.00              121600.00              121451.83             0.00             0.00                 360                     357               360     76802   TX                      7.000     17.440       10.440      1.500       1.500        560               9/18/2006             0    Y                                                   0
        3246   S               P                P                               73                  1                      1   A5AL                         40      7.925                     1                          85000.00     80.00         0.00                80.00               68000.00               67860.10             0.00             0.00                 360                     357               360     81006   CO                      6.050     14.925        7.925      1.500       1.500        593               9/22/2006             0    Y                                                  24   H
        3247   S               P                P                               73                  1                      1   A5AL                         27      8.625                     1                          96000.00     80.00        20.00               100.00               76800.00               76800.00         19200.00             0.00                 360                     356               360     38141   TN                      5.950     15.625        8.625      1.500       1.500        661               8/25/2006            60    Y                                                  24   H
        3248   S               P                C                               10                  1                      1   A5AL                         32      9.950                     1                          65000.00     80.00         0.00                80.00               52000.00               51929.66             0.00             0.00                 360                     357               360     77021   TX                      0.000      0.000        0.000      0.000       0.000        602                9/8/2006             0    Y                                                   0
        3249   S               P                P                               73                  1                      1   A5AL                         38      7.725                     1                         182500.00     80.00        20.00               100.00              146000.00              145817.14         36500.00             0.00                 360                     356               480      2889   RI                      6.050     14.725        7.725      1.500       1.500        603               8/29/2006             0    Y                                                  12   H
        3250   P               P                R                               73                  1                      1   A4AL                         39      6.850                     1                         165000.00     80.00        20.00               100.00              132000.00              131663.70         33000.00             0.00                 360                     357               360     38016   TN                      6.050     13.850        6.850      1.500       1.500        687               9/13/2006             0    N                                                  24   H
        3251   P               P                P                               73                  1    C4                    A5AL                         44      8.775                     1                         217400.00     80.00        20.00               100.00              173920.00              173759.70         43480.00             0.00                 360                     357               480     85043   AZ                      6.300     15.775        8.775      1.500       1.500        656               8/28/2006             0    Y                                                  24   H
        3252   S               P                P                               73                  1                      1   A5AL                         43      8.725                     1                         165000.00     80.00        20.00               100.00              132000.00              131907.54         33000.00             0.00                 360                     357               480     30228   GA                      6.050     15.725        8.725      1.500       1.500        614               9/22/2006             0    Y                                                  12   H
        3253   S               P                P                               73                  1                      1   A5AL                         50      7.775                     1                         320000.00     80.00        20.00               100.00              256000.00              256000.00         64000.00             0.00                 360                     357               360     93552   CA                      6.050     14.775        7.775      1.500       1.500        609                9/7/2006            60    Y                                                  24   H
        3254   S               P                C                               73                  1    C4                    A4AL                         42      9.500                     1                          93000.00     77.42         0.00                77.42               72000.00               71892.90             0.00             0.00                 360                     357               360     77503   TX                      6.300     16.500        9.500      1.500       1.500        629               9/16/2006             0    N                                                   0
        3255   P               P                P                               73                  1                      1   A5AL                         44      8.625                     1                         250000.00     80.00        20.00               100.00              200000.00              199522.57         50000.00             0.00                 360                     356               360     27502   NC                      6.050     15.625        8.625      1.500       1.500        604                9/1/2006             0    Y                                                  24   H
        3256   S               P                R                               73                  1    C4                    A4AL                         40      7.225                     1                         515000.00     80.00        20.00               100.00              412000.00              411555.38        103000.00             0.00                 360                     357               480     11729   NY                      5.950     14.225        7.225      1.500       1.500        656                9/5/2006             0    N                                                   0
        3257   S               P                P                               73                  1    C4                    A5AL                         47      8.300                     1                         906000.00     80.00         0.00                80.00              724800.00              723418.05             0.00             0.00                 360                     357               360      2356   MA                      6.300     15.300        8.300      1.500       1.500        621               9/22/2006             0    Y                                                   0
        3258   S               P                C                               73                  1    C4                    A4AL                         37      8.350                     1                         630000.00     76.98         0.00                76.98              485000.00              484084.64             0.00             0.00                 360                     357               360      6801   CT                      6.300     15.350        8.350      1.500       1.500        577               9/18/2006             0    N                                                  24   H
        3259   S               P                P                               10                  1    C3                    AMAL                         41      8.675                     1                         250000.00     80.00         0.00                80.00              200000.00              199641.98             0.00             0.00                 360                     357               360     96069   CA                      0.000      0.000        0.000      0.000       0.000        527                9/9/2006             0    N                                                  36   H
        3260   S               P                C                               73                  1                      1   A4AL                          2      6.950                     1                         288000.00     80.00         0.00                80.00              230400.00              229824.49             0.00             0.00                 360                     357               360     96003   CA                      6.050     13.950        6.950      1.500       1.500        643                9/6/2006             0    N                                                  24   H
        3261   S               P                P                               73                  1    C4                    A5AL                         45      7.375                     1                         570000.00     80.00        20.00               100.00              456000.00              455528.31        114000.00             0.00                 360                     357               480     94545   CA                      6.300     14.375        7.375      1.500       1.500        675               9/16/2006             0    Y                                                  24   H
        3262   C               P                P                               73                  1    C4                    A5AL                         29      7.750                     1                         185250.00     80.00        20.00               100.00              148200.00              147777.56         37050.00             0.00                 360                     356               360     32806   FL                      6.150     14.750        7.750      1.500       1.500        661               8/31/2006             0    Y                                                  24   H
        3263   S               P                P                               73                  1                      1   A5AL                         39      8.713                     1                         231000.00     80.00         0.00                80.00              184800.00              184476.21             0.00             0.00                 360                     357               360     19021   PA                      6.050     15.713        8.713      1.500       1.500        526               9/22/2006             0    Y                                                  24   H
        3264   S               P                R                               73                  1    C4                    A4AL                         47      7.825                     1                         125000.00     80.00        20.00               100.00              100000.00               99790.06         25000.00             0.00                 360                     357               360     18102   PA                      6.150     14.825        7.825      1.500       1.500        659                9/7/2006             0    N                                                  24   H
        3265   S               P                C                               73                  1    C4                    AXAL                         48      8.700                     1                         300000.00     79.93         0.00                79.93              239803.00              239633.82             0.00             0.00                 360                     357               480      6614   CT                      6.550     15.700        8.700      1.500       1.500        612               9/13/2006             0    N                                                  24   H
        3266   S               P                R                               73                  1                      1   AXAL                         49      5.625                     1                         720000.00     80.00        20.00               100.00              576000.00              575035.52        144000.00             0.00                 360                     357               480     94541   CA                      5.950     12.625        5.950      1.500       1.500        613               9/15/2006             0    N                                                  24   H
        3267   S               P                C                               10                  1                      1   AXAL                         44      8.200                     1                          95000.00     80.00         0.00                80.00               76000.00               75850.37             0.00             0.00                 360                     357               360     46360   IN                      0.000      0.000        0.000      0.000       0.000        560               9/14/2006             0    N                                                  36   H
        3268   P               P                R                               73                  1                      1   A4AL                         47      7.700                     1                         181000.00     77.35         0.00                77.35              140000.00              139867.97             0.00             0.00                 360                     357               360     33615   FL                      6.050     14.700        7.700      1.500       1.500        567               9/20/2006             0    N                                                  24   H
        3269   S               P                C                               73                  1                      1   AXAL                         43      8.550                     1                         218000.00     79.82         0.00                79.82              174000.00              173871.71             0.00             0.00                 360                     357               480     85365   AZ                      6.250     15.550        8.550      1.500       1.500        527                9/5/2006             0    N                                                  24   H
        3270   F               P                P                               73                  1    C3                    A5AL                         24      7.425                     1                         560000.00     80.00        20.00               100.00              448000.00              447543.10        112000.00             0.00                 360                     357               480     90011   CA                      5.900     14.425        7.425      1.500       1.500        647               9/12/2006             0    Y                                                  24   H
        3271   P               P                R                               10                  1                      1   A4AL                         32      8.725                     1                         167000.00     80.00        20.00               100.00              133600.00              133366.51         33400.00             0.00                 360                     357               360     27332   NC                      0.000      0.000        0.000      0.000       0.000        605               9/19/2006             0    N                                                   0
        3272   S               P                P                               73                  1    C4                    A5AL                         46      7.825                     1                         390000.00     80.00        20.00               100.00              312000.00              311716.13         78000.00             0.00                 360                     357               480     92345   CA                      6.300     14.825        7.825      1.500       1.500        691                9/5/2006             0    Y                                                  24   H
        3273   S               P                R                               73                  1                      1   A4AL                         46      6.475                     1                         552000.00     80.00        18.00                98.00              441600.00              441012.68         99360.00             0.00                 360                     357               480     92336   CA                      6.300     13.475        6.475      1.500       1.500        620               9/13/2006             0    N                                                  24   H
        3274   S               P                R                               10                  1                      1   A4AL                         37      6.800                     1                          75000.00     79.44         0.00                79.44               59577.00               59423.75             0.00             0.00                 360                     357               360     75020   TX                      0.000      0.000        0.000      0.000       0.000        634               9/14/2006             0    N                                                  36   H
        3275   S               P                C                               10                  1                      1   C AL                         44     11.025                     1                         158500.00     80.00         0.00                80.00              126800.00              126357.97             0.00             0.00                 240                     237               240     21224   MD                      0.000      0.000        0.000      0.000       0.000        527               9/19/2006             0    N                                                  36   H
        3276   S               P                C                               73                  1    C1                    AXAL                         39      8.975                     1                         130000.00     80.00         0.00                80.00              104000.00              103827.40             0.00             0.00                 360                     357               360     76574   TX                      5.950     15.975        8.975      1.500       1.500        556               9/18/2006             0    N                                                   0
        3277   P               P                C                               73                  1                      1   AXAL                         39      8.300                     1                         175000.00     83.43         0.00                83.43              146000.00              145721.61             0.00             0.00                 360                     357               360     85213   AZ                      6.250     15.300        8.300      1.500       1.500        640                9/6/2006             0    N                                                   0
        3278   S               P                C                               73                  1    C4                    A4AL                         32      8.650                     1                         520000.00     80.00         0.00                80.00              416000.00              415702.18             0.00             0.00                 360                     357               480     91942   CA                      6.300     15.650        8.650      1.500       1.500        590                9/8/2006             0    N                                                  12   H
        3279   P               P                C                               10                  1                      1   AXAL                         38      8.075                     1                         455000.00     80.00         0.00                80.00              364000.00              363273.51             0.00             0.00                 360                     357               360     85296   AZ                      0.000      0.000        0.000      0.000       0.000        549               9/15/2006             0    N                                                  36   H
        3280   S               P                R                               73                  1                      1   A4AL                         33      6.825                     1                         123000.00     80.00        20.00               100.00               98400.00               98148.11         24600.00             0.00                 360                     357               360     60411   IL                      6.050     13.825        6.825      1.500       1.500        636               9/19/2006             0    N                                                  12   H
        3281   C               I                C                               73                  1    C4                    A4AL                         27     10.700                     1                         100000.00     80.00         0.00                80.00               80000.00               79907.84             0.00             0.00                 360                     357               360     33169   FL                      6.250     17.700       10.700      1.500       1.500        599               9/21/2006             0    N                                                  12   H
        3282   S               S                P                               73                  1                      1   A4AL                         42      7.675                     1                         219000.00     80.00        20.00               100.00              175200.00              174820.97         43800.00             0.00                 360                     357               360      4843   ME                      5.900     13.675        7.675      1.000       1.000        630               9/25/2006             0    N                                                   0
        3283   S               P                P                               10                  1                      1   A5AL                         30      8.325                     1                         137000.00     80.00        20.00               100.00              109600.00              109392.09         27400.00             0.00                 360                     357               360     37148   TN                      0.000      0.000        0.000      0.000       0.000        627               9/21/2006             0    Y                                                  36   H
        3284   S               P                C                               73                  1    C4                    A4AL                         16      8.500                     1                         179000.00     78.21         0.00                78.21              140000.00              139743.76             0.00             0.00                 360                     357               360     33713   FL                      6.300     15.500        8.500      1.500       1.500        657               9/18/2006             0    N                                                  24   H
        3285   S               P                C                               10                  1                      1   A4AL                         52      7.315                     1                          75000.00     80.00         0.00                80.00               60000.00               59857.45             0.00             0.00                 360                     357               360     75134   TX                      0.000      0.000        0.000      0.000       0.000        624               9/19/2006             0    N                                                   0
        3286   S               P                P                               73                  1                      1   A5AL                         39      7.480                     1                         391500.00     80.00        20.00               100.00              313200.00              313200.00         78300.00             0.00                 360                     357               360     98065   WA                      6.050     14.480        7.480      1.500       1.500        648               9/18/2006            60    Y                                                  24   H
        3287   S               P                P                               73                  1                      1   AXAL                         31      8.400                     1                         159000.00     80.00        20.00               100.00              127200.00              126124.97         31800.00             0.00                 360                     357               360     72023   AR                      6.250     15.400        8.400      1.500       1.500        613               9/22/2006             0    N                                                  24   H
        3288   P               P                P                               73                  1    C4                    A5AL                         39      7.990                     1                         745000.00     80.00        20.00               100.00              596000.00              595482.93        149000.00             0.00                 360                     357               480     94577   CA                      6.150     14.990        7.990      1.500       1.500        667                9/6/2006             0    Y                                                  12   H
        3289   S               P                R                               73                  1    C4                    A4AL                         33      8.575                     1                         315000.00     80.00        20.00               100.00              252000.00              250938.27         63000.00             0.00                 360                     357               360     60102   IL                      6.150     15.575        8.575      1.500       1.500        667               9/14/2006             0    N                                                   0
        3290   S               P                C                               73                  1    C4                    A4AL                         51      9.850                     1                         260000.00     80.00         0.00                80.00              208000.00              207895.87             0.00             0.00                 360                     357               480     87114   NM                      6.300     16.850        9.850      1.500       1.500        525                9/7/2006             0    N                                                   0
        3291   S               P                P                               73                  1    C4                    A5AL                         36      7.800                     1                         340000.00     80.00        20.00               100.00              272000.00              272000.00         68000.00             0.00                 360                     357               360     93312   CA                      6.050     14.800        7.800      1.500       1.500        636               9/13/2006            60    Y                                                  24   H
        3292   S               P                P                                7                  1    C4                    A5AL                         50      8.125                     1                         187100.00     80.00        20.00               100.00              149680.00              149555.11         37420.00             0.00                 360                     357               480     44143   OH                      0.000      0.000        0.000      0.000       0.000        640               9/21/2006             0    Y                                                  36   H
        3293   S               P                P                               74                  1                      1   A5AL                         38      7.550                     1                         420000.00     80.00        20.00               100.00              336000.00              335669.30         84000.00             0.00                 360                     357               480     11706   NY                      6.050     14.550        7.550      1.500       1.500        604               9/19/2006             0    Y                                                  12   H
        3294   S               P                P                               73                  1    C4                    A5AL                         40      8.825                     1                         194000.00     80.00        20.00               100.00              155200.00              154934.31         38800.00             0.00                 360                     357               360     48126   MI                      6.150     15.825        8.825      1.500       1.500        672               9/25/2006             0    Y                                                  24   H
        3295   S               P                P                               10                  1                      1   A5AL                         42      6.725                     1                         521185.00     80.00        20.00               100.00              416948.00              415857.90        104237.00             0.00                 360                     357               360     92407   CA                      0.000      0.000        0.000      0.000       0.000        691                9/7/2006             0    Y                                                  36   H
        3296   S               P                R                               73                  1                      1   A4AL                         36      6.775                     1                         306000.00     80.00        20.00               100.00              244800.00              244800.00         61200.00             0.00                 360                     357               360     19320   PA                      5.900     13.775        6.775      1.500       1.500        639               9/18/2006            60    N                                                  24   H
        3297   S               P                C                               73                  1                      1   A4AL                         45      6.800                     1                         190000.00     78.95         0.00                78.95              150000.00              149638.66             0.00             0.00                 360                     357               480     19063   PA                      6.300     13.800        6.800      1.500       1.500        642               9/18/2006             0    N                                                  24   H
        3298   P               P                P                               73                  1                      1   A5AL                         41      7.600                     1                         455000.00     80.00        20.00               100.00              364000.00              363646.81         91000.00             0.00                 360                     357               480     89131   NV                      6.050     14.600        7.600      1.500       1.500        612               9/20/2006             0    Y                                                  24   H
        3299   S               I                C                               10                  1    C3                    A4AL                         48     10.990                     1                          79500.00     80.00         0.00                80.00               63600.00               63531.18             0.00             0.00                 360                     357               360     78225   TX                      0.000      0.000        0.000      0.000       0.000        506               9/12/2006             0    N                                                  36   H
        3300   S               P                C                               73                  1    C4                    A5AL                         43      8.990                     1                         515000.00     80.00         0.00                80.00              412000.00              411733.20             0.00             0.00                 360                     357               480     95356   CA                      6.450     15.990        8.990      1.500       1.500        589                9/6/2006             0    Y                                                  24   H
        3301   S               P                C                               73                  1    C7                    AXAL                         37      7.750                     1                         360000.00     80.00         0.00                80.00              288000.00              287732.27             0.00             0.00                 360                     357               480     55005   MN                      6.550     14.750        7.750      1.500       1.500        623               9/14/2006             0    N                                                  24   H
        3302   S               P                C                               73                  1                      1   AMAL                         46      9.400                     1                         200000.00     77.50         0.00                77.50              155000.00              154764.58             0.00             0.00                 360                     357               360     98632   WA                      6.250     16.400        9.400      1.500       1.500        579               9/15/2006             0    N                                                   0
        3303   S               P                R                               73                  1    C4                    A4AL                         42      7.990                     1                         525000.00     80.00        20.00               100.00              420000.00              419147.21        105000.00             0.00                 360                     357               360     94509   CA                      6.050     14.990        7.990      1.500       1.500        677                9/8/2006             0    N                                                  24   H
        3304   S               P                C                                7                  1                      1   A4AL                         26      6.500                     1                         480000.00     78.96         0.00                78.96              379000.00              378499.38             0.00             0.00                 360                     357               480     95209   CA                      0.000      0.000        0.000      0.000       0.000        655               9/15/2006             0    N                                                  36   H
        3305   S               P                C                               10                  1                      1   A4AL                         33      8.325                     1                          89000.00     80.00         0.00                80.00               71200.00               71064.91             0.00             0.00                 360                     357               360     79762   TX                      0.000      0.000        0.000      0.000       0.000        564               9/19/2006             0    N                                                   0
        3306   P               P                P                               73                  1                      1   A5AL                         50      7.575                     1                         320000.00     80.00        20.00               100.00              256000.00              256000.00         64000.00             0.00                 360                     357               360     32779   FL                      6.050     14.575        7.575      1.500       1.500        616               9/15/2006            60    Y                                                  24   H
        3307   S               P                P                               73                  1                      1   A5AL                         45      7.500                     1                         340000.00     80.00         0.00                80.00              272000.00              271390.63             0.00             0.00                 360                     357               360     98826   WA                      5.950     14.500        7.500      1.500       1.500        560               9/19/2006             0    Y                                                  24   H
        3308   S               P                C                               73                  1                      1   A4AL                         42      6.990                     1                         287000.00     80.00         0.00                80.00              229600.00              229600.00             0.00             0.00                 360                     357               360      4029   ME                      6.050     12.990        6.990      1.000       1.000        601                9/8/2006            60    N                                                   0
        3309   S               P                C                               10                  1    C1                    AMAL                         17      8.550                     1                          90000.00     80.00         0.00                80.00               72000.00               71869.53             0.00             0.00                 360                     357               360     78415   TX                      0.000      0.000        0.000      0.000       0.000        528               9/14/2006             0    N                                                   0
        3310   S               P                P                               73                  1    C4                    A5AL                         25      7.275                     1                         386000.00     80.00        20.00               100.00              308800.00              308800.00         77200.00             0.00                 360                     357               360     34116   FL                      6.150     14.275        7.275      1.500       1.500        656               9/22/2006            60    Y                                                  24   H
        3311   S               P                C                               10                  1    C4                    AXAL                         50     10.750                     1                         100000.00     80.00         0.00                80.00               80000.00               79908.82             0.00             0.00                 360                     357               360     33834   FL                      0.000      0.000        0.000      0.000       0.000        561               9/14/2006             0    N                                                  36   H
        3312   S               P                R                                7                  1                      1   A4AL                         41      7.725                     1                         116000.00     80.00        20.00               100.00               92800.00               92713.10         23200.00             0.00                 360                     357               480     45338   OH                      0.000      0.000        0.000      0.000       0.000        605               9/18/2006             0    N                                                  36   H
        3313   S               P                P                               73                  1    C1                    A5AL                         48      7.875                     1                         445000.00     80.00        20.00               100.00              356000.00              356000.00         89000.00             0.00                 360                     357               360     94520   CA                      6.050     14.875        7.875      1.500       1.500        612               9/14/2006            60    Y                                                  12   H
        3314   S               P                P                               73                  1    C1                    A5AL                         32      7.525                     1                         345000.00     80.00        20.00               100.00              276000.00              276000.00         69000.00             0.00                 360                     357               360     92571   CA                      6.050     14.525        7.525      1.500       1.500        633               9/19/2006            60    Y                                                  12   H
        3315   S               P                P                               73                  1                      1   A5AL                         50      7.163                     1                         270000.00     80.00        20.00               100.00              216000.00              215666.29         54000.00             0.00                 360                     357               480      8060   NJ                      5.900     14.163        7.163      1.500       1.500        688               9/11/2006             0    Y                                                   0
        3316   S               P                C                               73                  1    C1                    A4AL                         47      7.900                     1                         535000.00     84.11         0.00                84.11              450000.00              449599.34             0.00             0.00                 360                     357               480     91350   CA                      6.050     14.900        7.900      1.500       1.500        510                9/7/2006             0    N                                                  24   H
        3317   C               S                P                               10                  1    C4                    A4AL                         43      8.125                     1                         207000.00     80.00        20.00               100.00              165600.00              165272.81         41400.00             0.00                 360                     357               360     96791   HI                      0.000      0.000        0.000      0.000       0.000        672               9/19/2006             0    N                                                  36   H
        3318   C               P                P                               73                  1                      1   AXAL                         31      6.990                     1                         525000.00     80.00        20.00               100.00              420000.00              420000.00        105000.00             0.00                 360                     357               360     91342   CA                      6.250     13.990        6.990      1.500       1.500        642               9/14/2006            60    N                                                  24   H
        3319   S               S                P                               73                  1                      1   A4AL                         50      8.200                     1                         270400.00     80.00        20.00               100.00              216320.00              216305.48         54080.00             0.00                 360                     357               360     75002   TX                      6.050     15.200        8.200      1.500       1.500        596               9/20/2006            60    N                                                  24   H
        3320   S               P                P                               73                  1                      1   A5AL                         46      7.275                     1                         612000.00     80.00        20.00               100.00              489600.00              489600.00        122400.00             0.00                 360                     357               360     92704   CA                      5.900     14.275        7.275      1.500       1.500        633                9/8/2006            60    Y                                                  24   H
        3321   S               P                P                               73                  1                      1   A5AL                         46      7.625                     1                         154000.00     80.00        20.00               100.00              123200.00              122930.79         30800.00             0.00                 360                     357               360     87121   NM                      6.050     14.625        7.625      1.500       1.500        665               9/20/2006             0    Y                                                   0
        3322   S               P                C                               73                  1                      1   A4AL                         25      6.550                     1                         300000.00     77.33         0.00                77.33              232000.00              231999.99             0.00             0.00                 360                     357               360     97022   OR                      6.050     13.550        6.550      1.500       1.500        636               9/19/2006            60    N                                                  24   H
        3323   S               P                C                               10                  1                      1   A4AL                         41      7.350                     1                         255000.00     77.10         0.00                77.10              196600.00              196146.20             0.00             0.00                 360                     357               360     53051   WI                      0.000      0.000        0.000      0.000       0.000        618               9/19/2006             0    N                                                   0
        3324   S               P                P                               73                  1    C4                    A5AL                         46      7.925                     1                         118000.00     80.00        20.00               100.00               94400.00               94170.95         23600.00             0.00                 360                     357               360     18102   PA                      6.150     14.925        7.925      1.500       1.500        686               9/22/2006             0    Y                                                  24   H
        3325   S               P                C                               10                  1    C1                    A4AL                         34      8.325                     1                          75000.00     80.00         0.00                80.00               60000.00               59886.18             0.00             0.00                 360                     357               360     78408   TX                      0.000      0.000        0.000      0.000       0.000        568               9/18/2006             0    N                                                   0
        3326   S               P                P                               73                  1    C4                    A5AL                         48      7.750                     1                         720000.00     80.00        20.00               100.00              576000.00              575464.53        144000.00             0.00                 360                     357               480     92131   CA                      6.150     14.750        7.750      1.500       1.500        671               9/16/2006             0    Y                                                  24   H
        3327   S               P                P                               10                  1                      1   A5AL                         35      8.375                     1                          95000.00     80.00         0.00                80.00               76000.00               75732.48             0.00             0.00                 360                     357               360     81004   CO                      0.000      0.000        0.000      0.000       0.000        609               9/19/2006             0    Y                                                  36   H
        3328   P               P                C                               73                  1    C4                    A4AL                         49      5.625                     1                         421000.00     79.10         0.00                79.10              333000.00              333000.00             0.00             0.00                 360                     357               360     85388   AZ                      5.950     12.625        5.950      1.500       1.500        629               9/18/2006            60    N                                                  24   H
        3329   S               P                P                               73                  1                      1   A5AL                         40      7.625                     1                         257500.00     80.00        20.00               100.00              206000.00              206000.00         51500.00             0.00                 360                     357               360     82633   WY                      5.950     14.625        7.625      1.500       1.500        645                9/1/2006            60    Y                                                  24   H
        3330   P               P                P                               73                  1    C4                    A5AL                         46      9.175                     1                         313000.00     80.00        20.00               100.00              250400.00              250246.52         62600.00             0.00                 360                     357               480     92342   CA                      5.950     16.175        9.175      1.500       1.500        661               9/11/2006             0    Y                                                   0
        3331   S               P                C                               73                  1                      1   C AL                         42      9.400                     1                         176500.00     79.32         0.00                79.32              140000.00              139787.35             0.00             0.00                 360                     357               360     87124   NM                      6.700     16.400        9.400      1.500       1.500        565               9/15/2006             0    N                                                   0
        3332   S               P                C                               73                  1    C4                    AXAL                         39      9.650                     1                         338000.00     80.47         0.00                80.47              272000.00              271806.37             0.00             0.00                 360                     356               480     33177   FL                      6.550     16.650        9.650      1.500       1.500        554               8/18/2006             0    N                                                  24   H
        3333   S               P                P                               73                  1                      1   A5AL                         43      9.175                     1                         154000.00     80.00        20.00               100.00              123200.00              123200.00         30800.00             0.00                 360                     356               360     41017   KY                      5.950     16.175        9.175      1.500       1.500        642               8/29/2006            60    Y                                                  24   H
        3334   S               P                C                               73                  1                      1   AXAL                         32      8.350                     1                         323000.00     71.21         0.00                71.21              230000.00              229759.49             0.00             0.00                 360                     356               480     92345   CA                      6.250     15.350        8.350      1.500       1.500        538               8/24/2006             0    N                                                  24   H
        3335   S               P                C                               73                  1                      1   C AL                         23      9.175                     1                         118000.00     75.00         0.00                75.00               88500.00               88359.10             0.00             0.00                 360                     357               360     29445   SC                      7.350     16.175        9.175      1.500       1.500        582                9/6/2006             0    N                                                   0
        3336   S               P                C                               73                  1    C4                    A4AL                         41      9.250                     1                         220000.00     61.36         0.00                61.36              135000.00              134788.39             0.00             0.00                 360                     357               360     33920   FL                      6.300     16.250        9.250      1.500       1.500        529                9/7/2006             0    N                                                  24   H
        3337   S               P                P                               10                  2                      1   A5AL                         35     12.250                     1                         125000.00    100.00         0.00               100.00               25000.00               24963.20             0.00        100000.00                 360                     357               360     12822   NY                      0.000      0.000        0.000      0.000       0.000        615               9/19/2006             0    Y                                                   0
        3338   S               P                R                               73                  1    C4                    AXAL                         22      9.863                     1                         148000.00     73.65         0.00                73.65              109000.00              108798.93             0.00             0.00                 360                     356               360     65672   MO                      6.550     16.863        9.863      1.500       1.500        562               8/30/2006             0    N                                                  24   H
        3339   S               P                P                               73                  1    C4                    A5AL                         45      8.775                     1                          94000.00     70.74         0.00                70.74               66500.00               66384.96             0.00             0.00                 360                     357               360     14580   NY                      5.950     15.775        8.775      1.500       1.500        636               9/21/2006             0    Y                                                   0
        3340   S               P                P                               10                  2                      1   A5AL                         29      9.800                     1                         113500.00    100.00         0.00               100.00               22700.00               22657.42             0.00         90800.00                 360                     356               360     79703   TX                      0.000      0.000        0.000      0.000       0.000        658               8/28/2006             0    Y                                                   0
        3341   S               P                P                               10                  2                      1   A5AL                         39     11.300                     1                         139000.00    100.00         0.00               100.00               27800.00               27762.33             0.00        111200.00                 360                     356               360     32583   FL                      0.000      0.000        0.000      0.000       0.000        620               8/31/2006             0    Y                                                  36   H
        3342   S               P                P                               10                  2                      1   A5AL                         48     12.200                     1                         112900.00    100.00         0.00               100.00               22580.00               22554.89             0.00         90320.00                 360                     356               360     30238   GA                      0.000      0.000        0.000      0.000       0.000        623               8/31/2006             0    Y                                                   0
        3343   S               P                C                               10                  2                      1   A4AL                         41     11.400                     1                         148000.00    100.00         0.00               100.00               29600.00               29542.07             0.00        118400.00                 360                     356               360     63640   MO                      0.000      0.000        0.000      0.000       0.000        632               8/24/2006             0    N                                                  36   H
        3344   S               P                C                               73                  1                      1   AXAL                         50      7.990                     1                         475000.00     56.84         0.00                56.84              270000.00              269451.75             0.00             0.00                 360                     357               360     33186   FL                      6.050     14.990        7.990      1.500       1.500        560               9/18/2006             0    N                                                  24   H
        3345   S               P                P                               10                  2                      1   A5AL                         45     12.350                     1                         145000.00    100.00         0.00               100.00               29000.00               28976.72             0.00        116000.00                 360                     357               360     60419   IL                      0.000      0.000        0.000      0.000       0.000        607               9/15/2006             0    Y                                                   0
        3346   S               P                P                               10                  2    C4                    A5AL                         26     11.600                     1                         124000.00    100.00         0.00               100.00               24800.00               24776.50             0.00         99200.00                 360                     357               360      4240   ME                      0.000      0.000        0.000      0.000       0.000        661               9/25/2006             0    Y                                                   0
        3347   S               P                P                               10                  2    C4                    A5AL                         39     12.950                     1                         130500.00    100.00         0.00               100.00               26100.00               25743.67             0.00        104400.00                 360                     356               360     50161   IA                      0.000      0.000        0.000      0.000       0.000        645               8/31/2006             0    Y                                                   0
        3348   S               P                P                               10                  2                      1   A5AL                         18     12.400                     1                         133000.00    100.00         0.00               100.00               26600.00               26571.71             0.00        106400.00                 360                     356               360     88101   NM                      0.000      0.000        0.000      0.000       0.000        618               8/30/2006             0    Y                                                   0
        3349   P               P                P                               10                  2    C4                    A5AL                         44     12.200                     1                         380000.00    100.00         0.00               100.00               76000.00               75936.96             0.00        304000.00                 360                     357               360     92844   CA                      0.000      0.000        0.000      0.000       0.000        648               9/13/2006             0    Y                                                  24   H
        3350   S               P                C                               73                  1                      1   A4AL                         31      6.150                     1                         160000.00     71.88         0.00                71.88              115000.00              114776.55             0.00             0.00                 360                     356               480     93268   CA                      6.050     13.150        6.150      1.500       1.500        616               8/29/2006             0    N                                                  24   H
        3351   S               S                P                               10                  2    C4                    A5AL                         49      9.180                     1                         174300.00    100.00         0.00               100.00               34860.00               34804.56             0.00        139440.00                 360                     357               360     37876   TN                      0.000      0.000        0.000      0.000       0.000        663               9/13/2006             0    Y                                                  36   H
        3352   S               P                P                               10                  2    C4                    A5AL                         49     10.700                     1                         739000.00    100.00         0.00               100.00              147800.00              147513.70             0.00        591200.00                 360                     356               360     94513   CA                      0.000      0.000        0.000      0.000       0.000        636               8/25/2006             0    Y                                                  24   H
        3353   P               P                P                               10                  2    C4                    A5AL                         39     11.750                     1                         177000.00    100.00         0.00               100.00               35400.00               35367.56             0.00        141600.00                 360                     357               360     30092   GA                      0.000      0.000        0.000      0.000       0.000        664               9/22/2006             0    Y                                                   0
        3354   S               P                C                               73                  1                      1   AMAL                         27      8.250                     1                         135000.00     66.67         0.00                66.67               90000.00               89826.65             0.00             0.00                 360                     357               360      4253   ME                      5.950     14.250        8.250      1.000       1.000        563               9/18/2006             0    N                                                   0
        3355   P               P                P                               10                  2                      1   A5AL                         45      9.800                     1                         129900.00    100.00         0.00               100.00               25980.00               25931.42             0.00        103920.00                 360                     356               360     76012   TX                      0.000      0.000        0.000      0.000       0.000        605               8/29/2006             0    Y                                                   0
        3356   S               P                P                               10                  2                      1   A5AL                         49     12.250                     1                         103900.00    100.00         0.00               100.00               20780.00               20757.15             0.00         83120.00                 360                     356               360     38637   MS                      0.000      0.000        0.000      0.000       0.000        605               8/31/2006             0    Y                                                  24   H
        3357   S               P                C                               73                  1                      1   C AL                         38     10.100                     1                         275000.00     56.36         0.00                56.36              155000.00              154928.06             0.00             0.00                 360                     357               480      8731   NJ                      5.950     17.100       10.100      1.500       1.500        512               9/13/2006             0    N                                                   0
        3358   C               P                C                               73                  1                      1   C AL                         30     10.525                     1                          90000.00     55.56         0.00                55.56               50000.00               49612.45             0.00             0.00                 360                     357               360     33777   FL                      6.050     17.525       10.525      1.500       1.500        514               9/18/2006             0    N                                                  24   H
        3359   S               P                C                               10                  1                      1   A4AL                         48      6.825                     1                         215000.00     59.53         0.00                59.53              128000.00              127639.98             0.00             0.00                 360                     357               360     33612   FL                      0.000      0.000        0.000      0.000       0.000        623               8/28/2006             0    N                                                  36   H
        3360   C               P                C                               10                  2                      1   A4AL                         48     12.500                     1                         147000.00    100.00         0.00               100.00               29400.00               29377.20             0.00        117600.00                 360                     357               360     54016   WI                      0.000      0.000        0.000      0.000       0.000        602                9/1/2006             0    N                                                   0
        3361   S               P                P                               10                  2                      1   A5AL                         39      9.800                     1                         133000.00    100.00         0.00               100.00               26600.00               26550.24             0.00        106400.00                 360                     356               360     75149   TX                      0.000      0.000        0.000      0.000       0.000        603               8/31/2006             0    Y                                                   0
        3362   P               P                P                               10                  2                      1   A5AL                         50      9.800                     1                         102000.00    100.00         0.00               100.00               20400.00               20361.86             0.00         81600.00                 360                     356               360     77373   TX                      0.000      0.000        0.000      0.000       0.000        648               8/31/2006             0    Y                                                   0
        3363   S               S                P                               10                  2    C4                    A5AL                         49     10.737                     1                         133227.00    100.00         0.00               100.00               26645.00               26604.21             0.00        106581.00                 360                     356               360     56560   MN                      0.000      0.000        0.000      0.000       0.000        656               8/31/2006             0    Y                                                  24   H
        3364   P               P                P                               10                  2                      1   A5AL                         40     11.500                     1                         138000.00    100.00         0.00               100.00               27600.00               27564.17             0.00        110400.00                 360                     356               360     30101   GA                      0.000      0.000        0.000      0.000       0.000        653               8/28/2006             0    Y                                                   0
        3365   S               P                P                               10                  2                      1   A5AL                         50     12.900                     1                         261000.00    100.00         0.00               100.00               52200.00               52162.98             0.00        208800.00                 360                     357               360     21207   MD                      0.000      0.000        0.000      0.000       0.000        598               9/22/2006             0    Y                                                   0
        3366   S               P                R                               74                  1                      1   A4AL                         34      7.150                     1                         390000.00     68.46         0.00                68.46              267000.00              267000.00             0.00             0.00                 360                     357               360     20732   MD                      6.050     14.150        7.150      1.500       1.500        624               9/19/2006            60    N                                                   0
        3367   S               P                P                               10                  2                      1   A5AL                         41     10.750                     1                         139920.00    100.00         0.00               100.00               27984.00               27952.10             0.00        111936.00                 360                     357               360     34668   FL                      0.000      0.000        0.000      0.000       0.000        604                9/1/2006             0    Y                                                  36   H
        3368   S               P                P                               10                  2                      1   A5AL                         37     11.000                     1                         313000.00    100.00         0.00               100.00               62600.00               62532.40             0.00        250400.00                 360                     357               360     92301   CA                      0.000      0.000        0.000      0.000       0.000        651               9/11/2006             0    Y                                                  24   H
        3369   S               P                P                               10                  2    C4                    A5AL                         45     10.500                     1                         750000.00    100.00         0.00               100.00              150000.00              149819.60             0.00        600000.00                 360                     357               360     92562   CA                      0.000      0.000        0.000      0.000       0.000        660               9/15/2006             0    Y                                                  24   H
        3370   S               P                C                               10                  1    C4                    A4AL                         39      9.750                     1                         146500.00     68.26         0.00                68.26              100000.00               99858.89             0.00             0.00                 360                     357               360     75060   TX                      0.000      0.000        0.000      0.000       0.000        576               9/14/2006             0    N                                                   0
        3371   S               P                R                               73                  1    C4                    A4AL                         39      7.575                     1                         600000.00     56.08         0.00                56.08              336500.00              336116.81             0.00             0.00                 360                     357               480     96797   HI                      7.000     14.575        7.575      1.500       1.500        591               9/15/2006             0    N                                                  24   H
        3372   S               P                C                               73                  1                      1   AXAL                         31      7.990                     1                         420000.00     36.90         0.00                36.90              155000.00              154685.27             0.00             0.00                 360                     357               360     91744   CA                      6.250     14.990        7.990      1.500       1.500        531               9/16/2006             0    N                                                  24   H
        3373   S               P                C                               73                  1                      1   B AL                         31      8.625                     1                         295000.00     63.73         0.00                63.73              188000.00              187864.42             0.00             0.00                 360                     357               480     21133   MD                      6.450     15.625        8.625      1.500       1.500        569               9/11/2006             0    N                                                   0
        3374   F               P                C                               73                  1                      1   A5AL                         20      9.450                     1                         142500.00     44.91         0.00                44.91               64000.00               63963.84             0.00             0.00                 360                     357               480     19120   PA                      7.350     16.450        9.450      1.500       1.500        570               9/14/2006             0    Y                                                  12   H
        3375   S               P                C                               73                  1                      1   A4AL                         32      6.900                     1                        1290000.00     69.77         0.00                69.77              900000.00              898936.01             0.00             0.00                 360                     357               480     92064   CA                      5.950     13.900        6.900      1.500       1.500        571               9/16/2006             0    N                                                  24   H
        3376   S               P                C                               73                  1    C4                    C AL                         38      9.800                     1                         195000.00     65.00         0.00                65.00              126750.00              126685.60             0.00             0.00                 360                     357               480     85009   AZ                      7.350     16.800        9.800      1.500       1.500        571                9/8/2006             0    N                                                  24   H
        3377   S               P                C                               73                  1                      1   C AL                         51      9.850                     1                         242000.00     72.31         0.00                72.31              175000.00              174912.40             0.00             0.00                 360                     357               480      6484   CT                      7.350     16.850        9.850      1.500       1.500        519                9/9/2006             0    N                                                  24   H
        3378   S               P                C                               73                  1    C4                    B AL                         34      9.875                     1                         325000.00     66.15         0.00                66.15              215000.00              214704.55             0.00             0.00                 360                     357               360     84790   UT                      7.050     16.875        9.875      1.500       1.500        561                9/8/2006             0    N                                                   0
        3379   P               P                C                               73                  1    C4                    A4AL                         37      8.200                     1                         550000.00     69.09         0.00                69.09              380000.00              379689.75             0.00             0.00                 360                     357               480     33040   FL                      5.950     15.200        8.200      1.500       1.500        545               9/20/2006             0    N                                                  24   H
        3380   S               P                C                               73                  1                      1   A4AL                         37      7.250                     1                         440000.00     57.95         0.00                57.95              255000.00              254524.30             0.00             0.00                 360                     357               480     95843   CA                      6.050     14.250        7.250      1.500       1.500        652                9/8/2006             0    N                                                  24   H
        3381   S               P                C                               73                  1    C4                    AXAL                         47     10.050                     1                         180000.00     66.67         0.00                66.67              120000.00              119841.10             0.00             0.00                 360                     357               360     33764   FL                      6.300     17.050       10.050      1.500       1.500        528               9/11/2006             0    N                                                  24   H
        3382   S               P                C                               10                  1                      1   A4AL                         37      8.550                     1                         127500.00     67.45         0.00                67.45               86000.00               85844.18             0.00             0.00                 360                     357               360     79902   TX                      0.000      0.000        0.000      0.000       0.000        580               9/20/2006             0    N                                                   0
        3383   S               P                C                               73                  1                      1   AMAL                         50     10.200                     1                         235500.00     75.00         0.00                75.00              176625.00              176545.49             0.00             0.00                 360                     357               480     93307   CA                      6.450     17.200       10.200      1.500       1.500        520               9/18/2006             0    N                                                  24   H
        3384   P               P                R                               10                  1    C4                    A4AL                         38      6.675                     1                         236000.00     65.68         0.00                65.68              155000.00              154591.44             0.00             0.00                 360                     357               360     78256   TX                      0.000      0.000        0.000      0.000       0.000        673               9/13/2006             0    N                                                  36   H
        3385   S               P                C                               73                  1    C1                    AXAL                         50      8.740                     1                         120000.00     75.00         0.00                75.00               90000.00               89843.19             0.00             0.00                 360                     357               360     77316   TX                      6.500     15.740        8.740      1.500       1.500        532               9/16/2006             0    N                                                   0
        3386   S               P                R                               10                  1                      1   A4AL                         21      7.650                     1                         145000.00     76.83         0.00                76.83              111400.00              111157.79             0.00             0.00                 360                     357               360     75104   TX                      0.000      0.000        0.000      0.000       0.000        584               9/14/2006             0    N                                                  36   H
        3387   S               P                C                               73                  1    C4                    A4AL                         34      8.250                     1                         653000.00     69.68         0.00                69.68              455000.00              454633.85             0.00             0.00                 360                     357               480     92337   CA                      6.300     15.250        8.250      1.500       1.500        511               9/14/2006             0    N                                                  24   H
        3388   S               P                C                               10                  1                      1   A4AL                         21      9.750                     1                          88000.00     68.18         0.00                68.18               60000.00               59915.34             0.00             0.00                 360                     357               360     62220   IL                      0.000      0.000        0.000      0.000       0.000        518               8/31/2006             0    N                                                   0
        3389   S               P                C                               10                  1                      1   B AL                         40      9.275                     1                         175000.00     51.43         0.00                51.43               90000.00               89859.68             0.00             0.00                 360                     357               360     31757   GA                      0.000      0.000        0.000      0.000       0.000        539                9/8/2006             0    N                                                   0
        3390   S               P                C                               73                  1    C4                    A4AL                         26      8.050                     1                         475000.00     65.00         0.00                65.00              308750.00              308750.00             0.00             0.00                 360                     357               360     21704   MD                      5.950     15.050        8.050      1.500       1.500        622               9/11/2006            60    N                                                   0
        3391   S               P                C                               73                  1    C4                    A4AL                         41      9.225                     1                         230000.00     58.26         0.00                58.26              134000.00              133788.89             0.00             0.00                 360                     357               360      4217   ME                      6.300     15.225        9.225      1.000       1.000        577               9/18/2006             0    N                                                   0
        3392   S               P                C                               73                  1    C7                    AMAL                         43      8.725                     1                         485000.00     36.08         0.00                36.08              175000.00              174877.42             0.00             0.00                 360                     357               480     94564   CA                      6.300     15.725        8.725      1.500       1.500        534                9/8/2006             0    N                                                  24   H
        3393   F               I                C                               73                  1                      1   A4AL                         50      6.500                     1                         410000.00     75.00         0.00                75.00              307500.00              306514.49             0.00             0.00                 360                     355               480     10469   NY                      6.050     13.500        6.500      1.500       1.500        634               7/10/2006             0    N                                                   0
        3394   S               P                R                               10                  1                      1   A4AL                         51      7.500                     1                         170000.00     52.94         0.00                52.94               90000.00               89798.37             0.00             0.00                 360                     357               360     97630   OR                      0.000      0.000        0.000      0.000       0.000        689                9/1/2006             0    N                                                   0
        3395   S               P                R                               73                  1    C4                    A4AL                         49      7.650                     1                         145000.00     76.05        23.95               100.00              110270.00              110030.24         34728.79             0.00                 360                     357               360     68164   NE                      6.300     14.650        7.650      1.500       1.500        655               9/20/2006             0    N                                                  24   H
        3396   P               P                C                               73                  1                      1   B AL                         48      6.750                     1                         290000.00     74.14         0.00                74.14              215000.00              214734.98             0.00             0.00                 360                     357               480     92223   CA                      6.700     13.750        6.750      1.500       1.500        646               8/31/2006             0    N                                                  24   H
        3397   S               P                R                               73                  1                      1   C AL                         35      8.550                     1                         334000.00     68.71         0.00                68.71              229500.00              229084.22             0.00             0.00                 360                     357               360     99516   AK                      7.350     15.550        8.550      1.500       1.500        586                9/8/2006             0    N                                                   0
        3398   S               P                C                               73                  1                      1   A4AL                         43      7.990                     1                         164000.00     70.00         0.00                70.00              114800.00              114566.88             0.00             0.00                 360                     357               360     21502   MD                      6.050     14.990        7.990      1.500       1.500        574               9/15/2006             0    N                                                  24   H
        3399   S               P                R                               10                  1                      1   A4AL                         52      7.850                     1                         243000.00     72.02         0.00                72.02              175000.00              174634.47             0.00             0.00                 360                     357               360     32967   FL                      0.000      0.000        0.000      0.000       0.000        565               9/12/2006             0    N                                                  36   H
        3400   S               P                C                               10                  1                      1   AXAL                         28      6.700                     1                         280000.00     63.39         0.00                63.39              177500.00              177034.42             0.00             0.00                 360                     357               360     21740   MD                      0.000      0.000        0.000      0.000       0.000        637               9/14/2006             0    N                                                  36   H
        3401   S               P                C                               73                  1                      1   A4AL                         43      6.750                     1                         340000.00     74.12         0.00                74.12              252000.00              252000.00             0.00             0.00                 360                     357               360     20748   MD                      6.050     13.750        6.750      1.500       1.500        585               9/19/2006            60    N                                                   0
        3402   S               P                C                               73                  1                      1   AMAL                         28      6.990                     1                         327000.00     37.31         0.00                37.31              122000.00              121859.33             0.00             0.00                 360                     357               480     95207   CA                      6.450     13.990        6.990      1.500       1.500        600               9/13/2006             0    N                                                  24   H
        3403   S               P                C                               73                  1    C7                    C AL                         49     10.800                     1                         285000.00     70.00         0.00                70.00              199500.00              199425.29             0.00             0.00                 360                     357               480     19078   PA                      7.350     17.800       10.800      1.500       1.500        526                9/5/2006             0    N                                                  24   H
        3404   S               P                P                                7                  1                      1   A5AL                         47      6.600                     1                         509000.00     60.71         0.00                60.71              309000.00              308602.97             0.00             0.00                 360                     357               480     91762   CA                      0.000      0.000        0.000      0.000       0.000        638                9/9/2006             0    Y                                                  36   H
        3405   P               S                C                               10                  1                      1   A4AL                         43      8.250                     1                         178000.00     68.82         0.00                68.82              122500.00              122264.02             0.00             0.00                 360                     357               360     63775   MO                      0.000      0.000        0.000      0.000       0.000        556               9/19/2006             0    N                                                  36   H
        3406   S               P                C                               73                  1    C4                    AMAL                         47      8.775                     1                         275000.00     54.55         0.00                54.55              150000.00              149896.48             0.00             0.00                 360                     357               480     95641   CA                      6.750     15.775        8.775      1.500       1.500        575               9/13/2006             0    N                                                  24   H
        3407   P               P                C                               73                  1                      1   AMAL                         33      8.100                     1                         197000.00     74.11         0.00                74.11              146000.00              145710.08             0.00             0.00                 360                     357               360     19701   DE                      6.450     15.100        8.100      1.500       1.500        532                9/8/2006             0    N                                                  24   H
        3408   P               P                C                               73                  1                      1   A4AL                         35      5.990                     1                         546500.00     69.53         0.00                69.53              380000.00              379423.12             0.00             0.00                 360                     357               480     92870   CA                      6.050     12.990        6.050      1.500       1.500        695                9/7/2006             0    N                                                  24   H
        3409   S               I                C                               73                  1    C4                    AXAL                         36      9.750                     1                         190000.00     73.68         0.00                73.68              140000.00              139927.78             0.00             0.00                 360                     357               480     96007   CA                      5.950     16.750        9.750      1.500       1.500        624               9/11/2006             0    N                                                  12   H
        3410   S               P                C                               73                  1    C4                    AXAL                         48      9.000                     1                         235000.00     63.83         0.00                63.83              150000.00              149903.16             0.00             0.00                 360                     357               480     97266   OR                      6.550     16.000        9.000      1.500       1.500        557                9/8/2006             0    N                                                  24   H
        3411   S               P                R                               10                  1                      1   A4AL                         53      8.350                     1                          95000.00     62.63         0.00                62.63               59500.00               59387.70             0.00             0.00                 360                     357               360     78245   TX                      0.000      0.000        0.000      0.000       0.000        549               9/19/2006             0    N                                                  36   H
        3412   S               P                C                               73                  1                      1   A4AL                         34      7.375                     1                         305000.00     34.43         0.00                34.43              105000.00               34328.60             0.00             0.00                 360                     357               360     99654   AK                      6.150     14.375        7.375      1.500       1.500        695               9/15/2006             0    N                                                   0
        3413   S               P                C                                7                  1                      1   AXAL                         52      9.150                     1                         252000.00     50.60         0.00                50.60              127500.00              127421.25             0.00             0.00                 360                     357               480     20032   DC                      0.000      0.000        0.000      0.000       0.000        518               9/20/2006             0    N                                                  36   H
        3414   S               P                C                               73                  1                      1   AMAL                         23      6.900                     1                         310000.00     70.00         0.00                70.00              217000.00              216675.44             0.00             0.00                 360                     357               480     95540   CA                      6.450     13.900        6.900      1.500       1.500        570               9/18/2006             0    N                                                  24   H
        3415   S               P                C                               73                  1    C4                    AMAL                         40      9.290                     1                          85000.00     75.00         0.00                75.00               63750.00               63650.90             0.00             0.00                 360                     357               360     79413   TX                      6.950     16.290        9.290      1.500       1.500        564               9/20/2006             0    N                                                   0
        3416   S               P                C                               10                  1    C7                    C AL                         31     11.725                     1                         270000.00     51.85         0.00                51.85              140000.00              139871.00             0.00             0.00                 360                     357               360     39601   MS                      0.000      0.000        0.000      0.000       0.000        518               9/20/2006             0    N                                                  36   H
        3417   S               P                C                               10                  1                      1   AXAL                         52      6.990                     1                         790000.00     56.33         0.00                56.33              445000.00              443897.15             0.00             0.00                 360                     357               360      7753   NJ                      0.000      0.000        0.000      0.000       0.000        644                9/8/2006             0    N                                                   0
        3418   S               P                C                               73                  1                      1   C AL                         51      9.650                     1                         188000.00     75.00         0.00                75.00              141000.00              140925.02             0.00             0.00                 360                     357               480     33781   FL                      6.700     16.650        9.650      1.500       1.500        505               9/12/2006             0    N                                                  24   H
        3419   S               P                C                               73                  1                      1   A4AL                         30      7.950                     1                         282000.00     35.46         0.00                35.46              100000.00               99912.22             0.00             0.00                 360                     357               480     93727   CA                      6.050     14.950        7.950      1.500       1.500        561               9/18/2006             0    N                                                  24   H
        3420   S               P                C                               73                  1                      1   C AL                         42      9.350                     1                          68000.00     73.53         0.00                73.53               50000.00               49818.09             0.00             0.00                 360                     353               360     72206   AR                      7.350     16.350        9.350      1.500       1.500        624               5/19/2006             0    N                                                  24   H
        3421   S               P                C                               10                  1                      1   C AL                         37     11.000                     1                          70000.00     74.29         0.00                74.29               52000.00               51886.17             0.00             0.00                 360                     354               360     85273   AZ                      0.000      0.000        0.000      0.000       0.000        527                6/6/2006             0    N                                                  36   H
        3422   S               I                C                               73                  1    C4                    B AL                         33      7.990                     1                         175000.00     62.86         0.00                62.86              110000.00              109548.77             0.00             0.00                 360                     354               360      4270   ME                      6.300     13.990        7.990      1.000       1.000        664               6/27/2006             0    N                                                   0
        3423   S               P                C                               73                  1    C4                    C AL                         48      8.350                     1                         535000.00     47.94         0.00                47.94              256500.00              255521.57             0.00             0.00                 360                     354               360     30257   GA                      5.950     15.350        8.350      1.500       1.500        622               6/12/2006             0    N                                                  24   H
        3424   S               P                C                               10                  1    C4                    A4AL                         46      8.300                     1                         128000.00     42.97         0.00                42.97               55000.00               54788.06             0.00             0.00                 360                     354               360     79936   TX                      0.000      0.000        0.000      0.000       0.000        592               6/23/2006             0    N                                                   0
        3425   F               P                C                               10                  1                      1   A4AL                         44      6.925                     1                          65000.00     76.92         0.00                76.92               50000.00               48544.90             0.00             0.00                 180                     174               180     76110   TX                      0.000      0.000        0.000      0.000       0.000        665               6/26/2006             0    N                                                   0
        3426   P               P                C                               74                  1                      1   C AL                         51     10.925                     1                         284000.00     38.38         0.00                38.38              109000.00              108881.81             0.00             0.00                 360                     355               480     20886   MD                      6.450     17.925       10.925      1.500       1.500        633               7/12/2006             0    N                                                   0
        3427   C               P                C                               74                  1    C4                    A4AL                         38      7.800                     1                         148000.00     76.82         0.00                76.82              113700.00              113525.19             0.00             0.00                 360                     355               480     34677   FL                      6.300     14.800        7.800      1.500       1.500        594                7/5/2006             0    N                                                  36   H
        3428   F               P                C                               10                  1                      1   A4AL                         49      7.575                     1                         235000.00     48.94         0.00                48.94              115000.00              114357.40             0.00             0.00                 360                     354               360     60644   IL                      0.000      0.000        0.000      0.000       0.000        662               6/23/2006             0    N                                                   0
        3429   S               P                C                               73                  1                      1   AMAL                         50      8.050                     1                         356000.00     65.00         0.00                65.00              231400.00              231136.03             0.00             0.00                 360                     356               480     20722   MD                      6.450     15.050        8.050      1.500       1.500        516               8/24/2006             0    N                                                   0
        3430   S               P                C                                7                  1                      1   A4AL                         30      6.500                     1                         760000.00     53.82         0.00                53.82              409000.00              407910.72             0.00             0.00                 360                     354               480     95023   CA                      0.000      0.000        0.000      0.000       0.000        610               6/26/2006             0    N                                                  36   H
        3431   S               I                C                               73                  1    C7                    A5AL                         49     10.500                     1                         178000.00     75.00         0.00                75.00              133500.00              133230.04             0.00             0.00                 360                     356               360     33142   FL                      6.300     17.500       10.500      1.500       1.500        502               8/10/2006             0    Y                                                  24   H
        3432   S               P                C                               73                  1    C4                    A4AL                         45     10.600                     1                         535000.00     55.00         0.00                55.00              294250.00              293903.65             0.00             0.00                 360                     357               360     91340   CA                      5.950     17.600       10.600      1.500       1.500        526                9/6/2006             0    N                                                   0
        3433   S               P                C                               73                  1    C3                    AXAL                         38      8.600                     1                         340000.00     70.59         0.00                70.59              240000.00              239420.94             0.00             0.00                 360                     356               360     75754   TX                      6.050     15.600        8.600      1.500       1.500        574               7/31/2006             0    N                                                   0
        3434   S               P                C                               74                  1    C4                    A4AL                         50      6.990                     1                         520000.00     65.00         0.00                65.00              338000.00              335437.62             0.00             0.00                 360                     355               480      7657   NJ                      5.950     13.990        6.990      1.500       2.000        691               6/30/2006             0    N                                                   0
        3435   S               P                C                               73                  1    C3                    C AL                         45      9.988                     1                         605000.00     64.46         0.00                64.46              390000.00              389685.35             0.00             0.00                 360                     355               480     95993   CA                      7.350     16.988        9.988      1.500       1.500        524               7/19/2006             0    N                                                  24   H
        3436   S               P                C                               73                  1                      1   AXAL                         29      6.775                     1                         680000.00     75.00         0.00                75.00              510000.00              509999.99             0.00             0.00                 360                     357               360     90638   CA                      5.950     13.775        6.775      1.500       1.500        590               9/16/2006            60    N                                                  24   H
        3437   F               I                C                               10                  1    C4                    AMAL                         29     11.675                     1                         250000.00     42.00         0.00                42.00              105000.00              104902.19             0.00             0.00                 360                     357               360     37212   TN                      0.000      0.000        0.000      0.000       0.000        521               9/15/2006             0    N                                                  36   H
        3438   S               P                C                               73                  1    C4                    C AL                         52      8.625                     1                        1010000.00     49.50         0.00                49.50              500000.00              499108.02             0.00             0.00                 360                     357               360      2540   MA                      6.300     15.625        8.625      1.500       1.500        648               9/18/2006             0    N                                                   0
        3439   S               P                C                               10                  1                      1   A4AL                         33      7.940                     1                         145000.00     55.17         0.00                55.17               80000.00               79835.90             0.00             0.00                 360                     357               360     78404   TX                      0.000      0.000        0.000      0.000       0.000        552               9/16/2006             0    N                                                   0
        3440   S               P                C                               10                  1                      1   A4AL                         35      7.850                     1                          98000.00     64.29         0.00                64.29               63000.00               62868.39             0.00             0.00                 360                     357               360     29527   SC                      0.000      0.000        0.000      0.000       0.000        563               9/19/2006             0    N                                                   0
        3441   S               P                R                               10                  1    C4                    A4AL                         35      8.800                     1                         140000.00     61.43         0.00                61.43               86000.00               85852.01             0.00             0.00                 360                     357               360     75007   TX                      0.000      0.000        0.000      0.000       0.000        563               9/14/2006             0    N                                                   0
        3442   S               P                C                               10                  1                      1   AXAL                         45      7.725                     1                         250000.00     49.20         0.00                49.20              123000.00              122347.61             0.00             0.00                 240                     237               240     60459   IL                      0.000      0.000        0.000      0.000       0.000        641               9/20/2006             0    N                                                   0
        3443   S               P                P                               73                  1    C4                    A5AL                         40      9.875                     1                         350000.00     65.00         0.00                65.00              227500.00              227386.99             0.00             0.00                 360                     357               480     93930   CA                      6.300     16.875        9.875      1.500       1.500        566                9/7/2006             0    Y                                                  12   H
        3444   S               P                C                               73                  1                      1   AXAL                         23      8.925                     1                         245000.00     65.00         0.00                65.00              159250.00              159144.85             0.00             0.00                 360                     357               480     85304   AZ                      6.250     15.925        8.925      1.500       1.500        573                9/6/2006             0    N                                                  24   H
        3445   S               P                C                               10                  1                      1   A4AL                         46      7.950                     1                         160000.00     71.88         0.00                71.88              115000.00              114764.59             0.00             0.00                 360                     357               360     70739   LA                      0.000      0.000        0.000      0.000       0.000        557               9/18/2006             0    N                                                  36   H
        3446   S               P                C                                7                  1                      1   A4AL                         31      6.675                     1                         184000.00     46.20         0.00                46.20               85000.00               84893.01             0.00             0.00                 360                     357               480     34436   FL                      0.000      0.000        0.000      0.000       0.000        589               9/14/2006             0    N                                                  36   H
        3447   S               S                C                               73                  1                      1   A4AL                         40      7.900                     1                         144000.00     62.50         0.00                62.50               90000.00               89813.90             0.00             0.00                 360                     357               360     87108   NM                      6.050     14.900        7.900      1.500       1.500        555               9/18/2006             0    N                                                   0
        3448   S               P                C                               73                  1                      1   A4AL                         40      6.550                     1                         600000.00     69.33         0.00                69.33              416000.00              414117.39             0.00             0.00                 360                     355               360     75457   TX                      5.950     13.550        6.550      1.500       1.500        612               7/14/2006             0    N                                                   0
        3449   F               P                C                               73                  1    C4                    B AL                         51      8.400                     1                         500000.00     66.00         0.00                66.00              330000.00              329573.37             0.00             0.00                 360                     355               480      7036   NJ                      5.950     15.400        8.400      1.500       1.500        675               7/25/2006             0    N                                                   0
        3450   P               P                C                               73                  1                      1   A4AL                         37      8.250                     1                         590000.00     55.68         0.00                55.68              328500.00              328056.39             0.00             0.00                 360                     355               480     20721   MD                      6.050     15.250        8.250      1.500       1.500        508               7/14/2006             0    N                                                   0
        3451   S               I                C                               73                  1    C4                    AMAL                         38      9.775                     1                         341000.00     75.00         0.00                75.00              255750.00              255023.24             0.00             0.00                 360                     355               360      1752   MA                      6.750     16.775        9.775      1.500       1.500        570               7/18/2006             0    N                                                  24   H
        3452   S               P                C                               73                  1                      1   C AL                         38      9.575                     1                          90000.00     55.56         0.00                55.56               50000.00               49901.99             0.00             0.00                 360                     356               360      8094   NJ                      7.350     16.575        9.575      1.500       1.500        523               7/27/2006             0    N                                                   0
        3453   P               P                C                               73                  1                      1   AXAL                         31      8.050                     1                         575000.00     66.96         0.00                66.96              385000.00              384671.73             0.00             0.00                 360                     357               480     20744   MD                      5.950     15.050        8.050      1.500       1.500        553               9/20/2006             0    N                                                   0
        3454   S               P                R                               73                  1                      1   C AL                         35     11.050                     1                         272500.00     75.00         0.00                75.00              204375.00              204255.81             0.00             0.00                 360                     355               480     97030   OR                      7.600     18.050       11.050      1.500       1.500        524               7/26/2006             0    N                                                  24   H
        3455   S               P                C                               73                  1                      1   AMAL                         49      7.700                     1                         275000.00     63.64         0.00                63.64              175000.00              174723.21             0.00             0.00                 360                     355               480      1082   MA                      6.450     14.700        7.700      1.500       1.500        552               7/19/2006             0    N                                                   0
        3456   S               P                C                               73                  1                      1   AMAL                         35      9.500                     1                         245000.00     67.35         0.00                67.35              165000.00              164754.59             0.00             0.00                 360                     357               360      7734   NJ                      5.950     16.500        9.500      1.500       1.500        501               9/18/2006             0    N                                                   0
        3457   S               P                C                               73                  1                      1   AMAL                         26      9.175                     1                         615000.00     58.54        24.39                82.93              360000.00              359232.90        150000.00             0.00                 360                     356               360      2563   MA                      6.450     16.175        9.175      1.500       1.500        516                8/3/2006             0    N                                                   0
        3458   S               P                C                               73                  1    C4                    AMAL                         38      9.675                     1                         250000.00     54.00         0.00                54.00              135000.00              134880.28             0.00             0.00                 360                     355               480     33404   FL                      6.300     16.675        9.675      1.500       1.500        502               7/18/2006             0    N                                                  24   H
        3459   S               P                C                               73                  1                      1   A4AL                         32      8.800                     1                         155000.00     74.84         0.00                74.84              116000.00              115664.85             0.00             0.00                 360                     355               360     21239   MD                      5.950     15.800        8.800      1.500       1.500        539               7/28/2006             0    N                                                   0
        3460   S               P                C                               73                  1                      1   C AL                         37      8.675                     1                         650000.00     44.62         0.00                44.62              290000.00              289653.99             0.00             0.00                 360                     355               480     94610   CA                      7.350     15.675        8.675      1.500       1.500        524               7/21/2006             0    N                                                  24   H
        3461   S               P                C                               74                  1                      1   A4AL                         50      7.425                     1                         195000.00     54.36         0.00                54.36              106000.00              105758.93             0.00             0.00                 360                     357               360      8077   NJ                      6.050     14.425        7.425      1.500       1.500        640               9/13/2006             0    N                                                   0
        3462   S               P                P                               10                  1                      1   A5AL                         37     10.300                     1                         107100.00     46.69         0.00                46.69               50000.00               49917.05             0.00             0.00                 360                     357               360     78640   TX                      0.000      0.000        0.000      0.000       0.000        524               9/15/2006             0    Y                                                  36   H
        3463   S               P                C                               73                  1    C7                    B AL                         45     11.600                     1                         220000.00     75.00         0.00                75.00              165000.00              164951.81             0.00             0.00                 360                     357               480     97220   OR                      7.050     18.600       11.600      1.500       1.500        508               9/12/2006             0    N                                                   0
        3464   S               P                C                                7                  1                      1   A4AL                         45      6.575                     1                         315000.00     76.10         0.00                76.10              239700.00              239389.87             0.00             0.00                 360                     357               480     92325   CA                      0.000      0.000        0.000      0.000       0.000        643               9/14/2006             0    N                                                  36   H
        3465   P               P                C                               10                  1                      1   B AL                         48     10.800                     1                          81000.00     74.07         0.00                74.07               60000.00               59932.35             0.00             0.00                 360                     357               360     78572   TX                      0.000      0.000        0.000      0.000       0.000        571               9/13/2006             0    N                                                   0
        3466   S               P                R                               10                  1                      1   A4AL                         52      7.900                     1                         137500.00     68.04         0.00                68.04               93550.00               93356.55             0.00             0.00                 360                     357               360     78541   TX                      0.000      0.000        0.000      0.000       0.000        638               9/18/2006             0    N                                                  36   H
        3467   S               P                C                               73                  1                      1   AXAL                         45      7.900                     1                         194000.00     64.95         0.00                64.95              126000.00              125739.48             0.00             0.00                 360                     357               360     85017   AZ                      6.050     14.900        7.900      1.500       1.500        532               9/13/2006             0    N                                                  24   H
        3468   S               P                C                               10                  1                      1   A4AL                         31      7.015                     1                         115000.00     70.00         0.00                70.00               80500.00               80301.47             0.00             0.00                 360                     357               360     78412   TX                      0.000      0.000        0.000      0.000       0.000        673               9/18/2006             0    N                                                   0
        3469   C               P                C                               10                  1                      1   A4AL                         51      6.500                     1                         335000.00     41.79         0.00                41.79              140000.00              139618.24             0.00             0.00                 360                     357               360     90302   CA                      0.000      0.000        0.000      0.000       0.000        683               9/13/2006             0    N                                                  36   H
        3470   S               P                C                               73                  1                      1   AXAL                         36      7.600                     1                         318000.00     50.00         0.00                50.00              159000.00              158845.71             0.00             0.00                 360                     357               480     33417   FL                      6.250     14.600        7.600      1.500       1.500        511               9/15/2006             0    N                                                  24   H
        3471   S               P                C                               73                  1                      1   AMAL                         49      7.600                     1                         748000.00     33.96         0.00                33.96              254000.00              253753.55             0.00             0.00                 360                     357               480     93271   CA                      6.450     14.600        7.600      1.500       1.500        538                9/8/2006             0    N                                                  24   H
        3472   S               P                C                               73                  1                      1   C AL                         47      8.750                     1                         388000.00     68.62         0.00                68.62              266250.00              266064.92             0.00             0.00                 360                     357               480      6782   CT                      7.350     15.750        8.750      1.500       1.500        537               9/18/2006             0    N                                                  24   H
        3473   P               P                C                               10                  1                      1   C AL                         19     10.700                     1                         129000.00     76.74         0.00                76.74               99000.00               98885.95             0.00             0.00                 360                     357               360     77379   TX                      0.000      0.000        0.000      0.000       0.000        616               9/19/2006             0    N                                                   0
        3474   S               P                C                               73                  1    C4                    A4AL                         49      8.850                     1                         341000.00     74.93         0.00                74.93              255500.00              255327.53             0.00             0.00                 360                     357               480     33463   FL                      6.300     15.850        8.850      1.500       1.500        538               9/20/2006             0    N                                                  24   H
        3475   C               P                C                                7                  1                      1   AMAL                         40      6.575                     1                         205000.00     53.66         0.00                53.66              110000.00              109857.68             0.00             0.00                 360                     357               480     33496   FL                      0.000      0.000        0.000      0.000       0.000        616               9/13/2006             0    N                                                  36   H
        3476   S               P                C                               73                  1                      1   C AL                         37      8.575                     1                         404000.00     59.41         0.00                59.41              240000.00              239824.35             0.00             0.00                 360                     357               480     95776   CA                      7.350     15.575        8.575      1.500       1.500        531               9/14/2006             0    N                                                  24   H
        3477   S               P                C                               73                  1    C4                    A4AL                         41      6.990                     1                         390000.00     64.23         0.00                64.23              250500.00              250211.19             0.00             0.00                 360                     357               480     94589   CA                      6.300     13.990        6.990      1.500       1.500        624               9/14/2006             0    N                                                  24   H
        3478   S               P                C                               10                  1                      1   A4AL                         31      8.700                     1                         305000.00     65.00         0.00                65.00              198250.00              197901.75             0.00             0.00                 360                     357               360     92223   CA                      0.000      0.000        0.000      0.000       0.000        559               9/11/2006             0    N                                                  36   H
        3479   S               P                C                               73                  1    C4                    A4AL                         36      5.925                     1                         355000.00     67.66         0.00                67.66              240200.00              239828.90             0.00             0.00                 360                     357               480     93534   CA                      5.950     12.925        5.950      1.500       1.500        610               9/14/2006             0    N                                                  24   H
        3480   S               P                C                                7                  1    C4                    A4AL                         36      7.550                     1                         235000.00     44.68         0.00                44.68              105000.00              104896.65             0.00             0.00                 360                     357               480     93725   CA                      0.000      0.000        0.000      0.000       0.000        624               9/12/2006             0    N                                                  36   H
        3481   S               P                C                               10                  1                      1   B AL                         51     11.400                     1                         108000.00     75.00         0.00                75.00               81000.00               80919.84             0.00             0.00                 360                     357               360     77590   TX                      0.000      0.000        0.000      0.000       0.000        525               9/15/2006             0    N                                                   0
        3482   S               P                C                               10                  1                      1   A4AL                         49      7.925                     1                         435000.00     54.94         0.00                54.94              239000.00              238507.61             0.00             0.00                 360                     357               360     11553   NY                      0.000      0.000        0.000      0.000       0.000        582               9/18/2006             0    N                                                  12   H
        3483   S               P                C                                7                  1                      1   B AL                         52      7.950                     1                         560000.00     68.75         0.00                68.75              385000.00              384662.12             0.00             0.00                 360                     357               480     90706   CA                      0.000      0.000        0.000      0.000       0.000        593               9/14/2006             0    N                                                  36   H
        3484   S               P                C                               73                  1    C4                    A4AL                         48      7.500                     1                         560000.00     64.64         0.00                64.64              362000.00              361638.59             0.00             0.00                 360                     357               480     95023   CA                      6.050     14.500        7.500      1.500       1.500        569               9/13/2006             0    N                                                  24   H
        3485   S               P                C                               73                  1                      1   A4AL                         40      6.600                     1                         120000.00     75.00         0.00                75.00               90000.00               90000.00             0.00             0.00                 360                     357               360     33711   FL                      6.300     13.600        6.600      1.500       1.500        656               9/18/2006            60    N                                                  24   H
        3486   S               P                C                               10                  1                      1   A4AL                         24      6.850                     1                         550000.00     22.18         0.00                22.18              122000.00              121689.23             0.00             0.00                 360                     357               360     95023   CA                      0.000      0.000        0.000      0.000       0.000        643               9/20/2006             0    N                                                  36   H
        3487   S               P                C                               73                  1                      1   AXAL                         27      6.350                     1                         330000.00     76.67         0.00                76.67              253000.00              252188.79             0.00             0.00                 360                     357               360     20748   MD                      6.500     13.350        6.500      1.500       1.500        624               9/20/2006             0    N                                                  24   H
        3488   S               P                C                               10                  1                      1   A4AL                         42      6.990                     1                         735000.00     61.22         0.00                61.22              450000.00              448884.76             0.00             0.00                 360                     357               360     94587   CA                      0.000      0.000        0.000      0.000       0.000        668               9/13/2006             0    N                                                  36   H
        3489   S               P                C                               73                  1    C4                    AMAL                         30      9.688                     1                         260000.00     48.46         0.00                48.46              126000.00              125933.73             0.00             0.00                 360                     357               480      8244   NJ                      6.750     16.688        9.688      1.500       1.500        553               9/20/2006             0    N                                                   0
        3490   S               P                C                               73                  1                      1   AXAL                         35      7.850                     1                         450000.00     65.00         0.00                65.00              292500.00              291889.08             0.00             0.00                 360                     357               360     11434   NY                      6.250     14.850        7.850      1.500       1.500        566               9/20/2006             0    N                                                  12   H
        3491   S               P                C                               73                  1                      1   AMAL                         36      9.575                     1                         173000.00     52.02         0.00                52.02               90000.00               89951.05             0.00             0.00                 360                     357               480      6450   CT                      6.450     16.575        9.575      1.500       1.500        529               9/19/2006             0    N                                                  12   H
        3492   S               P                C                               73                  1                      1   B AL                         46      7.175                     1                         239000.00     68.62         0.00                68.62              164000.00              163820.50             0.00             0.00                 360                     357               480     96785   HI                      6.700     14.175        7.175      1.500       1.500        570               9/14/2006             0    N                                                  24   H
        3493   S               I                C                               73                  1    C4                    C AL                         30     12.225                     1                         830000.00     19.88         0.00                19.88              165000.00              164960.41             0.00             0.00                 360                     357               480     90028   CA                      7.350     19.225       12.225      1.500       1.500        547               9/18/2006             0    N                                                   0
        3494   S               P                C                               73                  1    C4                    A4AL                         39      7.650                     1                         358000.00     75.00         0.00                75.00              268500.00              268500.00             0.00             0.00                 360                     357               360     92507   CA                      6.300     14.650        7.650      1.500       1.500        644               9/15/2006            60    N                                                  24   H
        3495   S               P                C                               73                  1                      1   A4AL                         17      7.288                     1                         500000.00     62.00         0.00                62.00              310000.00              309275.60             0.00             0.00                 360                     357               360     83854   ID                      6.050     14.288        7.288      1.500       1.500        605               9/18/2006             0    N                                                  24   H
        3496   S               P                C                               10                  1                      1   A4AL                         29      8.325                     1                         115000.00     69.57         0.00                69.57               80000.00               79848.23             0.00             0.00                 360                     357               360     41535   KY                      0.000      0.000        0.000      0.000       0.000        599               9/18/2006             0    N                                                  36   H
        3497   S               P                C                                7                  1                      1   A4AL                         35      6.500                     1                         196000.00     45.28         0.00                45.28               88750.00               88454.44             0.00             0.00                 360                     357               480     32653   FL                      0.000      0.000        0.000      0.000       0.000        656               9/19/2006             0    N                                                  36   H
        3498   S               P                C                               73                  1                      1   AXAL                         51      7.450                     1                         375000.00     61.33         0.00                61.33              230000.00              229767.08             0.00             0.00                 360                     357               480     92114   CA                      6.250     14.450        7.450      1.500       1.500        593               9/15/2006             0    N                                                  24   H
        3499   S               P                C                               73                  1                      1   A4AL                         48      5.775                     1                         850000.00     51.88         0.00                51.88              441000.00              440999.99             0.00             0.00                 360                     357               360     94403   CA                      5.950     12.775        5.950      1.500       1.500        635               9/16/2006            60    N                                                  24   H
        3500   C               P                C                               73                  1                      1   A4AL                         44      6.670                     1                         380000.00     56.58         0.00                56.58              215000.00              215000.00             0.00             0.00                 360                     357               360     90703   CA                      6.300     13.670        6.670      1.500       1.500        598               9/14/2006            60    N                                                  24   H
        3501   S               P                C                               73                  1    C4                    A4AL                         36      8.850                     1                         445000.00     66.00         0.00                66.00              293700.00              293501.74             0.00             0.00                 360                     357               480     94603   CA                      6.300     15.850        8.850      1.500       1.500        570               9/15/2006             0    N                                                  24   H
        3502   S               P                C                               73                  1                      1   A4AL                         37      6.375                     1                         188000.00     60.51         0.00                60.51              113760.00              113760.00             0.00             0.00                 360                     357               360     34608   FL                      6.050     13.375        6.375      1.500       1.500        621               9/18/2006            60    N                                                  24   H
        3503   S               P                C                               73                  1    C4                    A4AL                         44      8.750                     1                         370000.00     74.32         0.00                74.32              275000.00              274808.83             0.00             0.00                 360                     357               480     92234   CA                      5.950     15.750        8.750      1.500       1.500        528               9/16/2006             0    N                                                  24   H
        3504   S               P                C                               73                  1                      1   A4AL                         51      6.850                     1                         900000.00     61.89         0.00                61.89              557000.00              556332.27             0.00             0.00                 360                     357               480     92270   CA                      6.050     13.850        6.850      1.500       1.500        584               9/15/2006             0    N                                                  24   H
        3505   S               P                C                               10                  1                      1   A4AL                         32      7.750                     1                         252000.00     73.41         0.00                73.41              185000.00              182886.51             0.00             0.00                 180                     177               180      6516   CT                      0.000      0.000        0.000      0.000       0.000        687               9/19/2006             0    N                                                  12   H
        3506   S               P                C                               73                  1                      1   A4AL                         52      5.950                     1                         820000.00     60.98         0.00                60.98              500000.00              499232.73             0.00             0.00                 360                     357               480     96821   HI                      6.050     12.950        6.050      1.500       1.500        536               9/18/2006             0    N                                                  24   H
        3507   S               P                C                               73                  1                      1   AMAL                         41      9.400                     1                         460000.00     59.78         0.00                59.78              275000.00              274842.40             0.00             0.00                 360                     357               480     11716   NY                      6.450     16.400        9.400      1.500       1.500        512               9/20/2006             0    N                                                   0
        3508   S               P                C                               73                  1                      1   AXAL                         52      7.650                     1                         190000.00     70.00         0.00                70.00              133000.00              132872.80             0.00             0.00                 360                     357               480     22902   VA                      6.250     14.650        7.650      1.500       1.500        566               9/19/2006             0    N                                                  24   H
        3509   S               P                C                               73                  1                      1   B AL                         45      8.550                     1                         385000.00     63.64         0.00                63.64              245000.00              244818.98             0.00             0.00                 360                     357               480     93552   CA                      6.700     15.550        8.550      1.500       1.500        540               9/16/2006             0    N                                                  24   H
        3510   S               P                C                               73                  1    C4                    A4AL                         52      8.500                     1                         520000.00     75.00         0.00                75.00              390000.00              389708.24             0.00             0.00                 360                     357               480     20903   MD                      6.300     15.500        8.500      1.500       1.500        561               9/19/2006             0    N                                                   0
        3511   S               P                C                               73                  1                      1   C AL                         22      9.125                     1                         308000.00     64.94         0.00                64.94              200000.00              199833.47             0.00             0.00                 360                     356               480     89015   NV                      7.350     16.125        9.125      1.500       1.500        585               8/25/2006             0    N                                                  12   H
        3512   S               P                C                               73                  1                      1   B AL                         53      8.825                     1                         113000.00     48.67         0.00                48.67               55000.00               54962.19             0.00             0.00                 360                     357               480     56304   MN                      6.250     15.825        8.825      1.500       1.500        546               9/18/2006             0    N                                                  24   H
        3513   S               P                R                               73                  1                      1   AMAL                         48      6.990                     1                         545000.00     53.03         0.00                53.03              289000.00              289000.00             0.00             0.00                 360                     357               360     92805   CA                      5.950     13.990        6.990      1.500       1.500        591               9/15/2006            60    N                                                  24   H
        3514   S               P                C                               73                  1    C4                    AMAL                         30      7.525                     1                         261000.00     37.93         0.00                37.93               99000.00               98779.29             0.00             0.00                 360                     357               360     93307   CA                      7.000     14.525        7.525      1.500       1.500        654               9/18/2006             0    N                                                  24   H
        3515   S               P                C                               10                  1    C4                    A4AL                         35      6.500                     1                         200000.00     64.00         0.00                64.00              128000.00              127257.90             0.00             0.00                 360                     357               360     99615   AK                      0.000      0.000        0.000      0.000       0.000        693               9/16/2006             0    N                                                   0
        3516   S               P                C                               73                  1                      1   A4AL                         39      6.950                     1                         309000.00     74.76         0.00                74.76              231000.00              230423.00             0.00             0.00                 360                     357               360     34952   FL                      6.050     13.950        6.950      1.500       1.500        578               9/19/2006             0    N                                                  24   H
        3517   S               P                C                               73                  1                      1   A4AL                         39      7.550                     1                         310000.00     63.55         0.00                63.55              197000.00              196806.11             0.00             0.00                 360                     357               480     92509   CA                      6.050     14.550        7.550      1.500       1.500        537               9/20/2006             0    N                                                  24   H
        3518   S               I                C                               10                  1    C1                    A4AL                         50      7.600                     1                         124000.00     65.02         0.00                65.02               80625.00               79896.29             0.00             0.00                 180                     177               180     15203   PA                      0.000      0.000        0.000      0.000       0.000        642               9/25/2006             0    N                                                  36   H
        3519   S               P                C                               73                  1                      1   C AL                         50      9.450                     1                         185100.00     69.42         0.00                69.42              128500.00              128427.46             0.00             0.00                 360                     357               480     34741   FL                      7.350     16.450        9.450      1.500       1.500        513               9/19/2006             0    N                                                  24   H
        3520   F               P                C                               73                  1                      1   A4AL                         42      7.650                     1                         130000.00     76.92         0.00                76.92              100000.00               99782.56             0.00             0.00                 360                     357               360      4330   ME                      6.050     13.650        7.650      1.000       1.000        599               9/20/2006             0    N                                                   0
        3521   S               P                P                               10                  1                      1   A5AL                         28      6.900                     1                         235000.00     57.45         0.00                57.45              135000.00              134659.44             0.00             0.00                 360                     357               360     79928   TX                      0.000      0.000        0.000      0.000       0.000        626               9/22/2006             0    Y                                                  36   H
        3522   S               P                C                               10                  1                      1   AMAL                         19      9.675                     1                         142000.00     47.18         0.00                47.18               67000.00               66496.33             0.00             0.00                 180                     177               180     36874   AL                      0.000      0.000        0.000      0.000       0.000        525               9/18/2006             0    N                                                   0
        3523   S               P                C                                7                  1    C4                    A4AL                         44      7.600                     1                         405000.00     68.15         0.00                68.15              276000.00              275732.18             0.00             0.00                 360                     357               480     91762   CA                      0.000      0.000        0.000      0.000       0.000        645               9/20/2006             0    N                                                  36   H
        3524   S               I                C                               73                  1                      1   A4AL                         44      7.775                     1                         158000.00     51.39         0.00                51.39               81200.00               81124.96             0.00             0.00                 360                     357               480     33604   FL                      6.050     14.775        7.775      1.500       1.500        640               9/25/2006             0    N                                                  24   H
        3525   S               P                P                               10                  1                      1   C AL                         37     11.475                     1                         132500.00     70.00         0.00                70.00               92750.00               92598.09             0.00             0.00                 360                     355               360     73122   OK                      0.000      0.000        0.000      0.000       0.000        578               7/12/2006             0    N                                                  36   H
        3526   S               P                C                               73                  1                      1   A4AL                         50      7.990                     1                        1050000.00     71.43         0.00                71.43              750000.00              747444.90             0.00             0.00                 360                     355               360     91208   CA                      6.050     14.990        7.990      1.500       1.500        558               7/21/2006             0    N                                                  24   H
        3527   T               P                C                               73                  1    C4                    A4AL                         24     11.900                     1                          79000.00     75.00         0.00                75.00               59250.00               59179.61             0.00             0.00                 360                     356               360      8105   NJ                      6.750     18.900       11.900      1.500       1.500        509                8/1/2006             0    N                                                   0
        3528   S               P                C                               73                  1    C4                    B AL                         48      8.990                     1                         430000.00     67.91         0.00                67.91              292000.00              291516.90             0.00             0.00                 360                     357               360     93221   CA                      6.550     15.990        8.990      1.500       1.500        558                9/1/2006             0    N                                                  24   H
        3529   S               P                C                                7                  1                      1   A4AL                         34      7.300                     1                         425000.00     56.47         0.00                56.47              240000.00              239746.40             0.00             0.00                 360                     357               480     90059   CA                      0.000      0.000        0.000      0.000       0.000        647               9/12/2006             0    N                                                  36   H
        3530   P               P                P                               73                  1    C3                    C AL                         51      8.700                     1                         407500.00     50.92         0.00                50.92              207500.00              206763.01             0.00             0.00                 360                     355               360     77381   TX                      5.950     15.700        8.700      1.500       1.500        514                8/9/2006             0    N                                                  24   H
        3531   S               P                C                               74                  1    C4                    A4AL                         29      8.100                     1                         450000.00     75.00         0.00                75.00              337500.00              336829.80             0.00             0.00                 360                     357               360      6413   CT                      6.300     15.100        8.100      1.500       1.500        582               9/12/2006             0    N                                                  36   H
        3532   S               P                C                                7                  1                      1   B AL                         32      6.500                     1                         370000.00     64.86         0.00                64.86              240000.00              239682.99             0.00             0.00                 360                     357               480     92324   CA                      0.000      0.000        0.000      0.000       0.000        677               9/14/2006             0    N                                                  36   H
        3533   S               P                R                               73                  1                      1   B AL                         37      9.588                     1                         245000.00     65.00         0.00                65.00              159250.00              158938.72             0.00             0.00                 360                     356               360     18083   PA                      6.450     16.588        9.588      1.500       1.500        508                8/4/2006             0    N                                                  24   H
        3534   S               P                C                               73                  1                      1   AXAL                         48      9.075                     1                         214000.00     40.19         0.00                40.19               86000.00               85759.44             0.00             0.00                 360                     357               360     60455   IL                      6.000     16.075        9.075      1.500       1.500        530               9/20/2006             0    N                                                   0
        3535   S               P                C                               73                  1    C4                    A4AL                         24      7.600                     1                         563000.00     58.61         0.00                58.61              330000.00              329571.70             0.00             0.00                 360                     356               480     92069   CA                      5.900     14.600        7.600      1.500       1.500        629               8/25/2006             0    N                                                  12   H
        3536   S               P                C                               73                  1    C4                    A4AL                         49      8.100                     1                        1100000.00     50.00         0.00                50.00              550000.00              549537.75             0.00             0.00                 360                     357               480     19363   PA                      6.300     15.100        8.100      1.500       1.500        599               9/20/2006             0    N                                                  24   H
        3537   P               P                C                               73                  1                      1   C AL                         38     10.400                     1                         147000.00     75.00         0.00                75.00              110250.00              110114.52             0.00             0.00                 360                     357               360     85009   AZ                      7.350     17.400       10.400      1.500       1.500        526                9/1/2006             0    N                                                  24   H
        3538   P               P                P                               10                  1                      1   A5AL                         42      9.100                     1                         120000.00     45.00         0.00                45.00               54000.00               53883.12             0.00             0.00                 360                     356               360     76137   TX                      0.000      0.000        0.000      0.000       0.000        514               8/31/2006             0    Y                                                  36   H
        3539   S               P                R                               73                  1                      1   A4AL                         40      8.700                     1                         200000.00     74.40         0.00                74.40              148800.00              148538.59             0.00             0.00                 360                     357               360     44052   OH                      6.050     15.700        8.700      1.500       1.500        515               9/18/2006             0    N                                                  24   H
        3540   S               P                C                               73                  1    C4                    B AL                         37      9.700                     1                         238000.00     66.39         0.00                66.39              158000.00              157783.71             0.00             0.00                 360                     357               480     84720   UT                      7.050     16.700        9.700      1.500       1.500        628                9/8/2006             0    N                                                  24   H
        3541   P               P                P                               10                  2                      1   A5AL                         32     12.150                     1                         147340.00    100.00         0.00               100.00               29468.00               29434.87             0.00        117872.00                 360                     356               360     30052   GA                      0.000      0.000        0.000      0.000       0.000        614               8/25/2006             0    Y                                                  36   H
        3542   S               P                C                               73                  1    C4                    AXAL                         44      7.950                     1                         605000.00     75.00         0.00                75.00              453750.00              452821.17             0.00             0.00                 360                     357               360     91606   CA                      6.300     14.950        7.950      1.500       1.500        564                9/9/2006             0    N                                                  12   H
        3543   S               P                C                               74                  1                      1   AMAL                         50      8.950                     1                         235000.00     75.00         0.00                75.00              176250.00              176250.00             0.00             0.00                 360                     356               360     85345   AZ                      6.450     15.950        8.950      1.500       1.500        605               8/25/2006            60    N                                                  36   H
        3544   S               P                C                               73                  1                      1   AXAL                         52      8.875                     1                         146000.00     61.64         0.00                61.64               90000.00               89847.49             0.00             0.00                 360                     357               360     33936   FL                      6.250     15.875        8.875      1.500       1.500        520               9/19/2006             0    N                                                  24   H
        3545   S               P                P                               10                  2    C4                    A5AL                         40      9.800                     1                         175000.00    100.00         0.00               100.00               35000.00               34951.10             0.00        140000.00                 360                     357               360     78045   TX                      0.000      0.000        0.000      0.000       0.000        645               9/21/2006             0    Y                                                   0
        3546   S               P                C                               73                  1                      1   AMAL                         27      7.850                     1                         240000.00     38.75         0.00                38.75               93000.00               92768.44             0.00             0.00                 360                     357               360     97540   OR                      6.450     14.850        7.850      1.500       1.500        619               9/19/2006             0    N                                                  24   H
        3547   S               P                P                               10                  2                      1   A5AL                         37     11.800                     1                         121500.00    100.00         0.00               100.00               24300.00               24277.98             0.00         97200.00                 360                     357               360     34491   FL                      0.000      0.000        0.000      0.000       0.000        620                9/5/2006             0    Y                                                  24   H
        3548   S               P                C                               10                  2                      1   A4AL                         44     10.250                     1                         315000.00    100.00         0.00               100.00               63000.00               62920.08             0.00        252000.00                 360                     357               360      8055   NJ                      0.000      0.000        0.000      0.000       0.000        669                9/1/2006             0    N                                                   0
        3549   C               P                P                               10                  2                      1   A5AL                         46     11.700                     1                         129990.00    100.00         0.00               100.00               25998.00               25965.69             0.00        103992.00                 360                     356               360     30350   GA                      0.000      0.000        0.000      0.000       0.000        630               8/31/2006             0    Y                                                  12   H
        3550   S               P                P                               10                  2                      1   A5AL                         40      9.800                     1                         132500.00    100.00         0.00               100.00               26500.00               26450.47             0.00        106000.00                 360                     356               360     77437   TX                      0.000      0.000        0.000      0.000       0.000        599               8/29/2006             0    Y                                                   0
        3551   S               P                P                               10                  2    C4                    A5AL                         41     10.850                     1                         645000.00    100.00         0.00               100.00              129000.00              128856.14             0.00        516000.00                 360                     357               360     92701   CA                      0.000      0.000        0.000      0.000       0.000        698               9/16/2006             0    Y                                                  36   H
        3552   P               P                P                               10                  2                      1   A5AL                         38      9.800                     1                         130744.00    100.00         0.00               100.00               26148.00               26099.08             0.00        104595.00                 360                     356               360     77379   TX                      0.000      0.000        0.000      0.000       0.000        607               8/31/2006             0    Y                                                   0
        3553   S               P                P                               10                  2    C4                    A5AL                         47     12.600                     1                         130000.00    100.00         0.00               100.00               26000.00               25980.26             0.00        104000.00                 360                     357               360     32807   FL                      0.000      0.000        0.000      0.000       0.000        659               9/20/2006             0    Y                                                  24   H
        3554   P               P                P                               10                  2                      1   A5AL                         38      9.800                     1                         123140.00    100.00         0.00               100.00               24628.00               24581.96             0.00         98512.00                 360                     356               360     77073   TX                      0.000      0.000        0.000      0.000       0.000        601               8/31/2006             0    Y                                                   0
        3555   S               P                P                               10                  2                      1   A5AL                         48     10.250                     1                         499900.00    100.00         0.00               100.00               99980.00               99853.13             0.00        399920.00                 360                     357               360     91331   CA                      0.000      0.000        0.000      0.000       0.000        683                9/7/2006             0    Y                                                  24   H
        3556   S               P                P                               10                  2                      1   A5AL                         28     11.950                     1                         148500.00    100.00         0.00               100.00               29700.00               29673.95             0.00        118800.00                 360                     357               360     84067   UT                      0.000      0.000        0.000      0.000       0.000        631               8/31/2006             0    Y                                                   0
        3557   S               P                P                               10                  2    C4                    A5AL                         50     11.400                     1                         425000.00    100.00         0.00               100.00               85000.00               84915.90             0.00        340000.00                 360                     357               360     90037   CA                      0.000      0.000        0.000      0.000       0.000        650                9/7/2006             0    Y                                                  36   H
        3558   C               P                P                               10                  2                      1   A5AL                         44     11.700                     1                         185000.00    100.00         0.00               100.00               37000.00               36937.23             0.00        148000.00                 360                     357               360     99504   AK                      0.000      0.000        0.000      0.000       0.000        629               9/15/2006             0    Y                                                   0
        3559   C               S                P                               10                  2    C3                    A4AL                         46     11.800                     1                         147900.00    100.00         0.00               100.00               29580.00               29553.19             0.00        118320.00                 360                     357               360     33613   FL                      0.000      0.000        0.000      0.000       0.000        639               9/12/2006             0    N                                                  24   H
        3560   S               P                P                               10                  2    C4                    A5AL                         33     12.350                     1                         470000.00    100.00         0.00               100.00               94000.00               93924.58             0.00        376000.00                 360                     357               360     95765   CA                      0.000      0.000        0.000      0.000       0.000        697               9/14/2006             0    Y                                                   0
        3561   P               P                P                               10                  2    C4                    A5AL                         31     11.400                     1                         700791.00    100.00         0.00               100.00              140158.00              139972.22             0.00        560632.00                 360                     356               360     22408   VA                      0.000      0.000        0.000      0.000       0.000        649               8/31/2006             0    Y                                                  24   H
        3562   P               P                P                               10                  2    C7                    A5AL                         48      9.800                     1                         147515.00    100.00         0.00               100.00               29503.00               29447.81             0.00        118012.00                 360                     356               360     77075   TX                      0.000      0.000        0.000      0.000       0.000        643               8/31/2006             0    Y                                                   0
        3563   S               P                P                               10                  2                      1   A5AL                         48     11.125                     1                         295990.00    100.00         0.00               100.00               59198.00               59114.66             0.00        236792.00                 360                     356               360     92301   CA                      0.000      0.000        0.000      0.000       0.000        603               8/29/2006             0    Y                                                  24   H
        3564   S               P                P                               10                  2                      1   AXAL                         44     10.450                     1                         264000.00    100.00         0.00               100.00               52800.00               52735.82             0.00        211200.00                 360                     357               360     33127   FL                      0.000      0.000        0.000      0.000       0.000        697               9/20/2006             0    N                                                  24   H
        3565   P               P                P                               10                  2                      1   A5AL                         48      9.800                     1                         148685.00    100.00         0.00               100.00               29737.00               29695.48             0.00        118948.00                 360                     357               360     77583   TX                      0.000      0.000        0.000      0.000       0.000        608                9/7/2006             0    Y                                                   0
        3566   S               P                P                               10                  2                      1   A5AL                         48     12.500                     1                         132000.00    100.00         0.00               100.00               26400.00               26379.51             0.00        105600.00                 360                     357               360     53158   WI                      0.000      0.000        0.000      0.000       0.000        611               9/14/2006             0    Y                                                   0
        3567   S               P                P                               10                  2    C4                    A5AL                         43     11.990                     1                         555000.00    100.00         0.00               100.00              111000.00              110903.55             0.00        444000.00                 360                     357               360     48094   MI                      0.000      0.000        0.000      0.000       0.000        652                9/8/2006             0    Y                                                  24   H
        3568   P               P                P                               10                  2                      1   A5AL                         41     11.900                     1                         130200.00    100.00         0.00               100.00               26040.00               26016.91             0.00        104160.00                 360                     357               360     60466   IL                      0.000      0.000        0.000      0.000       0.000        626               9/11/2006             0    Y                                                   0
        3569   S               P                P                               10                  2                      1   A5AL                         49      9.800                     1                         100000.00    100.00         0.00               100.00               20000.00               19962.47             0.00         80000.00                 360                     357               360     76001   TX                      0.000      0.000        0.000      0.000       0.000        602               9/11/2006             0    Y                                                   0
        3570   S               P                P                               10                  2    C4                    A5AL                         49     12.250                     1                         545000.00    100.00         0.00               100.00              109000.00              108910.59             0.00        436000.00                 360                     357               360     93536   CA                      0.000      0.000        0.000      0.000       0.000        698                9/8/2006             0    Y                                                   0
        3571   S               P                P                               10                  2                      1   A5AL                         44     12.000                     1                         174500.00    100.00         0.00               100.00               34900.00               34869.73             0.00        139600.00                 360                     357               360     53216   WI                      0.000      0.000        0.000      0.000       0.000        617               9/22/2006             0    Y                                                  36   H
        3572   P               P                P                               10                  2                      1   A5AL                         47     11.950                     1                         117000.00    100.00         0.00               100.00               23400.00               23379.47             0.00         93600.00                 360                     357               360     84074   UT                      0.000      0.000        0.000      0.000       0.000        626                9/8/2006             0    Y                                                  24   H
        3573   P               P                C                               10                  2    C3                    A4AL                         10     10.350                     1                         430000.00    100.00         0.00               100.00               86000.00               85893.19             0.00        344000.00                 360                     357               360     33442   FL                      0.000      0.000        0.000      0.000       0.000        644               9/14/2006             0    N                                                  36   H
        3574   P               P                P                               10                  2                      1   A5AL                         39      9.800                     1                         178000.00    100.00         0.00               100.00               35600.00               35533.48             0.00        142400.00                 360                     357               360     77068   TX                      0.000      0.000        0.000      0.000       0.000        689                9/7/2006             0    Y                                                   0
        3575   P               P                P                               10                  2    C4                    A4AL                         49      9.800                     1                         138900.00    100.00         0.00               100.00               27780.00               27741.20             0.00        111120.00                 360                     357               360     77014   TX                      0.000      0.000        0.000      0.000       0.000        651               9/11/2006             0    N                                                   0
        3576   S               P                P                               10                  2    C4                    A5AL                         37     11.200                     1                         180000.00    100.00         0.00               100.00               36000.00               35962.79             0.00        144000.00                 360                     357               360     33311   FL                      0.000      0.000        0.000      0.000       0.000        684               9/11/2006             0    Y                                                  24   H
        3577   C               P                P                               10                  2    C4                    A5AL                         41     12.200                     1                         169900.00     99.47         0.00                99.47               33800.00               33771.94             0.00        135200.00                 360                     357               360     89523   NV                      0.000      0.000        0.000      0.000       0.000        640               9/19/2006             0    Y                                                  24   H
        3578   F               P                P                               10                  2    C4                    A5AL                         47     11.400                     1                         580000.00    100.00         0.00               100.00              116000.00              115885.22             0.00        464000.00                 360                     357               360     92116   CA                      0.000      0.000        0.000      0.000       0.000        644                9/8/2006             0    Y                                                  36   H
        3579   S               P                P                               10                  2    C4                    A5AL                         48     11.050                     1                         530000.00    100.00         0.00               100.00              106000.00              105886.80             0.00        424000.00                 360                     357               360     94520   CA                      0.000      0.000        0.000      0.000       0.000        681               9/11/2006             0    Y                                                  24   H
        3580   S               P                P                               10                  2    C4                    A5AL                         50     12.500                     1                         187100.00    100.00         0.00               100.00               37420.00               37390.96             0.00        149680.00                 360                     357               360     44143   OH                      0.000      0.000        0.000      0.000       0.000        640               9/21/2006             0    Y                                                   0
        3581   S               P                C                               10                  2    C4                    A4AL                         46     11.900                     1                         360000.00    100.00         0.00               100.00               72000.00               71936.16             0.00        288000.00                 360                     357               360      7502   NJ                      0.000      0.000        0.000      0.000       0.000        657               9/14/2006             0    N                                                   0
        3582   P               P                P                               10                  2                      1   AXAL                         47     11.850                     1                         549900.00    100.00         0.00               100.00              109980.00              109881.42             0.00        439920.00                 360                     357               360     20735   MD                      0.000      0.000        0.000      0.000       0.000        628               9/19/2006             0    N                                                   0
        3583   P               P                P                               10                  2    C4                    A5AL                         46     12.450                     1                         132000.00    100.00         0.00               100.00               26400.00               26359.63             0.00        105600.00                 360                     357               360     27604   NC                      0.000      0.000        0.000      0.000       0.000        652               9/22/2006             0    Y                                                   0
        3584   S               P                P                               10                  2                      1   A5AL                         26      8.500                     1                         170000.00    100.00         0.00               100.00               34000.00               33937.74             0.00        136000.00                 360                     357               360     72086   AR                      0.000      0.000        0.000      0.000       0.000        611               9/20/2006             0    Y                                                  24   H
        3585   S               P                P                               10                  2                      1   A5AL                         44      9.800                     1                         115000.00    100.00         0.00               100.00               23000.00               22967.30             0.00         92000.00                 360                     357               360     79936   TX                      0.000      0.000        0.000      0.000       0.000        602               9/12/2006             0    Y                                                   0
        3586   P               P                P                               10                  2    C4                    A5AL                         41      9.800                     1                         100000.00    100.00         0.00               100.00               20000.00               19972.06             0.00         80000.00                 360                     357               360     78250   TX                      0.000      0.000        0.000      0.000       0.000        642                9/8/2006             0    Y                                                   0
        3587   F               P                P                               10                  2                      1   A5AL                         43     10.700                     1                         138500.00    100.00         0.00               100.00               27700.00               27667.60             0.00        110800.00                 360                     357               360     52806   IA                      0.000      0.000        0.000      0.000       0.000        698               9/15/2006             0    Y                                                   0
        3588   S               P                P                               10                  2    C3                    A5AL                         45     11.990                     1                         705000.00    100.00         0.00               100.00              141000.00              140877.48             0.00        564000.00                 360                     357               360     95121   CA                      0.000      0.000        0.000      0.000       0.000        632               9/14/2006             0    Y                                                  12   H
        3589   S               S                P                               10                  2    C3                    AXAL                         44     10.600                     1                         493615.00    100.00         0.00               100.00               98723.00               98606.78             0.00        394892.00                 360                     357               360     92345   CA                      0.000      0.000        0.000      0.000       0.000        689                9/8/2006             0    N                                                  24   H
        3590   P               P                P                               10                  2    C4                    A5AL                         44     11.900                     1                         525000.00    100.00         0.00               100.00              105000.00              104852.26             0.00        420000.00                 360                     357               360     92591   CA                      0.000      0.000        0.000      0.000       0.000        647                9/9/2006             0    Y                                                  24   H
        3591   C               P                P                               10                  2                      1   A5AL                         35     10.500                     1                         131500.00    100.00         0.00               100.00               26300.00               26268.36             0.00        105200.00                 360                     357               360     85213   AZ                      0.000      0.000        0.000      0.000       0.000        670                9/7/2006             0    Y                                                  24   H
        3592   S               S                P                               10                  2    C4                    A4AL                         46     11.500                     1                         265000.00    100.00         0.00               100.00               53000.00               52948.68             0.00        212000.00                 360                     357               360     96080   CA                      0.000      0.000        0.000      0.000       0.000        652               9/15/2006             0    N                                                  24   H
        3593   S               P                P                               10                  2                      1   A5AL                         47     11.950                     1                         145000.00    100.00         0.00               100.00               29000.00               28974.55             0.00        116000.00                 360                     357               360     46324   IN                      0.000      0.000        0.000      0.000       0.000        627               9/21/2006             0    Y                                                  24   H
        3594   S               S                P                               10                  2                      1   A4AL                         49     12.400                     1                         115000.00    100.00         0.00               100.00               23000.00               22981.74             0.00         92000.00                 360                     357               360     98595   WA                      0.000      0.000        0.000      0.000       0.000        609               9/14/2006             0    N                                                   0
        3595   C               P                C                               73                  1                      1   A4AL                         28      9.875                     1                         100000.00    100.00         0.00               100.00              100000.00               99908.76             0.00             0.00                 360                     358               360     34470   FL                      6.475     15.875        9.875      1.500       1.000        587              10/16/2006             0    N                                                  24   H
        3596   S               P                P                               10                  2    C1                    A5AL                         48     12.800                     1                         445000.00    100.00         0.00               100.00               89000.00               88935.43             0.00        356000.00                 360                     357               360     94520   CA                      0.000      0.000        0.000      0.000       0.000        612               9/14/2006             0    Y                                                  12   H
        3597   S               P                P                               10                  2                      1   A5AL                         47     11.700                     1                         525000.00    100.00         0.00               100.00              105000.00              104902.59             0.00        420000.00                 360                     357               360     84003   UT                      0.000      0.000        0.000      0.000       0.000        623               9/18/2006             0    Y                                                   0
        3598   S               P                P                               10                  2                      1   A5AL                         50      9.700                     1                         270000.00    100.00         0.00               100.00               54000.00               53922.97             0.00        216000.00                 360                     357               360      8060   NJ                      0.000      0.000        0.000      0.000       0.000        688               9/11/2006             0    Y                                                   0
        3599   S               P                P                               10                  2                      1   A5AL                         32     11.750                     1                         121000.00    100.00         0.00               100.00               24200.00               24177.82             0.00         96800.00                 360                     357               360     51553   IA                      0.000      0.000        0.000      0.000       0.000        644               9/13/2006             0    Y                                                   0
        3600   S               P                P                               10                  2    C4                    A5AL                         24     12.750                     1                         132000.00    100.00         0.00               100.00               26400.00               26380.62             0.00        105600.00                 360                     357               360     48072   MI                      0.000      0.000        0.000      0.000       0.000        653               9/22/2006             0    Y                                                  24   H
        3601   S               S                P                               10                  2                      1   A4AL                         50      9.800                     1                         270400.00    100.00         0.00               100.00               54080.00               53954.69             0.00        216320.00                 360                     357               360     75002   TX                      0.000      0.000        0.000      0.000       0.000        596               9/20/2006             0    N                                                   0
        3602   P               P                R                               10                  2    C4                    A4AL                         43     11.900                     1                         600000.00    100.00         0.00               100.00              120000.00              119893.62             0.00        480000.00                 360                     357               360     85085   AZ                      0.000      0.000        0.000      0.000       0.000        643               9/14/2006             0    N                                                  24   H
        3603   S               P                P                               10                  2                      1   A5AL                         47      9.800                     1                         100000.00    100.00         0.00               100.00               20000.00               19972.06             0.00         80000.00                 360                     357               360     75227   TX                      0.000      0.000        0.000      0.000       0.000        612               9/14/2006             0    Y                                                   0
        3604   P               P                P                               10                  2                      1   A5AL                         32     12.400                     1                         138000.00    100.00         0.00               100.00               27600.00               27578.09             0.00        110400.00                 360                     357               360     28214   NC                      0.000      0.000        0.000      0.000       0.000        604               9/18/2006             0    Y                                                   0
        3605   P               P                P                               10                  2    C4                    A5AL                         49     11.550                     1                         240000.00    100.00         0.00               100.00               48000.00               47954.02             0.00        192000.00                 360                     357               360     33809   FL                      0.000      0.000        0.000      0.000       0.000        645               9/20/2006             0    Y                                                  36   H
        3606   S               P                P                               10                  2                      1   A5AL                         41     12.150                     1                         174500.00    100.00         0.00               100.00               34900.00               34870.70             0.00        139600.00                 360                     357               360     84116   UT                      0.000      0.000        0.000      0.000       0.000        600               9/21/2006             0    Y                                                   0
        3607   F               P                P                               10                  2    C4                    A5AL                         49     11.900                     1                         645000.00    100.00         0.00               100.00              129000.00              128885.66             0.00        516000.00                 360                     357               360     11203   NY                      0.000      0.000        0.000      0.000       0.000        649               9/20/2006             0    Y                                                   0
        3608   C               P                P                               10                  2    C4                    A5AL                         30     11.200                     1                         175190.00    100.00         0.00               100.00               35038.00               35001.76             0.00        140152.00                 360                     357               360     33196   FL                      0.000      0.000        0.000      0.000       0.000        680               9/20/2006             0    Y                                                  24   H
        3609   S               P                P                               10                  2                      1   A5AL                         39     10.850                     1                         229900.00    100.00         0.00               100.00               45980.00               45928.71             0.00        183920.00                 360                     357               360     33990   FL                      0.000      0.000        0.000      0.000       0.000        640               9/19/2006             0    Y                                                  24   H
        3610   S               P                P                               10                  2    C3                    A5AL                         50     10.547                     1                         148000.00    100.00         0.00               100.00               29600.00               29564.74             0.00        118400.00                 360                     357               360     55117   MN                      0.000      0.000        0.000      0.000       0.000        617               9/15/2006             0    Y                                                  24   H
        3611   P               P                P                               10                  2                      1   A5AL                         50      9.800                     1                         145000.00    100.00         0.00               100.00               29000.00               28959.47             0.00        116000.00                 360                     357               360     75070   TX                      0.000      0.000        0.000      0.000       0.000        681               9/15/2006             0    Y                                                   0
        3612   S               P                P                               10                  2    C4                    A5AL                         35      9.800                     1                         124900.00    100.00         0.00               100.00               24980.00               24934.16             0.00         99920.00                 360                     357               360     75023   TX                      0.000      0.000        0.000      0.000       0.000        667               9/18/2006             0    Y                                                   0
        3613   C               P                P                               10                  2                      1   A5AL                         44     11.500                     1                         389000.00    100.00         0.00               100.00               77800.00               77724.67             0.00        311200.00                 360                     357               360     92646   CA                      0.000      0.000        0.000      0.000       0.000        624               9/18/2006             0    Y                                                  24   H
        3614   S               P                P                               10                  2    C4                    A5AL                         45     11.400                     1                         337000.00    100.00         0.00               100.00               67400.00               67333.31             0.00        269600.00                 360                     357               360     95621   CA                      0.000      0.000        0.000      0.000       0.000        657                9/1/2006             0    Y                                                  36   H
        3615   S               P                P                               10                  2    C4                    A5AL                         34     11.900                     1                         295110.00    100.00         0.00               100.00               59022.00               58969.68             0.00        236088.00                 360                     357               360     93215   CA                      0.000      0.000        0.000      0.000       0.000        642                9/7/2006             0    Y                                                  24   H
        3616   S               P                P                               10                  2    C4                    A5AL                         31     10.900                     1                         400000.00    100.00         0.00               100.00               80000.00               79911.74             0.00        320000.00                 360                     357               360     11510   NY                      0.000      0.000        0.000      0.000       0.000        672               9/21/2006             0    Y                                                   0
        3617   S               P                R                               73                  1    C4                    AXAL                         34      9.400                     1                         147000.00     90.00         0.00                90.00              132300.00              132224.17             0.00             0.00                 360                     357               480     48080   MI                      5.650     15.400        5.650      1.500       1.000        650               9/25/2006             0    N                                                  24   H
        3618   S               I                C                               10                  1                      1   A4AL                         20      8.500                     1                         151000.00     85.00         0.00                85.00              128350.00              128115.09             0.00             0.00                 360                     357               360     23464   VA                      0.000      0.000        0.000      0.000       0.000        666               9/21/2006             0    N                                                  36   H
        3619   T               P                C                               10                  1                      1   AMAL                         37     10.550                     1                         215000.00     75.00         0.00                75.00              161250.00              161058.15             0.00             0.00                 360                     357               360     19114   PA                      0.000      0.000        0.000      0.000       0.000        508               9/20/2006             0    N                                                   0
        3620   P               P                C                               73                  1    C4                    A4AL                         50      8.250                     1                         340000.00     73.53         0.00                73.53              250000.00              249518.44             0.00             0.00                 360                     357               360     32835   FL                      6.000     14.250        6.000      1.500       1.000        586               9/25/2006             0    N                                                   0
        3621   S               P                C                               73                  1    C4                    A4AL                         45      8.450                     1                         190000.00    100.00         0.00               100.00              190000.00              189647.86             0.00             0.00                 360                     357               360     53105   WI                      5.050     14.450        8.450      1.500       1.000        675               9/25/2006             0    N                                                  24   H
        3622   T               P                C                               10                  1                      1   A4AL                         41      8.000                     1                         290000.00     85.00         0.00                85.00              246500.00              246000.49             0.00             0.00                 360                     357               360     19148   PA                      0.000      0.000        0.000      0.000       0.000        678               9/25/2006             0    N                                                   0
        3623   S               P                P                               73                  1                      1   A5AL                         52      9.350                     1                         449900.00     80.00        19.99                99.99              359900.00              359347.59         89950.00             0.00                 360                     357               360     60453   IL                      6.200     15.350        9.350      1.500       1.000        581                9/8/2006             0    Y                                                   0
        3624   S               P                C                               10                  1                      1   A4AL                         39     10.475                     1                          65000.00     85.00         0.00                85.00               55250.00               55039.85             0.00             0.00                 360                     357               360     62703   IL                      0.000      0.000        0.000      0.000       0.000        540               9/26/2006             0    N                                                   0
        3625   S               P                C                               10                  1    C4                    A4AL                         50     10.650                     1                         158000.00     93.20         0.00                93.20              147250.00              147136.20             0.00             0.00                 360                     358               360     60087   IL                      0.000      0.000        0.000      0.000       0.000        639               9/26/2006             0    N                                                   0
        3626   S               P                C                               73                  1                      1   A4AL                         44      9.750                     1                         165000.00    100.00         0.00               100.00              165000.00              164767.17             0.00             0.00                 360                     357               360     35404   AL                      6.350     15.750        6.350      1.500       1.000        587               9/27/2006             0    N                                                  24   H
        3627   S               P                C                               73                  1                      1   A4AL                         26      7.500                     1                         199000.00     57.54         0.00                57.54              114500.00              114385.70             0.00             0.00                 360                     357               480     18037   PA                      4.000     13.500        7.500      1.500       1.000        575               9/24/2006             0    N                                                  24   H
        3628   S               P                C                               73                  1    C4                    A4AL                         50      9.750                     1                         415000.00     95.00         0.00                95.00              394250.00              393693.69             0.00             0.00                 360                     357               360     19475   PA                      6.250     15.750        9.750      1.500       1.000        598               9/25/2006             0    N                                                  24   H
        3629   S               P                C                               10                  1                      1   A5AL                         44      9.625                     1                         132000.00     95.00         0.00                95.00              125400.00              125218.31             0.00             0.00                 360                     357               360     48461   MI                      0.000      0.000        0.000      0.000       0.000        605               9/27/2006             0    Y                                                   0
        3630   S               P                P                               73                  1    C4                    A4AL                         48      7.875                     1                         535000.00     68.69         0.00                68.69              367500.00              367500.00             0.00             0.00                 360                     354               360     91761   CA                      5.875     13.875        7.875      1.500       1.000        569               5/31/2006            60    N                                                  24   H
        3631   S               P                C                               73                  1                      1   A4AL                         48      8.250                     1                         245000.00     75.00         0.00                75.00              183750.00              183750.00             0.00             0.00                 360                     357               360     98168   WA                      4.750     14.250        8.250      1.500       1.000        592               9/23/2006            60    N                                                   0
        3632   P               P                P                               73                  1    C4                    A5AL                         41      8.125                     1                         210000.00     85.00         0.00                85.00              178500.00              178351.04             0.00             0.00                 360                     357               480     85239   AZ                      5.025     14.125        5.025      1.500       1.000        602               9/26/2006             0    Y                                                  12   H
        3633   S               P                C                               73                  1                      1   A4AL                         49      7.750                     1                         205000.00     80.00         0.00                80.00              164000.00              163549.85             0.00             0.00                 360                     357               360     19001   PA                      4.250     13.750        7.750      1.500       1.000        629               9/25/2006             0    N                                                  24   H
        3634   S               P                C                               73                  1    C4                    A4AL                         41      7.990                     1                         234000.00     73.72         0.00                73.72              172500.00              172299.78             0.00             0.00                 360                     356               480     60402   IL                      4.140     13.990        7.990      1.500       1.000        634               9/22/2006             0    N                                                  24   H
        3635   S               P                C                               73                  1                      1   A4AL                         44      8.375                     1                         192000.00     80.00         0.00                80.00              153600.00              153311.58             0.00             0.00                 360                     357               360     32303   FL                      4.875     14.375        8.375      1.500       1.000        526               9/25/2006             0    N                                                  24   H
        3636   C               P                P                               73                  1                      1   A5AL                         41      8.875                     1                         211900.00     80.00        20.00               100.00              169520.00              169232.77         42380.00             0.00                 360                     357               360     20906   MD                      5.275     14.875        5.275      1.500       1.000        603               9/22/2006             0    Y                                                   0
        3637   P               P                C                               10                  1                      1   A4AL                         37      8.275                     1                         303000.00     61.06         0.00                61.06              185000.00              183424.02             0.00             0.00                 180                     177               180     32966   FL                      0.000      0.000        0.000      0.000       0.000        520               9/25/2006             0    N                                                  36   H
        3638   F               P                C                               10                  1                      1   A4AL                         47      9.490                     1                          89000.00     56.18         0.00                56.18               50000.00               49925.49             0.00             0.00                 360                     357               360     53206   WI                      0.000      0.000        0.000      0.000       0.000        597               9/22/2006             0    N                                                  36   H
        3639   S               P                C                               10                  1                      1   A4AL                         39      7.990                     1                         170000.00     90.00         0.00                90.00              153000.00              152584.41             0.00             0.00                 360                     356               360     53213   WI                      0.000      0.000        0.000      0.000       0.000        652               9/14/2006             0    N                                                  36   H
        3640   S               P                C                               10                  1                      1   AXAL                         27      9.990                     1                         180000.00     30.56         0.00                30.56               55000.00               54901.24             0.00             0.00                 360                     356               360     60408   IL                      0.000      0.000        0.000      0.000       0.000        570               9/21/2006             0    N                                                   0
        3641   S               P                C                               73                  1                      1   A4AL                         48      9.250                     1                         122000.00     85.00         0.00                85.00              103700.00              103634.72             0.00             0.00                 360                     357               480     53218   WI                      5.850     15.250        9.250      1.500       1.000        539               9/25/2006             0    N                                                  24   H
        3642   S               P                C                               73                  1                      1   A4AL                         44      8.875                     1                         231000.00    100.00         0.00               100.00              231000.00              231000.00             0.00             0.00                 360                     357               360      6095   CT                      5.875     14.875        5.875      1.500       1.000        584               9/26/2006            60    N                                                  24   H
        3643   S               I                C                               10                  1    C4                    B AL                          5     10.125                     1                          84000.00     59.52         0.00                59.52               50000.00               49956.75             0.00             0.00                 360                     358               360     46561   IN                      0.000      0.000        0.000      0.000       0.000        565               10/2/2006             0    N                                                  36   H
        3644   S               P                P                               10                  1    C4                    A5AL                         52     10.000                     1                          68000.00     95.00         0.00                95.00               64600.00               64542.61             0.00             0.00                 360                     358               360     36116   AL                      0.000      0.000        0.000      0.000       0.000        674               10/2/2006             0    Y                                                  36   H
        3645   S               P                P                               73                  1                      1   A5AL                         50     10.125                     1                         171500.00    100.00         0.00               100.00              171500.00              171276.52             0.00             0.00                 360                     357               360     98241   WA                      7.125     16.125        7.125      1.500       1.000        585               9/29/2006             0    Y                                                  24   H
        3646   S               P                P                               10                  2                      1   A5AL                         43      9.990                     1                         128000.00    100.00         0.00               100.00               25600.00               25565.67             0.00        102400.00                 360                     357               360     76065   TX                      0.000      0.000        0.000      0.000       0.000        617               10/2/2006             0    Y                                                   0
        3647   S               P                R                               74                  1                      1   A5AL                         43      8.750                     1                         135000.00     77.46         0.00                77.46              104572.00              104390.18             0.00             0.00                 360                     357               360     48049   MI                      5.750     14.750        5.750      1.500       1.000        597               9/26/2006             0    Y                                                  36   H
        3648   S               P                C                               10                  1    C4                    AXAL                         28      8.500                     1                         800000.00     53.75         0.00                53.75              430000.00              429212.96             0.00             0.00                 360                     357               360     33406   FL                      0.000      0.000        0.000      0.000       0.000        611               9/27/2006             0    N                                                  36   H
        3649   S               P                C                               10                  1    C4                    A4AL                         45      7.750                     1                         380000.00     65.79         0.00                65.79              250000.00              249467.23             0.00             0.00                 360                     357               360     33708   FL                      0.000      0.000        0.000      0.000       0.000        599               9/27/2006             0    N                                                  36   H
        3650   S               P                C                               10                  1    C4                    A4AL                         37      7.500                     1                         205000.00     57.32         0.00                57.32              117500.00              117474.38             0.00             0.00                 360                     357               360     32068   FL                      0.000      0.000        0.000      0.000       0.000        654               9/27/2006            60    N                                                  36   H
        3651   P               P                P                               10                  1    C1                    A5AL                         11      7.750                     1                         295000.00     80.00        20.00               100.00              236000.00              235665.80         59000.00             0.00                 360                     358               360     77478   TX                      0.000      0.000        0.000      0.000       0.000        645               10/2/2006             0    Y                                                  24   H
        3652   P               P                P                                7                  2    C1                    A5AL                         11      9.990                     1                         295000.00    100.00         0.00               100.00               59000.00               58947.48             0.00        236000.00                 180                     178               360     77478   TX                      0.000      0.000        0.000      0.000       0.000        645               10/2/2006             0    Y                                                   0
        3653   S               P                C                               10                  1                      1   A5AL                         12      9.500                     1                          76000.00     43.42         0.00                43.42               33000.00               32950.92             0.00             0.00                 360                     357               360     73552   OK                      0.000      0.000        0.000      0.000       0.000        576               9/27/2006             0    Y                                                  36   H
        3654   S               P                C                               10                  1                      1   A4AL                         50      9.125                     1                         325000.00     84.98         0.00                84.98              276200.00              275755.70             0.00             0.00                 360                     357               360     32763   FL                      0.000      0.000        0.000      0.000       0.000        572               9/26/2006             0    N                                                  36   H
        3655   S               P                P                               10                  1                      1   A5AL                         43      9.375                     1                         128000.00     80.00        20.00               100.00              102400.00              102243.66         25600.00             0.00                 360                     357               360     76065   TX                      0.000      0.000        0.000      0.000       0.000        617               10/2/2006             0    Y                                                  24   H
        3656   S               P                P                               73                  1                      1   A5AL                         37      8.500                     1                         165000.00     80.00        20.00               100.00              132000.00              132000.00         33000.00             0.00                 360                     358               360     97435   OR                      5.500     14.500        5.500      1.500       1.000        590               9/28/2006            60    Y                                                  24   H
        3657   S               P                P                                7                  2                      1   A5AL                         37     13.500                     1                         165000.00    100.00         0.00               100.00               33000.00               32986.44             0.00        132000.00                 180                     178               360     97435   OR                      0.000      0.000        0.000      0.000       0.000        590               9/28/2006             0    Y                                                   0
        3658   S               P                R                               73                  1                      1   AXAL                         32      8.000                     1                         155000.00     71.29         0.00                71.29              110500.00              110404.41             0.00             0.00                 360                     357               480     22802   VA                      5.000     14.000        5.000      1.500       1.000        603               9/27/2006             0    N                                                  24   H
        3659   S               P                P                                7                  2    C4                    AXAL                         43     13.125                     1                         149000.00    100.00         0.00               100.00               29800.00               29779.92             0.00        119200.00                 180                     177               360     63033   MO                      0.000      0.000        0.000      0.000       0.000        644               9/29/2006             0    N                                                   0
        3660   S               P                C                               73                  1                      1   AXAL                         45      8.750                     1                         120000.00     58.33         0.00                58.33               70000.00               69878.30             0.00             0.00                 360                     357               360     21804   MD                      5.750     14.750        5.750      1.500       1.000        505               9/27/2006             0    N                                                   0
        3661   S               P                C                               10                  1                      1   AXAL                         50     11.375                     1                         155000.00     90.00         0.00                90.00              139500.00              139340.53             0.00             0.00                 360                     357               360     36117   AL                      0.000      0.000        0.000      0.000       0.000        554               9/26/2006             0    N                                                   0
        3662   S               P                C                               73                  1                      1   A4AL                         44      7.625                     1                         360000.00     68.06         0.00                68.06              245000.00              244464.65             0.00             0.00                 360                     357               360     98022   WA                      4.625     13.625        4.625      1.500       1.000        603               9/26/2006             0    N                                                  12   H
        3663   S               P                C                               73                  1                      1   AXAL                         41      9.725                     1                         134000.00     89.93         0.00                89.93              120500.00              120457.67             0.00             0.00                 360                     358               480     53946   WI                      6.825     15.725        6.825      1.500       1.000        559              10/18/2006             0    N                                                   0
        3664   S               P                P                               73                  1    C4                    A4AL                         39      8.500                     1                         365000.00     80.00         0.00                80.00              292000.00              291465.54             0.00             0.00                 360                     357               360      7110   NJ                      5.500     14.500        5.500      1.500       1.000        592               10/2/2006             0    N                                                   0
        3665   S               P                C                               73                  1                      1   A4AL                         46      6.750                     1                         324000.00     79.01         0.00                79.01              256000.00              255335.04             0.00             0.00                 360                     357               360     98042   WA                      3.750     12.750        3.750      1.500       1.000        657               9/23/2006             0    N                                                  24   H
        3666   C               P                R                               10                  1                      1   A4AL                         18      7.250                     1                         118000.00     69.49         0.00                69.49               82000.00               81806.95             0.00             0.00                 360                     357               360     80132   CO                      0.000      0.000        0.000      0.000       0.000        662               9/27/2006             0    N                                                  36   H
        3667   P               P                C                               10                  1                      1   A5AL                         31      8.625                     1                         161500.00     67.49         0.00                67.49              109000.00              108704.12             0.00             0.00                 360                     357               360     64119   MO                      0.000      0.000        0.000      0.000       0.000        611               9/26/2006             0    Y                                                  36   H
        3668   S               P                C                               73                  1                      1   A4AL                         44      7.875                     1                         590000.00     84.75         0.00                84.75              500000.00              498960.91             0.00             0.00                 360                     357               360     92028   CA                      4.875     13.875        4.875      1.500       1.000        565               9/25/2006             0    N                                                  24   H
        3669   S               P                C                               73                  1                      1   A5AL                         50      7.875                     1                         400000.00     85.00         0.00                85.00              340000.00              339695.10             0.00             0.00                 360                     357               480     93614   CA                      4.875     13.875        4.875      1.500       1.000        612               9/26/2006             0    Y                                                  24   H
        3670   S               P                P                               10                  1    C4                    A5AL                         41     10.500                     1                         285000.00     95.00         0.00                95.00              270750.00              270533.86             0.00             0.00                 360                     358               360     48124   MI                      0.000      0.000        0.000      0.000       0.000        617               10/2/2006             0    Y                                                  36   H
        3671   P               P                C                               74                  1                      1   A4AL                         47      7.750                     1                         165000.00     80.00        20.00               100.00              132000.00              131718.71         33000.00             0.00                 360                     357               360     32309   FL                      4.750     13.750        4.750      1.500       1.000        605               9/27/2006             0    N                                                  36   H
        3672   P               P                C                               10                  2                      1   A4AL                         47     11.750                     1                         165000.00    100.00         0.00               100.00               33000.00               32969.76             0.00        132000.00                 360                     357               360     32309   FL                      0.000      0.000        0.000      0.000       0.000        605               9/27/2006             0    N                                                  36   H
        3673   S               P                P                               73                  1    C1                    A5AL                         22     10.375                     1                         139900.00    100.00         0.00               100.00              139900.00              139785.29             0.00             0.00                 360                     358               360     36695   AL                      7.375     16.375        7.375      1.500       1.000        613               10/2/2006             0    Y                                                  24   H
        3674   S               P                C                               10                  1                      1   A4AL                         26      7.500                     1                         140000.00     46.43         0.00                46.43               65000.00               64407.38             0.00             0.00                 180                     177               180     93204   CA                      0.000      0.000        0.000      0.000       0.000        657               9/19/2006             0    N                                                  12   H
        3675   S               P                C                               73                  1                      1   A4AL                         51      9.675                     1                         154000.00     83.34         0.00                83.34              128350.00              128166.01             0.00             0.00                 360                     357               360     32609   FL                      7.675     15.675        7.675      1.500       1.000        520               9/27/2006             0    N                                                  24   H
        3676   P               P                C                               73                  1    C4                    A4AL                         40      7.250                     1                         285000.00     65.00         0.00                65.00              185250.00              184960.11             0.00             0.00                 360                     358               360     32837   FL                      4.150     13.250        7.250      1.500       1.000        671               10/2/2006             0    N                                                  24   H
        3677   S               P                P                               73                  1    C4                    A4AL                         48      8.625                     1                         238955.00     94.72         0.00                94.72              226350.00              225946.19             0.00             0.00                 360                     357               360     55330   MN                      4.875     14.625        4.875      1.500       1.000        610               9/28/2006             0    N                                                  24   H
        3678   C               P                C                               74                  1    C4                    A4AL                         46      8.125                     1                         298000.00     85.00         0.00                85.00              253300.00              252799.53             0.00             0.00                 360                     357               360     22180   VA                      4.725     14.125        4.725      1.500       1.000        601               9/19/2006             0    N                                                  12   H
        3679   S               P                R                               74                  1    C4                    A4AL                         44      7.625                     1                         255000.00     80.00        10.00                90.00              204000.00              204000.00         25500.00             0.00                 360                     357               360     55113   MN                      4.625     13.625        7.625      1.500       1.000        678               9/18/2006            60    N                                                  36   H
        3680   S               P                C                               73                  1                      1   A4AL                         23      9.288                     1                         127000.00     71.18         0.00                71.18               90400.00               90259.44             0.00             0.00                 360                     357               360     53140   WI                      5.688     15.288        9.288      1.500       1.000        517               9/22/2006             0    N                                                  12   H
        3681   S               P                P                               73                  1                      1   A5AL                         40     10.250                     1                          56650.00     94.97         0.00                94.97               53800.00               53731.74             0.00             0.00                 360                     357               360     58075   ND                      6.750     16.250        6.750      1.500       1.000        588               9/29/2006             0    Y                                                  24   H
        3682   S               P                C                               73                  1                      1   A5AL                         25      9.375                     1                          69300.00     90.00         0.00                90.00               62370.00               62274.78             0.00             0.00                 360                     357               360     56164   MN                      6.375     15.375        6.375      1.500       1.000        622               9/26/2006             0    Y                                                  24   H
        3683   S               P                C                               73                  1                      1   A4AL                         48      7.330                     1                         368000.00     90.00         0.00                90.00              331200.00              330689.87             0.00             0.00                 360                     358               360     20695   MD                      3.930     13.330        3.930      1.500       1.000        608              10/11/2006             0    N                                                   0
        3684   S               P                C                                7                  1    C4                    A4AL                         47      8.350                     1                         299000.00     85.00         0.00                85.00              254150.00              253944.25             0.00             0.00                 360                     357               480     53027   WI                      0.000      0.000        0.000      0.000       0.000        649               9/27/2006             0    N                                                  36   H
        3685   S               P                C                               73                  1    C4                    A4AL                         45      7.750                     1                         361000.00     77.56         0.00                77.56              280000.00              279603.49             0.00             0.00                 360                     358               360     34120   FL                      4.350     13.750        4.350      1.500       1.000        632               9/29/2006             0    N                                                  24   H
        3686   S               P                C                               10                  1                      1   A4AL                         50      9.250                     1                         107000.00     73.83         0.00                73.83               79000.00               78834.19             0.00             0.00                 360                     356               360     75751   TX                      0.000      0.000        0.000      0.000       0.000        542               9/21/2006             0    N                                                   0
        3687   P               P                C                               73                  1    C1                    AXAL                         53      8.800                     1                         260000.00     85.00         0.00                85.00              221000.00              220619.69             0.00             0.00                 360                     357               360     33556   FL                      5.800     14.800        8.800      1.500       1.000        566               9/25/2006             0    N                                                  24   H
        3688   S               P                C                               73                  1                      1   A5AL                         40      8.990                     1                          83100.00     95.00         0.00                95.00               78945.00               78814.40             0.00             0.00                 360                     357               360     46947   IN                      5.590     14.990        8.990      1.500       1.000        615               9/26/2006             0    Y                                                  24   H
        3689   S               P                R                               10                  1    C4                    A4AL                         50     10.950                     1                         248000.00     95.00         0.00                95.00              235600.00              235342.88             0.00             0.00                 360                     357               360     20737   MD                      0.000      0.000        0.000      0.000       0.000        585               9/25/2006             0    N                                                   0
        3690   S               P                C                               73                  1                      1   A4AL                         47      8.750                     1                         130000.00     83.08         0.00                83.08              108000.00              107924.94             0.00             0.00                 360                     357               480     53209   WI                      5.750     14.750        8.750      1.500       1.000        613               8/31/2006             0    N                                                  24   H
        3691   S               P                C                               73                  1                      1   A4AL                         52      8.750                     1                         235000.00     90.00         0.00                90.00              211500.00              211132.29             0.00             0.00                 360                     357               360     53027   WI                      5.350     14.750        8.750      1.500       1.000        561               9/25/2006             0    N                                                  24   H
        3692   S               P                P                               73                  1                      1   A5AL                         42      8.990                     1                          87500.00     82.86         0.00                82.86               72500.00               72380.06             0.00             0.00                 360                     357               360     61607   IL                      5.340     14.990        5.340      1.500       1.000        654               9/29/2006             0    Y                                                   0
        3693   S               P                C                               73                  1                      1   AMAL                         49      9.990                     1                         325000.00     69.46         0.00                69.46              225750.00              225447.26             0.00             0.00                 360                     357               360     53005   WI                      6.590     15.990        9.990      1.500       1.000        507               9/25/2006             0    N                                                  24   H
        3694   T               P                C                               73                  1                      1   A4AL                         32      8.250                     1                         162000.00     74.69         0.00                74.69              121000.00              120766.94             0.00             0.00                 360                     357               360     21206   MD                      4.850     14.250        4.850      1.500       1.000        559               9/27/2006             0    N                                                   0
        3695   S               P                C                               73                  1                      1   A5AL                         30      8.990                     1                         121000.00     89.26         0.00                89.26              108000.00              107821.31             0.00             0.00                 360                     357               360     53404   WI                      5.990     14.990        8.990      1.500       1.000        577               9/18/2006             0    Y                                                  24   H
        3696   S               P                C                               74                  1                      1   AXAL                         34      9.750                     1                         167000.00     91.02         0.00                91.02              152000.00              151921.58             0.00             0.00                 360                     357               480     54915   WI                      6.750     15.750        9.750      1.500       1.000        581               9/13/2006             0    N                                                  24   H
        3697   S               P                C                               10                  2    C4                    A4AL                         50     12.350                     1                         230000.00    100.00         0.00               100.00               46000.00               45963.10             0.00        184000.00                 360                     357               360     85648   AZ                      0.000      0.000        0.000      0.000       0.000        611               9/19/2006             0    N                                                  12   H
        3698   S               P                C                               73                  1    C4                    A5AL                         20      8.990                     1                          95000.00     68.42         0.00                68.42               65000.00               64892.45             0.00             0.00                 360                     357               360     53588   WI                      5.590     14.990        8.990      1.500       1.000        614               9/25/2006             0    Y                                                  24   H
        3699   S               P                C                               73                  1                      1   AXAL                         47      8.800                     1                         230000.00     90.00         0.00                90.00              207000.00              206810.25             0.00             0.00                 360                     356               480     53141   WI                      5.800     14.800        8.800      1.500       1.000        546               9/18/2006             0    N                                                  24   H
        3700   S               P                C                               10                  1    C4                    A4AL                         42     12.900                     1                         186000.00     80.00         0.00                80.00              148800.00              148694.45             0.00             0.00                 360                     357               360     15066   PA                      0.000      0.000        0.000      0.000       0.000        567                9/7/2006             0    N                                                   0
        3701   C               P                C                               74                  1                      1   A5AL                         49     10.500                     1                         215000.00    100.00         0.00               100.00              215000.00              215000.00             0.00             0.00                 360                     357               360      8628   NJ                      7.500     16.500        7.500      1.500       1.000        603               9/28/2006            60    Y                                                   0
        3702   S               P                C                                7                  1                      1   A5AL                         45      7.875                     1                         420000.00     63.33         0.00                63.33              266000.00              265761.46             0.00             0.00                 360                     357               480     95969   CA                      0.000      0.000        0.000      0.000       0.000        611               9/25/2006             0    Y                                                  36   H
        3703   S               P                C                               10                  1    C4                    A4AL                         40      8.750                     1                         101000.00     84.16         0.00                84.16               85000.00               84848.32             0.00             0.00                 360                     357               360     73533   OK                      0.000      0.000        0.000      0.000       0.000        609               9/28/2006             0    N                                                  36   H
        3704   P               P                P                               73                  1                      1   A4AL                         50      8.500                     1                         154000.00     80.00        20.00               100.00              123200.00              123200.00         30800.00             0.00                 360                     357               360     77477   TX                      5.500     14.500        5.500      1.500       1.000        582               10/2/2006            60    N                                                  24   H
        3705   P               P                P                               10                  2                      1   A4AL                         50      9.990                     1                         154000.00    100.00         0.00               100.00               30800.00               30758.71             0.00        123200.00                 360                     357               360     77477   TX                      0.000      0.000        0.000      0.000       0.000        582               10/2/2006             0    N                                                   0
        3706   S               P                C                               10                  1                      1   A4AL                         43      9.625                     1                         185000.00     80.00         0.00                80.00              148000.00              147785.59             0.00             0.00                 360                     357               360     76008   TX                      0.000      0.000        0.000      0.000       0.000        586               9/28/2006             0    N                                                   0
        3707   S               P                P                               73                  1                      1   AXAL                         32      8.625                     1                         115257.00     80.00        20.00               100.00               92205.00               92040.51         23051.00             0.00                 360                     357               360     74066   OK                      5.625     14.625        5.625      1.500       1.000        616               10/3/2006             0    N                                                  24   H
        3708   S               P                P                               10                  2                      1   AXAL                         32     13.250                     1                         115257.00    100.00         0.00               100.00               23051.00               23035.90             0.00         92205.00                 360                     357               360     74066   OK                      0.000      0.000        0.000      0.000       0.000        616               10/3/2006             0    N                                                   0
        3709   S               P                C                               10                  1                      1   A5AL                         49     10.750                     1                          78000.00     48.72         0.00                48.72               38000.00               37741.07             0.00             0.00                 180                     177               180     40958   KY                      0.000      0.000        0.000      0.000       0.000        510               9/27/2006             0    Y                                                  36   H
        3710   S               P                C                               10                  1                      1   AMAL                         48      9.875                     1                          63000.00     85.00         0.00                85.00               53550.00               53476.41             0.00             0.00                 360                     357               360     38114   TN                      0.000      0.000        0.000      0.000       0.000        633               9/28/2006             0    N                                                  36   H
        3711   S               P                P                               74                  1                      1   A5AL                         46     10.000                     1                          78000.00     85.00         0.00                85.00               66300.00               66241.10             0.00             0.00                 360                     358               360     48708   MI                      7.000     16.000        7.000      1.500       1.000        536               10/3/2006             0    Y                                                  36   H
        3712   S               P                C                               10                  1    C4                    A4AL                         50      7.750                     1                         300000.00     60.00         0.00                60.00              180000.00              179616.41             0.00             0.00                 360                     357               360     84084   UT                      0.000      0.000        0.000      0.000       0.000        614               9/27/2006             0    N                                                  36   H
        3713   S               P                C                               10                  1    C4                    A4AL                         25      7.250                     1                         410000.00     80.00         0.00                80.00              328000.00              327227.74             0.00             0.00                 360                     357               360     33063   FL                      0.000      0.000        0.000      0.000       0.000        672               9/28/2006             0    N                                                  36   H
        3714   C               P                C                               73                  1    C4                    A4AL                         39      7.875                     1                         215000.00     59.53         0.00                59.53              128000.00              127823.24             0.00             0.00                 360                     358               360     34223   FL                      4.875     13.875        4.875      1.500       1.000        594               9/28/2006             0    N                                                  24   H
        3715   S               P                P                               73                  1    C1                    A5AL                         43      7.750                     1                         369900.00     79.81        19.95                99.76              295200.00              294925.59         73800.00             0.00                 360                     357               480     34953   FL                      4.750     13.750        4.750      1.500       1.000        612               9/29/2006             0    Y                                                  24   H
        3716   S               P                C                               73                  1                      1   A4AL                         47      9.125                     1                         200000.00     90.00         0.00                90.00              180000.00              179888.00             0.00             0.00                 360                     357               480     47401   IN                      6.125     15.125        6.125      1.500       1.000        568               9/28/2006             0    N                                                  24   H
        3717   S               P                P                               10                  2    C1                    A5AL                         43     12.875                     1                         369900.00     99.76         0.00                99.76               73800.00               73747.37             0.00        295200.00                 360                     357               360     34953   FL                      0.000      0.000        0.000      0.000       0.000        612               9/29/2006             0    Y                                                   0
        3718   F               P                C                               73                  1                      1   A4AL                         50      8.990                     1                          99000.00     78.79         0.00                78.79               78000.00               77870.97             0.00             0.00                 360                     357               360     53205   WI                      5.990     14.990        8.990      1.500       1.000        500                9/7/2006             0    N                                                  24   H
        3719   S               P                P                               73                  1                      1   A5AL                         50      8.590                     1                         151000.00     80.00         0.00                80.00              120800.00              120582.95             0.00             0.00                 360                     357               360     53172   WI                      6.590     14.590        8.590      1.500       1.000        548                9/8/2006             0    Y                                                  24   H
        3720   S               P                C                               73                  1                      1   A4AL                         41      9.850                     1                         233000.00     85.00         0.00                85.00              198050.00              197776.39             0.00             0.00                 360                     357               360     53132   WI                      6.850     15.850        9.850      1.500       1.000        535                9/8/2006             0    N                                                  24   H
        3721   C               P                C                               73                  1    C4                    A4AL                         49      9.290                     1                         160000.00     81.25         0.00                81.25              130000.00              129729.55             0.00             0.00                 360                     356               360     60637   IL                      5.540     15.290        9.290      1.500       1.000        589                9/9/2006             0    N                                                   0
        3722   S               P                P                               73                  1                      1   A5AL                         34     10.300                     1                         103000.00     85.00         0.00                85.00               87550.00               87402.84             0.00             0.00                 360                     356               360     61604   IL                      7.300     16.300       10.300      1.500       1.000        531                9/6/2006             0    Y                                                   0
        3723   C               P                C                               73                  1                      1   A4AL                         50      9.190                     1                         141000.00     69.50         0.00                69.50               98000.00               97791.86             0.00             0.00                 360                     356               360     53147   WI                      5.790     15.190        9.190      1.500       1.000        500               9/20/2006             0    N                                                  24   H
        3724   S               P                P                               74                  1                      1   A4AL                         50      9.790                     1                         164900.00    100.00         0.00               100.00              164900.00              164512.33             0.00             0.00                 360                     355               360     29212   SC                      7.790     15.790        9.790      1.500       1.000        583               8/10/2006             0    N                                                   0
        3725   S               P                R                               10                  1                      1   A5AL                         25      9.025                     1                         175000.00     80.00        20.00               100.00              140000.00              139692.22         35000.00             0.00                 360                     356               360     48239   MI                      0.000      0.000        0.000      0.000       0.000        587               8/14/2006             0    Y                                                  36   H
        3726   C               P                C                               73                  1    C4                    A4AL                         35      8.550                     1                         190000.00     60.53         0.00                60.53              115000.00              114650.28             0.00             0.00                 360                     355               360     33126   FL                      7.550     14.550        8.550      1.500       1.000        627               7/25/2006             0    N                                                  24   H
        3727   S               P                C                               74                  1                      1   A5AL                         46      7.200                     1                         170000.00     80.00        20.00               100.00              136000.00              135457.73         34000.00             0.00                 360                     355               360     53225   WI                      6.250     13.200        7.200      1.500       1.000        613               7/18/2006             0    Y                                                   0
        3728   S               P                C                              175                  1    C4                    A5AL                         35      7.000                     1                         350000.00     72.86         0.00                72.86              255000.00              254321.12             0.00             0.00                 360                     355               480     33174   FL                      6.250     13.000        7.000      1.500       1.000        618                7/6/2006             0    Y                                                  36   H
        3729   P               P                C                               10                  1                      1   A4AL                         31      7.875                     1                         180000.00     69.44         0.00                69.44              125000.00              124564.18             0.00             0.00                 360                     355               360     33563   FL                      0.000      0.000        0.000      0.000       0.000        586               7/13/2006             0    N                                                  36   H
        3730   S               P                C                               73                  1    C4                    A4AL                         40      7.800                     1                         237000.00     85.00         0.00                85.00              201450.00              201140.34             0.00             0.00                 360                     355               480     33614   FL                      6.800     13.800        7.800      1.500       1.000        631               7/20/2006             0    N                                                  24   H
        3731   S               P                C                               73                  1    C4                    A4AL                         28      7.000                     1                         326000.00     67.48         0.00                67.48              220000.00              219573.08             0.00             0.00                 360                     355               480     20745   MD                      6.250     13.000        7.000      1.500       1.000        587               7/18/2006             0    N                                                  36   H
        3732   P               P                P                               73                  1                      1   A5AL                         48      8.050                     1                         140240.00     80.00        20.00               100.00              112192.00              111814.37         28048.00             0.00                 360                     355               360     75009   TX                      7.050     14.050        8.050      1.500       1.000        603               7/21/2006             0    Y                                                  24   H
        3733   F               I                C                               73                  1    C4                    A5AL                         40      8.250                     1                         580000.00     80.00         0.00                80.00              464000.00              463373.39             0.00             0.00                 360                     355               480     95610   CA                      7.250     14.250        8.250      1.500       1.000        678               7/27/2006             0    Y                                                  24   H
        3734   S               P                C                                7                  1    C4                    A4AL                         24      7.500                     1                         270000.00     72.22         0.00                72.22              195000.00              194673.49             0.00             0.00                 360                     355               480     20743   MD                      0.000      0.000        0.000      0.000       0.000        608               7/11/2006             0    N                                                   0
        3735   S               P                C                               10                  1                      1   A5AL                         47      8.400                     1                         109000.00     80.00         0.00                80.00               87200.00               86982.00             0.00             0.00                 360                     356               360     79936   TX                      0.000      0.000        0.000      0.000       0.000        543                8/9/2006             0    Y                                                   0
        3736   S               P                C                               74                  1                      1   A4AL                         43      6.999                     1                         670000.00     80.00        20.00               100.00              536000.00              536000.00        134000.00             0.00                 360                     355               360     21128   MD                      6.250     13.999        6.999      1.500       1.000        623               7/20/2006            60    N                                                  36   H
        3737   S               P                P                               73                  1    C4                    A5AL                         49      7.250                     1                         490000.00     80.00        20.00               100.00              392000.00              392000.00         98000.00             0.00                 360                     356               360     11520   NY                      6.250     14.250        7.250      1.500       1.000        677               8/14/2006            60    Y                                                   0
        3738   C               P                P                               73                  1    C4                    AXAL                         44      8.600                     1                         282890.00     80.00        15.00                95.00              226312.00              225906.18         42433.00             0.00                 360                     357               360     33027   FL                      7.600     14.600        8.600      1.500       1.000        636               9/29/2006             0    N                                                  24   H
        3739   S               P                C                               73                  1    C4                    A4AL                         37      8.250                     1                         210000.00     76.19         0.00                76.19              160000.00              159783.90             0.00             0.00                 360                     355               480     85225   AZ                      7.250     14.250        8.250      1.500       1.000        583               7/14/2006             0    N                                                  24   H
        3740   F               I                C                               73                  1                      1   A4AL                         43      8.600                     1                         233000.00     90.00         0.00                90.00              209700.00              208986.23             0.00             0.00                 360                     355               360     70053   LA                      7.600     14.600        8.600      1.500       1.000        590               7/14/2006             0    N                                                  36   H
        3741   P               P                C                               74                  1                      1   A4AL                         50      7.375                     1                         570000.00     85.00         0.00                85.00              484500.00              483659.58             0.00             0.00                 360                     355               480     20724   MD                      6.375     13.375        7.375      1.500       1.000        546               7/18/2006             0    N                                                  36   H
        3742   S               P                C                               73                  1    C4                    A4AL                         33      9.250                     1                         175000.00     85.00         0.00                85.00              148750.00              148561.73             0.00             0.00                 360                     358               360     55007   MN                      6.250     15.250        6.250      1.500       1.000        580              10/16/2006             0    N                                                  24   H
        3743   S               P                C                               73                  1    C4                    AMAL                         50      8.850                     1                         630000.00     42.22         0.00                42.22              266000.00              265239.36             0.00             0.00                 360                     355               360     11783   NY                      7.400     14.850        8.850      1.500       1.000        542               7/20/2006             0    N                                                   0
        3744   S               P                C                               73                  1                      1   AXAL                         34      8.250                     1                         121500.00     90.00         0.00                90.00              109350.00              109068.15             0.00             0.00                 360                     356               360     15717   PA                      7.250     14.250        8.250      1.500       1.000        564               8/25/2006             0    N                                                  24   H
        3745   S               P                C                               10                  1                      1   A4AL                         32      7.750                     1                         175000.00     80.00         0.00                80.00              140000.00              139498.45             0.00             0.00                 360                     355               360     98404   WA                      0.000      0.000        0.000      0.000       0.000        644               7/25/2006             0    N                                                  36   H
        3746   S               P                C                               74                  1                      1   AXAL                         49      7.450                     1                         407000.00     88.45         0.00                88.45              360000.00              359185.38             0.00             0.00                 360                     357               360     33176   FL                      6.450     13.450        7.450      1.500       1.000        611               9/17/2006             0    N                                                  36   H
        3747   C               P                C                               10                  1    C4                    AMAL                         50      7.250                     1                         380000.00     80.00         0.00                80.00              304000.00              302799.81             0.00             0.00                 360                     355               360     96797   HI                      0.000      0.000        0.000      0.000       0.000        643               7/24/2006             0    N                                                  36   H
        3748   S               P                C                               73                  1                      1   A4AL                         50      6.175                     1                         459000.00     84.97         0.00                84.97              390000.00              389056.71             0.00             0.00                 360                     355               480     90805   CA                      6.250     12.175        6.250      1.500       1.000        591               7/19/2006             0    N                                                  24   H
        3749   P               P                P                               73                  1                      1   A4AL                         20      6.990                     1                         238925.00     80.00        20.00               100.00              191140.00              190345.86         47785.00             0.00                 360                     355               360     75009   TX                      6.250     12.990        6.990      1.500       1.000        594               7/20/2006             0    N                                                  24   H
        3750   S               P                P                               73                  1    C4                    AMAL                         38      8.800                     1                         226000.00     90.00        10.00               100.00              203400.00              202562.15         22600.00             0.00                 360                     355               360     43147   OH                      7.750     14.800        8.800      1.500       1.000        605               7/31/2006             0    N                                                  24   H
        3751   S               P                C                                7                  1                      1   A4AL                         48      8.900                     1                         230000.00     88.48         0.00                88.48              203500.00              203272.71             0.00             0.00                 360                     355               480     60073   IL                      0.000      0.000        0.000      0.000       0.000        593               7/26/2006             0    N                                                   0
        3752   S               P                P                               73                  1    C4                    A5AL                         47      8.200                     1                         263000.00     80.00         0.00                80.00              210400.00              210170.14             0.00             0.00                 360                     356               480     30012   GA                      7.200     14.200        8.200      1.500       1.000        610               8/31/2006             0    Y                                                  24   H
        3753   S               P                C                              175                  1    C4                    A4AL                         43      7.375                     1                         198000.00     88.64         0.00                88.64              175500.00              175195.54             0.00             0.00                 360                     355               480     93640   CA                      6.375     13.375        7.375      1.500       1.000        643               7/25/2006             0    N                                                  36   H
        3754   S               P                P                               73                  1    C4                    A4AL                         46      7.150                     1                         295000.00     80.00        20.00               100.00              236000.00              235556.10         59000.00             0.00                 360                     355               480     33054   FL                      6.250     13.150        7.150      1.500       1.000        663               7/18/2006             0    N                                                  24   H
        3755   S               P                C                               73                  1    C3                    A4AL                         48      7.500                     1                         585000.00     80.00        15.00                95.00              468000.00              466241.51         87750.00             0.00                 360                     355               360     60521   IL                      6.500     13.500        7.500      1.500       1.000        621               7/26/2006             0    N                                                   0
        3756   S               P                C                               10                  1                      1   A4AL                         24      8.620                     1                         120000.00     90.00         0.00                90.00              108000.00              107676.23             0.00             0.00                 360                     355               360     19802   DE                      0.000      0.000        0.000      0.000       0.000        584               7/25/2006             0    N                                                  36   H
        3757   P               P                C                               73                  1    C3                    A5AL                         40      9.100                     1                         310000.00     85.00         0.00                85.00              263500.00              263334.83             0.00             0.00                 360                     357               480     80126   CO                      7.750     15.100        9.100      1.500       1.000        601               9/15/2006             0    Y                                                  24   H
        3758   P               P                P                               10                  1    C4                    A5AL                         43      9.725                     1                         137490.00     80.00         0.00                80.00              109992.00              109783.09             0.00             0.00                 360                     356               360     78045   TX                      0.000      0.000        0.000      0.000       0.000        540                8/3/2006             0    Y                                                  36   H
        3759   F               P                P                               74                  1    C1                    A5AL                         52      9.900                     1                         350000.00     94.86         0.00                94.86              332000.00              330191.66             0.00             0.00                 360                     355               480     60639   IL                      5.750     15.900        9.900      1.500       1.000        585               7/28/2006             0    Y                                                   0
        3760   P               P                P                               73                  1    C4                    A4AL                         37      9.650                     1                         108150.00     80.00        20.00               100.00               86520.00               86442.70         21630.00             0.00                 360                     355               480     77459   TX                      7.750     15.650        9.650      1.500       1.000        650                8/2/2006             0    N                                                  24   H
        3761   C               P                P                               73                  1                      1   A5AL                         26      9.060                     1                          93000.00     90.00        10.00               100.00               83700.00               83468.43          9300.00             0.00                 360                     355               360     48423   MI                      7.750     15.060        9.060      1.500       1.000        599               7/26/2006             0    Y                                                  24   H
        3762   C               P                C                               73                  1    C4                    A4AL                         30      7.650                     1                         342000.00     95.00         0.00                95.00              324900.00              324758.76             0.00             0.00                 360                     357               600      7035   NJ                      6.650     13.650        7.650      1.500       1.000        698                9/6/2006             0    N                                                   0
        3763   S               P                C                               73                  1    C4                    A4AL                         32      8.200                     1                        1000000.00     78.00         0.00                78.00              780000.00              778482.21             0.00             0.00                 360                     357               360     48374   MI                      7.200     14.200        8.200      1.500       1.000        578               9/11/2006             0    N                                                  24   H
        3764   S               P                C                              175                  1                      1   A5AL                         40      7.990                     1                         130000.00     89.23         0.00                89.23              116000.00              115828.26             0.00             0.00                 360                     355               480     85714   AZ                      6.990     13.990        7.990      1.500       1.000        594               7/24/2006             0    Y                                                  36   H
        3765   S               P                P                               73                  1    C4                    A5AL                         45      9.750                     1                         150000.00     80.00        20.00               100.00              120000.00              119715.47         30000.00             0.00                 360                     355               360     48021   MI                      7.750     15.750        9.750      1.500       1.000        640               7/28/2006             0    Y                                                  36   H
        3766   F               P                C                               73                  1    C4                    A5AL                         48     10.300                     1                         460000.00     90.00         0.00                90.00              414000.00              413126.34             0.00             0.00                 360                     355               360     60651   IL                      5.700     16.300       10.300      1.500       1.000        605               7/18/2006             0    Y                                                   0
        3767   F               P                C                               74                  1    C4                    A4AL                         49      7.500                     1                         470000.00     80.00         0.00                80.00              376000.00              375624.61             0.00             0.00                 360                     357               480      7644   NJ                      6.500     13.500        7.500      1.500       1.000        690               8/29/2006             0    N                                                   0
        3768   S               I                P                               73                  1    C1                    A4AL                         46      8.550                     1                         535000.00     90.00         5.00                95.00              481500.00              480035.72         26750.00             0.00                 360                     355               360     33161   FL                      7.550     14.550        8.550      1.500       1.000        590               7/31/2006             0    N                                                  24   H
        3769   C               P                C                               74                  1    C4                    A5AL                         38      8.780                     1                         285000.00     65.00         0.00                65.00              185250.00              184821.31             0.00             0.00                 360                     356               360     10970   NY                      7.600     14.780        8.780      1.500       1.000        561               8/20/2006             0    Y                                                   0
        3770   S               P                C                               74                  1                      1   A5AL                         50      8.275                     1                         535000.00     90.00         0.00                90.00              481500.00              480265.40             0.00             0.00                 360                     356               360     11554   NY                      7.275     14.275        8.275      1.500       1.000        560                8/4/2006             0    Y                                                   0
        3771   S               P                C                               73                  1                      1   A5AL                         46      6.750                     1                         360000.00     61.11         0.00                61.11              220000.00              219637.39             0.00             0.00                 360                     356               480     90063   CA                      6.250     12.750        6.750      1.500       1.000        568               8/11/2006             0    Y                                                  24   H
        3772   S               P                C                               74                  1                      1   A4AL                         43      8.350                     1                         325000.00     90.00         0.00                90.00              292500.00              292194.12             0.00             0.00                 360                     356               480      2382   MA                      7.350     14.350        8.350      1.500       1.000        595               7/31/2006             0    N                                                   0
        3773   F               I                C                               74                  1    C4                    A4AL                         36      9.950                     1                         540000.00     85.00         0.00                85.00              459000.00              457956.67             0.00             0.00                 360                     355               360      7008   NJ                      7.750     15.950        9.950      1.500       1.000        698               7/28/2006             0    N                                                   0
        3774   S               P                P                               73                  1                      1   A5AL                         46      7.250                     1                         305000.00     80.00        20.00               100.00              244000.00              243758.09         61000.00             0.00                 360                     356               600     89147   NV                      6.250     13.250        7.250      1.500       1.000        641                8/2/2006             0    Y                                                  24   H
        3775   S               P                C                               73                  1    C4                    A4AL                         25      7.300                     1                         215000.00     62.79         0.00                62.79              135000.00              134809.22             0.00             0.00                 360                     356               480     19050   PA                      6.300     13.300        7.300      1.500       1.000        633               8/17/2006             0    N                                                  24   H
        3776   S               P                C                               74                  1    C4                    A5AL                         45      8.050                     1                         428500.00     80.00        20.00               100.00              342800.00              341880.02         85700.00             0.00                 360                     356               360     89156   NV                      7.050     14.050        8.050      1.500       1.000        679               7/28/2006             0    Y                                                  36   H
        3777   S               P                C                               73                  1                      1   AXAL                         37      9.250                     1                          86000.00     90.00         0.00                90.00               77400.00               77299.25             0.00             0.00                 360                     356               480     14901   NY                      7.750     15.250        9.250      1.500       1.000        597               8/24/2006             0    N                                                   0
        3778   S               P                C                               73                  1                      1   A4AL                         47      7.250                     1                         595000.00     82.35         0.00                82.35              490000.00              489255.08             0.00             0.00                 360                     356               480     94606   CA                      6.250     13.250        7.250      1.500       1.000        572               8/14/2006             0    N                                                  24   H
        3779   S               S                C                               10                  1    C4                    A4AL                         42      7.250                     1                         145000.00     55.52         0.00                55.52               80500.00               79749.96             0.00             0.00                 180                     177               180     34609   FL                      0.000      0.000        0.000      0.000       0.000        625               9/17/2006             0    N                                                  36   H
        3780   P               P                C                               74                  1                      1   A4AL                         47      8.250                     1                         252000.00     90.00         0.00                90.00              226800.00              226555.82             0.00             0.00                 360                     356               480     60586   IL                      6.400     14.250        8.250      1.500       1.000        590                8/7/2006             0    N                                                   0
        3781   S               P                C                               73                  1    C4                    B AL                         38      9.750                     1                         490000.00     80.00         0.00                80.00              392000.00              391446.86             0.00             0.00                 360                     357               360     83110   WY                      7.750     15.750        9.750      1.500       1.000        607               9/14/2006             0    N                                                  24   H
        3782   S               P                C                               73                  1                      1   AXAL                         50      7.300                     1                         300000.00     65.00         0.00                65.00              195000.00              194724.42             0.00             0.00                 360                     356               480     89146   NV                      6.300     13.300        7.300      1.500       1.000        560               8/16/2006             0    N                                                  24   H
        3783   S               P                C                               73                  1                      1   A4AL                         48      7.999                     1                         154000.00     75.00         0.00                75.00              115500.00              115186.82             0.00             0.00                 360                     356               360     32114   FL                      6.999     13.999        7.999      1.500       1.000        570               8/25/2006             0    N                                                  24   H
        3784   S               P                C                               73                  1    C4                    AXAL                         36      7.850                     1                         350000.00     69.43         0.00                69.43              243000.00              242902.06             0.00             0.00                 360                     357               600     89128   NV                      6.850     13.850        7.850      1.500       1.000        649               8/31/2006             0    N                                                  24   H
        3785   S               P                C                               73                  1                      1   A4AL                         29      8.650                     1                         197000.00     90.00         0.00                90.00              177300.00              176985.32             0.00             0.00                 360                     357               360     33068   FL                      7.650     14.650        8.650      1.500       1.000        569                9/6/2006             0    N                                                  24   H
        3786   S               P                P                               10                  1                      1   A4AL                         21      9.250                     1                         169000.00     95.00         0.00                95.00              160550.00              160298.35             0.00             0.00                 360                     357               360     13788   NY                      0.000      0.000        0.000      0.000       0.000        603               9/25/2006             0    N                                                  12   H
        3787   S               P                C                               73                  1                      1   A4AL                         42      9.750                     1                         178000.00     93.54         0.00                93.54              166500.00              165804.66             0.00             0.00                 360                     356               360     46385   IN                      7.600     15.750        9.750      1.500       1.000        565               8/11/2006             0    N                                                  24   H
        3788   F               P                C                               73                  1                      1   A4AL                         53      8.350                     1                         215000.00     88.37         0.00                88.37              190000.00              189399.71             0.00             0.00                 360                     356               360      1108   MA                      7.350     14.350        8.350      1.500       1.000        586               8/17/2006             0    N                                                   0
        3789   C               P                C                               74                  1    C4                    AMAL                         43      9.550                     1                         265000.00     75.00         0.00                75.00              198750.00              198385.62             0.00             0.00                 360                     357               360     11233   NY                      7.600     15.550        9.550      1.500       1.000        558               9/18/2006             0    N                                                   0
        3790   S               P                C                               73                  1                      1   A4AL                         43      7.750                     1                         310000.00     90.00         4.84                94.84              279000.00              278653.07         15000.00             0.00                 360                     356               480     48322   MI                      6.750     13.750        7.750      1.500       1.000        684               8/25/2006             0    N                                                  36   H
        3791   S               P                P                                7                  2    C4                    A5AL                         41     11.400                     1                         351500.00    100.00         0.00               100.00               70300.00               70230.43             0.00        281200.00                 180                     177               360     11749   NY                      0.000      0.000        0.000      0.000       0.000        681               9/26/2006             0    Y                                                   0
        3792   S               P                C                              175                  1                      1   A4AL                         33      7.999                     1                         205000.00     70.00         0.00                70.00              143500.00              143333.52             0.00             0.00                 360                     356               480     20784   MD                      6.990     13.999        7.999      1.500       1.000        553               8/18/2006             0    N                                                  36   H
        3793   S               P                C                               73                  1                      1   AXAL                         40      8.100                     1                         465000.00     90.00         0.00                90.00              418500.00              418029.45             0.00             0.00                 360                     356               480     92113   CA                      7.100     14.100        8.100      1.500       1.000        596                8/9/2006             0    N                                                  24   H
        3794   F               P                C                               10                  1                      1   AXAL                         44      8.990                     1                         117500.00     80.00         0.00                80.00               94000.00               93791.86             0.00             0.00                 360                     356               360     19013   PA                      0.000      0.000        0.000      0.000       0.000        624               8/25/2006             0    N                                                  36   H
        3795   S               P                C                               74                  1                      1   A4AL                         47      7.990                     1                         620000.00     95.00         0.00                95.00              589000.00              588316.37             0.00             0.00                 360                     356               480     90731   CA                      6.990     13.990        7.990      1.500       1.000        620               8/15/2006             0    N                                                  36   H
        3796   P               P                C                               73                  1    C4                    A5AL                         26     10.200                     1                         720000.00     90.00         0.00                90.00              648000.00              647708.30             0.00             0.00                 360                     357               480     89123   NV                      7.750     16.200       10.200      1.500       1.000        622                9/5/2006             0    Y                                                  24   H
        3797   S               P                C                               74                  1    C4                    A4AL                         33      6.900                     1                         415000.00     58.73         0.00                58.73              243750.00              243364.66             0.00             0.00                 360                     356               480     98245   WA                      6.250     12.900        6.900      1.500       1.000        600               8/25/2006             0    N                                                  36   H
        3798   S               P                C                               73                  1    C4                    A4AL                         44      8.500                     1                         420000.00     50.00         0.00                50.00              210000.00              209789.78             0.00             0.00                 360                     356               480     90222   CA                      7.500     14.500        8.500      1.500       1.000        562               8/23/2006             0    N                                                  12   H
        3799   S               P                C                               74                  1                      1   A4AL                         47      8.350                     1                         135000.00     83.56         0.00                83.56              112800.00              112682.02             0.00             0.00                 360                     356               480     23237   VA                      7.350     14.350        8.350      1.500       1.000        580               8/26/2006             0    N                                                  36   H
        3800   P               P                P                               74                  1                      1   A4AL                         39      8.850                     1                         410000.00     83.00         4.80                87.80              340300.00              339992.59         19700.00             0.00                 360                     356               480     20603   MD                      6.850     14.850        8.850      1.500       1.000        580               8/31/2006             0    N                                                   0
        3801   S               P                P                               73                  1                      1   A5AL                         50      9.100                     1                         458000.00     95.00         5.00               100.00              435100.00              434827.27         22900.00             0.00                 360                     357               480     95242   CA                      7.750     15.100        9.100      1.500       1.000        596                9/1/2006             0    Y                                                  24   H
        3802   S               P                C                               73                  1    C4                    C AL                         26     10.100                     1                         240000.00     45.83         0.00                45.83              110000.00              109855.88             0.00             0.00                 360                     357               360     93702   CA                      7.750     16.100       10.100      1.500       1.000        563                9/7/2006             0    N                                                  24   H
        3803   S               S                P                               10                  1    C4                    A5AL                         47     11.250                     1                         100000.00     90.00         0.00                90.00               90000.00               89907.98             0.00             0.00                 360                     357               360     29010   SC                      0.000      0.000        0.000      0.000       0.000        618               9/20/2006             0    Y                                                   0
        3804   P               P                C                               74                  1    C4                    A4AL                         20      9.400                     1                         162000.00     37.04         0.00                37.04               60000.00               59965.59             0.00             0.00                 360                     357               480     18436   PA                      7.750     15.400        9.400      1.500       1.000        543               9/16/2006             0    N                                                  36   H
        3805   F               P                P                                7                  1                      1   A5AL                         50      7.340                     1                         468000.00     80.00        20.00               100.00              374400.00              374008.85         93600.00             0.00                 360                     357               480     11691   NY                      0.000      0.000        0.000      0.000       0.000        651               9/19/2006             0    Y                                                  12   H
        3806   F               P                C                               73                  1    C4                    A5AL                         50      9.100                     1                         715000.00     80.00         0.00                80.00              572000.00              571428.94             0.00             0.00                 360                     356               480     10458   NY                      7.750     15.100        9.100      1.500       1.000        624               8/25/2006             0    Y                                                   0
        3807   S               S                C                               73                  1    C4                    A4AL                         41      9.375                     1                         353000.00     90.00         0.00                90.00              317700.00              317454.43             0.00             0.00                 360                     356               480     85296   AZ                      7.750     15.375        9.375      1.500       1.000        676               8/25/2006             0    N                                                  24   H
        3808   S               P                C                               74                  1    C4                    A5AL                         48      8.990                     1                         312000.00     65.00         0.00                65.00              202800.00              202624.20             0.00             0.00                 360                     356               480     80128   CO                      7.750     14.990        8.990      1.500       1.000        567               8/23/2006             0    Y                                                  36   H
        3809   S               P                C                               73                  1    C4                    A4AL                         49      8.850                     1                          96000.00     80.00         0.00                80.00               76800.00               76662.63             0.00             0.00                 360                     357               360     30253   GA                      7.750     14.850        8.850      1.500       1.000        572               9/17/2006             0    N                                                  24   H
        3810   S               P                C                               74                  1    C4                    A4AL                         49      7.350                     1                         179500.00     83.57         0.00                83.57              150000.00              150000.00             0.00             0.00                 360                     357               360     33709   FL                      6.350     14.350        7.350      1.500       1.000        695                9/2/2006            60    N                                                  36   H
        3811   S               P                C                                7                  1                      1   A5AL                         38      7.750                     1                         185000.00     90.00         0.00                90.00              166500.00              166406.74             0.00             0.00                 360                     356               600     85323   AZ                      0.000      0.000        0.000      0.000       0.000        650               8/24/2006             0    Y                                                  36   H
        3812   P               P                P                               73                  1    C4                    A4AL                         47      9.600                     1                         545000.00     85.00         0.00                85.00              463250.00              462346.80             0.00             0.00                 360                     356               360     34114   FL                      7.750     15.600        9.600      1.500       1.000        541               8/10/2006             0    N                                                  24   H
        3813   S               P                C                               73                  1                      1   A4AL                         45      7.500                     1                         232000.00     85.00         0.00                85.00              197200.00              196936.66             0.00             0.00                 360                     356               480     98404   WA                      6.500     13.500        7.500      1.500       1.000        609               8/21/2006             0    N                                                  24   H
        3814   S               P                C                               73                  1    C4                    A4AL                         50      8.250                     1                         535000.00     72.90         0.00                72.90              390000.00              388994.94             0.00             0.00                 360                     356               360     89123   NV                      7.250     14.250        8.250      1.500       1.000        601               8/18/2006             0    N                                                  24   H
        3815   S               P                C                               73                  1                      1   A4AL                         48      9.500                     1                         165000.00     90.00         0.00                90.00              148500.00              148353.34             0.00             0.00                 360                     358               360     38125   TN                      6.500     15.500        6.500      1.500       1.000        551              10/16/2006             0    N                                                  24   H
        3816   S               P                C                               73                  1                      1   A4AL                         39      7.750                     1                         151000.00     80.00        20.00               100.00              120800.00              120749.42         30200.00             0.00                 360                     357               600     24019   VA                      6.750     13.750        7.750      1.500       1.000        632               9/16/2006             0    N                                                  24   H
        3817   S               P                C                               73                  1                      1   A4AL                         28      8.990                     1                         180000.00     86.11         0.00                86.11              155000.00              154865.66             0.00             0.00                 360                     356               480     32404   FL                      7.750     14.990        8.990      1.500       1.000        585               8/25/2006             0    N                                                  24   H
        3818   C               I                C                               73                  1                      1   A4AL                         45      8.715                     1                         162500.00     95.00         0.00                95.00              154375.00              154013.19             0.00             0.00                 360                     356               360     23464   VA                      7.715     14.715        8.715      1.500       1.000        699               8/17/2006             0    N                                                  36   H
        3819   S               P                C                               74                  1    C4                    A4AL                         42      7.990                     1                         315000.00     85.00         0.00                85.00              267750.00              267439.23             0.00             0.00                 360                     356               480     95823   CA                      6.990     13.990        7.990      1.500       1.000        603               8/18/2006             0    N                                                  36   H
        3820   S               P                C                               73                  1    C4                    A5AL                         48      7.250                     1                         680000.00     78.68         0.00                78.68              535000.00              534426.65             0.00             0.00                 360                     357               480     90731   CA                      6.250     13.250        7.250      1.500       1.000        669               9/15/2006             0    Y                                                  24   H
        3821   S               I                C                               74                  1    C4                    A4AL                         49      9.500                     1                         512000.00     90.00         0.00                90.00              460800.00              459882.54             0.00             0.00                 360                     356               360      7054   NJ                      7.750     15.500        9.500      1.500       1.000        663               8/31/2006             0    N                                                   0
        3822   S               I                C                               10                  1    C4                    A4AL                         23      7.990                     1                         175000.00     84.86         0.00                84.86              148500.00              148198.46             0.00             0.00                 360                     357               360     33147   FL                      0.000      0.000        0.000      0.000       0.000        660                9/1/2006             0    N                                                  36   H
        3823   S               P                C                              175                  1    C4                    A5AL                         34      7.999                     1                         320000.00     89.99         0.00                89.99              287968.00              287718.81             0.00             0.00                 360                     357               480     85710   AZ                      6.999     13.999        7.999      1.500       1.000        583                9/1/2006             0    Y                                                  36   H
        3824   P               P                R                               73                  1                      1   A5AL                         28      7.200                     1                         250000.00     73.60         0.00                73.60              184000.00              183548.85             0.00             0.00                 360                     357               360     32712   FL                      6.250     13.200        7.200      1.500       1.000        620                9/8/2006             0    Y                                                  24   H
        3825   S               P                P                               73                  1    C4                    A4AL                         45      8.850                     1                         262000.00     90.00         0.00                90.00              235800.00              235398.41             0.00             0.00                 360                     357               360     33322   FL                      7.750     14.850        8.850      1.500       1.000        632                9/7/2006             0    N                                                  24   H
        3826   S               P                C                               73                  1                      1   AXAL                         33      8.200                     1                         150000.00     84.67         0.00                84.67              127000.00              126752.86             0.00             0.00                 360                     357               360     33610   FL                      7.200     14.200        8.200      1.500       1.000        610               9/14/2006             0    N                                                  24   H
        3827   S               I                P                               74                  1    C4                    A5AL                         37      8.875                     1                         380000.00     90.00         0.00                90.00              342000.00              341770.83             0.00             0.00                 360                     357               480     11722   NY                      7.750     14.875        8.875      1.500       1.000        666               9/15/2006             0    Y                                                   0
        3828   S               P                C                                7                  1                      1   AXAL                         49      7.500                     1                         275000.00     80.00         0.00                80.00              220000.00              219706.23             0.00             0.00                 360                     356               480     89102   NV                      0.000      0.000        0.000      0.000       0.000        587               8/24/2006             0    N                                                  36   H
        3829   S               P                C                               10                  1    C4                    A4AL                         29      8.825                     1                         225000.00     85.00         0.00                85.00              191250.00              190922.56             0.00             0.00                 360                     357               360     34953   FL                      0.000      0.000        0.000      0.000       0.000        617               9/17/2006             0    N                                                  36   H
        3830   S               I                P                               73                  1    C4                    A5AL                         48      8.250                     1                         220000.00     90.00         0.00                90.00              198000.00              197489.73             0.00             0.00                 360                     356               360     92220   CA                      7.250     14.250        8.250      1.500       1.000        693               8/21/2006             0    Y                                                  24   H
        3831   S               P                C                               10                  1                      1   A4AL                         36      6.850                     1                         360000.00     90.00         0.00                90.00              324000.00              322896.44             0.00             0.00                 360                     356               360     92583   CA                      0.000      0.000        0.000      0.000       0.000        659               8/17/2006             0    N                                                  36   H
        3832   S               P                C                               73                  1    C4                    A4AL                         42      7.800                     1                         463000.00     89.42         0.00                89.42              414000.00              413492.51             0.00             0.00                 360                     356               480     95821   CA                      6.800     13.800        7.800      1.500       1.000        606               8/16/2006             0    N                                                  24   H
        3833   S               P                C                               73                  1                      1   AXAL                         50      7.550                     1                         240000.00     62.50         0.00                62.50              150000.00              149852.34             0.00             0.00                 360                     357               480     93662   CA                      6.550     13.550        7.550      1.500       1.000        578               8/28/2006             0    N                                                  24   H
        3834   S               P                C                               73                  1                      1   A4AL                         51      8.700                     1                         156000.00     80.00        20.00               100.00              124800.00              124506.62         31200.00             0.00                 360                     356               360     48066   MI                      7.700     14.700        8.700      1.500       1.000        607               8/21/2006             0    N                                                  36   H
        3835   S               P                C                               74                  1                      1   AXAL                         42      9.200                     1                         520000.00     95.00         0.00                95.00              494000.00              492952.85             0.00             0.00                 360                     356               360     22443   VA                      7.750     15.200        9.200      1.500       1.000        565               8/12/2006             0    N                                                  36   H
        3836   S               P                P                               74                  1    C4                    A5AL                         49      8.750                     1                         435000.00     95.00         0.00                95.00              413250.00              413132.03             0.00             0.00                 360                     357               600     11553   NY                      7.750     14.750        8.750      1.500       1.000        690                9/8/2006             0    Y                                                   0
        3837   C               P                P                               73                  1                      1   A5AL                         36      7.800                     1                         188000.00     80.00        20.00               100.00              150400.00              150213.27         37600.00             0.00                 360                     356               480     70130   LA                      6.800     13.800        7.800      1.500       1.000        637               8/29/2006             0    Y                                                  24   H
        3838   C               I                C                               73                  1    C4                    A5AL                         31      7.500                     1                         290000.00     55.17         0.00                55.17              160000.00              156482.87             0.00             0.00                 360                     356               360     92127   CA                      6.500     13.500        7.500      1.500       1.000        684               8/21/2006             0    Y                                                  24   H
        3839   S               P                P                               73                  1                      1   A4AL                         50      8.750                     1                         310000.00     90.00         0.00                90.00              279000.00              278740.45             0.00             0.00                 360                     356               480     33032   FL                      7.750     14.750        8.750      1.500       1.000        562               8/31/2006             0    N                                                  24   H
        3840   S               P                P                               73                  1    C4                    A5AL                         48      9.300                     1                         487000.00     90.00         0.00                90.00              438300.00              438041.16             0.00             0.00                 360                     357               480     11581   NY                      7.750     15.300        9.300      1.500       1.000        603                9/7/2006             0    Y                                                   0
        3841   S               P                C                               73                  1    C3                    A5AL                         50      7.600                     1                         240000.00     85.00         0.00                85.00              204000.00              203735.22             0.00             0.00                 360                     356               480     93702   CA                      6.600     13.600        7.600      1.500       1.000        580               8/17/2006             0    Y                                                  24   H
        3842   C               P                C                               74                  1    C4                    A4AL                         32      8.450                     1                         210000.00     71.43         0.00                71.43              150000.00              149722.62             0.00             0.00                 360                     357               360     60007   IL                      5.850     14.450        8.450      1.500       1.000        584               9/17/2006             0    N                                                   0
        3843   S               P                C                               74                  1    C4                    A4AL                         49      9.950                     1                         425000.00     84.71         0.00                84.71              360000.00              359825.16             0.00             0.00                 360                     357               480     60025   IL                      5.850     15.950        9.950      1.500       1.000        622               9/11/2006             0    N                                                   0
        3844   F               P                P                               73                  1    C4                    A5AL                         41      7.940                     1                         537000.00     80.00        20.00               100.00              429600.00              429392.19        107400.00             0.00                 360                     356               360     11691   NY                      6.940     14.940        7.940      1.500       1.000        698               8/17/2006            60    Y                                                   0
        3845   S               P                C                               73                  1    C3                    A4AL                         37      7.850                     1                        1010000.00     90.00         0.00                90.00              909000.00              908178.92             0.00             0.00                 360                     357               480     91403   CA                      6.850     13.850        7.850      1.500       1.000        654               9/11/2006             0    N                                                  12   H
        3846   S               I                C                               73                  1    C4                    A4AL                         37      8.250                     1                         650000.00     80.00         0.00                80.00              520000.00              519440.14             0.00             0.00                 360                     356               480     91335   CA                      7.250     14.250        8.250      1.500       1.000        639               8/17/2006             0    N                                                  36   H
        3847   S               P                C                               73                  1                      1   A4AL                         32      8.990                     1                         725000.00     90.00         0.00                90.00              652500.00              651934.46             0.00             0.00                 360                     356               480     48167   MI                      7.750     14.990        8.990      1.500       1.000        572               8/25/2006             0    N                                                  24   H
        3848   F               P                C                               74                  1                      1   A5AL                         48      8.750                     1                         100000.00     80.00        20.00               100.00               80000.00               79944.37         20000.00             0.00                 360                     357               480     37411   TN                      7.750     14.750        8.750      1.500       1.000        588               9/16/2006             0    Y                                                  36   H
        3849   S               P                C                                7                  1    C4                    A5AL                         41      8.500                     1                         460000.00     59.89         0.00                59.89              275500.00              275224.21             0.00             0.00                 360                     356               480     90746   CA                      0.000      0.000        0.000      0.000       0.000        607               8/24/2006             0    Y                                                  36   H
        3850   S               I                C                               73                  1    C1                    A4AL                         48      7.750                     1                         101000.00     83.17         0.00                83.17               84000.00               83760.53             0.00             0.00                 360                     356               360     49431   MI                      6.750     13.750        7.750      1.500       1.000        673               8/29/2006             0    N                                                  24   H
        3851   S               P                C                               73                  1    C4                    A4AL                         39      7.800                     1                         268000.00     59.33         0.00                59.33              159000.00              158854.28             0.00             0.00                 360                     357               480     33168   FL                      6.800     13.800        7.800      1.500       1.000        602                9/5/2006             0    N                                                  24   H
        3852   C               P                P                               73                  1                      1   A5AL                         41      7.800                     1                          75000.00     80.00        20.00               100.00               60000.00               59873.39         15000.00             0.00                 360                     357               360     75060   TX                      6.700     13.800        7.800      1.500       1.000        690               9/22/2006             0    Y                                                  24   H
        3853   S               P                P                               73                  1    C4                    AXAL                         42      8.600                     1                         295000.00     90.00         0.00                90.00              265500.00              265307.10             0.00             0.00                 360                     357               480     33068   FL                      7.600     14.600        8.600      1.500       1.000        611               9/17/2006             0    N                                                  24   H
        3854   S               I                P                               74                  1    C4                    A4AL                         26      9.700                     1                         394320.00     95.00         0.00                95.00              374604.00              374069.78             0.00             0.00                 360                     357               360     11783   NY                      7.750     15.700        9.700      1.500       1.000        699                9/7/2006             0    N                                                   0
        3855   S               P                C                               73                  1                      1   A5AL                         42      8.450                     1                         150000.00     90.00         0.00                90.00              135000.00              134750.35             0.00             0.00                 360                     357               360     74070   OK                      7.450     14.450        8.450      1.500       1.000        639               9/18/2006             0    Y                                                  24   H
        3856   S               I                P                               73                  1    C4                    A4AL                         25      9.990                     1                         250000.00     90.00         0.00                90.00              225000.00              224855.44             0.00             0.00                 360                     356               480     89048   NV                      7.750     15.990        9.990      1.500       1.000        698               8/18/2006             0    N                                                  24   H
        3857   C               P                C                                7                  1    C1                    A4AL                         48      8.990                     1                          89000.00     90.00         0.00                90.00               80100.00               80030.54             0.00             0.00                 360                     356               480     33313   FL                      0.000      0.000        0.000      0.000       0.000        612               8/24/2006             0    N                                                  36   H
        3858   S               P                C                               73                  1                      1   A4AL                         24      8.500                     1                         217000.00     90.00         0.00                90.00              195300.00              195062.53             0.00             0.00                 360                     358               360     56215   MN                      5.500     14.500        5.500      1.500       1.000        614              10/16/2006             0    N                                                  24   H
        3859   P               P                C                               73                  1    C4                    A4AL                         42      9.400                     1                         658000.00     90.00         0.00                90.00              592200.00              591745.65             0.00             0.00                 360                     356               480     92672   CA                      7.750     15.400        9.400      1.500       1.000        617               8/25/2006             0    N                                                  12   H
        3860   S               P                C                                7                  1    C4                    AXAL                         38      7.250                     1                         675000.00     80.00        20.00               100.00              540000.00              539223.07        135000.00             0.00                 360                     356               480     91710   CA                      0.000      0.000        0.000      0.000       0.000        644               8/22/2006             0    N                                                  36   H
        3861   S               P                R                               73                  1                      1   A5AL                         50      9.300                     1                         237800.00     95.00         0.00                95.00              225910.00              225745.89             0.00             0.00                 360                     357               480     37062   TN                      7.750     15.300        9.300      1.500       1.000        634                9/5/2006             0    Y                                                  36   H
        3862   S               P                C                              175                  1    C4                    A4AL                         46      7.990                     1                         385000.00     88.31         0.00                88.31              340000.00              339705.01             0.00             0.00                 360                     357               480     92345   CA                      6.990     13.990        7.990      1.500       1.000        587                9/6/2006             0    N                                                  36   H
        3863   S               P                C                               73                  1                      1   A4AL                         49      8.250                     1                         240000.00     90.00         0.00                90.00              216000.00              215767.46             0.00             0.00                 360                     356               480     98311   WA                      7.250     14.250        8.250      1.500       1.000        575               8/25/2006             0    N                                                  36   H
        3864   S               P                C                               73                  1    C4                    A5AL                         43      9.200                     1                         350000.00     60.00         0.00                60.00              210000.00              209872.22             0.00             0.00                 360                     357               480     33312   FL                      7.750     15.200        9.200      1.500       1.000        627               9/22/2006             0    Y                                                  24   H
        3865   P               P                C                               73                  1    C4                    A5AL                         50      7.600                     1                         335000.00     85.82         0.00                85.82              287500.00              287221.02             0.00             0.00                 360                     357               480     99645   AK                      6.600     13.600        7.600      1.500       1.000        664                9/8/2006             0    Y                                                   0
        3866   S               P                C                               73                  1    C4                    A5AL                         48      9.650                     1                         320000.00     90.00         0.00                90.00              288000.00              287794.98             0.00             0.00                 360                     356               480     92057   CA                      7.750     15.650        9.650      1.500       1.000        597               8/17/2006             0    Y                                                  36   H
        3867   S               P                C                              175                  1    C4                    AXAL                         46      7.750                     1                         157000.00     80.00         0.00                80.00              125600.00              125483.24             0.00             0.00                 360                     357               480     33916   FL                      6.750     13.750        7.750      1.500       1.000        562               9/16/2006             0    N                                                  36   H
        3868   S               P                P                               73                  1    C4                    A5AL                         38      7.750                     1                         545000.00     80.00        20.00               100.00              436000.00              435457.83        109000.00             0.00                 360                     356               480     92707   CA                      6.750     13.750        7.750      1.500       1.000        662               8/17/2006             0    Y                                                  24   H
        3869   C               P                P                               73                  1                      1   A5AL                         45      8.850                     1                         230000.00     80.00        20.00               100.00              184000.00              183686.60         46000.00             0.00                 360                     357               360     33326   FL                      7.750     14.850        8.850      1.500       1.000        589               9/27/2006             0    Y                                                  24   H
        3870   S               S                C                               73                  1    C4                    A4AL                         39      9.600                     1                         730000.00     90.00         0.00                90.00              657000.00              655719.06             0.00             0.00                 360                     356               360      8730   NJ                      7.750     15.600        9.600      1.500       1.000        571               8/25/2006             0    N                                                   0
        3871   S               P                C                               10                  1                      1   A4AL                         43      7.990                     1                         135000.00     82.96         0.00                82.96              112000.00              111772.57             0.00             0.00                 360                     357               360     31558   GA                      0.000      0.000        0.000      0.000       0.000        697               9/28/2006             0    N                                                   0
        3872   S               I                C                               73                  1    C4                    AXAL                         39      8.999                     1                         125000.00     85.00         0.00                85.00              106250.00              106015.16             0.00             0.00                 360                     356               360     13041   NY                      7.750     14.999        8.999      1.500       1.000        633               8/31/2006             0    N                                                   0
        3873   S               P                P                               74                  1    C4                    A5AL                         50      7.850                     1                         575000.00     80.00        20.00               100.00              460000.00              459444.17        115000.00             0.00                 360                     356               480     11501   NY                      6.850     13.850        7.850      1.500       1.000        695               8/29/2006             0    Y                                                   0
        3874   S               P                C                               73                  1                      1   A5AL                         47      9.250                     1                         230000.00     85.00         0.00                85.00              195500.00              195343.12             0.00             0.00                 360                     356               480     64080   MO                      7.750     15.250        9.250      1.500       1.000        625               8/24/2006             0    Y                                                  24   H
        3875   S               P                C                               73                  1    C4                    A4AL                         37      8.000                     1                         710000.00     80.00         0.00                80.00              568000.00              567783.73             0.00             0.00                 360                     357               600     94513   CA                      7.000     14.000        8.000      1.500       1.000        647               9/11/2006             0    N                                                  36   H
        3876   F               P                P                               74                  1    C4                    A5AL                         48      7.900                     1                         670000.00     80.00        20.00               100.00              536000.00              534887.32        134000.00             0.00                 360                     357               360     11413   NY                      6.900     13.900        7.900      1.500       1.000        676               9/29/2006             0    Y                                                   0
        3877   S               P                C                               10                  1                      1   A4AL                         43     11.825                     1                          93000.00     75.00         0.00                75.00               69750.00               69687.13             0.00             0.00                 360                     357               360     75216   TX                      0.000      0.000        0.000      0.000       0.000        540               9/12/2006             0    N                                                   0
        3878   S               P                P                               74                  1                      1   A5AL                         39      9.100                     1                         164500.00     80.00        20.00               100.00              131600.00              131387.18         32900.00             0.00                 360                     357               360     79912   TX                      7.400     15.100        9.100      1.500       1.000        587               9/13/2006             0    Y                                                   0
        3879   C               P                P                               74                  1    C4                    A5AL                         50      8.150                     1                         387000.00     75.00         0.00                75.00              290250.00              290009.55             0.00             0.00                 360                     357               480     20906   MD                      6.850     14.150        8.150      1.500       1.000        659               9/21/2006             0    Y                                                   0
        3880   S               P                P                               73                  1                      1   A4AL                         23     10.950                     1                          70100.00     95.00         0.00                95.00               66595.00               66497.64             0.00             0.00                 360                     356               360     77590   TX                      6.000     16.950       10.950      1.500       1.000        581               8/31/2006             0    N                                                   0
        3881   S               P                P                               73                  1    C4                    A5AL                         35      8.900                     1                         252000.00     90.00         0.00                90.00              226800.00              226649.16             0.00             0.00                 360                     357               480     33411   FL                      7.750     14.900        8.900      1.500       1.000        614               9/18/2006             0    Y                                                  24   H
        3882   S               P                C                               10                  1    C1                    A4AL                         40      8.400                     1                         104000.00     90.00         0.00                90.00               93600.00               93425.11             0.00             0.00                 360                     357               360     48209   MI                      0.000      0.000        0.000      0.000       0.000        622               9/11/2006             0    N                                                  36   H
        3883   F               P                C                               74                  1                      1   AXAL                         53      7.950                     1                         650000.00     76.54         0.00                76.54              497500.00              496379.87             0.00             0.00                 360                     357               360     10705   NY                      6.950     13.950        7.950      1.500       1.000        582               9/22/2006             0    N                                                   0
        3884   S               P                C                               73                  1    C4                    A4AL                         38      8.600                     1                         255000.00     80.00         0.00                80.00              204000.00              203851.79             0.00             0.00                 360                     357               480     85051   AZ                      7.600     14.600        8.600      1.500       1.000        609                9/8/2006             0    N                                                  24   H
        3885   S               P                C                                7                  1    C1                    A4AL                         41      8.500                     1                         810000.00     94.44         0.00                94.44              765000.00              764427.71             0.00             0.00                 360                     357               480     96797   HI                      0.000      0.000        0.000      0.000       0.000        678               9/28/2006             0    N                                                  36   H
        3886   S               P                C                               74                  1    C4                    AXAL                         48      7.650                     1                         317000.00     84.46         0.00                84.46              267750.00              267407.41             0.00             0.00                 360                     356               480     87107   NM                      6.650     13.650        7.650      1.500       1.000        633               8/25/2006             0    N                                                   0
        3887   C               P                C                               10                  1    C1                    A4AL                         37      6.750                     1                         300000.00     85.00         0.00                85.00              255000.00              254337.63             0.00             0.00                 360                     357               360     96706   HI                      0.000      0.000        0.000      0.000       0.000        695               9/17/2006             0    N                                                  36   H
        3888   P               P                P                               74                  1                      1   A4AL                         41      6.800                     1                         293331.00     80.00        20.00               100.00              234664.00              234060.36         58667.00             0.00                 360                     357               360     75078   TX                      6.250     12.900        6.800      1.500       1.000        684               9/28/2006             0    N                                                  36   H
        3889   S               P                P                               73                  1    C4                    A5AL                         50      9.400                     1                         330000.00     80.00        20.00               100.00              264000.00              263599.01         66000.00             0.00                 360                     357               360     33351   FL                      7.750     15.400        9.400      1.500       1.000        677               9/20/2006             0    Y                                                   0
        3890   S               P                C                               73                  1    C4                    A5AL                         26      7.800                     1                         240000.00     79.17         0.00                79.17              190000.00              189599.13             0.00             0.00                 360                     357               360     85338   AZ                      6.800     13.800        7.800      1.500       1.000        628                9/6/2006             0    Y                                                  24   H
        3891   S               P                P                                7                  2    C4                    A5AL                         50     11.550                     1                         330000.00    100.00         0.00               100.00               66000.00               65936.79             0.00        264000.00                 180                     177               360     33351   FL                      0.000      0.000        0.000      0.000       0.000        677               9/20/2006             0    Y                                                  24   H
        3892   P               P                P                               73                  1                      1   A4AL                         50      8.250                     1                         317317.00     90.00         0.00                90.00              285585.00              285355.18             0.00             0.00                 360                     357               480     89148   NV                      7.250     14.250        8.250      1.500       1.000        579                9/1/2006             0    N                                                  24   H
        3893   S               P                P                               74                  1                      1   A4AL                         47     10.800                     1                         320500.00     75.00         0.00                75.00              240375.00              240104.01             0.00             0.00                 360                     357               360     60193   IL                      5.400     16.800       10.800      1.500       1.000        580               9/19/2006             0    N                                                   0
        3894   S               P                P                               73                  1    C4                    A5AL                         49      7.900                     1                         292500.00     80.00        20.00               100.00              234000.00              233791.64         58500.00             0.00                 360                     357               480     33462   FL                      6.900     13.900        7.900      1.500       1.000        686               9/15/2006             0    Y                                                  24   H
        3895   S               P                P                                7                  2                      1   A4AL                         46     11.750                     1                         400000.00    100.00         0.00               100.00               80000.00               79926.70             0.00        320000.00                 180                     177               360     11096   NY                      0.000      0.000        0.000      0.000       0.000        639               9/18/2006             0    N                                                   0
        3896   S               P                C                                7                  1    C4                    A5AL                         47      8.400                     1                         230000.00     95.00         0.00                95.00              218500.00              218295.65             0.00             0.00                 360                     357               480     92311   CA                      0.000      0.000        0.000      0.000       0.000        661               9/29/2006             0    Y                                                  36   H
        3897   S               P                C                               74                  1                      1   A4AL                         49      8.000                     1                         224000.00     90.00         0.00                90.00              201600.00              201366.69             0.00             0.00                 360                     356               480     60436   IL                      5.850     14.000        8.000      1.500       1.000        585               8/25/2006             0    N                                                   0
        3898   S               P                C                               73                  1    C4                    A4AL                         22      8.750                     1                         420000.00     60.00         0.00                60.00              252000.00              251824.82             0.00             0.00                 360                     357               480     92345   CA                      7.750     14.750        8.750      1.500       1.000        680                9/7/2006             0    N                                                   0
        3899   F               I                C                               10                  1    C4                    A4AL                         35      8.750                     1                         186000.00     60.67         0.00                60.67              112850.00              112520.54             0.00             0.00                 360                     355               360     93215   CA                      0.000      0.000        0.000      0.000       0.000        648               7/10/2006             0    N                                                  36   H
        3900   S               P                P                               74                  1                      1   A5AL                         27      6.990                     1                         523000.00     80.00         0.00                80.00              418400.00              418400.00             0.00             0.00                 360                     357               360     11972   NY                      6.250     13.990        6.990      1.500       1.000        621                9/5/2006            60    Y                                                   0
        3901   S               P                P                               74                  1                      1   A5AL                         49      7.950                     1                          85000.00     90.00        10.00               100.00               76500.00               76194.83          8500.00             0.00                 360                     355               360     76114   TX                      6.950     13.950        7.950      1.500       1.000        587               7/27/2006             0    Y                                                  36   H
        3902   S               P                C                               73                  1    C4                    A4AL                         44      8.950                     1                         155000.00     85.00         0.00                85.00              131750.00              131380.92             0.00             0.00                 360                     355               360     85016   AZ                      7.750     14.950        8.950      1.500       1.000        616               7/10/2006             0    N                                                  24   H
        3903   S               P                P                               73                  1    C4                    AMAL                         48      8.800                     1                         645000.00     80.00         0.00                80.00              516000.00              515406.56             0.00             0.00                 360                     355               480     10965   NY                      5.750     14.800        8.800      1.500       1.000        608               7/21/2006             0    N                                                   0
        3904   S               P                P                               73                  1                      1   A5AL                         48      9.800                     1                          67000.00     90.00        10.00               100.00               60300.00               60158.50          6700.00             0.00                 360                     355               360     64127   MO                      7.250     15.800        9.800      1.500       1.000        585                7/7/2006             0    Y                                                  24   H
        3905   P               P                C                               73                  1                      1   A4AL                         28      7.750                     1                         295000.00     80.00         0.00                80.00              236000.00              235156.31             0.00             0.00                 360                     355               360     98568   WA                      6.750     13.750        7.750      1.500       1.000        599               7/13/2006             0    N                                                  24   H
        3906   S               P                C                               73                  1                      1   A5AL                         43      7.750                     1                         275000.00     80.00         0.00                80.00              220000.00              219213.52             0.00             0.00                 360                     355               360     89014   NV                      6.750     13.750        7.750      1.500       1.000        624               7/25/2006             0    Y                                                  12   H
        3907   S               P                C                               73                  1    C4                    A5AL                         46      8.800                     1                         260000.00     90.00         0.00                90.00              234000.00              233730.88             0.00             0.00                 360                     355               480     33157   FL                      7.750     14.800        8.800      1.500       1.000        628               7/12/2006             0    Y                                                  24   H
        3908   S               P                P                               73                  1    C4                    C AL                         31      8.990                     1                         299441.00     75.00         0.00                75.00              224580.00              223956.06             0.00             0.00                 360                     355               360     34471   FL                      7.750     14.990        8.990      1.500       1.000        601               7/27/2006             0    N                                                  24   H
        3909   S               P                C                               73                  1    C1                    A5AL                         39      7.750                     1                         146400.00     89.99         0.00                89.99              131750.00              131374.24             0.00             0.00                 360                     356               360     33619   FL                      6.750     13.750        7.750      1.500       1.000        582               7/27/2006             0    Y                                                  36   H
        3910   S               P                C                              175                  1    C4                    A5AL                         45      8.790                     1                         151000.00     90.00         0.00                90.00              135900.00              135775.02             0.00             0.00                 360                     356               480     15017   PA                      7.750     14.790        8.790      1.500       1.000        561                8/3/2006             0    Y                                                  36   H
        3911   P               P                C                               73                  1                      1   A4AL                         45      7.990                     1                         482000.00     89.63         0.00                89.63              432001.00              431371.59             0.00             0.00                 360                     355               480     20735   MD                      6.990     13.990        7.990      1.500       1.000        609               6/30/2006             0    N                                                  24   H
        3912   S               P                C                               73                  1    C4                    A5AL                         33      9.830                     1                         191000.00     80.00         0.00                80.00              152800.00              152443.74             0.00             0.00                 360                     355               360     77471   TX                      7.750     15.830        9.830      1.500       1.000        608               7/17/2006             0    Y                                                   0
        3913   S               P                C                               10                  1                      1   A4AL                         44      6.750                     1                         310000.00     46.13         0.00                46.13              143000.00              142377.42             0.00             0.00                 360                     355               360     21122   MD                      0.000      0.000        0.000      0.000       0.000        589               7/13/2006             0    N                                                  36   H
        3914   P               P                P                               74                  1    C4                    A4AL                         48      8.990                     1                         360000.00     90.00         0.00                90.00              324000.00              323596.92             0.00             0.00                 360                     355               480     12775   NY                      7.750     14.990        8.990      1.500       1.000        619               7/19/2006             0    N                                                   0
        3915   S               P                P                               73                  1    C4                    A4AL                         41      9.200                     1                          97900.00     85.00        10.00                95.00               83215.00               83129.95          9790.00             0.00                 360                     355               480     44108   OH                      3.000     15.200        9.200      1.500       1.000        605               7/20/2006             0    N                                                  24   H
        3916   S               P                C                               10                  1    C1                    A4AL                         39      7.250                     1                         225000.00     71.11         0.00                71.11              160000.00              159300.10             0.00             0.00                 360                     355               360     85303   AZ                      0.000      0.000        0.000      0.000       0.000        628               7/14/2006             0    N                                                  36   H
        3917   S               P                C                               73                  1                      1   A4AL                         31      7.000                     1                         255000.00     72.16         0.00                72.16              184000.00              183237.00             0.00             0.00                 360                     355               360     20743   MD                      6.250     13.000        7.000      1.500       1.000        636               7/17/2006             0    N                                                  36   H
        3918   S               P                C                               74                  1    C4                    A4AL                         48      9.000                     1                         350000.00     90.00         0.00                90.00              315000.00              314126.65             0.00             0.00                 360                     355               360      7008   NJ                      7.750     15.000        9.000      1.500       1.000        642               7/14/2006             0    N                                                   0
        3919   S               P                C                               73                  1                      1   A4AL                         43      8.400                     1                         390000.00     80.00        20.00               100.00              312000.00              311596.59         78000.00             0.00                 360                     355               480     33015   FL                      7.400     14.400        8.400      1.500       1.000        622               7/20/2006             0    N                                                  24   H
        3920   P               P                C                                7                  1                      1   A4AL                         42      6.750                     1                         172000.00     90.00         0.00                90.00              154800.00              154642.43             0.00             0.00                 360                     355               600     33844   FL                      0.000      0.000        0.000      0.000       0.000        636               7/10/2006             0    N                                                   0
        3921   S               P                C                               73                  1                      1   A5AL                         31      7.250                     1                         128000.00     79.69         0.00                79.69              102000.00              101597.32             0.00             0.00                 360                     355               360     45601   OH                      6.250     13.250        7.250      1.500       1.000        597               6/28/2006             0    Y                                                  36   H
        3922   S               P                C                               10                  1    C4                    AXAL                         24      8.750                     1                         205000.00     58.54         0.00                58.54              120000.00              119649.68             0.00             0.00                 360                     355               360     93646   CA                      0.000      0.000        0.000      0.000       0.000        547               7/20/2006             0    N                                                  36   H
        3923   S               P                C                               73                  1                      1   A5AL                         50      7.920                     1                         135000.00     77.78         0.00                77.78              105000.00              104710.71             0.00             0.00                 360                     356               360     23434   VA                      6.920     13.920        7.920      1.500       1.000        584               8/22/2006             0    Y                                                  24   H
        3924   S               P                C                               10                  1                      1   A4AL                         34      7.000                     1                         255000.00     72.16         0.00                72.16              184000.00              183237.01             0.00             0.00                 360                     355               360     34769   FL                      0.000      0.000        0.000      0.000       0.000        689               7/12/2006             0    N                                                  36   H
        3925   F               P                C                               74                  1    C4                    A4AL                         29      9.590                     1                         105000.00     80.00         0.00                80.00               84000.00               83794.04             0.00             0.00                 360                     355               360     13032   NY                      7.600     15.590        9.590      1.500       1.000        541               7/24/2006             0    N                                                   0
        3926   S               P                P                               73                  1    C4                    A4AL                         46      8.700                     1                         470000.00     90.00         0.00                90.00              423000.00              422498.98             0.00             0.00                 360                     355               480     11692   NY                      7.700     14.700        8.700      1.500       1.000        610                7/7/2006             0    N                                                   0
        3927   S               P                C                               73                  1    C4                    A5AL                         41      9.250                     1                         100000.00     80.00         0.00                80.00               80000.00               79832.14             0.00             0.00                 360                     356               360     31405   GA                      7.750     15.250        9.250      1.500       1.000        544               8/25/2006             0    Y                                                   0
        3928   F               I                C                               73                  1                      1   A4AL                         43      8.850                     1                         150000.00     90.00         0.00                90.00              135000.00              134613.93             0.00             0.00                 360                     355               360      1247   MA                      7.750     14.850        8.850      1.500       1.000        626               7/18/2006             0    N                                                  24   H
        3929   S               P                C                               73                  1                      1   AXAL                         48      9.000                     1                         255000.00     95.00         0.00                95.00              242250.00              242093.58             0.00             0.00                 360                     357               480     98387   WA                      7.750     15.000        9.000      1.500       1.000        570               9/14/2006             0    N                                                  24   H
        3930   S               P                C                                7                  1    C4                    A4AL                         48      7.590                     1                         222000.00     60.81         0.00                60.81              135000.00              134824.28             0.00             0.00                 360                     356               480     33435   FL                      0.000      0.000        0.000      0.000       0.000        639               8/24/2006             0    N                                                  36   H
        3931   P               P                C                                7                  1    C4                    A4AL                         48      7.690                     1                         270000.00     83.33         0.00                83.33              225000.00              224903.63             0.00             0.00                 360                     357               600     33066   FL                      0.000      0.000        0.000      0.000       0.000        603               9/17/2006             0    N                                                  36   H
        3932   S               P                P                               73                  1    C1                    A5AL                         43      8.600                     1                         133500.00     90.00         0.00                90.00              120150.00              119861.70             0.00             0.00                 360                     356               360     33872   FL                      7.600     14.600        8.600      1.500       1.000        573               8/25/2006             0    Y                                                  24   H
        3933   T               P                C                               74                  1                      1   A4AL                         37      7.875                     1                         220000.00     89.09         0.00                89.09              196000.00              195729.33             0.00             0.00                 360                     358               360     19335   PA                      4.875     13.875        4.875      1.500       1.000        587              10/16/2006             0    N                                                  24   H
        3934   S               P                C                               10                  1    C1                    A4AL                         38      7.650                     1                         400000.00     82.50         0.00                82.50              330000.00              329282.49             0.00             0.00                 360                     357               360     93543   CA                      0.000      0.000        0.000      0.000       0.000        604               8/31/2006             0    N                                                  36   H
        3935   S               P                P                               10                  1                      1   A5AL                         25      9.950                     1                         840000.00     88.10         0.00                88.10              740000.00              738641.39             0.00             0.00                 360                     356               360     92545   CA                      0.000      0.000        0.000      0.000       0.000        564               8/29/2006             0    Y                                                  36   H
        3936   F               P                P                               73                  1    C4                    A4AL                         51      7.750                     1                         650000.00     80.00        20.00               100.00              520000.00              520000.00        130000.00             0.00                 360                     356               360     11435   NY                      6.750     12.750        7.750      1.500       1.000        691               8/17/2006            60    N                                                   0
        3937   S               P                C                               74                  1    C4                    A5AL                         37      7.750                     1                         490000.00     55.71         0.00                55.71              273000.00              272418.20             0.00             0.00                 360                     357               360     11580   NY                      6.750     13.750        7.750      1.500       1.000        597                9/7/2006             0    Y                                                   0
        3938   S               P                C                               74                  1    C4                    A4AL                         34      7.990                     1                         300000.00     85.00         0.00                85.00              255000.00              254778.74             0.00             0.00                 360                     357               480     12566   NY                      6.990     13.990        7.990      1.500       1.000        579                9/6/2006             0    N                                                   0
        3939   S               P                C                                7                  1    C4                    A5AL                         31      7.500                     1                         220000.00     80.00         0.00                80.00              176000.00              175764.97             0.00             0.00                 360                     356               480     33068   FL                      0.000      0.000        0.000      0.000       0.000        624               8/23/2006             0    Y                                                  36   H
        3940   S               P                C                               73                  1    C4                    A4AL                         42     10.500                     1                         181000.00     85.00         0.00                85.00              153850.00              153786.80             0.00             0.00                 360                     357               480     60123   IL                      5.300     16.500       10.500      1.500       1.000        590                9/6/2006             0    N                                                   0
        3941   C               P                C                               73                  1    C4                    A4AL                         51      8.900                     1                         221000.00     80.00        20.00               100.00              176800.00              176682.40         44200.00             0.00                 360                     357               480     48346   MI                      7.750     14.900        8.900      1.500       1.000        642               9/11/2006             0    N                                                  36   H
        3942   S               P                C                                7                  1                      1   A4AL                         38      7.990                     1                         144000.00     80.00        20.00               100.00              115200.00              115100.04         28800.00             0.00                 360                     357               480     23805   VA                      0.000      0.000        0.000      0.000       0.000        635               9/13/2006             0    N                                                  36   H
        3943   S               P                P                               73                  1    C4                    A4AL                         40      7.500                     1                         430000.00     80.00        20.00               100.00              344000.00              343656.55         86000.00             0.00                 360                     357               480     92563   CA                      6.500     13.500        7.500      1.500       1.000        664               9/13/2006             0    N                                                  24   H
        3944   S               P                P                                7                  2    C4                    A5AL                         29     11.550                     1                         430000.00    100.00         0.00               100.00               86000.00               85917.64             0.00        344000.00                 180                     177               360     92563   CA                      0.000      0.000        0.000      0.000       0.000        664               9/13/2006             0    Y                                                  24   H
        3945   S               P                P                                7                  2                      1   A4AL                         33     11.050                     1                         140000.00    100.00         0.00               100.00               28000.00               27970.09             0.00        112000.00                 180                     177               360     34471   FL                      0.000      0.000        0.000      0.000       0.000        656               9/14/2006             0    N                                                  24   H
        3946   S               P                P                               73                  1    C4                    A5AL                         45      7.850                     1                         263000.00     80.00        20.00               100.00              210400.00              210209.93         52600.00             0.00                 360                     357               480     97132   OR                      6.850     13.850        7.850      1.500       1.000        641               9/12/2006             0    Y                                                  24   H
        3947   S               S                C                               74                  1    C4                    A4AL                         48      8.000                     1                         660000.00     90.00         0.00                90.00              594000.00              593312.52             0.00             0.00                 360                     356               480     92084   CA                      7.000     14.000        8.000      1.500       1.000        670               8/25/2006             0    N                                                  36   H
        3948   S               P                C                                7                  1    C4                    AXAL                         32      7.900                     1                         635000.00     53.54         0.00                53.54              340000.00              339697.24             0.00             0.00                 360                     357               480     33134   FL                      0.000      0.000        0.000      0.000       0.000        597               9/17/2006             0    N                                                  36   H
        3949   F               P                C                               74                  1    C4                    A4AL                         44      8.500                     1                         370000.00     87.57         0.00                87.57              324000.00              323757.60             0.00             0.00                 360                     357               480     60651   IL                      5.850     14.500        8.500      1.500       1.000        622               8/31/2006             0    N                                                   0
        3950   S               P                P                               73                  1                      1   A4AL                         32      9.000                     1                         156750.00     80.00         0.00                80.00              125400.00              125192.96             0.00             0.00                 360                     357               360     48092   MI                      7.750     15.000        9.000      1.500       1.000        617               9/13/2006             0    N                                                  36   H
        3951   S               P                P                               73                  1    C4                    A5AL                         47      7.950                     1                         470000.00     80.00        20.00               100.00              376000.00              375230.31         94000.00             0.00                 360                     357               360     11003   NY                      6.950     13.950        7.950      1.500       1.000        640               9/27/2006             0    Y                                                   0
        3952   S               P                R                               10                  1                      1   A4AL                         40      7.990                     1                         134000.00     73.13         0.00                73.13               98000.00               97718.32             0.00             0.00                 360                     357               360     78504   TX                      0.000      0.000        0.000      0.000       0.000        578               9/11/2006             0    N                                                   0
        3953   S               P                C                               73                  1                      1   A4AL                         32      8.990                     1                          88000.00     85.23         0.00                85.23               75000.00               74875.92             0.00             0.00                 360                     357               360     30720   GA                      7.750     14.990        8.990      1.500       1.000        683                9/5/2006             0    N                                                   0
        3954   S               P                P                               73                  1    C4                    A4AL                         48      7.050                     1                         495000.00     80.00        19.23                99.23              396000.00              395551.07         95200.00             0.00                 360                     357               480     11003   NY                      6.250     13.050        7.050      1.500       1.000        683               9/13/2006             0    N                                                   0
        3955   S               P                P                                7                  2    C4                    A4AL                         48     11.400                     1                         495000.00     99.23         0.00                99.23               95200.00               95105.78             0.00        396000.00                 180                     177               360     11003   NY                      0.000      0.000        0.000      0.000       0.000        683               9/13/2006             0    N                                                   0
        3956   S               P                C                               73                  1                      1   A5AL                         50      8.600                     1                         360000.00     95.00         0.00                95.00              342000.00              341751.54             0.00             0.00                 360                     357               480     60451   IL                      5.850     14.600        8.600      1.500       1.000        604                9/8/2006             0    Y                                                   0
        3957   S               I                C                               10                  1                      1   A4AL                         39      7.950                     1                         275000.00     80.00         0.00                80.00              220000.00              219397.53             0.00             0.00                 360                     356               360     33023   FL                      0.000      0.000        0.000      0.000       0.000        640               8/28/2006             0    N                                                  36   H
        3958   S               P                P                               73                  1    C4                    A4AL                         45      8.600                     1                         785000.00     80.00        20.00               100.00              628000.00              626873.90        157000.00             0.00                 360                     357               360     94134   CA                      7.600     14.600        8.600      1.500       1.000        643                9/8/2006             0    N                                                  24   H
        3959   S               P                C                               73                  1    C4                    A5AL                         34      8.250                     1                         238000.00     60.00         0.00                60.00              142800.00              142524.93             0.00             0.00                 360                     357               360     33060   FL                      7.250     14.250        8.250      1.500       1.000        583               9/12/2006             0    Y                                                  24   H
        3960   S               P                P                               73                  1    C4                    A4AL                         50      8.250                     1                         119375.00     80.00        20.00               100.00               95500.00               95279.68         23875.00             0.00                 360                     357               360     75149   TX                      6.800     14.250        8.250      1.500       1.000        667               9/11/2006             0    N                                                  24   H
        3961   P               P                P                               73                  1    C4                    A5AL                         46      7.950                     1                         679000.00     80.00        20.00               100.00              543200.00              542989.18        135800.00             0.00                 360                     357               600     85085   AZ                      6.950     13.950        7.950      1.500       1.000        678               9/15/2006             0    Y                                                  24   H
        3962   S               P                C                               73                  1                      1   A4AL                         49      8.500                     1                         170000.00     88.24         0.00                88.24              150000.00              149725.43             0.00             0.00                 360                     357               360     85648   AZ                      5.000     14.500        5.000      1.500       1.000        619               9/21/2006             0    N                                                   0
        3963   S               P                P                               73                  1    C3                    A5AL                         47      8.990                     1                         133400.00     80.00        20.00               100.00              106720.00              106543.42         26680.00             0.00                 360                     357               360     53221   WI                      4.775     14.990        8.990      1.500       1.000        606               9/29/2006             0    Y                                                  24   H
        3964   T               P                C                               73                  1                      1   A4AL                         42      8.875                     1                         270000.00     95.00         0.00                95.00              256500.00              256065.41             0.00             0.00                 360                     357               360     20032   DC                      5.225     14.875        5.225      1.500       1.000        610               9/27/2006             0    N                                                  12   H
        3965   S               P                C                               73                  1                      1   A4AL                         44      8.375                     1                         190400.00     90.00         0.00                90.00              171360.00              171038.24             0.00             0.00                 360                     357               360     23513   VA                      4.975     14.375        4.975      1.500       1.000        585               9/28/2006             0    N                                                  12   H
        3966   S               P                C                               73                  1                      1   A4AL                         50      8.200                     1                          99000.00     79.29         0.00                79.29               78500.00               78347.24             0.00             0.00                 360                     357               360     53216   WI                      5.200     14.200        8.200      1.500       1.000        541               9/11/2006             0    N                                                  24   H
        3967   S               P                P                               73                  1    C3                    A5AL                         33     10.375                     1                         198000.00     95.00         0.00                95.00              188100.00              187867.64             0.00             0.00                 360                     357               360     29577   SC                      6.500     16.375       10.375      1.500       1.000        561               9/18/2006             0    Y                                                  24   H
        3968   S               P                C                               73                  1                      1   A4AL                         43      8.650                     1                         225000.00     85.00         0.00                85.00              191250.00              191113.07             0.00             0.00                 360                     357               480     80236   CO                      7.650     14.650        8.650      1.500       1.000        545               9/15/2006             0    N                                                  24   H
        3969   S               P                C                               73                  1    C4                    A4AL                         47      9.500                     1                         300000.00     80.00         0.00                80.00              240000.00              239643.01             0.00             0.00                 360                     357               360     33405   FL                      7.750     15.500        9.500      1.500       1.000        575               9/14/2006             0    N                                                  24   H
        3970   S               P                C                                7                  1    C4                    A4AL                         35      7.570                     1                         308000.00     90.00         0.00                90.00              277200.00              276891.78             0.00             0.00                 360                     357               480     11967   NY                      0.000      0.000        0.000      0.000       0.000        650               9/15/2006             0    N                                                  12   H
        3971   S               P                C                               10                  1                      1   AXAL                         23      9.075                     1                         190000.00     57.63         0.00                57.63              109500.00              109322.00             0.00             0.00                 360                     357               360     92301   CA                      0.000      0.000        0.000      0.000       0.000        540               9/21/2006             0    N                                                  36   H
        3972   S               P                P                               73                  1    C4                    A5AL                         49      8.700                     1                         283000.00     80.00        20.00               100.00              226400.00              226002.27         56600.00             0.00                 360                     357               360     34953   FL                      7.700     14.700        8.700      1.500       1.000        659               9/14/2006             0    Y                                                  24   H
        3973   S               P                P                               74                  1                      1   A5AL                         33      8.990                     1                          80000.00     80.00        20.00               100.00               64000.00               63858.28         16000.00             0.00                 360                     356               360     81004   CO                      7.750     14.990        8.990      1.500       1.000        605               8/31/2006             0    Y                                                  36   H
        3974   S               I                C                               73                  1    C4                    AXAL                         49      9.125                     1                         230000.00     80.00         0.00                80.00              184000.00              183703.99             0.00             0.00                 360                     357               360     92354   CA                      7.750     15.125        9.125      1.500       1.000        642               9/15/2006             0    N                                                  24   H
        3975   P               P                P                               73                  1    C4                    A4AL                         48      6.990                     1                         485000.00     80.00        20.00               100.00              388000.00              387552.69         97000.00             0.00                 360                     357               480     96797   HI                      6.250     12.990        6.990      1.500       1.000        657                9/1/2006             0    N                                                  24   H
        3976   F               P                C                               74                  1                      1   A4AL                         35      7.100                     1                         485000.00     80.00         0.00                80.00              388000.00              387566.28             0.00             0.00                 360                     357               480     10301   NY                      6.250     13.100        7.100      1.500       1.000        642               9/17/2006             0    N                                                   0
        3977   S               P                P                               73                  1    C4                    A4AL                         42      9.800                     1                         221000.00     95.00         0.00                95.00              209950.00              209843.29             0.00             0.00                 360                     357               480     66062   KS                      7.750     15.800        9.800      1.500       1.000        620                9/7/2006             0    N                                                   0
        3978   S               P                P                                7                  2                      1   AXAL                         49     10.550                     1                         357000.00     98.04         0.00                98.04               70000.00               69916.70             0.00        280000.00                 180                     177               360     93312   CA                      0.000      0.000        0.000      0.000       0.000        668                9/8/2006             0    N                                                  24   H
        3979   S               P                C                               74                  1    C4                    AXAL                         44      7.750                     1                         290000.00     80.69         0.00                80.69              234000.00              233782.45             0.00             0.00                 360                     357               480     89032   NV                      6.750     13.750        7.750      1.500       1.000        547               8/31/2006             0    N                                                  36   H
        3980   S               P                P                               73                  1    C4                    A5AL                         50      8.150                     1                         425000.00     80.00        20.00               100.00              340000.00              339718.34         85000.00             0.00                 360                     357               480     11520   NY                      7.150     14.150        8.150      1.500       1.000        650               9/27/2006             0    Y                                                   0
        3981   S               P                P                               73                  1    C4                    A4AL                         39      8.550                     1                         103950.00     80.00        20.00               100.00               83160.00               83009.34         20790.00             0.00                 360                     357               360     79927   TX                      6.700     14.550        8.550      1.500       1.000        644               9/13/2006             0    N                                                   0
        3982   P               P                P                               73                  1                      1   A4AL                         34      7.990                     1                         229000.00     80.00        20.00               100.00              183200.00              183200.00         45800.00             0.00                 360                     357               360     85374   AZ                      6.990     14.990        7.990      1.500       1.000        631               9/22/2006            60    N                                                  24   H
        3983   S               P                C                               73                  1                      1   A4AL                         40      8.050                     1                         220000.00     79.64        18.63                98.27              175200.00              175050.59         41000.00             0.00                 360                     357               480     64133   MO                      7.050     14.050        8.050      1.500       1.000        604               9/19/2006             0    N                                                  12   H
        3984   S               P                C                               74                  1                      1   A4AL                         43      8.100                     1                         366000.00     59.29         0.00                59.29              217000.00              216817.60             0.00             0.00                 360                     357               480     60175   IL                      5.850     14.100        8.100      1.500       1.000        611                9/7/2006             0    N                                                   0
        3985   S               P                C                               10                  1    C4                    AXAL                         25      9.250                     1                         191000.00     80.00         0.00                80.00              152800.00              152560.51             0.00             0.00                 360                     357               360     33703   FL                      0.000      0.000        0.000      0.000       0.000        607               9/13/2006             0    N                                                  36   H
        3986   F               P                C                               74                  1    C4                    A5AL                         40      9.250                     1                         630000.00     85.00         0.00                85.00              535500.00              535179.00             0.00             0.00                 360                     357               480     11413   NY                      7.750     15.250        9.250      1.500       1.000        617               9/25/2006             0    Y                                                   0
        3987   S               P                C                               73                  1                      1   A4AL                         49      8.500                     1                         153000.00     88.24         0.00                88.24              135000.00              134752.89             0.00             0.00                 360                     357               360     85364   AZ                      7.500     14.500        8.500      1.500       1.000        593               9/15/2006             0    N                                                  24   H
        3988   S               P                C                              175                  1                      1   A5AL                         33      7.840                     1                         162000.00     77.16         0.00                77.16              125000.00              124886.76             0.00             0.00                 360                     357               480     32796   FL                      6.840     13.840        7.840      1.500       1.000        611               9/18/2006             0    Y                                                  36   H
        3989   C               P                P                                7                  2                      1   A4AL                         43     11.750                     1                         371000.00    100.00         0.00               100.00               74200.00               74131.99             0.00        296800.00                 180                     177               360     10567   NY                      0.000      0.000        0.000      0.000       0.000        621               9/29/2006             0    N                                                   0
        3990   S               P                C                               73                  1    C1                    C AL                         46     10.975                     1                         800000.00     67.50         0.00                67.50              540000.00              539808.42             0.00             0.00                 360                     357               480     10960   NY                      7.750     16.975       10.975      1.500       1.000        586               9/25/2006             0    N                                                   0
        3991   P               P                P                               73                  1    C1                    A4AL                         27      9.150                     1                         230000.00     80.00        20.00               100.00              184000.00              183886.36         46000.00             0.00                 360                     357               480     85335   AZ                      7.750     15.150        9.150      1.500       1.000        584                9/1/2006             0    N                                                  24   H
        3992   S               P                P                               73                  1    C4                    A4AL                         51      8.600                     1                         600000.00     80.00        20.00               100.00              480000.00              479651.25        120000.00             0.00                 360                     357               480     92880   CA                      7.600     14.600        8.600      1.500       1.000        642                9/8/2006             0    N                                                  24   H
        3993   S               P                C                               10                  1    C4                    A4AL                         36      7.900                     1                         261000.00     82.87         0.00                82.87              216300.00              215852.72             0.00             0.00                 360                     357               360     85053   AZ                      0.000      0.000        0.000      0.000       0.000        638               8/30/2006             0    N                                                  36   H
        3994   P               P                C                               10                  1                      1   A5AL                         30      7.500                     1                         353000.00     75.07         0.00                75.07              265000.00              264406.29             0.00             0.00                 360                     357               360     20721   MD                      0.000      0.000        0.000      0.000       0.000        637                9/8/2006             0    Y                                                  36   H
        3995   S               P                C                               73                  1    C4                    A4AL                         47      7.250                     1                         236000.00     78.18         0.00                78.18              184500.00              184302.27             0.00             0.00                 360                     357               480     24095   VA                      6.250     13.250        7.250      1.500       1.000        619               9/18/2006             0    N                                                  24   H
        3996   S               P                P                               73                  1                      1   A5AL                         44      8.650                     1                         219300.00     80.00        20.00               100.00              175440.00              175387.94         43860.00             0.00                 360                     357               600     89048   NV                      7.650     14.650        8.650      1.500       1.000        679               9/17/2006             0    Y                                                  24   H
        3997   C               P                C                                7                  1    C4                    A4AL                         46      7.250                     1                         265000.00     85.00         0.00                85.00              225240.00              225126.27             0.00             0.00                 360                     357               600     34203   FL                      0.000      0.000        0.000      0.000       0.000        666                9/7/2006             0    N                                                  36   H
        3998   S               P                C                               73                  1    C1                    A4AL                         49      7.900                     1                         280000.00     83.93         0.00                83.93              235000.00              234790.74             0.00             0.00                 360                     357               480     33914   FL                      6.900     13.900        7.900      1.500       1.000        589               9/14/2006             0    N                                                  24   H
        3999   S               P                C                               73                  1    C4                    A5AL                         46      8.800                     1                         180000.00     77.56         0.00                77.56              139600.00              139359.74             0.00             0.00                 360                     357               360     80501   CO                      7.750     14.800        8.800      1.500       1.000        630               9/18/2006             0    Y                                                  24   H
        4000   P               P                C                               73                  1                      1   A5AL                         42      7.125                     1                         420000.00     85.00         0.00                85.00              357000.00              356603.72             0.00             0.00                 360                     357               480     21773   MD                      6.250     13.125        7.125      1.500       1.000        633               9/13/2006             0    Y                                                  24   H
        4001   S               P                C                               74                  1    C4                    A4AL                         32      7.999                     1                         338000.00     35.50         0.00                35.50              120000.00              119896.14             0.00             0.00                 360                     357               480     22712   VA                      6.999     13.999        7.999      1.500       1.000        548                9/8/2006             0    N                                                  36   H
        4002   S               P                C                               10                  1                      1   AXAL                         29      8.500                     1                         255000.00     84.71         0.00                84.71              216000.00              215604.63             0.00             0.00                 360                     357               360     21904   MD                      0.000      0.000        0.000      0.000       0.000        608                9/1/2006             0    N                                                   0
        4003   S               P                C                              175                  1    C4                    A4AL                         31      7.750                     1                         358000.00     71.23         0.00                71.23              255000.00              254762.92             0.00             0.00                 360                     357               480     95823   CA                      6.000     13.750        7.750      1.500       1.000        685                9/9/2006             0    N                                                  36   H
        4004   S               P                C                                7                  1                      1   A5AL                         47      7.500                     1                         250000.00     68.00         0.00                68.00              170000.00              169830.25             0.00             0.00                 360                     357               480     20613   MD                      0.000      0.000        0.000      0.000       0.000        605               9/19/2006             0    Y                                                  36   H
        4005   S               P                C                               73                  1    C4                    A4AL                         45      7.400                     1                         610000.00     80.00        17.87                97.87              488000.00              487767.01        109007.00             0.00                 360                     357               600     92703   CA                      6.400     13.400        7.400      1.500       1.000        682               9/21/2006             0    N                                                  24   H
        4006   S               P                P                               73                  1                      1   A4AL                         44      7.300                     1                         237800.00     80.00        20.00               100.00              190240.00              190038.99         47560.00             0.00                 360                     357               480     33023   FL                      6.300     13.300        7.300      1.500       1.000        656               9/21/2006             0    N                                                  24   H
        4007   F               P                P                                7                  2    C4                    A5AL                         47     10.650                     1                         660000.00     95.00         0.00                95.00               99000.00               98884.71             0.00        528000.00                 180                     177               360     11434   NY                      0.000      0.000        0.000      0.000       0.000        690               9/29/2006             0    Y                                                   0
        4008   S               P                P                               73                  1    C4                    A4AL                         50      8.725                     1                         435000.00     90.00         0.00                90.00              391500.00              391387.14             0.00             0.00                 360                     357               600     20736   MD                      6.850     14.725        8.725      1.500       1.000        664               9/17/2006             0    N                                                   0
        4009   S               P                P                               73                  1    C4                    A5AL                         49      9.400                     1                         100000.00     80.00        20.00               100.00               80000.00               79878.47         20000.00             0.00                 360                     357               360     19608   PA                      7.750     15.400        9.400      1.500       1.000        643               9/19/2006             0    Y                                                  24   H
        4010   S               P                C                               10                  1                      1   A4AL                         29      9.250                     1                          81000.00     73.12         0.00                73.12               59225.00               59163.36             0.00             0.00                 360                     358               360     38118   TN                      0.000      0.000        0.000      0.000       0.000        534              10/16/2006             0    N                                                  36   H
        4011   S               P                C                              175                  1    C4                    A4AL                         50      8.250                     1                         193100.00     68.36         0.00                68.36              132000.00              131893.76             0.00             0.00                 360                     357               480     97321   OR                      7.250     14.250        8.250      1.500       1.000        629               9/18/2006             0    N                                                  36   H
        4012   S               P                C                              175                  1                      1   A4AL                         30      8.500                     1                         136000.00     85.00         0.00                85.00              115600.00              115513.51             0.00             0.00                 360                     357               480     81006   CO                      7.500     14.500        8.500      1.500       1.000        545               9/15/2006             0    N                                                  12   H
        4013   P               P                R                               73                  1    C4                    AMAL                         33      7.999                     1                         340000.00     78.53         0.00                78.53              267000.00              266458.83             0.00             0.00                 360                     357               360     33569   FL                      6.999     13.999        7.999      1.500       1.000        578                9/8/2006             0    N                                                  24   H
        4014   C               P                P                               73                  1    C4                    A5AL                         48      8.950                     1                         345000.00     95.00         0.00                95.00              327750.00              327663.44             0.00             0.00                 360                     357               600     90274   CA                      7.750     14.950        8.950      1.500       1.000        685               9/19/2006             0    Y                                                  24   H
        4015   P               P                C                               73                  1    C4                    A5AL                         44      7.900                     1                         170000.00     77.06         0.00                77.06              131000.00              130837.70             0.00             0.00                 360                     357               480     85009   AZ                      6.900     13.900        7.900      1.500       1.000        664                9/8/2006             0    Y                                                  24   H
        4016   S               P                P                               73                  1                      1   A5AL                         34      8.990                     1                          95000.00     90.00         0.00                90.00               85500.00               85444.62             0.00             0.00                 360                     357               480     18702   PA                      7.750     14.990        8.990      1.500       1.000        602               9/18/2006             0    Y                                                  24   H
        4017   S               P                C                               73                  1    C4                    A4AL                         49      8.500                     1                         358000.00     85.00         0.00                85.00              304300.00              304300.00             0.00             0.00                 360                     357               360     80524   CO                      7.500     15.500        8.500      1.500       1.000        641               9/25/2006            60    N                                                  36   H
        4018   S               P                P                               73                  1    C4                    A4AL                         35      8.990                     1                         270000.00     90.00         0.00                90.00              243000.00              242597.96             0.00             0.00                 360                     357               360     33311   FL                      7.750     14.990        8.990      1.500       1.000        670               9/17/2006             0    N                                                  24   H
        4019   C               P                P                                7                  2                      1   A5AL                         48     10.000                     1                         512500.00     95.00         0.00                95.00               76875.00               76772.10             0.00        410000.00                 180                     177               360     91360   CA                      0.000      0.000        0.000      0.000       0.000        620               9/12/2006             0    Y                                                  24   H
        4020   S               P                P                               73                  1                      1   A5AL                         48      9.250                     1                         186000.00     90.00        10.00               100.00              167400.00              167299.64         18600.00             0.00                 360                     357               480     32810   FL                      7.750     15.250        9.250      1.500       1.000        591               9/15/2006             0    Y                                                  24   H
        4021   S               P                C                              175                  1                      1   A4AL                         43      7.500                     1                         200000.00     85.00         0.00                85.00              170000.00              169921.82             0.00             0.00                 360                     357               600     33604   FL                      6.500     13.500        7.500      1.500       1.000        593               9/17/2006             0    N                                                  36   H
        4022   S               P                C                               73                  1    C4                    A4AL                         29      7.650                     1                         790000.00     80.00        20.00               100.00              632000.00              631725.29        158000.00             0.00                 360                     357               600     94602   CA                      6.650     13.650        7.650      1.500       1.000        638               9/14/2006             0    N                                                  24   H
        4023   S               P                P                                7                  2    C4                    A5AL                         30     12.200                     1                         268000.00    100.00         0.00               100.00               53600.00               53555.51             0.00        214400.00                 180                     177               360     92530   CA                      0.000      0.000        0.000      0.000       0.000        644               9/14/2006             0    Y                                                  24   H
        4024   S               P                C                               10                  1    C3                    AMAL                         48      7.500                     1                         145000.00     77.24         0.00                77.24              112000.00              111749.07             0.00             0.00                 360                     357               360     21826   MD                      0.000      0.000        0.000      0.000       0.000        686               9/25/2006             0    N                                                   0
        4025   S               P                C                               73                  1    C4                    A4AL                         50      8.550                     1                         355000.00     88.73         0.00                88.73              315000.00              314767.77             0.00             0.00                 360                     357               480     92407   CA                      7.550     14.550        8.550      1.500       1.000        617               9/15/2006             0    N                                                  24   H
        4026   S               P                C                                7                  2    C4                    A4AL                         42     11.550                     1                         265000.00    100.00         0.00               100.00               53000.00               52949.25             0.00        212000.00                 180                     177               360     11798   NY                      0.000      0.000        0.000      0.000       0.000        663               9/14/2006             0    N                                                   0
        4027   S               P                C                               73                  1    C4                    AXAL                         46      8.550                     1                         215000.00     75.00         0.00                75.00              161250.00              160957.85             0.00             0.00                 360                     357               360     33319   FL                      7.550     14.550        8.550      1.500       1.000        589               9/19/2006             0    N                                                  24   H
        4028   S               P                P                                7                  2    C4                    A4AL                         42     12.350                     1                         415000.00    100.00         0.00               100.00               83000.00               82933.40             0.00        332000.00                 180                     177               360     60714   IL                      0.000      0.000        0.000      0.000       0.000        659               9/27/2006             0    N                                                   0
        4029   S               P                P                               73                  1                      1   A4AL                         50      9.950                     1                         133000.00    100.00         0.00               100.00              133000.00              132820.11             0.00             0.00                 360                     357               360     53083   WI                      6.550     15.950        9.950      1.500       1.000        592               9/28/2006             0    N                                                  12   H
        4030   P               P                C                               73                  1                      1   A4AL                         33      7.850                     1                         515000.00     75.00         0.00                75.00              386250.00              385901.10             0.00             0.00                 360                     357               480     85225   AZ                      6.850     13.850        7.850      1.500       1.000        577               9/22/2006             0    N                                                  24   H
        4031   C               P                C                                7                  1    C4                    A5AL                         48      8.500                     1                         100000.00     90.00         0.00                90.00               90000.00               89932.65             0.00             0.00                 360                     357               480     33313   FL                      0.000      0.000        0.000      0.000       0.000        633               9/18/2006             0    Y                                                  36   H
        4032   S               P                P                                7                  2    C4                    A5AL                         46     11.500                     1                         389000.00    100.00         0.00               100.00               77800.00               77724.67             0.00        311200.00                 180                     177               360     90221   CA                      0.000      0.000        0.000      0.000       0.000        665               9/15/2006             0    Y                                                  24   H
        4033   S               P                C                               73                  1    C4                    A4AL                         23      9.800                     1                         350000.00     31.43         0.00                31.43              110000.00              109944.08             0.00             0.00                 360                     357               480     60201   IL                      5.700     15.800        9.800      1.500       1.000        603               9/25/2006             0    N                                                   0
        4034   S               P                C                                7                  1                      1   A4AL                         24      7.500                     1                         315000.00     80.00         0.00                80.00              252000.00              251748.40             0.00             0.00                 360                     357               480     89108   NV                      0.000      0.000        0.000      0.000       0.000        663               9/15/2006             0    N                                                  36   H
        4035   S               P                C                               73                  1    C4                    A4AL                         45      6.800                     1                         340000.00     89.00         0.00                89.00              302600.00              302600.00             0.00             0.00                 360                     357               360     92407   CA                      6.250     13.800        6.800      1.500       1.000        664               9/14/2006            60    N                                                  24   H
        4036   C               P                P                               73                  1                      1   A4AL                         41      8.100                     1                         415000.00     80.00         0.00                80.00              332000.00              331720.96             0.00             0.00                 360                     357               480     94115   CA                      7.100     14.100        8.100      1.500       1.000        565               9/26/2006             0    N                                                  24   H
        4037   S               P                P                               74                  1    C4                    A5AL                         48      7.800                     1                         565000.00     80.00        20.00               100.00              452000.00              451814.33        113000.00             0.00                 360                     357               600     11501   NY                      6.800     13.800        7.800      1.500       1.000        658               9/29/2006             0    Y                                                   0
        4038   S               P                P                                7                  2    C4                    A4AL                         50     12.250                     1                         565000.00    100.00         0.00               100.00              113000.00              112907.29             0.00        452000.00                 180                     177               360     11501   NY                      0.000      0.000        0.000      0.000       0.000        658               9/29/2006             0    N                                                   0
        4039   S               P                P                                7                  2    C4                    AXAL                         41     11.400                     1                         275000.00    100.00         0.00               100.00               55000.00               54945.58             0.00        220000.00                 180                     177               360     93638   CA                      0.000      0.000        0.000      0.000       0.000        694               9/18/2006             0    N                                                  24   H
        4040   S               P                C                               73                  1                      1   A4AL                         35      8.300                     1                         375000.00     62.67         0.00                62.67              235000.00              234813.61             0.00             0.00                 360                     357               480     11779   NY                      7.300     14.300        8.300      1.500       1.000        581               9/22/2006             0    N                                                   0
        4041   S               P                C                               73                  1                      1   A4AL                         27     10.350                     1                          73000.00     95.00         0.00                95.00               69350.00               69264.76             0.00             0.00                 360                     357               480     63136   MO                      7.750     16.350       10.350      1.500       1.000        600               9/28/2006             0    N                                                  24   H
        4042   S               P                P                               73                  1    C4                    A5AL                         46      8.100                     1                         415000.00     80.00        20.00               100.00              332000.00              331720.96         83000.00             0.00                 360                     357               480     95776   CA                      7.100     14.100        8.100      1.500       1.000        658               9/18/2006             0    Y                                                  24   H
        4043   C               I                C                               73                  1    C4                    A4AL                         27     10.650                     1                         206000.00     85.00         0.00                85.00              175100.00              175031.30             0.00             0.00                 360                     357               480     33916   FL                      7.750     16.650       10.650      1.500       1.000        655               9/27/2006             0    N                                                   0
        4044   S               P                P                                7                  2    C4                    A5AL                         47     12.250                     1                         415000.00    100.00         0.00               100.00               83000.00               82931.90             0.00        332000.00                 180                     177               360     95776   CA                      0.000      0.000        0.000      0.000       0.000        658               9/18/2006             0    Y                                                  24   H
        4045   S               P                C                               10                  1    C4                    A5AL                         33      8.500                     1                         280000.00     60.00         0.00                60.00              168000.00              167692.49             0.00             0.00                 360                     357               360     33169   FL                      0.000      0.000        0.000      0.000       0.000        575               9/21/2006             0    Y                                                  36   H
        4046   C               P                P                               10                  2                      1   A4AL                         39     11.750                     1                         227000.00    100.00         0.00               100.00               45400.00               45358.38             0.00        181600.00                 360                     357               360     85224   AZ                      0.000      0.000        0.000      0.000       0.000        623               9/17/2006             0    N                                                  24   H
        4047   S               P                P                               73                  1    C4                    A5AL                         49      7.850                     1                         375000.00     80.00        20.00               100.00              300000.00              299879.06         75000.00             0.00                 360                     357               600     92571   CA                      6.850     13.850        7.850      1.500       1.000        672               9/22/2006             0    Y                                                  24   H
        4048   S               P                C                                7                  1                      1   A4AL                         28      7.150                     1                         382100.00     61.76         0.00                61.76              236000.00              235739.85             0.00             0.00                 360                     357               480     98188   WA                      0.000      0.000        0.000      0.000       0.000        626               9/21/2006             0    N                                                  36   H
        4049   C               P                C                               73                  1    C4                    A4AL                         46      8.990                     1                         125000.00     81.20         0.00                81.20              101500.00              101434.24             0.00             0.00                 360                     357               480     33161   FL                      7.750     14.990        8.990      1.500       1.000        639               9/20/2006             0    N                                                  24   H
        4050   S               P                P                               73                  1    C4                    A5AL                         34      8.990                     1                         734000.00     80.00        20.00               100.00              587200.00              586819.72        146800.00             0.00                 360                     357               480     97034   OR                      7.750     14.990        8.990      1.500       1.000        659               9/15/2006             0    Y                                                   0
        4051   P               P                P                               73                  1    C3                    A5AL                         37      8.250                     1                         316600.00     80.00        20.00               100.00              253280.00              253280.00         63320.00             0.00                 360                     357               360     77546   TX                      7.250     15.250        8.250      1.500       1.000        654               9/28/2006            60    Y                                                  24   H
        4052   P               P                C                                7                  1                      1   A5AL                         31      6.750                     1                         500000.00     84.00         0.00                84.00              420000.00              419744.98             0.00             0.00                 360                     357               600     80005   CO                      0.000      0.000        0.000      0.000       0.000        639               9/25/2006             0    Y                                                  36   H
        4053   S               P                C                                7                  1                      1   A5AL                         46      7.500                     1                         475000.00     63.16         0.00                63.16              300000.00              299700.48             0.00             0.00                 360                     357               480     90650   CA                      0.000      0.000        0.000      0.000       0.000        628               9/18/2006             0    Y                                                  36   H
        4054   S               P                P                                7                  2    C4                    A4AL                         50     11.500                     1                         430000.00    100.00         0.00               100.00               86000.00               85916.73             0.00        344000.00                 180                     177               360     20906   MD                      0.000      0.000        0.000      0.000       0.000        669               9/21/2006             0    N                                                   0
        4055   S               P                C                               74                  1    C4                    A5AL                         30      7.850                     1                         280000.00     55.71         0.00                55.71              156000.00              155859.07             0.00             0.00                 360                     357               480     32008   FL                      6.850     13.850        7.850      1.500       1.000        641               9/25/2006             0    Y                                                  36   H
        4056   P               P                C                               73                  1                      1   A4AL                         33      7.425                     1                         406000.00     80.00         0.00                80.00              324800.00              324800.00             0.00             0.00                 360                     357               360     89012   NV                      6.425     14.425        7.425      1.500       1.000        657               9/17/2006            60    N                                                  24   H
        4057   S               P                P                               73                  1    C4                    A4AL                         47      7.250                     1                         525000.00     80.00        20.00               100.00              420000.00              419873.12        105000.00             0.00                 360                     357               360     90638   CA                      6.250     14.250        7.250      1.500       1.000        685               9/21/2006            60    N                                                  24   H
        4058   S               P                C                               73                  1    C4                    A4AL                         47      8.990                     1                         294000.00     95.00         0.00                95.00              279300.00              278837.89             0.00             0.00                 360                     357               360     18428   PA                      7.750     14.990        8.990      1.500       1.000        631               9/21/2006             0    N                                                  24   H
        4059   S               P                C                               10                  1                      1   A5AL                         47      8.250                     1                          75000.00     80.00         0.00                80.00               60000.00               59884.43             0.00             0.00                 360                     357               360     19151   PA                      0.000      0.000        0.000      0.000       0.000        563               9/25/2006             0    Y                                                  36   H
        4060   S               P                C                               74                  1    C4                    A4AL                         46      9.400                     1                         288000.00     95.00         0.00                95.00              273600.00              273443.16             0.00             0.00                 360                     357               480     60402   IL                      5.850     15.400        9.400      1.500       1.000        614               9/22/2006             0    N                                                   0
        4061   S               P                P                               73                  1    C4                    A4AL                         41      7.150                     1                         514000.00     85.00         0.00                85.00              436900.00              435939.71             0.00             0.00                 360                     357               480     91344   CA                      6.250     13.150        7.150      1.500       1.000        656               9/20/2006             0    N                                                  24   H
        4062   S               P                C                               73                  1    C4                    AXAL                         32      8.500                     1                         225000.00     66.67         0.00                66.67              150000.00              149887.76             0.00             0.00                 360                     357               480     93247   CA                      7.500     14.500        8.500      1.500       1.000        585               9/22/2006             0    N                                                  24   H
        4063   S               P                P                               74                  1                      1   A4AL                         51      8.000                     1                         120000.00     88.33         0.00                88.33              106000.00              105908.27             0.00             0.00                 360                     357               480     97386   OR                      7.000     14.000        8.000      1.500       1.000        565               9/26/2006             0    N                                                  36   H
        4064   P               P                P                               73                  1    C4                    A4AL                         26      9.650                     1                         345985.00     80.00        20.00               100.00              276788.00              276389.11         69197.00             0.00                 360                     357               360     80205   CO                      7.750     15.650        9.650      1.500       1.000        642               9/28/2006             0    N                                                   0
        4065   S               P                C                               10                  2                      1   A4AL                         42      9.990                     1                         215000.00    100.00         0.00               100.00               43000.00               42942.34             0.00        172000.00                 360                     357               360     19943   DE                      0.000      0.000        0.000      0.000       0.000        677               9/25/2006             0    N                                                  24   H
        4066   S               P                P                                7                  2    C4                    A4AL                         43     12.250                     1                         227000.00    100.00         0.00               100.00               45400.00               45362.75             0.00        181600.00                 180                     177               360     33707   FL                      0.000      0.000        0.000      0.000       0.000        645               9/29/2006             0    N                                                  24   H
        4067   S               I                P                               73                  1    C4                    A5AL                         39     10.250                     1                         166990.00     90.00         0.00                90.00              150291.00              150100.31             0.00             0.00                 360                     357               360     32967   FL                      7.750     16.250       10.250      1.500       1.000        689               9/29/2006             0    Y                                                   0
        4068   F               P                C                               74                  1    C4                    AXAL                         36      9.250                     1                         665000.00     80.00         0.00                80.00              532000.00              531681.09             0.00             0.00                 360                     357               480      7105   NJ                      7.750     15.250        9.250      1.500       1.000        570               9/25/2006             0    N                                                   0
        4069   S               P                C                               73                  1    C4                    A4AL                         45      8.300                     1                         315000.00     85.00         0.00                85.00              267750.00              267659.07             0.00             0.00                 360                     357               600     93550   CA                      7.300     14.300        8.300      1.500       1.000        669               9/25/2006             0    N                                                  24   H
        4070   S               P                C                               10                  1                      1   A4AL                         43      7.875                     1                         245000.00     83.27         0.00                83.27              204000.00              203576.03             0.00             0.00                 360                     357               360     21136   MD                      0.000      0.000        0.000      0.000       0.000        612               9/17/2006             0    N                                                  36   H
        4071   S               P                C                               73                  1                      1   A4AL                         43      8.650                     1                         305000.00     90.00         0.00                90.00              274500.00              274303.47             0.00             0.00                 360                     357               480     60102   IL                      5.850     14.650        8.650      1.500       1.000        570               9/21/2006             0    N                                                   0
        4072   S               P                C                               73                  1                      1   AXAL                         48      8.999                     1                         507200.00     89.51         0.00                89.51              454000.00              453882.34             0.00             0.00                 360                     357               600     10553   NY                      7.750     14.999        8.999      1.500       1.000        694               9/17/2006             0    N                                                   0
        4073   S               S                C                               74                  1    C4                    AXAL                         45      8.750                     1                         270000.00     75.00         0.00                75.00              202500.00              202147.92             0.00             0.00                 360                     357               360     33323   FL                      7.750     14.750        8.750      1.500       1.000        584               9/26/2006             0    N                                                  36   H
        4074   S               P                C                               73                  1    C4                    A5AL                         41      8.200                     1                         253000.00     53.36         0.00                53.36              135000.00              134737.31             0.00             0.00                 360                     357               360     33060   FL                      7.200     14.200        8.200      1.500       1.000        608               9/25/2006             0    Y                                                  24   H
        4075   S               P                P                               73                  1                      1   A4AL                         35      7.750                     1                         205000.00     90.00         0.00                90.00              184500.00              184500.00             0.00             0.00                 360                     358               360     19154   PA                      4.750     13.750        4.750      1.500       1.000        603              10/20/2006            60    N                                                  24   H
        4076   S               P                C                               74                  1                      1   A5AL                         29      7.850                     1                         825000.00     80.00         0.00                80.00              660000.00              659403.83             0.00             0.00                 360                     357               480     90703   CA                      6.850     13.850        7.850      1.500       1.000        564               9/21/2006             0    Y                                                  36   H
        4077   S               P                C                                7                  1                      1   A4AL                         27      7.700                     1                         200000.00     95.00         0.00                95.00              190000.00              189918.95             0.00             0.00                 360                     357               600     32780   FL                      0.000      0.000        0.000      0.000       0.000        663               9/25/2006             0    N                                                  36   H
        4078   S               P                C                                7                  1    C4                    A4AL                         33      8.990                     1                         182000.00     85.00         0.00                85.00              154700.00              154591.79             0.00             0.00                 360                     357               480     85021   AZ                      0.000      0.000        0.000      0.000       0.000        565               9/22/2006             0    N                                                  12   H
        4079   S               P                C                               10                  1                      1   A4AL                         27      7.950                     1                         150000.00     75.00         0.00                75.00              112500.00              112269.71             0.00             0.00                 360                     357               360     44118   OH                      0.000      0.000        0.000      0.000       0.000        623               9/22/2006             0    N                                                  36   H
        4080   S               P                C                               73                  1    C4                    A4AL                         47      8.200                     1                         545000.00     80.00         0.00                80.00              436000.00              435644.01             0.00             0.00                 360                     357               480     91786   CA                      7.200     14.200        8.200      1.500       1.000        583               9/21/2006             0    N                                                  24   H
        4081   S               P                C                               73                  1                      1   A4AL                         43      6.875                     1                         244000.00     68.85         0.00                68.85              168000.00              167902.54             0.00             0.00                 360                     357               600     21228   MD                      6.250     12.875        6.875      1.500       1.000        619               9/22/2006             0    N                                                  24   H
        4082   S               P                C                               73                  1    C4                    A5AL                         48      8.500                     1                         145000.00     79.31         0.00                79.31              115000.00              114913.96             0.00             0.00                 360                     357               480     30064   GA                      7.500     14.500        8.500      1.500       1.000        581               9/25/2006             0    Y                                                   0
        4083   S               P                C                               73                  1    C4                    A5AL                         46      8.950                     1                         350000.00     79.71         0.00                79.71              279000.00              278817.15             0.00             0.00                 360                     357               480     33317   FL                      7.750     14.950        8.950      1.500       1.000        618               9/20/2006             0    Y                                                  24   H
        4084   S               P                P                               73                  1    C4                    A5AL                         45      7.350                     1                         645000.00     80.00        20.00               100.00              516000.00              515748.99        129000.00             0.00                 360                     357               600     92880   CA                      6.350     13.350        7.350      1.500       1.000        676               9/20/2006             0    Y                                                  24   H
        4085   S               P                P                                7                  2    C4                    A5AL                         46     11.500                     1                         430000.00    100.00         0.00               100.00               86000.00               85916.73             0.00        344000.00                 180                     177               360     90037   CA                      0.000      0.000        0.000      0.000       0.000        669                9/1/2006             0    Y                                                  24   H
        4086   S               P                C                               73                  1    C4                    A4AL                         48      7.150                     1                         450000.00     78.22        19.56                97.78              352000.00              352000.00         88020.00             0.00                 360                     357               360     93551   CA                      6.250     14.150        7.150      1.500       1.000        688               9/17/2006            60    N                                                  24   H
        4087   F               P                P                               74                  1    C4                    A5AL                         50      8.300                     1                         470000.00     80.00        20.00               100.00              376000.00              375283.10         94000.00             0.00                 360                     357               360     11229   NY                      7.300     14.300        8.300      1.500       1.000        662               9/28/2006             0    Y                                                   0
        4088   F               P                P                                7                  2    C4                    A4AL                         49     11.350                     1                         450000.00    100.00         0.00               100.00               90000.00               89909.96             0.00        360000.00                 180                     177               360     11550   NY                      0.000      0.000        0.000      0.000       0.000        689               9/20/2006             0    N                                                   0
        4089   C               P                C                               73                  1    C4                    A5AL                         50      8.650                     1                         270000.00     88.89         0.00                88.89              240000.00              239828.16             0.00             0.00                 360                     357               480     34202   FL                      7.650     14.650        8.650      1.500       1.000        584               9/17/2006             0    Y                                                  24   H
        4090   S               P                P                               73                  1    C4                    A4AL                         44      7.990                     1                         469000.00     80.00        20.00               100.00              375200.00              374438.17         93800.00             0.00                 360                     357               360     70458   LA                      6.990     13.990        7.990      1.500       1.000        657                9/7/2006             0    N                                                  24   H
        4091   P               P                P                               73                  1                      1   A5AL                         35      8.650                     1                         145220.00     80.00        20.00               100.00              116176.00              115969.79         29044.00             0.00                 360                     357               360     77071   TX                      6.700     14.650        8.650      1.500       1.000        639               9/14/2006             0    Y                                                  24   H
        4092   F               P                P                               74                  1    C4                    A4AL                         40      7.750                     1                         358000.00     80.00        20.00               100.00              286400.00              285789.65         71600.00             0.00                 360                     357               360     60637   IL                      5.850     13.750        7.750      1.500       1.000        660               9/25/2006             0    N                                                   0
        4093   S               P                C                               73                  1    C3                    A4AL                         19      8.500                     1                         485000.00     61.86         0.00                61.86              300000.00              299775.54             0.00             0.00                 360                     357               480     11717   NY                      7.500     14.500        8.500      1.500       1.000        580               9/22/2006             0    N                                                   0
        4094   S               P                P                               73                  1    C4                    A5AL                         31      8.500                     1                         108000.00     80.00        20.00               100.00               86400.00               86241.84         21600.00             0.00                 360                     357               360     28215   NC                      7.500     14.500        8.500      1.500       1.000        651               9/17/2006             0    Y                                                   0
        4095   S               P                C                               74                  1    C4                    A4AL                         49      8.990                     1                         276000.00     85.00         0.00                85.00              234600.00              234448.08             0.00             0.00                 360                     357               480     60185   IL                      5.700     14.990        8.990      1.500       1.000        601               9/25/2006             0    N                                                   0
        4096   P               P                C                               73                  1                      1   A4AL                         47      9.950                     1                         155000.00     85.00         0.00                85.00              131750.00              131686.01             0.00             0.00                 360                     357               480     89120   NV                      7.750     15.950        9.950      1.500       1.000        544               9/22/2006             0    N                                                  24   H
        4097   S               P                P                                7                  2                      1   A4AL                         49     11.750                     1                         780000.00    100.00         0.00               100.00              156000.00              155857.07             0.00        624000.00                 180                     177               360     91326   CA                      0.000      0.000        0.000      0.000       0.000        621               9/17/2006             0    N                                                  24   H
        4098   S               P                C                               73                  1    C4                    A5AL                         37      8.900                     1                         180000.00     80.00         0.00                80.00              144000.00              143757.24             0.00             0.00                 360                     357               360     33407   FL                      7.750     14.900        8.900      1.500       1.000        588               9/25/2006             0    Y                                                  24   H
        4099   S               P                C                               73                  1    C1                    A4AL                         26      7.500                     1                         485000.00     73.20         0.00                73.20              355000.00              354836.74             0.00             0.00                 360                     357               600     96760   HI                      6.500     13.500        7.500      1.500       1.000        587               9/21/2006             0    N                                                  24   H
        4100   S               P                P                               73                  1                      1   A5AL                         51      7.990                     1                         248900.00     80.00        20.00               100.00              199120.00              198715.68         49780.00             0.00                 360                     357               360     34235   FL                      6.990     13.990        7.990      1.500       1.000        632               9/26/2006             0    Y                                                  24   H
        4101   S               P                P                               10                  1    C4                    A5AL                         47      8.840                     1                         125640.00     80.00        12.10                92.10              100512.00              100340.46         15202.44             0.00                 360                     357               360     75069   TX                      0.000      0.000        0.000      0.000       0.000        641               9/28/2006             0    Y                                                  36   H
        4102   S               P                P                                7                  2    C1                    AXAL                         42     11.250                     1                         139900.00    100.00         0.00               100.00               27980.00               27951.38             0.00        111920.00                 180                     177               360     88101   NM                      0.000      0.000        0.000      0.000       0.000        647               9/29/2006             0    N                                                   0
        4103   S               P                C                               73                  1                      1   A5AL                         20      9.000                     1                         166000.00     48.19         0.00                48.19               80000.00               79867.91             0.00             0.00                 360                     357               360      8210   NJ                      7.750     15.000        9.000      1.500       1.000        564               9/25/2006             0    Y                                                   0
        4104   P               P                C                               73                  1    C4                    A5AL                         42      7.250                     1                         372000.00     78.06        19.51                97.57              290371.20              290371.20         72577.20             0.00                 360                     357               360     22191   VA                      6.250     14.250        7.250      1.500       1.000        669               9/22/2006            60    Y                                                  24   H
        4105   S               P                P                               10                  1                      1   A5AL                         36      8.175                     1                         610000.00     80.00        20.00               100.00              488000.00              487045.56        122000.00             0.00                 360                     357               360     60649   IL                      0.000      0.000        0.000      0.000       0.000        625               9/26/2006             0    Y                                                   0
        4106   S               P                C                               73                  1                      1   A4AL                         49      7.600                     1                         367500.00     77.55         0.00                77.55              285000.00              284723.46             0.00             0.00                 360                     357               480     92407   CA                      6.600     13.600        7.600      1.500       1.000        602               9/20/2006             0    N                                                  24   H
        4107   P               P                P                               73                  1    C4                    A5AL                         50      9.500                     1                         329500.00     80.00        20.00               100.00              263600.00              263207.91         65900.00             0.00                 360                     357               360     77069   TX                      6.900     15.500        9.500      1.500       1.000        668               9/25/2006             0    Y                                                   0
        4108   S               P                C                               74                  1                      1   A5AL                         45      7.850                     1                         365000.00     85.00         0.00                85.00              310250.00              309969.75             0.00             0.00                 360                     357               480     10304   NY                      6.850     13.850        7.850      1.500       1.000        650               9/25/2006             0    Y                                                   0
        4109   P               P                C                               73                  1    C4                    A4AL                         44      8.990                     1                         640000.00     75.00         0.00                75.00              480000.00              479687.96             0.00             0.00                 360                     357               480     91977   CA                      7.750     14.990        8.990      1.500       1.000        571               9/22/2006             0    N                                                  24   H
        4110   S               P                C                               10                  1                      1   A5AL                         30      7.550                     1                         285000.00     75.79         0.00                75.79              216000.00              215520.87             0.00             0.00                 360                     357               360     85206   AZ                      0.000      0.000        0.000      0.000       0.000        639               9/25/2006             0    Y                                                  36   H
        4111   S               P                C                               73                  1    C4                    AMAL                         50      9.750                     1                         600000.00     70.00         0.00                70.00              420000.00              419407.36             0.00             0.00                 360                     357               360     60093   IL                      5.850     15.750        9.750      1.500       1.000        572               9/25/2006             0    N                                                   0
        4112   S               P                P                                7                  2    C4                    A4AL                         49     12.500                     1                         189900.00    100.00         0.00               100.00               37980.00               37950.52             0.00        151920.00                 180                     177               360     30281   GA                      0.000      0.000        0.000      0.000       0.000        625               9/29/2006             0    N                                                   0
        4113   S               P                C                               73                  1    C1                    A5AL                         49      6.600                     1                         538998.00     79.78         3.71                83.49              430000.00              430000.00         20000.00             0.00                 360                     357               360     20735   MD                      6.250     13.600        6.600      1.500       1.000        684               9/23/2006            60    Y                                                  24   H
        4114   S               P                P                               73                  1                      1   A5AL                         40      9.125                     1                         210000.00     90.00         0.00                90.00              189000.00              188882.40             0.00             0.00                 360                     357               480     33435   FL                      7.750     15.125        9.125      1.500       1.000        615               9/28/2006             0    Y                                                  12   H
        4115   P               P                P                               10                  1    C4                    AXAL                         49      7.975                     1                         126990.00     80.00        20.00               100.00              101592.00              101385.08         25398.00             0.00                 360                     357               360     78046   TX                      0.000      0.000        0.000      0.000       0.000        672               9/26/2006             0    N                                                  36   H
        4116   S               P                P                                7                  2    C4                    A5AL                         49     12.250                     1                         475000.00    100.00         0.00               100.00               95000.00               94922.05             0.00        380000.00                 180                     177               360     11412   NY                      0.000      0.000        0.000      0.000       0.000        659               9/28/2006             0    Y                                                   0
        4117   S               P                P                               73                  1                      1   A5AL                         51      8.150                     1                         151500.00     80.00        20.00               100.00              121200.00              120961.74         30300.00             0.00                 360                     357               360     53227   WI                      7.150     14.150        8.150      1.500       1.000        582               9/27/2006             0    Y                                                   0
        4118   C               P                P                                7                  2    C4                    A5AL                         45     12.250                     1                         260000.00    100.00         0.00               100.00               52000.00               51957.33             0.00        208000.00                 180                     177               360     92139   CA                      0.000      0.000        0.000      0.000       0.000        659               9/26/2006             0    Y                                                  24   H
        4119   S               P                P                               74                  1    C4                    A4AL                         49      8.575                     1                         162900.00     80.00        20.00               100.00              130320.00              130224.59         32580.00             0.00                 360                     357               480     30291   GA                      7.575     14.575        8.575      1.500       1.000        674               9/29/2006             0    N                                                   0
        4120   S               P                P                               73                  1    C4                    A4AL                         25      7.700                     1                         565000.00     80.00        20.00               100.00              452000.00              451027.04        113000.00             0.00                 360                     357               360     33064   FL                      6.700     13.700        7.700      1.500       1.000        657               9/25/2006             0    N                                                  24   H
        4121   S               P                P                               73                  1    C4                    A5AL                         29      8.750                     1                         300000.00     80.00        20.00               100.00              240000.00              239931.46         60000.00             0.00                 360                     357               600     17201   PA                      7.750     14.750        8.750      1.500       1.000        642               9/17/2006             0    Y                                                  24   H
        4122   S               P                P                               73                  1    C1                    A5AL                         48      7.800                     1                         270000.00     80.00        20.00               100.00              216000.00              215802.07         54000.00             0.00                 360                     357               480     33030   FL                      6.800     13.800        7.800      1.500       1.000        643               9/17/2006             0    Y                                                  24   H
        4123   S               P                C                               73                  1    C4                    A4AL                         36      7.900                     1                         300000.00     80.00         0.00                80.00              240000.00              239786.29             0.00             0.00                 360                     357               480      2910   RI                      6.900     13.900        7.900      1.500       1.000        614               9/15/2006             0    N                                                  12   H
        4124   S               P                R                               73                  1                      1   A4AL                         50      9.000                     1                         530000.00     80.00        15.00                95.00              424000.00              424000.00         79500.00             0.00                 360                     358               360     91786   CA                      6.000     15.000        6.000      1.500       1.000        617              10/16/2006            60    N                                                   0
        4125   S               P                C                               74                  1                      1   A4AL                         48      7.900                     1                         222000.00     78.83         0.00                78.83              175000.00              174638.14             0.00             0.00                 360                     357               360      8232   NJ                      6.900     13.900        7.900      1.500       1.000        574               9/13/2006             0    N                                                   0
        4126   P               P                P                               73                  1    C4                    A5AL                         50      7.990                     1                         302000.00     80.00        20.00               100.00              241600.00              241507.65         60400.00             0.00                 360                     357               600     33025   FL                      6.990     13.990        7.990      1.500       1.000        644               9/22/2006             0    Y                                                  24   H
        4127   S               P                P                               73                  1                      1   A5AL                         38     10.990                     1                         395000.00     80.00         0.00                80.00              316000.00              315888.38             0.00             0.00                 360                     357               480     95368   CA                      7.750     16.990       10.990      1.500       1.000        545               9/20/2006             0    Y                                                  24   H
        4128   S               P                P                               10                  1    C4                    A4AL                         48      8.475                     1                         132000.00     80.00        20.00               100.00              105600.00              105405.71         26400.00             0.00                 360                     357               360     75115   TX                      0.000      0.000        0.000      0.000       0.000        657               9/29/2006             0    N                                                  36   H
        4129   S               P                C                               73                  1    C4                    A4AL                         43      9.000                     1                         165000.00     95.00         0.00                95.00              156750.00              156682.78             0.00             0.00                 360                     358               480     84120   UT                      6.000     15.000        6.000      1.500       1.000        606              10/16/2006             0    N                                                  24   H
        4130   S               P                C                               74                  1    C4                    A5AL                         44      8.500                     1                         150000.00     95.00         0.00                95.00              142500.00              142393.39             0.00             0.00                 360                     357               480     60505   IL                      5.850     14.500        8.500      1.500       1.000        601               9/25/2006             0    Y                                                   0
        4131   S               P                P                               73                  1    C4                    A5AL                         23      8.650                     1                         150000.00     80.00        20.00               100.00              120000.00              119914.06         30000.00             0.00                 360                     357               480      6040   CT                      7.650     14.650        8.650      1.500       1.000        666               9/27/2006             0    Y                                                  24   H
        4132   S               P                C                               73                  1    C4                    AMAL                         23      8.375                     1                         132000.00     78.79         0.00                78.79              104000.00              103804.70             0.00             0.00                 360                     357               360     61704   IL                      5.600     14.375        9.375      1.500       1.000        622               9/28/2006             0    N                                                   0
        4133   S               P                C                                7                  1                      1   A4AL                         38      6.999                     1                         655000.00     81.22         0.00                81.22              532000.00              531705.22             0.00             0.00                 360                     357               600     20721   MD                      0.000      0.000        0.000      0.000       0.000        671               9/25/2006             0    N                                                  36   H
        4134   P               P                P                               73                  1    C4                    A5AL                         43      8.990                     1                         186500.00     80.00         0.00                80.00              149200.00              149103.37             0.00             0.00                 360                     357               480     33407   FL                      7.750     14.990        8.990      1.500       1.000        663               9/26/2006             0    Y                                                  24   H
        4135   S               P                P                               73                  1    C4                    A4AL                         43      7.550                     1                         805000.00     80.00        20.00               100.00              644000.00              643366.12        161000.00             0.00                 360                     357               480     96732   HI                      6.550     13.550        7.550      1.500       1.000        646               9/17/2006             0    N                                                  24   H
        4136   C               P                P                               73                  1    C4                    A5AL                         49      8.950                     1                         126000.00     80.00        20.00               100.00              100800.00              100733.93         25200.00             0.00                 360                     357               480     60139   IL                      5.850     14.950        8.950      1.500       1.000        637               9/29/2006             0    Y                                                   0
        4137   P               P                P                               73                  1    C4                    A4AL                         38      8.350                     1                         212000.00     80.00        20.00               100.00              169600.00              169279.90         42400.00             0.00                 360                     357               360     33024   FL                      7.350     14.350        8.350      1.500       1.000        662               9/28/2006             0    N                                                  12   H
        4138   S               P                P                               73                  1    C4                    A5AL                         40      7.750                     1                         295000.00     80.00        20.00               100.00              236000.00              235497.05         59000.00             0.00                 360                     357               360     33189   FL                      6.750     13.750        7.750      1.500       1.000        609               9/29/2006             0    Y                                                  24   H
        4139   C               P                P                               73                  1    C4                    AXAL                         43      8.350                     1                         230000.00     80.00         0.00                80.00              184000.00              183856.18             0.00             0.00                 360                     357               480     33141   FL                      7.350     14.350        8.350      1.500       1.000        586               9/29/2006             0    N                                                  24   H
        4140   S               P                P                                7                  2    C4                    A5AL                         34     12.450                     1                         119900.00    100.00         0.00               100.00               23980.00               23961.18             0.00         95920.00                 180                     177               360     70810   LA                      0.000      0.000        0.000      0.000       0.000        640               9/13/2006             0    Y                                                  24   H
        4141   S               P                C                               74                  1    C4                    A5AL                         39      9.990                     1                         155000.00     85.00         0.00                85.00              131750.00              131686.77             0.00             0.00                 360                     357               480     60545   IL                      5.500     15.990        9.990      1.500       1.000        626               9/12/2006             0    Y                                                   0
        4142   S               P                C                               74                  1    C3                    A4AL                         40      7.850                     1                         845000.00     75.00         0.00                75.00              633750.00              632426.30             0.00             0.00                 360                     357               360      8203   NJ                      6.850     13.850        7.850      1.500       1.000        643               9/20/2006             0    N                                                   0
        4143   S               P                C                               73                  1    C3                    A4AL                         41     10.000                     1                         950000.00     95.00         0.00                95.00              902500.00              902068.26             0.00             0.00                 360                     357               480     92020   CA                      7.750     16.000       10.000      1.500       1.000        619               9/17/2006             0    N                                                  24   H
        4144   S               P                C                              175                  1                      1   AXAL                         38      7.250                     1                         130000.00     81.54         0.00                81.54              106000.00              105945.71             0.00             0.00                 360                     357               600     85757   AZ                      6.250     13.250        7.250      1.500       1.000        614               9/17/2006             0    N                                                  36   H
        4145   S               P                C                               10                  1                      1   AXAL                         28      7.500                     1                         314000.00     79.62         0.00                79.62              250000.00              249412.10             0.00             0.00                 360                     357               360     87111   NM                      0.000      0.000        0.000      0.000       0.000        614               9/14/2006             0    N                                                   0
        4146   S               P                C                              175                  1                      1   A5AL                         33      7.750                     1                         400000.00     78.75         0.00                78.75              315000.00              314707.16             0.00             0.00                 360                     357               480     95240   CA                      6.000     13.750        7.750      1.500       1.000        690                9/6/2006             0    Y                                                  36   H
        4147   S               P                P                               74                  1    C4                    A5AL                         47      8.625                     1                         520000.00     80.00        20.00               100.00              416000.00              415699.99        104000.00             0.00                 360                     357               480     11575   NY                      7.625     14.625        8.625      1.500       1.000        662               9/22/2006             0    Y                                                   0
        4148   S               P                P                               73                  1    C4                    A5AL                         28      8.600                     1                         181000.00     80.00        20.00               100.00              144800.00              144756.16         36200.00             0.00                 360                     357               600     84651   UT                      7.600     14.600        8.600      1.500       1.000        652               9/14/2006             0    Y                                                  24   H
        4149   S               P                P                               73                  1    C4                    A5AL                         38      8.600                     1                         330000.00     80.00        20.00               100.00              264000.00              263526.59         66000.00             0.00                 360                     357               360     11575   NY                      7.600     14.600        8.600      1.500       1.000        663               9/22/2006             0    Y                                                   0
        4150   F               P                P                               74                  1    C4                    A5AL                         49      7.750                     1                         415000.00     80.00        20.00               100.00              332000.00              331292.48         83000.00             0.00                 360                     357               360     60653   IL                      5.850     13.750        7.750      1.500       1.000        690               9/17/2006             0    Y                                                   0
        4151   S               P                C                               10                  1    C4                    A4AL                         29      7.990                     1                         126400.00     74.37         0.00                74.37               94000.00               93809.11             0.00             0.00                 360                     357               360     87105   NM                      0.000      0.000        0.000      0.000       0.000        634               9/22/2006             0    N                                                   0
        4152   S               P                C                               73                  1    C4                    A4AL                         52      7.350                     1                         390000.00     80.00        20.00               100.00              312000.00              311279.81         78000.00             0.00                 360                     357               360     39154   MS                      6.350     13.350        7.350      1.500       1.000        624               9/25/2006             0    N                                                  24   H
        4153   P               I                C                               10                  1                      1   AXAL                         49      8.625                     1                         148000.00     78.38         0.00                78.38              116000.00              115793.05             0.00             0.00                 360                     357               360     30809   GA                      0.000      0.000        0.000      0.000       0.000        653               9/28/2006             0    N                                                   0
        4154   P               P                C                               10                  1    C4                    A4AL                         41      7.990                     1                         265000.00     79.25         0.00                79.25              210000.00              208909.14             0.00             0.00                 240                     237               240     77429   TX                      0.000      0.000        0.000      0.000       0.000        630               9/25/2006             0    N                                                   0
        4155   S               P                C                               73                  1                      1   A4AL                         45      7.500                     1                         195000.00     89.99         0.00                89.99              175480.00              175399.27             0.00             0.00                 360                     357               600     85033   AZ                      6.500     13.500        7.500      1.500       1.000        669               9/14/2006             0    N                                                  36   H
        4156   S               P                C                               74                  1    C4                    A5AL                         49      7.990                     1                         609600.00     93.34         0.00                93.34              569000.00              568506.32             0.00             0.00                 360                     357               480     91402   CA                      6.990     13.990        7.990      1.500       1.000        694               9/25/2006             0    Y                                                  36   H
        4157   S               P                P                                7                  2    C4                    A4AL                         38     12.500                     1                         469000.00    100.00         0.00               100.00               93800.00               93727.22             0.00        375200.00                 180                     177               360     70458   LA                      0.000      0.000        0.000      0.000       0.000        649                9/7/2006             0    N                                                  24   H
        4158   S               P                C                               73                  1                      1   A4AL                         50      7.450                     1                         455000.00     84.84         0.00                84.84              386000.00              385609.10             0.00             0.00                 360                     357               480     11701   NY                      6.450     13.450        7.450      1.500       1.000        562               9/13/2006             0    N                                                   0
        4159   P               P                C                               73                  1    C4                    A5AL                         48      7.600                     1                         600000.00     77.17         0.00                77.17              463000.00              461983.19             0.00             0.00                 360                     357               360     33027   FL                      6.600     13.600        7.600      1.500       1.000        662               9/23/2006             0    Y                                                  24   H
        4160   P               P                P                               10                  1                      1   A4AL                         45      8.975                     1                         112500.00     80.00        20.00               100.00               90000.00               89850.62         22500.00             0.00                 360                     357               360     77064   TX                      0.000      0.000        0.000      0.000       0.000        612               9/29/2006             0    N                                                  36   H
        4161   S               P                P                               73                  1                      1   A5AL                         52      8.600                     1                         105000.00     80.00        20.00               100.00               84000.00               83849.37         21000.00             0.00                 360                     357               360     78852   TX                      7.000     14.600        8.600      1.500       1.000        606               9/27/2006             0    Y                                                   0
        4162   S               P                C                               10                  1    C4                    A4AL                         36      8.950                     1                         105400.00     89.66         0.00                89.66               94500.00               94342.30             0.00             0.00                 360                     357               360     49015   MI                      0.000      0.000        0.000      0.000       0.000        647               9/11/2006             0    N                                                  36   H
        4163   S               P                C                                7                  1    C4                    A4AL                         48      8.225                     1                         262000.00     79.39         0.00                79.39              208000.00              207831.38             0.00             0.00                 360                     357               480     33460   FL                      0.000      0.000        0.000      0.000       0.000        622               9/21/2006             0    N                                                  36   H
        4164   S               P                P                                7                  2    C4                    A4AL                         37     12.250                     1                         470000.00    100.00         0.00               100.00               94000.00               93922.87             0.00        376000.00                 180                     177               360     92530   CA                      0.000      0.000        0.000      0.000       0.000        656               9/13/2006             0    N                                                  24   H
        4165   S               P                P                               73                  1                      1   A4AL                         38      7.150                     1                         304000.00     80.00        20.00               100.00              243200.00              243200.00         60800.00             0.00                 360                     357               360     93277   CA                      6.250     14.150        7.150      1.500       1.000        631               9/13/2006            60    N                                                  24   H
        4166   S               P                C                               74                  1    C4                    A4AL                         44      7.300                     1                         188000.00     80.00        20.00               100.00              150400.00              150325.45         37600.00             0.00                 360                     357               600     80239   CO                      6.300     13.300        7.300      1.500       1.000        682               9/23/2006             0    N                                                  36   H
        4167   S               P                P                                7                  2    C4                    A5AL                         47     12.350                     1                         321500.00    100.00         0.00               100.00               64300.00               64248.39             0.00        257200.00                 180                     177               360     60202   IL                      0.000      0.000        0.000      0.000       0.000        659               9/15/2006             0    Y                                                   0
        4168   S               P                C                                7                  1                      1   A4AL                         35      8.990                     1                         210000.00     84.29         0.00                84.29              177000.00              176885.37             0.00             0.00                 360                     357               480     32174   FL                      0.000      0.000        0.000      0.000       0.000        556               9/15/2006             0    N                                                  36   H
        4169   S               P                C                                7                  1    C4                    A4AL                         39      8.250                     1                         315000.00     79.37         0.00                79.37              250000.00              249798.82             0.00             0.00                 360                     357               480     95358   CA                      0.000      0.000        0.000      0.000       0.000        549               9/21/2006             0    N                                                  36   H
        4170   S               P                C                               74                  1    C4                    A4AL                         33      8.900                     1                         155000.00     90.00         0.00                90.00              139500.00              139264.86             0.00             0.00                 360                     357               360     13901   NY                      7.600     14.900        8.900      1.500       1.000        629               9/17/2006             0    N                                                   0
        4171   S               P                P                               73                  1                      1   A4AL                         43      8.000                     1                         200000.00     80.00        20.00               100.00              160000.00              159674.77         40000.00             0.00                 360                     357               360     75407   TX                      7.000     14.000        8.000      1.500       1.000        632               9/19/2006             0    N                                                   0
        4172   S               P                P                               73                  1    C4                    A5AL                         48      8.930                     1                         145000.00     80.00        20.00               100.00              116000.00              115931.53         29000.00             0.00                 360                     357               480     48076   MI                      6.000     14.930        8.930      1.500       1.000        672               9/14/2006             0    Y                                                  36   H
        4173   S               P                C                               74                  1    C4                    A4AL                         44      7.625                     1                         520000.00     80.00         0.00                80.00              416000.00              415599.19             0.00             0.00                 360                     357               480     11416   NY                      6.625     13.625        7.625      1.500       1.000        679                9/1/2006             0    N                                                   0
        4174   S               P                P                               10                  2    C4                    A5AL                         43     11.650                     1                         145000.00    100.00         0.00               100.00               29000.00               28972.83             0.00        116000.00                 360                     357               360     48076   MI                      0.000      0.000        0.000      0.000       0.000        672               9/14/2006             0    Y                                                  24   H
        4175   S               P                C                               73                  1                      1   A5AL                         45      8.990                     1                         198000.00     80.00        20.00               100.00              158400.00              158297.42         39600.00             0.00                 360                     357               480     80918   CO                      7.750     14.990        8.990      1.500       1.000        590               9/12/2006             0    Y                                                  24   H
        4176   S               P                P                                7                  2    C4                    A5AL                         47     11.500                     1                         217800.00    100.00         0.00               100.00               43560.00               43517.81             0.00        174240.00                 180                     177               360     89403   NV                      0.000      0.000        0.000      0.000       0.000        669               9/22/2006             0    Y                                                  24   H
        4177   S               P                P                               73                  1    C4                    AXAL                         31     10.000                     1                         460000.00     90.00         0.00                90.00              414000.00              413801.94             0.00             0.00                 360                     357               480     17019   PA                      7.750     16.000       10.000      1.500       1.000        670                9/6/2006             0    N                                                   0
        4178   P               P                C                               10                  1                      1   A4AL                         51      8.275                     1                         225000.00     71.56         0.00                71.56              161000.00              160202.13             0.00             0.00                 240                     237               240     85037   AZ                      0.000      0.000        0.000      0.000       0.000        566               9/22/2006             0    N                                                  36   H
        4179   S               P                C                               73                  1    C4                    A5AL                         19      6.990                     1                         360000.00     56.53         0.00                56.53              203500.00              202994.98             0.00             0.00                 360                     357               360     11208   NY                      6.250     12.990        6.990      1.500       1.000        627               9/18/2006             0    Y                                                   0
        4180   S               P                C                               10                  1    C4                    A5AL                         29      8.250                     1                         175000.00     51.43         0.00                51.43               90000.00               89826.65             0.00             0.00                 360                     357               360     34471   FL                      0.000      0.000        0.000      0.000       0.000        571               9/11/2006             0    Y                                                  36   H
        4181   C               P                C                               73                  1    C4                    A4AL                         39      8.950                     1                         485000.00     55.00         0.00                55.00              266750.00              266575.18             0.00             0.00                 360                     357               480     91205   CA                      7.750     14.950        8.950      1.500       1.000        555                9/7/2006             0    N                                                  24   H
        4182   C               P                P                               73                  1    C4                    A5AL                         20      8.990                     1                         100000.00     90.00         0.00                90.00               90000.00               89773.47             0.00             0.00                 360                     357               360     77042   TX                      6.500     14.990        8.990      1.500       1.000        612               9/17/2006             0    Y                                                   0
        4183   F               P                C                               74                  1    C4                    AXAL                         50      8.350                     1                         472500.00     79.58         0.00                79.58              376000.00              375706.10             0.00             0.00                 360                     357               480     60639   IL                      5.850     14.350        8.350      1.500       1.000        612               9/13/2006             0    N                                                   0
        4184   C               P                C                               73                  1    C4                    A5AL                         45      8.650                     1                         218000.00     80.50        19.18                99.68              175500.00              175374.33         41812.40             0.00                 360                     357               480     60016   IL                      5.850     14.650        8.650      1.500       1.000        652               9/15/2006             0    Y                                                   0
        4185   S               P                C                               74                  1    C4                    A4AL                         39      9.990                     1                         132000.00     82.77         0.00                82.77              109250.00              109197.57             0.00             0.00                 360                     357               480     60609   IL                      5.600     15.990        9.990      1.500       1.000        645               9/22/2006             0    N                                                   0
        4186   S               P                C                                7                  1                      1   A4AL                         46      8.250                     1                         155000.00     90.00         0.00                90.00              139500.00              139387.73             0.00             0.00                 360                     357               480     48101   MI                      0.000      0.000        0.000      0.000       0.000        575               9/13/2006             0    N                                                  36   H
        4187   S               P                C                               10                  1                      1   A5AL                         43     10.375                     1                          90000.00     83.00         0.00                83.00               74700.00               74607.71             0.00             0.00                 360                     357               360     72209   AR                      0.000      0.000        0.000      0.000       0.000        558               9/17/2006             0    Y                                                  36   H
        4188   S               P                C                                7                  1                      1   A5AL                         31      6.750                     1                         248200.00     80.00        15.00                95.00              198560.00              198439.42         37230.00             0.00                 360                     357               600     80212   CO                      0.000      0.000        0.000      0.000       0.000        631               9/22/2006             0    Y                                                  36   H
        4189   S               P                P                               73                  1                      1   A5AL                         44      7.650                     1                         220000.00     75.91         0.00                75.91              167000.00              166927.41             0.00             0.00                 360                     357               600     85306   AZ                      6.650     13.650        7.650      1.500       1.000        631               9/17/2006             0    Y                                                  24   H
        4190   S               P                P                                7                  2                      1   A5AL                         33     12.000                     1                         133500.00    100.00         0.00               100.00               26700.00               26676.85             0.00        106800.00                 180                     177               360     30080   GA                      0.000      0.000        0.000      0.000       0.000        624               9/17/2006             0    Y                                                   0
        4191   S               P                C                               73                  1    C4                    A4AL                         48      8.600                     1                         485000.00     89.90         0.00                89.90              436000.00              435683.25             0.00             0.00                 360                     357               480     91762   CA                      7.600     14.600        8.600      1.500       1.000        566               9/25/2006             0    N                                                  24   H
        4192   S               P                P                               73                  1    C4                    A5AL                         40      7.950                     1                         270000.00     80.00        20.00               100.00              216000.00              215557.85         54000.00             0.00                 360                     357               360     33060   FL                      6.950     13.950        7.950      1.500       1.000        650               9/28/2006             0    Y                                                  24   H
        4193   S               P                C                               74                  1                      1   A5AL                         32      7.650                     1                         123000.00     85.00         0.00                85.00              104550.00              104449.97             0.00             0.00                 360                     357               480     60432   IL                      5.850     13.650        7.650      1.500       1.000        602               9/11/2006             0    Y                                                   0
        4194   C               P                C                               73                  1    C4                    A4AL                         41      7.900                     1                         650000.00     64.46         0.00                64.46              419000.00              418133.62             0.00             0.00                 360                     357               360     33139   FL                      6.900     13.900        7.900      1.500       1.000        629               9/17/2006             0    N                                                  24   H
        4195   C               P                P                               73                  1    C4                    A5AL                         44      7.990                     1                         465000.00     80.00        20.00               100.00              372000.00              371677.25         93000.00             0.00                 360                     357               480     90305   CA                      6.990     13.990        7.990      1.500       1.000        647               9/11/2006             0    Y                                                  24   H
        4196   S               P                C                               74                  1                      1   A4AL                         35      7.850                     1                         150000.00     75.00         0.00                75.00              112500.00              112265.01             0.00             0.00                 360                     357               360     60429   IL                      5.850     13.850        7.850      1.500       1.000        575               9/20/2006             0    N                                                   0
        4197   P               P                P                               73                  1    C4                    A5AL                         48      9.450                     1                         305000.00     80.00        20.00               100.00              244000.00              243862.21         61000.00             0.00                 360                     357               480     32703   FL                      7.750     15.450        9.450      1.500       1.000        665               9/19/2006             0    Y                                                  24   H
        4198   S               P                P                                7                  2    C4                    A4AL                         44     11.550                     1                         575000.00    100.00         0.00               100.00              115000.00              114889.91             0.00        460000.00                 180                     177               360     90620   CA                      0.000      0.000        0.000      0.000       0.000        678               9/18/2006             0    N                                                  24   H
        4199   S               P                C                               73                  1    C4                    A4AL                         50      8.950                     1                         330000.00     95.00         0.00                95.00              313500.00              313294.56             0.00             0.00                 360                     357               480     60123   IL                      5.850     14.950        8.950      1.500       1.000        580               9/23/2006             0    N                                                   0
        4200   P               P                P                               73                  1    C4                    A4AL                         40      8.500                     1                         429900.00     80.00        20.00               100.00              343920.00              343811.84         85980.00             0.00                 360                     357               600     92585   CA                      7.500     14.500        8.500      1.500       1.000        647               9/14/2006             0    N                                                  24   H
        4201   S               P                C                               73                  1    C1                    A4AL                         26      7.990                     1                         305000.00     79.34         0.00                79.34              242000.00              241508.60             0.00             0.00                 360                     357               360     98198   WA                      6.990     13.990        7.990      1.500       1.000        583               9/15/2006             0    N                                                  24   H
        4202   S               P                C                                7                  1    C4                    A4AL                         50      7.750                     1                         220000.00     45.45         0.00                45.45              100000.00               99907.03             0.00             0.00                 360                     357               480     34759   FL                      0.000      0.000        0.000      0.000       0.000        587               9/21/2006             0    N                                                  36   H
        4203   C               P                P                               73                  1    C4                    A5AL                         53      8.675                     1                         155000.00     80.00        20.00               100.00              124000.00              123911.88         31000.00             0.00                 360                     357               480      6810   CT                      7.675     14.675        8.675      1.500       1.000        600               9/28/2006             0    Y                                                  24   H
        4204   S               P                C                               74                  1                      1   A5AL                         38      8.500                     1                         157000.00     82.80         0.00                82.80              130000.00              129959.10             0.00             0.00                 360                     357               600      8093   NJ                      7.500     14.500        8.500      1.500       1.000        603               9/13/2006             0    Y                                                   0
        4205   S               P                C                               74                  1    C4                    A4AL                         47      8.990                     1                         200000.00     80.00         0.00                80.00              160000.00              159735.28             0.00             0.00                 360                     357               360      7103   NJ                      7.750     14.990        8.990      1.500       1.000        574               9/17/2006             0    N                                                   0
        4206   S               P                C                               10                  1    C4                    A4AL                         50      7.975                     1                         400000.00     75.00         0.00                75.00              300000.00              299389.00             0.00             0.00                 360                     357               360     11776   NY                      0.000      0.000        0.000      0.000       0.000        633               9/20/2006             0    N                                                  12   H
        4207   S               P                C                               74                  1    C4                    AXAL                         39      8.700                     1                         150000.00     95.00         0.00                95.00              142500.00              142399.30             0.00             0.00                 360                     357               480     60505   IL                      5.850     14.700        8.700      1.500       1.000        672               9/15/2006             0    N                                                   0
        4208   S               P                P                               73                  1                      1   A4AL                         46      7.840                     1                         135000.00     80.00        20.00               100.00              108000.00              108000.00         27000.00             0.00                 360                     357               360     33511   FL                      6.840     14.840        7.840      1.500       1.000        631               9/14/2006            60    N                                                  24   H
        4209   F               P                C                               74                  1    C4                    A4AL                         33      8.250                     1                         375000.00     80.00         0.00                80.00              300000.00              299896.15             0.00             0.00                 360                     357               600      7304   NJ                      7.250     14.250        8.250      1.500       1.000        632               9/17/2006             0    N                                                   0
        4210   C               P                P                               74                  1    C4                    A5AL                         29      9.550                     1                         237990.00     80.00        20.00               100.00              190392.00              190352.24         47598.00             0.00                 360                     357               600     34769   FL                      7.750     15.550        9.550      1.500       1.000        603               9/17/2006             0    Y                                                  36   H
        4211   S               P                C                               73                  1                      1   A5AL                         25      9.000                     1                         150000.00     70.00         0.00                70.00              105000.00              104932.20             0.00             0.00                 360                     357               480     48135   MI                      7.750     15.000        9.000      1.500       1.000        597               9/22/2006             0    Y                                                  24   H
        4212   P               P                C                               73                  1    C4                    A5AL                         51      7.700                     1                         415000.00     90.00         0.00                90.00              373500.00              373500.00             0.00             0.00                 360                     357               360     85716   AZ                      6.700     14.700        7.700      1.500       1.000        648               9/22/2006            60    Y                                                  24   H
        4213   S               P                C                               73                  1                      1   A4AL                         50      7.550                     1                         240000.00     70.00         0.00                70.00              168000.00              167834.63             0.00             0.00                 360                     357               480     23454   VA                      6.550     13.550        7.550      1.500       1.000        557               9/15/2006             0    N                                                  36   H
        4214   S               P                C                               10                  1                      1   A4AL                         21      7.250                     1                         150000.00     76.51         0.00                76.51              114760.00              114115.02             0.00             0.00                 240                     237               240     99328   WA                      0.000      0.000        0.000      0.000       0.000        660               9/25/2006             0    N                                                  36   H
        4215   S               P                C                               73                  1    C4                    A4AL                         35      7.990                     1                         392000.00     95.00         0.00                95.00              372400.00              372076.89             0.00             0.00                 360                     357               480     95823   CA                      6.990     13.990        7.990      1.500       1.000        668               9/20/2006             0    N                                                  24   H
        4216   P               P                C                               74                  1    C4                    A4AL                         42      7.990                     1                         470000.00     84.04         0.00                84.04              395000.00              394849.00             0.00             0.00                 360                     357               600     92880   CA                      6.990     13.990        7.990      1.500       1.000        619               9/18/2006             0    N                                                  36   H
        4217   P               P                C                               73                  1                      1   C AL                         53      8.150                     1                         375000.00     72.80         0.00                72.80              273000.00              272463.35             0.00             0.00                 360                     357               360     20770   MD                      6.850     14.150        8.150      1.500       1.000        587               9/25/2006             0    N                                                   0
        4218   S               P                C                               10                  1                      1   A4AL                         19      7.850                     1                         296000.00     62.16         0.00                62.16              184000.00              183615.68             0.00             0.00                 360                     357               360      8757   NJ                      0.000      0.000        0.000      0.000       0.000        615               9/16/2006             0    N                                                   0
        4219   P               P                C                               73                  1    C4                    A5AL                         41      8.750                     1                         425000.00     73.18         0.00                73.18              311000.00              310783.78             0.00             0.00                 360                     357               480     18428   PA                      7.750     14.750        8.750      1.500       1.000        599               9/11/2006             0    Y                                                  24   H
        4220   S               P                P                                7                  2                      1   A4AL                         46     11.750                     1                         135000.00    100.00         0.00               100.00               27000.00               26975.24             0.00        108000.00                 180                     177               360     33511   FL                      0.000      0.000        0.000      0.000       0.000        631               9/14/2006             0    N                                                  24   H
        4221   S               P                C                               74                  1                      1   A5AL                         48      7.400                     1                         385000.00     65.00         0.00                65.00              250250.00              249955.67             0.00             0.00                 360                     357               480     11717   NY                      6.400     13.400        7.400      1.500       1.000        567               9/12/2006             0    Y                                                   0
        4222   P               P                C                               10                  1                      1   A5AL                         40      8.340                     1                         260000.00     80.00         0.00                80.00              208000.00              207606.61             0.00             0.00                 360                     357               360     78023   TX                      0.000      0.000        0.000      0.000       0.000        616               9/18/2006             0    Y                                                   0
        4223   F               P                P                                7                  2    C4                    A5AL                         48     11.400                     1                         530000.00    100.00         0.00               100.00              106000.00              105895.12             0.00        424000.00                 180                     177               360     11691   NY                      0.000      0.000        0.000      0.000       0.000        691               9/29/2006             0    Y                                                   0
        4224   C               P                C                               73                  1    C4                    A5AL                         24      6.999                     1                         295900.00     50.69         0.00                50.69              150000.00              150000.00             0.00             0.00                 360                     357               360     20886   MD                      6.250     13.999        6.999      1.500       1.000        645               9/19/2006            60    Y                                                  24   H
        4225   S               P                R                               73                  1    C1                    A4AL                         42      8.250                     1                         145000.00     75.00        15.00                90.00              108750.00              108712.35         21750.00             0.00                 360                     357               600     30127   GA                      7.250     14.250        8.250      1.500       1.000        620               9/17/2006             0    N                                                   0
        4226   S               P                P                               73                  1    C4                    A5AL                         45      8.500                     1                         305000.00     80.00        20.00               100.00              244000.00              243817.46         61000.00             0.00                 360                     357               480     92411   CA                      7.500     14.500        8.500      1.500       1.000        662               9/15/2006             0    Y                                                  12   H
        4227   S               P                P                               73                  1                      1   A5AL                         51      7.750                     1                         156000.00     80.00        20.00               100.00              124800.00              124534.02         31200.00             0.00                 360                     357               360     80022   CO                      6.750     13.750        7.750      1.500       1.000        641               9/15/2006             0    Y                                                  24   H
        4228   S               P                C                               73                  1                      1   AXAL                         50      7.875                     1                         286000.00     74.48         0.00                74.48              213000.00              212501.01             0.00             0.00                 360                     357               360     60008   IL                      4.250     13.875        4.250      1.500       1.000        608               9/25/2006             0    N                                                  24   H
        4229   S               P                C                               73                  1    C4                    AXAL                         45      9.500                     1                         200000.00     85.00         0.00                85.00              170000.00              169747.15             0.00             0.00                 360                     357               360     53566   WI                      6.100     15.500        9.500      1.500       1.000        603               9/25/2006             0    N                                                  24   H
        4230   S               P                C                               73                  1    C4                    A4AL                         46      9.190                     1                         154000.00     95.00         0.00                95.00              146300.00              145989.23             0.00             0.00                 360                     356               360     54601   WI                      6.190     15.190        9.190      1.500       1.000        596               9/11/2006             0    N                                                  24   H
        4231   S               P                C                               73                  1                      1   A4AL                         39      9.590                     1                          85300.00     90.00         0.00                90.00               76770.00               76657.96             0.00             0.00                 360                     357               360     46404   IN                      6.190     15.590        9.590      1.500       1.000        555               9/25/2006             0    N                                                  24   H
        4232   S               P                P                               73                  1    C4                    A4AL                         45      8.900                     1                         102000.00     85.00         0.00                85.00               86700.00               86553.87             0.00             0.00                 360                     357               360     53083   WI                      5.500     14.900        8.900      1.500       1.000        579               9/29/2006             0    N                                                  24   H
        4233   S               P                C                               73                  1    C4                    A4AL                         49      8.490                     1                         143000.00     90.00         0.00                90.00              128700.00              128333.67             0.00             0.00                 360                     356               360     53218   WI                      5.490     14.490        8.490      1.500       1.000        661                9/6/2006             0    N                                                  24   H
        4234   S               P                C                               73                  1                      1   A4AL                         48      9.150                     1                         151000.00     90.00         9.93                99.93              135900.00              135682.53         15000.00             0.00                 360                     357               360     54758   WI                      5.750     15.150        9.150      1.500       1.000        591               9/22/2006             0    N                                                  24   H
        4235   S               P                C                               73                  1                      1   A4AL                         44      9.000                     1                         158000.00     83.00         0.00                83.00              131140.00              130923.47             0.00             0.00                 360                     357               360     36207   AL                      5.600     15.000        5.600      1.500       1.000        554               9/28/2006             0    N                                                  24   H
        4236   S               P                P                               73                  1    C4                    A4AL                         40      9.125                     1                         145200.00    100.00         0.00               100.00              145200.00              144966.42             0.00             0.00                 360                     357               360     58401   ND                      5.725     15.125        5.725      1.500       1.000        655               9/28/2006             0    N                                                  24   H
        4237   F               P                P                               73                  1                      1   A5AL                         47     10.490                     1                          70000.00     95.00         0.00                95.00               66500.00               66392.69             0.00             0.00                 360                     356               360     53204   WI                      7.490     16.490       10.490      1.500       1.000        592                9/8/2006             0    Y                                                  24   H
        4238   S               P                C                               73                  1    C4                    A4AL                         43      8.750                     1                         167000.00     95.00         0.00                95.00              158650.00              158374.17             0.00             0.00                 360                     357               360     53406   WI                      5.350     14.750        8.750      1.500       1.000        643               9/22/2006             0    N                                                  24   H
        4239   S               P                C                               73                  1                      1   A5AL                         33      9.640                     1                         205000.00     24.44         0.00                24.44               50100.00               50051.97             0.00             0.00                 360                     358               360     21222   MD                      6.000     15.640        6.750      1.500       1.000        520              10/12/2006             0    Y                                                   0
        4240   T               P                C                               10                  1                      1   A4AL                         36      7.990                     1                         150000.00     82.17         0.00                82.17              123250.00              123083.71             0.00             0.00                 360                     358               360     23075   VA                      0.000      0.000        0.000      0.000       0.000        669               9/28/2006             0    N                                                   0
        4241   S               P                R                               73                  1    C4                    A5AL                         50      9.200                     1                         225000.00     90.00         0.00                90.00              202500.00              202325.21             0.00             0.00                 360                     357               480     98532   WA                      5.800     15.200        9.200      1.500       1.000        607               9/25/2006             0    Y                                                  24   H
        4242   S               P                C                               10                  1                      1   A4AL                         25      7.625                     1                         117500.00     71.49         0.00                71.49               84000.00               83496.57             0.00             0.00                 180                     178               180     32641   FL                      0.000      0.000        0.000      0.000       0.000        609               9/28/2006             0    N                                                  36   H
        4243   S               P                P                               74                  1                      1   A5AL                         50      9.250                     1                         280000.00    100.00         0.00               100.00              280000.00              280000.00             0.00             0.00                 360                     357               360     85206   AZ                      6.250     15.250        6.250      1.500       1.000        583               9/22/2006            60    Y                                                  24   H
        4244   S               P                C                               73                  1                      1   A4AL                         47      8.875                     1                         232000.00     95.00         0.00                95.00              220400.00              220400.00             0.00             0.00                 360                     357               360     33611   FL                      5.625     14.875        8.875      1.500       1.000        583               9/26/2006            60    N                                                  24   H
        4245   S               P                C                               73                  1    C3                    A4AL                         26      8.250                     1                         289000.00     80.00        20.00               100.00              231200.00              231013.96         57800.00             0.00                 360                     357               480     55349   MN                      5.000     14.250        5.000      1.500       1.000        614               9/29/2006             0    N                                                  24   H
        4246   S               P                C                               10                  1                      1   A4AL                         31     10.750                     1                          71000.00     80.00         0.00                80.00               56800.00               56735.26             0.00             0.00                 360                     357               360     35044   AL                      0.000      0.000        0.000      0.000       0.000        510               9/26/2006             0    N                                                   0
        4247   S               P                P                               73                  1    C3                    A5AL                         47     10.990                     1                         299000.00     95.00         5.00               100.00              284050.00              283742.68         14950.00             0.00                 360                     357               360     21117   MD                      6.500     16.990        6.500      1.500       1.000        599               9/28/2006             0    Y                                                   0
        4248   S               P                C                               73                  1                      1   AMAL                         22     11.250                     1                          90000.00     66.67         0.00                66.67               60000.00               59938.65             0.00             0.00                 360                     357               360     29360   SC                      6.000     17.250        6.000      1.500       1.000        503               9/26/2006             0    N                                                   0
        4249   S               P                P                               73                  1    C4                    A4AL                         48     10.490                     1                         164000.00     95.00         0.00                95.00              155800.00              155548.53             0.00             0.00                 360                     356               360     53214   WI                      7.490     16.490       10.490      1.500       1.000        626                9/1/2006             0    N                                                  24   H
        4250   S               P                C                               10                  1                      1   A4AL                         50      8.600                     1                          88000.00     65.00         0.00                65.00               57200.00               57097.42             0.00             0.00                 360                     357               360     46545   IN                      0.000      0.000        0.000      0.000       0.000        583               9/27/2006             0    N                                                  36   H
        4251   S               I                C                               10                  1                      1   AMAL                         53      9.625                     1                         350000.00     37.14         0.00                37.14              130000.00              129811.16             0.00             0.00                 360                     357               360     20744   MD                      0.000      0.000        0.000      0.000       0.000        553               9/25/2006             0    N                                                   0
        4252   S               P                C                               73                  1                      1   AXAL                         39      9.290                     1                          92000.00     95.00         0.00                95.00               87400.00               87218.18             0.00             0.00                 360                     356               360     60426   IL                      5.540     15.290        9.290      1.500       1.000        580                9/1/2006             0    N                                                   0
        4253   S               P                C                               73                  1    C4                    A4AL                         29      9.250                     1                         260000.00     82.69         0.00                82.69              215000.00              214548.98             0.00             0.00                 360                     356               360     46041   IN                      6.250     15.250        9.250      1.500       1.000        639               8/30/2006             0    N                                                  24   H
        4254   S               P                C                               73                  1                      1   A4AL                         53      9.490                     1                         180000.00     90.00         0.00                90.00              162000.00              161676.79             0.00             0.00                 360                     356               360     60453   IL                      5.740     15.490        9.490      1.500       1.000        552                9/7/2006             0    N                                                   0
        4255   S               P                C                               73                  1                      1   AXAL                         46      9.290                     1                         130000.00     85.00         0.00                85.00              110500.00              110270.11             0.00             0.00                 360                     356               360     60636   IL                      5.540     15.290        9.290      1.500       1.000        558               8/30/2006             0    N                                                   0
        4256   S               P                C                               73                  1                      1   A4AL                         44      8.500                     1                         176000.00    100.00         0.00               100.00              176000.00              175677.86             0.00             0.00                 360                     357               360     30088   GA                      5.125     14.500        5.125      1.500       1.000        617               9/30/2006             0    N                                                  24   H
        4257   P               P                P                               73                  1    C4                    A4AL                         46      8.000                     1                         216705.00     79.99        19.98                99.97              173350.00              173116.60         43300.00             0.00                 360                     358               360     77433   TX                      5.000     14.000        5.000      1.500       1.000        653               10/4/2006             0    N                                                  24   H
        4258   S               P                C                               10                  1                      1   A4AL                         30      9.000                     1                          95000.00     85.00         0.00                85.00               80750.00               80616.69             0.00             0.00                 360                     357               360     73141   OK                      0.000      0.000        0.000      0.000       0.000        525               9/29/2006             0    N                                                  36   H
        4259   S               P                C                               73                  1    C4                    A4AL                         47      8.500                     1                         300000.00     80.00         0.00                80.00              240000.00              239560.73             0.00             0.00                 360                     357               360     98372   WA                      5.500     14.500        5.500      1.500       1.000        633               9/29/2006             0    N                                                   0
        4260   S               P                C                               73                  1                      1   A5AL                         37      7.750                     1                         300000.00     85.00         0.00                85.00              255000.00              254456.57             0.00             0.00                 360                     357               360     92308   CA                      4.750     13.750        4.750      1.500       1.000        646               9/25/2006             0    Y                                                  24   H
        4261   F               P                P                               73                  1                      1   A5AL                         42      8.000                     1                         307000.00     80.00        20.00               100.00              245600.00              245600.00         61400.00             0.00                 360                     357               360      6516   CT                      5.000     14.000        5.000      1.500       1.000        586               10/4/2006            60    Y                                                  24   H
        4262   S               P                P                               73                  1                      1   AXAL                         42      8.750                     1                         110000.00     72.73         0.00                72.73               80000.00               79860.91             0.00             0.00                 360                     357               360     37918   TN                      5.750     14.750        5.750      1.500       1.000        575               10/4/2006             0    N                                                  24   H
        4263   P               S                P                               10                  1                      1   AMAL                         40      9.125                     1                         126500.00     60.47         0.00                60.47               76500.00               76418.27             0.00             0.00                 360                     358               360     28083   NC                      0.000      0.000        0.000      0.000       0.000        504               10/4/2006             0    N                                                  36   H
        4264   S               P                C                               10                  1                      1   C AL                         21      9.625                     1                         112000.00     50.00         0.00                50.00               56000.00               55918.88             0.00             0.00                 360                     357               360     32967   FL                      0.000      0.000        0.000      0.000       0.000        561               9/29/2006             0    N                                                  36   H
        4265   F               P                P                               73                  1                      1   A5AL                         51      8.875                     1                         130500.00     80.00        20.00               100.00              104400.00              104282.51         26100.00             0.00                 360                     358               360     82001   WY                      5.875     14.875        5.875      1.500       1.000        612               10/2/2006             0    Y                                                  24   H
        4266   S               P                C                               10                  1                      1   AMAL                         38      9.500                     1                         107000.00     84.11         0.00                84.11               90000.00               89866.14             0.00             0.00                 360                     357               360     35023   AL                      0.000      0.000        0.000      0.000       0.000        595               9/29/2006             0    N                                                  36   H
        4267   S               P                P                               73                  1                      1   A5AL                         45      7.750                     1                         415000.00     80.00        20.00               100.00              332000.00              331691.38         83000.00             0.00                 360                     357               480     93550   CA                      4.750     13.750        4.750      1.500       1.000        598               9/26/2006             0    Y                                                  24   H
        4268   S               P                C                               73                  1    C4                    A4AL                         23      8.625                     1                         325000.00     93.85         0.00                93.85              305000.00              304780.05             0.00             0.00                 360                     357               480     92345   CA                      5.625     14.625        5.625      1.500       1.000        612               9/27/2006             0    N                                                  24   H
        4269   S               P                P                               74                  1                      1   A5AL                         27      8.375                     1                         100000.00     75.00         0.00                75.00               75000.00               74961.34             0.00             0.00                 360                     358               480     55041   MN                      5.375     14.375        5.375      1.500       1.000        572               10/4/2006             0    Y                                                  36   H
        4270   P               P                C                               73                  1                      1   AMAL                         46      7.250                     1                         375000.00     73.33         0.00                73.33              275000.00              274288.14             0.00             0.00                 360                     357               360     80908   CO                      4.250     13.250        4.250      1.500       1.000        602               9/29/2006             0    N                                                  24   H
        4271   S               P                P                                7                  2    C4                    A5AL                         49     12.875                     1                         485141.00    100.00         0.00               100.00               97029.00               96983.12             0.00        388112.00                 180                     178               360     23434   VA                      0.000      0.000        0.000      0.000       0.000        653               10/4/2006             0    Y                                                   0
        4272   P               P                P                               73                  1    C1                    B AL                         51      9.500                     1                         244038.00     69.66         0.00                69.66              170000.00              169781.71             0.00             0.00                 360                     358               360     77573   TX                      6.500     15.500        6.500      1.500       1.000        561               10/3/2006             0    N                                                  24   H
        4273   S               P                C                               73                  1                      1   A4AL                         42      9.375                     1                          99000.00     89.90         0.00                89.90               89000.00               88909.75             0.00             0.00                 360                     358               360     46350   IN                      6.375     15.375        6.375      1.500       1.000        598               9/29/2006             0    N                                                   0
        4274   S               P                C                               73                  1    C4                    B AL                         21      9.250                     1                          78000.00     75.00         0.00                75.00               58500.00               58408.30             0.00             0.00                 360                     357               360     46613   IN                      6.250     15.250        6.250      1.500       1.000        631               9/29/2006             0    N                                                   0
        4275   S               S                C                               73                  1                      1   A4AL                         38      8.950                     1                         212000.00     61.32         0.00                61.32              130000.00              129783.12             0.00             0.00                 360                     357               360     33825   FL                      5.850     14.950        5.850      1.500       1.000        528               9/19/2006             0    N                                                  24   H
        4276   S               P                C                               73                  1                      1   AXAL                         41      8.850                     1                         175000.00     59.43         0.00                59.43              104000.00              103822.87             0.00             0.00                 360                     357               360     33705   FL                      5.750     14.850        5.750      1.500       1.000        563               9/13/2006             0    N                                                  24   H
        4277   P               P                P                               74                  1    C4                    A4AL                         39      8.875                     1                         215990.00     89.98         0.00                89.98              194350.00              194020.69             0.00             0.00                 360                     357               360     30331   GA                      5.505     14.875        8.875      1.500       1.000        582               9/26/2006             0    N                                                   0
        4278   P               P                C                               73                  1    C4                    AXAL                         46      8.850                     1                         295000.00     69.92         0.00                69.92              206250.00              205898.74             0.00             0.00                 360                     357               360     34711   FL                      5.750     14.850        5.750      1.500       1.000        607               9/13/2006             0    N                                                  24   H
        4279   S               P                C                                7                  2                      1   A4AL                         50     12.375                     1                         243000.00    100.00         0.00               100.00               48600.00               48561.23             0.00        194400.00                 180                     177               360     30519   GA                      0.000      0.000        0.000      0.000       0.000        592               9/25/2006             0    N                                                  36   H
        4280   F               P                C                               10                  1    C4                    A4AL                         48      8.500                     1                         300000.00     80.00         0.00                80.00              240000.00              239560.73             0.00             0.00                 360                     357               360      2907   RI                      0.000      0.000        0.000      0.000       0.000        664               9/21/2006             0    N                                                  12   H
        4281   S               P                P                               74                  1                      1   A5AL                         47      9.625                     1                         210000.00     85.00         0.00                85.00              178500.00              178241.40             0.00             0.00                 360                     357               360     48239   MI                      6.265     15.625        9.625      1.500       1.000        527               9/26/2006             0    Y                                                  36   H
        4282   P               P                C                               74                  1                      1   A4AL                         33      8.990                     1                         270000.00     77.04         0.00                77.04              208000.00              207655.87             0.00             0.00                 360                     357               360     85303   AZ                      5.990     14.990        5.990      1.500       1.000        563               9/14/2006             0    N                                                  36   H
        4283   S               P                P                                7                  2                      1   A4AL                         47     10.750                     1                         172800.00    100.00         0.00               100.00               34560.00               34520.62             0.00        138240.00                 180                     177               360     35115   AL                      0.000      0.000        0.000      0.000       0.000        607               9/22/2006             0    N                                                  36   H
        4284   S               P                C                               73                  1    C4                    A4AL                         46      8.400                     1                         171000.00     83.04         0.00                83.04              142000.00              141734.73             0.00             0.00                 360                     357               360     53188   WI                      5.000     14.400        5.000      1.500       1.000        633               9/28/2006             0    N                                                  24   H
        4285   P               P                P                               73                  1    C4                    A5AL                         35      8.650                     1                         201000.00     95.00         0.00                95.00              190950.00              190611.09             0.00             0.00                 360                     357               360     33415   FL                      5.000     14.650        8.650      1.500       1.000        624               9/29/2006             0    Y                                                  24   H
        4286   F               P                P                               73                  1    C4                    A5AL                         31      9.990                     1                          80000.00     90.00         0.00                90.00               72000.00               71965.45             0.00             0.00                 360                     357               480     40218   KY                      6.890     15.990        6.890      1.500       1.000        607               9/19/2006             0    Y                                                  24   H
        4287   S               P                P                               73                  1                      1   A4AL                         33      8.325                     1                         163000.00     69.33         0.00                69.33              113000.00              112785.64             0.00             0.00                 360                     357               360     32225   FL                      4.925     14.325        8.325      1.500       1.000        560               9/29/2006             0    N                                                  12   H
        4288   S               P                C                               73                  1                      1   A4AL                         24      9.575                     1                         137000.00     90.00         0.00                90.00              123300.00              123082.41             0.00             0.00                 360                     357               360     66046   KS                      6.175     15.575        9.575      1.500       1.000        564               9/22/2006             0    N                                                   0
        4289   S               P                C                               73                  1    C4                    A4AL                         49     10.250                     1                         196000.00     90.00         0.00                90.00              176400.00              176321.79             0.00             0.00                 360                     357               480     56303   MN                      6.950     16.250       10.250      1.500       1.000        588               9/22/2006             0    N                                                  24   H
        4290   P               P                P                               73                  1    C4                    A4AL                         49      9.750                     1                         193100.00     95.00         0.00                95.00              183445.00              183186.14             0.00             0.00                 360                     357               360     75034   TX                      6.450     15.750        9.750      1.500       1.000        594               9/29/2006             0    N                                                  24   H
        4291   S               P                P                                7                  2                      1   A4AL                         49     12.875                     1                         210000.00     93.33         0.00                93.33               39200.00               39172.04             0.00        156800.00                 180                     177               360     55033   MN                      0.000      0.000        0.000      0.000       0.000        587               9/28/2006             0    N                                                   0
        4292   S               P                C                               73                  1    C7                    A4AL                         46      9.950                     1                         242000.00    100.00         0.00               100.00              242000.00              241782.69             0.00             0.00                 360                     358               360     60410   IL                      5.550     15.950        9.950      1.500       1.000        670               9/29/2006             0    N                                                   0
        4293   S               P                P                               73                  1                      1   A4AL                         49      9.250                     1                         196000.00     80.00        20.00               100.00              156800.00              156554.24         39200.00             0.00                 360                     357               360     55033   MN                      5.950     15.250        5.950      1.500       1.000        587               9/28/2006             0    N                                                  24   H
        4294   P               S                P                               73                  1    C4                    A4AL                         50      8.125                     1                         190000.00     90.00         0.00                90.00              171000.00              170662.15             0.00             0.00                 360                     357               360     33054   FL                      4.500     14.125        4.500      1.500       1.000        649               9/30/2006             0    N                                                  24   H
        4295   S               P                C                               10                  1    C4                    A4AL                         46      9.075                     1                         140000.00     95.00         0.00                95.00              133000.00              132783.80             0.00             0.00                 360                     357               360     35640   AL                      0.000      0.000        0.000      0.000       0.000        659               9/30/2006             0    N                                                  24   H
        4296   S               P                C                               73                  1    C4                    A4AL                         45      8.625                     1                         218000.00     80.00        20.00               100.00              174400.00              174088.86         43600.00             0.00                 360                     357               360     55309   MN                      5.325     14.625        5.325      1.500       1.000        661               9/22/2006             0    N                                                  24   H
        4297   S               P                C                               73                  1    C4                    A4AL                         37      9.990                     1                         205000.00     93.66         0.00                93.66              192000.00              191742.51             0.00             0.00                 360                     357               360     53129   WI                      6.990     15.990        9.990      1.500       1.000        609               9/14/2006             0    N                                                  24   H
        4298   S               P                C                               73                  1    C4                    A4AL                         48      9.200                     1                         293500.00     95.00         0.00                95.00              278825.00              278655.37             0.00             0.00                 360                     357               480     55443   MN                      5.800     15.200        9.200      1.500       1.000        614               9/25/2006             0    N                                                  24   H
        4299   S               P                C                               73                  1    C4                    A4AL                         46      9.500                     1                         233000.00     88.45         0.00                88.45              206100.00              205793.46             0.00             0.00                 360                     357               360     55313   MN                      6.200     15.500        6.200      1.500       1.000        611               9/21/2006             0    N                                                  24   H
        4300   C               I                C                               73                  1    C7                    A4AL                         45      8.875                     1                         100000.00     80.00         0.00                80.00               80000.00               79864.44             0.00             0.00                 360                     357               360     33054   FL                      5.775     14.875        5.775      1.500       1.000        605               9/26/2006             0    N                                                  24   H
        4301   S               P                C                               73                  1    C4                    A4AL                         50      9.250                     1                         235000.00     95.00         0.00                95.00              223250.00              223116.18             0.00             0.00                 360                     357               480     53091   WI                      5.950     15.250        9.250      1.500       1.000        608                9/8/2006             0    N                                                  24   H
        4302   S               P                P                               74                  1                      1   A5AL                         40     10.875                     1                          92000.00     95.00         0.00                95.00               87400.00               87303.04             0.00             0.00                 360                     357               360     75043   TX                      7.505     16.875       10.875      1.500       1.000        606               9/29/2006             0    Y                                                  36   H
        4303   P               P                P                               74                  1    C4                    A4AL                         46      8.300                     1                         192000.00     95.00         0.00                95.00              182400.00              182052.21             0.00             0.00                 360                     357               360     78250   TX                      4.880     14.300        8.300      1.500       1.000        662               9/22/2006             0    N                                                  36   H
        4304   P               P                C                               74                  1    C4                    A4AL                         38      7.750                     1                         220000.00     72.73         0.00                72.73              160000.00              158646.07             0.00             0.00                 360                     357               360     33351   FL                      4.380     13.750        7.750      1.500       1.000        545               9/25/2006             0    N                                                  36   H
        4305   S               S                P                               74                  1                      1   A5AL                         40      8.675                     1                         136000.00     95.00         0.00                95.00              129200.00              128971.88             0.00             0.00                 360                     357               360     76087   TX                      5.315     14.675        8.675      1.500       1.000        658               9/27/2006             0    Y                                                  36   H
        4306   S               P                C                               74                  1    C4                    AXAL                         45      9.125                     1                          77000.00     80.00         0.00                80.00               61600.00               61500.09             0.00             0.00                 360                     357               360     75169   TX                      5.705     15.125        9.125      1.500       1.000        611               9/23/2006             0    N                                                   0
        4307   S               P                C                               73                  1                      1   A4AL                         37      9.625                     1                         110000.00     89.09         0.00                89.09               98000.00               97858.03             0.00             0.00                 360                     357               360     27244   NC                      6.205     15.625        9.625      1.500       1.000        587               9/12/2006             0    N                                                   0
        4308   S               P                C                               73                  1    C4                    A4AL                         47      8.500                     1                         220000.00     85.00         0.00                85.00              187000.00              186657.72             0.00             0.00                 360                     357               360     55063   MN                      5.200     14.500        5.200      1.500       1.000        566               9/25/2006             0    N                                                  24   H
        4309   F               P                C                               73                  1                      1   A5AL                         50      8.200                     1                         125000.00     75.00         0.00                75.00               93750.00               93567.57             0.00             0.00                 360                     357               360     53209   WI                      4.800     14.200        8.200      1.500       1.000        585               9/22/2006             0    Y                                                  24   H
        4310   S               P                C                               73                  1    C3                    A5AL                         29     10.950                     1                         100000.00     90.00         0.00                90.00               90000.00               89901.79             0.00             0.00                 360                     357               360     72756   AR                      7.530     16.950       10.950      1.500       1.000        551                9/8/2006             0    Y                                                  24   H
        4311   S               S                P                               73                  1    C4                    A4AL                         42      9.830                     1                         335000.00     95.00         0.00                95.00              318250.00              317808.46             0.00             0.00                 360                     357               360     30215   GA                      6.730     15.830        6.730      1.500       1.000        636               9/11/2006             0    N                                                  24   H
        4312   S               P                P                               74                  1    C4                    A5AL                         42      9.200                     1                         185000.00     90.00         0.00                90.00              166500.00              166236.30             0.00             0.00                 360                     357               360     70058   LA                      5.830     15.200        9.200      1.500       1.000        627               9/28/2006             0    Y                                                  36   H
        4313   P               S                P                               74                  1    C4                    A4AL                         46     10.925                     1                         103000.00     95.00         0.00                95.00               97850.00               97667.59             0.00             0.00                 360                     357               360     77469   TX                      7.505     16.925       10.925      1.500       1.000        580               9/13/2006             0    N                                                  36   H
        4314   T               P                C                               73                  1    C4                    A4AL                         43      7.500                     1                         515000.00     73.79         0.00                73.79              380000.00              379148.64             0.00             0.00                 360                     357               360     20002   DC                      4.100     13.500        4.100      1.500       1.000        595               9/30/2006             0    N                                                  12   H
        4315   S               P                C                               73                  1    C4                    A4AL                         40      9.125                     1                         125000.00     95.00         0.00                95.00              118750.00              118558.96             0.00             0.00                 360                     357               360     53215   WI                      5.475     15.125        5.475      1.500       1.000        672               9/29/2006             0    N                                                  24   H
        4316   S               P                P                               73                  1                      1   A4AL                         49      7.990                     1                         319000.00     80.00        15.00                95.00              255200.00              254681.81         47850.00             0.00                 360                     357               360     20772   MD                      4.590     13.990        4.590      1.500       1.000        595               10/3/2006             0    N                                                   0
        4317   S               P                R                               73                  1    C4                    A4AL                         50      9.375                     1                         195500.00     89.51         0.00                89.51              175000.00              174822.57             0.00             0.00                 360                     358               360     28433   NC                      6.375     15.375        6.375      1.500       1.000        616               10/5/2006             0    N                                                   0
        4318   S               P                P                               73                  1                      1   A5AL                         47      8.875                     1                         130000.00     80.00        20.00               100.00              104000.00              103823.80         26000.00             0.00                 360                     357               360      4930   ME                      5.875     14.875        5.875      1.500       1.000        603               10/5/2006             0    Y                                                   0
        4319   F               P                P                               73                  1    C4                    A4AL                         39      8.875                     1                         205000.00     80.00        20.00               100.00              164000.00              163722.13         41000.00             0.00                 360                     357               360     34208   FL                      5.875     14.875        5.875      1.500       1.000        642               10/3/2006             0    N                                                  24   H
        4320   S               P                R                               74                  1                      1   A5AL                         37      9.625                     1                          72500.00     95.00         0.00                95.00               68875.00               68775.21             0.00             0.00                 360                     357               360     37345   TN                      6.625     15.625        6.625      1.500       1.000        632               9/13/2006             0    Y                                                  24   H
        4321   S               P                P                               73                  1                      1   A5AL                         31      9.875                     1                          60360.00    100.00         0.00               100.00               60360.00               59773.42             0.00             0.00                 360                     357               360     67502   KS                      6.875     15.875        6.875      1.500       1.000        679               10/4/2006             0    Y                                                   0
        4322   P               P                P                               73                  1                      1   A5AL                         37      8.875                     1                         132725.00     80.00        20.00               100.00              106180.00              106000.09         26545.00             0.00                 360                     357               360     78222   TX                      5.875     14.875        5.875      1.500       1.000        586               10/4/2006             0    Y                                                  24   H
        4323   P               P                P                               73                  1                      1   A5AL                         43      8.750                     1                         196500.00     80.00        20.00               100.00              157200.00              157200.00         39300.00             0.00                 360                     357               360     98349   WA                      5.750     14.750        5.750      1.500       1.000        582               9/27/2006            60    Y                                                  24   H
        4324   S               P                C                               10                  1    C4                    A4AL                         45     10.750                     1                         188000.00     93.83         0.00                93.83              176400.00              176266.59             0.00             0.00                 360                     358               360     27596   NC                      0.000      0.000        0.000      0.000       0.000        613               9/29/2006             0    N                                                   0
        4325   S               P                P                               73                  1    C4                    A5AL                         49      7.250                     1                         435000.00     80.00        20.00               100.00              348000.00              348000.00         87000.00             0.00                 360                     358               360      6854   CT                      4.875     13.250        4.875      1.500       1.000        645               10/5/2006            60    Y                                                  24   H
        4326   S               P                P                               10                  2    C4                    A5AL                         49     12.875                     1                         435000.00    100.00         0.00               100.00               87000.00               86958.86             0.00        348000.00                 360                     358               360      6854   CT                      0.000      0.000        0.000      0.000       0.000        645               10/5/2006             0    Y                                                   0
        4327   F               P                P                               73                  1    C4                    A5AL                         38      7.750                     1                         465000.00     80.00        20.00               100.00              372000.00              372000.00         93000.00             0.00                 360                     357               360      7206   NJ                      5.000     13.750        5.000      1.500       1.000        645               10/5/2006            60    Y                                                   0
        4328   F               P                C                               73                  1                      1   A4AL                         43      8.750                     1                         345000.00     79.71         0.00                79.71              275000.00              274808.83             0.00             0.00                 360                     357               480     98144   WA                      5.750     14.750        5.750      1.500       1.000        506               9/26/2006             0    N                                                  24   H
        4329   S               P                P                               10                  1    C4                    A4AL                         48      9.625                     1                         161000.00     95.00         0.00                95.00              152950.00              152728.42             0.00             0.00                 360                     357               360     77520   TX                      0.000      0.000        0.000      0.000       0.000        585               10/5/2006             0    N                                                  36   H
        4330   S               P                P                               10                  1                      1   A5AL                         24      9.125                     1                          62500.00     80.00         0.00                80.00               50000.00               49873.49             0.00             0.00                 360                     357               360     73701   OK                      0.000      0.000        0.000      0.000       0.000        564               10/5/2006             0    Y                                                  36   H
        4331   S               P                R                               10                  1                      1   A5AL                         40      8.875                     1                         150000.00     90.00         0.00                90.00              135000.00              134771.27             0.00             0.00                 360                     357               360     74114   OK                      0.000      0.000        0.000      0.000       0.000        608               9/29/2006             0    Y                                                  36   H
        4332   F               P                C                               73                  1    C4                    AMAL                         29      8.875                     1                         670000.00     39.10         0.00                39.10              262000.00              261824.47             0.00             0.00                 360                     357               480     91205   CA                      5.875     14.875        5.875      1.500       1.000        512               9/29/2006             0    N                                                  24   H
        4333   S               I                C                               10                  1                      1   A4AL                         17      9.500                     1                          59000.00     84.75         0.00                84.75               50000.00               49950.61             0.00             0.00                 360                     358               360     48213   MI                      0.000      0.000        0.000      0.000       0.000        570               10/5/2006             0    N                                                  36   H
        4334   S               P                P                               74                  1    C4                    A5AL                         49      9.375                     1                         260000.00     95.00         0.00                95.00              247000.00              246622.87             0.00             0.00                 360                     357               360     48042   MI                      6.375     15.375        6.375      1.500       1.000        612               10/5/2006             0    Y                                                  24   H
        4335   S               P                C                               10                  1    C4                    A4AL                         50      9.250                     1                         128000.00     90.00         0.00                90.00              115200.00              115080.10             0.00             0.00                 360                     358               360     40229   KY                      0.000      0.000        0.000      0.000       0.000        617              10/16/2006             0    N                                                  36   H
        4336   S               P                P                               74                  1    C4                    A5AL                         48      9.500                     1                         195000.00    100.00         0.00               100.00              195000.00              194709.96             0.00             0.00                 360                     357               360     18102   PA                      6.500     15.500        6.500      1.500       1.000        647               10/5/2006             0    Y                                                  36   H
        4337   S               P                P                                7                  2    C4                    A5AL                         49     11.990                     1                         173200.00    100.00         0.00               100.00               34640.00               34600.30             0.00        138560.00                 180                     177               360     29715   SC                      0.000      0.000        0.000      0.000       0.000        599               9/12/2006             0    Y                                                   0
        4338   S               P                C                               10                  1    C4                    A4AL                         49     12.500                     1                         220000.00     68.18         0.00                68.18              150000.00              149883.63             0.00             0.00                 360                     357               360     28532   NC                      0.000      0.000        0.000      0.000       0.000        562               9/20/2006             0    N                                                   0
        4339   S               P                R                               10                  1                      1   A5AL                         45     10.590                     1                          97000.00     88.35         0.00                88.35               85700.00               85598.92             0.00             0.00                 360                     357               360     75460   TX                      0.000      0.000        0.000      0.000       0.000        619                9/2/2006             0    Y                                                   0
        4340   S               P                C                               10                  1                      1   AXAL                         46      9.750                     1                          95000.00     89.47         0.00                89.47               85000.00               84762.30             0.00             0.00                 360                     356               360     19131   PA                      0.000      0.000        0.000      0.000       0.000        552               8/31/2006             0    N                                                  12   H
        4341   S               P                P                                7                  2    C1                    A4AL                         45     12.365                     1                         120600.00    100.00         0.00               100.00               24120.00               24100.71             0.00         96480.00                 180                     177               360     30120   GA                      0.000      0.000        0.000      0.000       0.000        612               9/15/2006             0    N                                                   0
        4342   S               P                P                               73                  1    C4                    A4AL                         40      8.990                     1                         165000.00    100.00         0.00               100.00              165000.00              165000.00             0.00             0.00                 360                     358               360     34668   FL                      5.890     14.990        8.990      1.500       1.000        656               10/5/2006            60    N                                                  24   H
        4343   S               P                P                               73                  1    C4                    A5AL                         50      9.750                     1                         129000.00     90.00         0.00                90.00              116100.00              115911.69             0.00             0.00                 360                     357               360     45506   OH                      7.750     15.750        9.750      1.500       1.000        613               10/4/2006             0    Y                                                  24   H
        4344   P               P                C                               10                  1    C4                    A4AL                         34     10.400                     1                         185000.00     95.00         0.00                95.00              175750.00              175534.05             0.00             0.00                 360                     357               360     28078   NC                      0.000      0.000        0.000      0.000       0.000        589               9/30/2006             0    N                                                  24   H
        4345   S               P                C                               73                  1    C4                    A4AL                         36      8.200                     1                         350000.00     80.00        20.00               100.00              280000.00              279455.16         70000.00             0.00                 360                     357               360     86004   AZ                      4.800     14.200        8.200      1.500       1.000        669               9/28/2006             0    N                                                  24   H
        4346   S               P                C                               73                  1                      1   A4AL                         44      9.500                     1                         168000.00    100.00         0.00               100.00              168000.00              167834.07             0.00             0.00                 360                     358               360     66061   KS                      7.500     15.500        9.500      1.500       1.000        617               9/28/2006             0    N                                                   0
        4347   S               P                C                               10                  1                      1   A5AL                         46     10.375                     1                         162000.00     35.19         0.00                35.19               57000.00               56929.59             0.00             0.00                 360                     357               360     78676   TX                      0.000      0.000        0.000      0.000       0.000        513               9/26/2006             0    Y                                                   0
        4348   S               P                C                               73                  1                      1   A4AL                         36      8.500                     1                         208000.00     75.00         0.00                75.00              156000.00              155714.46             0.00             0.00                 360                     357               360     59446   MT                      5.100     14.500        8.500      1.500       1.000        569               9/29/2006             0    N                                                  24   H
        4349   S               P                C                               73                  1    C4                    A4AL                         47      8.750                     1                         230000.00     95.00         0.00                95.00              218500.00              218120.11             0.00             0.00                 360                     357               360     85202   AZ                      6.750     14.750        8.750      1.500       1.000        653               9/22/2006             0    N                                                  24   H
        4350   F               P                P                               73                  1                      1   A4AL                         38     10.200                     1                         100000.00    100.00         0.00               100.00              100000.00               99871.75             0.00             0.00                 360                     357               360     53216   WI                      6.800     16.200       10.200      1.500       1.000        580               9/29/2006             0    N                                                  24   H
        4351   S               P                C                               73                  1    C4                    A4AL                         43      9.500                     1                         168000.00    100.00         0.00               100.00              168000.00              167750.12             0.00             0.00                 360                     357               360     54304   WI                      6.100     15.500        9.500      1.500       1.000        648               9/28/2006             0    N                                                  24   H
        4352   S               P                C                               73                  1                      1   A5AL                         17      9.800                     1                         277000.00     20.31         0.00                20.31               56250.00               56197.86             0.00             0.00                 360                     358               360     33056   FL                      6.000     15.800        9.800      1.500       1.000        501               9/28/2006             0    Y                                                  24   H
        4353   F               P                C                               10                  1                      1   A4AL                         48      9.590                     1                         135000.00     95.00         0.00                95.00              128250.00              128062.82             0.00             0.00                 360                     357               360     53143   WI                      0.000      0.000        0.000      0.000       0.000        591               10/2/2006             0    N                                                  36   H
        4354   F               P                C                               73                  1    C4                    AMAL                         47     10.750                     1                         220000.00     80.00         0.00                80.00              176000.00              175866.88             0.00             0.00                 360                     358               360      6112   CT                      7.350     16.750        7.350      1.500       1.000        566               9/29/2006             0    N                                                  24   H
        4355   S               P                P                                7                  2    C3                    A5AL                         36     12.000                     1                         133400.00    100.00         0.00               100.00               26680.00               26656.88             0.00        106720.00                 180                     177               360     53215   WI                      0.000      0.000        0.000      0.000       0.000        606               9/29/2006             0    Y                                                  24   H
        4356   S               P                C                               74                  1                      1   AMAL                         43      9.940                     1                         161000.00     90.00         0.00                90.00              144900.00              144569.90             0.00             0.00                 360                     355               360     28083   NC                      8.000     15.940        9.940      1.500       1.000        577                8/4/2006             0    N                                                   0
        4357   S               P                P                               10                  1    C1                    A4AL                         50      7.340                     1                         318700.00     80.00        20.00               100.00              254960.00              253971.16         63740.00             0.00                 360                     355               360     38125   TN                      0.000      0.000        0.000      0.000       0.000        665               8/11/2006             0    N                                                  36   H
        4358   S               P                P                               73                  1                      1   A4AL                         26     10.000                     1                         100000.00     90.00         0.00                90.00               90000.00               89797.56             0.00             0.00                 360                     355               360     27893   NC                      8.000     16.000       10.000      1.500       1.000        575                8/4/2006             0    N                                                   0
        4359   S               P                C                               10                  1                      1   A4AL                         43      6.490                     1                         150000.00     80.00         0.00                80.00              120000.00              119561.66             0.00             0.00                 360                     356               360     28752   NC                      0.000      0.000        0.000      0.000       0.000        645               8/23/2006             0    N                                                   0
        4360   S               P                C                               73                  1    C4                    AXAL                         43     10.040                     1                         300000.00     90.00         0.00                90.00              270000.00              269829.15             0.00             0.00                 360                     356               480     22553   VA                      8.000     16.040       10.040      1.500       1.000        610               8/23/2006             0    N                                                  24   H
        4361   S               P                P                               73                  1                      1   A5AL                         45     10.070                     1                          90200.00     90.00         0.00                90.00               81180.00               81000.09             0.00             0.00                 360                     355               360     24701   WV                      8.000     16.070       10.070      1.500       1.000        616               8/17/2006             0    Y                                                   0
        4362   S               P                C                               73                  1                      1   AMAL                         33      9.890                     1                          57000.00     90.00         0.00                90.00               51300.00               51181.91             0.00             0.00                 360                     355               360     25951   WV                      8.000     15.890        9.890      1.500       1.000        564               8/17/2006             0    N                                                   0
        4363   P               P                C                               74                  1                      1   A4AL                         53      9.290                     1                         380000.00     95.00         0.00                95.00              361000.00              360057.59             0.00             0.00                 360                     355               360     27611   NC                      8.000     15.290        9.290      1.500       1.000        613               8/24/2006             0    N                                                  24   H
        4364   S               P                C                               10                  1                      1   A4AL                         50      7.250                     1                         290000.00     89.48         0.00                89.48              259500.00              258682.85             0.00             0.00                 360                     356               360      7462   NJ                      0.000      0.000        0.000      0.000       0.000        623               8/25/2006             0    N                                                   0
        4365   P               P                P                               74                  1                      1   AXAL                         38     10.300                     1                         182000.00     95.00         0.00                95.00              172900.00              172609.36             0.00             0.00                 360                     356               360     30655   GA                      8.000     16.300       10.300      1.500       1.000        592               9/18/2006             0    N                                                  36   H
        4366   S               P                P                               74                  1                      1   AXAL                         27     10.640                     1                          71000.00     95.00         0.00                95.00               67450.00               67371.27             0.00             0.00                 360                     357               360     29550   SC                      8.000     16.640       10.640      1.500       1.000        595               9/13/2006             0    N                                                   0
        4367   S               P                C                               10                  1                      1   A4AL                         50      8.590                     1                          82000.00     93.78         0.00                93.78               76900.00               76715.10             0.00             0.00                 360                     356               360     44515   OH                      0.000      0.000        0.000      0.000       0.000        600               8/11/2006             0    N                                                  36   H
        4368   S               P                C                               73                  1    C4                    AXAL                         41      8.240                     1                         162000.00     88.89         0.00                88.89              144000.00              143844.49             0.00             0.00                 360                     356               480     44212   OH                      7.240     14.240        8.240      1.500       1.000        612               8/15/2006             0    N                                                  24   H
        4369   S               P                C                               74                  1                      1   AXAL                         45      8.590                     1                         163000.00     95.00         0.00                95.00              154850.00              154477.66             0.00             0.00                 360                     356               360     48092   MI                      7.590     14.590        8.590      1.500       1.000        580               9/20/2006             0    N                                                  36   H
        4370   S               S                C                               10                  1                      1   AXAL                         52     10.390                     1                         240000.00     95.00         0.00                95.00              228000.00              227719.25             0.00             0.00                 360                     357               360     14610   NY                      0.000      0.000        0.000      0.000       0.000        597               9/22/2006             0    N                                                  12   H
        4371   C               P                P                               73                  1    C4                    A5AL                         46      7.940                     1                         700000.00     80.00        20.00               100.00              560000.00              560000.00        140000.00             0.00                 360                     355               360     11561   NY                      6.940     13.940        7.940      1.500       1.000        674               7/26/2006            60    Y                                                   0
        4372   F               P                C                               73                  1    C4                    A4AL                         50      8.140                     1                         900000.00     68.89         0.00                68.89              620000.00              617950.71             0.00             0.00                 360                     355               360     11754   NY                      7.140     14.140        8.140      1.500       1.000        615               7/26/2006             0    N                                                   0
        4373   S               P                C                               10                  1                      1   AXAL                         35      8.840                     1                         155000.00     94.84         0.00                94.84              147000.00              146664.23             0.00             0.00                 360                     356               360     19550   PA                      0.000      0.000        0.000      0.000       0.000        642                8/4/2006             0    N                                                  36   H
        4374   P               P                C                               74                  1    C3                    A4AL                         50      8.490                     1                         233000.00     94.21         0.00                94.21              219500.00              218961.32             0.00             0.00                 360                     356               360     18436   PA                      7.490     14.490        8.490      1.500       1.000        603               8/28/2006             0    N                                                  36   H
        4375   S               P                C                               73                  1    C4                    AXAL                         50     10.940                     1                         175000.00     90.00         0.00                90.00              157500.00              157269.25             0.00             0.00                 360                     356               360      8094   NJ                      7.800     16.940       10.940      1.500       1.000        583               8/15/2006             0    N                                                   0
        4376   S               P                C                               10                  1    C4                    A4AL                         21      9.290                     1                         115000.00     90.00         0.00                90.00              103500.00              103229.77             0.00             0.00                 360                     355               360     40160   KY                      0.000      0.000        0.000      0.000       0.000        659                8/8/2006             0    N                                                  36   H
        4377   S               P                C                               73                  1    C4                    A5AL                         18      8.540                     1                          98000.00     60.00         0.00                60.00               58800.00               58620.82             0.00             0.00                 360                     355               360     42088   KY                      7.540     14.540        8.540      1.500       1.000        580                8/7/2006             0    Y                                                  24   H
        4378   P               P                P                               73                  1                      1   A5AL                         34      6.320                     1                         159000.00     80.00        20.00               100.00              127200.00              126904.20         31800.00             0.00                 360                     355               480     46037   IN                      5.320     12.320        6.320      1.500       1.000        685               8/23/2006             0    Y                                                  24   H
        4379   S               P                C                               73                  1                      1   AMAL                         36     10.140                     1                          99000.00     80.00         0.00                80.00               79200.00               79062.22             0.00             0.00                 360                     356               360     46738   IN                      7.460     16.140       10.140      1.500       1.000        557               8/28/2006             0    N                                                  24   H
        4380   C               P                P                               73                  1    C4                    A5AL                         44      8.240                     1                         125000.00     80.00        20.00               100.00              100000.00               99874.47         25000.00             0.00                 360                     356               360     33125   FL                      7.240     14.240        8.240      1.500       1.000        677               8/10/2006            60    Y                                                  24   H
        4381   P               P                P                               73                  1    C4                    A4AL                         43      8.740                     1                         271490.00     80.00        20.00               100.00              217192.00              217192.00         54298.00             0.00                 360                     355               360     33190   FL                      7.740     14.740        8.740      1.500       1.000        643               7/27/2006            60    N                                                  24   H
        4382   S               P                P                               73                  1    C4                    A4AL                         46      7.990                     1                         268000.00     80.00        20.00               100.00              214400.00              214400.00         53600.00             0.00                 360                     355               360     33177   FL                      6.990     13.990        7.990      1.500       1.000        644               7/31/2006            60    N                                                  24   H
        4383   S               P                C                               73                  1    C4                    A4AL                         43      8.940                     1                         269000.00     90.00         0.00                90.00              242100.00              241832.77             0.00             0.00                 360                     355               480     33167   FL                      7.940     14.940        8.940      1.500       1.000        583               7/31/2006             0    N                                                  24   H
        4384   S               S                P                               74                  1                      1   A5AL                         49      9.790                     1                         192000.00     95.00         0.00                95.00              182400.00              182057.77             0.00             0.00                 360                     356               360     34953   FL                      8.790     15.790        9.790      1.500       1.000        626               9/15/2006             0    Y                                                  36   H
        4385   S               P                R                               73                  1    C4                    A4AL                         46      8.440                     1                         315000.00     80.00        20.00               100.00              252000.00              252000.00         63000.00             0.00                 360                     356               360     53217   WI                      7.440     14.440        8.440      1.500       1.000        699                8/7/2006            60    N                                                  24   H
        4386   S               P                C                               73                  1                      1   A4AL                         43     10.590                     1                         130000.00     90.00         0.00                90.00              117000.00              116815.15             0.00             0.00                 360                     356               360     54742   WI                      7.590     16.590       10.590      1.500       1.000        541               8/25/2006             0    N                                                  24   H
        4387   S               P                C                               10                  1                      1   A5AL                         50      7.380                     1                         150000.00     74.67         0.00                74.67              112000.00              111567.74             0.00             0.00                 360                     355               360     46393   IN                      0.000      0.000        0.000      0.000       0.000        638               7/19/2006             0    Y                                                  36   H
        4388   S               P                P                               73                  1    C4                    A4AL                         45      7.690                     1                         235000.00     80.00        20.00               100.00              188000.00              188000.00         47000.00             0.00                 360                     355               360     60423   IL                      6.690     13.690        7.690      1.500       1.000        689               7/17/2006            60    N                                                   0
        4389   S               P                P                               73                  1    C1                    A5AL                         50      9.110                     1                         115400.00     80.00        20.00               100.00               92320.00               92110.71         23080.00             0.00                 360                     356               360     53566   WI                      8.000     15.110        9.110      1.500       1.000        600                8/4/2006             0    Y                                                  24   H
        4390   S               P                C                               73                  1                      1   AXAL                         39      9.160                     1                         264000.00     85.00         0.00                85.00              224400.00              223919.27             0.00             0.00                 360                     356               360     60652   IL                      5.410     15.160        9.160      1.500       1.000        536               8/15/2006             0    N                                                   0
        4391   P               P                C                               10                  1                      1   A4AL                         42      6.940                     1                         167000.00     59.88         0.00                59.88              100000.00               99665.32             0.00             0.00                 360                     356               360     67052   KS                      0.000      0.000        0.000      0.000       0.000        673               8/24/2006             0    N                                                   0
        4392   S               P                P                               74                  1                      1   A5AL                         48      9.230                     1                         237000.00     95.00         0.00                95.00              225150.00              224795.63             0.00             0.00                 360                     357               360     60544   IL                      8.230     15.230        9.230      1.500       1.000        632               9/15/2006             0    Y                                                   0
        4393   S               P                C                               10                  1                      1   AXAL                         36     10.140                     1                         107000.00     95.00         0.00                95.00              101650.00              101517.94             0.00             0.00                 360                     357               360     67219   KS                      0.000      0.000        0.000      0.000       0.000        587               9/14/2006             0    N                                                   0
        4394   S               P                P                               74                  1                      1   AXAL                         37      9.390                     1                          82000.00     95.00         0.00                95.00               77900.00               77741.26             0.00             0.00                 360                     356               360     72204   AR                      8.000     15.390        9.390      1.500       1.000        593                9/6/2006             0    N                                                  36   H
        4395   S               P                C                               73                  1    C1                    A5AL                         37      8.970                     1                         158000.00     90.00         0.00                90.00              142200.00              141654.77             0.00             0.00                 360                     356               360     43613   OH                      7.970     14.970        8.970      1.500       1.000        580               8/25/2006             0    Y                                                  36   H
        4396   S               P                P                               73                  1                      1   C AL                         44      9.870                     1                         165000.00     69.70         0.00                69.70              115000.00              114734.13             0.00             0.00                 360                     355               360     48174   MI                      8.870     15.870        9.870      1.500       1.000        568                8/7/2006             0    N                                                  24   H
        4397   C               P                P                               73                  1                      1   A4AL                         45      7.490                     1                         254615.00     80.00        20.00               100.00              203692.00              203692.00         50923.00             0.00                 360                     356               360     48174   MI                      6.490     13.490        7.490      1.500       1.000        637               8/29/2006            60    N                                                  24   H
        4398   S               P                C                               10                  1                      1   A4AL                         50      7.790                     1                         131500.00     80.00        20.00               100.00              105200.00              104901.59         26300.00             0.00                 360                     356               360     43551   OH                      0.000      0.000        0.000      0.000       0.000        685               8/10/2006             0    N                                                  36   H
        4399   F               P                P                               73                  1                      1   A5AL                         50      8.210                     1                         275000.00     80.00         0.00                80.00              220000.00              219283.04             0.00             0.00                 360                     355               360      2744   MA                      7.210     14.210        8.210      1.500       1.000        599               8/16/2006             0    Y                                                   0
        4400   S               P                P                               73                  1                      1   A5AL                         42      7.690                     1                         167000.00     80.00        20.00               100.00              133600.00              133116.61         33400.00             0.00                 360                     355               360      3217   NH                      6.690     13.690        7.690      1.500       1.000        682                8/8/2006             0    Y                                                  24   H
        4401   S               P                C                               10                  1                      1   A5AL                         19      9.490                     1                         176000.00     90.00         0.00                90.00              158400.00              158083.95             0.00             0.00                 360                     356               360     59867   MT                      0.000      0.000        0.000      0.000       0.000        601               7/28/2006             0    Y                                                  36   H
        4402   S               P                C                               73                  1    C4                    B AL                         38      9.760                     1                         160000.00     80.00         0.00                80.00              128000.00              127697.14             0.00             0.00                 360                     355               360     63115   MO                      8.000     15.760        9.760      1.500       1.000        652               7/31/2006             0    N                                                  24   H
        4403   P               P                C                               74                  1                      1   A4AL                         50      9.040                     1                         285000.00     94.21         0.00                94.21              268500.00              267868.54             0.00             0.00                 360                     356               360     63367   MO                      8.000     15.040        9.040      1.500       1.000        592                8/3/2006             0    N                                                  36   H
        4404   S               P                C                               74                  1                      1   A5AL                         49      9.200                     1                         145000.00     95.00         0.00                95.00              137750.00              137666.18             0.00             0.00                 360                     357               480     63077   MO                      8.000     15.200        9.200      1.500       1.000        582               8/29/2006             0    Y                                                  36   H
        4405   P               P                C                               73                  1    C4                    A4AL                         50      8.640                     1                         872000.00     75.00         0.00                75.00              654000.00              652047.44             0.00             0.00                 360                     355               360     20721   MD                      7.440     14.640        8.640      1.500       1.000        541                8/9/2006             0    N                                                   0
        4406   S               P                P                               73                  1                      1   A5AL                         31      9.240                     1                          72900.00     80.00        20.00               100.00               58320.00               58166.12         14580.00             0.00                 360                     355               360     24430   VA                      8.000     15.240        9.240      1.500       1.000        605                8/4/2006             0    Y                                                  24   H
        4407   S               P                C                               73                  1    C4                    C AL                         43      9.340                     1                         460000.00     57.17         0.00                57.17              263000.00              262794.56             0.00             0.00                 360                     356               480     20852   MD                      6.640     15.340        9.340      1.500       1.000        602               8/24/2006             0    N                                                   0
        4408   S               P                C                               73                  1                      1   A4AL                         42      7.700                     1                         100000.00     90.00         0.00                90.00               90000.00               89857.64             0.00             0.00                 360                     355               480     19144   PA                      6.700     13.700        7.700      1.500       1.000        686                8/7/2006             0    N                                                  24   H
        4409   S               P                C                               73                  1    C4                    A4AL                         51      8.430                     1                         400000.00     85.00         0.00                85.00              340000.00              338940.42             0.00             0.00                 360                     355               360     21157   MD                      7.330     14.430        8.430      1.500       1.000        645               8/15/2006             0    N                                                   0
        4410   P               P                C                               73                  1    C4                    A5AL                         45      9.390                     1                         176500.00     90.00         0.00                90.00              158850.00              158727.74             0.00             0.00                 360                     356               480     32244   FL                      8.000     15.390        9.390      1.500       1.000        602               8/22/2006             0    Y                                                  24   H
        4411   S               P                C                               74                  1                      1   A4AL                         35      9.190                     1                         192000.00     95.00         0.00                95.00              182400.00              182400.00             0.00             0.00                 360                     355               360     97222   OR                      8.000     15.190        9.190      1.500       1.000        629               7/18/2006            60    N                                                  36   H
        4412   S               P                P                               73                  1    C4                    A5AL                         49      7.640                     1                         309000.00     80.00        20.00               100.00              247200.00              246434.64         61800.00             0.00                 360                     356               360     97424   OR                      6.640     13.640        7.640      1.500       1.000        689               8/14/2006             0    Y                                                  24   H
        4413   S               P                C                               73                  1                      1   A4AL                         41      6.840                     1                         375000.00     85.00         0.00                85.00              318750.00              318750.00             0.00             0.00                 360                     355               360     98148   WA                      5.840     12.840        6.840      1.500       1.000        652               7/26/2006            60    N                                                  24   H
        4414   S               P                C                               73                  1    C4                    A4AL                         30      7.390                     1                         400000.00     80.00         0.00                80.00              320000.00              319559.18             0.00             0.00                 360                     356               480     97132   OR                      6.390     13.390        7.390      1.500       1.000        625               8/25/2006             0    N                                                  24   H
        4415   S               P                C                               10                  1    C4                    A4AL                         50      8.590                     1                         165000.00     93.94         6.06               100.00              155000.00              154532.46         10000.00             0.00                 360                     355               360     32344   FL                      0.000      0.000        0.000      0.000       0.000        681               7/31/2006             0    N                                                  36   H
        4416   S               P                C                               73                  1    C4                    A5AL                         27     10.140                     1                         155000.00     90.00         0.00                90.00              139500.00              139257.36             0.00             0.00                 360                     356               360     30281   GA                      8.000     16.140       10.140      1.500       1.000        607               8/24/2006             0    Y                                                  24   H
        4417   S               P                P                               73                  1                      1   A5AL                         39      8.690                     1                          65000.00     80.00        20.00               100.00               52000.00               51846.33         13000.00             0.00                 360                     355               360     70805   LA                      7.690     14.690        8.690      1.500       1.000        643               8/16/2006             0    Y                                                  24   H
        4418   S               P                P                               73                  1                      1   A5AL                         51      7.890                     1                         151000.00     80.00         0.00                80.00              120800.00              120376.63             0.00             0.00                 360                     355               360     85009   AZ                      6.890     13.890        7.890      1.500       1.000        580               7/28/2006             0    Y                                                  24   H
        4419   S               P                C                               73                  1    C4                    B AL                         51      8.990                     1                         228000.00     78.95         0.00                78.95              180000.00              179601.43             0.00             0.00                 360                     356               360     85033   AZ                      7.990     14.990        8.990      1.500       1.000        628                8/8/2006             0    N                                                  24   H
        4420   S               P                C                               73                  1    C4                    A5AL                         13      7.850                     1                         300000.00     39.00         0.00                39.00              117000.00              116858.61             0.00             0.00                 360                     356               480     84714   UT                      6.850     13.850        7.850      1.500       1.000        629               8/18/2006             0    Y                                                  24   H
        4421   S               P                C                               73                  1    C4                    A4AL                         46      8.770                     1                         335000.00     90.00         0.00                90.00              301500.00              301221.13             0.00             0.00                 360                     356               480     20745   MD                      6.990     14.770        8.770      1.500       1.000        614               8/25/2006             0    N                                                   0
        4422   S               P                C                               73                  1                      1   A4AL                         37      7.770                     1                         250000.00     80.00        20.00               100.00              200000.00              200000.00         50000.00             0.00                 360                     355               360     33936   FL                      6.770     13.770        7.770      1.500       1.000        631               6/28/2006            60    N                                                  24   H
        4423   S               P                C                               74                  1    C4                    A5AL                         32      8.990                     1                         320000.00     95.00         0.00                95.00              304000.00              303736.53             0.00             0.00                 360                     356               480     56352   MN                      7.990     14.990        8.990      1.500       1.000        662               8/25/2006             0    Y                                                  36   H
        4424   S               P                C                               73                  1    C4                    A4AL                         43      9.190                     1                         115000.00     90.00         0.00                90.00              103500.00              103280.12             0.00             0.00                 360                     356               360     57401   SD                      8.000     15.190        9.190      1.500       1.000        636               8/10/2006             0    N                                                  24   H
        4425   S               P                P                               73                  1    C4                    A5AL                         32      7.740                     1                         289000.00     80.00        20.00               100.00              231200.00              230838.04         57800.00             0.00                 360                     355               480     56003   MN                      6.740     13.740        7.740      1.500       1.000        690               7/31/2006             0    Y                                                  24   H
        4426   S               P                C                               74                  1                      1   A4AL                         50      8.740                     1                         221000.00     95.00         0.00                95.00              209950.00              209754.10             0.00             0.00                 360                     356               480     53121   WI                      7.740     14.740        8.740      1.500       1.000        612               8/15/2006             0    N                                                  36   H
        4427   S               P                C                               10                  1                      1   A4AL                         38     10.190                     1                         160000.00     95.00         0.00                95.00              152000.00              151738.42             0.00             0.00                 360                     356               360     50125   IA                      0.000      0.000        0.000      0.000       0.000        587               9/11/2006             0    N                                                   0
        4428   S               P                R                               73                  1                      1   AXAL                         41      7.840                     1                         290000.00     80.00        20.00               100.00              232000.00              231349.52         58000.00             0.00                 360                     356               360     55369   MN                      6.840     13.840        7.840      1.500       1.000        665               8/15/2006             0    N                                                  24   H
        4429   S               P                C                               73                  1                      1   AMAL                         47     10.140                     1                         120000.00     90.00         0.00                90.00              108000.00              107811.93             0.00             0.00                 360                     356               360     56521   MN                      8.000     16.140       10.140      1.500       1.000        566                8/2/2006             0    N                                                  24   H
        4430   S               P                R                               73                  1                      1   A4AL                         39      7.580                     1                         138000.00     80.00        20.00               100.00              110400.00              110074.41         27600.00             0.00                 360                     356               360     49307   MI                      6.580     13.580        7.580      1.500       1.000        660                8/9/2006             0    N                                                  24   H
        4431   S               P                R                               73                  1                      1   A4AL                         49      6.840                     1                         235000.00     80.00        20.00               100.00              188000.00              187697.78         47000.00             0.00                 360                     356               480     56345   MN                      5.840     12.840        6.840      1.500       1.000        664               8/11/2006             0    N                                                  24   H
        4432   S               P                R                               73                  1                      1   A4AL                         36      7.090                     1                         290000.00     80.00        20.00               100.00              232000.00              231584.59         58000.00             0.00                 360                     356               360     55124   MN                      6.090     13.090        7.090      1.500       1.000        636               8/10/2006            60    N                                                  24   H
        4433   S               P                R                               10                  1                      1   A4AL                         31      7.840                     1                         360000.00     90.00         0.00                90.00              324000.00              323074.36             0.00             0.00                 360                     356               360     55319   MN                      0.000      0.000        0.000      0.000       0.000        669               8/17/2006             0    N                                                  36   H
        4434   S               P                P                               73                  1    C4                    A4AL                         42      7.590                     1                         158000.00     80.00        20.00               100.00              126400.00              125981.40         31600.00             0.00                 360                     356               360     56587   MN                      6.590     13.590        7.590      1.500       1.000        691               8/25/2006             0    N                                                  24   H
        4435   S               P                C                               10                  1                      1   A4AL                         32      8.730                     1                         147000.00     95.00         0.00                95.00              139650.00              139405.47             0.00             0.00                 360                     357               360     52722   IA                      0.000      0.000        0.000      0.000       0.000        582                9/7/2006             0    N                                                   0
        4436   S               P                P                               10                  1    C4                    A5AL                         37      6.640                     1                         545900.00     80.00        20.00               100.00              436720.00              434777.70        109180.00             0.00                 360                     355               360     93635   CA                      0.000      0.000        0.000      0.000       0.000        675               6/30/2006             0    Y                                                  36   H
        4437   S               P                P                               73                  1    C4                    A5AL                         45      8.740                     1                         330000.00     80.00        20.00               100.00              264000.00              263999.80         66000.00             0.00                 360                     356               360     95826   CA                      7.740     14.740        8.740      1.500       1.000        647                8/3/2006            60    Y                                                  12   H
        4438   S               P                P                               73                  1    C4                    A5AL                         38      8.240                     1                         180000.00     80.00        20.00               100.00              144000.00              143533.54         36000.00             0.00                 360                     355               360     93706   CA                      7.240     14.240        8.240      1.500       1.000        667               7/27/2006             0    Y                                                  24   H
        4439   S               P                C                               73                  1    C4                    C AL                         43      9.240                     1                         400000.00     70.00         0.00                70.00              280000.00              279717.22             0.00             0.00                 360                     355               480     94804   CA                      8.240     15.240        9.240      1.500       1.000        552               7/25/2006             0    N                                                  24   H
        4440   C               P                R                               73                  1                      1   A5AL                         50      7.540                     1                         380000.00     80.00        15.00                95.00              304000.00              304000.00         57000.00             0.00                 360                     356               360     94550   CA                      6.540     13.540        7.540      1.500       1.000        655                8/2/2006            60    Y                                                  12   H
        4441   S               P                P                               73                  1    C4                    A5AL                         45      7.390                     1                         275000.00     80.00        20.00               100.00              220000.00              220000.00         55000.00             0.00                 360                     356               360     93703   CA                      6.390     13.390        7.390      1.500       1.000        654                8/9/2006            60    Y                                                  24   H
        4442   S               P                R                               10                  1                      1   A4AL                         47      8.890                     1                         163000.00     90.52         0.00                90.52              147550.00              147216.43             0.00             0.00                 360                     356               360     75035   TX                      0.000      0.000        0.000      0.000       0.000        616               8/11/2006             0    N                                                   0
        4443   S               P                C                               73                  1    C4                    AMAL                         28      8.890                     1                         105000.00     76.19         0.00                76.19               80000.00               79448.42             0.00             0.00                 360                     356               360     77016   TX                      7.890     14.890        8.890      1.500       1.000        620               8/28/2006             0    N                                                   0
        4444   S               P                C                               10                  1                      1   A5AL                         41     12.060                     1                          95000.00     74.11         0.00                74.11               70400.00               70319.27             0.00             0.00                 360                     356               360     78109   TX                      0.000      0.000        0.000      0.000       0.000        574               8/30/2006             0    Y                                                   0
        4445   S               P                C                               73                  1                      1   AMAL                         42      9.390                     1                          86000.00     85.00         0.00                85.00               73100.00               72951.06             0.00             0.00                 360                     356               360     62095   IL                      5.500     15.390        9.390      1.500       1.000        559                8/9/2006             0    N                                                   0
        4446   F               P                C                               73                  1    C4                    A5AL                         41      8.780                     1                         455000.00     89.01         0.00                89.01              405000.00              404626.48             0.00             0.00                 360                     356               480      7305   NJ                      7.780     14.780        8.780      1.500       1.000        647               8/17/2006             0    Y                                                   0
        4447   S               P                C                               73                  1    C4                    AXAL                         42      8.690                     1                         480000.00     90.00         0.00                90.00              432000.00              431590.95             0.00             0.00                 360                     356               480      7950   NJ                      7.690     14.690        8.690      1.500       1.000        629               8/18/2006             0    N                                                   0
        4448   S               P                P                               73                  1    C4                    A4AL                         36      9.150                     1                         155000.00     80.00        20.00               100.00              124000.00              123989.38         31000.00             0.00                 360                     355               360     93305   CA                      8.150     15.150        9.150      1.500       1.000        647               7/11/2006            60    N                                                  24   H
        4449   S               P                P                               73                  1    C4                    A4AL                         44      7.790                     1                         268000.00     80.00        20.00               100.00              214400.00              214400.00         53600.00             0.00                 360                     355               360     93505   CA                      6.790     13.790        7.790      1.500       1.000        643               6/27/2006            60    N                                                  24   H
        4450   S               P                P                               73                  1    C4                    A5AL                         36      7.540                     1                         375000.00     80.00        15.00                95.00              300000.00              300000.00         56250.00             0.00                 360                     355               360     95242   CA                      6.540     13.540        7.540      1.500       1.000        691               7/20/2006            60    Y                                                  24   H
        4451   S               P                P                               73                  1                      1   A5AL                         46      8.500                     1                         399000.00     95.00         0.00                95.00              379050.00              378766.41             0.00             0.00                 360                     357               480     93553   CA                      7.500     14.500        8.500      1.500       1.000        584                9/5/2006             0    Y                                                  24   H
        4452   S               P                C                               73                  1    C4                    A4AL                         41      7.875                     1                         274000.00     90.00         0.00                90.00              246600.00              246600.00             0.00             0.00                 360                     357               360     22553   VA                      4.375     13.875        7.875      1.500       1.000        582               9/20/2006            60    N                                                  24   H
        4453   S               P                P                               73                  1    C4                    B AL                         41      9.750                     1                         389900.00     48.70         0.00                48.70              189900.00              189541.25             0.00             0.00                 360                     356               360      8816   NJ                      7.500     15.750        7.500      1.500       1.000        585               8/30/2006             0    N                                                   0
        4454   S               S                P                               10                  1    C4                    A5AL                         51     10.500                     1                         147950.00     80.00         0.00                80.00              118360.00              118217.64             0.00             0.00                 360                     357               360     36580   AL                      0.000      0.000        0.000      0.000       0.000        623               9/18/2006             0    Y                                                   0
        4455   S               S                P                               73                  1    C4                    A4AL                         43      9.625                     1                         123250.00    100.00         0.00               100.00              123250.00              123071.45             0.00             0.00                 360                     357               360     54935   WI                      6.275     15.625        6.275      1.500       1.000        667               10/2/2006             0    N                                                   0
        4456   S               P                P                               73                  1                      1   A5AL                         46      9.750                     1                         198000.00     90.00         0.00                90.00              178200.00              177760.90             0.00             0.00                 360                     356               360      8108   NJ                      7.500     15.750        7.500      1.500       1.000        564               8/17/2006             0    Y                                                   0
        4457   C               I                C                               10                  1                      1   A4AL                         31      8.290                     1                         204000.00     45.83         0.00                45.83               93500.00               93321.35             0.00             0.00                 360                     357               360     53037   WI                      0.000      0.000        0.000      0.000       0.000        591               10/3/2006             0    N                                                  36   H
        4458   S               P                P                               73                  1                      1   A5AL                         33     10.750                     1                         408000.00     95.00         0.00                95.00              387600.00              387008.38             0.00             0.00                 360                     356               360      7407   NJ                      7.500     16.750        7.500      1.500       1.000        571               8/30/2006             0    Y                                                   0
        4459   C               P                P                               73                  1    C4                    A5AL                         40      9.500                     1                         220000.00     90.00         0.00                90.00              198000.00              197705.48             0.00             0.00                 360                     357               360      8724   NJ                      7.500     15.500        7.500      1.500       1.000        595               9/27/2006             0    Y                                                   0
        4460   S               P                C                               73                  1                      1   A4AL                         48      7.300                     1                         260000.00     73.46         0.00                73.46              191000.00              190554.74             0.00             0.00                 360                     357               360     41051   KY                      5.300     13.300        7.300      1.500       1.000        629               9/25/2006             0    N                                                  12   H
        4461   S               P                C                               73                  1    C4                    A4AL                         40      8.875                     1                         375000.00     74.67         0.00                74.67              280000.00              279525.57             0.00             0.00                 360                     357               360      2360   MA                      5.475     14.875        8.875      1.500       1.000        570               9/11/2006             0    N                                                   0
        4462   C               S                P                               73                  1    C4                    A4AL                         48     10.300                     1                         299900.00    100.00         0.00               100.00              299900.00              299523.53             0.00             0.00                 360                     357               360     29577   SC                      8.300     16.300       10.300      1.500       1.000        656               10/2/2006             0    N                                                  24   H
        4463   C               P                P                               73                  1    C3                    A5AL                         38     10.000                     1                         289000.00     95.00         0.00                95.00              274550.00              274058.02             0.00             0.00                 360                     356               360      7601   NJ                      7.500     16.000        7.500      1.500       1.000        557               8/21/2006             0    Y                                                   0
        4464   P               P                C                               73                  1                      1   A4AL                         46     10.250                     1                         415000.00     76.63         0.00                76.63              318000.00              317459.68             0.00             0.00                 360                     356               360     20747   MD                      7.500     16.250        7.500      1.500       1.000        528               9/10/2006             0    N                                                   0
        4465   S               P                P                               73                  1                      1   A5AL                         50      8.500                     1                         457500.00     75.00         0.00                75.00              343125.00              342284.64             0.00             0.00                 360                     356               360     10923   NY                      6.500     14.500        6.500      1.500       1.000        552               8/14/2006             0    Y                                                   0
        4466   S               P                C                               10                  1                      1   A4AL                         24      7.750                     1                         375000.00     56.80         0.00                56.80              213000.00              212416.69             0.00             0.00                 360                     357               360     18040   PA                      0.000      0.000        0.000      0.000       0.000        608               9/20/2006             0    N                                                   0
        4467   C               P                P                               10                  1    C4                    A5AL                         37      9.375                     1                         237500.00     80.00         0.00                80.00              190000.00              189611.67             0.00             0.00                 360                     356               360      7065   NJ                      0.000      0.000        0.000      0.000       0.000        586               8/11/2006             0    Y                                                   0
        4468   S               P                P                               73                  1    C4                    A4AL                         33     10.490                     1                         147000.00     94.90         0.00                94.90              139500.00              139331.87             0.00             0.00                 360                     357               360     75093   TX                      7.490     16.490        7.490      1.500       1.000        591               9/26/2006             0    N                                                  24   H
        4469   S               P                R                               10                  1                      1   A5AL                         48      9.375                     1                         194000.00     67.01         0.00                67.01              130000.00              129801.53             0.00             0.00                 360                     357               360     76048   TX                      0.000      0.000        0.000      0.000       0.000        595               10/2/2006             0    Y                                                   0
        4470   S               P                C                               73                  1    C4                    A4AL                         45      9.250                     1                         285000.00     86.49         0.00                86.49              246500.00              246243.44             0.00             0.00                 360                     358               360     98047   WA                      6.000     15.250        6.000      1.500       1.000        597              10/13/2006             0    N                                                   0
        4471   S               P                P                               73                  1                      1   A4AL                         50      8.250                     1                         255000.00     80.00        20.00               100.00              204000.00              203890.95         51000.00             0.00                 360                     358               480     79835   TX                      5.250     14.250        5.250      1.500       1.000        596               10/6/2006             0    N                                                  24   H
        4472   S               P                P                               73                  1    C4                    A5AL                         32      9.625                     1                         119000.00     95.00         0.00                95.00              113050.00              113009.79             0.00             0.00                 360                     358               480     68106   NE                      6.625     15.625        6.625      1.500       1.000        603               10/6/2006             0    Y                                                  24   H
        4473   S               P                C                               10                  1                      1   AXAL                         50      8.875                     1                         165000.00     66.67         0.00                66.67              110000.00              109876.21             0.00             0.00                 360                     358               360     32818   FL                      0.000      0.000        0.000      0.000       0.000        554               10/2/2006             0    N                                                  36   H
        4474   S               P                P                               74                  1    C4                    A5AL                         42      9.125                     1                         245000.00     90.00         0.00                90.00              220500.00              220264.43             0.00             0.00                 360                     358               360     76107   TX                      6.125     15.125        6.125      1.500       1.000        593               10/6/2006             0    Y                                                  24   H
        4475   S               S                P                               74                  1    C4                    A4AL                         49      9.250                     1                         125000.00     95.00         0.00                95.00              118750.00              118563.87             0.00             0.00                 360                     357               360     37921   TN                      6.250     15.250        6.250      1.500       1.000        677               10/6/2006             0    N                                                  36   H
        4476   S               P                C                               10                  1    C4                    A4AL                         42      7.500                     1                         323000.00     69.66         0.00                69.66              225000.00              224495.93             0.00             0.00                 360                     357               360     33312   FL                      0.000      0.000        0.000      0.000       0.000        562               10/2/2006             0    N                                                  36   H
        4477   S               P                R                               73                  1                      1   A5AL                         50      9.000                     1                         154000.00     90.00         0.00                90.00              138600.00              138370.36             0.00             0.00                 360                     357               360     49283   MI                      6.000     15.000        6.000      1.500       1.000        574               10/2/2006             0    Y                                                  24   H
        4478   S               P                R                               73                  1                      1   A5AL                         50      9.625                     1                         160000.00     80.00        20.00               100.00              128000.00              128000.00         32000.00             0.00                 360                     357               360     30032   GA                      6.625     15.625        6.625      1.500       1.000        606               10/2/2006            60    Y                                                   0
        4479   S               P                C                               73                  1                      1   A4AL                         24      9.250                     1                          85000.00     90.00         0.00                90.00               76500.00               76380.09             0.00             0.00                 360                     357               360     73703   OK                      6.250     15.250        6.250      1.500       1.000        562               10/2/2006             0    N                                                  24   H
        4480   S               P                C                               74                  1                      1   A4AL                         45      7.250                     1                         385000.00     70.91         0.00                70.91              273000.00              272357.24             0.00             0.00                 360                     357               360     21075   MD                      4.250     13.250        4.250      1.500       1.000        569               10/2/2006             0    N                                                   0
        4481   S               P                C                               74                  1    C1                    A4AL                         50      8.500                     1                         385000.00     95.00         0.00                95.00              365750.00              365080.57             0.00             0.00                 360                     357               360     98223   WA                      5.500     14.500        5.500      1.500       1.000        638               9/21/2006             0    N                                                  36   H
        4482   S               P                C                               73                  1                      1   A4AL                         39      8.500                     1                          92000.00     90.00         0.00                90.00               82800.00               82648.45             0.00             0.00                 360                     357               360     36116   AL                      5.500     14.500        5.500      1.500       1.000        601               10/2/2006             0    N                                                  24   H
        4483   T               P                P                               73                  1                      1   A5AL                         31      9.750                     1                          73000.00     90.00         0.00                90.00               65700.00               65638.45             0.00             0.00                 360                     358               360     19119   PA                      6.750     15.750        6.750      1.500       1.000        556               10/6/2006             0    Y                                                  24   H
        4484   S               P                P                               73                  1    C4                    A5AL                         31      8.375                     1                         125000.00     80.00        20.00               100.00              100000.00               99875.26         25000.00             0.00                 360                     358               360     99207   WA                      5.375     14.375        5.375      1.500       1.000        643               10/4/2006             0    Y                                                  24   H
        4485   S               P                P                               73                  1                      1   A5AL                         27      7.875                     1                         160000.00     80.00        20.00               100.00              128000.00              128000.00         32000.00             0.00                 360                     358               360     85040   AZ                      4.875     13.875        4.875      1.500       1.000        625               9/29/2006            60    Y                                                  24   H
        4486   P               P                C                               73                  1                      1   A4AL                         45      8.375                     1                          68000.00     88.24         0.00                88.24               60000.00               59887.35             0.00             0.00                 360                     357               360     73162   OK                      5.375     14.375        5.375      1.500       1.000        608               10/2/2006             0    N                                                  24   H
        4487   S               P                C                               73                  1                      1   B AL                         44      8.000                     1                         600000.00     58.33         0.00                58.33              350000.00              349798.81             0.00             0.00                 360                     358               480     90744   CA                      5.000     14.000        5.000      1.500       1.000        566               10/2/2006             0    N                                                  24   H
        4488   P               P                C                               73                  1    C4                    A4AL                         46      8.750                     1                         190000.00     95.00         0.00                95.00              180500.00              179387.34             0.00             0.00                 360                     357               360     35080   AL                      5.750     14.750        5.750      1.500       1.000        606               10/2/2006             0    N                                                  24   H
        4489   P               P                C                               10                  1    C4                    A4AL                         31      9.475                     1                         186000.00     86.02         0.00                86.02              160000.00              159760.77             0.00             0.00                 360                     357               360     28277   NC                      0.000      0.000        0.000      0.000       0.000        671               9/29/2006             0    N                                                  30   H
        4490   S               P                C                               73                  1    C4                    A4AL                         48      8.375                     1                         281000.00     80.00        20.00               100.00              224800.00              224800.00         56200.00             0.00                 360                     357               360     33971   FL                      5.075     14.375        8.375      1.500       1.000        661               9/30/2006            60    N                                                  24   H
        4491   P               P                R                               73                  1                      1   A4AL                         45      8.750                     1                         250000.00     95.00         0.00                95.00              237500.00              237500.00             0.00             0.00                 360                     358               360     35242   AL                      5.650     14.750        5.650      1.500       1.000        580               10/2/2006            60    N                                                  24   H
        4492   S               P                P                               10                  2                      1   A5AL                         44     12.250                     1                         158900.00    100.00         0.00               100.00               31780.00               31591.26             0.00        127120.00                 180                     177               180     63034   MO                      0.000      0.000        0.000      0.000       0.000        602               9/19/2006             0    Y                                                  36   H
        4493   S               P                C                               73                  1                      1   A5AL                         46      8.190                     1                         275000.00     85.00         0.00                85.00              233750.00              233294.21             0.00             0.00                 360                     357               360     53013   WI                      4.790     14.190        4.790      1.500       1.000        584               9/28/2006             0    Y                                                  24   H
        4494   S               P                C                               10                  1                      1   A5AL                         27      8.990                     1                         115000.00     50.00         0.00                50.00               57500.00               57404.89             0.00             0.00                 360                     357               360     53210   WI                      0.000      0.000        0.000      0.000       0.000        568               9/26/2006             0    Y                                                  36   H
        4495   S               P                C                               10                  1                      1   A4AL                         30      8.490                     1                          90000.00     72.00         0.00                72.00               64800.00               64681.14             0.00             0.00                 360                     357               360     53208   WI                      0.000      0.000        0.000      0.000       0.000        652               9/27/2006             0    N                                                  36   H
        4496   S               P                C                               73                  1                      1   AXAL                         41      8.250                     1                         120000.00     80.00         0.00                80.00               96000.00               95815.08             0.00             0.00                 360                     357               360     54004   WI                      4.850     14.250        8.250      1.500       1.000        645               9/29/2006             0    N                                                  24   H
        4497   S               P                C                               73                  1                      1   AXAL                         36      7.875                     1                         323000.00     67.18         0.00                67.18              217000.00              217000.00             0.00             0.00                 360                     357               360     20657   MD                      4.275     13.875        4.275      1.500       1.000        588               9/28/2006            60    N                                                   0
        4498   S               P                C                               10                  1                      1   AXAL                         40     10.250                     1                         105000.00     75.00         0.00                75.00               78750.00               78650.08             0.00             0.00                 360                     357               360     53216   WI                      0.000      0.000        0.000      0.000       0.000        512               9/26/2006             0    N                                                  36   H
        4499   F               P                C                               10                  1                      1   A4AL                         50      8.500                     1                          78000.00     90.00         0.00                90.00               70200.00               70071.51             0.00             0.00                 360                     357               360     53205   WI                      0.000      0.000        0.000      0.000       0.000        609               9/27/2006             0    N                                                  36   H
        4500   P               I                P                               73                  1                      1   A4AL                         49      7.870                     1                         150000.00     90.00         0.00                90.00              135000.00              134878.74             0.00             0.00                 360                     357               480     85205   AZ                      6.100     14.870        7.870      1.500       1.000        658               9/19/2006             0    N                                                  24   H
        4501   C               P                P                               10                  1    C4                    A5AL                         51      8.710                     1                         125000.00     80.00        20.00               100.00              100000.00               99824.68         25000.00             0.00                 360                     357               360     33615   FL                      0.000      0.000        0.000      0.000       0.000        693               9/26/2006             0    Y                                                   0
        4502   S               P                C                               10                  1                      1   A5AL                         44      7.750                     1                         400000.00     87.50         0.00                87.50              350000.00              349277.91             0.00             0.00                 360                     358               360     40165   KY                      0.000      0.000        0.000      0.000       0.000        621               9/28/2006             0    Y                                                  24   H
        4503   S               P                C                                7                  2    C4                    A4AL                         43     12.800                     1                         152000.00     99.74         0.00                99.74               30000.00               29978.23             0.00        121600.00                 180                     177               360     36301   AL                      0.000      0.000        0.000      0.000       0.000        615               10/2/2006             0    N                                                   0
        4504   S               P                P                               73                  1    C4                    A4AL                         49      7.500                     1                         339500.00     90.00         0.00                90.00              305550.00              304865.45             0.00             0.00                 360                     357               360     93710   CA                      5.000     14.500        7.500      1.500       1.000        698                9/1/2006             0    N                                                  36   H
        4505   P               P                P                               73                  1    C4                    A5AL                         50      8.300                     1                         257000.00     80.00         0.00                80.00              205600.00              205436.96             0.00             0.00                 360                     357               480     89110   NV                      6.000     15.300        8.300      1.500       1.000        666                9/1/2006             0    Y                                                  24   H
        4506   S               P                C                               73                  1    C4                    A4AL                         45      9.625                     1                         242800.00     90.00         0.00                90.00              218520.00              218203.41             0.00             0.00                 360                     357               360      8060   NJ                      6.250     15.625        9.625      1.500       1.000        583               9/29/2006             0    N                                                   0
        4507   P               P                C                               73                  1    C4                    AMAL                         47      8.850                     1                         395000.00     80.00         0.00                80.00              316000.00              315786.73             0.00             0.00                 360                     357               480     85260   AZ                      7.000     15.850        8.850      1.500       1.000        622               9/21/2006             0    N                                                  24   H
        4508   C               P                P                               73                  1    C4                    A5AL                         47      9.990                     1                         202000.00     80.00        20.00               100.00              161600.00              161383.28         40400.00             0.00                 360                     357               360     33313   FL                      6.400     16.990        9.990      1.500       1.000        611               9/19/2006             0    Y                                                  24   H
        4509   C               P                C                               73                  1    C4                    A4AL                         47      8.990                     1                         235000.00     90.00         0.00                90.00              211500.00              211363.05             0.00             0.00                 360                     357               480     96706   HI                      6.100     15.990        8.990      1.500       1.000        594                9/5/2006             0    N                                                  24   H
        4510   S               P                C                               73                  1    C4                    AXAL                         43      7.990                     1                         256000.00     90.00         0.00                90.00              230400.00              229932.17             0.00             0.00                 360                     357               360     93648   CA                      7.000     14.990        7.990      1.500       1.000        590               9/20/2006             0    N                                                  36   H
        4511   S               P                C                               73                  1    C4                    AXAL                         52      8.700                     1                         510000.00     84.71         0.00                84.71              432000.00              431241.14             0.00             0.00                 360                     357               360     33773   FL                      7.000     15.700        8.700      1.500       1.000        622                9/5/2006             0    N                                                  24   H
        4512   S               P                R                                7                  1                      1   A4AL                         46      7.650                     1                         217000.00     86.87         0.00                86.87              188500.00              188319.69             0.00             0.00                 360                     357               480     55330   MN                      0.000      0.000        0.000      0.000       0.000        672               9/19/2006             0    N                                                  36   H
        4513   P               P                C                               73                  1    C4                    A4AL                         48     10.300                     1                         895000.00     90.00         0.00                90.00              805500.00              804488.84             0.00             0.00                 360                     357               360     92630   CA                      7.000     17.300       10.300      1.500       1.000        590               9/11/2006             0    N                                                   0
        4514   P               P                C                               73                  1    C4                    AXAL                         50      8.990                     1                         420000.00     90.02         0.00                90.02              378100.00              378100.00             0.00             0.00                 360                     357               360     34772   FL                      7.000     15.990        8.990      1.500       1.000        625               9/21/2006            60    N                                                  36   H
        4515   P               P                R                               73                  1                      1   A4AL                         47      7.500                     1                         365000.00     80.00        20.00               100.00              292000.00              292000.00         73000.00             0.00                 360                     357               360     89123   NV                      6.800     14.500        7.500      1.500       1.000        636               9/25/2006            60    N                                                  36   H
        4516   P               P                R                                7                  2                      1   A4AL                         47     11.150                     1                         365000.00    100.00         0.00               100.00               73000.00               72923.73             0.00        292000.00                 180                     177               360     89123   NV                      0.000      0.000        0.000      0.000       0.000        636               9/25/2006             0    N                                                  36   H
        4517   S               P                C                               73                  1    C3                    A4AL                         46      9.500                     1                         600000.00     87.50         0.00                87.50              525000.00              524218.63             0.00             0.00                 360                     357               360     70065   LA                      7.000     16.500        9.500      1.500       1.000        551               9/12/2006             0    N                                                  24   H
        4518   S               P                C                               73                  1                      1   A4AL                         47      7.840                     1                         397000.00     80.00         0.00                80.00              317600.00              316935.31             0.00             0.00                 360                     357               360     89110   NV                      6.500     14.840        7.840      1.500       1.000        564               9/22/2006             0    N                                                  12   H
        4519   S               P                C                               73                  1    C4                    A4AL                         43      7.500                     1                         200000.00     83.00         0.00                83.00              166000.00              165834.27             0.00             0.00                 360                     357               480      6790   CT                      3.900     13.500        3.900      1.500       1.000        620               9/23/2006             0    N                                                  24   H
        4520   S               P                C                               73                  1    C4                    A5AL                         46     10.550                     1                         265000.00     85.00         0.00                85.00              225250.00              225158.91             0.00             0.00                 360                     357               480     56001   MN                      7.000     17.550       10.550      1.500       1.000        525                9/1/2006             0    Y                                                  24   H
        4521   S               P                C                               73                  1    C4                    A4AL                         46      8.875                     1                         258000.00     95.00         0.00                95.00              245100.00              244824.16             0.00             0.00                 360                     358               360     55024   MN                      5.875     14.875        5.875      1.500       1.000        628               10/4/2006             0    N                                                  24   H
        4522   S               P                C                               73                  1                      1   A4AL                         44      8.375                     1                         140000.00     84.93         0.00                84.93              118900.00              118676.73             0.00             0.00                 360                     357               360     31331   GA                      5.075     14.375        8.375      1.500       1.000        575               9/28/2006             0    N                                                  24   H
        4523   S               P                C                               73                  1    C4                    A4AL                         33      8.650                     1                         145000.00     90.00         0.00                90.00              130500.00              130268.38             0.00             0.00                 360                     357               360     37883   TN                      5.500     14.650        5.500      1.500       1.000        639               9/19/2006             0    N                                                  24   H
        4524   S               P                C                               10                  1                      1   A4AL                         20      9.875                     1                         160000.00     40.31         0.00                40.31               64500.00               64441.16             0.00             0.00                 360                     358               360     27909   NC                      0.000      0.000        0.000      0.000       0.000        516               10/4/2006             0    N                                                   0
        4525   S               P                C                               73                  1                      1   A4AL                         40      7.850                     1                         265000.00     89.43         0.00                89.43              237000.00              236671.08             0.00             0.00                 360                     358               360     55433   MN                      4.450     13.850        4.450      1.500       1.000        620               9/29/2006             0    N                                                  24   H
        4526   S               P                P                               73                  1                      1   A5AL                         47      8.500                     1                         168900.00     80.00        20.00               100.00              135120.00              135120.00         33780.00             0.00                 360                     357               360     32763   FL                      6.750     15.500        8.500      1.500       1.000        618               9/27/2006            60    Y                                                  24   H
        4527   S               P                P                               73                  1    C4                    A5AL                         41      9.750                     1                         297000.00     90.00         0.00                90.00              267300.00              267162.09             0.00             0.00                 360                     357               480     98168   WA                      7.000     16.750        9.750      1.500       1.000        603               9/21/2006             0    Y                                                  24   H
        4528   S               P                R                                7                  1                      1   AXAL                         45     10.400                     1                         122000.00     90.00         0.00                90.00              109800.00              109753.52             0.00             0.00                 360                     357               480     64086   MO                      0.000      0.000        0.000      0.000       0.000        549               9/22/2006             0    N                                                   0
        4529   P               S                P                               73                  1    C4                    AXAL                         43      9.800                     1                         278236.00     89.85         0.00                89.85              250000.00              249650.95             0.00             0.00                 360                     357               360     32065   FL                      7.000     16.800        9.800      1.500       1.000        604               9/29/2006             0    N                                                  24   H
        4530   S               P                P                               73                  1    C4                    A4AL                         33      7.550                     1                         500000.00     80.00        20.00               100.00              400000.00              399606.30        100000.00             0.00                 360                     357               480     92027   CA                      5.450     14.550        7.550      1.500       1.000        687               9/15/2006             0    N                                                  24   H
        4531   S               P                C                               73                  1    C4                    A4AL                         41      7.760                     1                         185000.00     78.38         0.00                78.38              145000.00              144865.60             0.00             0.00                 360                     357               480     93230   CA                      6.600     14.760        7.760      1.500       1.000        657               9/11/2006             0    N                                                  24   H
        4532   S               S                P                               73                  1    C4                    A5AL                         26      9.600                     1                         140000.00     95.00         0.00                95.00              133000.00              132806.31             0.00             0.00                 360                     357               360     67147   KS                      5.650     16.600        9.600      1.500       1.000        681                9/5/2006             0    Y                                                   0
        4533   S               P                P                               73                  1                      1   A5AL                         50      8.350                     1                         114900.00     78.24        21.76               100.00               89900.00               89787.27         25000.00             0.00                 360                     358               360     34691   FL                      5.750     15.350        8.350      1.500       1.000        615               10/3/2006             0    Y                                                  24   H
        4534   S               P                C                                7                  1    C3                    A4AL                         37      7.900                     1                         135000.00     77.78         0.00                77.78              105000.00              104906.51             0.00             0.00                 360                     357               480     34652   FL                      0.000      0.000        0.000      0.000       0.000        570               9/14/2006             0    N                                                  36   H
        4535   C               P                C                               73                  1    C4                    A4AL                         17      9.310                     1                         182000.00     41.26         0.00                41.26               75100.00               75100.00             0.00             0.00                 360                     357               360     32901   FL                      7.000     16.310        9.310      1.500       1.000        524               9/22/2006            60    N                                                  24   H
        4536   S               I                C                               73                  1    C4                    A4AL                         36      8.850                     1                         480000.00     34.38         0.00                34.38              165000.00              164718.99             0.00             0.00                 360                     357               360     90018   CA                      6.400     15.850        8.850      1.500       1.000        602               9/27/2006             0    N                                                  24   H
        4537   S               P                P                               73                  1    C4                    A5AL                         17      9.675                     1                         180000.00     50.00         0.00                50.00               90000.00               89914.33             0.00             0.00                 360                     358               360     56574   MN                      6.275     15.675        6.275      1.500       1.000        544               10/4/2006             0    Y                                                  24   H
        4538   S               P                P                               73                  1                      1   A5AL                         39      9.725                     1                         140000.00     95.00         0.00                95.00              133000.00              132907.45             0.00             0.00                 360                     356               480     33830   FL                      5.750     16.725        9.725      1.500       1.000        578               8/10/2006             0    Y                                                  24   H
        4539   S               P                C                               73                  1    C4                    A5AL                         43      8.750                     1                         325000.00     83.08         0.00                83.08              270000.00              269688.19             0.00             0.00                 360                     358               360     54763   WI                      5.350     14.750        5.350      1.500       1.000        630               10/3/2006             0    Y                                                   0
        4540   P               P                P                               73                  1    C1                    A5AL                         44      8.225                     1                         295000.00     80.00        20.00               100.00              236000.00              236000.00         59000.00             0.00                 360                     357               360     92392   CA                      5.750     15.225        8.225      1.500       1.000        616               9/27/2006            60    Y                                                  36   H
        4541   P               S                P                               73                  1    C4                    A4AL                         47      8.950                     1                         535000.00     90.00         0.00                90.00              481500.00              481184.48             0.00             0.00                 360                     357               480     20753   MD                      6.500     15.950        8.950      1.500       1.000        681               9/18/2006             0    N                                                   0
        4542   S               I                C                               73                  1                      1   A4AL                         47      9.375                     1                          76000.00     80.00         0.00                80.00               60800.00               60706.88             0.00             0.00                 360                     357               360     61603   IL                      5.400     15.375        5.400      1.500       1.000        635               9/28/2006             0    N                                                   0
        4543   C               S                C                               73                  1                      1   A4AL                         48      8.950                     1                         185000.00     95.00         0.00                95.00              175750.00              175750.00             0.00             0.00                 360                     357               360     99507   AK                      7.000     15.950        8.950      1.500       1.000        642               9/27/2006            60    N                                                   0
        4544   S               P                C                               73                  1                      1   A4AL                         48      8.900                     1                         115000.00     95.00         0.00                95.00              109250.00              109127.69             0.00             0.00                 360                     358               360     49507   MI                      5.350     14.900        8.900      1.500       1.000        600               9/29/2006             0    N                                                  24   H
        4545   S               P                P                               73                  1                      1   AXAL                         35      8.225                     1                         174900.00     80.00        20.00               100.00              139920.00              139806.60         34980.00             0.00                 360                     357               480     34953   FL                      5.750     15.225        8.225      1.500       1.000        607               9/30/2006             0    N                                                  24   H
        4546   S               S                C                               73                  1    C4                    A4AL                         38      8.990                     1                         450000.00     87.80         0.00                87.80              395100.00              395100.00             0.00             0.00                 360                     357               360     56354   MN                      5.650     15.990        8.990      1.500       1.000        689                9/7/2006            60    N                                                  12   H
        4547   S               I                C                               74                  1    C4                    A4AL                         48      8.250                     1                         355000.00     32.00         0.00                32.00              113600.00              113381.18             0.00             0.00                 360                     357               360     22740   VA                      2.750     14.250        2.750      1.500       1.000        612               9/29/2006             0    N                                                  24   H
        4548   S               P                P                               73                  1                      1   A5AL                         35      7.450                     1                         260000.00     80.00        20.00               100.00              208000.00              207529.34         52000.00             0.00                 360                     357               360     33971   FL                      5.750     14.450        7.450      1.500       1.000        620               10/2/2006             0    Y                                                  24   H
        4549   S               I                C                               73                  1    C4                    AXAL                         41      8.750                     1                         195000.00     51.28         0.00                51.28              100000.00               99930.49             0.00             0.00                 360                     357               480     85040   AZ                      6.300     15.750        8.750      1.500       1.000        629               9/25/2006             0    N                                                  24   H
        4550   S               P                C                               73                  1    C4                    A4AL                         45      9.900                     1                         152000.00     95.00         0.00                95.00              144400.00              144304.67             0.00             0.00                 360                     356               480     34669   FL                      5.750     16.900        9.900      1.500       1.000        592               8/17/2006             0    N                                                  24   H
        4551   S               P                C                               73                  1    C6                    C AL                         22      9.800                     1                         460000.00     43.04         0.00                43.04              198000.00              197933.19             0.00             0.00                 360                     358               480     91342   CA                      7.000     16.800        9.800      1.500       1.000        530               9/27/2006             0    N                                                  24   H
        4552   S               P                P                               73                  1    C4                    A5AL                         41      7.575                     1                         705000.00     80.00        20.00               100.00              564000.00              563448.83        141000.00             0.00                 360                     357               480     90755   CA                      5.750     14.575        7.575      1.500       1.000        683               9/27/2006             0    Y                                                  24   H
        4553   P               P                P                               73                  1    C3                    A5AL                         45     10.975                     1                          97000.00     95.00         0.00                95.00               92150.00               92049.79             0.00             0.00                 360                     357               360     77373   TX                      5.750     17.975       10.975      1.500       1.000        563               9/19/2006             0    Y                                                  24   H
        4554   S               P                P                               73                  1    C1                    A5AL                         44      8.100                     1                         188900.00     80.00        20.00               100.00              151120.00              151120.00         37780.00             0.00                 360                     358               360     80002   CO                      5.750     15.100        8.100      1.500       1.000        606               10/2/2006            60    Y                                                  24   H
        4555   P               P                C                               73                  1    C4                    A5AL                         50      9.100                     1                         265000.00     85.25         0.00                85.25              225900.00              225758.39             0.00             0.00                 360                     357               480     85222   AZ                      6.000     16.100        9.100      1.500       1.000        612               9/27/2006             0    Y                                                  24   H
        4556   S               P                H                               73                  1                      1   A5AL                         41      8.375                     1                         145000.00     81.38         0.00                81.38              118000.00              117852.79             0.00             0.00                 360                     358               360     39601   MS                      5.375     14.375        5.375      1.500       1.000        590               10/9/2006             0    Y                                                  24   H
        4557   S               P                C                               10                  1                      1   A4AL                         43      8.750                     1                         130000.00     80.00         0.00                80.00              104000.00              103819.18             0.00             0.00                 360                     357               360     23805   VA                      0.000      0.000        0.000      0.000       0.000        531               9/25/2006             0    N                                                  36   H
        4558   F               P                C                               73                  1                      1   A4AL                         45      9.750                     1                         180000.00     90.00         0.00                90.00              162000.00              161944.52             0.00             0.00                 360                     358               480     55412   MN                      5.875     15.750        5.875      1.500       1.000        545               10/4/2006             0    N                                                  24   H
        4559   C               P                P                               73                  1    C4                    A4AL                         39      9.500                     1                         475000.00     90.00         0.00                90.00              427500.00              427077.79             0.00             0.00                 360                     358               360     33139   FL                      6.500     15.500        6.500      1.500       1.000        609              10/10/2006             0    N                                                   0
        4560   S               P                C                               73                  1                      1   A4AL                         48      8.750                     1                         157000.00     80.00        20.00               100.00              125600.00              125541.99         31400.00             0.00                 360                     358               480     81505   CO                      5.750     14.750        5.750      1.500       1.000        581               10/4/2006             0    N                                                  24   H
        4561   S               P                C                                7                  2                      1   A4AL                         48     13.625                     1                         157000.00    100.00         0.00               100.00               31400.00               31387.47             0.00        125600.00                 180                     178               360     81505   CO                      0.000      0.000        0.000      0.000       0.000        581               10/4/2006             0    N                                                   0
        4562   S               P                C                                7                  1                      1   A4AL                         49      8.500                     1                         185000.00     43.24         0.00                43.24               80000.00               79960.24             0.00             0.00                 360                     358               480     37642   TN                      0.000      0.000        0.000      0.000       0.000        507               10/4/2006             0    N                                                  36   H
        4563   S               P                P                               73                  1    C4                    A5AL                         46      9.125                     1                         165500.00    100.00         0.00               100.00              165500.00              165323.19             0.00             0.00                 360                     358               360     18104   PA                      6.125     15.125        6.125      1.500       1.000        642              10/10/2006             0    Y                                                  24   H
        4564   S               P                P                               73                  1                      1   A5AL                         45      7.875                     1                         201500.00     80.00        20.00               100.00              161200.00              161200.00         40300.00             0.00                 360                     358               360     80229   CO                      4.875     13.875        4.875      1.500       1.000        603               10/9/2006            60    Y                                                  24   H
        4565   S               P                C                               10                  1                      1   A5AL                         49      8.625                     1                          60000.00     83.33         0.00                83.33               50000.00               49940.76             0.00             0.00                 360                     358               360     37160   TN                      0.000      0.000        0.000      0.000       0.000        650               10/3/2006             0    Y                                                  36   H
        4566   S               P                C                               10                  1                      1   A4AL                         52      8.500                     1                         162000.00     88.89         0.00                88.89              144000.00              143824.90             0.00             0.00                 360                     358               360     73051   OK                      0.000      0.000        0.000      0.000       0.000        608               10/4/2006             0    N                                                  36   H
        4567   S               P                P                               10                  1    C4                    A4AL                         41      8.375                     1                         216700.00     80.00        20.00               100.00              173360.00              173143.75         43340.00             0.00                 360                     358               360     73170   OK                      0.000      0.000        0.000      0.000       0.000        652              10/10/2006             0    N                                                  36   H
        4568   S               P                C                               10                  1                      1   A5AL                         26      7.000                     1                         350000.00     48.57         0.00                48.57              170000.00              169720.50             0.00             0.00                 360                     358               360     95382   CA                      0.000      0.000        0.000      0.000       0.000        649               9/29/2006             0    Y                                                  36   H
        4569   S               P                C                               73                  1                      1   AMAL                         44      8.250                     1                         210000.00     50.00         0.00                50.00              105000.00              104865.63             0.00             0.00                 360                     358               360     23836   VA                      5.250     14.250        5.250      1.500       1.000        508               10/2/2006             0    N                                                  24   H
        4570   S               P                C                               73                  1    C4                    AXAL                         44      7.875                     1                         455000.00     80.00         0.00                80.00              364000.00              363497.36             0.00             0.00                 360                     358               360     33321   FL                      4.875     13.875        4.875      1.500       1.000        593               10/3/2006             0    N                                                  24   H
        4571   S               P                C                               74                  1                      1   A5AL                         41      6.750                     1                          68000.00     79.41         0.00                79.41               54000.00               53906.76             0.00             0.00                 360                     358               360     68108   NE                      3.750     12.750        3.750      1.500       1.000        670               10/4/2006             0    Y                                                  36   H
        4572   P               P                C                               10                  1                      1   A4AL                         25      7.500                     1                         345000.00     72.46         0.00                72.46              250000.00              249627.76             0.00             0.00                 360                     358               360     85308   AZ                      0.000      0.000        0.000      0.000       0.000        626               10/3/2006             0    N                                                  36   H
        4573   S               P                C                               73                  1    C4                    AXAL                         49      9.375                     1                         285000.00     95.00         0.00                95.00              270750.00              270475.48             0.00             0.00                 360                     358               360     48111   MI                      6.375     15.375        6.375      1.500       1.000        661               10/4/2006             0    N                                                  24   H
        4574   C               P                C                               10                  1                      1   A4AL                         39      7.500                     1                         265000.00     75.00         0.00                75.00              198750.00              198454.08             0.00             0.00                 360                     358               360     33629   FL                      0.000      0.000        0.000      0.000       0.000        575               10/4/2006             0    N                                                  36   H
        4575   P               P                P                               73                  1                      1   A4AL                         51      8.125                     1                         165000.00     80.00        20.00               100.00              132000.00              131826.72         33000.00             0.00                 360                     358               360     76137   TX                      5.125     14.125        5.125      1.500       1.000        592               10/9/2006             0    N                                                  24   H
        4576   P               P                P                               10                  1    C4                    A5AL                         44      9.875                     1                         315000.00     79.37         0.00                79.37              250000.00              249771.91             0.00             0.00                 360                     358               360     79922   TX                      0.000      0.000        0.000      0.000       0.000        636               10/6/2006             0    Y                                                   0
        4577   S               P                C                               73                  1                      1   A4AL                         45      9.875                     1                         115000.00     90.00         0.00                90.00              103500.00              103357.77             0.00             0.00                 360                     357               360     30736   GA                      6.875     15.875        6.875      1.500       1.000        566               9/29/2006             0    N                                                   0
        4578   S               P                C                               73                  1    C4                    A4AL                         34      7.750                     1                         390000.00     47.95         0.00                47.95              187000.00              186735.19             0.00             0.00                 360                     358               360     92335   CA                      4.750     13.750        4.750      1.500       1.000        522               9/29/2006             0    N                                                  24   H
        4579   S               P                C                               73                  1                      1   A4AL                         50      8.500                     1                         191000.00     89.01         0.00                89.01              170000.00              169793.31             0.00             0.00                 360                     358               360     23462   VA                      5.500     14.500        5.500      1.500       1.000        576               10/4/2006             0    N                                                  24   H
        4580   F               P                R                               10                  1    C4                    A4AL                         41      8.250                     1                         800000.00     41.25         0.00                41.25              330000.00              328128.17             0.00             0.00                 180                     178               180     11369   NY                      0.000      0.000        0.000      0.000       0.000        603               9/29/2006             0    N                                                  12   H
        4581   S               P                C                               10                  1                      1   AXAL                         47      9.500                     1                         132000.00     75.00         0.00                75.00               99000.00               98902.21             0.00             0.00                 360                     358               360     37214   TN                      0.000      0.000        0.000      0.000       0.000        547               10/4/2006             0    N                                                  24   H
        4582   S               P                R                               73                  1                      1   A4AL                         48     10.975                     1                         150100.00     94.97         0.00                94.97              142550.00              142395.29             0.00             0.00                 360                     357               360     54115   WI                      5.750     17.975       10.975      1.500       1.000        562               9/15/2006             0    N                                                   0
        4583   S               P                R                               73                  1    C2                    A5AL                         30      9.075                     1                         255000.00     84.83         0.00                84.83              216325.00              216188.40             0.00             0.00                 360                     357               480     33905   FL                      6.500     16.075        9.075      1.500       1.000        566               9/27/2006             0    Y                                                  24   H
        4584   P               P                P                               73                  1    C1                    A4AL                         33      7.700                     1                         311900.00     80.00        20.00               100.00              249520.00              249520.00         62380.00             0.00                 360                     358               360     34787   FL                      5.750     14.700        7.700      1.500       1.000        622               10/2/2006            60    N                                                  12   H
        4585   P               P                C                               73                  1    C1                    A4AL                         39      9.350                     1                         760000.00     95.00         0.00                95.00              722000.00              720891.83             0.00             0.00                 360                     357               360     92821   CA                      5.750     16.350        9.350      1.500       1.000        560               9/22/2006             0    N                                                  36   H
        4586   S               P                P                               73                  1    C4                    A5AL                         34      8.900                     1                         550000.00     80.00        20.00               100.00              440000.00              439507.38        110000.00             0.00                 360                     358               360     34103   FL                      5.750     15.900        8.900      1.500       1.000        672               10/2/2006             0    Y                                                  12   H
        4587   S               P                P                               73                  1    C4                    A5AL                         51      9.275                     1                         218000.00     95.00         4.77                99.77              207100.00              206976.78         10400.00             0.00                 360                     357               480     33604   FL                      5.750     16.275        9.275      1.500       1.000        618               9/20/2006             0    Y                                                  24   H
        4588   C               P                P                               73                  1    C1                    A5AL                         37     10.425                     1                         145000.00     95.00         0.00                95.00              137750.00              137581.63             0.00             0.00                 360                     357               360     33319   FL                      6.000     17.425       10.425      1.500       1.000        582               9/22/2006             0    Y                                                  24   H
        4589   S               P                P                               73                  1    C4                    A4AL                         40      9.150                     1                         276000.00     95.00         0.00                95.00              262200.00              261599.03             0.00             0.00                 360                     357               360     34135   FL                      5.750     16.150        9.150      1.500       1.000        624               9/20/2006             0    N                                                  24   H
        4590   S               P                C                               73                  1    C4                    A4AL                         45      9.275                     1                         175000.00     95.00         0.00                95.00              166250.00              166151.09             0.00             0.00                 360                     357               480     32446   FL                      5.750     16.275        9.275      1.500       1.000        612               9/21/2006             0    N                                                  24   H
        4591   S               P                P                               10                  1                      1   A5AL                         44     10.000                     1                         180000.00     90.00         0.00                90.00              162000.00              161783.19             0.00             0.00                 360                     357               360     70123   LA                      0.000      0.000        0.000      0.000       0.000        589               9/28/2006             0    Y                                                   0
        4592   P               P                C                               10                  1                      1   A4AL                         30      7.494                     1                         290000.00     58.00         0.00                58.00              168200.00              168088.21             0.00             0.00                 360                     358               480     20747   MD                      0.000      0.000        0.000      0.000       0.000        685               10/2/2006             0    N                                                  36   H
        4593   S               P                P                               73                  1    C4                    A5AL                         48     11.650                     1                         154760.00     90.00         0.00                90.00              139284.00              139109.23             0.00             0.00                 360                     356               360     70072   LA                      9.650     17.650        9.650      1.500       1.000        562               8/24/2006             0    Y                                                  24   H
        4594   S               P                C                               73                  1    C4                    A5AL                         47      7.875                     1                         465000.00     59.14         0.00                59.14              275000.00              274836.12             0.00             0.00                 360                     358               480     33803   FL                      5.225     13.875        5.225      1.500       1.000        606               10/5/2006             0    Y                                                  24   H
        4595   C               P                P                               73                  1    C3                    A4AL                         47      8.450                     1                         174300.00    100.00         0.00               100.00              174300.00              174300.00             0.00             0.00                 360                     357               360     95219   CA                      5.050     14.450        5.050      1.500       1.000        609               9/26/2006            60    N                                                  24   H
        4596   S               P                C                               10                  1                      1   A4AL                         42      8.530                     1                         110000.00     77.27         0.00                77.27               85000.00               84793.12             0.00             0.00                 360                     356               360     32424   FL                      0.000      0.000        0.000      0.000       0.000        573                8/4/2006             0    N                                                  36   H
        4597   C               P                C                               73                  1                      1   A4AL                         36      8.875                     1                         182000.00     75.00         0.00                75.00              136500.00              136346.38             0.00             0.00                 360                     358               360     32901   FL                      5.375     14.875        8.875      1.500       1.000        569               10/5/2006             0    N                                                  24   H
        4598   S               P                C                               73                  1    C4                    A5AL                         50      8.875                     1                         255000.00     90.00         0.00                90.00              229500.00              229110.13             0.00             0.00                 360                     357               360     84790   UT                      6.875     14.875        8.875      1.500       1.000        599               9/13/2006             0    Y                                                  24   H
        4599   S               P                C                                7                  2    C4                    A4AL                         47     10.334                     1                         300000.00    100.00         0.00               100.00               60000.00               59925.23             0.00        240000.00                 180                     177               360     55331   MN                      0.000      0.000        0.000      0.000       0.000        659               10/2/2006             0    N                                                   0
        4600   S               P                C                               10                  1                      1   A4AL                         47      8.250                     1                         160000.00     95.00         0.00                95.00              152000.00              151707.20             0.00             0.00                 360                     357               360     54986   WI                      0.000      0.000        0.000      0.000       0.000        650               10/4/2006             0    N                                                  36   H
        4601   S               P                C                               73                  1                      1   AMAL                         29      9.375                     1                         335000.00     26.87         0.00                26.87               90000.00               89908.76             0.00             0.00                 360                     358               360     33189   FL                      5.975     15.375        5.975      1.500       1.000        517               10/5/2006             0    N                                                  24   H
        4602   S               P                C                               73                  1    C4                    A4AL                         47      9.250                     1                         300000.00     80.00        20.00               100.00              240000.00              239623.85         60000.00             0.00                 360                     357               360     55331   MN                      5.750     15.250        5.750      1.500       1.000        659               10/2/2006             0    N                                                   0
        4603   F               I                C                               73                  1    C4                    AMAL                         44      9.875                     1                         276000.00     75.00         0.00                75.00              207000.00              206715.54             0.00             0.00                 360                     357               360     23223   VA                      6.250     15.875        6.250      1.500       1.000        612               9/25/2006             0    N                                                  24   H
        4604   F               I                C                               73                  1    C4                    A4AL                         49      8.900                     1                         175000.00     80.00         0.00                80.00              140000.00              139764.02             0.00             0.00                 360                     357               360     33705   FL                      5.800     14.900        8.900      1.500       1.000        601               10/2/2006             0    N                                                  24   H
        4605   P               P                C                               73                  1                      1   A4AL                         43      7.900                     1                         256000.00     83.98         0.00                83.98              215000.00              214704.61             0.00             0.00                 360                     358               360     30141   GA                      4.500     13.900        4.500      1.500       1.000        599               9/29/2006             0    N                                                  24   H
        4606   P               P                C                               74                  1                      1   AXAL                         40      8.750                     1                         189000.00     55.56         0.00                55.56              105000.00              104799.00             0.00             0.00                 360                     357               360     32809   FL                      5.650     14.750        5.650      1.500       1.000        512               9/25/2006             0    N                                                  36   H
        4607   S               P                C                               10                  1    C4                    A4AL                         48      8.375                     1                         232000.00     47.41         0.00                47.41              110000.00              109862.78             0.00             0.00                 360                     358               360     32137   FL                      0.000      0.000        0.000      0.000       0.000        603               10/5/2006             0    N                                                   0
        4608   S               P                C                               73                  1    C1                    A5AL                         49      8.375                     1                         275000.00     90.00         0.00                90.00              247500.00              247500.00             0.00             0.00                 360                     358               360     84790   UT                      5.375     14.375        5.375      1.500       1.000        587               10/3/2006            60    Y                                                  24   H
        4609   S               P                C                               73                  1    C4                    A5AL                         44      8.750                     1                         190500.00     95.00         0.00                95.00              180975.00              180660.36             0.00             0.00                 360                     357               360     85015   AZ                      5.750     14.750        5.750      1.500       1.000        624               9/27/2006             0    Y                                                  24   H
        4610   S               P                C                               10                  1                      1   AMAL                         49      8.125                     1                         254200.00     78.68         0.00                78.68              200000.00              199737.47             0.00             0.00                 360                     358               360     32164   FL                      0.000      0.000        0.000      0.000       0.000        626               10/5/2006             0    N                                                  36   H
        4611   P               P                C                               73                  1                      1   A5AL                         35      8.375                     1                         235000.00     82.08         0.00                82.08              192889.00              192789.56             0.00             0.00                 360                     358               480     21244   MD                      5.375     14.375        5.375      1.500       1.000        572               10/5/2006             0    Y                                                   0
        4612   P               P                R                               73                  1                      1   A4AL                         50      8.375                     1                         407000.00     80.00        20.00               100.00              325600.00              325600.00         81400.00             0.00                 360                     358               360     85242   AZ                      5.375     14.375        5.375      1.500       1.000        646               10/4/2006            60    N                                                  24   H
        4613   S               P                C                               73                  1                      1   A4AL                         42      7.750                     1                         100000.00     63.00         0.00                63.00               63000.00               62961.08             0.00             0.00                 360                     358               480     85603   AZ                      4.750     13.750        4.750      1.500       1.000        550               10/2/2006             0    N                                                  24   H
        4614   S               P                C                               73                  1                      1   AXAL                         36     10.125                     1                         105000.00    100.00         0.00               100.00              105000.00              104909.18             0.00             0.00                 360                     358               360     46303   IN                      7.125     16.125        7.125      1.500       1.000        620               10/5/2006             0    N                                                   0
        4615   S               P                C                               10                  1    C4                    AMAL                         46      9.625                     1                         102000.00     85.00         0.00                85.00               86700.00               86616.60             0.00             0.00                 360                     358               360     70764   LA                      0.000      0.000        0.000      0.000       0.000        583               10/5/2006             0    N                                                  36   H
        4616   S               P                C                               73                  1    C4                    A4AL                         31      8.375                     1                         150000.00     95.00         0.00                95.00              142500.00              142322.24             0.00             0.00                 360                     358               360     33873   FL                      5.375     14.375        5.375      1.500       1.000        656               10/5/2006             0    N                                                  24   H
        4617   S               P                C                               74                  1                      1   AXAL                         33      8.500                     1                         127000.00     80.00        20.00               100.00              101600.00              101476.46         25400.00             0.00                 360                     358               360     48141   MI                      7.875     14.500        7.875      1.500       1.000        594               10/5/2006             0    N                                                  36   H
        4618   P               P                P                               10                  1    C4                    A5AL                         44      9.250                     1                         187950.00     80.00        20.00               100.00              150360.00              150203.50         37590.00             0.00                 360                     358               360     77520   TX                      0.000      0.000        0.000      0.000       0.000        640              10/11/2006             0    Y                                                  36   H
        4619   P               P                P                               10                  2    C4                    A5AL                         44      9.990                     1                         187950.00    100.00         0.00               100.00               37590.00               37556.54             0.00        150360.00                 360                     358               360     77520   TX                      0.000      0.000        0.000      0.000       0.000        640              10/11/2006             0    Y                                                   0
        4620   S               P                C                               10                  2                      1   AXAL                         33     14.375                     1                         127000.00    100.00         0.00               100.00               25400.00               25391.47             0.00        101600.00                 360                     358               360     48141   MI                      0.000      0.000        0.000      0.000       0.000        594               10/5/2006             0    N                                                   0
        4621   S               P                P                               73                  1    C4                    A5AL                         40      9.875                     1                         239900.00     95.00         0.00                95.00              227905.00              227697.07             0.00             0.00                 360                     358               360     60586   IL                      6.875     15.875        6.875      1.500       1.000        604              10/11/2006             0    Y                                                   0
        4622   S               P                C                               73                  1                      1   A5AL                         12      9.500                     1                          45000.00     60.00         0.00                60.00               27000.00               26970.34             0.00             0.00                 360                     358               360     63112   MO                      6.500     15.500        6.500      1.500       1.000        540               10/5/2006             0    Y                                                  24   H
        4623   S               P                C                               10                  1                      1   A4AL                         45      7.250                     1                         230000.00     75.00         0.00                75.00              172500.00              172500.00             0.00             0.00                 360                     358               360     93513   CA                      0.000      0.000        0.000      0.000       0.000        629               10/3/2006            60    N                                                  36   H
        4624   P               P                P                               73                  1                      1   A5AL                         42      9.250                     1                         305000.00    100.00         0.00               100.00              305000.00              304521.97             0.00             0.00                 360                     357               360     32828   FL                      6.250     15.250        6.250      1.500       1.000        601               9/20/2006             0    Y                                                  24   H
        4625   S               P                C                               73                  1    C4                    AXAL                         24      8.625                     1                         185000.00     64.86         0.00                64.86              120000.00              119857.79             0.00             0.00                 360                     358               360     93646   CA                      5.625     14.625        5.625      1.500       1.000        505               10/2/2006             0    N                                                  24   H
        4626   S               P                C                               73                  1    C4                    A4AL                         38      9.625                     1                         115000.00     93.04         0.00                93.04              107000.00              106844.98             0.00             0.00                 360                     357               360     70072   LA                      6.125     15.625        6.125      1.500       1.000        586               10/5/2006             0    N                                                  24   H
        4627   S               P                P                               10                  1                      1   A5AL                         34      8.500                     1                         115000.00     80.00        20.00               100.00               92000.00               91888.14         23000.00             0.00                 360                     358               360     47250   IN                      0.000      0.000        0.000      0.000       0.000        583              10/11/2006             0    Y                                                  36   H
        4628   S               P                C                               73                  1    C4                    A4AL                         32      7.000                     1                         256500.00     64.91         0.00                64.91              166500.00              166226.24             0.00             0.00                 360                     358               360     85016   AZ                      4.000     13.000        4.000      1.500       1.000        594               10/2/2006             0    N                                                  24   H
        4629   S               P                C                               10                  1                      1   A4AL                         21      8.500                     1                         155000.00     32.26         0.00                32.26               50000.00               49939.20             0.00             0.00                 360                     358               360     35957   AL                      0.000      0.000        0.000      0.000       0.000        557               10/5/2006             0    N                                                  24   H
        4630   S               P                C                               10                  1                      1   A4AL                         37      8.875                     1                         325000.00     46.15         0.00                46.15              150000.00              149831.18             0.00             0.00                 360                     358               360     38119   TN                      0.000      0.000        0.000      0.000       0.000        517               10/5/2006             0    N                                                  36   H
        4631   S               P                C                               10                  1                      1   A4AL                         50      8.875                     1                         346000.00     90.00         0.00                90.00              311400.00              311400.00             0.00             0.00                 360                     358               360      6460   CT                      0.000      0.000        0.000      0.000       0.000        612               10/5/2006            60    N                                                  24   H
        4632   S               P                C                               74                  1    C4                    A4AL                         24      9.250                     1                         115000.00     95.00         0.00                95.00              109250.00              109136.30             0.00             0.00                 360                     358               360     48228   MI                      6.250     15.250        6.250      1.500       1.000        631               10/5/2006             0    N                                                  36   H
        4633   S               P                C                               73                  1                      1   AMAL                         48      8.125                     1                         743000.00     64.87         0.00                64.87              482000.00              481367.27             0.00             0.00                 360                     358               360     91101   CA                      5.125     14.125        5.125      1.500       1.000        616               10/5/2006             0    N                                                  12   H
        4634   P               P                C                               10                  1    C4                    A4AL                         33      8.500                     1                         168000.00     95.00         0.00                95.00              159600.00              159405.94             0.00             0.00                 360                     358               360     73507   OK                      0.000      0.000        0.000      0.000       0.000        637               10/5/2006             0    N                                                  36   H
        4635   F               P                R                               73                  1                      1   A4AL                         36      7.990                     1                         127000.00     87.80         0.00                87.80              111500.00              111349.56             0.00             0.00                 360                     358               360     53209   WI                      4.590     13.990        4.590      1.500       1.000        577               10/6/2006             0    N                                                  24   H
        4636   S               P                P                               73                  1                      1   A5AL                         52      9.000                     1                         124900.00     90.00         0.00                90.00              112410.00              112224.40             0.00             0.00                 360                     357               360     70714   LA                      7.000     15.000        9.000      1.500       1.000        587               9/29/2006             0    Y                                                  24   H
        4637   S               P                P                               73                  1    C4                    A4AL                         45      7.990                     1                         375000.00     80.00        20.00               100.00              300000.00              300000.00         75000.00             0.00                 360                     358               360     34120   FL                      4.890     13.990        7.990      1.500       1.000        682               10/4/2006            60    N                                                  24   H
        4638   S               P                C                               73                  1    C4                    A4AL                         43      7.875                     1                         535000.00     57.57         0.00                57.57              308000.00              307574.69             0.00             0.00                 360                     358               360     20720   MD                      5.875     13.875        5.875      1.500       1.000        615               10/4/2006             0    N                                                  24   H
        4639   P               P                C                               73                  1    C4                    A4AL                         34      7.700                     1                         362000.00     60.77         0.00                60.77              220000.00              219685.31             0.00             0.00                 360                     358               360     85085   AZ                      4.300     13.700        7.700      1.500       1.000        565               10/2/2006             0    N                                                  24   H
        4640   S               P                C                               10                  1    C4                    A4AL                         39      7.990                     1                         352000.00     66.76         0.00                66.76              235000.00              234682.95             0.00             0.00                 360                     358               360     55410   MN                      0.000      0.000        0.000      0.000       0.000        644               10/4/2006             0    N                                                  36   H
        4641   S               I                C                               10                  1                      1   A4AL                         36      9.030                     1                          91000.00     85.00         0.00                85.00               77350.00               77180.12             0.00             0.00                 360                     356               360     37331   TN                      0.000      0.000        0.000      0.000       0.000        665               8/31/2006             0    N                                                  36   H
        4642   C               P                P                               73                  1                      1   A5AL                         49      9.100                     1                         242700.00     89.37         0.00                89.37              216900.00              216667.05             0.00             0.00                 360                     358               360     34112   FL                      5.700     15.100        5.700      1.500       1.000        550               10/6/2006             0    Y                                                  24   H
        4643   S               P                C                                7                  2                      1   A5AL                         49     11.350                     1                         214000.00    100.00         0.00               100.00               42800.00               42674.61             0.00        171200.00                 180                     177               360      3884   NH                      0.000      0.000        0.000      0.000       0.000        661               10/4/2006             0    Y                                                  36   H
        4644   S               P                R                               73                  1    C4                    A4AL                         33      8.600                     1                         258000.00     90.00         0.00                90.00              232200.00              231923.41             0.00             0.00                 360                     358               360     60107   IL                      5.000     14.600        5.000      1.500       1.000        682               10/6/2006             0    N                                                   0
        4645   S               P                C                               10                  1    C4                    A4AL                         40      8.750                     1                         153500.00     80.00        20.00               100.00              122800.00              122514.28         30700.00             0.00                 360                     356               360     33702   FL                      0.000      0.000        0.000      0.000       0.000        638                8/2/2006             0    N                                                  12   H
        4646   S               P                P                               73                  1    C4                    A5AL                         43      7.500                     1                         254900.00     60.00         0.00                60.00              152940.00              152596.74             0.00             0.00                 360                     357               360     93307   CA                      5.500     14.500        5.500      1.500       1.500        594               9/22/2006             0    Y                                                  24   H
        4647   S               P                C                               74                  1    C4                    A5AL                         34      7.875                     1                         195000.00     77.95         0.00                77.95              152000.00              151790.09             0.00             0.00                 360                     358               360     48128   MI                      4.875     13.875        4.875      1.500       1.000        604               10/6/2006             0    Y                                                  36   H
        4648   T               P                P                               10                  1                      1   A5AL                         50      9.250                     1                         156000.00     80.00        20.00               100.00              124800.00              124670.10         31200.00             0.00                 360                     358               360     19702   DE                      0.000      0.000        0.000      0.000       0.000        595              10/12/2006             0    Y                                                  36   H
        4649   T               P                P                                7                  2                      1   A5AL                         50     13.750                     1                         156000.00    100.00         0.00               100.00               31200.00               31187.89             0.00        124800.00                 180                     178               360     19702   DE                      0.000      0.000        0.000      0.000       0.000        595              10/12/2006             0    Y                                                   0
        4650   S               P                C                               73                  1                      1   A4AL                         47      9.000                     1                         345000.00     73.91         0.00                73.91              255000.00              254720.38             0.00             0.00                 360                     358               360     20714   MD                      6.000     15.000        6.000      1.500       1.000        532               10/5/2006             0    N                                                   0
        4651   P               P                C                               73                  1    C4                    A4AL                         42      9.500                     1                         557000.00     78.10         0.00                78.10              435000.00              434570.37             0.00             0.00                 360                     358               360     77479   TX                      6.500     15.500        6.500      1.500       1.000        561               10/6/2006             0    N                                                   0
        4652   S               P                R                               73                  1                      1   A4AL                         44     10.000                     1                         197500.00     87.09         0.00                87.09              172000.00              171847.19             0.00             0.00                 360                     358               360     36560   AL                      6.375     16.000        6.375      1.500       1.000        551              10/12/2006             0    N                                                   0
        4653   P               P                C                               10                  1    C4                    A4AL                         44      8.875                     1                         230000.00     90.00         0.00                90.00              207000.00              206767.06             0.00             0.00                 360                     358               360     82716   WY                      0.000      0.000        0.000      0.000       0.000        620               10/6/2006             0    N                                                  36   H
        4654   S               P                P                               73                  1    C4                    A5AL                         50     10.500                     1                         135000.00     95.00         0.00                95.00              128250.00              128147.63             0.00             0.00                 360                     358               360     79912   TX                      7.500     16.500        7.500      1.500       1.000        586              10/12/2006             0    Y                                                  24   H
        4655   S               P                C                               73                  1    C4                    A4AL                         41      9.250                     1                         168000.00     90.00         0.00                90.00              151200.00              151139.81             0.00             0.00                 360                     358               480     85222   AZ                      6.250     15.250        6.250      1.500       1.000        614               10/6/2006             0    N                                                  24   H
        4656   S               P                C                               73                  1                      1   AXAL                         50      9.125                     1                         118000.00     76.27         0.00                76.27               90000.00               89903.85             0.00             0.00                 360                     358               360     17268   PA                      6.125     15.125        6.125      1.500       1.000        553               10/6/2006             0    N                                                   0
        4657   S               P                P                               10                  1    C4                    A5AL                         42      9.750                     1                         140000.00     90.00         0.00                90.00              126000.00              125881.96             0.00             0.00                 360                     358               360     78572   TX                      0.000      0.000        0.000      0.000       0.000        588              10/12/2006             0    Y                                                  36   H
        4658   S               P                P                               10                  1                      1   A4AL                         34      9.000                     1                         106000.00     80.00        20.00               100.00               84800.00               84707.01         21200.00             0.00                 360                     358               360     65712   MO                      0.000      0.000        0.000      0.000       0.000        582              10/12/2006             0    N                                                  36   H
        4659   S               P                C                               73                  1                      1   AXAL                         38      9.625                     1                         144000.00     80.00         0.00                80.00              115200.00              115089.18             0.00             0.00                 360                     358               360     87108   NM                      6.625     15.625        6.625      1.500       1.000        521               10/6/2006             0    N                                                   0
        4660   S               P                C                               73                  1    C4                    A4AL                         49      8.375                     1                         435000.00     81.61         0.00                81.61              355000.00              354557.14             0.00             0.00                 360                     358               360     20639   MD                      5.875     14.375        5.875      1.500       1.000        593               10/6/2006             0    N                                                   0
        4661   S               P                C                               73                  1    C4                    A4AL                         44      8.875                     1                         165000.00    100.00         0.00               100.00              165000.00              164926.57             0.00             0.00                 360                     358               480     93728   CA                      5.875     14.875        5.875      1.500       1.000        685               10/4/2006             0    N                                                  24   H
        4662   P               P                P                               73                  1    C4                    A4AL                         50      8.500                     1                         330000.00     90.00         0.00                90.00              297000.00              296638.89             0.00             0.00                 360                     358               360     33624   FL                      5.500     14.500        5.500      1.500       1.000        635              10/12/2006             0    N                                                   0
        4663   S               P                P                               73                  1    C4                    A5AL                         48      8.500                     1                         265000.00     90.00         0.00                90.00              238500.00              238210.00             0.00             0.00                 360                     358               360     34209   FL                      5.500     14.500        5.500      1.500       1.000        586              10/12/2006             0    Y                                                  24   H
        4664   S               P                P                               10                  1    C1                    A4AL                         31      8.750                     1                         255950.00     80.00        20.00               100.00              204760.00              204523.52         51190.00             0.00                 360                     358               360     79922   TX                      0.000      0.000        0.000      0.000       0.000        605              10/12/2006             0    N                                                  36   H
        4665   S               P                P                               73                  1    C4                    A5AL                         42      7.750                     1                         190000.00     70.00         0.00                70.00              133000.00              132811.65             0.00             0.00                 360                     358               360     23523   VA                      4.750     13.750        4.750      1.500       1.000        581              10/12/2006             0    Y                                                  24   H
        4666   S               P                C                               10                  1    C4                    A4AL                         33      8.250                     1                         302000.00     80.00         0.00                80.00              241600.00              241290.82             0.00             0.00                 360                     358               360     21231   MD                      0.000      0.000        0.000      0.000       0.000        640               10/6/2006             0    N                                                   0
        4667   S               P                C                               73                  1    C4                    A4AL                         48      7.625                     1                         429000.00     74.83         0.00                74.83              321000.00              320794.49             0.00             0.00                 360                     358               480     94533   CA                      4.625     13.625        4.625      1.500       1.000        596               10/5/2006             0    N                                                  24   H
        4668   S               P                R                               10                  1                      1   A5AL                         44      9.750                     1                          56000.00     90.00         0.00                90.00               50400.00               50352.79             0.00             0.00                 360                     358               360     42718   KY                      0.000      0.000        0.000      0.000       0.000        569               10/6/2006             0    Y                                                  36   H
        4669   P               P                C                               10                  1                      1   A4AL                         30      6.625                     1                         390000.00     41.03         0.00                41.03              160000.00              159716.88             0.00             0.00                 360                     358               360     32708   FL                      0.000      0.000        0.000      0.000       0.000        636               10/5/2006             0    N                                                  36   H
        4670   S               P                C                               10                  1    C4                    AXAL                         48     10.000                     1                         175000.00     71.43         0.00                71.43              125000.00              124394.30             0.00             0.00                 180                     178               180     35173   AL                      0.000      0.000        0.000      0.000       0.000        542               10/6/2006             0    N                                                  36   H
        4671   S               P                C                               10                  1                      1   A4AL                         49      8.750                     1                         173000.00     90.00         0.00                90.00              155700.00              155520.19             0.00             0.00                 360                     358               360     72634   AR                      0.000      0.000        0.000      0.000       0.000        592               10/6/2006             0    N                                                  24   H
        4672   S               P                R                               73                  1    C4                    A4AL                         42      8.250                     1                         215000.00     80.00        13.02                93.02              172000.00              172000.00         28000.00             0.00                 360                     358               360     84094   UT                      5.250     14.250        5.250      1.500       1.000        642               10/6/2006            60    N                                                  24   H
        4673   S               P                R                               10                  1                      1   A4AL                         46      8.125                     1                         275500.00     67.15         0.00                67.15              185000.00              184757.14             0.00             0.00                 360                     358               360      8003   NJ                      0.000      0.000        0.000      0.000       0.000        636               10/6/2006             0    N                                                   0
        4674   T               P                C                               73                  1    C4                    A4AL                         30      7.375                     1                         213500.00     84.31         0.00                84.31              180000.00              179725.22             0.00             0.00                 360                     358               360     23464   VA                      4.375     13.375        4.375      1.500       1.000        615               10/6/2006             0    N                                                  24   H
        4675   S               P                C                               74                  1    C4                    A4AL                         45      9.250                     1                         210000.00     85.00         0.00                85.00              178500.00              178314.20             0.00             0.00                 360                     358               360     12308   NY                      6.250     15.250        6.250      1.500       1.000        580               10/6/2006             0    N                                                  12   H
        4676   S               S                P                               10                  1    C4                    AXAL                         34      8.500                     1                         105500.00     55.92         0.00                55.92               59000.00               58928.26             0.00             0.00                 360                     358               360     39564   MS                      0.000      0.000        0.000      0.000       0.000        641               10/9/2006             0    N                                                  36   H
        4677   P               P                C                               73                  1    C4                    A4AL                         49      6.990                     1                         328000.00     75.00         0.00                75.00              246000.00              245716.41             0.00             0.00                 360                     357               480     89123   NV                      3.490     12.990        3.490      1.500       1.000        594               9/13/2006             0    N                                                  24   H
        4678   S               P                P                               74                  1                      1   A5AL                         51      8.215                     1                         242000.00     80.00        20.00               100.00              193600.00              193600.00         48400.00             0.00                 360                     355               360     33971   FL                      6.225     14.215        8.215      1.500       1.000        649               7/12/2006            60    Y                                                  36   H
        4679   S               P                C                               73                  1                      1   C AL                         46      8.940                     1                         206000.00     69.90         0.00                69.90              144000.00              143759.27             0.00             0.00                 360                     357               360     85335   AZ                      5.950     14.940        5.950      1.500       1.000        587               9/11/2006             0    N                                                  24   H
        4680   P               P                P                               73                  1    C4                    A5AL                         45      9.875                     1                         220000.00     90.00         0.00                90.00              198000.00              197819.35             0.00             0.00                 360                     358               360     33445   FL                      6.475     15.875        9.875      1.500       1.000        615              10/10/2006             0    Y                                                  24   H
        4681   S               P                P                               73                  1    C4                    A5AL                         47      8.875                     1                         235000.00     90.00         0.00                90.00              211500.00              211500.00             0.00             0.00                 360                     357               360     33615   FL                      5.475     14.875        8.875      1.500       1.000        642               9/14/2006            60    Y                                                  24   H
        4682   S               P                C                               10                  1                      1   A4AL                         27      9.900                     1                          62000.00     90.00         0.00                90.00               55800.00               55749.35             0.00             0.00                 360                     358               360     35214   AL                      0.000      0.000        0.000      0.000       0.000        622              10/10/2006             0    N                                                  36   H
        4683   S               P                C                               73                  1                      1   A4AL                         31      8.200                     1                         226000.00     77.43         0.00                77.43              175000.00              174905.06             0.00             0.00                 360                     358               480     37620   TN                      4.800     14.200        8.200      1.500       1.000        570               10/3/2006             0    N                                                  24   H
        4684   S               S                C                               10                  1    C4                    A4AL                         49      8.475                     1                         232000.00     50.00         0.00                50.00              116000.00              115786.58             0.00             0.00                 360                     357               360     82834   WY                      0.000      0.000        0.000      0.000       0.000        607               9/29/2006             0    N                                                   0
        4685   S               P                C                               73                  1    C4                    AXAL                         18      9.750                     1                         137000.00     80.66         0.00                80.66              110500.00              110344.06             0.00             0.00                 360                     357               360     39211   MS                      6.350     15.750        9.750      1.500       1.000        588               9/22/2006             0    N                                                  24   H
        4686   S               P                P                               10                  1                      1   A5AL                         30     10.875                     1                          70000.00     90.00         0.00                90.00               63000.00               62953.63             0.00             0.00                 360                     358               360     46408   IN                      0.000      0.000        0.000      0.000       0.000        562               10/3/2006             0    Y                                                  24   H
        4687   S               P                C                               74                  1                      1   A4AL                         33      8.540                     1                         230000.00     83.09         0.00                83.09              191100.00              190753.11             0.00             0.00                 360                     357               360     86406   AZ                      5.950     14.540        5.950      1.500       1.000        533                9/7/2006             0    N                                                  36   H
        4688   S               P                C                               10                  1    C4                    A4AL                         50      9.890                     1                         198000.00     95.00         0.00                95.00              188100.00              187928.94             0.00             0.00                 360                     358               360     84123   UT                      0.000      0.000        0.000      0.000       0.000        639               10/4/2006             0    N                                                   0
        4689   S               P                P                               74                  1    C4                    A5AL                         34      7.740                     1                         249900.00     79.99        19.99                99.98              199900.00              199473.14         49950.00             0.00                 360                     357               360      3055   NH                      5.950     13.740        5.950      1.500       1.000        615               9/27/2006             0    Y                                                  36   H
        4690   S               P                P                               73                  1    C4                    A4AL                         48      8.800                     1                         199900.00     80.00        20.00               100.00              159920.00              159847.25         39980.00             0.00                 360                     358               480     85302   AZ                      5.700     14.800        5.700      1.500       1.000        642              10/12/2006             0    N                                                  24   H
        4691   S               P                P                               73                  1                      1   A5AL                         33     10.625                     1                          58000.00     90.00         0.00                90.00               52200.00               52138.89             0.00             0.00                 360                     357               360     72315   AR                      7.225     16.625       10.625      1.500       1.000        592               9/25/2006             0    Y                                                  24   H
        4692   S               P                P                               73                  1    C4                    A5AL                         42     10.625                     1                          68000.00     95.00         0.00                95.00               64600.00               64524.36             0.00             0.00                 360                     357               360     46406   IN                      7.225     16.625       10.625      1.500       1.000        635               10/2/2006             0    Y                                                  24   H
        4693   S               P                C                               73                  1                      1   A5AL                         52      7.790                     1                         455000.00     80.00         0.00                80.00              364000.00              364000.00             0.00             0.00                 360                     357               360     92139   CA                      5.950     13.790        5.950      1.500       1.000        587               9/21/2006            60    Y                                                  24   H
        4694   S               P                C                               10                  1                      1   A4AL                         33      8.990                     1                         135000.00     76.30         0.00                76.30              103000.00              102886.82             0.00             0.00                 360                     358               360     70403   LA                      0.000      0.000        0.000      0.000       0.000        571               10/5/2006             0    N                                                  36   H
        4695   P               P                P                               10                  1                      1   A4AL                         34      8.500                     1                         208000.00     36.06         0.00                36.06               75000.00               74908.80             0.00             0.00                 360                     358               360     30127   GA                      0.000      0.000        0.000      0.000       0.000        590               10/5/2006             0    N                                                  36   H
        4696   S               P                C                               10                  1                      1   A4AL                         38     10.250                     1                         100000.00     50.10         0.00                50.10               50100.00               50057.80             0.00             0.00                 360                     358               360     18015   PA                      0.000      0.000        0.000      0.000       0.000        516               10/4/2006             0    N                                                   0
        4697   S               P                P                                7                  2    C4                    A5AL                         34     12.150                     1                         249900.00     99.98         0.00                99.98               49950.00               49908.09             0.00        199900.00                 180                     177               360      3055   NH                      0.000      0.000        0.000      0.000       0.000        615               9/27/2006             0    Y                                                  36   H
        4698   S               P                C                               10                  1                      1   A4AL                         36      8.990                     1                         156000.00     81.03         0.00                81.03              126400.00              126190.90             0.00             0.00                 360                     357               360     53586   WI                      0.000      0.000        0.000      0.000       0.000        616               9/20/2006             0    N                                                   0
        4699   S               P                C                               73                  1                      1   AXAL                         49      9.990                     1                         275000.00     67.27         0.00                67.27              185000.00              184751.90             0.00             0.00                 360                     357               360     53402   WI                      6.390     15.990        9.990      1.500       1.000        505               9/20/2006             0    N                                                  24   H
        4700   S               P                P                               73                  1    C4                    A5AL                         40      8.990                     1                         183000.00     80.00        20.00               100.00              146400.00              146075.86         36600.00             0.00                 360                     356               360     33147   FL                      5.950     14.990        5.950      1.500       1.000        677               8/15/2006             0    Y                                                  12   H
        4701   C               P                C                               73                  1                      1   B AL                         53      9.250                     1                         375000.00     53.33         0.00                53.33              200000.00              199686.55             0.00             0.00                 360                     357               360     90715   CA                      5.950     15.250        5.950      1.500       1.000        502               9/22/2006             0    N                                                  12   H
        4702   S               P                C                               74                  1    C7                    B AL                         41     10.240                     1                         347000.00     70.00         0.00                70.00              242900.00              242591.17             0.00             0.00                 360                     357               360     92501   CA                      5.950     16.240        5.950      1.500       1.000        539                9/6/2006             0    N                                                  36   H
        4703   S               P                C                               73                  1                      1   B AL                         18      9.575                     1                         229000.00     37.12         0.00                37.12               85000.00               84875.56             0.00             0.00                 360                     357               360     53959   WI                      6.175     15.575        9.575      1.500       1.000        530               9/25/2006             0    N                                                  24   H
        4704   S               P                C                               73                  1                      1   AMAL                         39      7.750                     1                         430000.00     62.33         0.00                62.33              268000.00              267428.88             0.00             0.00                 360                     357               360     92114   CA                      5.950     13.750        5.950      1.500       1.000        526               9/22/2006             0    N                                                  24   H
        4705   S               P                C                               73                  1                      1   A5AL                         47      8.750                     1                          88000.00     75.00         0.00                75.00               66000.00               65885.25             0.00             0.00                 360                     357               360     36027   AL                      5.375     14.750        5.375      1.500       1.000        632               9/13/2006             0    Y                                                  24   H
        4706   S               P                C                               10                  1                      1   A4AL                         35      9.000                     1                         126000.00     78.57         0.00                78.57               99000.00               98836.54             0.00             0.00                 360                     357               360     32506   FL                      0.000      0.000        0.000      0.000       0.000        570               9/15/2006             0    N                                                  12   H
        4707   S               P                C                               10                  1    C4                    C AL                         48     12.500                     1                          77000.00     64.94         0.00                64.94               50000.00               49961.21             0.00             0.00                 360                     357               360     38122   TN                      0.000      0.000        0.000      0.000       0.000        572               9/15/2006             0    N                                                  12   H
        4708   S               P                R                               10                  1                      1   A4AL                         49      9.250                     1                         121000.00     78.51         0.00                78.51               95000.00               94851.08             0.00             0.00                 360                     357               360     30458   GA                      0.000      0.000        0.000      0.000       0.000        569               9/19/2006             0    N                                                   0
        4709   S               P                C                               73                  1                      1   AMAL                         33     10.375                     1                         105000.00     90.00         0.00                90.00               94500.00               94383.26             0.00             0.00                 360                     357               360     31909   GA                      6.750     16.375        6.750      1.500       1.000        581               9/25/2006             0    N                                                  24   H
        4710   S               P                C                               73                  1                      1   AMAL                         44      9.625                     1                         125000.00     79.92         0.00                79.92               99900.00               99755.27             0.00             0.00                 360                     357               360     35023   AL                      6.125     15.625        6.125      1.500       1.000        572               9/15/2006             0    N                                                   0
        4711   S               P                C                               73                  1                      1   AMAL                         34      9.000                     1                         240000.00     80.00         0.00                80.00              192000.00              191789.45             0.00             0.00                 360                     358               360     99203   WA                      6.000     15.000        6.000      1.500       1.000        552               10/6/2006             0    N                                                  24   H
        4712   S               P                C                               73                  1                      1   A4AL                         35      7.750                     1                         189000.00     80.00        20.00               100.00              151200.00              150985.87         37800.00             0.00                 360                     358               360     39507   MS                      4.750     13.750        4.750      1.500       1.000        610               10/9/2006             0    N                                                  24   H
        4713   S               P                C                               10                  1                      1   A4AL                         49      7.375                     1                         220000.00     75.91         0.00                75.91              167000.00              166745.06             0.00             0.00                 360                     358               360     85741   AZ                      0.000      0.000        0.000      0.000       0.000        658               10/6/2006             0    N                                                  36   H
        4714   S               P                P                               73                  1    C4                    A5AL                         47      7.750                     1                         159650.00     80.00        20.00               100.00              127720.00              127539.14         31930.00             0.00                 360                     358               360     47250   IN                      4.750     13.750        4.750      1.500       1.000        657              10/13/2006             0    Y                                                  24   H
        4715   S               P                P                               10                  2    C4                    A5AL                         47     12.875                     1                         159650.00    100.00         0.00               100.00               31930.00               31914.90             0.00        127720.00                 360                     358               360     47250   IN                      0.000      0.000        0.000      0.000       0.000        657              10/13/2006             0    Y                                                   0
        4716   S               P                P                               73                  1    C4                    A4AL                         50      8.000                     1                         258000.00     80.00        20.00               100.00              206400.00              206400.00         51600.00             0.00                 360                     358               360     80122   CO                      5.000     14.000        5.000      1.500       1.000        642              10/13/2006            60    N                                                  24   H
        4717   S               P                P                               10                  2    C4                    A4AL                         50     12.750                     1                         258000.00    100.00         0.00               100.00               51600.00               51574.91             0.00        206400.00                 360                     358               360     80122   CO                      0.000      0.000        0.000      0.000       0.000        642              10/13/2006             0    N                                                   0
        4718   S               P                C                               10                  1                      1   A4AL                         47     10.375                     1                         144000.00     86.81         0.00                86.81              125000.00              124897.50             0.00             0.00                 360                     358               360     30655   GA                      0.000      0.000        0.000      0.000       0.000        575               10/9/2006             0    N                                                   0
        4719   S               P                P                               73                  1    C4                    A5AL                         26      9.875                     1                         350000.00     95.00         0.00                95.00              332500.00              332196.63             0.00             0.00                 360                     358               360     87410   NM                      6.875     15.875        6.875      1.500       1.000        585              10/13/2006             0    Y                                                   0
        4720   C               P                C                               73                  1    C4                    A4AL                         21      7.875                     1                         140000.00     35.71         0.00                35.71               50000.00               49930.97             0.00             0.00                 360                     358               360     33179   FL                      4.875     13.875        4.875      1.500       1.000        606               10/9/2006             0    N                                                  24   H
        4721   S               I                C                               74                  1    C4                    A4AL                         21      7.750                     1                          95000.00     68.42         0.00                68.42               65000.00               64907.95             0.00             0.00                 360                     358               360     24013   VA                      4.750     13.750        4.750      1.500       1.000        657              10/13/2006             0    N                                                  36   H
        4722   S               P                C                               73                  1                      1   A4AL                         49      8.250                     1                         201000.00     89.80         0.00                89.80              180500.00              180403.51             0.00             0.00                 360                     358               480     98597   WA                      5.250     14.250        5.250      1.500       1.000        606               10/6/2006             0    N                                                  24   H
        4723   S               P                C                               73                  1    C4                    A4AL                         48      8.125                     1                        1000000.00     51.00         0.00                51.00              510000.00              509330.51             0.00             0.00                 360                     358               360      6897   CT                      5.125     14.125        5.125      1.500       1.000        610               10/9/2006             0    N                                                   0
        4724   S               P                P                               73                  1    C4                    A5AL                         35      9.000                     1                         225000.00     80.00        20.00               100.00              180000.00              180000.00         45000.00             0.00                 360                     358               360     77006   TX                      6.000     15.000        6.000      1.500       1.000        649              10/13/2006            60    Y                                                   0
        4725   P               P                P                               74                  1                      1   A4AL                         44      7.500                     1                         406676.00     80.00         0.00                80.00              325340.00              324855.61             0.00             0.00                 360                     358               360     83815   ID                      4.500     13.500        4.500      1.500       1.000        604              10/10/2006             0    N                                                  36   H
        4726   P               P                C                               73                  1                      1   A4AL                         42      7.375                     1                         865000.00     60.12         0.00                60.12              520000.00              520000.00             0.00             0.00                 360                     358               360     22039   VA                      4.375     13.375        4.375      1.500       1.000        594               10/9/2006            60    N                                                  24   H
        4727   P               P                C                               73                  1                      1   A4AL                         43      7.125                     1                         287000.00     79.44         0.00                79.44              228000.00              227831.78             0.00             0.00                 360                     358               480     80922   CO                      4.125     13.125        4.125      1.500       1.000        691               10/6/2006             0    N                                                  24   H
        4728   S               P                P                               74                  1                      1   A5AL                         48      9.000                     1                         123300.00     80.00        20.00               100.00               98640.00               98640.00         24660.00             0.00                 360                     358               360     49045   MI                      6.000     15.000        6.000      1.500       1.000        586              10/13/2006            60    Y                                                  36   H
        4729   S               P                C                               73                  1    C4                    A4AL                         47      8.750                     1                         220000.00     92.84         0.00                92.84              204250.00              204014.11             0.00             0.00                 360                     358               360     85017   AZ                      5.750     14.750        5.750      1.500       1.000        621               10/9/2006             0    N                                                  24   H
        4730   P               P                P                               73                  1                      1   A5AL                         40      8.625                     1                         119000.00     80.00        20.00               100.00               95200.00               95087.18         23800.00             0.00                 360                     358               360     77073   TX                      5.625     14.625        5.625      1.500       1.000        604              10/13/2006             0    Y                                                  24   H
        4731   P               P                P                               73                  1    C1                    A4AL                         47      8.250                     1                         294950.00     80.00        20.00               100.00              235960.00              235960.00         58990.00             0.00                 360                     358               360     98387   WA                      5.250     14.250        5.250      1.500       1.000        603               10/9/2006            60    N                                                  24   H
        4732   S               P                P                               10                  1    C4                    A4AL                         45      8.500                     1                         171500.00     80.00         0.00                80.00              137200.00              137200.00             0.00             0.00                 360                     358               360     48438   MI                      0.000      0.000        0.000      0.000       0.000        640              10/13/2006            60    N                                                  36   H
        4733   P               P                P                               73                  1    C4                    A5AL                         39      7.875                     1                         248000.00     80.00        15.00                95.00              198400.00              198400.00         37200.00             0.00                 360                     358               360     85231   AZ                      4.875     13.875        4.875      1.500       1.000        673               10/9/2006            60    Y                                                  24   H
        4734   P               P                P                                7                  2    C4                    A5AL                         39     12.500                     1                         248000.00     95.00         0.00                95.00               37200.00               37180.86             0.00        198400.00                 180                     178               360     85231   AZ                      0.000      0.000        0.000      0.000       0.000        673               10/9/2006             0    Y                                                   0
        4735   S               P                C                               74                  1                      1   A5AL                         15     10.000                     1                          52000.00     60.00         0.00                60.00               31200.00               31158.22             0.00             0.00                 360                     357               360     39180   MS                      5.250     16.000        5.250      1.500       1.000        542               9/21/2006             0    Y                                                   0
        4736   S               S                C                               73                  1                      1   A5AL                         45      7.490                     1                         435000.00     62.76         0.00                62.76              273000.00              273000.00             0.00             0.00                 360                     356               360     90043   CA                      5.950     13.490        5.950      1.500       1.000        590               8/17/2006             0    Y                                                  24   H
        4737   P               P                C                               73                  1    C1                    AMAL                         46      9.190                     1                         220000.00     85.00         0.00                85.00              187000.00              186602.79             0.00             0.00                 360                     356               360     18334   PA                      5.950     15.190        5.950      1.500       1.000        564               8/10/2006             0    N                                                  24   H
        4738   S               P                C                               73                  1                      1   B AL                         50     10.145                     1                         310000.00     42.10         0.00                42.10              130500.00              130387.59             0.00             0.00                 360                     358               360     32931   FL                      6.645     16.145        6.645      1.500       1.000        517               10/6/2006             0    N                                                  24   H
        4739   S               P                C                               74                  1                      1   C AL                         29      8.575                     1                         345000.00     53.91         0.00                53.91              186000.00              185664.01             0.00             0.00                 360                     357               360     95821   CA                      5.075     14.575        5.075      1.500       1.000        579                8/8/2006             0    N                                                  36   H
        4740   S               P                C                               74                  1                      1   B AL                         49     10.200                     1                         255000.00     75.00         0.00                75.00              191250.00              191004.74             0.00             0.00                 360                     357               360      2019   MA                      6.700     16.200        6.700      1.500       1.000        544               9/11/2006             0    N                                                   0
        4741   S               P                C                               74                  1                      1   A5AL                         31      9.325                     1                         169000.00     85.00         0.00                85.00              143650.00              143428.36             0.00             0.00                 360                     357               360     97737   OR                      5.825     15.325        5.825      1.500       1.000        526                9/6/2006             0    Y                                                   0
        4742   S               P                C                               74                  1                      1   A4AL                         42      9.450                     1                         185000.00     83.78         0.00                83.78              155000.00              154767.05             0.00             0.00                 360                     357               360     70003   LA                      6.050     15.450        6.050      1.500       1.000        605               9/21/2006             0    N                                                   0
        4743   P               P                C                               74                  1    C4                    AXAL                         49      9.825                     1                         353000.00     45.33         0.00                45.33              160000.00              159702.49             0.00             0.00                 360                     356               360     33897   FL                      6.325     15.825        6.325      1.500       1.000        562               8/25/2006             0    N                                                   0
        4744   S               P                P                               74                  1                      1   A5AL                         39      8.700                     1                         300000.00     80.00         0.00                80.00              240000.00              239578.40             0.00             0.00                 360                     357               360     20636   MD                      5.300     14.700        5.300      1.500       1.000        643               9/29/2006             0    Y                                                   0
        4745   S               P                C                               74                  1    C4                    A4AL                         29      7.950                     1                         302000.00     69.87         0.00                69.87              211000.00              210568.11             0.00             0.00                 360                     357               360     19970   DE                      7.125     13.950        7.125      1.500       1.000        614               9/11/2006             0    N                                                  36   H
        4746   S               P                C                               74                  1                      1   A5AL                         40      7.575                     1                         460000.00     13.91         0.00                13.91               64000.00               63808.11             0.00             0.00                 360                     357               360     21704   MD                      4.075     13.575        4.075      1.500       1.000        664               9/15/2006             0    Y                                                   0
        4747   F               P                C                               74                  1                      1   A5AL                         28      9.700                     1                         500000.00     18.20         0.00                18.20               91000.00               90870.24             0.00             0.00                 360                     357               360     10801   NY                      6.300     15.700        6.300      1.500       1.000        566               9/25/2006             0    Y                                                   0
        4748   S               P                C                               74                  1                      1   A4AL                         48      8.200                     1                         155000.00     87.10         0.00                87.10              135000.00              134737.31             0.00             0.00                 360                     357               360     15022   PA                      7.125     14.200        7.125      1.500       1.000        554               9/12/2006             0    N                                                  36   H
        4749   C               P                C                               74                  1                      1   B AL                         53      7.075                     1                         539000.00     61.22         0.00                61.22              330000.00              329195.69             0.00             0.00                 360                     357               360     91354   CA                      3.700     13.075        3.700      1.500       1.000        607               9/18/2006             0    N                                                  36   H
        4750   P               P                C                               74                  1    C4                    A4AL                         47      8.050                     1                         275000.00     87.64         0.00                87.64              241000.00              240678.78             0.00             0.00                 360                     358               360     85242   AZ                      5.050     14.050        5.050      1.500       1.000        653               10/4/2006             0    N                                                  36   H
        4751   P               P                C                               74                  1                      1   B AL                         46      9.575                     1                         245000.00     57.96         0.00                57.96              142000.00              141792.09             0.00             0.00                 360                     357               480     22408   VA                      6.175     15.575        6.175      1.500       1.000        529               9/25/2006             0    N                                                   0
        4752   S               I                C                               73                  1                      1   A4AL                         50      7.990                     1                         148000.00     85.00         0.00                85.00              125800.00              125544.57             0.00             0.00                 360                     357               360     53215   WI                      4.590     13.990        4.590      1.500       1.000        613               10/5/2006             0    N                                                  24   H
        4753   S               P                C                               74                  1    C4                    A4AL                         35      9.575                     1                         110000.00     83.64         0.00                83.64               92000.00               91864.24             0.00             0.00                 360                     357               360     70435   LA                      6.175     15.575        6.175      1.500       1.000        612               9/22/2006             0    N                                                   0
        4754   S               I                C                               74                  1                      1   A4AL                         30      8.700                     1                         140000.00     71.43         0.00                71.43              100000.00               99824.34             0.00             0.00                 360                     357               360     38261   TN                      5.200     14.700        5.200      1.500       1.000        597               9/15/2006             0    N                                                   0
        4755   S               P                C                               74                  1    C4                    A4AL                         44      7.750                     1                         250000.00     74.80         0.00                74.80              187000.00              186735.19             0.00             0.00                 360                     358               360     85303   AZ                      4.750     13.750        4.750      1.500       1.000        648              10/10/2006             0    N                                                  36   H
        4756   S               P                C                               74                  1                      1   A5AL                         43      8.075                     1                         180000.00     66.67         0.00                66.67              120000.00              119760.50             0.00             0.00                 360                     357               360      3455   NH                      4.475     14.075        4.475      1.500       1.000        652               9/13/2006             0    Y                                                   0
        4757   S               P                C                               74                  1                      1   A4AL                         39      8.450                     1                          93000.00     90.00         0.00                90.00               83700.00               83545.22             0.00             0.00                 360                     357               360     37737   TN                      4.950     14.450        4.950      1.500       1.000        649               9/22/2006             0    N                                                  36   H
        4758   S               P                C                               73                  1                      1   A5AL                         50      8.850                     1                          88000.00     85.00         0.00                85.00               74800.00               74766.46             0.00             0.00                 360                     358               480     36272   AL                      5.450     14.850        8.850      1.500       1.000        615               10/6/2006             0    Y                                                  24   H
        4759   S               P                R                               73                  1                      1   A4AL                         50      8.990                     1                         184000.00     80.00        20.00               100.00              147200.00              147200.00         36800.00             0.00                 360                     357               360     56301   MN                      5.690     14.990        8.990      1.500       1.000        595               9/15/2006            60    N                                                  24   H
        4760   S               P                C                               10                  1    C4                    A4AL                         34      7.850                     1                         210000.00     80.00         0.00                80.00              168000.00              167766.84             0.00             0.00                 360                     358               360     55118   MN                      0.000      0.000        0.000      0.000       0.000        615               10/9/2006             0    N                                                  36   H
        4761   S               P                C                               10                  1                      1   A4AL                         30      9.875                     1                          81000.00     89.51         0.00                89.51               72500.00               72433.85             0.00             0.00                 360                     358               360     53206   WI                      0.000      0.000        0.000      0.000       0.000        634              10/12/2006             0    N                                                  24   H
        4762   S               P                C                               10                  1    C4                    A4AL                         49      7.500                     1                         188000.00     79.79         0.00                79.79              150000.00              149776.66             0.00             0.00                 360                     358               360     84074   UT                      0.000      0.000        0.000      0.000       0.000        630               10/9/2006             0    N                                                   0
        4763   S               P                C                               10                  1                      1   A4AL                         22      8.200                     1                         287000.00     62.72         0.00                62.72              180000.00              179767.29             0.00             0.00                 360                     358               360     22657   VA                      0.000      0.000        0.000      0.000       0.000        522               10/6/2006             0    N                                                  36   H
        4764   P               P                P                               73                  1    C4                    A4AL                         50      9.000                     1                         391860.00     95.00         0.00                95.00              372267.00              371858.78             0.00             0.00                 360                     358               360     20136   VA                      5.500     15.000        5.500      1.500       1.000        606              10/11/2006             0    N                                                  12   H
        4765   P               P                C                               73                  1                      1   A4AL                         33      7.550                     1                         342200.00     85.00         0.00                85.00              290870.00              290441.23             0.00             0.00                 360                     358               360     22712   VA                      4.050     13.550        7.550      1.500       1.000        618              10/11/2006             0    N                                                  24   H
        4766   C               P                C                               73                  1    C4                    A4AL                         35      8.650                     1                         165000.00     77.27         0.00                77.27              127500.00              127349.68             0.00             0.00                 360                     358               360     60148   IL                      5.100     14.650        8.650      1.500       1.000        654              10/13/2006             0    N                                                   0
        4767   S               P                C                                7                  1    C4                    A4AL                         42      6.875                     1                         205000.00     49.27         0.00                49.27              101000.00              100920.07             0.00             0.00                 360                     358               480     93727   CA                      0.000      0.000        0.000      0.000       0.000        667               10/9/2006             0    N                                                  36   H
        4768   T               P                P                               10                  1    C4                    A4AL                         48      8.375                     1                         112000.00     80.00         0.00                80.00               89600.00               89488.23             0.00             0.00                 360                     358               360     19149   PA                      0.000      0.000        0.000      0.000       0.000        680              10/16/2006             0    N                                                  36   H
        4769   S               P                P                               73                  1    C4                    A5AL                         48      8.750                     1                         168000.00     80.00         0.00                80.00              134400.00              134244.78             0.00             0.00                 360                     358               360     63010   MO                      5.750     14.750        5.750      1.500       1.000        620              10/13/2006             0    Y                                                  24   H
        4770   S               P                C                               73                  1    C1                    AXAL                         39      7.750                     1                         455000.00     79.76         0.00                79.76              362900.00              362386.08             0.00             0.00                 360                     358               360     22150   VA                      4.750     13.750        4.750      1.500       1.000        638              10/11/2006             0    N                                                  24   H
        4771   S               P                C                               74                  1    C4                    A4AL                         45      8.375                     1                          92000.00     95.00         0.00                95.00               87400.00               87290.98             0.00             0.00                 360                     358               360     98944   WA                      5.375     14.375        5.375      1.500       1.000        688              10/10/2006             0    N                                                  36   H
        4772   S               P                C                               73                  1                      1   A4AL                         36      6.625                     1                         325000.00     79.08         0.00                79.08              257000.00              256545.25             0.00             0.00                 360                     358               360      6033   CT                      3.625     12.625        3.625      1.500       1.000        653              10/10/2006             0    N                                                  24   H
        4773   C               P                P                               73                  1                      1   A5AL                         37      9.250                     1                         103260.00     90.00         0.00                90.00               92934.00               92837.26             0.00             0.00                 360                     358               360     99503   AK                      6.250     15.250        6.250      1.500       1.000        551              10/12/2006             0    Y                                                   0
        4774   S               P                C                               10                  1    C4                    A5AL                         42      9.000                     1                         131000.00     63.36        13.82                77.18               83000.00               82883.79         18109.00             0.00                 360                     358               360     99202   WA                      0.000      0.000        0.000      0.000       0.000        557               10/9/2006             0    Y                                                  36   H
        4775   S               P                C                               73                  1                      1   A4AL                         44      8.875                     1                         205000.00     84.98         0.00                84.98              174200.00              174003.96             0.00             0.00                 360                     358               360     25414   WV                      5.875     14.875        5.875      1.500       1.000        535              10/11/2006             0    N                                                   0
        4776   S               P                C                               10                  1                      1   A4AL                         49      9.375                     1                         188000.00     87.77         0.00                87.77              165000.00              164832.69             0.00             0.00                 360                     358               360     70448   LA                      0.000      0.000        0.000      0.000       0.000        540              10/10/2006             0    N                                                  36   H
        4777   S               P                C                               73                  1    C4                    A4AL                         46      8.875                     1                         290000.00     90.00         0.00                90.00              261000.00              260706.28             0.00             0.00                 360                     358               360     33407   FL                      5.875     14.875        5.875      1.500       1.000        583              10/11/2006             0    N                                                  24   H
        4778   S               P                C                               74                  1    C4                    A5AL                         45      7.500                     1                         525000.00     59.43         0.00                59.43              312000.00              311793.00             0.00             0.00                 360                     358               480      7719   NJ                      4.500     13.500        4.500      1.500       1.000        601              10/11/2006             0    Y                                                   0
        4779   S               P                R                               10                  1    C4                    A5AL                         50      6.375                     1                         465000.00     30.54         0.00                30.54              142000.00              141736.26             0.00             0.00                 360                     358               360     33060   FL                      0.000      0.000        0.000      0.000       0.000        645              10/10/2006             0    Y                                                  36   H
        4780   P               P                C                               10                  1    C4                    A5AL                         38      8.875                     1                         291000.00     80.00        20.00               100.00              232800.00              232800.00         58200.00             0.00                 360                     358               360     33025   FL                      0.000      0.000        0.000      0.000       0.000        683              10/11/2006            60    Y                                                  36   H
        4781   P               P                R                               10                  1                      1   A4AL                         48      9.250                     1                         144000.00     89.58         0.00                89.58              129000.00              128865.73             0.00             0.00                 360                     358               360     77318   TX                      0.000      0.000        0.000      0.000       0.000        561              10/11/2006             0    N                                                   0
        4782   C               P                C                               10                  1    C4                    A4AL                         48      7.625                     1                         580000.00     80.00         0.00                80.00              464000.00              463326.21             0.00             0.00                 360                     358               360     92694   CA                      0.000      0.000        0.000      0.000       0.000        645               10/9/2006             0    N                                                  36   H
        4783   S               P                P                               74                  1                      1   AXAL                         47      7.875                     1                         164894.00     80.00        20.00               100.00              131915.00              131915.00         32979.00             0.00                 360                     358               360     48185   MI                      4.875     13.875        4.875      1.500       1.000        606              10/16/2006            60    N                                                  36   H
        4784   S               P                C                               73                  1    C4                    AXAL                         46      6.875                     1                         245000.00     75.00        12.00                87.00              183750.00              183440.36         29400.00             0.00                 360                     358               360     34480   FL                      3.875     12.875        3.875      1.500       1.000        666              10/10/2006             0    N                                                  24   H
        4785   S               P                C                               74                  1                      1   A4AL                         50      9.875                     1                         160000.00     90.00         0.00                90.00              144000.00              143868.62             0.00             0.00                 360                     358               360     63026   MO                      6.875     15.875        6.875      1.500       1.000        564              10/11/2006             0    N                                                  12   H
        4786   P               P                C                               10                  1    C4                    A4AL                         34      6.625                     1                         400000.00     60.75         0.00                60.75              243000.00              242570.02             0.00             0.00                 360                     358               360     92374   CA                      0.000      0.000        0.000      0.000       0.000        674               10/9/2006             0    N                                                  36   H
        4787   S               P                C                               73                  1                      1   A4AL                         44      7.125                     1                         236000.00     80.00         0.00                80.00              188800.00              188800.00             0.00             0.00                 360                     358               360     22630   VA                      4.125     13.125        4.125      1.500       1.000        581              10/11/2006            60    N                                                  24   H
        4788   S               P                C                               10                  1    C4                    A4AL                         41      8.875                     1                         112000.00     80.00         0.00                80.00               89600.00               89119.31             0.00             0.00                 180                     178               180     36575   AL                      0.000      0.000        0.000      0.000       0.000        582              10/10/2006             0    N                                                  36   H
        4789   S               P                R                               10                  1    C4                    A4AL                         33      8.875                     1                         117000.00     85.00         0.00                85.00               99450.00               99338.08             0.00             0.00                 360                     358               360     38116   TN                      0.000      0.000        0.000      0.000       0.000        667              10/10/2006             0    N                                                  36   H
        4790   S               P                C                               73                  1                      1   A4AL                         34      9.250                     1                         220000.00     87.27         0.00                87.27              192000.00              191800.15             0.00             0.00                 360                     358               360     46706   IN                      6.250     15.250        6.250      1.500       1.000        571              10/11/2006             0    N                                                  24   H
        4791   S               P                C                               73                  1    C4                    A4AL                         44      9.375                     1                         139000.00     95.00         0.00                95.00              132050.00              131916.10             0.00             0.00                 360                     358               360     46530   IN                      6.375     15.375        6.375      1.500       1.000        659              10/10/2006             0    N                                                  24   H
        4792   S               P                C                               73                  1                      1   AXAL                         39      8.125                     1                         329000.00     75.00         0.00                75.00              246750.00              246613.20             0.00             0.00                 360                     358               480     33068   FL                      5.125     14.125        5.125      1.500       1.000        518              10/11/2006             0    N                                                  24   H
        4793   S               P                C                               73                  1                      1   A4AL                         46      9.250                     1                         185000.00     90.00         0.00                90.00              166500.00              166433.72             0.00             0.00                 360                     358               480     56253   MN                      6.250     15.250        6.250      1.500       1.000        541              10/11/2006             0    N                                                  24   H
        4794   S               P                P                               74                  1                      1   A5AL                         38      9.250                     1                         159000.00     80.00        20.00               100.00              127200.00              127067.61         31800.00             0.00                 360                     358               360     12205   NY                      6.250     15.250        6.250      1.500       1.000        631              10/16/2006             0    Y                                                  12   H
        4795   S               P                P                               73                  1                      1   A5AL                         36      7.500                     1                         228500.00     80.00        20.00               100.00              182800.00              182527.83         45700.00             0.00                 360                     358               360     73116   OK                      4.500     13.500        4.500      1.500       1.000        605              10/16/2006             0    Y                                                  24   H
        4796   S               P                C                               10                  1    C4                    A5AL                         48      7.000                     1                         260000.00     67.31         0.00                67.31              175000.00              174712.27             0.00             0.00                 360                     358               360     34684   FL                      0.000      0.000        0.000      0.000       0.000        690              10/10/2006             0    Y                                                  36   H
        4797   T               P                C                               10                  1                      1   A4AL                         26      9.875                     1                          66000.00     90.00         0.00                90.00               59400.00               59345.80             0.00             0.00                 360                     358               360     73401   OK                      0.000      0.000        0.000      0.000       0.000        547              10/11/2006             0    N                                                  36   H
        4798   S               P                C                               10                  1    C4                    A4AL                         28      9.250                     1                          87000.00     90.00         0.00                90.00               78300.00               78218.51             0.00             0.00                 360                     358               360     43615   OH                      0.000      0.000        0.000      0.000       0.000        640              10/11/2006             0    N                                                  36   H
        4799   S               P                C                               73                  1    C4                    A4AL                         41      8.275                     1                         250000.00     90.00         0.00                90.00              225000.00              224713.52             0.00             0.00                 360                     358               360     93648   CA                      3.500     14.275        3.500      1.500       1.000        611               10/5/2006             0    N                                                  24   H
        4800   S               P                C                               10                  1                      1   A4AL                         49      7.334                     1                         145000.00     80.00         0.00                80.00              116000.00              115821.48             0.00             0.00                 360                     358               360     30135   GA                      0.000      0.000        0.000      0.000       0.000        643              10/10/2006             0    N                                                  36   H
        4801   S               P                C                               10                  1    C4                    AXAL                         37     10.250                     1                         180000.00     48.61         0.00                48.61               87500.00               87426.30             0.00             0.00                 360                     358               360     12010   NY                      0.000      0.000        0.000      0.000       0.000        512               9/27/2006             0    N                                                  12   H
        4802   P               P                C                               73                  1    C4                    AMAL                         14      8.990                     1                         650000.00     17.23         0.00                17.23              112000.00              111814.68             0.00             0.00                 360                     357               360     87107   NM                      6.850     14.990        8.990      1.500       1.000        553               9/12/2006             0    N                                                   0
        4803   S               P                C                               10                  1                      1   A4AL                         44      7.850                     1                         440000.00     80.00        20.00               100.00              352000.00              351511.46         88000.00             0.00                 360                     358               360     53142   WI                      0.000      0.000        0.000      0.000       0.000        612               10/2/2006             0    N                                                  36   H
        4804   S               P                C                               73                  1    C4                    A4AL                         50      9.990                     1                         293000.00     93.86         0.00                93.86              275000.00              274755.16             0.00             0.00                 360                     358               360     33904   FL                      6.590     15.990        6.590      1.500       1.000        589              10/12/2006             0    N                                                  12   H
        4805   S               P                C                               73                  1                      1   A4AL                         41      8.250                     1                         166000.00     80.00         0.00                80.00              132800.00              132729.00             0.00             0.00                 360                     358               480     53177   WI                      4.850     14.250        8.250      1.500       1.000        580              10/11/2006             0    N                                                   0
        4806   S               P                C                               73                  1    C4                    A5AL                         27      8.000                     1                         127000.00     75.00         0.00                75.00               95250.00               95121.75             0.00             0.00                 360                     358               360     51334   IA                      4.600     14.000        8.000      1.500       1.000        625              10/10/2006             0    Y                                                   0
        4807   S               P                C                               73                  1    C1                    A4AL                         48      9.175                     1                         250000.00     70.00         0.00                70.00              175000.00              174928.77             0.00             0.00                 360                     358               480     33990   FL                      5.775     15.175        5.775      1.500       1.000        528              10/12/2006             0    N                                                  24   H
        4808   S               P                C                               73                  1    C4                    A4AL                         47      9.990                     1                         180000.00     90.00         0.00                90.00              162000.00              161855.76             0.00             0.00                 360                     358               360     60110   IL                      5.400     15.990        9.990      1.500       1.000        609               10/5/2006             0    N                                                   0
        4809   S               P                C                               10                  1                      1   A4AL                         36      7.500                     1                         112000.00     64.29         0.00                64.29               72000.00               71563.74             0.00             0.00                 180                     178               180     70444   LA                      0.000      0.000        0.000      0.000       0.000        651              10/12/2006             0    N                                                  60   H
        4810   L               P                C                               73                  1                      1   A4AL                         45      7.875                     1                         225000.00     58.22         0.00                58.22              131000.00              131000.00             0.00             0.00                 360                     358               360     21221   MD                      4.475     13.875        4.475      1.500       1.000        582              10/12/2006            60    N                                                   0
        4811   S               P                P                               73                  1    C4                    A5AL                         40      8.750                     1                         212000.00     80.00        20.00               100.00              169600.00              169404.15         42400.00             0.00                 360                     358               360     17201   PA                      5.625     14.750        8.750      1.500       1.000        650              10/13/2006             0    Y                                                  24   H
        4812   F               P                P                               10                  1                      1   A5AL                         33      6.690                     1                         542000.00     90.00         0.00                90.00              487800.00              486947.73             0.00             0.00                 360                     358               360     92109   CA                      0.000      0.000        0.000      0.000       0.000        670               10/4/2006             0    Y                                                  36   H
        4813   S               P                P                               73                  1                      1   A5AL                         32      8.450                     1                          75000.00     80.00        20.00               100.00               60000.00               59926.28         15000.00             0.00                 360                     358               360     39059   MS                      6.010     14.450        8.450      1.500       1.000        656               10/5/2006             0    Y                                                  24   H
        4814   S               P                P                               10                  1                      1   A5AL                         37      7.250                     1                         127500.00     80.00        20.00               100.00              102000.00              101759.85         25500.00             0.00                 360                     357               360     79936   TX                      0.000      0.000        0.000      0.000       0.000        673               10/5/2006             0    Y                                                  36   H
        4815   S               P                P                               73                  1                      1   A5AL                         36      9.000                     1                          70000.00     90.00         0.00                90.00               63000.00               62895.96             0.00             0.00                 360                     357               360     39479   MS                      6.630     15.000        6.630      1.500       1.000        652               10/3/2006             0    Y                                                  24   H
        4816   P               P                C                               73                  1                      1   A4AL                         42      6.450                     1                         258000.00     80.00        20.00               100.00              206400.00              206022.17         51600.00             0.00                 360                     358               360     27606   NC                      4.020     12.450        6.450      1.500       1.000        670               10/6/2006             0    N                                                  24   H
        4817   C               P                C                              175                  1                      1   A4AL                         24      7.500                     1                          89000.00     80.00        20.00               100.00               71200.00               71093.97         17800.00             0.00                 360                     358               360      6705   CT                      5.070     13.500        7.500      1.500       1.000        658               10/2/2006             0    N                                                  36   H
        4818   S               P                C                               10                  1                      1   A4AL                         49      7.900                     1                         172000.00     80.00        20.00               100.00              137600.00              137410.94         34400.00             0.00                 360                     358               360     60073   IL                      0.000      0.000        0.000      0.000       0.000        666               10/6/2006             0    N                                                   0
        4819   P               P                R                               10                  1                      1   AXAL                         45      8.100                     1                         160000.00     80.00        20.00               100.00              128000.00              127831.11         32000.00             0.00                 360                     358               360     30680   GA                      0.000      0.000        0.000      0.000       0.000        678               10/2/2006             0    N                                                   0
        4820   S               P                P                               73                  1    C4                    AMAL                          7      7.200                     1                         305000.00     67.21         0.00                67.21              205000.00              204675.99             0.00             0.00                 360                     358               360     59715   MT                      4.760     13.200        7.200      1.500       1.000        665               10/3/2006             0    N                                                  24   H
        4821   S               P                C                               73                  1    C1                    A4AL                         43      7.900                     1                         145000.00     80.00        20.00               100.00              116000.00              115840.61         29000.00             0.00                 360                     358               360     84015   UT                      5.460     13.900        7.900      1.500       1.000        644               9/29/2006             0    N                                                  24   H
        4822   S               P                C                               10                  1    C1                    A4AL                         36      7.650                     1                         165000.00     80.00        20.00               100.00              132000.00              131805.81         33000.00             0.00                 360                     358               360     44130   OH                      0.000      0.000        0.000      0.000       0.000        647               9/28/2006             0    N                                                  36   H
        4823   S               P                C                               10                  1                      1   A4AL                         46      7.350                     1                         141000.00     80.00        20.00               100.00              112800.00              112626.93         28200.00             0.00                 360                     358               360     28075   NC                      0.000      0.000        0.000      0.000       0.000        678               10/4/2006             0    N                                                   0
        4824   S               P                C                               10                  1                      1   A4AL                         45      6.500                     1                         195000.00     80.00        20.00               100.00              156000.00              155717.18         39000.00             0.00                 360                     358               360     37167   TN                      0.000      0.000        0.000      0.000       0.000        666               10/3/2006             0    N                                                  36   H
        4825   S               P                P                               73                  1                      1   A5AL                         38      7.700                     1                         139500.00     80.00        20.00               100.00              111600.00              111440.35         27900.00             0.00                 360                     358               360     84044   UT                      5.260     13.700        7.700      1.500       1.000        642              10/11/2006             0    Y                                                  24   H
        4826   S               P                C                               73                  1                      1   A4AL                         48      7.800                     1                         239000.00     80.00        17.74                97.74              191200.00              190931.93         42400.00             0.00                 360                     358               360     62711   IL                      5.360     13.800        7.800      1.500       1.000        644              10/11/2006             0    N                                                   0
        4827   C               P                C                               10                  1                      1   A4AL                         44      6.900                     1                         233000.00     80.00        20.00               100.00              186400.00              186087.42         46600.00             0.00                 360                     358               360     33126   FL                      0.000      0.000        0.000      0.000       0.000        665               10/6/2006             0    N                                                  36   H
        4828   S               P                C                               73                  1    C7                    A4AL                         42      9.375                     1                         123000.00     83.74         0.00                83.74              103000.00              102895.57             0.00             0.00                 360                     358               360     73142   OK                      6.005     15.375        9.375      1.500       1.000        637               9/28/2006             0    N                                                  12   H
        4829   S               P                C                               73                  1                      1   A4AL                         49      8.990                     1                         144000.00     71.53         0.00                71.53              103000.00              102829.59             0.00             0.00                 360                     357               360     61115   IL                      5.590     14.990        5.590      1.500       1.000        567               9/29/2006             0    N                                                   0
        4830   S               P                C                               10                  1    C4                    A4AL                         43      8.875                     1                         153000.00     80.00        20.00               100.00              122400.00              122262.25         30600.00             0.00                 360                     358               360     82001   WY                      0.000      0.000        0.000      0.000       0.000        644              10/12/2006             0    N                                                  36   H
        4831   S               P                C                               73                  1    C4                    A4AL                         31      8.750                     1                         230000.00     78.26         0.00                78.26              180000.00              179792.12             0.00             0.00                 360                     358               360     33936   FL                      5.750     14.750        5.750      1.500       1.000        602              10/12/2006             0    N                                                   0
        4832   S               P                P                               74                  1                      1   A5AL                         48      9.875                     1                         163000.00     90.00         0.00                90.00              146700.00              146566.15             0.00             0.00                 360                     358               360     28384   NC                      6.875     15.875        6.875      1.500       1.000        572              10/17/2006             0    Y                                                   0
        4833   S               P                C                               10                  1                      1   A5AL                         40      8.875                     1                         143000.00     83.22         0.00                83.22              119000.00              118866.07             0.00             0.00                 360                     358               360     70663   LA                      0.000      0.000        0.000      0.000       0.000        565              10/11/2006             0    Y                                                  36   H
        4834   S               P                C                               73                  1    C4                    A4AL                         45      8.375                     1                         405000.00     77.04         0.00                77.04              312000.00              311610.79             0.00             0.00                 360                     358               360     93561   CA                      5.375     14.375        5.375      1.500       1.000        582              10/11/2006             0    N                                                  12   H
        4835   P               P                C                               74                  1    C4                    A4AL                         32      7.375                     1                         350000.00     82.86         0.00                82.86              290000.00              289557.31             0.00             0.00                 360                     358               360     23456   VA                      4.375     13.375        4.375      1.500       1.000        631              10/12/2006             0    N                                                  36   H
        4836   S               S                P                               73                  1    C4                    A5AL                         48      8.875                     1                         162000.00     85.00         0.00                85.00              137700.00              137545.05             0.00             0.00                 360                     358               360     97470   OR                      5.875     14.875        5.875      1.500       1.000        590              10/13/2006             0    Y                                                  24   H
        4837   S               P                C                               74                  1                      1   A5AL                         37      8.875                     1                         111000.00     31.53         0.00                31.53               35000.00               34960.60             0.00             0.00                 360                     358               360     23231   VA                      5.875     14.875        5.875      1.500       1.000        522              10/12/2006             0    Y                                                  36   H
        4838   S               P                C                               73                  1                      1   A5AL                         36      8.875                     1                         225000.00     90.00         0.00                90.00              202500.00              202272.12             0.00             0.00                 360                     358               360     70433   LA                      5.875     14.875        5.875      1.500       1.000        560              10/12/2006             0    Y                                                  24   H
        4839   T               P                C                               74                  1                      1   C AL                         39      9.875                     1                         134000.00     61.94         0.00                61.94               83000.00               82924.27             0.00             0.00                 360                     358               360     21206   MD                      6.375     15.875        6.375      1.500       1.000        524               10/6/2006             0    N                                                   0
        4840   S               P                C                               73                  1                      1   A5AL                         42      7.875                     1                         303000.00     79.21         0.00                79.21              240000.00              239668.58             0.00             0.00                 360                     358               360     55303   MN                      4.750     13.875        4.750      1.500       1.000        557              10/12/2006             0    Y                                                  24   H
        4841   S               P                C                                7                  1    C4                    A4AL                         39      7.500                     1                         555000.00     74.99         0.00                74.99              416200.00              415923.86             0.00             0.00                 360                     358               480     95945   CA                      0.000      0.000        0.000      0.000       0.000        581               10/9/2006             0    N                                                  36   H
        4842   S               P                C                               73                  1                      1   AMAL                         39      9.600                     1                         171000.00     58.48         0.00                58.48              100000.00               99903.29             0.00             0.00                 360                     358               360     48732   MI                      6.600     15.600        6.600      1.500       1.000        522              10/13/2006             0    N                                                  24   H
        4843   S               P                C                               73                  1                      1   A4AL                         52      8.000                     1                         130000.00     90.00         0.00                90.00              117000.00              117000.00             0.00             0.00                 360                     356               360     56312   MN                      5.875     14.000        8.000      1.500       1.000        571               8/21/2006            60    N                                                  36   H
        4844   S               P                C                               10                  1                      1   A4AL                         24      8.500                     1                         150000.00     40.00         0.00                40.00               60000.00               59927.04             0.00             0.00                 360                     358               360     55411   MN                      0.000      0.000        0.000      0.000       0.000        582              10/13/2006             0    N                                                  36   H
        4845   P               P                P                               73                  1    C1                    A4AL                         42      9.780                     1                         130000.00    100.00         0.00               100.00              130000.00              129817.71             0.00             0.00                 360                     357               360     28214   NC                      7.780     15.780        9.780      1.500       1.000        603              10/13/2006             0    N                                                   0
        4846   S               P                C                               74                  1    C4                    A4AL                         32      7.150                     1                         295000.00     67.80         0.00                67.80              200000.00              199680.77             0.00             0.00                 360                     358               360     97217   OR                      3.790     13.150        7.150      1.500       1.000        601               10/4/2006             0    N                                                  36   H
        4847   S               P                C                               73                  1                      1   A5AL                         26     10.999                     1                         186000.00     26.88         0.00                26.88               50000.00               49964.17             0.00             0.00                 360                     358               360     55421   MN                      6.700     16.999       10.999      1.500       1.000        505               10/5/2006             0    Y                                                  24   H
        4848   S               P                C                               74                  1    C3                    A4AL                         48      8.250                     1                         124000.00    100.00         0.00               100.00              124000.00              123680.45             0.00             0.00                 360                     356               360     40356   KY                      6.250     14.250        8.250      1.500       1.000        647               9/14/2006             0    N                                                  36   H
        4849   S               P                C                               74                  1    C4                    A4AL                         49     10.250                     1                         189000.00     95.00         0.00                95.00              179550.00              179322.18             0.00             0.00                 360                     357               360     30228   GA                      6.870     16.250       10.250      1.500       1.000        609               10/3/2006             0    N                                                   0
        4850   S               P                C                               10                  1    C4                    A4AL                         40      8.970                     1                         280000.00     70.00         0.00                70.00              196000.00              195685.21             0.00             0.00                 360                     358               360     34287   FL                      0.000      0.000        0.000      0.000       0.000        560              10/13/2006             0    N                                                  36   H
        4851   S               P                C                               74                  1                      1   A4AL                         30      9.550                     1                         115000.00     86.09         0.00                86.09               99000.00               98903.24             0.00             0.00                 360                     358               360     36608   AL                      4.650     15.550        4.650      1.500       1.000        591              10/10/2006             0    N                                                  12   H
        4852   S               P                C                               73                  1                      1   A4AL                         46      7.300                     1                         272000.00     80.00         0.00                80.00              217600.00              217447.18             0.00             0.00                 360                     358               480     89032   NV                      4.000     13.300        7.300      1.500       1.000        572               10/9/2006             0    N                                                  24   H
        4853   S               P                C                               73                  1                      1   A4AL                         44     10.600                     1                          60000.00    100.00         0.00               100.00               60000.00               59929.39             0.00             0.00                 360                     357               360     30741   GA                      7.600     16.600       10.600      1.500       1.000        582               10/9/2006             0    N                                                   0
        4854   S               P                C                               74                  1                      1   A4AL                         32      7.625                     1                         163000.00     56.44         0.00                56.44               92000.00               91866.40             0.00             0.00                 360                     358               360     53214   WI                      4.225     13.625        7.625      1.500       1.000        601              10/12/2006             0    N                                                  36   H
        4855   T               P                C                               73                  1    C4                    A4AL                         49      8.125                     1                         175000.00     90.00         0.00                90.00              157500.00              157293.26             0.00             0.00                 360                     358               360     33056   FL                      4.725     14.125        8.125      1.500       1.000        660              10/10/2006             0    N                                                  24   H
        4856   P               P                P                               74                  1    C1                    A5AL                         45      9.770                     1                         137100.00    100.00         0.00               100.00              137100.00              136907.37             0.00             0.00                 360                     357               360     28216   NC                      7.770     15.770        9.770      1.500       1.000        600               9/29/2006             0    Y                                                   0
        4857   S               P                C                               73                  1                      1   A5AL                         31      8.500                     1                         700000.00     10.00         0.00                10.00               70000.00               69914.88             0.00             0.00                 360                     358               360     95124   CA                      5.500     14.500        5.500      1.500       1.000        526              10/10/2006             0    Y                                                  24   H
        4858   S               P                R                               73                  1    C4                    A5AL                         45      9.500                     1                         236000.00     84.32         0.00                84.32              199000.00              198803.46             0.00             0.00                 360                     358               360     31033   GA                      6.500     15.500        6.500      1.500       1.000        644              10/13/2006             0    Y                                                   0
        4859   T               P                C                               73                  1                      1   A4AL                         40      9.875                     1                         109000.00    100.00         0.00               100.00              109000.00              108900.55             0.00             0.00                 360                     358               360     70401   LA                      7.875     15.875        7.875      1.500       1.000        616              10/13/2006             0    N                                                  24   H
        4860   P               P                P                               73                  1    C4                    A5AL                         47      8.250                     1                         515000.00     80.00        20.00               100.00              412000.00              412000.00        103000.00             0.00                 360                     358               360     93458   CA                      5.250     14.250        5.250      1.500       1.000        649              10/12/2006            60    Y                                                  24   H
        4861   S               P                C                               73                  1                      1   A5AL                         45     11.000                     1                          75000.00     60.00         0.00                60.00               45000.00               44982.32             0.00             0.00                 360                     358               480     67204   KS                      7.375     17.000        7.375      1.500       1.000        505              10/13/2006             0    Y                                                   0
        4862   S               P                C                               73                  1    C4                    A4AL                         44      8.000                     1                         320000.00     80.00         0.00                80.00              256000.00              255655.31             0.00             0.00                 360                     358               360     84777   UT                      5.000     14.000        5.000      1.500       1.000        588              10/11/2006             0    N                                                  24   H
        4863   S               P                C                               73                  1                      1   A4AL                         45      8.500                     1                         215000.00     90.00         0.00                90.00              193500.00              193264.71             0.00             0.00                 360                     358               360     56751   MN                      5.375     14.500        5.375      1.500       1.000        552              10/13/2006             0    N                                                  24   H
        4864   S               P                C                               73                  1    C4                    A4AL                         43     10.125                     1                         105000.00     95.00         0.00                95.00               99750.00               99663.70             0.00             0.00                 360                     358               360     53511   WI                      7.125     16.125        7.125      1.000       1.000        619              10/13/2006             0    N                                                   0
        4865   P               P                C                               10                  1    C4                    A4AL                         43     10.750                     1                         127500.00     80.00         0.00                80.00              102000.00              101922.86             0.00             0.00                 360                     358               360     77389   TX                      0.000      0.000        0.000      0.000       0.000        549              10/12/2006             0    N                                                   0
        4866   C               P                P                               73                  1    C1                    A5AL                         27     10.500                     1                          68900.00    100.00         0.00               100.00               68900.00               68845.00             0.00             0.00                 360                     358               360     48185   MI                      7.500     16.500        7.500      1.500       1.000        616              10/18/2006             0    Y                                                  24   H
        4867   S               P                C                               10                  1                      1   A4AL                         48      7.375                     1                         132000.00     70.00         0.00                70.00               92400.00               92258.95             0.00             0.00                 360                     358               360     73507   OK                      0.000      0.000        0.000      0.000       0.000        620              10/13/2006             0    N                                                  36   H
        4868   S               P                C                               10                  1    C4                    A4AL                         51      9.375                     1                         405000.00     79.01        19.76                98.77              320000.00              319675.54         80000.00             0.00                 360                     358               360     48084   MI                      0.000      0.000        0.000      0.000       0.000        648              10/13/2006             0    N                                                  24   H
        4869   S               P                C                                7                  1    C4                    A5AL                         39      9.500                     1                         420000.00     59.52         0.00                59.52              250000.00              249907.67             0.00             0.00                 360                     358               480     33469   FL                      0.000      0.000        0.000      0.000       0.000        548              10/13/2006             0    Y                                                  36   H
        4870   S               P                P                               73                  1    C4                    A5AL                         42      8.375                     1                         117000.00     80.00        20.00               100.00               93600.00               93483.23         23400.00             0.00                 360                     358               360     40013   KY                      5.375     14.375        5.375      1.500       1.000        662              10/18/2006             0    Y                                                  24   H
        4871   S               P                C                               10                  1                      1   A4AL                         39      8.250                     1                         175000.00     64.86         0.00                64.86              113500.00              113354.74             0.00             0.00                 360                     358               360     63128   MO                      0.000      0.000        0.000      0.000       0.000        579              10/13/2006             0    N                                                  24   H
        4872   P               P                P                               73                  1                      1   A4AL                         29      8.750                     1                         297611.00    100.00         0.00               100.00              297611.00              297267.29             0.00             0.00                 360                     358               360     33647   FL                      5.750     14.750        5.750      1.500       1.000        640              10/18/2006             0    N                                                   0
        4873   S               I                P                               73                  1                      1   A5AL                         23      9.750                     1                          62000.00     85.00         0.00                85.00               52700.00               52650.64             0.00             0.00                 360                     358               360     46628   IN                      6.750     15.750        6.750      1.500       1.000        595              10/18/2006             0    Y                                                  24   H
        4874   S               P                C                               73                  1    C4                    A4AL                         50      9.750                     1                         176000.00    100.00         0.00               100.00              176000.00              175835.11             0.00             0.00                 360                     358               360     65738   MO                      6.750     15.750        6.750      1.500       1.000        654              10/13/2006             0    N                                                  24   H
        4875   S               P                P                               73                  1    C4                    A5AL                         38      9.750                     1                         210000.00     90.00         0.00                90.00              189000.00              188822.94             0.00             0.00                 360                     358               360     68131   NE                      6.750     15.750        6.750      1.500       1.000        614              10/18/2006             0    Y                                                  12   H
        4876   S               P                P                               73                  1                      1   A5AL                         50      9.375                     1                          81000.00     90.00         0.00                90.00               72900.00               72826.07             0.00             0.00                 360                     358               360     46818   IN                      7.250     15.375        7.250      1.500       1.000        557              10/18/2006             0    Y                                                  24   H
        4877   S               P                C                               74                  1    C4                    A5AL                         37      7.625                     1                         160000.00     70.00         0.00                70.00              112000.00              111837.36             0.00             0.00                 360                     358               360     33762   FL                      4.625     13.625        4.625      1.500       1.000        601              10/13/2006             0    Y                                                  36   H
        4878   P               P                P                               10                  1    C4                    A5AL                         35      9.000                     1                         229000.00     65.00         0.00                65.00              148850.00              148686.79             0.00             0.00                 360                     358               360     80031   CO                      0.000      0.000        0.000      0.000       0.000        525              10/17/2006             0    Y                                                  36   H
        4879   S               P                R                               73                  1                      1   A4AL                         45      8.750                     1                         167000.00     80.00        20.00               100.00              133600.00              133538.31         33400.00             0.00                 360                     358               480     27205   NC                      5.750     14.750        5.750      1.500       1.000        582              10/13/2006             0    N                                                   0
        4880   S               P                C                               74                  1                      1   A4AL                         41      7.600                     1                         242000.00     95.00         0.00                95.00              229900.00              229900.00             0.00             0.00                 360                     357               360     85029   AZ                      3.720     14.600        7.600      1.500       1.000        639               9/25/2006            60    N                                                  36   H
        4881   P               P                C                               73                  1                      1   A4AL                         45      7.150                     1                         425000.00     75.00         0.00                75.00              318750.00              318241.21             0.00             0.00                 360                     358               360     32708   FL                      4.150     14.150        7.150      1.500       1.000        556               9/29/2006             0    N                                                  24   H
        4882   P               S                P                               73                  1    C4                    A4AL                         45     10.550                     1                         133000.00    100.00         0.00               100.00              133000.00              132894.96             0.00             0.00                 360                     358               360     78254   TX                      7.550     17.550       10.550      1.500       1.000        675               10/4/2006             0    N                                                  24   H
        4883   P               P                C                               10                  1                      1   A4AL                         50      8.875                     1                         173000.00     28.90         0.00                28.90               50000.00               49943.73             0.00             0.00                 360                     358               360     46113   IN                      0.000      0.000        0.000      0.000       0.000        595               10/6/2006             0    N                                                  36   H
        4884   S               P                C                               10                  1                      1   A5AL                         44     11.350                     1                          74000.00     80.00         0.00                80.00               59200.00               59160.70             0.00             0.00                 360                     358               360     79907   TX                      0.000      0.000        0.000      0.000       0.000        506               10/6/2006             0    Y                                                   0
        4885   S               P                P                               74                  1                      1   A4AL                         40     10.880                     1                          80000.00    100.00         0.00               100.00               80000.00               79941.18             0.00             0.00                 360                     358               360     36330   AL                      7.880     16.880       10.880      1.500       1.000        587              10/16/2006             0    N                                                  24   H
        4886   S               P                C                               10                  1    C4                    A5AL                         32     10.300                     1                          99000.00     57.58         0.00                57.58               57000.00               56952.50             0.00             0.00                 360                     358               360     70458   LA                      0.000      0.000        0.000      0.000       0.000        604               10/8/2006             0    Y                                                  36   H
        4887   C               I                P                               74                  1    C4                    A4AL                         29      8.990                     1                         112500.00     55.00         0.00                55.00               61875.00               61737.98             0.00             0.00                 360                     356               360     28403   NC                      6.500     14.990        8.990      1.500       1.000        685               8/15/2006             0    N                                                  12   H
        4888   S               P                C                               73                  1                      1   AXAL                         23      8.750                     1                         213000.00     78.87         0.00                78.87              168000.00              167805.98             0.00             0.00                 360                     358               360     63129   MO                      6.000     14.750        6.000      1.500       1.000        527              10/10/2006             0    N                                                  24   H
        4889   S               P                C                               10                  1                      1   A4AL                         38      7.990                     1                         223000.00     78.48         0.00                78.48              175000.00              174763.89             0.00             0.00                 360                     358               360     53154   WI                      0.000      0.000        0.000      0.000       0.000        624              10/12/2006             0    N                                                  36   H
        4890   S               P                C                               73                  1    C4                    A4AL                         40      8.750                     1                         410000.00     75.00         0.00                75.00              307500.00              307144.89             0.00             0.00                 360                     358               360     95828   CA                      5.250     14.750        5.250      1.500       1.000        543              10/14/2006             0    N                                                  24   H
        4891   F               P                C                               10                  1                      1   A4AL                         43      8.990                     1                          69000.00     73.91         0.00                73.91               51000.00               50846.52             0.00             0.00                 360                     358               360     53206   WI                      0.000      0.000        0.000      0.000       0.000        604              10/13/2006             0    N                                                  36   H
        4892   T               P                C                               73                  1    C4                    AXAL                         30      7.625                     1                         560000.00     37.05         0.00                37.05              207500.00              207198.69             0.00             0.00                 360                     358               360     91342   CA                      4.625     13.625        4.625      1.500       1.000        625              10/11/2006             0    N                                                  24   H
        4893   S               P                R                               10                  1                      1   A4AL                         39      7.750                     1                         210500.00     80.00        20.00               100.00              168400.00              168161.52         42100.00             0.00                 360                     358               360     32309   FL                      0.000      0.000        0.000      0.000       0.000        590              10/11/2006             0    N                                                  36   H
        4894   P               P                P                               10                  1                      1   A5AL                         45      9.125                     1                         100000.00     80.00        20.00               100.00               80000.00               79914.52         20000.00             0.00                 360                     358               360     77478   TX                      0.000      0.000        0.000      0.000       0.000        611              10/18/2006             0    Y                                                  36   H
        4895   P               P                P                               73                  1                      1   AXAL                         42      8.500                     1                         390950.00     80.00        20.00               100.00              312760.00              312760.00         78190.00             0.00                 360                     358               360     98003   WA                      5.250     14.500        5.250      1.500       1.000        614              10/11/2006            60    N                                                  12   H
        4896   S               P                P                               73                  1                      1   A5AL                         50      8.875                     1                         277000.00     90.00         0.00                90.00              249300.00              249019.45             0.00             0.00                 360                     358               360     18071   PA                      5.875     14.875        5.875      1.500       1.000        592              10/19/2006             0    Y                                                  24   H
        4897   S               P                C                               73                  1    C4                    A4AL                         38      8.250                     1                         425000.00     70.00         0.00                70.00              297500.00              297119.28             0.00             0.00                 360                     358               360     90220   CA                      5.250     14.250        5.250      1.500       1.000        610              10/10/2006             0    N                                                   0
        4898   S               P                P                               73                  1                      1   A4AL                         45      8.500                     1                         298000.00     80.00        20.00               100.00              238400.00              238110.13         59600.00             0.00                 360                     358               360     48430   MI                      5.500     14.500        5.500      1.500       1.000        598              10/19/2006             0    N                                                  24   H
        4899   S               P                P                               73                  1    C4                    A5AL                         39     10.750                     1                         140000.00    100.00         0.00               100.00              140000.00              139894.12             0.00             0.00                 360                     358               360     29906   SC                      7.750     16.750        7.750      1.500       1.000        641              10/19/2006             0    Y                                                   0
        4900   F               P                P                               73                  1    C4                    A5AL                         50      8.125                     1                         473000.00     80.00        20.00               100.00              378400.00              378400.00         94600.00             0.00                 360                     358               360      7202   NJ                      5.125     14.125        5.125      1.500       1.000        640              10/19/2006            60    Y                                                   0
        4901   S               I                P                               10                  1    C4                    A5AL                         48     10.500                     1                          98000.00     80.00         0.00                80.00               78400.00               78337.41             0.00             0.00                 360                     358               360     48221   MI                      0.000      0.000        0.000      0.000       0.000        587              10/19/2006             0    Y                                                  36   H
        4902   S               I                P                               10                  1    C4                    A4AL                         46      9.200                     1                         190500.00     80.00         0.00                80.00              152400.00              152239.71             0.00             0.00                 360                     358               360     74074   OK                      0.000      0.000        0.000      0.000       0.000        605               10/5/2006             0    N                                                  24   H
        4903   P               P                P                               74                  1    C4                    A4AL                         50      8.950                     1                         290000.00    100.00         0.00               100.00              290000.00              290000.00             0.00             0.00                 360                     358               360     77389   TX                      6.950     14.950        6.950      1.500       1.000        640              10/17/2006            60    N                                                  36   H
        4904   P               P                P                               73                  1    C4                    A4AL                         48      8.250                     1                         383500.00    100.00         0.00               100.00              383500.00              383009.22             0.00             0.00                 360                     358               360     30519   GA                      4.625     14.250        4.625      1.500       1.000        640              10/18/2006             0    N                                                  24   H
        4905   P               P                C                               73                  1                      1   AXAL                         49      9.375                     1                         280000.00     95.00         0.00                95.00              266000.00              265730.31             0.00             0.00                 360                     358               360     20747   MD                      5.725     15.375        5.725      1.500       1.000        610              10/17/2006             0    N                                                   0
        4906   S               P                P                               73                  1                      1   A5AL                         50      8.125                     1                         350000.00     80.00        20.00               100.00              280000.00              280000.00         70000.00             0.00                 360                     357               360     95203   CA                      4.725     14.125        4.725      1.500       1.000        613               9/28/2006            60    Y                                                  24   H
        4907   F               P                C                               73                  1                      1   A4AL                         43      7.990                     1                         310000.00     72.58         0.00                72.58              225000.00              224696.44             0.00             0.00                 360                     358               360     60402   IL                      4.500     13.990        7.990      1.500       1.000        683              10/12/2006             0    N                                                   0
        4908   S               P                P                                7                  2                      1   A4AL                         43     12.200                     1                         268000.00    100.00         0.00               100.00               53600.00               53540.42             0.00        214400.00                 180                     176               360     95843   CA                      0.000      0.000        0.000      0.000       0.000        676               9/21/2006             0    N                                                  36   H
        4909   S               P                P                               73                  1    C4                    A5AL                         44      8.600                     1                         165000.00    100.00         0.00               100.00              165000.00              164604.09             0.00             0.00                 360                     356               360     84115   UT                      7.000     14.600        7.000      1.500       1.000        664               8/24/2006             0    Y                                                  12   H
        4910   S               P                P                               10                  1    C4                    A4AL                         36      9.375                     1                         200000.00     80.00        20.00               100.00              160000.00              159837.77         40000.00             0.00                 360                     358               360      6053   CT                      0.000      0.000        0.000      0.000       0.000        640              10/20/2006             0    N                                                   0
        4911   S               P                C                               10                  1                      1   A5AL                         16      9.000                     1                          45000.00     58.89         0.00                58.89               26500.00               26359.41             0.00             0.00                 180                     178               180     73533   OK                      0.000      0.000        0.000      0.000       0.000        638              10/16/2006             0    Y                                                  36   H
        4912   S               P                C                               10                  1                      1   A4AL                         49      9.550                     1                         100000.00     95.00         0.00                95.00               95000.00               94614.98             0.00             0.00                 360                     354               360     53209   WI                      0.000      0.000        0.000      0.000       0.000        646               6/26/2006             0    N                                                  36   H
        4913   F               P                C                               73                  1    C4                    A5AL                         46      8.550                     1                         248500.00     64.39         0.00                64.39              160000.00              159612.12             0.00             0.00                 360                     356               360     60624   IL                      5.411     14.550        8.550      1.500       1.000        541               8/16/2006             0    Y                                                   0
        4914   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         143500.00     64.67         0.00                64.67               92800.00               92625.74             0.00             0.00                 360                     357               360     34479   FL                      0.000      0.000        0.000      0.000       0.000        572               9/19/2006             0    N                                                   0
        4915   S               P                R                               10                  1                      1   A4SR                          0      7.825                     1                         177000.00     76.13         0.00                76.13              134750.00              134467.13             0.00             0.00                 360                     357               360     32738   FL                      0.000      0.000        0.000      0.000       0.000        578               9/19/2006             0    N                                                  36   H
        4916   S               P                R                               73                  1                      1   A4SR                          0      8.375                     1                         115000.00     87.39         0.00                87.39              100500.00              100311.30             0.00             0.00                 360                     357               360     27893   NC                      4.775     14.375        4.775      1.500       1.000        591               9/22/2006             0    N                                                   0
        4917   S               P                R                               10                  1                      1   A4SR                          0      8.875                     1                         168750.00     84.33         0.00                84.33              142300.00              142058.91             0.00             0.00                 360                     357               360     44224   OH                      0.000      0.000        0.000      0.000       0.000        572               9/25/2006             0    N                                                   0
        4918   S               P                C                               73                  1                      1   A4AL                         30      8.600                     1                         175000.00     85.00         0.00                85.00              148750.00              148641.93             0.00             0.00                 360                     357               480     19464   PA                      6.170     14.600        8.600      1.500       1.000        581               9/25/2006             0    N                                                  24   H
        4919   S               P                C                               73                  1                      1   A4AL                         36      8.950                     1                         206000.00     95.00         0.00                95.00              195700.00              195571.75             0.00             0.00                 360                     357               480     60104   IL                      5.750     14.950        8.950      1.500       1.000        630               9/25/2006             0    N                                                   0
        4920   S               P                C                              175                  1                      1   A4AL                         51      6.440                     1                         830000.00     80.00        20.00               100.00              664000.00              664000.00        166000.00             0.00                 360                     357               360     95746   CA                      4.010     12.440        6.440      1.500       1.000        668               9/20/2006            60    N                                                  36   H
        4921   S               I                P                               73                  1    C3                    A4AL                         29      7.900                     1                         250000.00     90.00         0.00                90.00              225000.00              224799.63             0.00             0.00                 360                     357               480     89108   NV                      5.470     13.900        7.900      1.500       1.000        629               9/25/2006             0    N                                                  24   H
        4922   S               P                C                               73                  1                      1   A4AL                         38      9.700                     1                         155000.00     90.00         0.00                90.00              139500.00              139301.04             0.00             0.00                 360                     357               360     30907   GA                      6.450     15.700        9.700      1.500       1.000        546               8/31/2006             0    N                                                  12   H
        4923   P               P                P                               73                  1    C4                    A5AL                         45     10.500                     1                         228000.00     80.00        20.00               100.00              182400.00              182327.51         45600.00             0.00                 360                     356               360     77095   TX                      6.420     16.500       10.500      1.500       1.000        626               8/30/2006            60    Y                                                  24   H
        4924   S               P                C                               10                  1    C4                    A4AL                         49      9.300                     1                         210000.00     95.00         0.00                95.00              199500.00              199190.55             0.00             0.00                 360                     357               360     31535   GA                      0.000      0.000        0.000      0.000       0.000        661               9/25/2006             0    N                                                   0
        4925   S               P                P                               73                  1    C4                    AXAL                         40     10.525                     1                         173000.00     80.00        20.00               100.00              138400.00              138234.43         34600.00             0.00                 360                     357               360     80219   CO                      6.925     16.525       10.525      1.500       1.000        615               9/25/2006             0    N                                                  24   H
        4926   S               P                C                               10                  1                      1   A4AL                         31     10.775                     1                          65000.00     76.92         0.00                76.92               50000.00               49943.33             0.00             0.00                 360                     357               360     37660   TN                      0.000      0.000        0.000      0.000       0.000        519               9/20/2006             0    N                                                  36   H
        4927   S               P                C                               10                  1                      1   A4AL                         41     11.145                     1                         116500.00     90.00         0.00                90.00              104850.00              104740.13             0.00             0.00                 360                     357               360     35214   AL                      0.000      0.000        0.000      0.000       0.000        553               9/22/2006             0    N                                                   0
        4928   P               P                C                               73                  1                      1   AMAL                         41      8.870                     1                         650000.00     76.92         0.00                76.92              500000.00              499436.73             0.00             0.00                 360                     358               360     34201   FL                      5.510     14.870        8.870      1.500       1.000        542              10/10/2006             0    N                                                  24   H
        4929   C               P                C                               74                  1                      1   AXAL                         50      8.190                     1                         187000.00     89.04         0.00                89.04              166500.00              166175.36             0.00             0.00                 360                     357               360     33321   FL                      6.190     15.190        8.190      1.500       1.000        564               9/19/2006             0    N                                                  36   H
        4930   S               P                P                               73                  1                      1   A5AL                         35      8.850                     1                         108000.00     80.00        20.00               100.00               86400.00               86203.07         21600.00             0.00                 360                     356               360     75241   TX                      6.340     14.850        8.850      1.500       1.000        634               8/23/2006             0    Y                                                  24   H
        4931   S               P                R                               10                  1                      1   AMSR                          0     10.750                     1                          88000.00     68.18         0.00                68.18               60000.00               59954.62             0.00             0.00                 360                     358               360     30701   GA                      0.000      0.000        0.000      0.000       0.000        564               10/3/2006             0    N                                                   0
        4932   S               P                R                               10                  1                      1   A4SR                          0      9.000                     1                         210000.00     84.76         9.16                93.92              178000.00              177804.81         19230.60             0.00                 360                     358               360     38002   TN                      0.000      0.000        0.000      0.000       0.000        601               10/6/2006             0    N                                                   0
        4933   S               P                R                               10                  1                      1   A4SR                          0      9.250                     1                         115000.00     71.65         0.00                71.65               82400.00               82313.12             0.00             0.00                 360                     358               360     55117   MN                      0.000      0.000        0.000      0.000       0.000        544               10/9/2006             0    N                                                   0
        4934   S               P                C                               73                  1                      1   A4AL                         49     10.000                     1                          93000.00     80.00         0.00                80.00               74400.00               74333.91             0.00             0.00                 360                     358               360     71446   LA                      6.600     16.000        6.600      1.500       1.000        510              10/12/2006             0    N                                                   0
        4935   S               P                R                               74                  1                      1   A4SR                          0      7.875                     1                         147000.00     82.04         0.00                82.04              120600.00              120433.47             0.00             0.00                 360                     358               360     84118   UT                      4.475     13.875        4.475      1.500       1.000        602              10/13/2006             0    N                                                   0
        4936   S               P                R                               73                  1    C4                    A4SR                          0      8.500                     1                         149000.00     78.72         0.00                78.72              117300.00              117157.36             0.00             0.00                 360                     358               360     30045   GA                      5.100     14.500        5.100      1.500       1.000        549              10/13/2006             0    N                                                   0
        4937   S               P                C                               73                  1                      1   A4AL                         40      8.500                     1                         165000.00    100.00         0.00               100.00              165000.00              164799.37             0.00             0.00                 360                     358               360     99025   WA                      5.000     14.500        5.000      1.500       1.000        617               10/6/2006             0    N                                                  12   H
        4938   S               P                R                               10                  1                      1   A4SR                          0      8.375                     1                         175000.00     80.00        14.86                94.86              140000.00              139825.36         26000.00             0.00                 360                     358               360     42104   KY                      0.000      0.000        0.000      0.000       0.000        651              10/16/2006             0    N                                                   0
        4939   S               P                R                               10                  1                      1   A4SR                          0      9.750                     1                          68000.00     78.38         0.00                78.38               53300.00               52619.95             0.00             0.00                 360                     358               360     28752   NC                      0.000      0.000        0.000      0.000       0.000        613              10/11/2006             0    N                                                   0
        4940   S               P                R                               10                  1                      1   AMSR                          0      9.875                     1                         186000.00     79.03         0.00                79.03              147000.00              146865.89             0.00             0.00                 360                     358               360     30240   GA                      0.000      0.000        0.000      0.000       0.000        546              10/13/2006             0    N                                                   0
        4941   S               I                C                                7                  1                      1   AMAL                         39      8.500                     1                          95000.00     90.95         0.00                90.95               86400.00               86315.46             0.00             0.00                 360                     354               540     97850   OR                      0.000      0.000        0.000      0.000       0.000        688               6/16/2006             0    N                                                  36   H
        4942   S               P                C                               74                  1    C4                    A4AL                         45      9.700                     1                         129500.00     90.00         0.00                90.00              116550.00              116270.73             0.00             0.00                 360                     355               360     30736   GA                      6.600     15.700        9.700      1.500       1.000        597               6/30/2006             0    N                                                  12   H
        4943   S               P                P                               73                  1    C4                    A5AL                         49      9.150                     1                         152000.00     80.00        20.00               100.00              121600.00              121273.20         30400.00             0.00                 360                     355               360     53225   WI                      6.900     16.150        9.150      1.500       1.500        656               7/13/2006             0    Y                                                   0
        4944   S               P                C                               73                  1                      1   A5AL                         47      8.830                     1                          92000.00     95.00         0.00                95.00               87400.00               87295.80             0.00             0.00                 360                     355               480     98550   WA                      3.000     14.830        8.830      1.500       1.000        622               7/11/2006             0    Y                                                  24   H
        4945   S               S                C                               10                  1                      1   A4AL                         42      7.625                     1                         350000.00     74.29         0.00                74.29              260000.00              258885.30             0.00             0.00                 360                     355               360     14757   NY                      0.000      0.000        0.000      0.000       0.000        655               7/21/2006             0    N                                                  12   H
        4946   S               P                C                               73                  1                      1   A4AL                         50      7.875                     1                         144000.00     85.00         0.00                85.00              122400.00              122059.75             0.00             0.00                 360                     356               360     17751   PA                      4.875     13.875        4.875      1.500       1.000        592               8/24/2006             0    N                                                  24   H
        4947   S               P                P                               74                  1                      1   A5AL                         50      9.990                     1                          52700.00     95.00         0.00                95.00               50065.00               49996.82             0.00             0.00                 360                     357               360     39845   GA                      6.890     15.990        9.990      1.500       1.000        616               9/19/2006             0    Y                                                  36   H
        4948   F               I                P                               73                  1                      1   A4AL                         50      8.688                     1                         280000.00     90.00        10.00               100.00              252000.00              251406.16         28000.00             0.00                 360                     356               360     60637   IL                      6.050     15.688        8.688      1.500       1.500        647               8/30/2006             0    N                                                   0
        4949   T               I                P                               73                  1    C4                    A4AL                         34     10.475                     1                          80000.00     90.00         0.00                90.00               72000.00               71970.19             0.00             0.00                 360                     357               480     19460   PA                      6.300     17.475       10.475      1.500       1.500        672               9/21/2006             0    N                                                  24   H
        4950   S               P                C                                7                  1                      1   A4AL                         50      7.750                     1                         252000.00     95.00         0.00                95.00              239400.00              239177.28             0.00             0.00                 360                     357               480     85304   AZ                      0.000      0.000        0.000      0.000       0.000        612               9/15/2006             0    N                                                  36   H
        4951   S               P                P                               73                  1    C4                    A5AL                         27      7.750                     1                         742500.00     80.00        20.00               100.00              594000.00              594000.00        148500.00             0.00                 360                     357               360     91016   CA                      6.050     14.750        7.750      1.500       1.500        643                9/1/2006            60    Y                                                  24   H
        4952   C               P                P                               73                  1                      1   A5AL                         44      9.375                     1                         319900.00     79.99         0.00                79.99              255900.00              254973.90             0.00             0.00                 360                     353               360     91739   CA                      6.050     16.375        9.375      1.500       1.500        532                5/8/2006             0    Y                                                   0
        4953   S               P                C                               73                  1                      1   A4AL                         44      7.600                     1                         139000.00     82.55         0.00                82.55              114750.00              114497.98             0.00             0.00                 360                     357               360     23324   VA                      6.050     14.600        7.600      1.500       1.500        627               9/18/2006             0    N                                                  24   H
        4954   S               P                P                               73                  1                      1   A5AL                         44      7.925                     1                         174500.00     80.00        20.00               100.00              139600.00              139476.58         34900.00             0.00                 360                     357               480     53216   WI                      6.050     14.925        7.925      1.500       1.500        617               9/22/2006             0    Y                                                   0
        4955   S               P                P                               10                  2    C4                    A5AL                         37      9.800                     1                         140000.00    100.00         0.00               100.00               28000.00               27947.65             0.00        112000.00                 360                     356               360     75503   TX                      0.000      0.000        0.000      0.000       0.000        692               8/31/2006             0    Y                                                   0
        4956   S               P                P                               10                  2    C4                    A5AL                         44     12.200                     1                         243000.00    100.00         0.00               100.00               48600.00               48559.66             0.00        194400.00                 360                     357               360     89115   NV                      0.000      0.000        0.000      0.000       0.000        650               9/20/2006             0    Y                                                  24   H
        4957   P               P                P                               10                  2    C4                    A5AL                         42     11.550                     1                         335000.00    100.00         0.00               100.00               67000.00               66935.85             0.00        268000.00                 360                     357               360     20707   MD                      0.000      0.000        0.000      0.000       0.000        673               9/13/2006             0    Y                                                   0
        4958   S               P                P                               10                  2                      1   A5AL                         50     11.950                     1                         101000.00    100.00         0.00               100.00               20200.00               20182.27             0.00         80800.00                 360                     357               360     50317   IA                      0.000      0.000        0.000      0.000       0.000        631               9/22/2006             0    Y                                                   0
        4959   S               P                P                               10                  2                      1   A5AL                         44      9.800                     1                         123225.00    100.00         0.00               100.00               24645.00               24610.57             0.00         98580.00                 360                     357               360     75149   TX                      0.000      0.000        0.000      0.000       0.000        603               9/22/2006             0    Y                                                   0
        4960   S               P                P                               10                  2    C4                    A5AL                         37     12.000                     1                         555000.00    100.00         0.00               100.00              111000.00              110871.04             0.00        444000.00                 360                     356               360     93035   CA                      0.000      0.000        0.000      0.000       0.000        632               8/25/2006             0    Y                                                  36   H
        4961   S               P                C                               10                  1                      1   AXAL                         31      9.875                     1                          73000.00     95.00         0.00                95.00               69350.00               69254.69             0.00             0.00                 360                     357               360     38127   TN                      0.000      0.000        0.000      0.000       0.000        589               9/26/2006             0    N                                                  36   H
        4962   S               P                P                               74                  1    C4                    AXAL                         42      9.500                     1                         149000.00     80.00        20.00               100.00              119200.00              119200.00         29800.00             0.00                 360                     357               360     63033   MO                      6.500     15.500        6.500      1.500       1.000        644               9/29/2006            60    N                                                  36   H
        4963   S               P                C                               10                  1                      1   A4AL                         48      9.500                     1                         122000.00     95.00         0.00                95.00              115900.00              115727.62             0.00             0.00                 360                     357               360     37331   TN                      0.000      0.000        0.000      0.000       0.000        584               9/27/2006             0    N                                                  36   H
        4964   P               P                P                                7                  2    C4                    A4AL                         48     11.450                     1                         133000.00    100.00         0.00               100.00               26600.00               26560.58             0.00        106400.00                 180                     177               360     96792   HI                      0.000      0.000        0.000      0.000       0.000        660                9/5/2006             0    N                                                  36   H
        4965   S               P                C                               74                  1    C4                    A4AL                         49      8.500                     1                         178000.00     80.00         0.00                80.00              142400.00              142192.04             0.00             0.00                 360                     357               480     33612   FL                      7.500     14.500        8.500      1.500       1.000        570               9/22/2006             0    N                                                  36   H
        4966   S               P                C                               73                  1    C1                    A5AL                         22      9.250                     1                          82000.00     85.00         0.00                85.00               69700.00               69590.74             0.00             0.00                 360                     357               360     15552   PA                      7.750     15.250        9.250      1.500       1.000        548               9/17/2006             0    Y                                                  24   H
        4967   P               P                P                                7                  2    C4                    A5AL                         46     11.550                     1                         305000.00    100.00         0.00               100.00               61000.00               60941.59             0.00        244000.00                 180                     177               360     32703   FL                      0.000      0.000        0.000      0.000       0.000        665               9/14/2006             0    Y                                                  24   H
        4968   S               P                C                               10                  1                      1   A4AL                         25      7.540                     1                         130000.00     85.00         0.00                85.00              110500.00              110088.05             0.00             0.00                 360                     355               360     44515   OH                      0.000      0.000        0.000      0.000       0.000        602                8/7/2006             0    N                                                  36   H
        4969   S               P                C                               10                  1    C4                    A5AL                         43     10.750                     1                          95000.00     95.00         0.00                95.00               90250.00               90181.74             0.00             0.00                 360                     358               360     73160   OK                      0.000      0.000        0.000      0.000       0.000        639               10/4/2006             0    Y                                                  24   H
        4970   S               P                C                               73                  1    C4                    A4AL                         48      9.650                     1                         145000.00    100.00         0.00               100.00              145000.00              144861.25             0.00             0.00                 360                     358               360     54880   WI                      6.650     15.650        6.650      1.500       1.000        659               10/4/2006             0    N                                                  24   H
        4971   S               P                R                                7                  2    C4                    A4AL                         42     12.750                     1                         215000.00     93.02         0.00                93.02               28000.00               27986.39             0.00        172000.00                 180                     178               360     84094   UT                      0.000      0.000        0.000      0.000       0.000        642               10/6/2006             0    N                                                   0
        4972   S               P                C                                7                  2                      1   A4AL                         35     12.750                     1                         189000.00    100.00         0.00               100.00               37800.00               37781.62             0.00        151200.00                 180                     178               360     39507   MS                      0.000      0.000        0.000      0.000       0.000        610               10/9/2006             0    N                                                   0
        4973   S               P                P                                7                  2                      1   A5AL                         36     12.875                     1                         228500.00    100.00         0.00               100.00               45700.00               45678.39             0.00        182800.00                 180                     178               360     73116   OK                      0.000      0.000        0.000      0.000       0.000        605              10/16/2006             0    Y                                                   0
        4974   S               P                C                               73                  1                      1   A4AL                         49      9.250                     1                         165000.00     85.00         0.00                85.00              140250.00              139880.82             0.00             0.00                 360                     355               360     92311   CA                      6.990     15.250        9.250      1.500       1.000        534               7/10/2006             0    N                                                  24   H
        4975   C               P                P                               73                  1                      1   A4AL                         46      8.725                     1                         355000.00     80.00        20.00               100.00              284000.00              283166.76         71000.00             0.00                 360                     355               360     77056   TX                      7.475     14.725        8.725      1.500       1.000        613                7/6/2006             0    N                                                   0
        4976   S               P                C                               74                  1    C1                    AMAL                         27      7.370                     1                         403000.00     62.95         0.00                62.95              253700.00              252721.86             0.00             0.00                 360                     355               360     21045   MD                      6.120     13.370        7.370      1.500       1.000        590               6/28/2006             0    N                                                   0
        4977   S               P                C                               10                  1                      1   A4AL                         45      7.825                     1                         317000.00     22.56         0.00                22.56               71500.00               71248.14             0.00             0.00                 360                     355               360      2739   MA                      0.000      0.000        0.000      0.000       0.000        663                7/5/2006             0    N                                                  36   H
        4978   S               P                C                               73                  1    C3                    A4AL                         41      9.125                     1                         135000.00     90.00         0.00                90.00              121500.00              121171.78             0.00             0.00                 360                     355               360     56214   MN                      7.875     15.125        9.125      1.500       1.000        587               7/20/2006             0    N                                                   0
        4979   S               P                C                               73                  1    C4                    AXAL                         29      8.690                     1                         465000.00     65.00         0.00                65.00              302250.00              301963.79             0.00             0.00                 360                     356               480     23456   VA                      7.690     14.690        8.690      1.500       1.000        629               8/25/2006             0    N                                                   0
        4980   S               P                C                               73                  1    C4                    C AL                         22      9.000                     1                         212500.00     70.00         0.00                70.00              148750.00              148418.15             0.00             0.00                 360                     356               360     32566   FL                      6.500     15.000        6.500      1.500       1.000        651               8/10/2006             0    N                                                  24   H
        4981   S               P                C                               74                  1    C4                    A4AL                         49      8.850                     1                         400000.00     85.00         0.00                85.00              340000.00              339692.87             0.00             0.00                 360                     356               480     60653   IL                      6.200     14.850        8.850      1.500       1.000        611               8/21/2006             0    N                                                   0
        4982   F               P                C                               74                  1    C4                    A5AL                         42      8.990                     1                         490000.00     80.00         0.00                80.00              392000.00              391898.06             0.00             0.00                 360                     357               600     60639   IL                      5.490     14.990        8.990      1.500       1.000        609                9/5/2006             0    Y                                                   0
        4983   S               P                R                               73                  1    C7                    A4AL                         49      9.275                     1                         750000.00     95.00         0.00                95.00              712500.00              712076.09             0.00             0.00                 360                     357               480     94545   CA                      5.750     16.275        9.275      1.500       1.000        632               9/20/2006             0    N                                                   0
        4984   F               P                C                               73                  1                      1   A4AL                         52      7.500                     1                         311000.00     62.38         0.00                62.38              194000.00              193806.32             0.00             0.00                 360                     357               480     60637   IL                      4.100     13.500        7.500      1.500       1.000        607               9/12/2006             0    N                                                  12   H
        4985   S               P                C                               73                  1                      1   AXAL                         46      8.875                     1                         310000.00     74.19        19.81                94.00              230000.00              229610.32         61400.00             0.00                 360                     357               360     98374   WA                      5.000     14.875        5.000      1.500       1.000        580               9/13/2006             0    N                                                   0
        4986   S               P                C                               73                  1    C4                    A4AL                         46     10.000                     1                         435000.00     90.00         0.00                90.00              391500.00              391375.66             0.00             0.00                 360                     358               480     60152   IL                      5.600     16.000        5.600      1.500       1.000        638               10/4/2006             0    N                                                   0
        4987   S               P                P                               10                  2                      1   A4AL                         34     13.625                     1                         106000.00    100.00         0.00               100.00               21200.00               21191.55             0.00         84800.00                 360                     358               360     65712   MO                      0.000      0.000        0.000      0.000       0.000        582              10/12/2006             0    N                                                   0