IMPAC SECURED ASSETS CORP.,
Depositor,
IMPAC FUNDING CORPORATION
Master Servicer,
and
DEUTSCHE BANK NATIONAL TRUST COMPANY
Trustee
POOLING AND SERVICING AGREEMENT
Dated as of February 1, 2007
________________________
Mortgage Pass-Through Certificates
Series 2007-1
TABLE OF CONTENTS
Page
ARTICLE I DEFINITIONS | 17 | |
Section 1.01. | Defined Terms. | 17 |
Accrual Period | 17 |
Adjustment Date | 17 |
Advance | 17 |
Affected Party | 17 |
Affiliate | 17 |
Aggregate Stated Principal Balance | 17 |
Agreement | 17 |
Allocated Realized Loss Amount | 18 |
Assessment of Compliance | 18 |
Assignment | 18 |
Attestation Report | 18 |
Available Distribution Amount | 18 |
Balloon Loan | 18 |
Balloon Payment | 18 |
Bankruptcy Code | 18 |
Basic Principal Distribution Amount | 18 |
Book-Entry Certificate | 18 |
Business Day | 19 |
Cap Contract I | 19 |
Cap Contract II | 19 |
Cap Contract III | 19 |
Cap Contract IV | 19 |
Cap Contract V | 19 |
Cap Contract VI | 19 |
Cap Contract VII | 19 |
Cap Contract IX | 19 |
Cap Contract X | 20 |
Cap Contract XI | 20 |
Cap Contract XII | 20 |
Cap Contract XIII | 20 |
Cap Contract XIV | 20 |
Cap Contracts | 20 |
Cap Contract I Counterparty | 20 |
Cash Liquidation | 20 |
Certificate | 20 |
Certificate Account | 20 |
Certificate Account Deposit Date | 20 |
Certificate Margin | 21 |
Certificate Owner | 21 |
Certificate Principal Balance | 21 |
Certificate Register | 21 |
Certificateholder | 22 |
Class | 22 |
Class A Certificates | 22 |
Class A-1 Certificate | 22 |
Class A-2 Certificate | 22 |
Class A-3 Certificate | 22 |
Class A-M Certificate | 22 |
Class A Principal Distribution Amount | 23 |
Class B Certificate | 23 |
Class C Certificates | 23 |
Class C Distribution Amount | 23 |
Class IO Interest | 23 |
Class IO Distribution Amount | 23 |
Class M Certificates | 23 |
Class M-1 Certificate | 24 |
Class M-2 Certificate | 24 |
Class M-3 Certificate | 24 |
Class M-4 Certificate | 24 |
Class M-5 Certificate | 24 |
Class M-6 Certificate | 24 |
Class M-7 Certificate | 24 |
Class M-8 Certificate | 24 |
Class P Certificate | 25 |
Class R Certificate | 25 |
Class R-1 Interest | 25 |
Class R-2 Interest | 25 |
Class R-3 Interest | 25 |
Closing Date | 25 |
Code | 25 |
Collateral Account | 25 |
Collateral Value | 25 |
ii
Commission | 25 |
Compensating Interest | 25 |
Corporate Trust Office | 25 |
Corresponding Certificate | 26 |
Countrywide | 26 |
Credit Enhancement Percentage | 26 |
Credit Support Annex | 26 |
Current Report | 26 |
Curtailment | 26 |
Custodial Account | 26 |
Custodian | 26 |
Cut-off Date | 26 |
Cut-off Date Balance | 27 |
Defaulted Mortgage Loan | 27 |
Defaulting Party | 27 |
Deficient Valuation | 27 |
Definitive Certificate | 27 |
Deleted Mortgage Loan | 27 |
Delinquent | 27 |
Depositor | 27 |
Depository | 27 |
Depository Participant | 27 |
Derivative Account | 27 |
Derivative Contract | 28 |
Derivative Termination Payment | 28 |
Determination Date | 28 |
Disqualified Organization | 28 |
Distribution Date | 28 |
Distribution Report | 28 |
Due Date | 28 |
Due Period | 28 |
Eligible Account | 29 |
Estimated Swap Termination Payment | 29 |
Event of Default | 29 |
Excess Proceeds | 29 |
Exchange Act | 29 |
Extra Principal Distribution Amount | 29 |
Fannie Mae | 29 |
FDIC | 30 |
Final Scheduled Distribution Date | 30 |
Freddie Mac | 30 |
Gross Margin | 30 |
Index | 30 |
Initial Certificate Principal Balance | 30 |
Initial Notional Amount | 30 |
Insurance Policy | 30 |
iii
Insurance Proceeds | 30 |
Interest Rate Swap Agreement | 30 |
Interest Remittance Amount | 30 |
Late Collections | 31 |
LIBOR | 31 |
LIBOR Business Day | 31 |
LIBOR Rate Adjustment Date | 31 |
Liquidated Mortgage Loan | 31 |
Liquidation Proceeds | 31 |
Loan-to-Value Ratio | 31 |
Lost Note Affidavit | 31 |
Majority Class C Certificateholder | 31 |
Marker Rate | 31 |
Master Servicer | 32 |
Master Servicer Prepayment Charge Payment Amount | 32 |
Master Servicing Fees | 32 |
Master Servicing Fee Rate | 32 |
Maximum Uncertificated Accrued Interest Deferral Amount | 32 |
MERS | 33 |
MERS® System | 33 |
MIN | 33 |
MOM Loan | 33 |
Monthly Interest Distributable Amount | 33 |
Monthly Payment | 33 |
Moody's | 33 |
Mortgage | 33 |
Mortgage File | 34 |
Mortgage Loan | 34 |
Mortgage Loan Purchase Agreement | 34 |
Mortgage Loan Schedule | 34 |
Mortgage Note | 35 |
Mortgage Rate | 35 |
Mortgaged Property | 35 |
Mortgagor | 35 |
Net Liquidation Proceeds | 35 |
Net Monthly Excess Cashflow | 36 |
Net Mortgage Rate | 36 |
Net Prepayment Interest Shortfall | 36 |
Net Swap Payment | 36 |
Net WAC Rate | 36 |
Net WAC Shortfall Amount | 36 |
Net WAC Shortfall Reserve Fund | 37 |
Net WAC Shortfall Reserve Fund Deposit | 37 |
Nonrecoverable Advance | 37 |
Non-United States Person | 37 |
Notional Balance | 37 |
iv
Officers’ Certificate | 37 |
One Month LIBOR | 37 |
Opinion of Counsel | 38 |
Optional Termination Date | 38 |
OTS | 38 |
Outstanding Mortgage Loan | 38 |
Overcollateralization Deficiency Amount | 38 |
Overcollateralization Floor | 38 |
Overcollateralization Release Amount | 38 |
Overcollateralization Target Amount | 38 |
Overcollateralized Amount | 38 |
Ownership Interest | 39 |
Pass-Through Rate | 39 |
Percentage Interest | 39 |
Permitted Investment | 39 |
Permitted Transferee | 41 |
Person | 41 |
PMI Insurer | 41 |
PMI Insurer Fee Rate | 41 |
PMI Insurer Policy | 41 |
PMI Mortgage Loan | 41 |
Prepayment Assumption | 41 |
Prepayment Charge | 41 |
Prepayment Interest Excess | 41 |
Prepayment Interest Shortfall | 42 |
Prepayment Period | 42 |
Primary Hazard Insurance Policy | 42 |
Primary Insurance Policy | 42 |
Principal Distribution Amount | 42 |
Principal Prepayment | 42 |
Principal Prepayment in Full | 42 |
Principal Remittance Amount | 42 |
Prospectus Supplement | 43 |
Purchase Price | 43 |
Qualified Insurer | 43 |
Qualified Substitute Mortgage Loan | 43 |
Rating Agency | 44 |
Realized Loss | 44 |
Record Date | 44 |
Regular Certificate | 44 |
Regulation AB | 44 |
Relief Act | 45 |
Relief Act Interest Shortfall | 45 |
REMIC | 45 |
REMIC 1 | 45 |
REMIC 1 Regular Interest | 45 |
v
REMIC 2 | 46 |
REMIC 2 Interest Loss Allocation Amount | 46 |
REMIC 2 Overcollateralized Amount | 46 |
REMIC 2 Overcollateralization Target Amount | 46 |
REMIC 2 Principal Loss Allocation Amount | 46 |
REMIC 2 Regular Interest | 46 |
REMIC 3 | 46 |
REMIC 3 Regular Interest | 47 |
REMIC Provisions | 47 |
REMIC Regular Interest | 47 |
Remittance Report | 47 |
REO Acquisition | 47 |
REO Disposition | 47 |
REO Imputed Interest | 47 |
REO Proceeds | 47 |
REO Property | 47 |
Request for Release | 47 |
Residual Certificate | 47 |
Residual Interest | 48 |
Responsible Officer | 48 |
Schedule | 48 |
Servicing Account | 48 |
Servicing Advances | 48 |
Servicing Criteria | 48 |
Servicing Guide | 48 |
Servicing Officer | 48 |
Single Certificate | 49 |
Sponsor | 49 |
Standard & Poor's | 49 |
Startup Day | 49 |
Stated Principal Balance | 49 |
Step-Up Date | 49 |
Stepdown Date | 49 |
Stepdown Target Subordination Percentage | 49 |
Subordinate Certificates | 50 |
Subordinate Class Principal Distribution Amount | 50 |
Subsequent Recoveries | 50 |
Sub-Servicer | 51 |
Sub-Servicer Remittance Date | 51 |
Sub-Servicing Account | 51 |
Sub-Servicing Agreement | 51 |
Sub-Servicing Fees | 51 |
Sub-Servicing Fee Rate | 51 |
Substitution Adjustment | 51 |
Supplemental Interest Trust | 51 |
Supplemental Interest Trust Trustee | 51 |
vi
Swap LIBOR | 52 |
Swap Optional Termination Payment | 52 |
Swap Provider | 52 |
Swap Provider Trigger Event | 52 |
Swap Termination Payment | 52 |
Tax Matters Person | 52 |
Tax Returns | 52 |
Transfer | 52 |
Transferor | 52 |
Trigger Event | 52 |
Trust Fund | 53 |
Trustee | 53 |
Uncertificated Accrued Interest | 53 |
Uncertificated Notional Balance | 53 |
Uncertificated Pass-Through Rate | 55 |
Uncertificated Principal Balance | 55 |
Uncertificated REMIC 1 Pass-Through Rate | 55 |
Uncertificated REMIC 2 Pass-Through Rate | 56 |
Uninsured Cause | 59 |
United States Person | 59 |
Unpaid Interest Shortfall Amount | 60 |
Voting Rights | 60 |
Weighted Average Net Mortgage Rate | 60 |
Section 1.02. | Determination of LIBOR. | 60 |
Section 1.03. | Allocation of Certain Interest Shortfalls. | 61 |
ARTICLE II CONVEYANCE OF MORTGAGE LOANS; ORIGINAL ISSUANCE OF CERTIFICATES | 62 | |
Section 2.01. | Conveyance of Mortgage Loans. | 62 |
Section 2.02. | Acceptance of the Trust Fund by the Trustee. | 67 |
Section 2.03. | Representations, Warranties and Covenants of the Master Servicer and the Depositor. | 68 |
Section 2.04. | Representations and Warranties of the Sponsor. | 70 |
Section 2.05. | Issuance of Certificates; Conveyance of REMIC Regular Interests and Acceptance of REMIC 2 and REMIC 3 by the Trustee. | 72 |
Section 2.06. | Purposes and Powers of the Trust. | 74 |
ARTICLE III ADMINISTRATION AND SERVICING OF THE TRUST FUND | 75 | |
Section 3.01. | Master Servicer to Act as Master Servicer. | 75 |
Section 3.02. | Sub-Servicing Agreements Between Master Servicer and Sub-Servicers. | 77 |
Section 3.03. | Successor Sub-Servicers. | 78 |
Section 3.04. | Liability of the Master Servicer. | 78 |
Section 3.05. | No Contractual Relationship Between Sub-Servicers and Trustee or Certificateholders. | 79 |
Section 3.06. | Assumption or Termination of Sub-Servicing Agreements by Trustee. | 79 |
vii
Section 3.07. | Collection of Certain Mortgage Loan Payments. | 80 |
Section 3.08. | Sub-Servicing Accounts. | 81 |
Section 3.09. | Collection of Taxes, Assessments and Similar Items; Servicing Accounts. | 81 |
Section 3.10. | Custodial Account. | 82 |
Section 3.11. | Permitted Withdrawals From the Custodial Account. | 83 |
Section 3.12. | Permitted Investments. | 84 |
Section 3.13. | Maintenance of Primary Hazard Insurance. | 85 |
Section 3.14. | Enforcement of Due-on-Sale Clauses; Assumption Agreements. | 87 |
Section 3.15. | Realization Upon Defaulted Mortgage Loans. | 89 |
Section 3.16. | Trustee to Cooperate; Release of Mortgage Files. | 90 |
Section 3.17. | Servicing Compensation. | 91 |
Section 3.18. | Maintenance of Certain Servicing Policies. | 92 |
Section 3.19. | Annual Statement as to Compliance. | 92 |
Section 3.20. | Assessments of Compliance and Attestation Reports. | 93 |
Section 3.21. | Access to Certain Documentation. | 94 |
Section 3.22. | Title, Conservation and Disposition of REO Property. | 95 |
Section 3.23. | Additional Obligations of the Master Servicer. | 97 |
Section 3.24. | Additional Obligations of the Depositor. | 97 |
Section 3.25. | Exchange Act Reporting. | 98 |
Section 3.26. | Intention of the Parties and Interpretation. | 101 |
Section 3.27. | Optional Purchase of Certain Mortgage Loans. | 102 |
ARTICLE IV PAYMENTS TO CERTIFICATEHOLDERS | 103 | |
Section 4.01. | Distributions. | 103 |
Section 4.02. | Statements to Certificateholders. | 109 |
Section 4.03. | Remittance Reports; Advances by the Master Servicer. | 112 |
Section 4.04. | Distributions on the REMIC Regular Interests. | 114 |
Section 4.05. | Allocation of Realized Losses. | 117 |
Section 4.06. | Information Reports to Be Filed by the Master Servicer. | 119 |
Section 4.07. | Compliance with Withholding Requirements. | 119 |
Section 4.08. | Net WAC Shortfall Reserve Fund. | 119 |
Section 4.09. | Supplemental Interest Trust. | 120 |
Section 4.10. | Tax Treatment of Class IO Distribution Amounts in the Event of Resecuritization of Class A, Class M or Class B Certificates. | 123 |
Section 4.11. | Collateral Account. | 124 |
ARTICLE V THE CERTIFICATES | 125 | |
Section 5.01. | The Certificates. | 125 |
Section 5.02. | Registration of Transfer and Exchange of Certificates. | 127 |
Section 5.03. | Mutilated, Destroyed, Lost or Stolen Certificates. | 133 |
Section 5.04. | Persons Deemed Owners. | 133 |
Section 5.05. | Rule 144A Information. | 133 |
ARTICLE VI THE Depositor AND THE MASTER SERVICER | 134 | |
Section 6.01. | Liability of the Depositor and the Master Servicer. | 134 |
viii
Section 6.02. | Merger, Consolidation or Conversion of the Depositor or the Master Servicer. | 134 |
Section 6.03. | Limitation on Liability of the Depositor, the Master Servicer and Others. | 134 |
Section 6.04. | Limitation on Resignation of the Master Servicer. | 135 |
Section 6.05. | Sale and Assignment of Master Servicing. | 135 |
ARTICLE VII DEFAULT | 137 | |
Section 7.01. | Events of Default. | 137 |
Section 7.02. | Trustee to Act; Appointment of Successor. | 139 |
Section 7.03. | Notification to Certificateholders. | 140 |
Section 7.04. | Waiver of Events of Default. | 140 |
Section 7.05. | List of Certificateholders. | 141 |
ARTICLE VIII CONCERNING THE TRUSTEE | 142 | |
Section 8.01. | Duties of Trustee. | 142 |
Section 8.02. | Certain Matters Affecting the Trustee. | 143 |
Section 8.03. | Trustee Not Liable for Certificates or Mortgage Loans. | 145 |
Section 8.04. | Trustee May Own Certificates. | 145 |
Section 8.05. | Trustee’s Fees. | 145 |
Section 8.06. | Eligibility Requirements for Trustee. | 146 |
Section 8.07. | Resignation and Removal of the Trustee. | 146 |
Section 8.08. | Successor Trustee. | 147 |
Section 8.09. | Merger or Consolidation of Trustee. | 147 |
Section 8.10. | Appointment of Co-Trustee or Separate Trustee. | 148 |
ARTICLE IX TERMINATION | 150 | |
Section 9.01. | Termination Upon Repurchase or Liquidation of All Mortgage Loans or upon Purchase of Certificates. | 150 |
Section 9.02. | Termination of REMIC 3 and Retirement of Class R Certificates. | 153 |
Section 9.03. | Additional Termination Requirements. | 154 |
ARTICLE X REMIC PROVISIONS | 155 | |
Section 10.01. | REMIC Administration. | 155 |
Section 10.02. | Prohibited Transactions and Activities. | 158 |
Section 10.03. | Master Servicer and Trustee Indemnification. | 158 |
ARTICLE XI MISCELLANEOUS PROVISIONS | 159 | |
Section 11.01. | Amendment. | 159 |
Section 11.02. | Recordation of Agreement; Counterparts. | 160 |
Section 11.03. | Limitation on Rights of Certificateholders. | 161 |
Section 11.04. | Governing Law. | 162 |
Section 11.05. | Notices. | 162 |
Section 11.06. | Severability of Provisions. | 162 |
Section 11.07. | Successors and Assigns. | 162 |
Section 11.08. | Article and Section Headings. | 162 |
Section 11.09. | Notice to Rating Agencies. | 163 |
Section 11.10. | Third Party Rights. | 163 |
ix
Signatures
Acknowledgments
Exhibit A | Form of Class A Certificate |
Exhibit B-1 | Form of Class M Certificate |
Exhibit B-2 | Form of Class B Certificate |
Exhibit B-3 | Form of Class C Certificate |
Exhibit B-4 | Form of Class P Certificate |
Exhibit B-5 | Form of Class R Certificate |
Exhibit C | Form of Trustee Initial Certification |
Exhibit D | Form of Trustee Final Certification |
Exhibit E | Form of Remittance Report |
Exhibit F-1 | Request for Release |
Exhibit F-2 | Request for Release for Mortgage Loans Paid in Full |
Exhibit G-1 | Form of Investor Representation Letter |
Exhibit G-2 | Form of Transferor Representation Letter |
Exhibit G-3 | Form of Rule 144A Investment Representation |
Exhibit G-4 | Transferor Certificate for Transfers of Residual Certificates |
Exhibit G-5 | Transfer Affidavit and Agreement for Transfers of Residual Certificates |
Exhibit H | Mortgage Loan Schedule |
Exhibit I | Sponsor Representations and Warranties |
Exhibit J | Form of Notice Under Section 3.24 |
Exhibit K | Impac Funding Corporation Servicing Guide |
Exhibit L-1 | Form 10-K Certification |
Exhibit L-2 | Form 10-K Back-up Certification (Master Servicer) |
Exhibit L-3 | Form 10-K Back-up Certification (Trustee) |
Exhibit L-4 | Form of Back-up Certification to Form 10-K Certificate |
Exhibit M | Form of Interest Rate Swap Agreement and Cap Contracts |
Exhibit N | Servicing Criteria to be Addressed in Assessment of Compliance |
Exhibit O | Form 10-D, Form 8-K and Form 10-K Reporting Responsibility |
Exhibit P | [reserved] |
Exhibit Q | Form of Countrywide Servicing Agreement |
Exhibit R | Form of Item 1115 Agreement |
This Pooling and Servicing Agreement, dated and effective as of February 1, 2007, is entered into among Impac Secured Assets Corp., as depositor (the “Depositor”), Impac Funding Corporation, as master servicer (the “Master Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”).
PRELIMINARY STATEMENT:
The Depositor intends to sell pass-through certificates (collectively, the “Certificates”), to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in the Trust Fund created hereunder. The Certificates will consist of seventeen classes of certificates, designated as (i) the Class A-1 Certificates, (ii) the Class A-2 Certificates, (iii) the Class A-3 Certificates, (iv) the Class A-M Certificates, (v) the Class M-1 Certificates, (vi) the Class M-2 Certificates, (vii) the Class M-3 Certificates, (viii) the Class M-4 Certificates, (ix) the Class M-5 Certificates, (x) the Class M-6 Certificates, (xi) the Class M-7 Certificates, (xii) the Class M-8 Certificates, (xiii) the Class B Certificates, (xiv) the Class C Certificates, (xv) the Class P Certificates and (xvi) the Class R Certificates.
x
REMIC 1
As provided herein, the Trustee will elect to treat the segregated pool of assets consisting of the Mortgage Loans and certain other related assets (other than the Net WAC Shortfall Reserve Fund, any Master Servicer Prepayment Charge Payment Amounts and, for the avoidance of doubt, the Supplemental Interest Trust, the Derivative Account, the Cap Contracts, the Collateral Account and the Interest Rate Swap Agreement) subject to this Agreement as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 1.” The Class R-1 Interest will be the sole class of Residual Interests in REMIC 1 for purposes of the REMIC Provisions (as defined herein). The following table irrevocably sets forth the designation, the Uncertificated REMIC 1 Pass-Through Rate, the initial Uncertificated Principal Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC 1 Regular Interests (as defined herein). None of the REMIC 1 Regular Interests will be certificated.
Designation | Uncertificated REMIC 1 Pass-Through Rate | Initial Uncertificated Principal Balance | Latest Possible Maturity Date (1) |
1-1-A | Variable(2) | $ 2,158,075.00 | March 25, 2037 |
1-1-B | Variable(2) | $ 2,158,075.00 | March 25, 2037 |
1-2-A | Variable(2) | $ 2,910,251.00 | March 25, 2037 |
1-2-B | Variable(2) | $ 2,910,251.00 | March 25, 2037 |
1-3-A | Variable(2) | $ 3,664,028.50 | March 25, 2037 |
1-3-B | Variable(2) | $ 3,664,028.50 | March 25, 2037 |
1-4-A | Variable(2) | $ 4,414,455.00 | March 25, 2037 |
1-4-B | Variable(2) | $ 4,414,455.00 | March 25, 2037 |
1-5-A | Variable(2) | $ 5,157,115.50 | March 25, 2037 |
1-5-B | Variable(2) | $ 5,157,115.50 | March 25, 2037 |
1-6-A | Variable(2) | $ 5,886,417.50 | March 25, 2037 |
1-6-B | Variable(2) | $ 5,886,417.50 | March 25, 2037 |
1-7-A | Variable(2) | $ 6,598,171.50 | March 25, 2037 |
1-7-B | Variable(2) | $ 6,598,171.50 | March 25, 2037 |
1-8-A | Variable(2) | $ 7,286,678.00 | March 25, 2037 |
1-8-B | Variable(2) | $ 7,286,678.00 | March 25, 2037 |
1-9-A | Variable(2) | $ 7,947,240.00 | March 25, 2037 |
1-9-B | Variable(2) | $ 7,947,240.00 | March 25, 2037 |
1-10-A | Variable(2) | $ 8,490,519.00 | March 25, 2037 |
11
Designation | Uncertificated REMIC 1 Pass-Through Rate | Initial Uncertificated Principal Balance | Latest Possible Maturity Date (1) |
1-10-B | Variable(2) | $ 8,490,519.00 | March 25, 2037 |
1-11-A | Variable(2) | $ 8,549,110.50 | March 25, 2037 |
1-11-B | Variable(2) | $ 8,549,110.50 | March 25, 2037 |
1-12-A | Variable(2) | $ 8,587,844.50 | March 25, 2037 |
1-12-B | Variable(2) | $ 8,587,844.50 | March 25, 2037 |
1-13-A | Variable(2) | $ 8,328,448.00 | March 25, 2037 |
1-13-B | Variable(2) | $ 8,328,448.00 | March 25, 2037 |
1-14-A | Variable(2) | $ 8,076,647.50 | March 25, 2037 |
1-14-B | Variable(2) | $ 8,076,647.50 | March 25, 2037 |
1-15-A | Variable(2) | $ 7,832,642.00 | March 25, 2037 |
1-15-B | Variable(2) | $ 7,832,642.00 | March 25, 2037 |
1-16-A | Variable(2) | $ 7,595,728.00 | March 25, 2037 |
1-16-B | Variable(2) | $ 7,595,728.00 | March 25, 2037 |
1-17-A | Variable(2) | $ 7,366,036.00 | March 25, 2037 |
1-17-B | Variable(2) | $ 7,366,036.00 | March 25, 2037 |
1-18-A | Variable(2) | $ 7,143,409.00 | March 25, 2037 |
1-18-B | Variable(2) | $ 7,143,409.00 | March 25, 2037 |
1-19-A | Variable(2) | $ 6,927,263.50 | March 25, 2037 |
1-19-B | Variable(2) | $ 6,927,263.50 | March 25, 2037 |
1-20-A | Variable(2) | $ 6,717,607.50 | March 25, 2037 |
1-20-B | Variable(2) | $ 6,717,607.50 | March 25, 2037 |
1-21-A | Variable(2) | $ 6,514,504.00 | March 25, 2037 |
1-21-B | Variable(2) | $ 6,514,504.00 | March 25, 2037 |
1-22-A | Variable(2) | $ 9,152,004.50 | March 25, 2037 |
1-22-B | Variable(2) | $ 9,152,004.50 | March 25, 2037 |
1-23-A | Variable(2) | $ 6,039,718.00 | March 25, 2037 |
1-23-B | Variable(2) | $ 6,039,718.00 | March 25, 2037 |
1-24-A | Variable(2) | $ 11,526,255.50 | March 25, 2037 |
1-24-B | Variable(2) | $ 11,526,255.50 | March 25, 2037 |
1-25-A | Variable(2) | $ 5,506,580.00 | March 25, 2037 |
1-25-B | Variable(2) | $ 5,506,580.00 | March 25, 2037 |
1-26-A | Variable(2) | $ 5,339,592.50 | March 25, 2037 |
1-26-B | Variable(2) | $ 5,339,592.50 | March 25, 2037 |
1-27-A | Variable(2) | $ 5,177,917.50 | March 25, 2037 |
1-27-B | Variable(2) | $ 5,177,917.50 | March 25, 2037 |
1-28-A | Variable(2) | $ 5,021,050.00 | March 25, 2037 |
1-28-B | Variable(2) | $ 5,021,050.00 | March 25, 2037 |
1-29-A | Variable(2) | $ 4,868,805.00 | March 25, 2037 |
1-29-B | Variable(2) | $ 4,868,805.00 | March 25, 2037 |
1-30-A | Variable(2) | $ 4,721,432.50 | March 25, 2037 |
12
Designation | Uncertificated REMIC 1 Pass-Through Rate | Initial Uncertificated Principal Balance | Latest Possible Maturity Date (1) |
1-30-B | Variable(2) | $ 4,721,432.50 | March 25, 2037 |
1-31-A | Variable(2) | $ 4,578,175.00 | March 25, 2037 |
1-31-B | Variable(2) | $ 4,578,175.00 | March 25, 2037 |
1-32-A | Variable(2) | $ 4,439,307.50 | March 25, 2037 |
1-32-B | Variable(2) | $ 4,439,307.50 | March 25, 2037 |
1-33-A | Variable(2) | $ 6,258,480.00 | March 25, 2037 |
1-33-B | Variable(2) | $ 6,258,480.00 | March 25, 2037 |
1-34-A | Variable(2) | $ 4,114,442.50 | March 25, 2037 |
1-34-B | Variable(2) | $ 4,114,442.50 | March 25, 2037 |
1-35-A | Variable(2) | $ 5,943,205.00 | March 25, 2037 |
1-35-B | Variable(2) | $ 5,943,205.00 | March 25, 2037 |
1-36-A | Variable(2) | $ 46,789,817.50 | March 25, 2037 |
1-36-B | Variable(2) | $ 46,789,817.50 | March 25, 2037 |
1-37-A | Variable(2) | $ 2,378,240.00 | March 25, 2037 |
1-37-B | Variable(2) | $ 2,378,240.00 | March 25, 2037 |
1-38-A | Variable(2) | $ 2,305,925.00 | March 25, 2037 |
1-38-B | Variable(2) | $ 2,305,925.00 | March 25, 2037 |
1-39-A | Variable(2) | $ 2,236,040.00 | March 25, 2037 |
1-39-B | Variable(2) | $ 2,236,040.00 | March 25, 2037 |
1-40-A | Variable(2) | $ 2,167,945.00 | March 25, 2037 |
1-40-B | Variable(2) | $ 2,167,945.00 | March 25, 2037 |
1-41-A | Variable(2) | $ 2,102,157.50 | March 25, 2037 |
1-41-B | Variable(2) | $ 2,102,157.50 | March 25, 2037 |
1-42-A | Variable(2) | $ 2,038,405.00 | March 25, 2037 |
1-42-B | Variable(2) | $ 2,038,405.00 | March 25, 2037 |
1-43-A | Variable(2) | $ 1,976,260.00 | March 25, 2037 |
1-43-B | Variable(2) | $ 1,976,260.00 | March 25, 2037 |
1-44-A | Variable(2) | $ 1,916,332.50 | March 25, 2037 |
1-44-B | Variable(2) | $ 1,916,332.50 | March 25, 2037 |
1-45-A | Variable(2) | $ 1,857,982.50 | March 25, 2037 |
1-45-B | Variable(2) | $ 1,857,982.50 | March 25, 2037 |
1-46-A | Variable(2) | $ 1,801,637.50 | March 25, 2037 |
1-46-B | Variable(2) | $ 1,801,637.50 | March 25, 2037 |
1-47-A | Variable(2) | $ 1,746,657.50 | March 25, 2037 |
1-47-B | Variable(2) | $ 1,746,657.50 | March 25, 2037 |
1-48-A | Variable(2) | $ 1,693,560.00 | March 25, 2037 |
1-48-B | Variable(2) | $ 1,693,560.00 | March 25, 2037 |
1-49-A | Variable(2) | $ 1,642,102.50 | March 25, 2037 |
1-49-B | Variable(2) | $ 1,642,102.50 | March 25, 2037 |
1-50-A | Variable(2) | $ 1,591,980.00 | March 25, 2037 |
13
Designation | Uncertificated REMIC 1 Pass-Through Rate | Initial Uncertificated Principal Balance | Latest Possible Maturity Date (1) | |
1-50-B | Variable(2) | $ 1,591,980.00 | March 25, 2037 | |
1-51-A | Variable(2) | $ 1,543,527.50 | March 25, 2037 | |
1-51-B | Variable(2) | $ 1,543,527.50 | March 25, 2037 | |
1-52-A | Variable(2) | $ 1,496,562.50 | March 25, 2037 | |
1-52-B | Variable(2) | $ 1,496,562.50 | March 25, 2037 | |
1-53-A | Variable(2) | $ 1,451,055.00 | March 25, 2037 | |
1-53-B | Variable(2) | $ 1,451,055.00 | March 25, 2037 | |
1-54-A | Variable(2) | $ 1,406,822.50 | March 25, 2037 | |
1-54-B | Variable(2) | $ 1,406,822.50 | March 25, 2037 | |
1-55-A | Variable(2) | $ 1,363,895.00 | March 25, 2037 | |
1-55-B | Variable(2) | $ 1,363,895.00 | March 25, 2037 | |
1-56-A | Variable(2) | $ 1,322,395.00 | March 25, 2037 | |
1-56-B | Variable(2) | $ 1,322,395.00 | March 25, 2037 | |
1-57-A | Variable(2) | $ 6,829,887.50 | March 25, 2037 | |
1-57-B | Variable(2) | $ 6,829,887.50 | March 25, 2037 | |
1-58-A | Variable(2) | $ 34,821,730.00 | March 25, 2037 | |
1-58-B | Variable(2) | $ 34,821,730.00 | March 25, 2037 | |
P | Variable(2) | $ 100.00 | March 25, 2037 | |
OC | Variable(2) | $ 309,361,016.61 | March 25, 2037 |
___________________
(1) | For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for each REMIC 1 Regular Interest. |
(2) | Calculated in accordance with the definition of “Uncertificated REMIC 1 Pass-Through Rate” in this Agreement. |
REMIC 2
As provided in this Agreement, the Trustee will make an election to treat the segregated pool of assets consisting of the REMIC 1 Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 2”. The Class R-2 Interest will represent the sole class of Residual Interests in REMIC 2 for purposes of the REMIC Provisions. The following table irrevocably sets forth the designation, the Uncertificated REMIC 2 Pass-Through Rate, the initial Uncertificated Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC 2 Regular Interests (as defined herein). None of the REMIC 2 Regular Interests will be certificated.
14
Designation | Uncertificated REMIC 2 Pass-Through Rate | Initial Uncertificated Principal Balance | Latest Possible Maturity Date(1) | |||
AA | Variable(2) | $ 980,001,142.30 | March 25, 2037 | |||
A-1 | Variable(2) | $ 3,437,880.00 | March 25, 2037 | |||
A-2 | Variable(2) | $ 3,943,400.00 | March 25, 2037 | |||
A-3 | Variable(2) | $ 979,720.00 | March 25, 2037 | |||
A-M | Variable(2) | $ 929,000.00 | March 25, 2037 | |||
M-1 | Variable(2) | $ 135,000.00 | March 25, 2037 | |||
M-2 | Variable(2) | $ 120,000.00 | March 25, 2037 | |||
M-3 | Variable(2) | $ 75,000.00 | March 25, 2037 | |||
M-4 | Variable(2) | $ 60,000.00 | March 25, 2037 | |||
M-5 | Variable(2) | $ 50,000.00 | March 25, 2037 | |||
M-6 | Variable(2) | $ 50,000.00 | March 25, 2037 | |||
M-7 | Variable(2) | $ 35,000.00 | March 25, 2037 | |||
M-8 | Variable(2) | $ 35,000.00 | March 25, 2037 | |||
B | Variable(2) | $ 50,000.00 | March 25, 2037 | |||
ZZ | Variable(2) | $ 10,100,023.31 | March 25, 2037 | |||
IO | Variable(2) | (3) | March 25, 2037 | |||
P | Variable(2) | $ 100.00 | March 25, 2037 |
___________________
(1) | For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for each REMIC 2 Regular Interest. |
(2) | Calculated in accordance with the definition of “Uncertificated REMIC 2 Pass-Through Rate” in this Agreement. |
(3) | REMIC 2 Regular Interest IO will not have an Uncertificated Principal Balance but will accrue interest on its uncertificated notional amount calculated in accordance with the related definition of “Uncertificated Notional Amount” herein. |
REMIC 3
As provided in this Agreement, the Trustee will make an election to treat the segregated pool of assets consisting of the REMIC 2 Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 3”. The Class R-3 Interest will represent the sole class of Residual Interests in REMIC 3 for purposes of the REMIC Provisions.
The following table irrevocably sets forth the designation, the Pass-Through Rate, the Initial Certificate Principal Balance and, for purposes of satisfying Treasury Regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each class of Certificates and interests that represents ownership of one or more of the Regular Interests in REMIC 3 created hereunder.
Each Certificate, other than the Class C Certificates and the Class R Certificates, represents ownership of a Regular Interest in REMIC 3 and also represents (i) the right to receive certain amounts specified herein in respect of Net WAC Shortfall Amounts (as defined herein) and (ii) the obligation to pay Class IO Distribution Amounts (as defined herein). The entitlement to principal of the Regular Interest which corresponds to each such Certificate shall be equal in amount and timing to the entitlement to principal of such Certificate. The Class C Certificates represent ownership of a Regular Interest in REMIC 3 and also represent (i) the obligation to pay certain amounts specified herein in respect of Net WAC Shortfall Amounts and (ii) the right to receive Class IO Distribution Amounts.
15
Designation | Initial Certificate Principal Balance | Pass-Through Rate | Latest Possible Maturity Date(1) | |||
A-1(2) | $ 343,788,000.00 | Variable(3) | March 25, 2037 | |||
A-2(2) | $ 394,340,000.00 | Variable(3) | March 25, 2037 | |||
A-3(2) | $ 97,972,000.00 | Variable(3) | March 25, 2037 | |||
A-M(2) | $ 92,900,000.00 | Variable(3) | March 25, 2037 | |||
M-1(2) | $ 13,500,000.00 | Variable(3) | March 25, 2037 | |||
M-2(2) | $ 12,000,000.00 | Variable(3) | March 25, 2037 | |||
M-3(2) | $ 7,500,000.00 | Variable(3) | March 25, 2037 | |||
M-4(2) | $ 6,000,000.00 | Variable(3) | March 25, 2037 | |||
M-5(2) | $ 5,000,000.00 | Variable(3) | March 25, 2037 | |||
M-6(2) | $ 5,000,000.00 | Variable(3) | March 25, 2037 | |||
M-7(2) | $ 3,500,000.00 | Variable(3) | March 25, 2037 | |||
M-8(2) | $ 3,500,000.00 | Variable(3) | March 25, 2037 | |||
B(2) | $ 5,000,000.00 | Variable(3) | March 25, 2037 | |||
C | $ 10,001,165.61(4) | Variable(3) | March 25, 2037 | |||
P | $ 100.00 | 0.00% | March 25, 2037 | |||
Class IO Interest | (5) | (6) | March 25, 2037 |
___________________
(1) | For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations, the Distribution Date in the month following the maturity date for the Mortgage Loan with the latest maturity date has been designated as the “latest possible maturity date” for each Regular Interest in REMIC 3 the ownership of which is represented by the Class A, Class B, Class M, Class C and Class P Certificates and the Class IO Interest. |
(2) | This Class of Certificates represents ownership of a Regular Interest in REMIC 3. Any amount distributed on this Class of Certificates on any Distribution Date in excess of the amount distributable on the related Regular Interest in REMIC 3 on such Distribution Date shall be treated for federal income tax purposes as having been paid from the Net WAC Shortfall Reserve Fund or the Supplemental Interest Trust, as applicable, and any amount distributable on the related Regular Interest in REMIC 3 on such Distribution Date in excess of the amount distributable on such Class of Certificates on such Distribution Date shall be treated for such purposes as having been distributed to the Holders of such Certificates and then paid by such Holders to the Supplemental Interest Trust, all pursuant to and as further provided in Section 4.09 hereof. |
(3) | Calculated in accordance with the definition of “Pass-Through Rate” in this Agreement. Each Regular Interest in REMIC 3 which corresponds to a Class A, Class M or Class B Certificate will have the same Pass-Through Rate as such Certificate, except with respect to the related Net WAC Rate. The Net WAC Rate for each such Regular Interest in REMIC 3 and Certificate is specified in the related definition of “Net WAC Rate .” |
(4) | The Class C Certificates will not accrue interest on its Certificate Principal Balance, but will accrue interest at its variable Pass-Through Rates on its Notional Balance outstanding from time to time, which shall equal the aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest P). |
(5) | The Class IO Interest will not have a principal balance, but will have a notional amount equal to the Uncertificated Notional Amount of REMIC 2 Regular Interest IO. |
(6) | The Class IO Interest will not have a Pass-Through Rate, but will be entitled to 100% of the amounts distributed on REMIC 2 Regular Interest IO. |
16
ARTICLE I
DEFINITIONS
Section 1.01. Defined Terms.
Whenever used in this Agreement, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article. Unless otherwise specified, all calculations in respect of interest on the Class A, Class M and Class B Certificates shall accrue on the basis of a 360-day year and the actual number of days in the related Accrual Period. All calculations of interest on the Class C Certificates will be made on the basis of a 360-day year consisting of twelve 30-day months. The Class P and Class R Certificates do not accrue interest.
“Accrual Period”: With respect to each Class of Certificates (other than the Class C, Class P and Class R Certificates) and (i) with respect to the Distribution Date in March 2007, the period commencing on the Closing Date and ending on the day preceding the Distribution Date in March 2007, and (ii) with respect to any Distribution Date after the Distribution Date in March 2007, the period commencing on the Distribution Date in the month immediately preceding the month in which such Distribution Date occurs and ending on the day preceding such Distribution Date. With respect to the Class C Certificates and any Distribution Date, the calendar month immediately preceding such Distribution Date.
“Adjustment Date”: As to each adjustable-rate Mortgage Loan, each date set forth in the related Mortgage Note on which an adjustment to the interest rate on such Mortgage Loan becomes effective.
“Advance”: As to any Mortgage Loan, any advance made by the Sub-Servicer or Master Servicer on any Distribution Date pursuant to Section 4.03.
“Affected Party”: As defined in the Interest Rate Swap Agreement.
“Affiliate”: With respect to any Person, any other Person controlling, controlled by or under common control with such Person. For purposes of this definition, “control” means the power to direct the management and policies of a Person, directly or indirectly, whether through ownership of voting securities, by contract or otherwise and “controlling” and “controlled” shall have meanings correlative to the foregoing.
“Aggregate Stated Principal Balance”: As of any date of determination, the aggregate Stated Principal Balance of the Mortgage Loans.
“Agreement”: This Pooling and Servicing Agreement and all amendments hereof.
17
“Allocated Realized Loss Amount”: With respect to any Class of Class A, Class M and Class B Certificates and any Distribution Date, an amount equal to the sum of any Realized Loss allocated to that Class of Certificates on that Distribution Date and any Allocated Realized Loss Amount for that Class remaining unpaid from any previous Distribution Date, minus any Subsequent Recoveries applied to such Allocated Realized Loss Amount.
“Assessment of Compliance”: As defined in Section 3.20.
“Assignment”: An assignment of Mortgage, notice of transfer or equivalent instrument, in recordable form, which is sufficient under the laws of the jurisdiction wherein the related Mortgaged Property is located to reflect of record the sale of the Mortgage.
“Attestation Report”: As defined in Section 3.20.
“Available Distribution Amount”: With respect to any Distribution Date, an amount equal to the amount received by the Trustee and available in the Certificate Account on that Distribution Date. The Available Distribution Amount will be equal to (i) the sum of (1) the aggregate amount of scheduled payments on the Mortgage Loans received or advanced that were due during the related Due Period and (2) any unscheduled payments and receipts, including mortgagor prepayments on such Mortgage Loans, Insurance Proceeds, Liquidation Proceeds and Subsequent Recoveries, received during the related Prepayment Period, in each case net of amounts reimbursable therefrom to the Trustee, the Master Servicer, the Supplemental Interest Trust Trustee and any Sub-Servicer, minus (ii) (1) Master Servicing Fees, Subservicing Fees and any amounts needed to reimburse the Master Servicer for amounts due under the this Agreement to the extent such amounts have not been retained by, or paid previously to the Master Servicer, and any amounts in respect of the premiums payable to the PMI Insurer under the PMI Insurer Policy and (2) amounts payable by the trust to the Supplemental Interest Trust in respect of Net Swap Payments and Swap Termination Payments other than Swap Termination Payments resulting from a Swap Provider Trigger Event.
“Balloon Loan”: Each of the Mortgage Loans identified in the Mortgage Loan Schedule as having an original term to maturity that is shorter than the related amortization term.
“Balloon Payment”: With respect to any Balloon Loan, the related Monthly Payment payable on the stated maturity date of such Balloon Loan.
“Bankruptcy Code”: The Bankruptcy Code of 1978, as amended.
“Basic Principal Distribution Amount”: With respect to any Distribution Date, the excess of (i) the Principal Remittance Amount for such Distribution Date over (ii) the Overcollateralization Release Amount, if any, for such Distribution Date.
“Book-Entry Certificate”: Each class of the Class A, Class M and Class B Certificates for so long as they are issued, maintained and transferred at the Depository.
18
“Business Day”: Any day other than a Saturday, a Sunday or a day on which banking institutions in California or New York (and such other state or states in which the Custodial Account or the Certificate Account are at the time located) or in the city in which the Corporate Trust Office of the Trustee is located are authorized or obligated by law or executive order to close.
“Cap Contract I”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract II”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract III”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract IV”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract V”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract VI”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract VII”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract VIII”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract IX”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
19
“Cap Contract X”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract XI”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract XII”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract XIII”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contract XIV”: The letter of agreement dated February 22, 2007, between the Cap Counterparty and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee, a form of which is attached hereto as Exhibit M.
“Cap Contracts”: Cap Contract I, Cap Contract II, Cap Contract III, Cap Contract IV, Cap Contract V, Cap Contract VI, Cap Contract VII, Cap Contract VIII, Cap Contract IX, Cap Contract X, Cap Contract XI, Cap Contract XII, Cap Contract XIII and Cap Contract XIV.
“Cap Counterparty”: The cap provider under each of the Cap Contracts required to make payments to the Supplemental Interest Trust for payment to the Trust Fund pursuant to the terms of the Cap Contracts, and any successor in interest or assign. Initially, the Cap Counterparty shall be Bear Stearns Financial Products Inc.
“Cash Liquidation”: As to any defaulted Mortgage Loan other than a Mortgage Loan as to which an REO Acquisition occurred, a determination by the Master Servicer that it has received all Insurance Proceeds, Liquidation Proceeds and other payments or cash recoveries which the Master Servicer reasonably and in good faith expects to be finally recoverable with respect to such Mortgage Loan.
“Certificate”: Any Regular Certificate or Class R Certificate.
“Certificate Account”: The trust account or accounts created and maintained pursuant to Section 4.01, which shall be entitled Deutsche Bank National Trust Company, in trust for registered holders of Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1, and which account or accounts must each be an Eligible Account.
“Certificate Account Deposit Date”: With respect to any Distribution Date, the Business Day immediately preceding such Distribution Date.
20
“Certificate Margin”: The Certificate Margin for the Class A, Class M and Class B Certificates shall be:
Certificate Margin | ||
Class | (1) | (2) |
A-1 | 0.060% | 0.120% |
A-2 | 0.160% | 0.320% |
A-3 | 0.240% | 0.480% |
A-M | 0.220% | 0.440% |
M-1 | 0.270% | 0.405% |
M-2 | 0.280% | 0.420% |
M-3 | 0.310% | 0.465% |
M-4 | 0.410% | 0.615% |
M-5 | 0.430% | 0.645% |
M-6 | 0.470% | 0.705% |
M-7 | 1.150% | 1.725% |
M-8 | 1.250% | 1.875% |
B | 1.250% | 1.875% |
______
(1) Initially.
(2) On and after the Step-Up Date.
“Certificate Owner”: With respect to a Book-Entry Certificate, the Person who is the beneficial owner of such Certificate, as reflected on the books of an indirect participating brokerage firm for which a Depository Participant acts as agent, if any, and otherwise on the books of a Depository Participant, if any, and otherwise on the books of the Depository.
“Certificate Principal Balance”: With respect to any Certificate (other than the Class C Certificates and Class R Certificates) as of any date of determination, the Initial Certificate Principal Balance thereof, increased by any Subsequent Recoveries allocated thereto, and reduced by the aggregate of (a) all amounts allocable to principal previously distributed with respect to such Certificate and (b) any reductions in the Certificate Principal Balance thereof deemed to have occurred in connection with allocations of Realized Losses in the manner described herein. With respect to the Class C Certificates as of any date of determination, an amount equal to the excess, if any, of (a) the then aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests over (b) the then aggregate Certificate Principal Balance of the Class A, Class M, Class B and Class P Certificates then outstanding.
“Certificate Register”: The register maintained pursuant to Section 5.02.
21
“Certificateholder” or “Holder”: The Person in whose name a Certificate is registered in the Certificate Register, except that only a Permitted Transferee shall be a holder of a Residual Certificate for any purposes hereof and, solely for the purposes of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Depositor or the Master Servicer or any affiliate thereof shall be deemed not to be outstanding and the Voting Rights to which such Certificate is entitled shall not be taken into account in determining whether the requisite percentage of Voting Rights necessary to effect any such consent has been obtained, except as otherwise provided in Section 11.01. The Trustee shall be entitled to rely upon a certification of the Depositor or the Master Servicer in determining if any Certificates are registered in the name of the respective affiliate. All references in this Agreement to “Holders” or “Certificateholders” shall reflect the rights of Certificate Owners as they may indirectly exercise such rights through the Depository and participating members thereof, except as otherwise specified in this Agreement; provided, however, that the Trustee shall be required to recognize as a “Holder” or “Certificateholder” only the Person in whose name a Certificate is registered in the Certificate Register.
“Class”: Collectively, all of the Certificates bearing the same designation.
“Class A Certificates”: The Class A-1, Class A-2, Class A-3 and Class A-M Certificates.
“Class A-1 Certificate”: Any one of the Class A-1 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit A, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class A-2 Certificate”: Any one of the Class A-2 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit A, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class A-3 Certificate”: Any one of the Class A-3 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit A, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class A-M Certificate”: Any one of the Class A-M Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit A, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
22
“Class A Principal Distribution Amount”: For any Distribution Date, the excess of (1) the aggregate Certificate Principal Balance of the Class A Certificates immediately prior to such Distribution Date, over (2) the lesser of (x) 85.80% of the Aggregate Stated Principal Balance of the Mortgage Loans for such Distribution Date after giving effect to distributions made on that Distribution Date and (y) the Aggregate Stated Principal Balance of the Mortgage Loans for such Distribution Date after giving effect to distributions to be made on that Distribution Date minus the Overcollateralization Floor.
“Class B Certificate”: Any one of the Class B Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-2, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class C Certificates”: Any one of the Class C Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-3, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the obligation to pay Net WAC Shortfall Amounts and (iii) the right to receive Class IO Distribution Amounts.
“Class C Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Monthly Interest Distributable Amount for the Class C Certificates for such Distribution Date, (ii) any Overcollateralization Release Amount for such Distribution Date and (iii) without duplication, any Subsequent Recoveries not distributed to the Class A, Class B and Class M Certificates on such Distribution Date; provided, however that on any Distribution Date after the Distribution Date on which the Certificate Principal Balances of the Class A, Class B and Class M Certificates have been reduced to zero, the Class C Distribution Amount shall include the Overcollateralized Amount.
“Class IO Interest”: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Supplemental Interest Trust, evidencing a Regular Interest in REMIC 3 for purposes of the REMIC Provisions.
“Class IO Distribution Amount”: As defined in Section 4.09 hereof. For purposes of clarity, the Class IO Distribution Amount for any Distribution Date shall equal the amount payable to the Supplemental Interest Trust with respect to the Interest Rate Swap Agreement pursuant to the fourth paragraph of Section 4.01(a) (except for the last sentence thereof) on such Distribution Date in excess of the amount payable on the Class IO Interest on such Distribution Date, all as further provided in Section 4.09 hereof.
“Class M Certificates”: The Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7 and Class M-8 Certificates.
23
“Class M-1 Certificate”: Any one of the Class M-1 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-2 Certificate”: Any one of the Class M-2 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-3 Certificate”: Any one of the Class M-3 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-4 Certificate”: Any one of the Class M-4 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-5 Certificate”: Any one of the Class M-5 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-6 Certificate”: Any one of the Class M-6 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-7 Certificate”: Any one of the Class M-7 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
“Class M-8 Certificate”: Any one of the Class M-8 Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-1, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3, (ii) the right to receive Net WAC Shortfall Amounts and (iii) the obligation to pay Class IO Distribution Amounts.
24
“Class P Certificate”: Any one of the Class P Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-4, executed by the Trustee and authenticated and delivered by the Trustee, representing the right to distributions as set forth herein and therein and evidencing (i) a Regular Interest in REMIC 3 and (ii) the right to receive any Master Servicer Prepayment Charge Payment Amounts.
“Class R Certificate”: Any one of the Class R Certificates as designated on the face thereof substantially in the form annexed hereto as Exhibit B-5, evidencing the ownership of the Class R-1 Interest, Class R-2 Interest and Class R-3 Interest.
“Class R-1 Interest”: The uncertificated Residual Interest in REMIC 1.
“Class R-2 Interest”: The uncertificated Residual Interest in REMIC 2.
“Class R-3 Interest”: The uncertificated Residual Interest in REMIC 3.
“Closing Date”: February 22, 2007.
“Code”: The Internal Revenue Code of 1986.
“Collateral Account”: Shall mean the segregated trust account created and maintained by the Custodian pursuant to Section 4.11 hereof.
“Collateral Value”: The appraised value of a Mortgaged Property based upon the lesser of (i) the appraisal (as reviewed and approved by the Sponsor) made at the time of the origination of the related Mortgage Loan, or (ii) the sales price of such Mortgaged Property at such time of origination. With respect to a Mortgage Loan the proceeds of which were used to refinance an existing mortgage loan, the appraised value of the Mortgaged Property based upon the appraisal (as reviewed and approved by the Sponsor) obtained at the time of refinancing.
“Commission”: The Securities and Exchange Commission.
“Compensating Interest”: With respect to any Distribution Date, any payments made by the Sub-Servicer or the Master Servicer from its own funds to cover Prepayment Interest Shortfalls, which shall be equal to the lesser of the sum of the Master Servicing and Subservicing Fees for the related Distribution Date, and the Prepayment Interest Shortfall for such Distribution Date.
“Corporate Trust Office”: The principal corporate trust office of the Trustee at which at any particular time its corporate trust business related to this Agreement shall be administered, which office at the date of the execution of this Agreement is located at 1761 East St. Andrew Place, Santa Ana, California 92705, Attention: Corporate Trust, Impac Secured Assets Corp. Series 2007-1 (IM07S1).
25
“Corresponding Certificate”: With respect to each REMIC 2 Regular Interest (other than REMIC 2 Regular Interests AA, IO and ZZ), the Certificate with the corresponding designation. With respect to each REMIC 3 Regular Interest (other than the Class IO Interest), the related Certificate representing an ownership therein.
“Countrywide”: Countrywide Home Loans Servicing LP, or its successor in interest.
“Credit Enhancement Percentage”: For any Distribution Date after the Stepdown Date, the percentage equivalent of a fraction, the numerator of which is equal to (a) the excess of (i) the Aggregate Stated Principal Balance of the Mortgage Loans for such Distribution Date (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) over (ii) (1) before the aggregate Certificate Principal Balance of the Class A Certificates have been reduced to zero, the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account distribution of the Principal Distribution Amount for such Distribution Date), or (2) after such time, the Certificate Principal Balance of the most senior class of Subordinate Certificates outstanding (after taking into account distribution of the Principal Distribution Amount for such Distribution Date) and the denominator of which is equal to (b) the Aggregate Stated Principal Balance of the Mortgage Loans for such Distribution Date (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period).
“Credit Support Annex”: The credit support annex, dated as of February 22, 2007, between the Supplemental Interest Trust Trustee and Bear Stearns Financial Products Inc.
“Current Report”: The Current Report pursuant to Section 13 or 15(d) of the Exchange Act.
“Curtailment”: Any Principal Prepayment made by a Mortgagor which is not a Principal Prepayment in Full.
“Custodial Account”: The custodial account or accounts created and maintained pursuant to Section 3.10 in the name of a depository institution, as custodian for the Holders of the Certificates. Any such account or accounts shall be an Eligible Account.
“Custodian”: As defined in Section 4.11.
“Cut-off Date”: February 1, 2007.
26
“Cut-off Date Balance”: The Aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
“Defaulted Mortgage Loan” means any Mortgage Loan as to which the Mortgagor has failed to make unexcused three or more consecutive scheduled Monthly Payments.
“Defaulting Party”: As defined in the Interest Rate Swap Agreement.
“Deficient Valuation”: With respect to any Mortgage Loan, a valuation by a court of competent jurisdiction of the Mortgaged Property in an amount less than the then outstanding indebtedness under the Mortgage Loan, or any reduction in the amount of principal to be paid in connection with any scheduled Monthly Payment that constitutes a permanent forgiveness of principal, which valuation or reduction results from a proceeding under the Bankruptcy Code.
“Definitive Certificate”: Any definitive, fully registered Certificate.
“Deleted Mortgage Loan”: A Mortgage Loan replaced or to be replaced with a Qualified Substitute Mortgage Loan.
“Delinquent”: A Mortgage Loan is “delinquent” if any payment due thereon is not made pursuant to the terms of such Mortgage Loan by the close of business on the day such payment is scheduled to be due. A Mortgage Loan is “30 days delinquent” if such payment has not been received by the close of business on the corresponding day of the month immediately succeeding the month in which such payment was due, or, if there is no such corresponding day (e.g., as when a 30-day month follows a 31-day month in which a payment was due on the 31st day of such month), then on the last day of such immediately succeeding month. Similarly for “60 days delinquent,” “90 days delinquent” and so on.
“Depositor” Impac Secured Assets Corp., or its successor in interest.
“Depository”: The Depository Trust Company, or any successor Depository hereafter named. The nominee of the initial Depository for purposes of registering those Certificates that are to be Book-Entry Certificates is Cede & Co. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(5) of the Uniform Commercial Code of the State of New York and a “clearing agency” registered pursuant to the provisions of Section 17A of the Securities Exchange Act of 1934, as amended.
“Depository Participant”: A broker, dealer, bank or other financial institutions or other Person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.
“Derivative Account”: As defined in Section 4.09(i).
27
“Derivative Contract”: Any of the Cap Contracts or Interest Rate Swap Agreement, as applicable.
“Derivative Termination Payment”: Any termination payment due under a Derivative Contract upon the early termination of such Derivative Contract.
“Determination Date”: With respect to any Distribution Date, the 15th day of the month in which such Distribution Date occurs or, if such day is not a Business Day, on the immediately preceding Business Day.
“Disqualified Organization”: Any organization defined as a “disqualified organization” under Section 860E(e)(5) of the Code, which includes any of the following: (i) the United States, any State or political subdivision thereof, any possession of the United States, or any agency or instrumentality of any of the foregoing (other than an instrumentality which is a corporation if all of its activities are subject to tax and, except for the Freddie Mac, a majority of its board of directors is not selected by such governmental unit), (ii) a foreign government, any international organization, or any agency or instrumentality of any of the foregoing, (iii) any organization (other than certain farmers' cooperatives described in Section 521 of the Code) which is exempt from the tax imposed by Chapter 1 of the Code (including the tax imposed by Section 511 of the Code on unrelated business taxable income), (iv) rural electric and telephone cooperatives described in Section 1381(a)(2)(C) of the Code and (v) any other Person so designated by the Trustee based upon an Opinion of Counsel that the holding of an Ownership Interest in a Class R Certificate by such Person may cause REMIC 1, REMIC 2 or REMIC 3 or any Person having an Ownership Interest in any Class of Certificates (other than such Person) to incur a liability for any federal tax imposed under the Code that would not otherwise be imposed but for the Transfer of an Ownership Interest in a Class R Certificate to such Person. The terms “United States”, “State” and “international organization” shall have the meanings set forth in Section 7701 of the Code or successor provisions.
“Distribution Date”: The 25th day of any month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in March 2007.
“Distribution Report” The Asset-Backed Issuer Distribution Report pursuant to Section 13 or 15(d) of the Exchange Act.
“Due Date”: With respect to each Mortgage Loan, the first day of the month of the related Distribution Date.
“Due Period”: With respect to any Distribution Date, the period commencing on the second day of the month preceding the month in which such Distribution Date occurs (or, with respect to the first Due Period, the day following the Cut-off Date) and ending on the first day of the month in which such Distribution Date occurs.
28
“Eligible Account”: Any of (i) a segregated account maintained with a federal or state chartered depository institution (A) the short-term obligations of which are rated A-1+ or better by Standard & Poor's and P-1 by Moody's at the time of any deposit therein or if such account is maintained with PNC Bank, National Association, rated no less than A-1 by Standard & Poor’s and no less than P-1 by Moody’s or (B) insured by the FDIC (to the limits established by such Corporation), the uninsured deposits in which account are otherwise secured such that, as evidenced by an Opinion of Counsel (obtained by the Person requesting that the account be held pursuant to this clause (ii)) delivered to the Trustee prior to the establishment of such account, the Certificateholders will have a claim with respect to the funds in such account and a perfected first priority security interest against any collateral (which shall be limited to Permitted Investments, each of which shall mature not later than the Business Day immediately preceding the Distribution Date next following the date of investment in such collateral or the Distribution Date if such Permitted Investment is an obligation of the institution that maintains the Certificate Account, Insurance Account or Custodial Account) securing such funds that is superior to claims of any other depositors or general creditors of the depository institution with which such account is maintained, (ii) a segregated trust account or accounts maintained with a federal or state chartered depository institution or trust company subject to regulations regarding fiduciary funds on deposit similar to Title 12 of the Code of Federal Regulations Section 9.10(b), which, in either case, has corporate trust powers, acting in its fiduciary capacity or (iii) a segregated account or accounts of a depository institution acceptable to the Rating Agencies (as evidenced in writing by the Rating Agencies that use of any such account as the Custodial Account or the Certificate Account will not have an adverse effect on the then-current ratings assigned to the Classes of the Certificates then rated by the Rating Agencies). Eligible Accounts may bear interest.
“Estimated Swap Termination Payment”: As defined in the Interest Rate Swap Agreement.
“Event of Default”: One or more of the events described in Section 7.01.
“Excess Proceeds”: As defined in Section 3.22.
“Exchange Act”: The Securities Exchange Act of 1934, as amended, and the rules and regulations promulgated thereunder.
“Extra Principal Distribution Amount”: With respect to any Distribution Date, the lesser of (x) the Overcollateralization Deficiency Amount for such Distribution Date and (y) the sum of (1) the Net Monthly Excess Cashflow Amount for such Distribution Date and (2) amounts available from the Supplemental Interest Trust to pay principal as provided in Section 4.01(f)(iii) hereof.
“Fannie Mae”: Fannie Mae (formerly, Federal National Mortgage Association) or any successor thereto.
29
“FDIC”: Federal Deposit Insurance Corporation or any successor.
“Final Scheduled Distribution Date”: The Distribution Date occurring in March 2037.
“Freddie Mac”: Federal Home Loan Mortgage Corporation or any successor.
“Gross Margin”: With respect to any Mortgage Loan, the percentage set forth as the “Gross Margin” for such Mortgage Loan on the Mortgage Loan Schedule, as adjusted from time to time in accordance with the terms of this Agreement.
“Index”: With respect to any Mortgage Loan, the index for the adjustment of the Mortgage Rate set forth as such on the related Mortgage Note.
“Initial Certificate Principal Balance”: With respect to each Class of Regular Certificates, the Initial Certificate Principal Balance of such Class of Certificates as set forth in the Preliminary Statement hereto, or with respect to any single Certificate, the Initial Certificate Principal Balance as stated on the face thereof.
“Initial Notional Amount”: With respect to the Class C Certificates, an amount equal to the Notional Balance of the Class C Certificates, or with respect to any single Certificate, the Initial Notional Amount as stated on the face thereof.
“Insurance Policy”: With respect to any Mortgage Loan, any insurance policy (including a PMI Insurer Policy) which is required to be maintained from time to time under this Agreement in respect of such Mortgage Loan.
“Insurance Proceeds”: Proceeds paid in respect of the Mortgage Loans pursuant to any Primary Hazard Insurance Policy, any title insurance policy or any other insurance policy covering a Mortgage Loan, to the extent such proceeds are not applied to the restoration of the related Mortgaged Property or released to the Mortgagor in accordance with the procedures that the Master Servicer would follow in servicing mortgage loans held for its own account.
“Interest Rate Swap Agreement”: An interest rate swap agreement, dated as of February 22, 2007, between the Supplemental Interest Trust, by Deutsche Bank National Trust Company, as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust, and the Swap Provider for the benefit of the Class A, Class M and Class B Certificates, together with any schedules, confirmations or other agreements relating thereto, a form of which is attached hereto as Exhibit M.
“Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Distribution Amount for such Distribution Date that represents interest received or advanced with respect to the Mortgage Loans.
30
“Late Collections”: With respect to any Mortgage Loan, all amounts received during any Due Period, whether as late payments of Monthly Payments or as Insurance Proceeds, Liquidation Proceeds or otherwise, which represent late payments or collections of Monthly Payments due but delinquent for a previous Due Period and not previously recovered.
“LIBOR”: With respect to any Distribution Date and the Pass-Through Rates on the Class A Certificates and Subordinate Certificates, the arithmetic mean of the London interbank offered rate quotations of reference banks (which will be selected by the Trustee after consultation with the Master Servicer) for one-month U.S. dollar deposits, expressed on a per annum basis, determined in accordance with Section 1.02.
“LIBOR Business Day”: Any day other than (i) Saturday or Sunday or (ii) a day on which banking institutions in the city of London, England and New York City are required or authorized by law to be closed.
“LIBOR Rate Adjustment Date”: With respect to each Distribution Date, the second LIBOR Business Day immediately preceding the commencement of the related Accrual Period.
“Liquidated Mortgage Loan”: As to any Distribution Date, any Mortgage Loan in respect of which the Master Servicer has determined, in accordance with the servicing procedures specified herein, as of the end of the related Prepayment Period, that all Liquidation Proceeds which it expects to recover with respect to the liquidation of the Mortgage Loan or disposition of the related REO Property have been recovered.
“Liquidation Proceeds”: Amounts (other than Insurance Proceeds) received by the Master Servicer in connection with the taking of an entire Mortgaged Property by exercise of the power of eminent domain or condemnation or in connection with the liquidation of a defaulted Mortgage Loan through trustee’s sale, foreclosure sale or otherwise, other than amounts received in respect of any REO Property.
“Loan-to-Value Ratio”: As of any date, the fraction, expressed as a percentage, the numerator of which is the current principal balance of the related Mortgage Loan at the date of determination and the denominator of which is the Collateral Value of the related Mortgaged Property.
“Lost Note Affidavit”: With respect to any Mortgage Note, an original lost note affidavit from the Sponsor stating that the original Mortgage Note was lost, misplaced or destroyed, together with a copy of the related Mortgage Note.
“Majority Class C Certificateholder”: The holder of a 50.01% or greater Percentage Interest of the Class C Certificates.
“Marker Rate”: With respect to the Class C Certificates and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the Uncertificated REMIC 2 Pass-Through Rates for each REMIC 2 Regular Interest for which a Class A, Class M or Class B Certificate is the Corresponding Certificate and REMIC 2 Regular Interest ZZ, with the rate on each such REMIC 2 Regular Interest (other than REMIC 2 Regular Interest ZZ) subject to a cap equal to the lesser of (i) the Pass-Through Rate for the Corresponding Certificate determined without regard to the Net WAC Rate for such Distribution Date, and (ii) the Net WAC Rate for the REMIC 3 Regular Interest the ownership of which is represented by the Corresponding Certificate for such Distribution Date for the purpose of this calculation, and with the rate on REMIC 2 Regular Interest ZZ subject to a cap of zero for the purpose of this calculation; provided, however, that solely for this purpose, the related cap with respect to each such REMIC 3 Regular Interest (other than REMIC 3 Regular Interest ZZ) shall be multiplied by a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the related Accrual Period.
31
“Master Servicer”: Impac Funding Corporation, or any successor master servicer appointed as herein provided.
“Master Servicer Prepayment Charge Payment Amount”: The amounts payable by the Master Servicer in respect of any waived Prepayment Charges pursuant to Section 2.03, and any amount paid to the Trust Fund by any Person to remedy any breach of any representation, warranty or covenant made with respect to the Prepayment Charges to the extent the Trust Fund, as assignee, is the beneficiary of such representation, warranty or covenant.
“Master Servicing Fees”: With respect to each Mortgage Loan, an amount, payable out of any payment of interest on the Mortgage Loan, equal to interest at the Master Servicing Fee Rate on the Stated Principal Balance of such Mortgage Loan as of the Due Date in the calendar month preceding the month in which the payment of the Master Servicing Fee is due (alternatively, in the event such payment of interest accompanies a Principal Prepayment in part or in full made by the Mortgagor, interest for the number of days covered by such payment of interest). The Master Servicing Fee consists of servicing compensation payable to the Master Servicer in respect of its master servicing responsibilities.
“Master Servicing Fee Rate”: With respect to each Mortgage Loan, the per annum rate of 0.03%.
“Maximum Uncertificated Accrued Interest Deferral Amount”: With respect to any Distribution Date, the excess of (i) the sum of (x) the accrued interest at the Uncertificated REMIC 2 Pass-Through Rate applicable to REMIC 2 Regular Interest ZZ for such Distribution Date on a balance equal to the Uncertificated Principal Balance of REMIC 2 Regular Interest ZZ minus the REMIC 2 Overcollateralized Amount, in each case for such Distribution Date and (y) 1.00% of the accrued interest on REMIC 2 Regular Interest P at the applicable Uncertificated REMIC 2 Pass-Through Rate for such Distribution Date, over (ii) the aggregate amount of Uncertificated Accrued Interest for such Distribution Date on the REMIC 2 Regular Interests for which the Class A, Class B and Class M Certificates are the Corresponding Certificates, with the rate on each such REMIC 2 Regular Interest subject to a cap equal to the lesser of (1) the Pass-Through Rate for the Corresponding Certificate determined without regard to the Net WAC Rate for such Distribution Date, and (2) the Net WAC Rate for the REMIC 3 Regular Interest the ownership of which is represented by the Corresponding Certificate for such Distribution Date for the purpose of this calculation; provided, however, that solely for this purpose, the related cap with respect to each such REMIC 2 Regular Interest shall be multiplied by a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the related Accrual Period.
32
“MERS”: Mortgage Electronic Registration Systems, Inc., a corporation organized and existing under the laws of the State of Delaware, or any successor thereto.
“MERS® System”: The system of recording transfers of Mortgages electronically maintained by MERS.
“MIN”: The Mortgage Identification Number for Mortgage Loans registered with MERS on the MERS® System.
“MOM Loan”: With respect to any Mortgage Loan, MERS acting as the mortgagee of such Mortgage Loan, solely as nominee for the originator of such Mortgage Loan and its successors and assigns, at the origination thereof.
“Monthly Interest Distributable Amount”: For any Distribution Date and each Class of Class A, Class M, Class B and Class C Certificates and Class IO Interest, the amount of interest accrued during the related Accrual Period at the related Pass-Through Rate on the Certificate Principal Balances or Notional Balances or Uncertificated Notional Amounts of such Certificates or interests immediately prior to such Distribution Date, in each case, reduced by any Prepayment Interest Shortfalls to the extent not covered by Compensating Interest payable by the Sub-Servicer or Master Servicer and any shortfalls resulting from the application of the Relief Act (in each case to the extent allocated to such Class of Certificates or interests as set forth in Section 1.03). The Monthly Interest Distributable Amount on the Class A, Class M and Class B Certificates will be calculated on the basis of the actual number of days in the related Accrual Period and a 360 day-year.
“Monthly Payment”: With respect to any Mortgage Loan, the scheduled monthly payment of principal and interest on such Mortgage Loan which is payable by a Mortgagor from time to time under the related Mortgage Note as originally executed (after adjustment, if any, for Deficient Valuations occurring prior to such Due Date, and after any adjustment by reason of any bankruptcy or similar proceeding or any moratorium or similar waiver or grace period).
“Moody's”: Moody's Investors Service, Inc., or its successor in interest.
“Mortgage”: The mortgage, deed of trust or any other instrument securing the Mortgage Loan.
33
“Mortgage File”: The mortgage documents listed in Section 2.01 pertaining to a particular Mortgage Loan and any additional documents required to be added to the Mortgage File pursuant to this Agreement and the Custodial Agreement; provided, that whenever the term “Mortgage File” is used to refer to documents actually received by the Trustee, such term shall not be deemed to include such additional documents required to be added unless they are actually so added.
“Mortgage Loan”: Each of the mortgage loans, transferred and assigned to the Trustee pursuant to Section 2.01, 2.04 or 2.06 and from time to time held in the Trust Fund (including any Qualified Substitute Mortgage Loans), the mortgage loans so transferred, assigned and held being identified in the Mortgage Loan Schedule. As used herein, the term “Mortgage Loan” includes the related Mortgage Note and Mortgage.
“Mortgage Loan Purchase Agreement”: The Mortgage Loan Purchase Agreement dated as of February 22, 2007, among Impac Funding Corporation, as sponsor, Impac Mortgage Holdings, Inc. and the Depositor, as purchaser, and all amendments thereof and supplements thereto.
“Mortgage Loan Schedule”: As of any date of determination, the schedule of Mortgage Loans included in the Trust Fund. The schedule of Mortgage Loans with accompanying information transferred on the Closing Date to the Trustee as part of the Trust Fund for the Certificates, attached hereto as Exhibit H, which list shall set forth the following information with respect to each Mortgage Loan:
(i) [reserved];
(ii) the city, state and zip code of the Mortgaged Property;
(iii) the original term to maturity;
(iv) the original principal balance and the original Mortgage Rate;
(v) the first payment date;
(vi) [reserved];
(vii) the type of Mortgaged Property;
(viii) the Monthly Payment in effect as of the Cut-off Date;
(ix) the principal balance as of the Cut-off Date;
(x) the Mortgage Rate as of the Cut-off Date;
(xi) the occupancy status;
34
(xii) the purpose of the Mortgage Loan;
(xiii) the Collateral Value of the Mortgaged Property;
(xiv) the remaining term to maturity;
(xv) the paid-through date of the Mortgage Loan;
(xvi) the Master Servicing Fee Rate;
(xvii) the Sub-Servicing Fee Rate;
(xviii) the Net Mortgage Rate for the Mortgage Loan;
(xix) whether such Mortgage Loan is a PMI Mortgage Loan and, if so, the related PMI Insurer Fee Rate;
(xx) whether the Mortgage Loan is covered by a private mortgage insurance policy or an original certificate of private mortgage insurance;
(xxi) the documentation type;
(xxii) the type and term of the related Prepayment Charge, if any;
(xxiii) the Index and the Gross Margin; and
(xxiv) the Adjustment Date frequency and Distribution Date frequency.
The Mortgage Loan Schedule may be in the form of more than one schedule, collectively setting forth all of the information required.
“Mortgage Note”: The note or other evidence of the indebtedness of a Mortgagor under a Mortgage Loan.
“Mortgage Rate”: With respect to any Mortgage Loan, the annual rate at which interest accrues on such Mortgage Loan in the absence of default, as adjusted from time to time in accordance with the provisions of the Mortgage Note.
“Mortgaged Property”: The underlying property securing a Mortgage Loan.
“Mortgagor”: The obligor or obligors on a Mortgage Note.
“Net Liquidation Proceeds”: With respect to any Liquidated Mortgage Loan or any other disposition of related Mortgaged Property (including REO Property) the related Liquidation Proceeds net of Advances, Servicing Advances, Master Servicing Fees, Sub-Servicing Fees and any other accrued and unpaid servicing fees received and retained in connection with the liquidation of such Mortgage Loan or Mortgaged Property.
35
“Net Monthly Excess Cashflow”: With respect to each Distribution Date, the sum of (a) any Overcollateralization Release Amount and (b) the excess of (x) the Interest Remittance Amount for such Distribution Date over (y) the aggregate Monthly Interest Distributable Amount for the Class A, Class M and Class B Certificates for such Distribution Date and any Unpaid Interest Shortfall Amount payable to the Class A Certificateholder for such Distribution Date.
“Net Mortgage Rate”: With respect to each Mortgage Loan Due Date, the then applicable Mortgage Rate thereon minus the sum of (1) the Master Servicing Fee Rate, (2) the Subservicing Fee Rate and (3) the related PMI Insurer Fee Rate, if such Mortgage Loan is a PMI Mortgage Loan.
“Net Prepayment Interest Shortfall”: With respect to any Distribution Date, the excess, if any, of any Prepayment Interest Shortfalls for such date over the related Compensating Interest.
“Net Swap Payment”: With respect to each Distribution Date, the net payment required to be made pursuant to the terms of the Interest Rate Swap Agreement by either the Swap Provider or the Supplemental Interest Trust, which net payment shall not take into account any Swap Termination Payment.
“Net WAC Rate”: With respect to the Class A, Class M and Class B Certificates and any Distribution Date, a per annum rate equal to the excess, if any, of (A) a per annum rate equal to the weighted average of the Net Mortgage Rates of the Mortgage Loans as of the first day of the month preceding the month in which such Distribution Date occurs over (B) the sum of (1) a per annum rate equal to the Net Swap Payment payable to the Swap Provider on such Distribution Date, divided by the outstanding Stated Principal Balance of the Mortgage Loans as of the first day of the calendar month preceding the month in which the Distribution Date occurs, multiplied by 12, and (2) a per annum rate equal to any Swap Termination Payment not due to a Swap Provider Trigger Event payable to the Swap Provider on such Distribution Date, divided by the outstanding Stated Principal Balance of the Mortgage Loans as of the first day of the calendar month preceding the month in which the Distribution Date occurs, multiplied by 12. The Net WAC Rate will be adjusted to an effective rate reflecting the accrual of interest on an actual/360 basis. With respect to any Distribution Date and the REMIC 3 Regular Interests the ownership of which is represented by the Class A, Class M and Class B Certificates, a per annum rate equal to the weighted average (adjusted for the actual number of days elapsed in the related Accrual Period) of the Uncertificated REMIC 2 Pass-Through Rates on the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest IO), weighted on the basis of the Uncertificated Principal Balances of each such REMIC 2 Regular Interest immediately prior to such Distribution Date.
“Net WAC Shortfall Amount”: With respect to any Distribution Date, the sum of (i) if the Pass-Through Rate for any of the Class A, Class M and Class B Certificates is limited to the Net WAC Rate, the excess, if any, of (a) the amount of interest such Class A, Class M and Class B Certificates would have been entitled to receive on such Distribution Date if such Net WAC Rate would not have been applicable to such Certificates, over (b) the amount of interest accrued on such Certificates at such Net WAC Rate, and (ii) the Net WAC Shortfall Amount from the prior Distribution Date not previously distributed together with interest thereon at the related Pass-Through Rate for the most recently ended Accrual Period.
36
“Net WAC Shortfall Reserve Fund”: A reserve fund established by the Trustee for the benefit of the Holders of the Class A, Class M, Class B and Class C Certificates, and funded on the Closing Date by or on behalf of the Depositor with an amount equal to the Net WAC Shortfall Reserve Fund Deposit. The Net WAC Shortfall Reserve Fund is an “outside reserve fund” within the meaning of Treasury regulation Section 1.860G-2(h), which is not an asset of any REMIC, the ownership of which is evidenced by the Class C Certificates and which is established and maintained pursuant to Section 4.08.
“Net WAC Shortfall Reserve Fund Deposit”: With respect to the Net WAC Shortfall Reserve Fund, an amount equal to $5,000, which the Depositor shall fund initially pursuant to Section 4.08 hereof.
“Nonrecoverable Advance”: Any Advance or Servicing Advance previously made or proposed to be made in respect of a Mortgage Loan which, in the reasonable good faith judgment of the Master Servicer, will not or, in the case of a proposed Advance or Servicing Advance, would not be ultimately recoverable from Late Collections, Insurance Proceeds, Liquidation Proceeds or REO Proceeds. The determination by the Master Servicer that it has made a Nonrecoverable Advance or that any proposed Advance or Servicing Advance would constitute a Nonrecoverable Advance, shall be evidenced by a certificate of a Servicing Officer delivered to the Depositor and the Trustee.
“Non-United States Person”: Any Person other than a United States Person.
“Notional Balance”: With respect to the Class C Certificates and any Distribution Date, an amount equal to the Stated Principal Balance of the Mortgage Loans as of the related Due Date, minus the Certificate Principal Balance of the Class P Certificates. For federal income tax purposes, the Notional Balance of the Class C Certificates for any Distribution Date shall be an amount equal to the aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests, other than REMIC 2 Regular Interest P, for such Distribution Date.
“Officers’ Certificate”: A certificate signed by the Chairman of the Board, the Vice Chairman of the Board, the President or a vice president and by the Treasurer, the Secretary, or one of the assistant treasurers or assistant secretaries of the Depositor, the Sponsor, the Master Servicer or of any Sub-Servicer and delivered to the Depositor and Trustee.
“One Month LIBOR”: The London interbank offered rate for one-month United States dollar deposits, determined as described in Section 1.02 of this Agreement.
37
“Opinion of Counsel”: A written opinion of counsel, who may be counsel for the Depositor, the Sponsor, or the Master Servicer, reasonably acceptable to the Trustee; except that any opinion of counsel relating to (a) the qualification of any account required to be maintained pursuant to this Agreement as an Eligible Account, (b) the qualification of REMIC 1, REMIC 2, or REMIC 3 as REMICs, (c) compliance with the REMIC Provisions or (d) resignation of the Master Servicer pursuant to Section 6.04 must be an opinion of counsel who (i) is in fact independent of the Depositor and the Master Servicer, (ii) does not have any direct financial interest or any material indirect financial interest in the Depositor or the Master Servicer or in an affiliate of either and (iii) is not connected with the Depositor or the Master Servicer as an officer, employee, director or person performing similar functions.
“Optional Termination Date”: The first Distribution Date on which the Master Servicer may opt to terminate the Trust Fund pursuant to Section 9.01.
“OTS”: Office of Thrift Supervision or any successor.
“Outstanding Mortgage Loan”: As to any Due Date, a Mortgage Loan (including an REO Property) which was not the subject of a Principal Prepayment in Full, Cash Liquidation or REO Disposition and which was not purchased prior to such Due Date pursuant to Sections 2.02, 2.04 or 3.14.
“Overcollateralization Deficiency Amount”: With respect to any Distribution Date, the amount, if any, by which the Overcollateralization Target Amount exceeds the Overcollateralized Amount on such Distribution Date (after giving effect to distributions in respect of the Basic Principal Distribution Amount on such Distribution Date).
“Overcollateralization Floor”: With respect to any Distribution Date, 0.35% of the Cut-off Date Balance.
“Overcollateralization Release Amount”: With respect to any Distribution Date, the lesser of (x) the Principal Remittance Amount for such Distribution Date and (y) the excess, if any, of (i) the Overcollateralized Amount for such Distribution Date (assuming that 100% of the Principal Remittance Amount is applied as a principal payment on such Distribution Date) over (ii) the Overcollateralization Target Amount for such Distribution Date.
“Overcollateralization Target Amount”: With respect to any Distribution Date prior to the Stepdown Date, 1.00% of the Cut-off Date Balance. With respect to any Distribution Date on or after the Stepdown Date, the greater of (x) 2.00% of the aggregate Stated Principal Balance of the Mortgage Loans and (y) the Overcollateralization Floor; provided, however, that if a Trigger Event is in effect on any Distribution Date, the Overcollateralization Target Amount will be equal to the Overcollateralization Target Amount on the prior Distribution Date.
“Overcollateralized Amount”: For any Distribution Date, the amount, if any, by which (i) the aggregate Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, unscheduled collections of principal received during the related Prepayment Period and any Realized Losses on the Mortgage Loans during the related Prepayment Period), exceeds (ii) the aggregate Certificate Principal Balance of the Class A, Class M, Class B and Class P Certificates as of such Distribution Date (after giving effect to distributions to be made on such Distribution Date).
38
“Ownership Interest”: As to any Certificate, any ownership or security interest in such Certificate, including any interest in such Certificate as the Holder thereof and any other interest therein, whether direct or indirect, legal or beneficial, as owner or as pledgee.
“Pass-Through Rate”: With respect to any Distribution Date and the Class A, Class M and Class B Certificates, the least of (x) One-Month LIBOR plus the related Certificate Margin, (y) 11.50% and (z) the Net WAC Rate.
With respect to the Class C Certificates and any Distribution Date, the sum of (x) a per annum rate equal to the percentage equivalent of a fraction, the numerator of which is the sum of the amount determined for each REMIC 2 Regular Interest (other than REMIC 2 Regular Interests IO and P) equal to the product of (a) the excess, if any, of the Uncertificated REMIC 2 Pass-Through Rate for such REMIC 2 Regular Interest over the Marker Rate and (b) a notional amount equal to the Uncertificated Principal Balance of such REMIC 2 Regular Interest, and the denominator of which is the aggregate Uncertificated Principal Balance of such REMIC 2 Regular Interests, and (y) 100% of the interest distributable in respect of REMIC 2 Regular Interest P.
With respect to each of the Class P Certificates and any Distribution Date, 0.00% per annum.
With respect to the Class IO Interest and any Distribution Date, 100% of the amounts distributable to REMIC 2 Regular Interest IO for such Distribution Date.
“Percentage Interest”: With respect to any Regular Certificate, the undivided percentage ownership interest in the related Class evidenced by such Certificate, which percentage ownership interest shall be equal to the Initial Certificate Principal Balance thereof divided by the aggregate Initial Certificate Principal Balance of all of the Certificates of the same Class. With respect to any Class R Certificate, the interest in distributions to be made with respect to such Class evidenced thereby, expressed as a percentage, as stated on the face of each such Certificate.
“Permitted Investment”: One or more of the following:
(i) obligations of or guaranteed as to principal and interest by the United States or any agency or instrumentality thereof when such obligations are backed by the full faith and credit of the United States;
39
(ii) repurchase agreements on obligations specified in clause (i) maturing not more than one month from the date of acquisition thereof, provided that the unsecured obligations of the party agreeing to repurchase such obligations are at the time rated by each Rating Agency in its highest short-term rating available, provided, however, that such repurchase agreements are treated as financings under generally accepted accounting principles (“GAAP”);
(iii) federal funds, certificates of deposit, demand deposits, time deposits and bankers' acceptances (which shall each have an original maturity of not more than 90 days and, in the case of bankers' acceptances, shall in no event have an original maturity of more than 365 days or a remaining maturity of more than 30 days) denominated in United States dollars of any U.S. depository institution or trust company incorporated under the laws of the United States or any state thereof or of any domestic branch of a foreign depository institution or trust company; provided that the debt obligations of such depository institution or trust company (or, if the only Rating Agency is Standard & Poor's, in the case of the principal depository institution in a depository institution holding company, debt obligations of the depository institution holding company) at the date of acquisition thereof have been rated by each Rating Agency in its highest short-term rating available; and provided further that, if the only Rating Agency is Standard & Poor's and if the depository or trust company is a principal subsidiary of a bank holding company and the debt obligations of such subsidiary are not separately rated, the applicable rating shall be that of the bank holding company; and, provided further that, if the original maturity of such short-term obligations of a domestic branch of a foreign depository institution or trust company shall exceed 30 days, the short-term rating of such institution shall be A-1+ in the case of Standard & Poor's if Standard & Poor's is the Rating Agency;
(iv) commercial paper (having original maturities of not more than 365 days) of any corporation incorporated under the laws of the United States or any state thereof which on the date of acquisition has been rated by Moody's and Standard & Poor's in their highest short-term ratings available; provided that such commercial paper shall have a remaining maturity of not more than 30 days;
(v) a money market fund or a qualified investment fund rated by Moody's in its highest long-term ratings available or rated AAAm or AAAm-G by Standard & Poor's, including any such funds for which Deutsche Bank National Trust Company or any affiliate thereof serves as an investment advisor, manager, administrator, shareholder, servicing agent, and/or custodian or sub-custodian; and
(vi) other obligations or securities that are acceptable to each Rating Agency as a Permitted Investment hereunder and will not reduce the rating assigned to any Class of Certificates by such Rating Agency below the lower of the then-current rating or the rating assigned to such Certificates as of the Closing Date by such Rating Agency, as evidenced in writing;
40
provided, however, that no instrument shall be a Permitted Investment if it represents, either (1) the right to receive only interest payments with respect to the underlying debt instrument or (2) the right to receive both principal and interest payments derived from obligations underlying such instrument and the principal and interest payments with respect to such instrument provide a yield to maturity greater than 120% of the yield to maturity at par of such underlying obligations.
To the extent that the Trustee receives any materials in connection with the holding of any Permitted Investment which require the holder to vote, the Trustee shall not exercise its voting rights.
Permitted Investments shall not be sold prior to maturity, except that a money market fund or qualified investment fund may be liquidated at any time.
“Permitted Transferee”: Any transferee of a Residual Certificate other than a Disqualified Organization, a Non-United States Person or an “electing large partnership” (as defined in Section 775 of the Code).
“Person”: Any individual, corporation, partnership, limited liability company, joint venture, association, joint-stock company, trust, unincorporated organization or government or any agency or political subdivision thereof.
“PMI Insurer”: Any provider of primary mortgage insurance under a PMI Insurer Policy.
“PMI Insurer Fee Rate”: With respect to each PMI Mortgage Loan, the per annum rate payable to the applicable PMI Insurer under the related PMI Insurer Policy.
“PMI Insurer Policy”: The lender-paid primary mortgage insurance policy issued by the PMI Insurer in accordance with a letter between the Sponsor and any PMI Insurer.
“PMI Mortgage Loan”: Any mortgage loan covered by the PMI Insurer Policy.
“Prepayment Assumption”: As defined in the Prospectus Supplement.
“Prepayment Charge”: With respect to any Mortgage Loan, the charges or premiums, if any, due in connection with a full or partial prepayment of such Mortgage Loan in accordance with the terms thereof (other than any Master Servicer Prepayment Charge Payment Amount).
“Prepayment Interest Excess”: With respect to any Distribution Date, for each Mortgage Loan that was the subject of a Principal Prepayment during the portion of the Prepayment Period from the related Due Date to the end of such Prepayment Period, any payment of interest received in connection therewith (net of any applicable Servicing Fee) representing interest accrued for any portion of such month of receipt.
41
“Prepayment Interest Shortfall”: As to any Distribution Date and any Mortgage Loan (other than a Mortgage Loan relating to an REO Property) that was the subject of (a) a Principal Prepayment in Full during the related Prepayment Period, an amount equal to the excess of one month’s interest at the Net Mortgage Rate on the Stated Principal Balance of such Mortgage Loan over the amount of interest (adjusted to the Net Mortgage Rate) paid by the Mortgagor for such Prepayment Period to the date of such Principal Prepayment in Full or (b) a Curtailment during the prior calendar month, an amount equal to one month’s interest at the Net Mortgage Rate on the amount of such Curtailment.
“Prepayment Period”: With respect to any Distribution Date, the period between the 16th of the month prior to such Distribution Date and the 15th of the current month, except the initial Prepayment Period will run from February 1, 2007 through March 15, 2007.
“Primary Hazard Insurance Policy”: Each primary hazard insurance policy required to be maintained pursuant to Section 3.13.
“Primary Insurance Policy”: Any primary policy of mortgage guaranty insurance including the PMI Insurer Policy, or any replacement policy therefor.
“Principal Distribution Amount”: With respect to any Distribution Date, an amount equal to the sum of the Basic Principal Distribution Amount plus the Extra Principal Distribution Amount.
“Principal Prepayment”: Any payment of principal made by the Mortgagor on a Mortgage Loan which is received in advance of its scheduled Due Date and which is not accompanied by an amount of interest representing scheduled interest due on any date or dates in any month or months subsequent to the month of prepayment.
“Principal Prepayment in Full”: Any Principal Prepayment made by a Mortgagor of the entire unpaid principal balance of the Mortgage Loan.
“Principal Remittance Amount”: With respect to any Distribution Date, the sum of the following from the Available Distribution Amount: (i) each scheduled payment of principal collected or advanced on the Mortgage Loans by the Master Servicer that were due during the related Due Period, (ii) the principal portion of all partial and full Principal Prepayments of the Mortgage Loans applied by the Master Servicer during the related Prepayment Period, (iii) the principal portion of all Net Liquidation Proceeds, REO Proceeds, Insurance Proceeds, and Subsequent Recoveries received during the related Prepayment Period, (iv) the principal portion of proceeds of Mortgage Loan purchases made pursuant to Section 2.02, 2.04, 3.14 or 3.27, in each case received or made during the related Prepayment Period, (v) the principal portion of any related Substitution Adjustments deposited in the Custodial Account during the related Prepayment Period and (vi) on the Distribution Date on which the Trust Fund is to be terminated pursuant to Section 9.01, the principal portion of the termination price received from the Master Servicer in connection with a termination of the Trust Fund to occur on such Distribution Date.
42
“Prospectus Supplement”: That certain Prospectus Supplement dated February 21, 2007 relating to the public offering of the Class A Certificates and Class M Certificates.
“Purchase Price”: With respect to any Mortgage Loan (or REO Property) required to be purchased pursuant to Section 2.02, 2.04, 3.14 or 3.27, an amount equal to the sum of (i) 100% of the Stated Principal Balance thereof, (ii) unpaid accrued interest (or REO Imputed Interest) at the applicable Net Mortgage Rate on the Stated Principal Balance thereof outstanding during each Due Period that such interest was not paid or advanced, from the date through which interest was last paid by the Mortgagor or advanced and distributed to Certificateholders together with unpaid Master Servicing Fees, Sub-Servicing Fees and, if such Mortgage Loan is a PMI Mortgage Loan, fees due the PMI Insurer at the PMI Insurer Fee Rate, from the date through which interest was last paid by the Mortgagor, in each case to the first day of the month in which such Purchase Price is to be distributed, (iii) the aggregate of all Advances and Servicing Advances made in respect thereof that were not previously reimbursed and (iv) costs and damages incurred by the Trust Fund in connection with a repurchase pursuant to Section 2.04 hereof that arises out of a violation of any anti-predatory lending law which also constitutes an actual breach of representations (xii), (xxxv), (xxxiii), (xxxviii), (xxxix) or (xliii) of Section 3.1(b) of the Mortgage Loan Purchase Agreement.
“Qualified Insurer”: Any insurance company duly qualified as such under the laws of the state or states in which the related Mortgaged Property or Mortgaged Properties is or are located, duly authorized and licensed in such state or states to transact the type of insurance business in which it is engaged and approved as an insurer by the Master Servicer, so long as the claims paying ability of which is acceptable to the Rating Agencies for pass-through certificates having the same rating as the Certificates rated by the Rating Agencies as of the Closing Date.
“Qualified Substitute Mortgage Loan”: A Mortgage Loan substituted by the Depositor for a Deleted Mortgage Loan which must, on the date of such substitution, as confirmed in an Officers’ Certificate of the Sponsor delivered to the Trustee, (i) have an outstanding principal balance, after deduction of the principal portion of the monthly payment due in the month of substitution (or in the case of a substitution of more than one Mortgage Loan for a Deleted Mortgage Loan, an aggregate outstanding principal balance, after such deduction), not in excess of the Stated Principal Balance of the Deleted Mortgage Loan (the amount of any shortfall to be paid to the Master Servicer for deposit in the Custodial Account in the month of substitution); (ii) have a Mortgage Rate and a Net Mortgage Rate no lower than and not more than 1% per annum higher than the Mortgage Rate and Net Mortgage Rate, respectively, of the Deleted Mortgage Loan as of the date of substitution; (iii) have a Loan-to-Value Ratio at the time of substitution no higher than that of the Deleted Mortgage Loan at the time of substitution; (iv) have a remaining term to stated maturity not greater than (and not more than one year less than) that of the Deleted Mortgage Loan; (v) comply with each representation and warranty set forth in Section 2.04 hereof; and, (vi) comply with each non-statistical representation and warranty set forth in the Mortgage Loan Purchase Agreement.
43
“Rating Agency”: Standard & Poor's or Moody's and each of their successors. If such agencies and their successors are no longer in existence, “Rating Agency” shall be such nationally recognized statistical rating agency, or other comparable Person, designated by the Depositor, notice of which designation shall be given to the Trustee and Master Servicer. References herein to the two highest long term debt rating of a Rating Agency shall mean “AA” or better in the case of Standard & Poor's and “Aa2” or better in the case of Moody's and references herein to the highest short-term debt rating of a Rating Agency shall mean “A-1+” in the case of Standard & Poor's and “P-1” in the case of Moody's, and in the case of any other Rating Agency such references shall mean such rating categories without regard to any plus or minus.
“Realized Loss”: With respect to each Mortgage Loan or REO Property as to which a Cash Liquidation or REO Disposition has occurred, an amount (not less than zero) equal to (i) the Stated Principal Balance of the Mortgage Loan as of the date of Cash Liquidation or REO Disposition, plus (ii) interest (and REO Imputed Interest, if any) at the Net Mortgage Rate from the Due Date as to which interest was last paid or advanced to Certificateholders up to the date of the Cash Liquidation or REO Disposition on the Stated Principal Balance of such Mortgage Loan outstanding during each Due Period that such interest was not paid or advanced, minus (iii) the proceeds, if any, received during the month in which such Cash Liquidation or REO Disposition occurred, to the extent applied as recoveries of interest at the Net Mortgage Rate and to principal of the Mortgage Loan, net of the portion thereof reimbursable to the Master Servicer or any Sub-Servicer with respect to Advances or Servicing Advances not previously reimbursed. With respect to each Mortgage Loan which has become the subject of a Deficient Valuation, the difference between the principal balance of the Mortgage Loan outstanding immediately prior to such Deficient Valuation and the principal balance of the Mortgage Loan as reduced by the Deficient Valuation.
“Record Date”: With respect to each Distribution Date and the Class A, Class M and Class B Certificates, so long as such Certificates are Book-Entry Certificates, the Business Day prior to such Distribution Date. With respect to any Class A, Class M and Class B Certificates which are not Book-Entry Certificates, the close of business on the last Business Day of the month preceding the month in which such Distribution Date occurs.
“Regular Certificate”: Any of the Certificates other than the Class R Certificates.
“Regulation AB” Subpart 229,1100 - Asset Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123, as such may be amended from time to time, and subject to such clarification and interpretation as have been provided by the Commission in the adopting release (Asset-Backed Securities, Securities Act Release No. 33-8518, 70 Fed. Reg. 1,506, 1,531 (Jan.7, 2005)) or by the staff of the Commission, or as may be provided by the Commission or its staff from time to time.
44
“Relief Act”: The Servicemembers Relief Act, as amended, and similar legislation or regulations.
“Relief Act Interest Shortfall”: With respect to any Distribution Date, for any Mortgage Loan with respect to which there has been a reduction in the amount of interest collectible thereon for the most recently ended Due Period as a result of the application of the Relief Act, the amount by which (i) interest collectible on such Mortgage Loan during such Due Period is less than (ii) one month's interest on the Stated Principal Balance of such Mortgage Loan at the Loan Rate for such Mortgage Loan before giving effect to the application of the Relief Act.
“REMIC”: A “real estate mortgage investment conduit” within the meaning of Section 860D of the Code.
“REMIC 1”: The segregated pool of assets subject hereto (exclusive of any Net WAC Shortfall Reserve Fund, any Master Servicer Prepayment Charge Payment Amounts and, for the avoidance of doubt, any Supplemental Interest Trust, the Derivative Account, the Cap Contracts, the Collateral Account and the Interest Rate Swap Agreement) with respect to which a REMIC election is to be made, conveyed in trust to the Trustee, for the benefit of the holders of the REMIC 1 Regular Interests and the Holders of the Class R Certificates (in respect of the Class R-1 Interest), consisting of: (i) each Mortgage Loan (exclusive of payments of principal and interest due on or before the Cut-off Date, if any, received by the Master Servicer, which shall not constitute an asset of the Trust Fund) as from time to time are subject to this Agreement and all payments under and proceeds of such Mortgage Loans (exclusive of any late payment charges received on the Mortgage Loans), together with all documents included in the related Mortgage File, subject to Section 2.01; (ii) such funds or assets as from time to time are deposited in the Custodial Account or the Certificate Account and belonging to the Trust Fund; (iii) any REO Property; (iv) the Primary Hazard Insurance Policies, if any, the Primary Insurance Policies, if any, and all other Insurance Policies with respect to such Mortgage Loans; and (v) the Depositor’s interest in respect of the representations and warranties made by the Sponsor in the Mortgage Loan Purchase Agreement as assigned to the Trustee pursuant to Section 2.04 hereof.
“REMIC 1 Regular Interest”: Any of the separate non-certificated beneficial ownership interests in REMIC 1 issued hereunder and designated as a Regular Interest in REMIC 1. Each REMIC 1 Regular Interest shall accrue interest at the related Uncertificated REMIC 1 Pass-Through Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Principal Balance as set forth in the Preliminary Statement hereto. The designations for the respective REMIC 1 Regular Interests are set forth in the Preliminary Statement hereto. The REMIC 1 Regular Interests consist of REMIC 1 Regular Interests 1-1-A through REMIC 1 Regular Interest 1-58-B, REMIC 1 Regular Interest OC and REMIC 1 Regular Interest P, each as designated in the Preliminary Statement hereto.
45
“REMIC 2”: The segregated pool of assets consisting of all of the REMIC 1 Regular Interests conveyed in trust to the Trustee, for the benefit of the holders of the REMIC 2 Regular Interests and the Holders of the Class R Certificates (in respect of the Class R-2 Interest), pursuant to Article II hereunder, with respect to which a separate REMIC election is to be made.
“REMIC 2 Interest Loss Allocation Amount”: With respect to any Distribution Date, an amount (subject to adjustment based on the actual number of days elapsed in the respective Accrual Period) equal to (a) the sum of (x) the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and the REO Properties then outstanding, minus the Certificate Principal Balance of the Class P Certificates, and (ii) the Uncertificated REMIC 2 Pass-Through Rate for REMIC 2 Regular Interest AA minus the Marker Rate, and (y) the accrued interest on REMIC 2 Regular Interest P, divided by (b) 12.
“REMIC 2 Overcollateralized Amount”: With respect to any date of determination, (i) 1.00% of the aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests, other than REMIC 2 Regular Interest P, minus (ii) the aggregate Uncertificated Principal Balance of each REMIC 2 Regular Interest for which a Class A, Class M or Class B Certificate is a Corresponding Certificate, in each case, as of such date of determination.
“REMIC 2 Overcollateralization Target Amount”: 1.00% of the Overcollateralization Target Amount.
“REMIC 2 Principal Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and the REO Properties then outstanding, minus the Certificate Principal Balance of the Class P Certificates, and (ii) 1 minus a fraction, the numerator of which is two (2) times the aggregate Uncertificated Principal Balance of each REMIC 2 Regular Interest for which a Class A, Class M or Class B Certificate is a Corresponding Certificate and the denominator of which is the aggregate Uncertificated Principal Balance of each REMIC 2 Regular Interest for which a Class A, Class M or Class B Certificate is a Corresponding Certificate and REMIC 2 Regular Interest ZZ.
“REMIC 2 Regular Interest”: Any of the separate non-certificated beneficial ownership interests in REMIC 2 issued hereunder and designated as a Regular Interest in REMIC 2. Each REMIC 2 Regular Interest shall accrue interest at the related Uncertificated REMIC 2 Pass-Through Rate in effect from time to time, and (except for the REMIC 2 Regular Interests IO) shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Principal Balance as set forth in the Preliminary Statement hereto. The designations for the respective REMIC 2 Regular Interests are set forth in the Preliminary Statement hereto.
“REMIC 3”: The segregated pool of assets consisting of all of the REMIC 2 Regular Interests conveyed in trust to the Trustee, for the benefit of the holders of the Regular 3 Regular Interests and the Holders of the Class R Certificates (in respect of the Class R-3 Interest), pursuant to Article II hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
46
“REMIC 3 Regular Interest”: The Class IO Interest or any Regular Interest in REMIC 3 the ownership of which is represented by any of the Regular Certificates.
“REMIC Provisions”: Provisions of the federal income tax law relating to real estate mortgage investment conduits, which appear at Sections 860A through 860G of Subchapter M of Chapter 1 of the Code, and related provisions, and proposed, temporary and final regulations and published rulings, notices and announcements promulgated thereunder, as the foregoing may be in effect from time to time.
“REMIC Regular Interest”: A REMIC 1 Regular Interest or REMIC 2 Regular Interest.
“Remittance Report”: A report prepared by the Master Servicer providing the information set forth in Exhibit E attached hereto.
“REO Acquisition”: The acquisition by the Master Servicer on behalf of the Trustee for the benefit of the Certificateholders of any REO Property pursuant to Section 3.15.
“REO Disposition”: The receipt by the Master Servicer of Insurance Proceeds, Liquidation Proceeds and other payments and recoveries (including proceeds of a final sale) which the Master Servicer expects to be finally recoverable from the sale or other disposition of the REO Property.
“REO Imputed Interest”: As to any REO Property, for any period, an amount equivalent to interest (at the Mortgage Rate that would have been applicable to the related Mortgage Loan had it been outstanding) on the unpaid principal balance of the Mortgage Loan as of the date of acquisition thereof (as such balance is reduced pursuant to Section 3.15 by any income from the REO Property treated as a recovery of principal).
“REO Proceeds”: Proceeds, net of directly related expenses, received in respect of any REO Property (including, without limitation, proceeds from the rental of the related Mortgaged Property and of any REO Disposition), which proceeds are required to be deposited into the Custodial Account as and when received.
“REO Property”: A Mortgaged Property acquired by the Master Servicer on behalf of the Trust Fund through foreclosure or deed-in-lieu of foreclosure in connection with a defaulted Mortgage Loan.
“Request for Release”: A release signed by a Servicing Officer, in the form of Exhibits F-1 or F-2 attached hereto.
“Residual Certificate”: Any of the Class R Certificates.
47
“Residual Interest”: The sole class of “residual interests” in a REMIC within the meaning of Section 860G(a)(2) of the Code.
“Responsible Officer”: When used with respect to the Trustee, the Chairman or Vice Chairman of the Board of Directors or Trustees, the Chairman or Vice Chairman of the Executive or Standing Committee of the Board of Directors or Trustees, the President, the Chairman of the Committee on Trust Matters, any vice president, any assistant vice president, the Secretary, any assistant secretary, the Treasurer, any assistant treasurer, any trust officer or assistant trust officer or any other officer of the Trustee customarily performing functions similar to those performed by any of the above designated officers and also, with respect to a particular matter, any other officer to whom such matter is referred because of such officer's knowledge of and familiarity with the particular subject.
“Schedule”: The ISDA schedule, dated as of February 22, 2007, between the Supplemental Interest Trust Trustee and the Swap Provider.
“Servicing Account”: The account or accounts created and maintained pursuant to Section 3.09.
“Servicing Advances”: All customary, reasonable and necessary “out of pocket” costs and expenses incurred in connection with a default, delinquency or other unanticipated event in the performance by the Master Servicer or any Sub-Servicer of its servicing obligations, including, but not limited to, the cost of (i) the preservation, restoration and protection of a Mortgaged Property, (ii) any enforcement or judicial proceedings, including foreclosures, including any expenses incurred in relation to any such proceedings that result from the Mortgage Loan being registered on the MERS System, (iii) the management and liquidation of any REO Property, including reasonable fees paid to any independent contractor in connection therewith, and (iv) compliance with the obligations under the second paragraph of Section 3.01, Section 3.09 and Section 3.13 (other than any deductible described in the last paragraph thereof).
“Servicing Criteria” The “servicing criteria” set forth in Item 1122(d) of Regulation AB, as such may be amended from time to time, or those Servicing Criteria otherwise mutually agreed to by Sponsor, the Master Servicer and the applicable Sub-Servicer in response to evolving interpretations of Regulation AB and incorporated into a revised Exhibit N.
“Servicing Guide”: The Impac Funding Corporation Servicing Guide attached hereto as Exhibit K.
“Servicing Officer”: Any officer of the Master Servicer involved in, or responsible for, the administration and servicing of the Mortgage Loans, whose name and specimen signature appear on a list of servicing officers furnished to the Trustee by the Master Servicer, as such list may from time to time be amended.
48
“Single Certificate”: A Regular Certificate of any Class (other than a Class P Certificate) evidencing an Initial Certificate Principal Balance of $1,000, or, in the case of a Class P Certificate, a Certificate of such Class evidencing an Initial Certificate Principal Balance of $100.
“Sponsor”: Impac Funding Corporation, or its successor in interest, in its capacity as seller under the Mortgage Loan Purchase Agreement.
“Standard & Poor’s”: Standard & Poor's Ratings Services, a division of The McGraw Hill Companies, Inc., or its successor in interest.
“Startup Day”: The day designated as such pursuant to Article X hereof.
“Stated Principal Balance”: With respect to any Mortgage Loan or related REO Property at any given time, (i) the principal balance of the Mortgage Loan outstanding as of the Cut-off Date, after application of principal payments due on or before such date, whether or not received, minus (ii) the sum of (a) the principal portion of the Monthly Payments due with respect to such Mortgage Loan or REO Property during each Due Period ending prior to the most recent Distribution Date which were received or with respect to which an Advance was made, and (b) all Principal Prepayments with respect to such Mortgage Loan or REO Property, and all Insurance Proceeds, Liquidation Proceeds and REO Proceeds to the extent applied by the Master Servicer as recoveries of principal in accordance with Section 3.15 with respect to such Mortgage Loan or REO Property, which were distributed pursuant to Section 4.01 on any previous Distribution Date, and (c) any Realized Loss with respect thereto allocated pursuant to Section 4.05 for any previous Distribution Date.
“Step-Up Date”: The Distribution Date immediately following the first Distribution Date in which the aggregate unpaid principal balance of the Mortgage Loans, and properties acquired in respect thereof, remaining in the Trust has been reduced to less than or equal to 10% of the Cut-off Date Balance.
“Stepdown Date”: The earlier of (i) the first Distribution Date immediately following the Distribution Date on which the aggregate Certificate Principal Balance of the Class A Certificates has been reduced to zero and (ii) the later to occur of (x) the Distribution Date occurring in March 2010 and (y) the first Distribution Date on which the aggregate Certificate Principal Balance of the Class A Certificates (calculated for this purpose only after taking into account the receipt of principal on the Mortgage Loans, but prior to any distribution of principal to the holders of the Certificates) is less than or equal to approximately 85.80% of the aggregate principal balance of the Mortgage Loans, calculated after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period.
“Stepdown Target Subordination Percentage”: For each class of Subordinate Certificates, the respective percentages indicated in the following table:
49
Stepdown Target Subordination Percentage | |
Class M-1 | 11.50% |
Class M-2 | 9.10% |
Class M-3 | 7.60% |
Class M-4 | 6.40% |
Class M-5 | 5.40% |
Class M-6 | 4.40% |
Class M-7 | 3.70% |
Class M-8 | 3.00% |
Class B | 2.00% |
“Subordinate Certificates”: The Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates.
“Subordinate Class Principal Distribution Amount”: For any class of Subordinate Certificates and any Distribution Date, the excess of (1) the sum of (a) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account distribution of the Class A Principal Distribution Amount for such Distribution Date), (b) the aggregate Certificate Principal Balance of any class(es) of Subordinate Certificates that are senior to the subject class (in each case, after taking into account distribution of the Subordinate Class Principal Distribution Amount(s) for such senior class(es) of Certificates for such Distribution Date) and (c) the Certificate Principal Balance of the subject class of Subordinate Certificates immediately prior to such Distribution Date over (2) the lesser of (a) the product of (x) 100% minus the Stepdown Target Subordination Percentage for the subject class of Certificates and (y) the aggregate Stated Principal Balance of the Mortgage Loans for such Distribution Date and (b) the aggregate Stated Principal Balance of the Mortgage Loans for such Distribution Date minus the Overcollateralization Floor; provided, however, that if such class of Subordinate Certificates is the only class of Subordinate Certificates outstanding on such Distribution Date, that class will be entitled to receive the entire remaining Principal Distribution Amount until the Certificate Principal Balance thereof is reduced to zero.
“Subsequent Recoveries”: Any Liquidation Proceeds (net of amounts owed to the Master Servicer or any Sub-Servicer with respect to the related Mortgage Loan) received after the final liquidation of a Mortgage Loan. If Subsequent Recoveries are received, they will be included as part of the Principal Remittance Amount for the following Distribution Date and distributed in accordance with the priorities described in Section 4.01 of this Agreement. In addition, after giving effect to all distributions on a Distribution Date, if any Allocated Realized Loss Amounts are outstanding, the Allocated Realized Loss Amount for the class of Class A, Class M and Class B Certificates then outstanding with the highest distribution priority will be decreased by the amount of such Subsequent Recoveries until reduced to zero (with any remaining Subsequent Recoveries applied to reduce the Allocated Realized Loss Amount of the class with the next highest distribution priority), and the Certificate Principal Balance of such class or classes of Class A, Class M and Class B Certificates will be increased by the same amount. Thereafter, such class or classes of Class A, Class M and Class B Certificates will accrue interest on the increased Certificate Principal Balance.
50
“Sub-Servicer”: Any Person with which the Master Servicer has entered into a Sub-Servicing Agreement and which meets the qualifications of a Sub-Servicer pursuant to Section 3.02.
“Sub-Servicer Remittance Date”: With respect to any Mortgage Loan subserviced by Countrywide, the 21st day of each month, or if such day is not a Business Day, the immediately preceding Business Day.
“Sub-Servicing Account”: An account established by a Sub-Servicer which meets the requirements set forth in Section 3.08 and is otherwise acceptable to the Master Servicer.
“Sub-Servicing Agreement”: The written contract between the Master Servicer and a Sub-Servicer and any successor Sub-Servicer relating to servicing and administration of certain Mortgage Loans as provided in Section 3.02.
“Sub-Servicing Fees”: With respect to each Mortgage Loan, accrued interest at the Sub-Servicing Fee Rate with respect to the Mortgage Loan on the same principal balance on which interest on the Mortgage Loan accrues for the calendar month. The Sub-Servicing Fees consist of subservicing and other related compensation payable to the related Sub-Servicer or to the Master Servicer if the Master Servicer is directly servicing the loan.
“Sub-Servicing Fee Rate”: On each adjustable rate Mortgage Loan, a rate equal to 0.375% per annum. On each fixed rate first lien Mortgage Loan, a rate equal to 0.250% per annum. On each fixed rate second lien Mortgage Loan, a rate equal to 0.500% per annum.
“Substitution Adjustment”: As defined in Section 2.04 hereof.
“Supplemental Interest Trust”: The corpus of a trust created pursuant to Section 4.09 of this Agreement and designated as the “Supplemental Interest Trust,” consisting of the Interest Rate Swap Agreement, the Cap Contracts, the Class IO Interest, the Collateral Account and the Derivative Account. For the avoidance of doubt, the Supplemental Interest Trust does not constitute a part of the Trust Fund.
“Supplemental Interest Trust Trustee”: Deutsche Bank National Trust Company, or its successor in interest, or any successor trustee appointed as herein provided.
51
“Swap LIBOR”: LIBOR as determined pursuant to each Interest Rate Swap Agreement.
“Swap Optional Termination Payment”: As defined in Section 9.01(b) hereof.
“Swap Provider”: The swap provider under the Interest Rate Swap Agreement, and any successor in interest or assign. Initially, the Swap Provider shall be Bear Stearns Financial Products Inc.
“Swap Provider Trigger Event”: With respect to any Distribution Date, (i) an Event of Default under the Interest Rate Swap Agreement with respect to which the Swap Provider is a Defaulting Party, (ii) a Termination Event under the related Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party, or (iii) an Additional Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party.
“Swap Termination Payment”: Upon the designation of an “Early Termination Date” as defined in the Interest Rate Swap Agreement, the payment to be made by the Supplemental Interest Trust to the Swap Provider or by the Swap Provider to the Supplemental Interest Trust, as applicable, pursuant to the terms of the Interest Rate Swap Agreement.
“Tax Matters Person”: The person designated as “tax matters person” in the manner provided under Treasury Regulation Sections 1.860F-4(d) and 301.6231(a)(7)-1T. The Holder of the greatest Percentage Interest in a class of Residual Interests in a REMIC shall be the Tax Matters Person for the related REMIC. The Trustee, or any successor thereto or assignee thereof, shall serve as tax administrator hereunder and as agent for the related Tax Matters Person.
“Tax Returns”: The federal income tax return on Internal Revenue Service Form 1066, U.S. Real Estate Mortgage Investment Conduit Income Tax Return, including Schedule Q thereto, Quarterly Notice to Residual Interest Holders of REMIC Taxable Income or Net Loss Allocation, or any successor forms, to be filed on behalf of REMIC 1, REMIC 2 and REMIC 3 due to their classification as REMICs under the REMIC Provisions, together with any and all other information, reports or returns that may be required to be furnished to the Certificateholders or filed with the Internal Revenue Service or any other governmental taxing authority under any applicable provisions of federal, state or local tax laws.
“Transfer”: Any direct or indirect transfer, sale, pledge, hypothecation or other form of assignment of any Ownership Interest in a Certificate.
“Transferor”: Any Person who is disposing by Transfer of any Ownership Interest in a Certificate.
“Trigger Event”: A Trigger Event is in effect with respect to any Distribution Date with respect to the Mortgage Loans if:
52
(1) the average three-month rolling percentage obtained by dividing (x) Aggregate Stated Principal Balance of Mortgage Loans that are 60 or more days delinquent (including for this purpose any such Mortgage Loans in foreclosure, Mortgage Loans with respect to which the related Mortgaged Property has been acquired by the trust, and Mortgage Loans discharged due to bankruptcy) by (y) the Aggregate Stated Principal Balance of the Mortgage Loans, in each case, as of the last day of the previous calendar month, exceeds 43.25% multiplied by the Credit Enhancement Percentage; or
(2) the cumulative amount of Realized Losses incurred on the mortgage loans from the Cut-off Date through the end of the calendar month immediately preceding such Distribution Date divided by the Cut-off Date Balance of the mortgage loans exceeds (i) 0.30% with respect to the Distribution Date occurring in March 2009, plus an additional 1/12th of 0.45% for each month thereafter up to and including the Distribution Date in February 2010, (ii) 0.75% with respect to the Distribution Date occurring in March 2010, plus an additional 1/12th of 0.50% for each month thereafter up to and including the Distribution Date in February 2011, (iii) 1.25% with respect to the Distribution Date occurring in March 2011, plus an additional 1/12th of 0.55% for each month thereafter up to and including the Distribution Date in February 2012, (iv) 1.80% with respect to the Distribution Date occurring in March 2012, plus an additional 1/12th of 0.30% for each month thereafter up to and including the Distribution Date in February 2013, (v) 2.10% with respect to the Distribution Date occurring in March 2013, plus an additional 1/12th of 0.05% for each month thereafter up to and including the Distribution Date in February 2014 and (vi) 2.15% with respect to any Distribution Date occurring in March 2014 and thereafter
For purposes of the foregoing calculation, a Mortgage Loan is considered “60 days” delinquent if a payment due on the first day of a month has not been received by the second day of the second following month.
“Trust Fund”: REMIC 1, REMIC 2, REMIC 3, the Net WAC Shortfall Reserve Fund and Master Servicer Prepayment Charge Payment Amounts.
“Trustee”: Deutsche Bank National Trust Company, or its successor in interest, or any successor trustee appointed as herein provided.
“Uncertificated Accrued Interest”: With respect to each REMIC Regular Interest on each Distribution Date, an amount equal to one month's interest at the related Uncertificated Pass-Through Rate on the Uncertificated Principal Balance or Uncertificated Notional Amount of such REMIC Regular Interest. In each case, Uncertificated Accrued Interest will be reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls (allocated to such REMIC Regular Interests as set forth in Section 1.03).
“Uncertificated Notional Balance”: With respect to REMIC 2 Regular Interest IO and each Distribution Date listed below, the aggregate Uncertificated Principal Balance of the REMIC 1 Regular Interests ending with the designation “A” listed below:
53
Distribution Date | REMIC 1 Regular Interests |
1 | 1-1-A through 1-58-A |
2 | 1-2-A through 1-58-A |
3 | 1-3-A through 1-58-A |
4 | 1-4-A through 1-58-A |
5 | 1-5-A through 1-58-A |
6 | 1-6-A through 1-58-A |
7 | 1-7-A through 1-58-A |
8 | 1-8-A through 1-58-A |
9 | 1-9-A through 1-58-A |
10 | 1-10-A through 1-58-A |
11 | 1-11-A through 1-58-A |
12 | 1-12-A through 1-58-A |
13 | 1-13-A through 1-58-A |
14 | 1-14-A through 1-58-A |
15 | 1-15-A through 1-58-A |
16 | 1-16-A through 1-58-A |
17 | 1-17-A through 1-58-A |
18 | 1-18-A through 1-58-A |
19 | 1-19-A through 1-58-A |
20 | 1-20-A through 1-58-A |
21 | 1-21-A through 1-58-A |
22 | 1-22-A through 1-58-A |
23 | 1-23-A through 1-58-A |
24 | 1-24-A through 1-58-A |
25 | 1-25-A through 1-58-A |
26 | 1-26-A through 1-58-A |
27 | 1-27-A through 1-58-A |
28 | 1-28-A through 1-58-A |
29 | 1-29-A through 1-58-A |
30 | 1-30-A through 1-58-A |
31 | 1-31-A through 1-58-A |
32 | 1-32-A through 1-58-A |
33 | 1-33-A through 1-58-A |
34 | 1-34-A through 1-58-A |
35 | 1-35-A through 1-58-A |
36 | 1-36-A through 1-58-A |
37 | 1-37-A through 1-58-A |
38 | 1-38-A through 1-58-A |
39 | 1-39-A through 1-58-A |
40 | 1-40-A through 1-58-A |
41 | 1-41-A through 1-58-A |
42 | 1-42-A through 1-58-A |
43 | 1-43-A through 1-58-A |
44 | 1-44-A through 1-58-A |
45 | 1-45-A through 1-58-A |
46 | 1-46-A through 1-58-A |
47 | 1-47-A through 1-58-A |
48 | 1-48-A through 1-58-A |
49 | 1-49-A through 1-58-A |
54
Distribution Date | REMIC 1 Regular Interests |
50 | 1-50-A through 1-58-A |
51 | 1-51-A through 1-58-A |
52 | 1-52-A through 1-58-A |
53 | 1-53-A through 1-58-A |
54 | 1-54-A through 1-58-A |
55 | 1-55-A through 1-58-A |
56 | 1-56-A through 1-58-A |
57 | 1-57-A through 1-58-A |
58 | 1-58-A |
thereafter | $0.00 |
With respect to the Class IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC 2 Regular Interest IO.
“Uncertificated Pass-Through Rate”: The Uncertificated REMIC 1 Pass-Through Rate or Uncertificated REMIC 2 Pass-Through Rate.
“Uncertificated Principal Balance”: With respect to each REMIC Regular Interest, the principal amount of such REMIC Regular Interest outstanding as of any date of determination. As of the Closing Date, the Uncertificated Principal Balance of each REMIC Regular Interest shall equal the amount set forth in the Preliminary Statement hereto as its initial Uncertificated Principal Balance. On each Distribution Date, the Uncertificated Principal Balance of each such REMIC Regular Interest shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.04 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.05. The Uncertificated Principal Balance of REMIC 2 Regular Interest ZZ shall be increased by interest deferrals as provided in Section 4.04(b)(ii). The Uncertificated Principal Balance of each REMIC Regular Interest shall never be less than zero.
“Uncertificated REMIC 1 Pass-Through Rate”: With respect to REMIC 1 Regular Interests P and OC and any Distribution Date, a per annum rate equal to the weighted average of the Net Mortgage Rates of the Mortgage Loans as of the first day of the month preceding the month in which such Distribution Date occurs.
With respect to each REMIC 1 Regular Interest ending with the designation “A” and any Distribution Date, a per annum rate equal to the weighted average of the Net Mortgage Rates of the Mortgage Loans as of the first day of the month preceding the month in which such Distribution Date occurs multiplied by 2, subject to a maximum rate equal to 2 multiplied by the per annum fixed rate set forth in the Interest Rate Swap Agreement to be used in determining the Net Swap Payment under such agreement for such Distribution Date.
With respect to each REMIC 1 Regular Interest ending with the designation “B” and any Distribution Date, a per annum rate equal to the greater of (x) the excess of (1) 2 multiplied by the weighted average of the Net Mortgage Rates of the Mortgage Loans as of the first day of the month preceding the month in which such Distribution Date occurs, over (2) 2 multiplied by the per annum fixed rate set forth in the Interest Rate Swap Agreement to be used in determining the Net Swap Payment under such agreement for such Distribution Date, and (y) 0.00%.
55
“Uncertificated REMIC 2 Pass-Through Rate”: With respect to each REMIC 2 Regular Interest (other than REMIC 2 Regular Interest IO) and any Distribution Date, a per annum rate equal to the weighted average of (i) the Uncertificated REMIC 1 Pass-Through Rates for the REMIC 1 Regular Interests ending with the designation “B”, REMIC 1 Regular Interest P and REMIC 1 Regular Interest OC for such Distribution Date, and (ii) the rates listed below for the REMIC 1 Regular Interests ending with the designation “A” for such Distribution Date, in each case weighted on the basis of the Uncertificated Principal Balances of each such REMIC 1 Regular Interest for such Distribution Date:
Distribution Date | REMIC 1 Regular Interest | Rate |
1 | 1-1-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
2 | 1-2-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A | Uncertificated REMIC 1 Pass-Through Rate | |
3 | 1-3-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-2-A | Uncertificated REMIC 1 Pass-Through Rate | |
4 | 1-4-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-3-A | Uncertificated REMIC 1 Pass-Through Rate | |
5 | 1-5-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-4-A | Uncertificated REMIC 1 Pass-Through Rate | |
6 | 1-6-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-5-A | Uncertificated REMIC 1 Pass-Through Rate | |
7 | 1-7-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-6-A | Uncertificated REMIC 1 Pass-Through Rate | |
8 | 1-8-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-7-A | Uncertificated REMIC 1 Pass-Through Rate | |
9 | 1-9-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-8-A | Uncertificated REMIC 1 Pass-Through Rate | |
10 | 1-10-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-9-A | Uncertificated REMIC 1 Pass-Through Rate | |
11 | 1-11-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-10-A | Uncertificated REMIC 1 Pass-Through Rate | |
12 | 1-12-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-11-A | Uncertificated REMIC 1 Pass-Through Rate | |
13 | 1-13-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-12-A | Uncertificated REMIC 1 Pass-Through Rate |
56
Distribution Date | REMIC 1 Regular Interest | Rate |
14 | 1-14-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-13-A | Uncertificated REMIC 1 Pass-Through Rate | |
15 | 1-15-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-14-A | Uncertificated REMIC 1 Pass-Through Rate | |
16 | 1-16-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-15-A | Uncertificated REMIC 1 Pass-Through Rate | |
17 | 1-17-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-16-A | Uncertificated REMIC 1 Pass-Through Rate | |
18 | 1-18-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-17-A | Uncertificated REMIC 1 Pass-Through Rate | |
19 | 1-19-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-18-A | Uncertificated REMIC 1 Pass-Through Rate | |
20 | 1-20-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-19-A | Uncertificated REMIC 1 Pass-Through Rate | |
21 | 1-21-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-20-A | Uncertificated REMIC 1 Pass-Through Rate | |
22 | 1-22-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-21-A | Uncertificated REMIC 1 Pass-Through Rate | |
23 | 1-23-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-22-A | Uncertificated REMIC 1 Pass-Through Rate | |
24 | 1-24-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-23-A | Uncertificated REMIC 1 Pass-Through Rate | |
25 | 1-25-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-24-A | Uncertificated REMIC 1 Pass-Through Rate | |
26 | 1-26-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-25-A | Uncertificated REMIC 1 Pass-Through Rate | |
27 | 1-27-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-26-A | Uncertificated REMIC 1 Pass-Through Rate | |
28 | 1-28-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-27-A | Uncertificated REMIC 1 Pass-Through Rate | |
29 | 1-29-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-28-A | Uncertificated REMIC 1 Pass-Through Rate | |
30 | 1-30-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-29-A | Uncertificated REMIC 1 Pass-Through Rate | |
31 | 1-31-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-30-A | Uncertificated REMIC 1 Pass-Through Rate |
57
Distribution Date | REMIC 1 Regular Interest | Rate |
32 | 1-32-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-31-A | Uncertificated REMIC 1 Pass-Through Rate | |
33 | 1-33-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-32-A | Uncertificated REMIC 1 Pass-Through Rate | |
34 | 1-34-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-33-A | Uncertificated REMIC 1 Pass-Through Rate | |
35 | 1-35-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-34-A | Uncertificated REMIC 1 Pass-Through Rate | |
36 | 1-36-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-35-A | Uncertificated REMIC 1 Pass-Through Rate | |
37 | 1-37-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-36-A | Uncertificated REMIC 1 Pass-Through Rate | |
38 | 1-38-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-37-A | Uncertificated REMIC 1 Pass-Through Rate | |
39 | 1-39-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-38-A | Uncertificated REMIC 1 Pass-Through Rate | |
40 | 1-40-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-39-A | Uncertificated REMIC 1 Pass-Through Rate | |
41 | 1-41-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-40-A | Uncertificated REMIC 1 Pass-Through Rate | |
42 | 1-42-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-41-A | Uncertificated REMIC 1 Pass-Through Rate | |
43 | 1-43-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-42-A | Uncertificated REMIC 1 Pass-Through Rate | |
44 | 1-44-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-43-A | Uncertificated REMIC 1 Pass-Through Rate | |
45 | 1-45-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-44-A | Uncertificated REMIC 1 Pass-Through Rate | |
46 | 1-46-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-45-A | Uncertificated REMIC 1 Pass-Through Rate | |
47 | 1-47-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-46-A | Uncertificated REMIC 1 Pass-Through Rate | |
48 | 1-48-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-47-A | Uncertificated REMIC 1 Pass-Through Rate | |
49 | 1-49-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-48-A | Uncertificated REMIC 1 Pass-Through Rate | |
50 | 1-50-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-49-A | Uncertificated REMIC 1 Pass-Through Rate |
58
Distribution Date | REMIC 1 Regular Interest | Rate |
51 | 1-51-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-50-A | Uncertificated REMIC 1 Pass-Through Rate | |
52 | 1-52-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-51-A | Uncertificated REMIC 1 Pass-Through Rate | |
53 | 1-53-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-52-A | Uncertificated REMIC 1 Pass-Through Rate | |
54 | 1-54-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-53-A | Uncertificated REMIC 1 Pass-Through Rate | |
55 | 1-55-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-54-A | Uncertificated REMIC 1 Pass-Through Rate | |
56 | 1-56-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-55-A | Uncertificated REMIC 1 Pass-Through Rate | |
57 | 1-57-A through 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-56-A | Uncertificated REMIC 1 Pass-Through Rate | |
58 | 1-58-A | 2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate |
1-1-A through 1-57-A | Uncertificated REMIC 1 Pass-Through Rate | |
thereafter | 1-1-A through 1-58-A | Uncertificated REMIC 1 Pass-Through Rate |
With respect to REMIC 2 Regular Interest IO and any Distribution Date, a per annum rate equal to the excess of (i) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for the REMIC 1 Regular Interests ending with the designation “A” for such Distribution Date over (ii) 2 multiplied by Swap LIBOR for such Distribution Date.
“Uninsured Cause”: Any cause of damage to property subject to a Mortgage such that the complete restoration of such property is not fully reimbursable by the hazard insurance policies or flood insurance policies required to be maintained pursuant to Section 3.13.
“United States Person”: A citizen or resident of the United States, a corporation or a partnership (including an entity treated as a corporation or partnership for United States federal income tax purposes) created or organized in, or under the laws of, the United States or any State thereof or the District of Columbia (except, in the case of a partnership, to the extent provided in regulations) provided that, for purposes solely of the restrictions on the transfer of Class R Certificates, no partnership or other entity treated as a partnership for United States federal income tax purposes shall be treated as a United States Person unless all persons that own an interest in such partnership either directly or through any entity that is not a corporation for United States federal income tax purposes are required by the applicable operative agreement to be United States Persons or an estate whose income is subject to United States federal income tax regardless of its source, or a trust if a court within the United States is able to exercise primary supervision over the administration of the trust and one or more such United States Persons have the authority to control all substantial decisions of the trust. To the extent prescribed in regulations by the Secretary of the Treasury, which have not yet been issued, a trust which was in existence on August 20, 1996 (other than a trust treated as owned by the grantor under subpart E of part I of subchapter J of chapter 1 of the Code), and which was treated as a United States person on August 20, 1996 may elect to continue to be treated as a United States person notwithstanding the previous sentence.
59
“Unpaid Interest Shortfall Amount”: For each Class of Class A, Class M and Class B Certificates and any Distribution Date, the amount, if any, by which (a) the sum of (1) the Monthly Interest Distributable Amount for such Class for such Distribution Date and (2) the outstanding Unpaid Interest Shortfall Amount, if any, for such Class for the immediately preceding Distribution Date exceeds (b) the aggregate amount distributed on such Class in respect of interest pursuant to clause (a) of this definition on such Distribution Date, plus interest on the amount of Unpaid Interest Shortfall Amount due but not paid on such Class on the immediately preceding Distribution Date, to the extent permitted by law, at the Pass-Through Rate for such Class for the related Accrual Period.
“Voting Rights”: The portion of the voting rights of all of the Certificates which is allocated to any Certificate. At all times during the term of this Agreement, (i) 98% of all Voting Rights will be allocated among the Holders of the Class A Certificates, the Subordinate Certificates and the Class C Certificates in proportion to the then outstanding Certificate Principal Balances of their respective Certificates, (ii) 1% of all Voting Rights will be allocated to the Holders of the Class P Certificates and (iii) 1% of all Voting Rights will be allocated to the Holders of the Class R Certificates. The Voting Rights allocated to any Class of Certificates shall be allocated among all Holders of the Certificates of such Class in proportion to the outstanding Percentage Interests in such Class represented thereby.
“Weighted Average Net Mortgage Rate”: The weighted average of the Net Mortgage Rates of the Mortgage Loans, weighted on the basis of the Stated Principal Balances thereof as of the close of business on the first day of the calendar month preceding the month in which such Distribution Date occurs.
Section 1.02. Determination of LIBOR.
LIBOR applicable to the calculation of the Pass-Through Rate on the Class A Certificates and Subordinate Certificates for any Accrual Period will be determined on each LIBOR Rate Adjustment Date.
On each LIBOR Rate Adjustment Date, LIBOR shall be established by the Trustee and, as to any Accrual Period, will equal the rate for one month United States dollar deposits that appears on the Telerate Screen Page 3750 as of 11:00 a.m., London time, on such LIBOR Rate Adjustment Date. “Telerate Screen Page 3750” means the display designated as page 3750 on the Telerate Service (or such other page as may replace page 3750 on that service for the purpose of displaying London interbank offered rates of major banks). If such rate does not appear on such page (or such other page as may replace that page on that service, or if such service is no longer offered, LIBOR shall be so established by use of such other service for displaying LIBOR or comparable rates as may be selected by the Trustee after consultation with the Master Servicer), the rate will be the Reference Bank Rate. The “Reference Bank Rate” will be determined on the basis of the rates at which deposits in U.S. Dollars are offered by the reference banks (which shall be any three major banks that are engaged in transactions in the London interbank market, selected by the Trustee after consultation with the Master Servicer) as of 11:00 a.m., London time, on the LIBOR Rate Adjustment Date to prime banks in the London interbank market for a period of one month in amounts approximately equal to the aggregate Certificate Principal Balance of the Class A Certificates and Subordinate Certificates then outstanding. The Trustee will request the principal London office of each of the reference banks to provide a quotation of its rate. If at least two such quotations are provided, the rate will be the arithmetic mean of the quotations rounded up to the next multiple of 1/16%. If on such date fewer than two quotations are provided as requested, the rate will be the arithmetic mean of the rates quoted by one or more major banks in New York City, selected by the Trustee after consultation with the Master Servicer, as of 11:00 a.m., New York City time, on such date for loans in U.S. Dollars to leading European banks for a period of one month. If no such quotations can be obtained, the rate will be LIBOR for the prior Distribution Date; provided however, if, under the priorities described above, LIBOR for a Distribution Date would be based on LIBOR for the previous Distribution Date for the third consecutive Distribution Date, the Trustee shall select an alternative comparable index after consultation with the Master Servicer (over which the Trustee has no control), used for determining one-month Eurodollar lending rates that is calculated and published (or otherwise made available) by an independent party.
60
The establishment of LIBOR by the Trustee on any LIBOR Rate Adjustment Date and the Trustee’s subsequent calculation of the Pass-Through Rate applicable to the Class A Certificates and Subordinate Certificates for the relevant Accrual Period, in the absence of manifest error, will be final and binding.
Promptly following each LIBOR Rate Adjustment Date the Trustee shall supply the Master Servicer with the results of its determination of LIBOR on such date. Furthermore, the Trustee will supply to any Certificateholder so requesting by telephone the Pass-Through Rate on the Class A Certificates and Subordinate Certificates for the current and the immediately preceding Accrual Period.
Section 1.03. Allocation of Certain Interest Shortfalls.
For purposes of calculating the amount of the Monthly Interest Distributable Amount for the Class A Certificates, the Subordinate Certificates and the Class C Certificates for any Distribution Date, the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, to the Class C Certificates, based on, and to the extent of, one month's interest at the then applicable Pass-Through Rate on the Notional Balance of such Certificates and, thereafter, among the Class A, Class M and Class B Certificates on a pro rata basis, based on, and to the extent of, one month's interest at the then applicable respective Pass-Through Rates on the respective Certificate Principal Balances of each such Certificate.
61
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC 1 Regular Interests for any Distribution Date, the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans shall be allocated first, to REMIC 1 Regular Interests ending with the designation “B” and REMIC 1 Regular Interests P and OC, pro rata, based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 1 Regular Interest, and then, to REMIC 1 Regular Interests ending with the designation “A”, pro rata, based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 1 Regular Interest.
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest IO) for any Distribution Date, the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, to Uncertificated Accrued Interest payable to REMIC 2 Regular Interest AA and REMIC 2 Regular Interest ZZ up to an aggregate amount equal to the REMIC 2 Interest Loss Allocation Amount, 98% and 2%, respectively, and thereafter among REMIC 2 Regular Interest AA, each REMIC 2 Regular Interest for which a Class A, Class B, Class M or Class P Certificate is the Corresponding Certificate and REMIC 2 Regular Interest ZZ, pro rata, based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 2 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 2 Regular Interest.
ARTICLE II
CONVEYANCE OF MORTGAGE LOANS;
ORIGINAL ISSUANCE OF CERTIFICATES
Section 2.01. | Conveyance of Mortgage Loans. |
The Depositor, as of the Closing Date, and concurrently with the execution and delivery hereof, does hereby assign, transfer, sell, set over and otherwise convey to the Trustee without recourse all the right, title and interest of the Depositor in and to the Mortgage Loans identified on the Mortgage Loan Schedule (exclusive of any late payment charges received thereon) and all other assets included or to be included in the Trust Fund for the benefit of the Certificateholders, including the amount to be deposited by or on behalf of the Depositor into the Net WAC Shortfall Reserve Fund. Such assignment includes all principal and interest received by the Master Servicer on or with respect to the Mortgage Loans (other than payment of principal and interest due on or before the Cut-off Date).
62
In connection with such transfer and assignment, the Depositor has caused the Sponsor to deliver to, and deposit with the Trustee, as described in the Mortgage Loan Purchase Agreement, with respect to each Mortgage Loan, the following documents or instruments:
(i) the original Mortgage Note endorsed without recourse, “Deutsche Bank National Trust Company, as trustee under the Pooling and Servicing Agreement relating to Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1” with all intervening endorsements showing an unbroken chain of endorsements from the originator to the Person endorsing it to the Trustee or, with respect to any Mortgage Loan as to which the original Mortgage Note has been permanently lost or destroyed and has not been replaced, a Lost Note Affidavit;
(ii) the original recorded Mortgage, noting the presence of the MIN of the Mortgage Loan and language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan, with evidence of recording indicated thereon or, if the original Mortgage has not been returned from the public recording office, a copy of the Mortgage certified by the Sponsor or the public recording office in which such Mortgage has been recorded to be a true and complete copy of the original Mortgage submitted for recording;
(iii) unless the Mortgage Loan is registered on the MERS® System, a duly executed original Assignment of the Mortgage, without recourse, in recordable form to Deutsche Bank National Trust Company, as trustee,” or to “Deutsche Bank National Trust Company, as trustee for holders of Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1”;
(iv) the original recorded Assignment or Assignments of the Mortgage showing an unbroken chain of assignment from the originator thereof to the Person assigning it to the Trustee (or to MERS, if the Mortgage Loan is registered on the MERS® System and noting the presence of a MIN) or, if any such Assignment has not been returned from the applicable public recording office, a copy of such Assignment certified by the Sponsor to be a true and complete copy of the original Assignment submitted to the title insurance company for recording;
(v) the original title insurance policy, or, if such policy has not been issued, any one of an original or a copy of the preliminary title report, title binder or title commitment on the Mortgaged Property with the original policy of the insurance to be delivered promptly following the receipt thereof;
(vi) a copy of the related hazard insurance policy; and
63
(vii) a true and correct copy of any assumption, modification, consolidation or substitution agreement.
The Sponsor is obligated as described in the Mortgage Loan Purchase Agreement, with respect to the Mortgage Loans, to deliver to the Trustee: (a) either the original recorded Mortgage, or in the event such original cannot be delivered by the Sponsor, a copy of such Mortgage certified as true and complete by the appropriate recording office, in those instances where a copy thereof certified by the Sponsor was delivered to the Trustee pursuant to clause (ii) above; and (b) either the original Assignment or Assignments of the Mortgage, with evidence of recording thereon, showing an unbroken chain of assignment from the originator to the Sponsor, or in the event such original cannot be delivered by the Sponsor, a copy of such Assignment or Assignments certified as true and complete by the appropriate recording office, in those instances where copies thereof certified by the Sponsor were delivered to the Trustee pursuant to clause (iv) above. However, pursuant to the Mortgage Loan Purchase Agreement with respect to the Mortgage Loans, the Sponsor need not cause to be recorded any assignment in any jurisdiction under the laws of which, as evidenced by an Opinion of Counsel delivered by the Sponsor to the Trustee and the Rating Agencies, the recordation of such assignment is not necessary to protect the Trustee’s interest in the related Mortgage Loan; provided, however, notwithstanding the delivery of any Opinion of Counsel, each assignment shall be submitted for recording by the Sponsor in the manner described above, at no expense to the Trust or the Trustee, upon the earliest to occur of: (i) direction by the Holders of Certificates evidencing at least 25% of the Voting Rights, (ii) the occurrence of a Event of Default, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Sponsor, (iv) the occurrence of a servicing transfer as described in Section 7.02 hereof and (v) if the Sponsor is not the Master Servicer and with respect to any one assignment, the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage.
Notwithstanding anything to the contrary contained in this Section 2.01, in those instances where the public recording office retains the original Mortgage after it has been recorded, the Sponsor shall be deemed to have satisfied its obligations hereunder upon delivery to the Trustee of a copy of such Mortgage certified by the public recording office to be a true and complete copy of the recorded original thereof.
If any Assignment is lost or returned unrecorded to the Trustee because of any defect therein, the Sponsor is required, as described in the Mortgage Loan Purchase Agreement with respect to the Mortgage Loans, to prepare a substitute Assignment or cure such defect, as the case may be, and the Sponsor shall cause such Assignment to be recorded in accordance with this section.
The Sponsor is required as described in the Mortgage Loan Purchase Agreement with respect to the Mortgage Loans, to exercise its best reasonable efforts to deliver or cause to be delivered to the Trustee within 120 days of the Closing Date, with respect to the Mortgage Loans, the original or a photocopy of the title insurance policy with respect to each such Mortgage Loan assigned to the Trustee pursuant to this Section 2.01.
64
In connection with the assignment of any Mortgage Loan registered on the MERS® System, the Sponsor further agrees that it will cause, at the Sponsor's own expense, as of the Closing Date, the MERS® System to indicate that such Mortgage Loans have been assigned by the Sponsor to the Trustee in accordance with this Agreement for the benefit of the Certificateholders by including (or deleting, in the case of Mortgage Loans which are repurchased in accordance with this Agreement) in such computer files (a) the code in the field which identifies the specific Trustee and (b) the code in the field “Pool Field” which identifies the series of the Certificates issued in connection with such Mortgage Loans. The Depositor further agrees that it will not, and will not permit the Master Servicer to, and the Master Servicer agrees that it will not, alter the codes referenced in this paragraph with respect to any Mortgage Loan during the term of this Agreement unless and until such Mortgage Loan is repurchased in accordance with the terms of this Agreement.
All original documents relating to the Mortgage Loans which are not delivered to the Trustee are and shall be held by the Master Servicer in trust for the benefit of the Trustee on behalf of the Certificateholders.
Except as may otherwise expressly be provided herein, none of the Depositor, the Master Servicer or the Trustee shall (and the Master Servicer shall ensure that no Sub-Servicer shall) assign, sell, dispose of or transfer any interest in the Trust Fund or any portion thereof, or cause the Trust Fund or any portion thereof to be subject to any lien, claim, mortgage, security interest, pledge or other encumbrance.
It is intended that the conveyance of the Mortgage Loans by the Depositor to the Trustee as provided in this Section be, and be construed as, a sale of the Mortgage Loans as provided for in this Section 2.01 by the Depositor to the Trustee for the benefit of the Certificateholders. It is, further, not intended that such conveyance be deemed a pledge of the Mortgage Loans by the Depositor to the Trustee to secure a debt or other obligation of the Depositor. However, in the event that the Mortgage Loans are held to be property of the Depositor, or if for any reason this Agreement is held or deemed to create a security interest in the Mortgage Loans, then it is intended that, (a) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the New York Uniform Commercial Code and the Uniform Commercial Code of any other applicable jurisdiction; (b) the conveyance provided for in this Section shall be deemed to be (1) a grant by the Depositor to the Trustee of a security interest in all of the Depositor's right (including the power to convey title thereto), title and interest, whether now owned or hereafter acquired, in and to (A) the Mortgage Loans, including the Mortgage Notes, the Mortgages, any related Insurance Policies and all other documents in the related Mortgage Files, (B) all amounts payable to the holders of the Mortgage Loans in accordance with the terms thereof and (C) all proceeds of the conversion, voluntary or involuntary, of the foregoing into cash, instruments, securities or other property, including without limitation all amounts from time to time held or invested in the Certificate Account or the Custodial Account, whether in the form of cash, instruments, securities or other property and (2) an assignment by the Depositor to the Trustee of any security interest in any and all of the Sponsor's right (including the power to convey title thereto), title and interest, whether now owned or hereafter acquired, in and to the property described in the foregoing clauses (1)(A) through (C); (c) the possession by the Trustee or any other custodian or agent of the Trustee of Mortgage Notes and such other items of property as constitute instruments, money, negotiable documents or chattel paper shall be deemed to be “possession by the secured party” or possession by a purchaser or a person designated by such secured party, for purposes of perfecting the security interest pursuant to the New York Uniform Commercial Code and the Uniform Commercial Code of any other applicable jurisdiction (including, without limitation, Sections 9-115, 9-305, 8-102, 8-301, 8-501 and 8-503 thereof); and (d) notifications to persons holding such property, and acknowledgments, receipts or confirmations from persons holding such property, shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, bailees or agents (as applicable) of the Trustee for the purpose of perfecting such security interest under applicable law. The Depositor and the Trustee shall, to the extent consistent with this Agreement, take such actions as may be necessary to ensure that, if this Agreement were deemed to create a security interest in the Mortgage Loans, such security interest would be deemed to be a perfected security interest of first priority under applicable law and will be maintained as such throughout the term of the Agreement.
65
Concurrently with the execution of this Agreement, the Interest Rate Swap Agreement and Cap Contracts shall be delivered to the Trustee. In connection therewith, the Depositor hereby directs the Trustee, as Supplemental Interest Trust Trustee (not in its individual capacity, but solely in its capacity as Supplemental Interest Trust Trustee), to execute and deliver the Interest Rate Swap Agreement and to exercise the rights, perform the obligations, and make the representations of Party B (as defined therein) as set forth in the Interest Rate Swap Agreement and as provided in this Agreement on the Closing Date and thereafter. In addition, the Trustee, as Supplemental Interest Trust Trustee (not in its individual capacity, but solely in its capacity as Supplemental Interest Trust Trustee), is hereby directed to execute and deliver the Cap Contracts on behalf of Party B (as defined therein) and to exercise the rights, perform the obligations, and make the representations of Party B as set forth in the each Cap Contract and as provided in this Agreement on the Closing Date and thereafter. The Sponsor, the Master Servicer, the Depositor and the Certificateholders, by acceptance of their Certificates, acknowledge and agree that the Trustee, as Supplemental Interest Trust Trustee, shall execute and deliver the Interest Rate Swap Agreement and Cap Contracts on behalf of Party B (as defined therein) and shall exercise the rights, perform the obligations, and make the representations of Party B as set forth in the Interest Rate Swap Agreement and Cap Contracts and as provided in this Agreement and shall do so solely in its capacity as Supplemental Interest Trust Trustee and not in its individual capacity.
Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Supplemental Interest Trust Trustee shall apply to the Supplemental Interest Trust Trustee’s execution of the Interest Rate Swap Agreement and Cap Contracts, and the performance of its duties and the satisfaction of its obligations on behalf of Party B thereunder.
66
Section 2.02. | Acceptance of the Trust Fund by the Trustee. |
The Trustee, with respect to the Mortgage Files held by it, acknowledges receipt (subject to any exceptions noted in the Initial Certification described below) on behalf of the Trustee, of the documents referred to in Section 2.01 above and all other assets included in the definition of “Trust Fund” and declares that it holds and will hold such documents and the other documents delivered to it constituting the Mortgage Files, and that it holds or will hold such other assets included in the definition of “Trust Fund” (to the extent delivered or assigned to the Trustee), in trust for the exclusive use and benefit of all present and future Certificateholders.
The Trustee agrees, for the benefit of the Certificateholders, to review or cause to be reviewed on its behalf, each Mortgage File on or before the Closing Date to ascertain that all documents required to be delivered to it are in its possession, and the Trustee agrees to execute and deliver, or cause to be executed and delivered, to the Depositor and the Master Servicer on the Closing Date, with respect to each Mortgage Loan, an Initial Certification in the form annexed hereto as Exhibit C to the effect that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in such certification as not covered by such certification), (i) all documents required to be delivered to it pursuant to this Agreement with respect to such Mortgage Loan are in its possession, (ii) such documents have been reviewed by it and appear regular on their face and relate to such Mortgage Loan and (iii) based on its examination and only as to the foregoing documents, the information set forth in items (i), (ii), (iii)(A) and (iv) of the definition of the “Mortgage Loan Schedule” accurately reflects information set forth in the Mortgage File. None of the Trustee or the Master Servicer shall be under any duty to determine whether any Mortgage File should include any of the documents specified in clause (vi) or (vii) of Section 2.01. None of the Trustee or the Master Servicer shall be under any duty or obligation to inspect, review or examine said documents, instruments, certificates or other papers to determine that the same are genuine, enforceable or appropriate for the represented purpose or that they have actually been recorded, or they are in recordable form or that they are other than what they purport to be on their face.
Within 90 days of the Closing Date, with respect to the Mortgage Loans, the Trustee shall deliver to the Depositor and the Master Servicer a Final Certification in the form annexed hereto as Exhibit D evidencing the completeness of the Mortgage Files, with any applicable exceptions noted thereon, with respect to all of the Mortgage Loans.
67
If in the process of reviewing the Mortgage Files and preparing the certifications referred to above the Trustee finds any document or documents constituting a part of a Mortgage File to be missing or defective in any material respect, the Trustee shall promptly notify the Sponsor, the Master Servicer and the Depositor. The Trustee shall promptly notify the Sponsor of such defect and request that the Sponsor cure any such defect within 60 days from the date on which the Sponsor was notified of such defect, and if the Sponsor does not cure such defect in all material respects during such period, request on behalf of the Certificateholders that the Sponsor purchase such Mortgage Loan from the Trust Fund at the Purchase Price within 90 days after the date on which the Sponsor was notified of such defect; provided that if such defect would cause the Mortgage Loan to be other than a “qualified mortgage” as defined in Section 860G(a)(3) of the Code, any such cure or repurchase must occur within 90 days from the date such breach was discovered. It is understood and agreed that the obligation of the Sponsor to cure a material defect in, or purchase any Mortgage Loan as to which a material defect in a constituent document exists shall constitute the sole remedy respecting such defect available to Certificateholders or the Trustee on behalf of Certificateholders. The Purchase Price for the purchased Mortgage Loan shall be deposited or caused to be deposited upon receipt by the Master Servicer in the Custodial Account and, upon receipt by the Trustee of written notification of such deposit signed by a Servicing Officer, the Trustee shall release or cause to be released to the Sponsor the related Mortgage File and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Sponsor shall require as necessary to vest in the Sponsor ownership of any Mortgage Loan released pursuant hereto and at such time the Trustee shall have no further responsibility with respect to the related Mortgage File. In furtherance of the foregoing, if the Sponsor is not a member of MERS and the Mortgage is registered on the MERS® System, the Master Servicer, at its own expense and without any right of reimbursement, shall cause MERS to execute and deliver an assignment of the Mortgage in recordable form to transfer the Mortgage from MERS to the Sponsor and shall cause such Mortgage to be removed from registration on the MERS® System in accordance with MERS' rules and regulations.
Section 2.03. | Representations, Warranties and Covenants of the Master Servicer and the Depositor. |
(a) The Master Servicer hereby represents and warrants to and covenants with the Depositor and the Trustee for the benefit of Certificateholders that:
(i) The Master Servicer is, and throughout the term hereof shall remain, a corporation duly organized, validly existing and in good standing under the laws of the state of its incorporation (except as otherwise permitted pursuant to Section 6.02), the Master Servicer is, and shall remain, in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to perform its obligations under this Agreement, and the Master Servicer is, and shall remain, approved to sell mortgage loans to and service mortgage loans for Fannie Mae and Freddie Mac;
(ii) The execution and delivery of this Agreement by the Master Servicer, and the performance and compliance with the terms of this Agreement by the Master Servicer, will not violate the Master Servicer's articles of incorporation or bylaws or constitute a default (or an event which, with notice or lapse of time, or both, would constitute a default) under, or result in the breach of, any material agreement or other instrument to which it is a party or which is applicable to it or any of its assets;
68
(iii) The Master Servicer has the full power and authority to enter into and consummate all transactions contemplated by this Agreement, has duly authorized the execution, delivery and performance of this Agreement, and has duly executed and delivered this Agreement;
(iv) This Agreement, assuming due authorization, execution and delivery by the Depositor and the Trustee, constitutes a valid, legal and binding obligation of the Master Servicer, enforceable against the Master Servicer in accordance with the terms hereof, subject to (A) applicable bankruptcy, insolvency, reorganization, moratorium and other laws affecting the enforcement of creditors' rights generally, and (B) general principles of equity, regardless of whether such enforcement is considered in a proceeding in equity or at law;
(v) The Master Servicer is not in violation of, and its execution and delivery of this Agreement and its performance and compliance with the terms of this Agreement will not constitute a violation of, any law, any order or decree of any court or arbiter, or any order, regulation or demand of any federal, state or local governmental or regulatory authority, which violation is likely to affect materially and adversely either the ability of the Master Servicer to perform its obligations under this Agreement or the financial condition of the Master Servicer;
(vi) No litigation is pending (other than litigation with respect to which pleadings or documents have been filed with a court, but not served on the Master Servicer) or, to the best of the Master Servicer's knowledge, threatened against the Master Servicer which would prohibit its entering into this Agreement or performing its obligations under this Agreement or is likely to affect materially and adversely either the ability of the Master Servicer to perform its obligations under this Agreement or the financial condition of the Master Servicer;
(vii) The Master Servicer will comply in all material respects in the performance of this Agreement with all reasonable rules and requirements of each insurer under each Insurance Policy;
(viii) The execution of this Agreement and the performance of the Master Servicer's obligations hereunder do not require any license, consent or approval of any state or federal court, agency, regulatory authority or other governmental body having jurisdiction over the Master Servicer, other than such as have been obtained;
(ix) No information, certificate of an officer, statement furnished in writing or report delivered to the Depositor, any affiliate of the Depositor or the Trustee by the Master Servicer in its capacity as Master Servicer, and not in its capacity as a Sponsor hereunder, will, to the knowledge of the Master Servicer, contain any untrue statement of a material fact;
69
(x) The Master Servicer will not waive any Prepayment Charge unless it is waived in accordance with the standard set forth in Section 3.01; and
(xi) The Master Servicer is a member of MERS in good standing, and will comply in all material respects with the rules and procedures of MERS in connection with the servicing of the Mortgage Loans that are registered with MERS.
It is understood and agreed that the representations, warranties and covenants set forth in this Section 2.03(a) shall survive the execution and delivery of this Agreement, and shall inure to the benefit of the Depositor, the Trustee and the Certificateholders. Upon discovery by the Depositor, the Trustee or the Master Servicer of a breach of any of the foregoing representations, warranties and covenants that materially and adversely affects the interests of the Depositor or the Trustee, the party discovering such breach shall give prompt written notice to the other parties. Notwithstanding the foregoing, within 90 days of the earlier of discovery by the Master Servicer or receipt of notice by the Master Servicer of the breach of the covenant of the Master Servicer set forth in Section 2.03(x) above which materially and adversely affects the interests of the Holders of the Class P Certificates in any Prepayment Charge, the Master Servicer shall remedy such breach as follows: the Master Servicer shall pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Custodial Account (net of any amount actually collected by the Master Servicer in respect of such Prepayment Charge and remitted by the Master Servicer, for the benefit of the Holders of the Class P Certificates, in respect of such Prepayment Charge, into the Custodial Account). The foregoing shall not, however, limit any remedies available to the Certificateholders, the Depositor or the Trustee on behalf of the Certificateholders, pursuant to the Mortgage Loan Purchase Agreement respecting a breach of any of the representations, warranties and covenants contained in the Mortgage Loan Purchase Agreement.
(b) The Depositor hereby represents and warrants to the Master Servicer and the Trustee for the benefit of Certificateholders that as of the Closing Date, the representations and warranties of the Sponsor with respect to the Mortgage Loans and the remedies therefor that are contained in the Mortgage Loan Purchase Agreement are as set forth in Exhibit I hereto.
It is understood and agreed that the representations and warranties set forth in this Section 2.03(b) shall survive delivery of the respective Mortgage Files to the Trustee.
Upon discovery by either the Depositor, the Master Servicer or the Trustee of a breach of any representation or warranty set forth in this Section 2.03 which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties.
Section 2.04. | Representations and Warranties of the Sponsor. |
70
The Depositor hereby assigns to the Trustee for the benefit of Certificateholders all of its rights (but none of its obligations) in, to and under the Mortgage Loan Purchase Agreement. Insofar as the Mortgage Loan Purchase Agreement relates to such representations and warranties and any remedies provided thereunder for any breach of such representations and warranties, such right, title and interest may be enforced by the Trustee on behalf of the Certificateholders. Upon the discovery by the Depositor, the Master Servicer or the Trustee of a breach of any of the representations and warranties made in the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan which materially and adversely affects the interests of the Certificateholders in such Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties. The Trustee shall promptly notify the Sponsor of such breach and request that the Sponsor shall, within 90 days from the date that the Sponsor was notified or otherwise obtained knowledge of such breach, either (i) cure such breach in all material respects or (ii) purchase such Mortgage Loan from the Trust Fund at the Purchase Price and in the manner set forth in Section 2.02; provided that if such breach would cause the Mortgage Loan to be other than a “qualified mortgage” as defined in Section 860G(a)(3) of the Code, any such cure or repurchase must occur within 90 days from the date such breach was discovered. However, in the case of a breach under the Mortgage Loan Purchase Agreement, subject to the approval of the Depositor the Sponsor shall have the option to substitute a Qualified Substitute Mortgage Loan or Loans for such Mortgage Loan if such substitution occurs within two years following the Closing Date, except that if the breach would cause the Mortgage Loan to be other than a “qualified mortgage” as defined in Section 860G(a)(3) of the Code, any such substitution must occur within 90 days from the date the breach was discovered if such 90 day period expires before two years following the Closing Date. In the event that the Sponsor elects to substitute a Qualified Substitute Mortgage Loan or Loans for a Deleted Mortgage Loan pursuant to this Section 2.04, the Trustee shall enforce the obligation of the Sponsor under the Mortgage Loan Purchase Agreement to deliver to the Trustee and the Master Servicer, as appropriate, with respect to such Qualified Substitute Mortgage Loan or Loans, the original Mortgage Note, the Mortgage, an Assignment of the Mortgage in recordable form, and such other documents and agreements as are required by Section 2.01, with the Mortgage Note endorsed as required by Section 2.01. No substitution will be made in any calendar month after the Determination Date for such month. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution, to the extent received by the Master Servicer or any Sub-Servicer, shall not be part of the Trust Fund and will be retained by the Master Servicer and remitted by the Master Servicer to the Sponsor on the next succeeding Distribution Date. For the month of substitution, distributions to Certificateholders will include the Monthly Payment due on a Deleted Mortgage Loan for such month and thereafter the Sponsor shall be entitled to retain all amounts received in respect of such Deleted Mortgage Loan. The Depositor shall amend or cause to be amended the Mortgage Loan Schedule for the benefit of the Certificateholders to reflect the removal of such Deleted Mortgage Loan and the substitution of the Qualified Substitute Mortgage Loan or Loans and the Depositor shall deliver the amended Mortgage Loan Schedule to the Trustee. Upon such substitution, the Qualified Substitute Mortgage Loan or Loans shall be subject to the terms of this Agreement in all respects, the Sponsor shall be deemed to have made the representations and warranties with respect to the Qualified Substitute Mortgage Loan contained in the Mortgage Loan Purchase Agreement as of the date of substitution, and the Depositor shall be deemed to have made with respect to any Qualified Substitute Mortgage Loan or Loans, as of the date of substitution, the non-statistical representations and warranties set forth in Exhibit I hereof.
71
In connection with the substitution of one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Master Servicer will determine the amount (the “Substitution Adjustment”), if any, by which the aggregate principal balance of all such Qualified Substitute Mortgage Loans as of the date of substitution is less than the aggregate Stated Principal Balance of all such Deleted Mortgage Loans (in each case after application of the principal portion of the Monthly Payments due in the month of substitution that are to be distributed to Certificateholders in the month of substitution). The Trustee shall enforce the obligation of the Sponsor under the Mortgage Loan Purchase Agreement to provide the Master Servicer on the day of substitution for immediate deposit into the Custodial Account the amount of such shortfall, without any reimbursement therefor. In accordance with the Mortgage Loan Purchase Agreement, the Sponsor shall give notice in writing to the Trustee of such event, which notice shall be accompanied by an Officers’ Certificate as to the calculation of such shortfall and by an Opinion of Counsel to the effect that such substitution will not cause (a) any federal tax to be imposed on REMIC 1, REMIC 2 or REMIC 3, including without limitation, any federal tax imposed on “prohibited transactions” under Section 860F(a)(1) of the Code or on “contributions after the startup date” under Section 860G(d)(1) of the Code or (b) any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC at any time that any Certificate is outstanding. The costs of any substitution as described above, including any related assignments, opinions or other documentation in connection therewith shall be borne by the Sponsor.
Except as expressly set forth herein none of the Trustee or the Master Servicer is under any obligation to discover any breach of the above-mentioned representations and warranties. It is understood and agreed that the obligation of the Sponsor to cure such breach, purchase or to substitute for such Mortgage Loan as to which such a breach has occurred and is continuing shall constitute the sole remedy respecting such breach available to Certificateholders or the Trustee on behalf of Certificateholders.
Section 2.05. | Issuance of Certificates; Conveyance of REMIC Regular Interests and Acceptance of REMIC 2 and REMIC 3 by the Trustee. |
(a) The Trustee acknowledges the assignment to it of the Mortgage Loans and the delivery to it of the Mortgage Files, subject to the provisions of Sections 2.01 and 2.02, together with the assignment to it of all other assets included in the Trust Fund, receipt of which is hereby acknowledged. Concurrently with such assignment and delivery and in exchange therefor, the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, the Certificates in authorized denominations. The interests evidenced by the Certificates, constitute the entire beneficial ownership interest in the Trust Fund.
72
(b) The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC 1 Regular Interests for the benefit of the holders of the REMIC 2 Regular Interests and Holders of the Class R Certificates (in respect of the Class R-2 Interest). The Trustee acknowledges receipt of the REMIC 1 Regular Interests (which are uncertificated) and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the REMIC 2 Regular Interests and Holders of the Class R Certificates (in respect of the Class R-2 Interest). The interests evidenced by the Class R-2 Interest, together with the REMIC 2 Regular Interests, constitute the entire beneficial ownership interest in REMIC 2.
(c) The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC 2 Regular Interests for the benefit of the holders of the REMIC 3 Regular Interests and Holders of the Class R Certificates (in respect of the Class R-3 Interest). The Trustee acknowledges receipt of the REMIC 2 Regular Interests (which are uncertificated) and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the REMIC 3 Regular Interests and Holders of the Class R Certificates (in respect of the Class R-3 Interest). The interests evidenced by the Class R-3 Interest, together with the REMIC 3 Regular Interests, constitute the entire beneficial ownership interest in REMIC 3.
(d) In exchange for the REMIC 2 Regular Interests and, concurrently with the assignment to the Trustee thereof, pursuant to the written request of the Depositor executed by an officer of the Depositor, the Trustee has executed, authenticated and delivered to or upon the order of the Depositor, the Regular Certificates in authorized denominations evidencing (together with the Class R-3 Interest and the Class IO Interest) the entire beneficial ownership interest in REMIC 3.
(e) Concurrently with (i) the assignment and delivery to the Trustee of REMIC 1 (including the Residual Interest therein represented by the Class R-1 Interest) and the acceptance by the Trustee thereof, (ii) the assignment and delivery to the Trustee of REMIC 2 (including the Residual Interest therein represented by the Class R-2 Interest), and (iii) the assignment and delivery to the Trustee of REMIC 3 (including the Residual Interest therein represented by the Class R-3 Interest), and the acceptance by the Trustee thereof, the Trustee, from and pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, the Class R Certificates in authorized denominations evidencing the Class R-1 Interest, Class R-2 Interest and Class R-3 Interest.
73
Section 2.06. | Purposes and Powers of the Trust. |
The purpose of the common law trust, as created hereunder, is to engage in the following activities:
(a) acquire and hold the Mortgage Loans and the other assets of the Trust Fund and the proceeds therefrom;
(b) to issue the Certificates sold to the Depositor in exchange for the Mortgage Loans;
(c) to make payments on the Certificates;
(d) to engage in those activities that are necessary, suitable or convenient to accomplish the foregoing or are incidental thereto or connected therewith; and
(e) subject to compliance with this Agreement, to engage in such other activities as may be required in connection with conservation of the Trust Fund and the making of distributions to the Certificateholders.
The trust is hereby authorized to engage in the foregoing activities. The Trustee shall not knowingly and explicitly cause the trust to engage in any activity other than in connection with the foregoing or other than as required or authorized by the terms of this Agreement while any Certificate is outstanding, and this Section 2.06 may not be amended, without the consent of the Certificateholders evidencing 51% or more of the aggregate voting rights of the Certificates.
74
ARTICLE III
ADMINISTRATION AND SERVICING
OF THE TRUST FUND
Section 3.01. | Master Servicer to Act as Master Servicer. |
The Master Servicer shall supervise, or take such actions as are necessary to ensure, the servicing and administration of the Mortgage Loans and any REO Property in accordance with this Agreement and its normal servicing practices, which generally shall conform to the standards (i) of the Servicing Guide, if Impac Funding Corporation is Master Servicer, or (ii) if Impac Funding Corporation is not the Master Servicer, of an institution prudently servicing mortgage loans for its own account and shall have full authority to do anything it reasonably deems appropriate or desirable in connection with such servicing and administration. To the extent consistent with the foregoing, the Master Servicer shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge only if such waiver would maximize recovery of total proceeds taking into account the value of such Prepayment Charge and related Mortgage Loan and doing so is standard and customary in servicing mortgage loans similar to the Mortgage Loans (including any waiver of a Prepayment Charge in connection with a refinancing of a Mortgage Loan that is related to a default or a reasonably foreseeable default), and in no event will it waive a Prepayment Charge in connection with a refinancing of a Mortgage Loan that is not related to a default or a reasonably foreseeable default.
The Master Servicer may perform its responsibilities relating to servicing through other agents or independent contractors, but shall not thereby be released from any of its responsibilities as hereinafter set forth. The authority of the Master Servicer, in its capacity as master servicer, and any Sub-Servicer acting on its behalf, shall include, without limitation, the power to (i) consult with and advise any Sub-Servicer regarding administration of a related Mortgage Loan, (ii) approve any recommendation by a Sub-Servicer to foreclose on a related Mortgage Loan, (iii) supervise the filing and collection of insurance claims and take or cause to be taken such actions on behalf of the insured Person thereunder as shall be reasonably necessary to prevent the denial of coverage thereunder, and (iv) effectuate foreclosure or other conversion of the ownership of the Mortgaged Property securing a related Mortgage Loan, including the employment of attorneys, the institution of legal proceedings, the collection of deficiency judgments, the acceptance of compromise proposals, the filing of claims under any Insurance Policy and any other matter pertaining to a delinquent Mortgage Loan. The authority of the Master Servicer shall include, in addition, the power on behalf of the Certificateholders, the Trustee or any of them to (i) execute and deliver customary consents or waivers and other instruments and documents, (ii) consent to transfer of any related Mortgaged Property and assumptions of the related Mortgage Notes and Security Instruments (in the manner provided in this Agreement) and (iii) collect any Insurance Proceeds and Liquidation Proceeds. If permitted under applicable law without prejudicing any rights of the Trust Fund with respect to any Mortgage Loan, the Master Servicer, with such documentation as local law requires, acting in its own name, may pursue claims on behalf of the Trust Fund. Without limiting the generality of the foregoing, the Master Servicer and any Sub-Servicer acting on its behalf may, and is hereby authorized, and empowered by the Trustee to, execute and deliver, on behalf of itself, the Certificateholders or the Trustee or any of them, any instruments of satisfaction, cancellation, partial or full release, discharge and all other comparable instruments, with respect to the Mortgage Loans, the Insurance Policies and the accounts related thereto, and the Mortgaged Properties. The Master Servicer may exercise this power in its own name or in the name of a Sub-Servicer.
75
Subject to Section 3.16, the Trustee shall execute, at the written request of the Master Servicer, and furnish to the Master Servicer and any Sub-Servicer such documents as are necessary or appropriate to enable the Master Servicer or any Sub-Servicer to carry out their servicing and administrative duties hereunder, and the Trustee hereby grants to the Master Servicer a power of attorney to carry out such duties. The Trustee shall not be liable for the actions of the Master Servicer or any Sub-Servicers under such powers of attorney.
In accordance with the standards of the preceding paragraph, the Master Servicer shall advance or cause to be advanced funds as necessary for the purpose of effecting the payment of taxes and assessments on the Mortgaged Properties, which advances shall be reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.09, and further as provided in Section 3.11; provided that the Master Servicer shall not be obligated to make such advance if, in its reasonable good faith judgment, the Master Servicer determines that such advance to be a Nonrecoverable Advance.
The Master Servicer is authorized and empowered by the Trustee, on behalf of the Certificateholders and the Trustee, in its own name or in the name of any Sub-Servicer, when the Master Servicer or such Sub-Servicer, as the case may be, believes it is appropriate in its best judgment to register any Mortgage Loan on the MERS® System, or cause the removal from the registration of any Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Trustee and the Certificateholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re-recording of a Mortgage in the name of MERS, solely as nominee for the Trustee and its successors and assigns. Any expenses incurred in connection with the actions described in the preceding sentence shall be borne by the Master Servicer in accordance with Section 3.17, with no right of reimbursement; provided, that if, as a result of MERS discontinuing or becoming unable to continue operations in connection with the MERS System, it becomes necessary to remove any Mortgage Loan from registration on the MERS System and to arrange for the assignment of the related Mortgages to the Trustee, then any related expenses shall be reimbursable to the Master Servicer from the Trust Fund.
Notwithstanding anything in this Agreement to the contrary, the Master Servicer shall not (unless the Mortgagor is in default with respect to the Mortgage Loan or such default is, in the judgment of the Master Servicer, reasonably foreseeable) make or permit any modification, waiver or amendment of any term of any Mortgage Loan that would both (i) effect an exchange or reissuance of such Mortgage Loan under Section 1001 of the Code (or Treasury regulations promulgated thereunder) and (ii) cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC under the Code or the imposition of any tax on “prohibited transactions” or “contributions” after the startup date under the REMIC Provisions.
76
The relationship of the Master Servicer (and of any successor to the Master Servicer under this Agreement) to the Trustee under this Agreement is intended by the parties to be that of an independent contractor and not that of a joint venturer, partner or agent.
Section 3.02. | Sub-Servicing Agreements Between Master Servicer and Sub-Servicers. |
(a) The Master Servicer may enter into Sub-Servicing Agreements with Sub-Servicers for the servicing and administration of the Mortgage Loans and for the performance of any and all other activities of the Master Servicer hereunder; provided, however, that such agreements would not result in a withdrawal or a downgrading by Standard & Poor's of its rating on any Class of Certificates. Each Sub-Servicer shall be either (i) an institution the accounts of which are insured by the FDIC or (ii) another entity that engages in the business of originating or servicing mortgage loans comparable to the Mortgage Loans, and in either case shall be authorized to transact business in the state or states in which the related Mortgaged Properties it is to service are situated, if and to the extent required by applicable law to enable the Sub-Servicer to perform its obligations hereunder and under the Sub-Servicing Agreement, and in either case shall be a Freddie Mac or Fannie Mae approved mortgage servicer. Any Sub-Servicing Agreement entered into by the Master Servicer shall include the provision that such Agreement may be immediately terminated (x) with cause and without any termination fee by any Master Servicer hereunder or (y) without cause in which case the Master Servicer shall be responsible for any termination fee or penalty resulting therefrom. In addition, each Sub-Servicing Agreement shall provide for servicing of the Mortgage Loans consistent with the terms of this Agreement. The Master Servicer and the Sub-Servicers may enter into Sub-Servicing Agreements and make amendments to the Sub-Servicing Agreements or enter into different forms of Sub-Servicing Agreements providing for, among other things, the delegation by the Master Servicer to a Sub-Servicer of additional duties regarding the administration of the Mortgage Loans; provided, however, that any such amendments or different forms shall be consistent with and not violate the provisions of this Agreement, and that no such amendment or different form shall be made or entered into which could be reasonably expected to be materially adverse to the interests of the Certificateholders, without the consent of the Holders of Certificates entitled to at least 51% of the Voting Rights. The parties hereto acknowledge that the initial Sub-Servicer shall be Countrywide.
The Master Servicer has entered into a separate Sub-Servicing Agreement with Countrywide for the servicing and administration of certain of the Mortgage Loans and may enter into additional Sub-Servicing Agreements with other Sub-Servicers for the servicing and administration of certain of the Mortgage Loans.
77
(b) As part of its servicing activities hereunder, the Master Servicer, for the benefit of the Trustee and the Certificateholders, shall enforce the obligations of each Sub-Servicer under the related Sub-Servicing Agreement. Such enforcement, including, without limitation, the legal prosecution of claims, termination of Sub-Servicing Agreements and the pursuit of other appropriate remedies, shall be in such form and carried out to such an extent and at such time as the Master Servicer, in its good faith business judgment, would require were it the owner of the Mortgage Loans. The Master Servicer shall pay the costs of such enforcement at its own expense, but shall be reimbursed therefor only (i) from a general recovery resulting from such enforcement only to the extent, if any, that such recovery exceeds all amounts due in respect of the Mortgage Loan or (ii) from a specific recovery of costs, expenses or attorneys' fees against the party against whom such enforcement is directed.
(c) [Reserved].
(d) The Master Servicer represents that it will cause any Sub-Servicer to accurately and fully report its borrower credit files to all three credit repositories in a timely manner.
Section 3.03. Successor Sub-Servicers.
The Master Servicer shall be entitled to terminate any Sub-Servicing Agreement and the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing Agreement in accordance with the terms and conditions of such Sub-Servicing Agreement. In the event of termination of any Sub-Servicer, all servicing obligations of such Sub-Servicer shall be assumed simultaneously by the Master Servicer without any act or deed on the part of such Sub-Servicer or the Master Servicer, and the Master Servicer either shall service directly the Mortgage Loans or shall enter into a Sub-Servicing Agreement with a successor Sub-Servicer which qualifies under Section 3.02.
Section 3.04. Liability of the Master Servicer.
Notwithstanding any Sub-Servicing Agreement, any of the provisions of this Agreement relating to agreements or arrangements between the Master Servicer and a Sub-Servicer or reference to actions taken through a Sub-Servicer or otherwise, the Master Servicer shall under all circumstances remain obligated and primarily liable to the Trustee and Certificateholders for the servicing and administering of the Mortgage Loans and any REO Property in accordance with the provisions of Article III without diminution of such obligation or liability by virtue of such Sub-Servicing Agreements or arrangements or by virtue of indemnification from the Sub-Servicer and to the same extent and under the same terms and conditions as if the Master Servicer alone were servicing and administering the Mortgage Loans. For purposes of this Agreement, the Master Servicer shall be deemed to have received payments on Mortgage Loans when the Sub-Servicer has received such payments. The Master Servicer shall be entitled to enter into any agreement with a Sub-Servicer for indemnification of the Master Servicer by such Sub-Servicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.
78
Section 3.05. No Contractual Relationship Between Sub-Servicers and Trustee or Certificateholders.
Any Sub-Servicing Agreement that may be entered into and any transactions or services relating to the Mortgage Loans involving a Sub-Servicer in its capacity as such and not as an originator shall be deemed to be between the Sub-Servicer and the Master Servicer alone, and the Trustee and Certificateholders shall not be deemed parties thereto and shall have no claims, rights, obligations, duties or liabilities with respect to the Sub-Servicer except as set forth in Section 3.06, 3.17 and 4.03. The Master Servicer (or Sub-Servicers) shall be liable for the payment of any franchise taxes which may be assessed by the California Franchise Tax Board in connection with the activities of the Trust under this Agreement.
Section 3.06. Assumption or Termination of Sub-Servicing Agreements by Trustee.
(a) If the Trustee or its designee shall assume the master servicing obligations of the Master Servicer in accordance with Section 7.02 below, the Trustee, to the extent necessary to permit the Trustee to carry out the provisions of Section 7.02 with respect to the Mortgage Loans, shall succeed to all of the rights and obligations of the Master Servicer under each of the Sub-Servicing Agreements. In such event, the Trustee or its designee as the successor master servicer shall be deemed to have assumed all of the Master Servicer's rights and obligations therein and to have replaced the Master Servicer as a party to such Sub-Servicing Agreements to the same extent as if such Sub-Servicing Agreements had been assigned to the Trustee or its designee as a successor master servicer, except that the Trustee or its designee as a successor master servicer shall not be deemed to have assumed any obligations or liabilities of the Master Servicer arising prior to such assumption (other than the obligation to make any Advances hereunder) and the Master Servicer shall not thereby be relieved of any liability or obligations under such Sub-Servicing Agreements arising prior to such assumption. Nothing in the foregoing shall be deemed to entitle the Trustee or its designee as a successor master servicer at any time to receive any portion of the servicing compensation provided under Section 3.17 except for such portion as the Master Servicer would be entitled to receive.
(b) In the event that the Trustee or its designee as successor master servicer for the Trustee assumes the servicing obligations of the Master Servicer under Section 7.02, upon the reasonable request of the Trustee or such designee as successor master servicer the Master Servicer shall at its own expense deliver to the Trustee, or at its written request to such designee, photocopies of all documents, files and records, electronic or otherwise, relating to the Sub-Servicing Agreements and the related Mortgage Loans or REO Property then being serviced and an accounting of amounts collected and held by it, if any, and will otherwise cooperate and use its reasonable efforts to effect the orderly and efficient transfer of the Sub-Servicing Agreements, or responsibilities hereunder to the Trustee, or at its written request to such designee as successor master servicer.
79
Section 3.07. Collection of Certain Mortgage Loan Payments.
(a) The Master Servicer will coordinate and monitor remittances by Sub-Servicers to the Master Servicer with respect to the Mortgage Loans in accordance with this Agreement.
(b) The Master Servicer shall make its reasonable efforts to collect or cause to be collected all payments required under the terms and provisions of the Mortgage Loans and shall follow, and use its reasonable efforts to cause Sub-Servicers to follow, collection procedures comparable to the collection procedures of prudent mortgage lenders servicing mortgage loans for their own account to the extent such procedures shall be consistent with this Agreement. Consistent with the foregoing, the Master Servicer may in its discretion (i) waive or permit to be waived any late payment charge, assumption fee, or any penalty interest in connection with the prepayment of a Mortgage Loan and (ii) suspend or reduce or permit to be suspended or reduced regular monthly payments for a period of up to six months, or arrange or permit an arrangement with a Mortgagor for a scheduled liquidation of delinquencies. In the event the Master Servicer shall consent to the deferment of the due dates for payments due on a Mortgage Note, the Master Servicer shall nonetheless make an Advance or shall cause the related Sub-Servicer to make an Advance to the same extent as if such installment were due, owing and delinquent and had not been deferred through liquidation of the Mortgaged Property; provided, however, that the obligation of the Master Servicer or related Sub-Servicer to make an Advance shall apply only to the extent that such Advances are not Nonrecoverable Advances.
(c) On each Determination Date, with respect to each Mortgage Loan for which during the related Prepayment Period the Master Servicer has determined that all amounts which it expects to recover from or on account of each such Mortgage Loan have been recovered and that no further Liquidation Proceeds will be received in connection therewith, the Master Servicer shall provide to the Trustee a certificate of a Servicing Officer that such Mortgage Loan became a Liquidated Mortgage Loan in a Cash Liquidation or REO Disposition.
The Master Servicer shall make reasonable efforts to collect all payments called for under the terms and provisions of the Mortgage Loans, and shall, to the extent such procedures shall be consistent with this Agreement and the terms and provisions of any related Insurance Policy, follow such collection procedures as it would follow with respect to mortgage loans comparable to the Mortgage Loans and held for its own account. The Master Servicer shall not be required to institute or join in litigation with respect to collection of any payment (whether under a Mortgage, Mortgage Note, Primary Hazard Insurance Policy or otherwise or against any public or governmental authority with respect to a taking or condemnation) if it reasonably believes that it is prohibited by applicable law from enforcing the provision of the Mortgage or other instrument pursuant to which such payment is required. The Master Servicer shall be responsible for preparing and distributing all information statements relating to payments on the Mortgage Loans, in accordance with all applicable federal and state tax laws and regulations.
80
Section 3.08. Sub-Servicing Accounts.
In those cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a Sub-Servicing Agreement, the Sub-Servicer will be required to establish and maintain one or more accounts (collectively, the “Sub-Servicing Account”). The Sub-Servicing Account shall be an Eligible Account and shall otherwise be acceptable to the Master Servicer. All amounts held in a Sub-Servicing Account shall be held in trust for the Trustee for the benefit of the Certificateholders. Any investment of funds held in such an account shall be in Permitted Investments maturing not later than the Business Day immediately preceding the next Sub-Servicer Remittance Date. The Sub-Servicer will be required to deposit into the Sub-Servicing Account no later than two Business Days after receipt all proceeds of Mortgage Loans received by the Sub-Servicer, less its servicing compensation and any unreimbursed expenses and advances, to the extent permitted by the Sub-Servicing Agreement. On each Sub-Servicer Remittance Date the Sub-Servicer will be required to remit to the Master Servicer for deposit in the Custodial Account all funds held in the Sub-Servicing Account with respect to any Mortgage Loan as of the Sub-Servicer Remittance Date, after deducting from such remittance an amount equal to the servicing compensation (including interest on Permitted Investments) and unreimbursed expenses and advances to which it is then entitled pursuant to the related Sub-Servicing Agreement, to the extent not previously paid to or retained by it. In addition, on each Sub-Servicer Remittance Date the Sub-Servicer will be required to remit to the Master Servicer any amounts required to be advanced pursuant to the related Sub-Servicing Agreement. The Sub-Servicer will also be required to remit to the Master Servicer, within five Business Days of receipt, the proceeds of any Principal Prepayment made by the Mortgagor, and, on each Sub-Servicer Remittance Date, the amount of any Insurance Proceeds or Liquidation Proceeds received during the related Prepayment Period.
Section 3.09. Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
The Master Servicer and the Sub-Servicers shall establish and maintain one or more accounts (the “Servicing Accounts”), and shall deposit and retain therein all collections from the Mortgagors (or related advances from Sub-Servicers) for the payment of taxes, assessments, Primary Hazard Insurance Policy premiums, and comparable items for the account of the Mortgagors, to the extent that the Master Servicer customarily escrows for such amounts. Withdrawals of amounts so collected from a Servicing Account may be made only to (i) effect payment of taxes, assessments, Primary Hazard Insurance Policy premiums and comparable items; (ii) reimburse the Master Servicer (or a Sub-Servicer to the extent provided in the related Sub-Servicing Agreement) out of related collections for any payments made pursuant to Sections 3.01 (with respect to taxes and assessments), and 3.13 (with respect to Primary Hazard Insurance Policies); (iii) refund to Mortgagors any sums as may be determined to be overages; (iv) payment of investment income to the extent provided in the mortgage loan documentation or (v) clear and terminate the Servicing Account at the termination of this Agreement pursuant to Section 9.01. As part of its servicing duties, the Master Servicer or Sub-Servicers shall, if and to the extent required by law, pay to the Mortgagors interest on funds in Servicing Accounts from its or their own funds, without any reimbursement therefor.
81
Section 3.10. Custodial Account.
(a) The Master Servicer shall establish and maintain one or more accounts (collectively, the “Custodial Account”) in which the Master Servicer shall deposit or cause to be deposited on a daily basis, or as and when received and identified from the Sub-Servicers, the following payments and collections received or made by or on behalf of it subsequent to the Cut-off Date with respect to the Mortgage Loans, or payments received by it prior to the Cut-off Date but allocable to a period subsequent thereto (other than in respect of principal and interest on the Mortgage Loans due on or before the Cut-off Date):
(i) all payments (including advances by a Sub-Servicer) on account of principal, including Principal Prepayments, on the Mortgage Loans;
(ii) all payments (including advances by a Sub-Servicer) on account of interest on the Mortgage Loans, net of any portion thereof retained by the Master Servicer or any Sub-Servicer as Servicing Fees;
(iii) all Insurance Proceeds, other than proceeds that represent reimbursement of costs and expenses incurred by the Master Servicer or any Sub-Servicer in connection with presenting claims under the related Insurance Policies, Liquidation Proceeds and REO Proceeds;
(iv) all proceeds of any Mortgage Loan or REO Property repurchased or purchased in accordance with Sections 2.02, 2.04, 3.14, 3.27 or 9.01; and all amounts required to be deposited in connection with the substitution of a Qualified Substitute Mortgage Loan pursuant to Section 2.04; and
(v) any amounts required to be deposited pursuant to Section 3.12, 3.13, 3.15 or 3.22.
The foregoing requirements for deposit in the Custodial Account shall be exclusive. In the event the Master Servicer shall deposit in the Custodial Account any amount not required to be deposited therein, it may withdraw such amount from the Custodial Account, any provision herein to the contrary notwithstanding. The Custodial Account shall be maintained as a segregated account, separate and apart from trust funds created for mortgage pass-through certificates of other series, and the other accounts of the Master Servicer.
(b) Funds in the Custodial Account may be invested in Permitted Investments in accordance with the provisions set forth in Section 3.12. The Master Servicer shall give notice to the Trustee and the Depositor of the location of the Custodial Account after any change thereof.
82
Section 3.11. Permitted Withdrawals From the Custodial Account.
The Master Servicer may, from time to time as provided herein, make withdrawals from the Custodial Account of amounts on deposit therein pursuant to Section 3.10 that are attributable to the Mortgage Loans for the following purposes:
(i) to make deposits into the Certificate Account in the amounts and in the manner provided for in Section 4.01;
(ii) to pay to itself, the Depositor, the Sponsor or any other appropriate person, as the case may be, with respect to each Mortgage Loan that has previously been purchased or repurchased pursuant to Sections 2.02, 2.04, 3.14, 3.27 or 9.01 all amounts received thereon and not yet distributed as of the date of purchase or repurchase;
(iii) to reimburse itself or any Sub-Servicer for Advances not previously reimbursed, the Master Servicer's or any Sub-Servicer's right to reimbursement pursuant to this clause (iii) being limited to amounts received which represent Late Collections (net of the related Servicing Fees) of Monthly Payments on Mortgage Loans with respect to which such Advances were made and as further provided in Section 3.15;
(iv) to reimburse or pay itself, the Trustee or the Depositor for expenses incurred by or reimbursable to the Master Servicer, the Trustee or the Depositor pursuant to Sections 3.22, 6.03, 8.05 or 10.01(g), except as otherwise provided in such Sections hereof;
(v) to reimburse itself or any Sub-Servicer for costs and expenses incurred by or reimbursable to it relating to the prosecution of any claims pursuant to Section 3.13 that are in excess of the amounts so recovered;
(vi) to reimburse itself or any Sub-Servicer for unpaid Master Servicing Fees, Sub-Servicing Fees and unreimbursed Servicing Advances, the Master Servicer's or any Sub-Servicer's right to reimbursement pursuant to this clause (vi) with respect to any Mortgage Loan being limited to late recoveries of the payments for which such advances were made pursuant to Section 3.01 or Section 3.09 and any other related Late Collections and as further provided in Section 3.15;
83
(vii) to pay itself as servicing compensation (in addition to the Master Servicing Fee and Sub-Servicing Fee), on or after each Distribution Date, any interest or investment income earned on funds deposited in the Custodial Account for the period ending on such Distribution Date;
(viii) to reimburse itself or any Sub-Servicer for any Advance or Servicing Advance previously made, after a Realized Loss has been allocated with respect to the related Mortgage Loan if the Advance or Servicing Advance was not reimbursed pursuant to clauses (iii) and (vi);
(ix) to pay PMI Insurer the premium under the PMI Insurer Policies;
(x) to clear and terminate the Custodial Account at the termination of this Agreement pursuant to Section 9.01; and
(xi) to reimburse itself or any Sub-Servicer from general collections for any Advance or Servicing Advance made that has been deemed by the Master Servicer to be a Nonrecoverable Advance.
The Master Servicer shall keep and maintain separate accounting records on a Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the Custodial Account pursuant to such subclauses (ii) through (x). Reconciliations will be prepared for the Custodial Account within 45 Calendar days after the bank statement cut-off date. All items requiring reconciliation will be resolved within 90 calendar days of their original identification.
Section 3.12. Permitted Investments.
Any institution maintaining the Custodial Account shall at the direction of the Master Servicer invest the funds in such account in Permitted Investments, each of which shall mature not later than (i) the Business Day immediately preceding the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if a Person other than the Trustee is the obligor thereon, and (ii) no later than the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if the Trustee is the obligor thereon and shall not be sold or disposed of prior to its maturity. All income and gain realized from any such investment as well as any interest earned on deposits in the Custodial Account shall be for the benefit of the Master Servicer. The Master Servicer shall deposit in the Custodial Account an amount equal to the amount of any loss incurred in respect of any such investment immediately upon realization of such loss without right of reimbursement.
84
The Trustee or its Affiliates are permitted to receive additional compensation that could be deemed to be in the Trustee’s economic self-interest for (i) serving as investment adviser, administrator, shareholder servicing agent, custodian or sub-custodian with respect to certain of the Permitted Investments, (ii) using Affiliates to effect transactions in certain Permitted Investments and (iii) effecting transactions in certain Permitted Investments.
Funds on deposit in the Net WAC Shortfall Reserve Fund may be invested in Permitted Investments in accordance with this Section 3.12 subject to any limitations set forth in Section 4.08 (with respect to the Net WAC Shortfall Reserve Fund) and any investment earnings or interest paid shall accrue to the Trustee and the Trustee shall deposit in the related account from its own funds the amount of any loss incurred on Permitted Investments in such account.
Section 3.13. Maintenance of Primary Hazard Insurance.
The Master Servicer shall cause to be maintained for each Mortgage Loan primary hazard insurance by a Qualified Insurer or other insurer satisfactory to the Rating Agencies with extended coverage on the related Mortgaged Property in an amount equal to the lesser of (i) 100% of the replacement value of the improvements, as determined by the insurance company, on such Mortgaged Property or (ii) the unpaid principal balance of the Mortgage Loan. The Master Servicer shall also cause to be maintained on property acquired upon foreclosure, or deed in lieu of foreclosure, of any Mortgage Loan, fire insurance with extended coverage in an amount equal to the replacement value of the improvements thereon. Any costs incurred in maintaining any insurance described in this Section 3.13 (other than any deductible described in the last paragraph hereof) shall be recoverable as a Servicing Advance. The Master Servicer shall not be obligated to advance any amounts pursuant to this Section 3.13 if, in its good faith judgment, the Master Servicer determines that such advance would be a Nonrecoverable Advance. Pursuant to Section 3.10, any amounts collected by the Master Servicer under any such policies (other than amounts to be applied to the restoration or repair of the related Mortgaged Property or property thus acquired or amounts released to the Mortgagor in accordance with the Master Servicer’s normal servicing procedures) shall be deposited in the Custodial Account, subject to withdrawal pursuant to Section 3.11. Any cost incurred by the Master Servicer in maintaining any such insurance shall not, for the purpose of calculating monthly distributions to Certificateholders, be added to the amount owing under the Mortgage Loan, notwithstanding that the terms of the Mortgage Loan so permit. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor or maintained on property acquired in respect of a Mortgage Loan other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance.
The Master Servicer shall, or shall cause the related Sub-Servicer to, exercise its best reasonable efforts to maintain and keep in full force and effect each Primary Insurance Policy by a Qualified Insurer, or other insurer satisfactory to the Rating Agencies, with respect to each first lien Mortgage Loan as to which as of the Cut-Off Date such a Primary Insurance Policy was in effect (or, in the case of a Qualified Substitute Mortgage Loan, the date of substitution) and the original principal amount of the related Mortgage Note exceeded 80% of the Collateral Value in an amount at least equal to the excess of such original principal amount over 75% of such Collateral Value until the principal amount of any such first lien Mortgage Loan is reduced below 80% of the Collateral Value or, based upon a new appraisal, the principal amount of such first lien Mortgage Loan represents less than 80% of the new appraised value. The Master Servicer shall, or shall cause the related Sub-Servicer to, effect the timely payment of the premium on each Primary Insurance Policy. The Master Servicer and the related Sub-Servicer shall have the power to substitute for any Primary Insurance Policy another substantially equivalent policy issued by another Qualified Insurer, provided, that, such substitution shall be subject to the condition that it will not cause the ratings on the Certificates to be downgraded or withdrawn, as evidenced in writing from each Rating Agency.
85
The Master Servicer shall cooperate with the PMI Insurer and shall use its best efforts to furnish all reasonable aid, evidence and information in the possession of the Master Servicer or to which the Master Servicer has access with respect to any PMI Mortgage Loan.
In the event of a default by PMI Insurer under the PMI Insurer Policy (a “Replacement Event”), the Master Servicer shall use its best efforts to obtain a substitute lender-paid primary mortgage insurance policy (a “Substitute PMI Policy”); provided, however, that the Master Servicer shall not be obligated, and shall have no liability for failing, to obtain a Substitute PMI Policy unless such Substitute PMI Policy can be obtained on the following terms and conditions: (i) the Certificates shall be rated no lower than the rating assigned by each Rating Agency to the Certificates immediately prior to such Replacement Event, as evidenced by a letter from each Rating Agency addressed to the Depositor, the Master Servicer and the Trustee, (ii) the timing and mechanism for drawing on such new Substitute PMI Policy shall be reasonably acceptable to the Master Servicer and the Trustee and (iii) the premiums under the proposed Substitute PMI Policy shall not exceed such premiums under the existing PMI Insurer Policy.
With respect to the PMI Mortgage Loans covered by a PMI Insurer Policy, the Master Servicer will confirm with PMI Insurer, and PMI Insurer will certify to the Trustee, on or before January 1, 2007, that the Mortgage Loans indicated on the Mortgage Loan Schedule as being covered by PMI Insurer Policy are so covered.
No earthquake or other additional insurance is to be required of any Mortgagor or maintained on property acquired with respect to a security instrument other than pursuant to such applicable laws and regulations as shall at any time be in force and shall require such additional insurance. When, at the time of origination of the Mortgage Loan or at any subsequent time, the Mortgaged Property is located in a federally designated special flood hazard area, the Master Servicer shall cause with respect to the Mortgage Loans and each REO Property flood insurance (to the extent available and in accordance with mortgage servicing industry practice) to be maintained. Such flood insurance shall cover the Mortgaged Property, including all items taken into account in arriving at the Collateral Value on which the Mortgage Loan was based, and shall be in an amount equal to the lesser of (i) the Stated Principal Balance of the related Mortgage Loan and (ii) the minimum amount required under the terms of coverage to compensate for any damage or loss on a replacement cost basis, but not more than the maximum amount of such insurance available for the related Mortgaged Property under either the regular or emergency programs of the National Flood Insurance Program (assuming that the area in which such Mortgaged Property is located is participating in such program). Unless applicable state law requires a higher deductible, the deductible on such flood insurance may not exceed $5,000 in the case of a one- to four-family residence and $25,000 in the case of a condominium, cooperative or PUD.
86
In the event that the Master Servicer shall obtain and maintain a blanket fire insurance policy with extended coverage insuring against hazard losses on all of the Mortgage Loans, it shall conclusively be deemed to have satisfied its obligations as set forth in the first two sentences of this Section 3.13, it being understood and agreed that such policy may contain a deductible clause, in which case the Master Servicer shall, in the event that there shall not have been maintained on the related Mortgaged Property a policy complying with the first two sentences of this Section 3.13 and there shall have been a loss which would have been covered by such policy, deposit in the Certificate Account from its own funds the amount not otherwise payable under the blanket policy because of such deductible clause. Any such deposit by the Master Servicer shall be made on the Certificate Account Deposit Date next preceding the Distribution Date which occurs in the month following the month in which payments under any such policy would have been deposited in the Custodial Account. Any such deposit shall not be deemed Servicing Advances and the Master Servicer shall not be entitled to reimbursement therefor. In connection with its activities as administrator and servicer of the Mortgage Loans, the Master Servicer agrees to present, on behalf of itself, the Trustee and Certificateholders, claims under any such blanket policy.
Section 3.14. Enforcement of Due-on-Sale Clauses; Assumption Agreements.
87
The Master Servicer will, to the extent it has knowledge of any conveyance or prospective conveyance by any Mortgagor of the Mortgaged Property (whether by absolute conveyance or by contract of sale, and whether or not the Mortgagor remains or is to remain liable under the Mortgage Note or the Mortgage), exercise or cause to be exercised its rights to accelerate the maturity of such Mortgage Loan under any “due-on-sale” clause applicable thereto; provided, however, that the Master Servicer shall not exercise any such rights if it reasonably believes that it is prohibited by law from doing so. The Master Servicer or the related Sub-Servicer may repurchase a Mortgage Loan at the Purchase Price when the Master Servicer requires acceleration of the Mortgage Loan, but only if the Master Servicer is satisfied, as evidenced by an Officer's Certificate delivered to the Trustee, that either (i) such Mortgage Loan is in default or default is reasonably foreseeable or (ii) if such Mortgage Loan is not in default or default is not reasonably foreseeable, such repurchase will have no adverse tax consequences for the Trust Fund or any Certificateholder. If the Master Servicer is unable to enforce such “due-on-sale” clause (as provided in the second preceding sentence) or if no “due-on-sale” clause is applicable, the Master Servicer or the Sub-Servicer is authorized to enter into an assumption and modification agreement with the Person to whom such property has been conveyed or is proposed to be conveyed, pursuant to which such Person becomes liable under the Mortgage Note and, to the extent permitted by applicable state law, the Mortgagor remains liable thereon; provided, however, that the Master Servicer shall not enter into any assumption and modification agreement if the coverage provided under the Primary Insurance Policy, if any, would be impaired by doing so. The Master Servicer shall notify the Trustee, whenever possible, before the completion of such assumption agreement, and shall forward to the Trustee the original copy of such assumption agreement, which copy shall be added by the Trustee to the related Mortgage File and which shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof. In connection with any such assumption agreement, the interest rate on the related Mortgage Loan shall not be changed and no other material alterations in the Mortgage Loan shall be made unless such material alteration would not cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC for federal income tax purposes, as evidenced by an Opinion of Counsel. The Master Servicer is also authorized to enter into a substitution of liability agreement with such Person, pursuant to which the original Mortgagor is released from liability and such Person is substituted as the Mortgagor and becomes liable under the Mortgage Note. Any fee collected by or on behalf of the Master Servicer for entering into an assumption or substitution of liability agreement will be retained by or on behalf of the Master Servicer as additional servicing compensation. In connection with any such assumption, no material term of the Mortgage Note (including but not limited to the Mortgage Rate, the amount of the Monthly Payment and any other term affecting the amount or timing of payment on the Mortgage Loan) may be changed. The Master Servicer shall not enter into any substitution or assumption if such substitution or assumption shall (i) both constitute a “significant modification” effecting an exchange or reissuance of such Mortgage Loan under the Code (or Treasury regulations promulgated thereunder) and cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC under the REMIC Provisions or (ii) cause the imposition of any tax on “prohibited transactions” or “contributions” after the Startup Day under the REMIC Provisions. The Master Servicer shall notify the Trustee that any such substitution or assumption agreement has been completed and shall forward to the Trustee the original copy of such substitution or assumption agreement, which copy shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof. A portion equal to up to 2% of the Collateral Value of the related Mortgage Loan, of any fee or additional interest collected by the related Sub-Servicer for consenting in any such conveyance or entering into any such assumption agreement may be retained by the related Sub-Servicer as additional servicing compensation.
Notwithstanding the foregoing paragraph or any other provision of this Agreement, the Master Servicer shall not be deemed to be in default, breach or any other violation of its obligations hereunder by reason of any assumption of a Mortgage Loan by operation of law or any assumption that the Master Servicer may be restricted by law from preventing, for any reason whatsoever. For purposes of this Section 3.14, the term “assumption” is deemed to also include a sale of a Mortgaged Property that is not accompanied by an assumption or substitution of liability agreement.
88
Section 3.15. Realization Upon Defaulted Mortgage Loans.
The Master Servicer shall exercise reasonable efforts, consistent with the procedures that the Master Servicer would use in servicing loans for its own account, to foreclose upon or otherwise comparably convert (which may include an REO Acquisition) the ownership of properties securing such of the Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments pursuant to Section 3.07, and which are not released from the Trust Fund pursuant to any other provision hereof. The Master Servicer shall use reasonable efforts to realize proceeds from such defaulted Mortgage Loans in such manner (including short sales and passing through to the Trust Fund less than the full amount it expects to receive from the related Mortgage Loan) as will maximize the receipt of principal and interest by Certificateholders, taking into account, among other things, the timing of foreclosure proceedings. The foregoing is subject to the provisions that, in any case in which Mortgaged Property shall have suffered damage from an Uninsured Cause, the Master Servicer shall not be required to expend its own funds toward the restoration of such property unless it shall determine in its sole discretion (i) that such restoration will increase the net proceeds of liquidation of the related Mortgage Loan to Certificateholders after reimbursement to itself for such expenses, and (ii) that such expenses will be recoverable by the Master Servicer through Insurance Proceeds or Liquidation Proceeds from the related Mortgaged Property, as contemplated in Section 3.11. The Master Servicer shall be responsible for all other costs and expenses incurred by it in any such proceedings; provided, however, that it shall be entitled to reimbursement thereof from the related property, as contemplated in Section 3.11.
The proceeds of any Cash Liquidation or REO Disposition, as well as any recovery resulting from a partial collection of Insurance Proceeds or Liquidation Proceeds or any income from an REO Property, will be deposited into the Custodial Account and applied in the following order of priority: first, to reimburse the Master Servicer or any Sub-Servicer for any related unreimbursed Servicing Advances, pursuant to Section 3.11(vi) or 3.22; second, to accrued and unpaid interest on the Mortgage Loan or REO Imputed Interest, at the Mortgage Rate, to the date of the Cash Liquidation or REO Disposition, or to the Due Date prior to the Distribution Date on which such amounts are to be distributed if not in connection with a Cash Liquidation or REO Disposition; and third, as a recovery of principal of the Mortgage Loan. If the amount of the recovery so allocated to interest is less than a full recovery thereof, that amount will be allocated as follows: first, to unpaid Master Servicing Fees or Sub-Servicing Fees; and second, to interest at the Net Mortgage Rate. The portion of the recovery so allocated to unpaid Master Servicing Fees or Sub-Servicing Fees shall be reimbursed to the Master Servicer or any Sub-Servicer pursuant to Section 3.11(vi). The portions of the recovery so allocated to interest at the Net Mortgage Rate and to principal of the Mortgage Loan shall be applied as follows: first, to reimburse the Master Servicer or any Sub-Servicer for any related unreimbursed Advances in accordance with Section 3.11(iii) or 3.22, second, payment to the PMI Insurer in accordance with Sections 3.11(ix) and third, for payment to the Trustee and distribution to the Certificateholders in accordance with the provisions of Section 4.01, subject to Section 3.22 with respect to certain recoveries from an REO Disposition constituting Excess Proceeds. To the extent the Master Servicer receives additional recoveries following a Cash Liquidation, the amount of the Realized Loss will be restated, and the additional recoveries will be passed through the Trust Fund as Liquidation Proceeds.
89
The Master Servicer, on behalf of the Trust, may also, in its discretion, as an alternative to foreclosure, sell defaulted Mortgage Loans at fair market value to third-parties, if the Master Servicer reasonably believes that such sale would maximize proceeds to the Certificateholders in the aggregate (on a present value basis) with respect to that Mortgage Loan.
Section 3.16. Trustee to Cooperate; Release of Mortgage Files.
Upon the payment in full of any Mortgage Loan, or the receipt by the Master Servicer of a notification that payment in full shall be escrowed in a manner customary for such purposes, the Master Servicer will immediately notify the Trustee by a certification (which certification shall include a statement to the effect that all amounts received or to be received in connection with such payment which are required to be deposited in the Custodial Account pursuant to Section 3.10 have been or will be so deposited) of a Servicing Officer and shall request delivery to it of the Mortgage File in the form of the Request for Release attached hereto as Exhibit F-2. Upon receipt by the Trustee of such certification and request, the Trustee shall promptly release the related Mortgage File to the Master Servicer. Subject to the receipt by the Master Servicer of the proceeds of such payment in full and the payment of all related fees and expenses, the Master Servicer shall arrange for the release to the Mortgagor of the original canceled Mortgage Note. In connection with the satisfaction of any MOM Loan, the Master Servicer is authorized to cause the removal from the registration on the MERS® System of such Mortgage. All other documents in the Mortgage File shall be retained by the Master Servicer to the extent required by applicable law. The Master Servicer shall provide for preparation of the appropriate instrument of satisfaction covering any Mortgage Loan which pays in full and the Trustee shall cooperate in the execution and return of such instrument to provide for its delivery or recording as may be required. No expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the Custodial Account or the Certificate Account.
From time to time and as appropriate for the servicing or foreclosure of any Mortgage Loan, including, for this purpose, collection under any insurance policy relating to the Mortgage Loan, the Trustee shall, upon request of the Master Servicer and delivery to the Trustee of a Request for Release in the form attached hereto as Exhibit F-1, release the related Mortgage File to the Master Servicer and the Trustee shall execute such documents as the Master Servicer shall prepare and request as being necessary to the prosecution of any such proceedings. Such Request for Release shall obligate the Master Servicer to return each document previously requested from the Mortgage File to the Trustee when the need therefor by the Master Servicer no longer exists; and in any event within 21 days of the Master Servicer's receipt thereof, unless the Mortgage Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage Loan have been deposited in the Custodial Account or the Mortgage File or such document has been delivered to an attorney, or to a public trustee or other public official as required by law, for purposes of initiating or pursuing legal action or other proceedings for the foreclosure of the Mortgaged Property either judicially or non-judicially, and the Master Servicer has delivered to the Trustee a certificate of a Servicing Officer certifying as to the name and address of the Person to which such Mortgage File or such document was delivered and the purpose or purposes of such delivery. Upon receipt of a Request for Release stating that such Mortgage Loan was liquidated and that all amounts received or to be received in connection with such liquidation which are required to be deposited into the Custodial Account have been or will be so deposited, or that such Mortgage Loan has become an REO Property, a copy of the Request for Release shall be released by the Trustee to the Master Servicer.
90
Upon written request of a Servicing Officer, the Trustee shall execute and deliver to the Master Servicer any court pleadings, requests for trustee’s sale or other documents prepared by the Master Servicer that are necessary to the foreclosure or trustee’s sale in respect of a Mortgaged Property or to any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Mortgage or to obtain a deficiency judgment, or to enforce any other remedies or rights provided by the Mortgage Note or Mortgage or otherwise available at law or in equity. Each such request that such pleadings or documents be executed by the Trustee shall include a certification signed by a Servicing Officer as to the reason such documents or pleadings are required and that the execution and delivery thereof by the Trustee will not invalidate or otherwise affect the lien of the Mortgage, except for the termination of such a lien upon completion of the foreclosure or trustee’s sale.
Section 3.17. Servicing Compensation.
As compensation for its activities hereunder, the Master Servicer shall be entitled to withhold and retain, from deposits to the Custodial Account of amounts representing payments or recoveries of interest, the Master Servicing Fees and Sub-Servicing Fees with respect to each Mortgage Loan (less any portion of such amounts retained by any Sub-Servicer). In addition, the Master Servicer shall be entitled to recover unpaid Master Servicing Fees and Sub-Servicing Fees out of related Late Collections to the extent permitted in Section 3.11.
Each Sub-Servicing Agreement shall permit the related Sub-Servicer to retain the Sub-Servicer Fees from collections on the related Mortgage Loans, or shall provide that the Sub-Servicer be paid directly by the Master Servicer from collections on the related Mortgage Loans. To the extent the Master Servicer directly services a Mortgage Loan, the Master Servicer shall be entitled to retain the Sub-Servicing Fees for that Mortgage Loan.
The Master Servicer also shall be entitled pursuant to Section 3.11 to receive from the Custodial Account as additional servicing compensation interest or other income earned on deposits therein, subject to Section 3.23, as well as any assumption fees, late payment charges and reconveyance fees. The Master Servicer shall not be entitled to retain any Prepayment Charges. Any Prepayment Charges identified on Exhibit H hereto as belonging to the Class P Certificateholder shall be paid to the Holders of the Class P Certificates. Any Prepayment Charges identified on Exhibit H hereto as belonging to a Sub-Servicer shall be paid to the related Sub-Servicer. The Master Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including payment of the premiums for any blanket policy insuring against hazard losses pursuant to Section 3.13 and servicing compensation of the Sub-Servicer to the extent not retained by it), and shall not be entitled to reimbursement therefor except as specifically provided in Section 3.11. The Master Servicing Fee may not be transferred in whole or in part except in connection with the transfer of all of the Master Servicer's responsibilities and obligations under this Agreement.
91
Section 3.18. Maintenance of Certain Servicing Policies.
The Master Servicer shall obtain and maintain at its own expense and shall cause each Sub-Servicer to obtain and maintain for the duration of this Agreement a blanket fidelity bond and an errors and omissions insurance policy covering the Master Servicer's and such Sub-Servicer's officers, employees and other persons acting on its behalf in connection with its activities under this Agreement. The amount of coverage shall be at least equal to the coverage maintained by the Master Servicer or Sub-Servicer in order to be acceptable to Fannie Mae or Freddie Mac to service loans for it or otherwise in an amount as is commercially available at a cost that is generally not regarded as excessive by industry standards. The Master Servicer shall promptly notify the Trustee in writing of any material change in the terms of such bond or policy. The Master Servicer shall provide annually to the Trustee a certificate of insurance that such bond and policy are in effect. If any such bond or policy ceases to be in effect, the Master Servicer shall, to the extent possible, give the Trustee ten days' notice prior to any such cessation and shall use its reasonable best efforts to obtain a comparable replacement bond or policy, as the case may be.
Section 3.19. Annual Statement as to Compliance.
Not later than March 22nd of each calendar year beginning in 2008, the Master Servicer at its own expense shall deliver to the Trustee via e-mail (DBSEC.Notifications@db.com), and shall deliver (or otherwise make available) to the Certificate Insurer, a certificate (an “Annual Statement of Compliance”) signed by a Servicing Officer stating, as to the signers thereof, that (i) a review of the activities of the Master Servicer during the preceding calendar year and of performance under this Agreement or other applicable servicing agreement has been made under such officers’ supervision, (ii) to the best of such officers’ knowledge, based on such review, the Master Servicer has fulfilled all its obligations under this Agreement or other applicable servicing agreement in all material respects for such year or portion thereof, or, if there has been a failure to fulfill any such obligation in any material respect, specifying each such failure known to such officer and the nature and status thereof. Such Annual Statement of Compliance shall contain no restrictions or limitations on its use. In the event that the Master Servicer has delegated any servicing responsibilities with respect to the Mortgage Loans to a Sub-Servicer, the Master Servicer shall deliver a similar Annual Statement of Compliance by that Sub-Servicer to the Trustee as described above as and when required with respect to the Master Servicer.
92
Failure of the Master Servicer to timely comply with this Section 3.19 shall be deemed an Event of Default, and the Trustee may, in addition to whatever rights the Trustee may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, upon notice immediately terminate all the rights and obligations of the Master Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Master Servicer for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
Section 3.20. Assessments of Compliance and Attestation Reports.
Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(a) of Regulation AB, the Master Servicer shall deliver to the Trustee via e-mail (DBSEC.Notifications@db.com) on or before March 22nd of each calendar year beginning in 2008, a report regarding the Master Servicer’s assessment of compliance (an “Assessment of Compliance”) with the applicable Servicing Criteria (as set forth in Exhibit N) during the preceding calendar year. The Assessment of Compliance must contain the following:
(a) A statement by such officer of its responsibility for assessing compliance with the Servicing Criteria applicable to the Master Servicer;
(b) A statement by such officer that such officer used the Servicing Criteria, and which will also be attached to the Assessment of Compliance, to assess compliance with the Servicing Criteria applicable to the Master Servicer;
(c) An assessment by such officer of the Master Servicer’s compliance with the applicable Servicing Criteria for the period consisting of the preceding calendar year, including disclosure of any material instance of noncompliance with respect thereto during such period, which assessment shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Master Servicer, that are backed by the same asset type as the Mortgage Loans;
(d) A statement that a registered public accounting firm has issued an attestation report on the Master Servicer’s Assessment of Compliance for the period consisting of the preceding calendar year; and
(e) A statement as to which of the Servicing Criteria, if any, are not applicable to the Master Servicer, which statement shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Master Servicer, that are backed by the same asset type as the Mortgage Loans.
93
Such report at a minimum shall address each of the Servicing Criteria specified on Exhibit N hereto which are indicated as applicable to the Master Servicer.
On or before March 22nd of each calendar year beginning in 2008, the Master Servicer shall furnish to the Trustee a report (an “Attestation Report”) by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by the Master Servicer, as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation Report must be made in accordance with standards for attestation reports issued or adopted by the Public Company Accounting Oversight Board.
The Master Servicer shall cause any Sub-Servicer and each subcontractor determined by the Master Servicer to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Trustee and the Depositor an Assessment of Compliance and Attestation Report as and when provided above.
Such Assessment of Compliance, as to any Sub-Servicer, shall address each of the Servicing Criteria applicable to the Sub-Servicer. Notwithstanding the foregoing, as to any subcontractor determined by the Master Servicer to be “participating in the servicing function,” an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust Fund.
Failure of the Master Servicer to timely comply with this Section 3.20 (taking into account the cure period if permitted as set forth in the preceding paragraph) shall be deemed an Event of Default, and the Trustee may, in addition to whatever rights the Trustee may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, give notice to Certificateholders that they have ten Business Days to object. If no such objection is received, the Trustee shall immediately terminate all the rights and obligations of the Master Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Master Servicer for the same (other than as provided herein with respect to unreimbursed Advances or Servicing Advances or accrued and unpaid Servicing Fees). This paragraph shall supercede any other provision in this Agreement or any other agreement to the contrary.
The Trustee shall also provide an Assessment of Compliance (with respect to items (a) - (d) but not (e) above) and Attestation Report, as and when provided above, which shall at a minimum address each of the Servicing Criteria specified on Exhibit N hereto which are indicated as applicable to the “trustee”. Notwithstanding the foregoing, as to any trustee, an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust Fund.
Section 3.21. Access to Certain Documentation.
The Master Servicer shall provide, and shall cause any Sub-Servicer to provide, to the Trustee, access to the documentation in their possession regarding the related Mortgage Loans and REO Properties and to the Certificateholders, the FDIC, and the supervisory agents and examiners of the FDIC (to which the Trustee shall also provide) access to the documentation regarding the related Mortgage Loans required by applicable regulations, such access being afforded without charge but only upon reasonable request and during normal business hours at the offices of the Master Servicer or the Sub-Servicers that are designated by these entities; provided, however, that, unless otherwise required by law, the Trustee, the Master Servicer or the Sub-Servicer shall not be required to provide access to such documentation if the provision thereof would violate the legal right to privacy of any Mortgagor. The Master Servicer and the Sub-Servicers shall allow representatives of the above entities to photocopy any of the documentation and shall provide equipment for that purpose at a charge that covers their own actual out-of-pocket costs. The Master Servicer shall designate a Servicing Officer to provide certain information regarding the Mortgage Loans.
94
Section 3.22. Title, Conservation and Disposition of REO Property.
This Section shall apply only to REO Properties acquired for the account of REMIC 1 and shall not apply to any REO Property relating to a Mortgage Loan which was purchased or repurchased from REMIC 1 pursuant to Sections 2.02, 2.04, 3.14 or 3.27. In the event that title to any such REO Property is acquired, the deed or certificate of sale shall be issued to the Trustee, or to its nominee, on behalf of the Certificateholders. The Master Servicer, on behalf of REMIC 1, shall either sell any REO Property before the close of the third taxable year following the taxable year in which REMIC 1 acquires ownership of such REO Property for purposes of Section 860G(a)(8) of the Code or, at the expense of REMIC 1, request, more than 60 days before the day on which the three-year grace period would otherwise expire an extension of the three-year grace period, unless the Master Servicer has delivered to the Trustee an Opinion of Counsel (which shall not be at the expense of the Trustee), addressed to the Trustee and the Master Servicer, to the effect that the holding by REMIC 1 of such REO Property subsequent to the close of the third taxable year following the taxable year in which REMIC 1 acquires ownership of such REO Property will not result in the imposition on REMIC 1 of taxes on “prohibited transactions” thereof, as defined in Section 860F of the Code, or cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC under the REMIC Provisions or comparable provisions of the laws of the State of California at any time that any Certificates are outstanding. The Master Servicer shall manage, conserve, protect and operate each REO Property for the Certificateholders solely for the purpose of its prompt disposition and sale in a manner which does not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) or result in the receipt by any of REMIC 1, REMIC 2 or REMIC 3 of any “income from non-permitted assets” within the meaning of Section 860F(a)(2)(B) of the Code or any “net income from foreclosure property” which is subject to taxation under the REMIC Provisions. Pursuant to its efforts to sell such REO Property, the Master Servicer shall either itself or through an agent selected by the Master Servicer protect and conserve such REO Property in the same manner and to such extent as is customary in the locality where such REO Property is located and may, incident to its conservation and protection of the interests of the Certificateholders, rent the same, or any part thereof, as the Master Servicer deems to be in the best interest of the Certificateholders for the period prior to the sale of such REO Property.
95
Any REO Disposition shall be for cash only (unless changes in the REMIC Provisions made subsequent to the Startup Day allow a sale for other consideration).
The Master Servicer shall segregate and hold all funds collected and received in connection with the operation of any REO Property separate and apart from its own funds and general assets. The Master Servicer shall deposit, or cause to be deposited, on a daily basis in the Custodial Account all revenues received with respect to the REO Properties, net of any directly related expenses incurred or withdraw therefrom funds necessary for the proper operation, management and maintenance of the REO Property.
If as of the date of acquisition of title to any REO Property there remain outstanding unreimbursed Servicing Advances with respect to such REO Property or any outstanding Advances allocated thereto the Master Servicer, upon an REO Disposition, shall be entitled to reimbursement for any related unreimbursed Servicing Advances and any unreimbursed related Advances as well as any unpaid Master Servicing Fees or Sub-Servicing Fees from proceeds received in connection with the REO Disposition, as further provided in Section 3.15. The Master Servicer shall not be obligated to advance any amounts with respect to an REO Property if such advance would constitute a Nonrecoverable Advance.
The REO Disposition shall be carried out by the Master Servicer at such price and upon such terms and conditions as the Master Servicer shall determine.
The Master Servicer shall deposit the proceeds from the REO Disposition, net of any payment to the Master Servicer as provided above, in the Custodial Account upon receipt thereof for distribution in accordance with Section 4.01; provided, that any such net proceeds received by the Master Servicer which are in excess of the applicable Stated Principal Balance plus all unpaid REO Imputed Interest thereon through the last day of the month in which the REO Disposition occurred (“Excess Proceeds”) shall be retained by the Master Servicer as additional servicing compensation.
With respect to any Mortgage Loan as to which the Master Servicer has received notice of, or has actual knowledge of, the presence of any toxic or hazardous substance on the Mortgaged Property, the Master Servicer shall not, on behalf of the Trustee, either (i) obtain title to the related Mortgaged Property as a result of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession of, the related Mortgaged Property, unless the Master Servicer has, at least 30 days prior to taking such action, obtained and delivered to the Trustee an environmental audit report prepared by a Person who regularly conducts environmental audits using customary industry standards. The Master Servicer shall take such action as it deems to be in the best economic interest of the Trust Fund (other than proceeding against the Mortgaged Property) and is hereby authorized at such time as it deems appropriate to release such Mortgaged Property from the lien of the related Mortgage.
96
The cost of the environmental audit report contemplated by this Section 3.22 shall be advanced by the Master Servicer as an expense of the Trust Fund, and the Master Servicer shall be reimbursed therefor from the Custodial Account as provided in Section 3.11, any such right of reimbursement being prior to the rights of the Certificateholders to receive any amount in the Custodial Account.
If the Master Servicer determines, as described above, that it is in the best economic interest of the Trust Fund to take such actions as are necessary to bring any such Mortgaged Property in compliance with applicable environmental laws, or to take such action with respect to the containment, clean-up or remediation of hazardous substances, hazardous materials, hazardous wastes, or petroleum-based materials affecting any such Mortgaged Property, then the Master Servicer shall take such action as it deems to be in the best economic interest of the Trust Fund. The cost of any such compliance, containment, clean-up or remediation shall be advanced by the Master Servicer as an expense of the Trust Fund, and the Master Servicer shall be entitled to be reimbursed therefor from the Custodial Account as provided in Section 3.11, any such right of reimbursement being prior to the rights of the Certificateholders to receive any amount in the Custodial Account.
Section 3.23. Additional Obligations of the Master Servicer.
On each Certificate Account Deposit Date, the Master Servicer shall deliver to the Trustee for deposit in the Certificate Account from its own funds and without any right of reimbursement therefor, a total amount equal to the amount of Compensating Interest for the related Distribution Date.
Section 3.24. Additional Obligations of the Depositor.
The Depositor agrees that on or prior to the tenth day after the Closing Date, the Depositor shall provide the Trustee with a written notification, substantially in the form of Exhibit J attached hereto, relating to each Class of Certificates, setting forth (i) in the case of each Class of such Certificates, (a) if less than 10% of the aggregate Certificate Principal Balance of such Class of Certificates has been sold as of such date, the value calculated pursuant to clause (b)(iii) of Exhibit J hereto, or, (b) if 10% or more of such Class of Certificates has been sold as of such date but no single price is paid for at least 10% of the aggregate Certificate Principal Balance of such Class of Certificates, then the weighted average price at which the Certificates of such Class were sold and the aggregate percentage of Certificates of such Class sold, (c) the first single price at which at least 10% of the aggregate Certificate Principal Balance of such Class of Certificates was sold, or (d) if any Certificates of each Class of Certificates are retained by the Depositor or an affiliate corporation, or are delivered to the Sponsor, the fair market value of such Certificates as of the Closing Date, (ii) the Prepayment Assumption used in pricing the Certificates, and (iii) such other information as to matters of fact as the Trustee may reasonably request to enable it to comply with its reporting requirements with respect to each Class of such Certificates to the extent such information can in the good faith judgment of the Depositor be determined by it.
97
Section 3.25. Exchange Act Reporting.
(a) The Trustee (to the extent any information requested by the Depositor is actually in the possession of the Trustee) and the Master Servicer shall fully cooperate with the Depositor in connection with the Trust’s satisfying the reporting requirements under the Exchange Act as may be requested by the Depositor pursuant to Section 3.26.
(b) (i) Within 12 calendar days after each Distribution Date, the Trustee shall, in accordance with industry standards, file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), a Distribution Report on Form 10-D, signed by the Depositor, with a copy of the monthly statement to be furnished by the Trustee to the Certificateholders for such Distribution Date. Any disclosure in addition to the monthly statement required to be included on the Form 10-D (“Additional Form 10-D Disclosure”) shall be determined and prepared by the entity that is indicated in Exhibit O as the responsible party for providing that information, if other than the Trustee, and the Trustee will have no duty or liability to verify the accuracy or sufficiency of any such Additional Form 10-D Disclosure and the Trustee shall have no liability with respect to any failure to properly prepare or file such Form 10-D resulting from or relating to the Trustee’s inability or failure to obtain any information in a timely manner from the party responsible for delivery of such Additional Form 10-D Disclosure.
Within 3 calendar days after the related Distribution Date, each entity that is indicated in Exhibit O as the responsible party for providing Additional Form 10-D Disclosure shall be required to provide to the Trustee via e-mail (DBSEC.Notifications@db.com) and the Depositor, to the extent known by a responsible party thereof, Additional Form 10-D Disclosure, if applicable, clearly identifying which item of Form 10-D the information relates to, any. The Trustee shall compile the information provided to it, prepare the Form 10-D and forward the Form 10-D to the Depositor for verification. The Depositor will approve, as to form and substance, or disapprove, as the case may be, the Form 10-D. No later than three Business Days prior to the 10th calendar day after the related Distribution Date, an officer of the Depositor shall sign the Form 10-D and return an electronic or fax copy of such signed Form 10-D (with an original executed hard copy to follow by overnight mail) to the Trustee. The Trustee shall have no liability with respect to any failure to properly file any Form 10-D resulting from or relating to the Depositor’s failure to timely comply with the provisions of this section.
(ii) Within four (4) Business Days after the occurrence of an event requiring disclosure on Form 8-K (each such event, a “Reportable Event”), the Depositor shall prepare and file any Form 8-K, as required by the Exchange Act, in addition to the initial Form 8-K in connection with the issuance of the Certificates. Any disclosure or information related to a Reportable Event or that is otherwise required to be included on Form 8-K (“Form 8-K Disclosure Information”) shall be determined and prepared by the entity that is indicated in Exhibit O as the responsible party for providing that information.
98
For so long as the Trust is subject to the Exchange Act reporting requirements, no later than the end of business on the second Business Day after the occurrence of a Reportable Event, the entity that is indicated in Exhibit O as the responsible party for providing Form 8-K Disclosure Information shall be required to provide to the Depositor, to the extent known by a responsible officer thereof, the form and substance of any Form 8-K Disclosure Information, if applicable. The Depositor shall compile the information provided to it, and prepare and file the Form 8-K, which shall be signed by an officer of the Depositor.
(iii) Prior to January 30 of the first year in which the Trustee is able to do so under applicable law, the Trustee shall, in accordance with industry standards, file a Form 15 Suspension Notice with respect to the Trust Fund, if applicable. On or before (x) March 15, 2008 and (y) unless and until a Form 15 Suspension Notice shall have been filed, on or before April 15 of each year thereafter, the Master Servicer shall provide the Trustee with an Annual Compliance Statement, together with a copy of the Assessment of Compliance and Attestation Report to be delivered by the Master Servicer pursuant to Sections 3.19 and 3.20 (including with respect to any Sub-Servicer or any subcontractor, if required to be filed). Prior to (x) March 30, 2008 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 30 of each year thereafter, the Trustee shall file a Form 10-K, in substance as required by applicable law or applicable Securities and Exchange Commission staff’s interpretations and conforming to industry standards, with respect to the Trust Fund. Such Form 10-K shall include the Assessment of Compliance, Attestation Report, Annual Compliance Statements and other documentation provided by the Master Servicer pursuant to Sections 3.19 and 3.20 (including with respect to any Sub-Servicer or subcontractor, if required to be filed) and Section 3.20 with respect to the Trustee, and the Form 10-K certification in the form attached hereto as Exhibit L-1 (the “Certification”) signed by the senior officer of the Depositor in charge of securitization. The Trustee shall receive the items described in the preceding sentence no later than March 15 of each calendar year prior to the filing deadline for the Form 10-K.
Any disclosure or information in addition to that described in the preceding paragraph that is required to be included on Form 10-K (“Additional Form 10-K Disclosure”) shall be determined and prepared by the entity that is indicated in Exhibit O as the responsible party for providing that information, if other than the Trustee, and the Trustee will have no duty or liability to verify the accuracy or sufficiency of any such Additional Form 10-K Disclosure.
If information, data and exhibits to be included in the Form 10-K are not so timely delivered, the Trustee shall file an amended Form 10-K including such documents as exhibits reasonably promptly after they are delivered to the Trustee. The Trustee shall have no liability with respect to any failure to properly prepare or file such periodic reports resulting from or relating to the Trustee’s inability or failure to timely obtain any information from any other party.
99
On or prior to (x) March 15, 2008 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15 of each year thereafter, each entity that is indicated in Exhibit O as the responsible party for providing Additional Form 10-K Disclosure shall be required to provide to the Trustee via e-mail (DBSEC.Notifications@db.com) and the Depositor, to the extent known by a responsible party thereof, the form and substance of any Additional Form 10-K Disclosure Information, if applicable. The Trustee shall compile the information provided to it, prepare the Form 10-K and forward the Form 10-K to the Depositor for verification. The Depositor will approve, as to form and substance, or disapprove, as the case may be, the Form 10-K by no later than March 25 of the relevant year (or the immediately preceding Business Day if March 25 is not a Business Day), an officer of the Depositor shall sign the Form 10-K and return an electronic or fax copy of such signed Form 10-K (with an original executed hard copy to follow by overnight mail) to the Trustee.
The Master Servicer shall be responsible for determining the pool concentration applicable to any Sub-Servicer to which the Master Servicer delegated any of its responsibilities with respect to the Mortgage Loans at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB. The Trustee will provide electronic or paper copies of all Form 10-D, 8-K and 10-K filings free of charge to any Certificateholder upon request. Any expenses incurred by the Trustee in connection with the previous sentence shall be reimbursable to the Trustee out of the Trust Fund. The Trustee shall have no liability with respect to any failure to properly file any Form 10-K resulting from or relating to the Depositor’s failure to timely comply with the provisions of this section.
The Trustee shall sign a certification (in the form attached hereto as Exhibit L-3) for the benefit of the Depositor and its officers, directors and Affiliates in respect of items 1 through 3 of the Certification (provided, however, that the Trustee shall not undertake an analysis of the Attestation Report attached as an exhibit to the Form 10-K), and the Master Servicer shall sign a certification (the “Master Servicer Certification) solely with respect to the Master Servicer (in the form attached hereto as Exhibit L-2) for the benefit of the Depositor, the Trustee and each Person, if any, who “controls” the Depositor or the Trustee within the meaning of the Securities Act of 1933, as amended, and their respective officers and directors. Each such certification shall be delivered to the Depositor and the Trustee by March 15th of each year (or if not a Business Day, the immediately preceding Business Day). The Certification attached hereto as Exhibit L-1 shall be delivered to the Trustee by March 20th for filing on or prior to March 30th of each year (or if not a Business Day, the immediately preceding Business Day).
The Trustee will have no duty to verify the accuracy or sufficiency of any information not prepared by it included in any Form 10-D, Form 10-K or Form 8-K. The Trustee shall have no liability with respect to any failure to properly prepare or file any Form 10- D or Form 10-K resulting from or relating to the Trustee’s inability or failure to obtain any information in a timely manner from the party responsible for delivery of such disclosure information. The Trustee shall have no liability with respect to any failure to properly file any Form l0-D or 10-K resulting from or relating to the Depositor’s failure to timely comply with the provisions of this section. Nothing herein shall be construed to require the Trustee or any officer, director or Affiliate thereof to sign any Form 10-D, Form 10-K or Form 8-K.
100
(c) (A) The Trustee shall indemnify and hold harmless the Depositor, the Master Servicer and their respective officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon any material misstatement or omission in the Assessment of Compliance delivered by the Trustee pursuant to Section 3.20 and (B) the Master Servicer shall indemnify and hold harmless the Depositor, the Trustee and their respective officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) the failure of the Master Servicer to timely deliver the Master Servicer Certification or (ii) any material misstatement or omission in the Statement as to Compliance delivered by the Master Servicer pursuant to Section 3.19 or any Sub-Servicer pursuant to Section 3.20, the Assessment of Compliance delivered by the Master Servicer or any Sub-Servicer pursuant to Section 3.20 or the Master Servicer Certification. If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, then the Master Servicer agrees that it shall contribute to the amount paid or payable by the Depositor and the Trustee as a result of the losses, claims, damages or liabilities of the Depositor and the Trustee in such proportion as is appropriate to reflect the relative fault of the Depositor and the Trustee on the one hand and the Master Servicer on the other in connection with the Master Servicer Certification and the related obligations of the Master Servicer under this Section 3.25.
Upon any filing with the Securities and Exchange Commission, the Trustee shall promptly deliver to the Depositor a copy of any such executed report, statement or information.
Section 3.26. Intention of the Parties and Interpretation.
Each of the parties acknowledges and agrees that the purpose of Sections 3.19, 3.20 and 3.25 of this Agreement is to facilitate compliance by the Sponsor and the Depositor with the provisions of Regulation AB. Therefore, each of the parties agrees that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance, convention or consensus among active participants in the asset-backed securities markets, advice of counsel, or otherwise in respect of the requirements of Regulation AB, (c) the parties shall comply with requests made by the Sponsor or the Depositor for delivery of additional or different information as the Sponsor or the Depositor may determine in good faith is necessary to comply with the provisions of Regulation AB, and (d) no amendment of this Agreement shall be required to effect any such changes in the parties’ obligations as are necessary to accommodate evolving interpretations of the provisions of Regulation AB.
101
Section 3.27. Optional Purchase of Certain Mortgage Loans.
The Master Servicer will have a one-time option to purchase up to a maximum of 1.00% (and in any case, at least five Mortgage Loans, not exceeding the 1.00% maximum in the aggregate) of the Mortgage Loans, by aggregate Stated Principal Balance of the Mortgage Loans as of such date, from the Trustee at the Purchase Price. Any Mortgage Loans that may be purchased by the Master Servicer pursuant to this Section 3.27 will be selected by the Master Servicer in its sole discretion. If at any time the Master Servicer makes a payment to the Certificate Account covering the amount of the Purchase Price for such a Mortgage Loan, and the Master Servicer provides to the Trustee a certification signed by a Servicing Officer stating that the amount of such payment has been deposited in the Certificate Account, then the Trustee shall execute the assignment of such Mortgage Loan at the request of the Master Servicer without recourse to the Master Servicer which shall succeed to all the Trustee’s right, title and interest in and to such Mortgage Loan, and all security and documents relative thereto. Such assignment shall be an assignment outright and not for security. The Master Servicer will thereupon own such Mortgage, and all such security and documents, free of any further obligation to the Trustee or the Certificateholders with respect thereto. Any tax on "prohibited transactions" (as defined in Section 860F(a)(2) of the Code) imposed on any REMIC relating to the exercise of the option provided in this Section 3.27 shall in no event be payable by the Trustee.
102
ARTICLE IV
PAYMENTS TO CERTIFICATEHOLDERS
Section 4.01. Distributions.
(a) The Trustee shall establish and maintain a Certificate Account, in which the Master Servicer shall cause to be deposited on behalf of the Trustee on or before 5:00 P.M. New York time on each Certificate Account Deposit Date by wire transfer of immediately available funds an amount equal to the sum of (i) any Advance for the immediately succeeding Distribution Date, (ii) any amount required to be deposited in the Certificate Account pursuant to Sections 3.10, 3.13 or 3.23, (iii) all other amounts constituting the Available Distribution Amount for the immediately succeeding Distribution Date, (iv) amounts payable by the Trust to the Supplemental Interest Trust in respect of Net Swap Payments and Swap Termination Payments other than Swap Termination Payments resulting from a Swap Provider Trigger Event and (v) any amounts on deposit in the Custodial Account representing Prepayment Charges collected by the Master Servicer (and any Master Servicer Prepayment Charge Payment Amounts paid by, or collected on behalf of the Trust Fund by, the Master Servicer or any Sub-Servicer), other than any such Prepayment Charges or Master Servicer Prepayment Charge Payment Amounts relating to Principal Prepayments that occurred after the end of the related Prepayment Period.
On each Distribution Date, prior to making any other distributions referred to in Section 4.01 herein, the Trustee shall withdraw from the Certificate Account and pay itself any income earned on retention of amounts on deposit in the Certificate Account for such Distribution Date and any other amounts payable to it hereunder.
On each Distribution Date the Trustee shall distribute to each Certificateholder of record as of the next preceding Record Date (other than as provided in Section 9.01 respecting the final distribution) either in immediately available funds (by wire transfer or otherwise) to the account of such Certificateholder at a bank or other entity having appropriate facilities therefor, if such Certificateholder has so notified the Trustee at least 5 Business Days prior to the related Record Date, or otherwise by check mailed to such Certificateholder at the address of such Holder appearing in the Certificate Register, such Certificateholder’s share (based on the aggregate of the Percentage Interests represented by Certificates of the applicable Class held by such Holder) of the amounts required to be distributed to such Holder pursuant to this Section 4.01.
Net Swap Payments and Swap Termination Payments (other than Swap Termination Payments resulting from a Swap Provider Trigger Event) payable by the Supplemental Interest Trust to the Swap Provider pursuant to the Interest Rate Swap Agreement shall be deducted (without duplication) from the interest collections in the Available Distribution Amount, and to the extent of any such remaining amounts due, from the principal collections in the Available Distribution Amount, prior to any distributions to the Certificateholders. On each Distribution Date, such amounts will be remitted to the Supplemental Interest Trust, first to make any Net Swap Payment owed to the Swap Provider pursuant to the Interest Rate Swap Agreement for such Distribution Date and for prior Distribution Dates, and second to make any Swap Termination Payment (not due to a Swap Provider Trigger Event) owed to the Swap Provider pursuant to the Interest Rate Swap Agreement for such Distribution Date and for prior Distribution Dates. Any Swap Termination Payment triggered by a Swap Provider Trigger Event owed to the Swap Provider pursuant to the Interest Rate Swap Agreement will be subordinated to distributions to the Holders of the Class A, Class M and Class B Certificates and shall be paid as set forth in Section 4.01(e)(v).
103
(b) On each Distribution Date, the Trustee shall withdraw from the Certificate Account that portion of Available Distribution Amount for such Distribution Date consisting of the Interest Remittance Amount, if any, for such Distribution Date, and make the following disbursements and transfers in the order of priority described below, in each case to the extent of the Interest Remittance Amount for such Class for such Distribution Date:
(i) to the Holders of the Class A Certificates, pro rata based on entitlement, the Monthly Interest Distributable Amount and any Unpaid Interest Shortfall Amount for each such Class for such Distribution Date; and
(ii) from the remaining Interest Remittance Amount, sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates, in that order, the Monthly Interest Distributable Amount for each such Class for such Distribution Date.
(c) On each Distribution Date (i) prior to the Stepdown Date or (ii) on or after the Stepdown Date if a Trigger Event is in effect, the Trustee shall withdraw from the Certificate Account that portion of Available Distribution Amount for such Distribution Date consisting of an amount equal to the Principal Distribution Amount and distribute to the Holders of the Class A, Class M and Class B Certificates, distributions in respect of principal to the extent of the Principal Distribution Amount remaining for such Distribution Date:
(i) concurrently on a pro rata basis, among (a) the Holders of the Class A-1, Class A-2 and Class A-3 Certificates and (b) the Holders of the Class A-M Certificates (based on (1) the aggregate Certificate Principal Balance of the Class A-1, Class A-2 and Class A-3 Certificates in the case of clause (a) and (2) the Certificate Principal Balance of the Class A-M Certificates in the case of clause (b)), with such amounts between (a) and (b) being further allocated as follows:
(a) sequentially, to the Class A-1, Class A-2 and Class A-3 Certificates, in that order, until the Certificate Principal Balances of such Classes are reduced to zero; and
104
(b) to the Class A-M Certificates until the Certificate Principal Balance of such Class is reduced to zero; and
(ii) from the remaining Principal Distribution Amount, sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates, in that order, in each case until the Certificate Principal Balances thereof have been reduced to zero.
Except as provided below, on each distribution date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, the Holders of each class of Class A, Class M and Class B Certificates shall be entitled to receive distributions in respect of principal to the extent of the Principal Distribution Amount in the following amounts and order of priority:
(i) concurrently, in an amount up to the Class A Principal Distribution Amount, pro rata among (a) the Holders of the Class A-1, Class A-2 and Class A-3 Certificates and (b) the Holders of the Class A-M Certificates (based on (1) the aggregate Certificate Principal Balance of the Class A-1, Class A-2 and Class A-3 Certificates in the case of clause (a) and (2) the Certificate Principal Balance of the Class A-M Certificates in the case of clause (b)), with such amounts between (a) and (b) being further allocated as follows:
(a) sequentially, to the Class A-1, Class A-2 and Class A-3 Certificates, in that order, until the Certificate Principal Balances of such Classes are reduced to zero; and
(b) to the Class A-M Certificates until the Certificate Principal Balance of such Class is reduced to zero; and
(ii) from the remaining Principal Distribution Amount, sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates, in that order, in an amount up to the Subordinated Class Principal Distribution Amount for each such Class, in each case until the Certificate Principal Balances thereof have been reduced to zero.
(d) Notwithstanding the foregoing, to the extent any Net Swap Payment or Swap Termination Payment with respect to the Interest Rate Swap Agreement is payable from principal collections, Principal Distribution Amounts will be deemed paid to the most subordinate class of Certificates (other than the Class R Certificates and Class P Certificates), until the Certificate Principal Balance thereof has been reduced to zero.
(e) On each Distribution Date the Net Monthly Excess Cashflow shall be distributed in the following order of priority:
105
(i) from the portion of Net Monthly Excess Cashflow otherwise distributable to each of the Class C Certificates, to the Holders of the Class A, Class M and Class B Certificates then entitled to receive distributions in respect of principal, up to an amount equal to any Extra Principal Distribution Amount, payable to such Holders as part of the Principal Distribution Amount as described under Section 4.01(c) above, as applicable;
(ii) concurrently, to the Holders of the Class A Certificates, pro rata, up to an amount equal to any Allocated Realized Loss Amount for each such Class;
(iii) sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates, in that order, up to an amount equal to the sum of the Unpaid Interest Shortfall Amount and the Allocated Realized Loss Amount (such amount to be applied first to cover Unpaid Interest Shortfall Amount for such Class and second to cover Allocated Realized Loss Amount for such Class) for each such Class;
(iv) from the portion of Net Monthly Excess Cashflow otherwise distributable to the Class C Certificates, to the Net WAC Shortfall Reserve Fund, (i) first, to pay the Class A, Class M and Class B Certificates, on a pro rata basis, based on the Certificate Principal Balances thereof, to the extent needed to pay any Net WAC Shortfall Amount for each such Class and to the extent such amount exceeds the amounts then on deposit in the Net WAC Shortfall Reserve Fund; provided that any Net Monthly Excess Cashflow remaining after such allocation to pay any such Net WAC Shortfall Amount based on the Certificate Principal Balances of the Class A, Class M and Class B Certificates will be distributed to each such Class of Certificates with respect to which there remains any unpaid Net WAC Shortfall Amount, pro rata, based on the amount of such unpaid Net WAC Shortfall Amount to the extent such amount exceeds the amounts then on deposit in the Net WAC Shortfall Reserve Fund, and (ii) second, to maintain a balance in the Net WAC Shortfall Reserve Fund equal to the Net WAC Shortfall Reserve Fund Deposit;
(v) to the Supplemental Interest Trust for payment to the Swap Provider any Swap Termination Payments with respect to the Interest Rate Swap Agreement owed to the Swap Provider due to a Swap Provider Trigger Event not previously paid;
(vi) to the Holders of the Class C Certificates, an amount equal to the Class C Distribution Amount, reduced by amounts distributed in clauses (i) and (iv) above; and
(viii) to the Class R Certificates, any remaining amounts.
(f) On or before each Distribution Date, the Trustee shall distribute from (i) the amounts received from the Swap Provider pursuant to the Interest Rate Swap Agreement in respect of any Net Swap Payment and (ii) amounts received from the Cap Counterparty pursuant to the Cap Contracts (other than any Derivative Termination Payments relating to such Cap Contract), in each case then on deposit in the Derivative Account and after distributions pursuant to Sections 4.01(b) and 4.01(e)(i)-(iv), to the Class A, Class M and Class B Certificates in the following order of priority:
106
(i) concurrently to the Holders of the Class A Certificates, pro rata, based on entitlement, an amount equal to any Unpaid Interest Shortfall Amount for such Class or Classes, in each case solely to the extent the Unpaid Interest Shortfall Amount is as a result of the interest portion of Realized Losses;
(ii) sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates, in that order, up to an amount equal to any Unpaid Interest Shortfall Amount for such Class or Classes, in each case solely to the extent the Unpaid Interest Shortfall Amount is as a result of the interest portion of Realized Losses;
(iii) to the Holders of the Class A, Class M and Class B Certificates, up to an amount equal to any portion of the Extra Principal Distribution Amount not covered by any Net Monthly Excess Cashflow on that Distribution Date and solely to the extent the payment of the Extra Principal Distribution Amount is as a result of current or prior period Realized Losses, to be included in the Principal Distribution Amount for that Distribution Date and payable to such Holders as part of the Principal Distribution Amount as described under Sections 4.01(c) above, as applicable;
(iv) to the Net WAC Reserve Fund, (i) first, to pay Net WAC Shortfall Amounts to the Holders of the Class A, Class M and Class B Certificates, on a pro rata basis, based on the aggregate amount of Net WAC Shortfall Amounts for such Class(es) of Class A, Class M and Class B Certificates remaining unpaid and (ii) second, to maintain a balance in the Net WAC Shortfall Reserve Fund equal to the Net WAC Shortfall Reserve Fund Deposit;
(v) to the Holders of the Class A Certificates, pro rata, up to an amount equal to any Allocated Realized Loss Amount for such Class or Classes; and
(vi) sequentially to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class B Certificates, in that order, up to an amount equal to any Allocated Realized Loss Amount for such Class or Classes.
(g) On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period and identified on the Mortgage Loan Schedule attached as Exhibit H as belonging to the Class P Certificateholder and any Master Servicer Prepayment Charge Amounts paid by the Master Servicer during the related Prepayment Period will be withdrawn from the Certificate Account and distributed by the Trustee to the Holders of the Class P Certificates and shall not be available for distribution to the Holders of any other Class of Certificates. The payment of the foregoing amounts to the Holders of the Class P Certificates shall not reduce the Certificate Principal Balances thereof.
107
(h) Each distribution with respect to a Book-Entry Certificate shall be paid to the Depository, as Holder thereof, and the Depository shall be responsible for crediting the amount of such distribution to the accounts of its Depository Participants in accordance with its normal procedures. Each Depository Participant shall be responsible for disbursing such distribution to the Certificate Owners that it represents and to each indirect participating brokerage firm (a “brokerage firm” or “indirect participating firm”) for which it acts as agent. Each brokerage firm shall be responsible for disbursing funds to the Certificate Owners that it represents. None of the Trustee, the Depositor or the Master Servicer shall have any responsibility therefor except as otherwise provided by this Agreement or applicable law.
(i) The Trustee, upon written direction of the Master Servicer, shall invest or cause the institution maintaining the Certificate Account to invest the funds in the Certificate Account in Permitted Investments designated in the name of the Trustee for the benefit of the Certificateholders, which shall mature not later than the Distribution Date next following the date of such investment and shall not be sold or disposed of prior to maturity. All income and gain realized from any such investment shall be for the benefit of the Master Servicer and shall be subject to its withdrawal or order from time to time. The amount of any losses incurred in respect of any such investments shall be deposited in the Certificate Account by the Master Servicer out of its own funds immediately as realized without any right of reimbursement.
(j) Except as otherwise provided in Section 9.01, if the Master Servicer anticipates that a final distribution with respect to any Class of Certificates will be made on the next Distribution Date, the Master Servicer shall, no later than the 15th day of the month in the month of such final distribution (or if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day), notify the Trustee and the Trustee shall, no later than two (2) Business Days after such date, mail on such date to each Holder of such Class of Certificates a notice to the effect that: (i) the Trustee anticipates that the final distribution with respect to such Class of Certificates will be made on such Distribution Date but only upon presentation and surrender of such Certificates at the office of the Trustee or as otherwise specified therein, and (ii) no interest shall accrue on such Certificates from and after the end of the prior calendar month.
Any funds not distributed to any Holder or Holders of Certificates of such Class on such Distribution Date because of the failure of such Holder or Holders to tender their Certificates shall, on such date, be set aside and held in trust and credited to the account of the appropriate non-tendering Holder or Holders. If any Certificates as to which notice has been given pursuant to this Section 4.01(j) shall not have been surrendered for cancellation within six months after the time specified in such notice, the Trustee shall mail a second notice to the remaining non-tendering Certificateholders to surrender their Certificates for cancellation in order to receive the final distribution with respect thereto. If within six months after the second notice all such Certificates shall not have been surrendered for cancellation, the Trustee shall take reasonable steps as directed by the Depositor, or appoint an agent to take reasonable steps, to contact the remaining non-tendering Certificateholders concerning surrender of their Certificates. The costs and expenses of maintaining the funds in trust and of contacting such Certificateholders shall be paid out of the assets remaining in the Trust Fund. If within nine months after the second notice any such Certificates shall not have been surrendered for cancellation, the Class R Certificateholders shall be entitled to all unclaimed funds and other assets which remain subject hereto. No interest shall accrue or be payable to any Certificateholder on any amount held in trust as a result of such Certificateholder's failure to surrender its Certificate(s) for final payment thereof in accordance with this Section 4.01(j).
108
Section 4.02. Statements to Certificateholders.
(a) On each Distribution Date, based, as applicable, on information provided to it by the Master Servicer, the Trustee shall prepare and make available on the Trustee’s website, which shall initially be located at “https://www.tss.db.com/invr” (assistance in using the website can be obtained by calling the Trustee’s customer service desk at (800) 735-7777), to each Holder of the Regular Certificates, the Swap Provider, the Master Servicer and the Rating Agencies, a statement as to the distributions made on such Distribution Date setting forth the following:
(i) the applicable record dates, accrual periods, determination dates for calculating distributions and general distributions dates;
(ii) the total cash flows received and the general sources thereof;
(iii) the amount of any Net Swap Payment and any amount from the Cap Contracts payable to the Supplemental Interest Trust, any Net Swap Payment payable to the Swap Provider, any Swap Termination Payment payable to the Supplemental Interest Trust and any Swap Termination Payment payable to the Swap Provider;
(iv) (A) the amount of the distribution made on such Distribution Date to the Holders of each Class of Regular Certificates, separately identified, allocable to principal and (B) the amount of the distribution made on such Distribution Date to the Holders of the Class P Certificates allocable to Prepayment Charges and Master Servicer Prepayment Charge Payment Amounts;
(v) the amount of the distribution made on such Distribution Date to the Holders of each Class of Regular Certificates (other than the Class P Certificates) allocable to interest, separately identified;
(vi) the Pass-Through Rate on each Class of Regular Certificates (other than the Class P Certificates) for such Distribution Date;
(vii) the aggregate amount of Advances for such Distribution Date (including the general purpose of such Advances), the aggregate amount of unreimbursed Advances at the close of business on the Distribution Date, and the general source of funds for reimbursements;
109
(viii) the number and Aggregate Stated Principal Balance of the Mortgage Loans as of the end of the related Due Period;
(ix) the Overcollateralization Release Amount and the Overcollateralization Deficiency Amount for such Distribution Date;
(x) the aggregate Certificate Principal Balance of each Class of Regular Certificates after giving effect to the amounts distributed on such Distribution Date (in the case of each Class of the Class A, Class M and Class B Certificates, separately identifying any reduction thereof due to the allocation of Realized Losses thereto);
(xi) the number and Stated Principal Balance of Mortgage Loans in respect of which (a) one Scheduled Payment is delinquent, (b) two Scheduled Payments are delinquent, (c) three or more Scheduled Payments are delinquent and (d) foreclosure proceedings have been commenced, in each case as of the end of the calendar month prior to such Distribution Date;
(xii) the number, aggregate principal balance and book value of any REO Properties as of the close of business on the last day of the calendar month preceding the month in which such Distribution Date occurs;
(xiii) the weighted average remaining term to maturity, weighted average Mortgage Rate and weighted average Net Mortgage Rate of the Mortgage Loans as of the close of business on the first day of the calendar month in which such Distribution Date occurs;
(xiv) the aggregate amount of Principal Prepayments made during the related Prepayment Period;
(xv) the aggregate amount of Realized Losses incurred during the related Prepayment Period and the cumulative amount of Realized Losses;
(xvi) if applicable, material modifications, extensions or waivers to Mortgage Loan terms, fees, penalties or payments during the preceding calendar month or that have become material over time;
(xvii) the aggregate amount of extraordinary Trust Fund expenses withdrawn from the Custodial Account or the Certificate Account for such Distribution Date;
(xviii) the aggregate amount of any Prepayment Interest Shortfalls for such Distribution Date, to the extent not covered by payments by the Master Servicer or a Sub-Servicer pursuant to Section 3.23, and the aggregate amount of Relief Act Interest Shortfalls for such Distribution Date;
(xix) the Monthly Interest Distributable Amount in respect of each Class of the Class A, Class M and Class B Certificates for such Distribution Date and the Unpaid Interest Shortfall Amount, if any, with respect to each Class of Class A, Class M and Class B Certificates for such Distribution Date;
110
(xx) (A) the Overcollateralization Target Amount, (B) the Overcollateralized Amount and (C) the amount, if any, by which the Overcollateralization Target Amount exceeds the Overcollateralized Amount, in each case after giving effect to the distribution made on the Regular Certificates on such Distribution Date;
(xxi) the aggregate amount of servicing compensation received by the Master Servicer with respect to the related Due Period and such other customary information as the Trustee deems necessary or desirable, or which a Certificateholder reasonably requests, to enable Certificateholders to prepare their tax returns;
(xxii) the aggregate of any deposits to and withdrawals from the Net WAC Shortfall Reserve Fund for such Distribution Date and the remaining amount on deposit in the Net WAC Shortfall Reserve Fund after such deposits and withdrawals;
(xxiii) the Available Distribution Amount for such Distribution Date;
(xxiv) updated pool composition data including the following: average loan balance, weighted average mortgage rate, weighted average loan-to-value ratio at origination, weighted average FICO at origination, and weighted average remaining term; and
(xxv) information about any additions of, substitutions for or removal of any Mortgage Loans from the Trust Fund, and any changes in the underwriting, acquisition or selection criteria as to any Mortgage Loans added to the Trust Fund.
In the case of information furnished pursuant to subclauses (ii) and (iv) above, the amounts shall also be expressed as a dollar amount per Single Certificate.
On each Distribution Date the Trustee shall provide Bloomberg Financial Markets, L.P. (“Bloomberg”) CUSIP level factors for each Class of Certificates as of such Distribution Date, using a format and media mutually acceptable to the Trustee and Bloomberg.
Within a reasonable period of time after the end of each calendar year, the Trustee shall prepare and forward, to each Person who at any time during the calendar year was a Holder of a Certificate, a statement containing the information set forth in subclauses (ii) and (iv) above, aggregated for such calendar year or applicable portion thereof during which such person was a Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trustee pursuant to any requirements of the Code and regulations thereunder as from time to time are in force.
111
On each Distribution Date the Trustee shall prepare and make available on the Trustee’s website (or deliver at the recipient's option), to each Holder of a Class R Certificate a copy of the reports forwarded to the other Certificateholders on such Distribution Date.
Within a reasonable period of time after the end of each calendar year, the Trustee shall prepare and forward, to each Person who at any time during the calendar year was a Holder of a Class R Certificate a statement containing the information provided pursuant to the previous paragraph aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be provided by the Trustee pursuant to any requirements of the Code as from time to time are in force.
The location of the Trustee’s website and the procedures used therein are subject to change from time to time at the Trustee’s discretion. The Trustee shall have the right to change the way monthly distribution statement are distributed in order to make such distribution more convenient and/or more accessible to the above parties. The Trustee shall be entitled to conclusively rely on but shall not be responsible for the content or accuracy of any information provided by third parties for purposes of preparing the monthly statement, and may affix thereto any disclaimer it deems appropriate in its reasonable discretion (without suggesting liability on the part of any other party hereto). As a condition to access the Trustee’s website, the Trustee may require registration and the acceptance of a disclaimer. Notwithstanding anything to the contrary set forth in this Agreement, the parties hereto acknowledge that in connection with the Trustee’s preparation of the foregoing reports, the Trustee will rely solely upon the information provided to it in the Remittance Reports.
Section 4.03. Remittance Reports; Advances by the Master Servicer.
(a) On the 19th calendar day of the month (but in any event no later than the 21st calendar day of the month), the Master Servicer shall deliver to the Trustee a report, prepared as of the close of business on the Business Day preceding such Determination Date (the “Remittance Report”), in the form of an electromagnetic tape, disk or such other electronic format agreeable to both parties. The Remittance Report and any written information supplemental thereto shall include such information with respect to the Mortgage Loans that is required by the Trustee for purposes of making the calculations and preparing the statement described in Sections 4.01 and 4.02, as set forth in written specifications or guidelines issued by the Trustee from time to time. The Trustee shall have no obligation to recompute, recalculate or verify any information provided to it by the Master Servicer.
112
(b) The Master Servicer shall determine the aggregate amount of Advances required to be made for the related Distribution Date, which shall be in an aggregate amount equal to the sum of (1) the aggregate amount of Monthly Payments, other than Balloon Payments, (with each interest portion thereof adjusted to the Mortgage Rate less the sum of the Master Servicing Fee Rate, the Sub-Servicing Fee Rate and any applicable PMI Insurer Fee Rate, and less the amount of any reductions in the amount of interest collectable from the Mortgagor pursuant to the Relief Act, on the Outstanding Mortgage Loans as of the related Due Date, which Monthly Payments were delinquent as of the close of business as of the related Determination Date) plus (2) with respect to each Balloon Loan delinquent in respect of its Balloon Payment as of the close of business on the related Determination Date, an amount equal to the assumed Monthly Payment (net of the related Master Servicing Fees and Sub-Servicing Fees) that would have been due on the related Due Date based on the original principal amortization scheduled for such Balloon Loan until such Balloon Loan is finally liquidated; provided that no Advance shall be made if it would be a Nonrecoverable Advance. On or before 4:00 P.M. New York time on each Certificate Account Deposit Date, the Master Servicer shall either (i) deposit in the Certificate Account from its own funds, or funds received therefor from the Sub-Servicers, an amount equal to the Advances to be made by the Master Servicer or any Sub-Servicers in respect of the related Distribution Date, (ii) withdraw from amounts on deposit in the Custodial Account and deposit in the Certificate Account all or a portion of the amounts held for future distribution in discharge of any such Advance, or (iii) make advances in the form of any combination of (i) and (ii) aggregating the amount of such Advance. Any portion of the amounts held for future distribution so used shall be replaced by the Master Servicer (to the extent not previously replaced by late collections of Monthly Payments in respect of which such Advance was made) by deposit in the Certificate Account on or before 1:00 P.M. New York time on any future Certificate Account Deposit Date to the extent that funds attributable to the Mortgage Loans that are available in the Custodial Account for deposit in the Certificate Account on such Certificate Account Deposit Date shall be less than payments to Certificateholders required to be made on the following Distribution Date. The amount of any reimbursement pursuant to Section 3.11 in respect of outstanding Advances on any Distribution Date shall be allocated to specific Monthly Payments due but delinquent for previous Due Periods, which allocation shall be made, to the extent practicable, to Monthly Payments which have been delinquent for the longest period of time. Such allocations shall be conclusive for purposes of reimbursement to the Master Servicer from recoveries on related Mortgage Loans pursuant to Section 3.11. The determination by the Master Servicer that it has made a Nonrecoverable Advance or that any proposed Advance, if made, would constitute a Nonrecoverable Advance, shall be evidenced by a certificate of a Servicing Officer delivered to the Sponsor and the Trustee with the Remittance Report. The Trustee shall deposit all funds it receives pursuant to this Section 4.03 into the Certificate Account.
(c) In the event that the Master Servicer determines as of any Certificate Account Deposit Date that it will be unable to deposit in the Certificate Account an amount equal to the Advance required to be made for the immediately succeeding Distribution Date in the amount determined by the Master Servicer pursuant to paragraph (b) above, it shall give notice to the Trustee of its inability to Advance (such notice may be given by telecopy), not later than 4:00 P.M., New York time, on such date, specifying the portion of such amount that it will be unable to deposit. Not later than 4:00 P.M., New York time, on the earlier of (x) two Business Days following such Certificate Account Deposit Date or (y) the Business Day preceding the related Distribution Date, unless by such time the Master Servicer shall have directly or indirectly deposited in the Certificate Account the entire amount of the Advances required to be made for the related Distribution Date, pursuant to Section 7.01, the Trustee shall (a) terminate all of the rights and obligations of the Master Servicer under this Agreement in accordance with Section 7.01 and (b) assume the rights and obligations of the Master Servicer hereunder, including the obligation to deposit in the Certificate Account an amount equal to the Advance for the immediately succeeding Distribution Date.
113
The Master Servicer and the Sub-Servicer shall in all cases have a right prior to the Certificateholders to any particular funds on deposit in the Custodial Account from time to time for the reimbursement or payment of its Servicing Fee, Advances, Servicing Advances and any amounts reimbursable thereto in accordance with Section 3.11 of this Agreement, but only if and to the extent such amounts are to be reimbursed or paid from such particular funds on deposit in the Custodial Account pursuant to the express terms of this Agreement.
Section 4.04. Distributions on the REMIC Regular Interests.
(a) On each Distribution Date, the Trustee shall cause the following amounts, in the following order of priority, to be distributed by REMIC 1 to REMIC 2 on account of the REMIC 1 Regular Interests or withdrawn from the Certificate Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-1 Interest), as the case may be:
(i) from the Available Distribution Amount for such Distribution Date, determined without regard to clause (ii)(2) of the definition thereof, to holders of the REMIC 1 Regular Interests, pro rata, in an amount equal to (A) the Uncertificated Accrued Interest for such REMIC 1 Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;
(ii) from the Available Distribution Amount for such Distribution Date, determined without regard to clause (ii)(2) of the definition thereof, remaining after the distribution made pursuant to clause (i) above, first, to the holders of REMIC 1 Regular Interest OC, until the Uncertificated Principal Balance thereof is reduced to zero, and second, to holders of REMIC 1 Regular Interests 1-1-A through 1-58-B, starting with the lowest numerical denomination, until the Uncertificated Principal Balance of each such REMIC 1 Regular Interest is reduced to zero, provided that, for REMIC 1 Regular Interests with the same numerical denomination, such payments of principal shall be allocated pro rata between such REMIC 1 Regular Interests;
(iii) to holders of REMIC 1 Regular Interest P, (A) all amounts representing Prepayment Charges received during the related Prepayment Period that are identified as belonging to the Class P Certificates on the attached Mortgage Loan Schedule, and (B) on the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified as belonging to the Class P Certificates on the attached Mortgage Loan Schedule or any Distribution Date thereafter, any remaining Available Distribution Amount, until an amount equal to the initial Uncertificated Principal Balance of such REMIC 1 Regular Interest has been distributed pursuant to this clause; and
114
(iv) any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-1 Interest).
(b) On each Distribution Date, the following amounts, in the following order of priority, shall be distributed by REMIC 2 to REMIC 3 on account of the REMIC 2 Regular Interests or withdrawn from the Certificate Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-2 Interest), as the case may be:
(i) from the Available Distribution Amount for such Distribution Date, determined without regard to clause (ii)(2) of the definition thereof, to holders of REMIC 2 Regular Interest IO, in an amount equal to (A) the Uncertificated Accrued Interest for such REMIC 2 Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates;
(ii) to the extent of the Available Distribution Amount for such Distribution Date, determined without regard to clause (ii)(2) of the definition thereof, remaining after the distribution pursuant to clause (i), to holders of each REMIC 2 Regular Interest (other than REMIC 2 Regular Interest IO), pro rata, in an amount equal to (A) the Uncertificated Accrued Interest for such REMIC 2 Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates. Amounts payable as Uncertificated Accrued Interest in respect of REMIC 2 Regular Interest ZZ and REMIC 2 Regular Interest P shall be reduced when the REMIC 2 Overcollateralized Amount is less than the REMIC 2 Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the Maximum Uncertificated Accrued Interest Deferral Amount, and such amount will be payable to holders of each REMIC 2 Regular Interest for which a Class A, Class M or Class B Certificate is the Corresponding Certificate in the same proportion as the Extra Principal Distribution Amount is allocated to the Corresponding Certificates for each such REMIC 2 Regular Interest, and the Uncertificated Principal Balance of REMIC 2 Regular Interest ZZ shall be increased by such amount;
(iii) to the extent of the Available Distribution Amount for such Distribution Date, determined without regard to clause (ii)(2) of the definition thereof, remaining after the distributions pursuant to clauses (i) and (ii), to holders of REMIC 2 Regular Interests (other than REMIC 2 Regular Interest IO and P), allocated as follows:
(A) 98.00% of such remainder to holders of REMIC 2 Regular Interest AA, until the Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced to zero; and
115
(B) 2.00% of such remainder, first, to holders of each REMIC 2 Regular Interest for which a Class A, Class M or Class B Certificate is the Corresponding Certificate, in an aggregate amount equal to 1% of and in the same proportion as principal payments are allocated to the Corresponding Certificates for each such REMIC 2 Regular Interest, until the Uncertificated Principal Balances of such REMIC 2 Regular Interests are reduced to zero; and second, to the holders of REMIC 2 Regular Interest ZZ, until the Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced to zero;
(iv) to holders of REMIC 2 Regular Interest P, (A) all amounts representing Prepayment Charges distributed on REMIC 1 Regular Interest P, and (B) on the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified as belonging to the Class P Certificates on the attached Mortgage Loan Schedule or any Distribution Date thereafter, any remaining Available Distribution Amount distributed in respect of REMIC 1 Regular Interest P, until an amount equal to the initial Uncertificated Principal Balance of such REMIC 2 Regular Interest has been distributed pursuant to this clause; and
(v) any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-3 Interest).
(c) On each Distribution Date, interest shall be deemed payable from REMIC 3 to the holders of each REMIC 3 Regular Interest the ownership of which is represented by the Class A, Class M and Class B Certificates at a pass-through rate equal to the lesser of (i) the Pass-Through Rate for the Corresponding Certificate determined without regard to the related Net WAC Rate and (ii) the Net WAC Rate for the REMIC 3 Regular Interest the ownership of which is represented by the Corresponding Certificate for such Distribution Date, in each case on a principal balance equal to the Certificate Principal Balance of the Corresponding Certificate for such Distribution Date. For the avoidance of doubt, principal shall be payable to, and shortfalls, losses and prepayments shall be allocable to, the REMIC 3 Regular Interests the ownership of which is represented by the Class A, Class M and Class B Certificates as such amounts are payable and allocable to the Corresponding Certificates.
(d) On each Distribution Date, a portion of the amounts distributed pursuant to Sections 4.01(e)(i), (iv) and (vi) on such date shall be deemed distributed from REMIC 3 to Holders of the Class C Certificates in respect of the Class C Distribution Amount.
(e) On each Distribution Date, 100% of the amounts deemed distributed on REMIC 2 Regular Interest IO shall be deemed distributed by REMIC 3 in respect of the Class IO Interest for deposit into the Supplemental Interest Trust.
116
Section 4.05. Allocation of Realized Losses.
(a) All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date as follows: first, to Net Monthly Excess Cashflow, through a distribution of the Extra Principal Distribution Amount for that Distribution Date; second, to the Overcollateralized Amount by a reduction of the Certificate Principal Balance of the Class C Certificates, until the Certificate Principal Balance thereof has been reduced to zero; third, to the Class B Certificates, until the Certificate Principal Balance thereof has been reduced to zero; second, to the Class M-8 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; third, to the Class M-7 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fourth, to the Class M-6 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fifth, to the Class M-5 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; sixth, to the Class M-4 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; seventh, to the Class M-3 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; eighth, to the Class M-2 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and ninth to the Class M-1 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; thereafter, any Realized Losses on the Mortgage Loans will be allocated on any Distribution Date first to the Class A-M Certificates until its Certificate Principal Balance has been reduced to zero and second to the Class A-1, Class A-2 and Class A-3 Certificates, on a pro rata basis, based on the Certificate Principal Balances thereof, in each case in reduction of the Certificate Principal Balances thereof, until reduced to zero.
(b) Any allocation of Realized Losses to a Class A, Class M and Class B Certificate on any Distribution Date shall be made by reducing the Certificate Principal Balance thereof by the amount so allocated. Any allocation of Realized Losses to Net Monthly Excess Cashflow shall be made by reducing the amount otherwise payable in respect of the Class C Certificates pursuant to Section 4.01(e)(vi), and any allocation of Realized Losses to the Overcollateralized Amount shall be made by reducing the Certificate Principal Balance of the Class C Certificates by the amount so allocated.
(c) All Realized Losses on the Mortgage Loans shall be allocated on each Distribution Date, first, to REMIC 1 Regular Interest OC, until the Uncertificated Principal Balance thereof has been reduced to zero, and second, to REMIC 1 Regular Interest I-1-A through REMIC 1 Regular Interest 1-58-B, starting with the lowest numerical denomination, until the Uncertificated Principal Balance of each such REMIC 1 Regular Interest has been reduced to zero, provided that, for REMIC 1 Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC 1 Regular Interests, and third, to REMIC 1 Regular Interest P until the Uncertificated Principal Balance thereof has been reduced to zero.
117
(d) All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date to the following REMIC 2 Regular Interests in the specified percentages, as follows: first, to Uncertificated Accrued Interest payable to the REMIC 2 Regular Interest AA and REMIC 2 Regular Interest ZZ up to an aggregate amount equal to the REMIC 2 Interest Loss Allocation Amount (without duplication of shortfalls allocated pursuant to Section 1.03), 98.00% and 2.00%, respectively, and to the extent of any amount equal to the REMIC 2 Interest Loss Allocation Amount remaining after the foregoing allocations to REMIC 2 Regular Interests AA and ZZ, to Uncertificated Accrued Interest payable to REMIC 2 Regular Interest P to the extent of such remaining amount; second, to the Uncertificated Principal Balances of the REMIC 2 Regular Interest AA and REMIC 2 Regular Interest ZZ up to an aggregate amount equal to the REMIC 2 Principal Loss Allocation Amount, 98.00% and 2.00%, respectively; third, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest B and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest B has been reduced to zero; fourth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-8 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-8 has been reduced to zero; fifth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-7 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-7 has been reduced to zero; sixth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-6 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-6 has been reduced to zero; seventh, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-5 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-5 has been reduced to zero; eighth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-4 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-4 has been reduced to zero; ninth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-3 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-3 has been reduced to zero; tenth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-2 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-2 has been reduced to zero; eleventh, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest M-1 and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest M-1 has been reduced to zero; twelfth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest AA, REMIC 2 Regular Interest A-M and REMIC 2 Regular Interest ZZ, 98.00%, 1.00% and 1.00%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest A-M has been reduced to zero; and thirteen, to the Uncertificated Principal Balance of REMIC 2 Regular Interests AA, 98.00%, to the Uncertificated Principal Balances of REMIC 2 Regular Interests A-1, A-2 and A-3, 1.00% pro rata, and to the Uncertificated Principal Balance of REMIC 2 Regular Interest ZZ, 1.00%, until the Uncertificated Principal Balances of such REMIC 2 Regular Interests A-1, A-2 and A-3 have been reduced to zero.
118
Section 4.06. Information Reports to Be Filed by the Master Servicer.
The Master Servicer or the Sub-Servicers shall file information reports with respect to the receipt of mortgage interest received in a trade or business, foreclosures and abandonments of any Mortgaged Property and the information returns relating to cancellation of indebtedness income with respect to any Mortgaged Property required by Sections 6050H, 6050J and 6050P of the Code, respectively, and deliver to the Trustee an Officers’ Certificate stating that such reports have been filed. Such reports shall be in form and substance sufficient to meet the reporting requirements imposed by such Sections 6050H, 6050J and 6050P of the Code.
Section 4.07. Compliance with Withholding Requirements.
Notwithstanding any other provision of this Agreement, the Trustee shall comply with all federal withholding requirements respecting payments to Certificateholders of interest or original issue discount on the Mortgage Loans, that the Trustee reasonably believes are applicable under the Code. The consent of Certificateholders shall not be required for such withholding. In the event the Trustee withholds any amount from interest or original issue discount payments or advances thereof to any Certificateholder pursuant to federal withholding requirements, the Trustee shall, together with its monthly report to such Certificateholders pursuant to Section 4.02 hereof, indicate such amount withheld.
Section 4.08. Net WAC Shortfall Reserve Fund.
(a) On the Closing Date, the Trustee shall establish and maintain in its name, in trust for the benefit of Class A, Class M and Class B Certificates, the Net WAC Shortfall Reserve Fund. In addition, on the Closing Date, the Depositor shall deposit into the Net WAC Shortfall Reserve Fund an amount equal to the Net WAC Shortfall Reserve Fund Deposit. On each Distribution Date as to which there is a Net WAC Shortfall Amount payable to any Class of Class A, Class M and Class B Certificates, the Trustee shall deposit the amounts distributable pursuant to clause (iv) of Section 4.01(e) into the Net WAC Shortfall Reserve Fund, and the Trustee has been directed by the Holders of the Class C Certificates to distribute amounts then on deposit in the Net WAC Shortfall Reserve Fund to the Holders of the Class A, Class M and Class B Certificates in respect of the Net WAC Shortfall Amounts in the priorities set forth in clause (iv) of Section 4.01(e). Any amount paid to the Holders of any Class A, Class M and Class B Certificates pursuant to the preceding sentence in respect of Net WAC Shortfall Amounts from amounts distributable pursuant to clause (iv) of Section 4.01(e) shall be treated as distributed to the Holders of the Class C Certificates and paid by such Holders to the Holders of such Class A, Class M and Class B Certificates. Any payments to the Holders of the Class A, Class M and Class B Certificates in respect of Net WAC Shortfall Amounts pursuant to the second preceding sentence shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1).
119
(b) The Net WAC Shortfall Reserve Fund is an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h) and shall be an asset of the Trust Fund but not an asset of any REMIC. The Trustee on behalf of the Trust shall be the nominal owner of the Net WAC Shortfall Reserve Fund. The Holders of the Class C Certificates shall be the beneficial owners of the Net WAC Shortfall Reserve Fund, subject to the power of the Trustee to transfer amounts under Section 4.01. Amounts in the Net WAC Shortfall Reserve Fund shall, at the written direction of the Holders of the Class C Certificates be invested in Permitted Investments that mature no later than the Business Day prior to the next succeeding Distribution Date. In the absence of such written direction, all funds in the Net WAC Shortfall Reserve Fund shall remain uninvested. All net income and gain from such investments shall be distributed to the Holders of the Class C Certificates not as a distribution in respect of any interest in any REMIC, on each such Distribution Date. All amounts earned on amounts on deposit in the Net WAC Shortfall Reserve Fund shall be taxable to the Holders of the Class C Certificates. Any losses on such investments shall be deposited in the Net WAC Shortfall Reserve Fund by the Holders of the Class C Certificates out of their own funds immediately as realized.
Section 4.09. Supplemental Interest Trust.
(i) As of the Closing Date, the Trustee, as Supplemental Interest Trust Trustee, is directed to enter into the Interest Rate Swap Agreement and the Cap Contracts and shall establish and maintain in the name of the Supplemental Interest Trust Trustee, the Supplemental Interest Trust for the benefit of the Swap Provider and the Holders of the Class A, Class M, Class B and Class C Certificates. The Supplemental Interest Trust shall hold the Interest Rate Swap Agreement, the Class IO Interest, the Cap Contracts, the Collateral Account and the Derivative Account. The Trustee shall establish an Eligible Account (the “Derivative Account”) into which the Depositor shall deposit $1,000 on the Closing Date. Funds on deposit in the Derivative Account shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trustee or held pursuant to this Agreement.
(ii) On each Distribution Date, the Trustee shall deposit into the Derivative Account amounts distributable to the Supplemental Interest Trust pursuant to Sections 4.01(a) (fourth paragraph) and 4.01(e)(v) of this Agreement. In addition, the Trustee shall deposit into the Derivative Account for payment to the Swap Provider the Swap Optional Termination Payment (which shall include any related Net Swap Payment payable to the Swap Provider) payable under Section 9.01. On each Distribution Date, the Trustee shall distribute any such amounts to the Swap Provider pursuant to the Interest Rate Swap Agreement, first to pay any Net Swap Payment owed to the Swap Provider for such Distribution Date or remaining unpaid from prior Distribution Dates, and second to pay any Swap Termination Payment owed to the Swap Provider for such Distribution Date or remaining unpaid from prior Distribution Dates.
120
(iii) On each Distribution Date, the Trustee, as Supplemental Interest Trust Trustee, shall deposit into the Derivative Account amounts received by the Supplemental Interest Trust (x) under the Interest Rate Swap Agreement from the Swap Provider and (y) under the Cap Contracts from the Cap Counterparty (other than Derivative Termination Payments related to any Cap Contract). On each Distribution Date, the Trustee shall, and the Trustee has been directed by the Holders of the Class C Certificates to, distribute from the Derivative Account an amount equal to the amount of any Net Swap Payment or Swap Termination Payment received from the Swap Provider under the Interest Rate Swap Agreement and payments received from the Cap Counterparty under the Cap Contracts (other than Derivative Termination Payments related to any Cap Contract), in the following order of priority:
(a) first, an amount equal to the aggregate amount required under Section 4.01(f) to be distributed on such Distribution Date, to the Class A, Class M and Class B Certificateholders in accordance with Section 4.01(f) of this Agreement, and
(b) second, any remainder, to the holder of the Class C Certificates.
(iv) The Supplemental Interest Trust constitutes an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h) and shall not be an asset of any REMIC. The Holders of the Class C Certificates shall be the beneficial owner of the Supplemental Interest Trust, subject to the power of the Trustee to transfer amounts under this Agreement. The Trustee shall keep records that accurately reflect the funds on deposit in the Derivative Account. The Trustee shall, at the written direction of the Holders of the Class C Certificates, invest amounts on deposit in the Supplemental Interest Trust in Permitted Investments that mature no later than the Business Day prior to the next succeeding Distribution Date. In the absence of such written direction, all funds in the Supplemental Interest Trust shall remain uninvested. On each Distribution Date, the Trustee shall distribute, not as a distribution in respect of any interest in any REMIC, any income or gain earned on the invested assets in the Supplemental Interest Trust to the Holders of the Class C Certificates. All amounts earned on amounts on deposit in the Supplemental Interest Trust shall be taxable to the Holders of the Class C Certificates. Any losses on such investments shall be deposited in the Supplemental Interest Trust by the Holders of the Class C Certificates, out of their own funds immediately as realized.
(v) For federal income tax purposes, amounts paid to the Supplemental Interest Trust on each Distribution Date pursuant to Section 4.01(a) (first and second sentences of the fourth paragraph) for payment to the Swap Provider with respect to the Interest Rate Swap Agreement shall first be deemed to be paid to the Supplemental Interest Trust in respect of the Class IO Interest to the extent of the amount distributable on such Class IO Interest on such Distribution Date, and shall then be deemed to be paid to the Supplemental Interest Trust in respect of a Class IO Distribution Amount as described below.
121
(vi) The Trustee shall treat the Holders of the Class A, Class M and Class B Certificates as having entered into a notional principal contract with respect to the Holders of the Class C Certificates. Pursuant to each such notional principal contract, all Holders of the Class A, Class M and Class B Certificates shall be treated as having agreed to pay, on each Distribution Date, to the Holder of the Class C Certificates an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC 3 Regular Interest corresponding to such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “ Class IO Distribution Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the excess of, with respect to each such Certificate, (i) the amount of interest otherwise payable to the REMIC 3 Regular Interest relating to such Certificate over (ii) the amount of interest payable to such Certificate at a per annum rate equal to the Net WAC Rate, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of the Class A, Class M, Class B and Class C Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to such notional principal contract, the Holder of the Class-C Certificates shall be treated as having agreed to pay Net WAC Shortfall Amounts to the Holders of the Class A, Class M and Class B Certificates from amounts received by the Supplemental Interest Trust pursuant to the Interest Rate Swap Agreement in accordance with the terms of this Agreement. Any payments deemed to be received by Holders of the Class A, Class M, Class B and Class C Certificates pursuant to this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Section 860G(a)(1) of the Code. However, any payment from the Class A, Class M and Class B Certificates of a Class IO Distribution Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of their interests in REMIC 3 and as having been paid by such Holders to the Supplemental Interest Trust pursuant to the notional principal contract. Thus, each Class A, Class M, Class B and Class C Certificate shall be treated as representing not only ownership of a Regular Interest in REMIC 3, but also ownership of an interest in, and obligations with respect to, a notional principal contract.
(vii) (a) Upon designation of an early termination date with respect to a Derivative Contract other than in connection with a Optional Termination, the Trustee, as Supplemental Interest Trust Trustee, at the written direction of the Depositor will use reasonable efforts to appoint a successor derivative counterparty to enter into a new derivative contract on terms substantially similar to such Derivative Contract with a derivative counterparty meeting all applicable eligibility requirements. The Trustee, as Supplemental Interest Trust Trustee will apply any Derivative Termination Payment received from the original derivative counterparty in connection with the early termination of such Derivative Contract to the upfront payment required to appoint the successor derivative counterparty.
If a successor derivative counterparty is not appointed within 30 days of such early termination, then the Trustee, as Supplemental Interest Trust Trustee will deposit any Derivative Termination Payment received from the original derivative counterparty in connection with the early termination of such Derivative Contract into a separate, non-interest bearing reserve account and will, on each subsequent Distribution Date, withdraw from the amount then remaining on deposit in such reserve account an amount equal to the payment, if any, that would have been paid to the Supplemental Interest Trust Trustee by the original derivative counterparty calculated in accordance with the terms of the related Derivative Contract, and distribute such amount in accordance with the terms of this Agreement.
122
(b) In the event that the derivative counterparty under a Derivative Contract fails to perform any of its obligations under such Derivative Contract (including, without limitation, its obligation to make any payment or transfer collateral), or breaches any of its representations and warranties thereunder, or in the event that any Event of Default, Termination Event, or Additional Termination Event (each as defined in the related Derivative Contract) occurs with respect to such Derivative Contract, the Trustee, as Supplemental Interest Trust Trustee shall, promptly following actual notice of such failure, breach or event, notify the Depositor and send any notices and make any demands, on behalf of the Supplemental Interest Trust, required to enforce the rights of the Supplemental Interest Trust under such Derivative Contract.
In the event that a derivative counterparty’s obligations are guaranteed by a third party under a guaranty relating to a Derivative Contract (such guaranty a “ Guaranty” and such third party a “ Guarantor”), then to the extent that the derivative counterparty fails to make any payment by the close of business on the day it is required to make payment under the terms of such Derivative Contract, the Trustee, as Supplemental Interest Trust Trustee shall, promptly following actual notice of the derivative counterparty’s failure to pay, demand that such Guarantor make any and all payments then required to be made by such Guarantor pursuant to such Guaranty; provided that the Trustee, as Supplemental Interest Trust Trustee shall in no event be liable for any failure or delay in the performance by the Derivative Counterparty’s or such Guarantor’s of its obligations hereunder or pursuant to such Derivative Contract and the Guaranty, nor for any special, indirect or consequential loss or damage of any kind whatsoever (including but not limited to lost profits) in connection therewith.
Section 4.10. Tax Treatment of Class IO Distribution Amounts in the Event of Resecuritization of Class A, Class M or Class B Certificates.
In the event that any Class A, Class M or Class B Certificate is resecuritized in a REMIC (the “Resecuritization REMIC”), for federal income tax purposes, (i) payments on the REMIC 3 Regular Interest corresponding to such Class A, Class M or Class B Certificate shall, for the avoidance of doubt, be deemed to include the Class IO Distribution Amount, and (ii) to the extent provided in the operative documents for the Resecuritization REMIC, (a) payments on the “regular interests” issued by the Resecuritization REMIC shall be deemed to include in the aggregate such Class IO Distribution Amount, and (b) such Class IO Distribution Amount shall be deemed paid to the holder of the Class C Certificates pursuant to a notional principal contract entered into by the holders of one or more “regular interests” issued by the Resecuritization REMIC (“Resecuritization Holders”) and the Holder of the Class C Certificates. In such event, Class IO Distribution Amounts deemed paid by Resecuritization Holders under clause (b) of the immediately preceding sentence shall be paid on behalf of such holders pursuant to Section 4.09(ii) hereof.
123
Section 4.11. Collateral Account.
(i) The Trustee, as Supplemental Interest Trust Trustee, is hereby directed to perform the obligations of the Custodian as defined under Credit Support Annex One (the “Custodian”).
On or before the Closing Date, the Custodian shall establish the Collateral Account. The Collateral Account shall be held in the name of the Custodian in trust for the benefit of the Holders of the Class A, Class M and Class B Certificates. The Collateral Account must be an Eligible Account segregated from the Certificate Account and any other moneys of the Trustee held pursuant to this Agreement and shall be entitled “Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1, Collateral Account, Supplemental Interest Trust Trustee, as Custodian for the benefit of holders of the Class A, Class M and Class B Certificates.”
The Custodian shall credit to Collateral Account all collateral (whether in the form of cash or securities) posted by Bear Stearns Financial Products Inc. to secure the obligations of Bear Stearns Financial Products Inc. in accordance with the terms of the Credit Support Annex. The Custodian shall maintain and apply all collateral and earnings thereon on deposit in the Collateral Account in accordance with the Credit Support Annex.
Cash collateral posted by Bear Stearns Financial Products Inc. in accordance with the Credit Support Annex shall be invested at the written direction of Bear Stearns Financial Products Inc. in Permitted Investments in accordance with the requirements of the Credit Support Annex. All amounts earned on amounts on deposit in Collateral Account (whether cash collateral or securities) shall be for the account of and taxable to Bear Stearns Financial Products Inc.. The Trustee shall not be liable for the selection of investments or investment losses incurred thereon.
Upon the occurrence of an Event of Default or Specified Condition (each as defined in the Schedule) with respect to Bear Stearns Financial Products Inc. or upon occurrence or designation of an Early Termination Date (as defined in the Schedule) as a result of any such Event of Default or Specified Condition with respect to Bear Stearns Financial Products Inc., and, in either such case, unless Bear Stearns Financial Products Inc. has paid in full all of its Obligations (as defined in the Credit Support Annex) that are then due, then any collateral posted by Bear Stearns Financial Products Inc. in accordance with the Credit Support Annex, shall be applied by the Custodian to the payment of any Obligations due to Party B (each as defined in the Credit Support Annex) in accordance with the Credit Support Annex. Any excess collateral posted by Bear Stearns Financial Products Inc. in accordance with the Credit Support Annex and remaining after payment of all amounts owing to Party B shall be withdrawn from the Collateral Account and paid to Bear Stearns Financial Products Inc. in accordance with the Credit Support Annex.
124
ARTICLE V
THE CERTIFICATES
Section 5.01. The Certificates.
(a) The Certificates will be substantially in the respective forms annexed hereto as Exhibits A and B-1 through B-5. The Certificates will be issuable in registered form only. The Certificates (other than the Class P, Class C and Class R Certificates) will be issued in minimum denominations of $25,000 Initial Certificate Principal Balance and integral multiples of $1 in excess thereof. The Class C Certificates will be issued in minimum denominations of $1.00 Initial Notional Amount and integral multiples of $1.00 in excess thereof. The Class P Certificates and the Class R Certificates will each be issuable in minimum denominations of any Percentage Interest representing 10.00% and multiples of 0.01% in excess thereof.
Upon original issue, the Certificates shall, upon the written request of the Depositor executed by an officer of the Depositor, be executed and delivered by the Trustee, authenticated by the Trustee and delivered to or upon the order of the Depositor upon receipt by the Trustee of the documents specified in Section 2.01. The Certificates shall be executed by manual or facsimile signature on behalf of the Trustee in its capacity as trustee hereunder by a Responsible Officer. Certificates bearing the manual or facsimile signatures of individuals who were at the time they signed the proper officers of the Trustee shall bind the Trustee, notwithstanding that such individuals or any of them have ceased to hold such offices prior to the authentication and delivery of such Certificates or did not hold such offices at the date of such Certificates. No Certificate shall be entitled to any benefit under this Agreement, or be valid for any purpose, unless there appears on such Certificate a certificate of authentication substantially in the form provided for herein executed by the Trustee by manual signature, and such certificate upon any Certificate shall be conclusive evidence, and the only evidence, that such Certificate has been duly authenticated and delivered hereunder. All Certificates issued on the Closing Date shall be dated the Closing Date and any Certificates delivered thereafter shall be dated the date of their authentication.
(b) The Class A, Class M and Class B Certificates shall initially be issued as one or more Certificates registered in the name of the Depository or its nominee and, except as provided below, registration of such Certificates may not be transferred by the Trustee except to another Depository that agrees to hold such Certificates for the respective Certificate Owners with Ownership Interests therein. The Certificate Owners shall hold their respective Ownership Interests in and to each of such Book-Entry Certificates through the book-entry facilities of the Depository and, except as provided below, shall not be entitled to Definitive Certificates in respect of such Ownership Interests. All transfers by Certificate Owners of their respective Ownership Interests in the Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing such Certificate Owner. Each Depository Participant shall transfer the Ownership Interests only in the Book-Entry Certificates of Certificate Owners it represents or of brokerage firms for which it acts as agent in accordance with the Depository's normal procedures. The Trustee shall not be required to monitor, determine or inquire as to compliance with the transfer restrictions with respect to the Book-Entry Certificates, and the Trustee shall have no liability for transfers of Ownership Interests in the Book Entry Certificates made through the book-entry facilities of the Depositary or between or among Depositary Participants or Certificate Owners, made in violation of the applicable restrictions.
125
The Trustee, the Master Servicer and the Depositor may for all purposes (including the making of payments due on the respective Classes of Book-Entry Certificates) deal with the Depository as the authorized representative of the Certificate Owners with respect to the respective Classes of Book-Entry Certificates for the purposes of exercising the rights of Certificateholders hereunder. The rights of Certificate Owners with respect to the respective Classes of Book-Entry Certificates shall be limited to those established by law and agreements between such Certificate Owners and the Depository Participants and brokerage firms representing such Certificate Owners. Multiple requests and directions from, and votes of, the Depository as Holder of any Class of Book-Entry Certificates with respect to any particular matter shall not be deemed inconsistent if they are made with respect to different Certificate Owners. The Trustee may establish a reasonable record date in connection with solicitations of consents from or voting by Certificateholders and shall give notice to the Depository of such record date.
If (i)(A) the Depositor advises the Trustee in writing that the Depository is no longer willing or able to properly discharge its responsibilities as Depository and (B) the Depositor is unable to locate a qualified successor or (ii) the Depositor at its option advises the Trustee in writing that it elects to terminate the book-entry system through the Depository, the Trustee shall notify all Certificate Owners, through the Depository, of the occurrence of any such event and of the availability of Definitive Certificates to Certificate Owners requesting the same. Upon surrender to the Trustee of the Book-Entry Certificates by the Depository, accompanied by registration instructions from the Depository for registration of transfer, the Trustee shall, at the expense of the Depositor, issue the Definitive Certificates. Neither the Depositor, the Master Servicer nor the Trustee shall be liable for any actions taken by the Depository or its nominee, including, without limitation, any delay in delivery of such instructions and may conclusively rely on, and shall be protected in relying on, such instructions. Upon the issuance of Definitive Certificates the Trustee and the Master Servicer shall recognize the Holders of the Definitive Certificates as Certificateholders hereunder.
(c) Each Certificate is intended to be a “security” governed by Article 8 of the Uniform Commercial Code as in effect in the State of New York and any other applicable jurisdiction, to the extent that any of such laws may be applicable.
126
Section 5.02. Registration of Transfer and Exchange of Certificates.
(a) The Trustee shall maintain a Certificate Register in which, subject to such reasonable regulations as it may prescribe, the Trustee shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided.
(b) Except as provided in Section 5.02(c), no transfer, sale, pledge or other disposition of a Class B, Class P, Class C or Class R Certificate shall be made unless such transfer, sale, pledge or other disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “Act”), and any applicable state securities laws or is made in accordance with said Act and laws. In the event that a transfer of a Class B, Class P, Class C or Class R Certificate is to be made under this Section 5.02(b), (i) the Trustee shall require an Opinion of Counsel acceptable to and in form and substance satisfactory to the Trustee that such transfer shall be made pursuant to an exemption, describing the applicable exemption and the basis therefor, from said Act and laws or is being made pursuant to said Act and laws, which Opinion of Counsel shall not be an expense of the Trustee, the Depositor or the Master Servicer, provided that such Opinion of Counsel will not be required in connection with the initial transfer of any such Certificate by the Depositor or any affiliate thereof, to a non-affiliate of the Depositor or (ii) the Trustee shall require the transferee to execute a representation letter, substantially in the form of Exhibit G-1 hereto, and the Trustee shall require the transferor to execute a representation letter, substantially in the form of Exhibit G-2 hereto, each acceptable to and in form and substance satisfactory to the Trustee certifying to the Depositor and the Trustee the facts surrounding such transfer, which representation letters shall not be an expense of the Trustee, the Depositor or the Master Servicer; provided, however, that such representation letters will not be required in connection with any transfer of any such Certificate by the Depositor to an affiliate of the Depositor and the Trustee shall be entitled to conclusively rely upon a representation (which, upon the request of the Trustee, shall be a written representation) from the Depositor of the status of such transferee as an affiliate of the Depositor. Any such Certificateholder desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee, the Depositor and the Master Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such applicable federal and state laws.
No transfer of any Class C Certificate shall be made unless the proposed transferee of such Class C Certificate (1) provides to the Trustee the appropriate tax certification forms that would eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the related Interest Rate Swap Agreement, and by the Cap Counterparty, pursuant to the Cap Contacts, to the Supplemental Interest Trust (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), together with any applicable attachments) and (2) agrees to update such forms (i) upon expiration of any such forms, (ii) as required under then applicable U.S. Treasury regulations and (iii) promptly upon learning that such forms have become obsolete or incorrect, each as a condition to such transfer. In addition, no transfer of any Class C Certificate shall be made if such transfer would cause the Supplemental Interest Trust to be beneficially owned by two or more persons for federal income tax purposes, or continue to be so treated, unless (i) each proposed transferee of such Class C Certificate complies with the foregoing conditions, and (ii) the proposed majority holder of the Class C Certificates (or each holder, if there is or would be no majority holder) (A) provides, or causes to be provided, on behalf of the Supplemental Interest Trust, if applicable, to the Trustee the appropriate tax certification forms that would be required from the Supplemental Interest Trust to eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, and by the Cap Counterparty, pursuant to the Cap Contacts, to the Supplemental Interest Trust (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), together with any applicable attachments) and (B) agrees to update such forms (x) upon expiration of any such forms, (y) as required under then applicable U.S. Treasury regulations and (z) promptly upon learning that such forms have become obsolete or incorrect. If, under applicable U.S. Treasury regulations, such tax certification forms may only be signed by a trustee acting on behalf of the Supplemental Interest Trust, then the Trustee, as the Supplemental Interest Trust Trustee, shall sign such certification forms if so directed by a Holder of the Class C Certificates. Upon receipt of any such tax certification forms from a transferee of any Class C Certificate, the Trustee, as the Supplemental Interest Trust Trustee, shall forward a copy of such tax certification forms provided to it to the Swap Provider and the Cap Counterparty. Each Holder of a Class C Certificate and each transferee thereof shall be deemed to have consented to the Trustee, as the Supplemental Interest Trust Trustee, forwarding to the Swap Provider and Cap Counterparty any tax certification form it has provided and updated in accordance with these transfer restrictions. Any purported sales or transfers of any Class C Certificate to a transferee which does not comply with the requirements of this paragraph shall be deemed null and void under this Agreement.
127
The Trustee shall not be liable for the content or truthfulness of any such tax certification forms provided to it. The Trustee shall only be required to forward any tax certification forms received by it to the Swap Provider and Cap Counterparty at the last known address provided to it, and shall not be liable for the receipt of such tax certification forms by the Swap Provider or the Cap Counterparty, nor any failure of the Swap Provider or Cap Counterparty to process such forms or to take any action as required under the respective Interest Rate Swap Agreement or Cap Contract, or under applicable law. The Trustee shall have no duty to take action to correct any misstatement or omission in any tax certification forms provided to it and forwarded to the Swap Provider and Cap Counterparty.
(c) Notwithstanding the requirements of Section 5.02(b), transfers of Class B, Class P, Class C and Class R Certificates may be made in accordance with this Section 5.02(c) if the prospective transferee of a Certificate provides the Trustee and the Depositor with an investment letter substantially in the form of Exhibit G-3 attached hereto, which investment letter shall not be an expense of the Trustee, the Depositor or the Master Servicer, and which investment letter states that, among other things, such transferee is a “qualified institutional buyer” as defined under Rule 144A. Such transfers shall be deemed to have complied with the requirements of Section 5.02(b) hereof. Any such Certificateholder desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee, the Depositor and the Master Servicer against any liability that may result if the transfer is not so exempt or is not made in accordance with such applicable federal and state laws.
128
The Trustee shall require an Opinion of Counsel, on which the Trustee, Depositor and Master Servicer may rely, from a prospective transferee prior to the transfer of any Class P, Class C and Class R Certificate to any employee benefit plan or other retirement arrangement, including individual retirement accounts and Keogh plans, that is subject to the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or Section 4975 of the Code (any of the foregoing, a “Plan”), to a trustee or other Person acting on behalf of any Plan, or to any other person who is using “plan assets” of any Plan to effect such acquisition (including any insurance company using funds in its general or separate accounts that may constitute “plan assets” of a Plan). Such Opinion of Counsel must establish to the satisfaction of the Trustee that such transfer is permissible under applicable law, will not constitute or result in a prohibited transaction under Section 406 of ERISA and Section 4975 of the Code, and will not subject the Trustee, the Master Servicer or the Depositor to any obligation in addition to those undertaken in this Agreement. Neither the Depositor, the Master Servicer nor the Trustee, will be required to obtain such Opinion of Counsel on behalf of any prospective transferee.
Prior to the termination of the Supplemental Interest Trust, each beneficial owner of a Class A, Class M and Class B Certificate or any interest therein, shall be deemed to have represented, by virtue of its acquisition or holding of the Class A, Class M and Class B Certificate, or interest therein, that either (i) it is not a Plan or (ii) (A) it is an accredited investor within the meaning of Prohibited Transaction Exemption 2002-41 (the “Exemption”) and (B) the acquisition and holding of such Certificate and the separate right to receive payments from the Supplemental Interest Trust are eligible for the exemptive relief available under one of Prohibited Transaction Class Exemption (“PTCE”) 84-14, 91-38, 95-60, 90-1 or 96-23.
Each beneficial owner of a Subordinate Certificate or any interest therein which is acquired subsequent to the termination of the Supplemental Interest Trust shall be deemed to have represented, by virtue of its acquisition or holding of that Certificate or interest therein, that either (i) it is not a Plan or a trustee or other Person acting on behalf of a Plan or using “plan assets” of a Plan to effect such acquisition (including any insurance company using funds in its general or separate accounts that may constitute “plan assets”), (ii) it has acquired and is holding such Certificate in reliance on the Exemption, and that it understands that there are certain conditions to the availability of the Exemption, including that the Certificate must be rated, at the time of purchase, not lower than “BBB-” (or its equivalent) by Standard & Poor’s, Fitch Ratings, Inc. or Moody’s, and the Certificate is so rated or (iii) (1) it is an insurance company, (2) the source of funds used to acquire or hold the Certificate or interest therein is an “insurance company general account,” as such term is defined in PTCE 95-60, and (3) the conditions in Sections I and III of PTCE 95-60 have been satisfied.
(d) [Reserved]
129
(e) (i) Each Person who has or who acquires any Ownership Interest in a Class R Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions and to have irrevocably authorized the Trustee or its designee under clause (iii)(A) below to deliver payments to a Person other than such Person and to negotiate the terms of any mandatory sale under clause (iii)(B) below and to execute all instruments of transfer and to do all other things necessary in connection with any such sale. The rights of each Person acquiring any Ownership Interest in a Class R Certificate are expressly subject to the following provisions:
(A) Each Person holding or acquiring any Ownership Interest in a Class R Certificate shall be a Permitted Transferee and shall promptly notify the Trustee of any change or impending change in its status as a Permitted Transferee.
(B) In connection with any proposed Transfer of any Ownership Interest in a Class R Certificate, the Trustee shall require delivery to it, and shall not register the Transfer of any Class R Certificate until its receipt, of (I) an affidavit and agreement (a “Transfer Affidavit and Agreement” in the form attached hereto as Exhibit G-5) from the proposed Transferee, in form and substance satisfactory to the Trustee representing and warranting, among other things, that it is a Permitted Transferee, that it is not acquiring its Ownership Interest in the Class R Certificate that is the subject of the proposed Transfer as a nominee, trustee or agent for any Person who is not a Permitted Transferee, that for so long as it retains its Ownership Interest in a Class R Certificate, it will endeavor to remain a Permitted Transferee, and that it has reviewed the provisions of this Section 5.02 and agrees to be bound by them, and (II) a certificate, in the form attached hereto as Exhibit G-4, from the Holder wishing to transfer the Class R Certificate, in form and substance satisfactory to the Trustee representing and warranting, among other things, that no purpose of the proposed Transfer is to impede the assessment or collection of tax and that it has no knowledge that the proposed transferee is not a Permitted Transferee.
(C) Notwithstanding the delivery of a Transfer Affidavit and Agreement by a proposed Transferee under clause (B) above, if a Responsible Officer of the Trustee assigned to this transaction has actual knowledge that the proposed Transferee is not a Permitted Transferee, no Transfer of an Ownership Interest in a Class R Certificate to such proposed Transferee shall be effected.
(D) Each Person holding or acquiring any Ownership Interest in a Class R Certificate shall agree (x) to require a Transfer Affidavit and Agreement from any other Person to whom such Person attempts to transfer its Ownership Interest in a Class R Certificate and (y) not to transfer its Ownership Interest unless it provides a certificate to the Trustee in the form attached hereto as Exhibit G-4.
(E) Each Person holding or acquiring an Ownership Interest in a Class R Certificate, by purchasing an Ownership Interest in such Certificate, agrees to give the Trustee written notice that it is a “pass-through interest holder” within the meaning of Temporary Treasury Regulations Section 1.67-3T(a)(2)(i)(A) immediately upon acquiring an Ownership Interest in a Class R Certificate, if it is “a pass-through interest holder”, or is holding an Ownership Interest in a Class R Certificate on behalf of a “pass-through interest holder.”
130
(ii) The Trustee will register the Transfer of any Class R Certificate only if it shall have received the Transfer Affidavit and Agreement in the form attached hereto as Exhibit G-5, a certificate of the Holder requesting such transfer in the form attached hereto as Exhibit G-4 and all of such other documents as shall have been reasonably required by the Trustee as a condition to such registration. Transfers of the Class R Certificates other than to Permitted Transferees are prohibited.
(iii) (A) If any Person other than a Permitted Transferee shall become a Holder of a Class R Certificate, then the last preceding Permitted Transferee shall be restored, to the extent permitted by law, to all rights and obligations as Holder thereof retroactive to the date of registration of such Transfer of such Class R Certificate. If a transfer of a Class R Certificate is disregarded pursuant to the provisions of Treasury Regulations Section 1.860E-1 or Section 1.860G-3, then the last preceding Permitted Transferee shall be restored, to the extent permitted by law, to all rights and obligations as Holder thereof retroactive to the date of registration of such transfer of such Class R Certificate. The prior Holder shall be entitled to recover from any purported Holder of a Class R Certificate that was in fact not a Permitted Transferee under this Section 5.02(e) at the time it became a Holder all payments made on such Class R Certificate. Each Holder of a Class R Certificate, by acceptance thereof, shall be deemed for all purposes to have consented to the provisions of this Section 5.02(e) and to any amendment of this Agreement deemed necessary (whether as a result of new legislation or otherwise) by counsel of the Depositor to ensure that the Class R Certificates are not transferred to any Person who is not a Permitted Transferee and that any transfer of such Class R Certificates will not cause the imposition of a tax upon the Trust or cause any such REMIC to fail to qualify as a REMIC. Neither the Trustee nor the Trustee shall be under any liability to any Person for any registration of Transfer of a Class R Certificate that is in fact not permitted by this Section 5.02 or for making any payments due on such Certificate to the Holder thereof or for taking any other action with respect to such Holder under the provisions of this Agreement.
(B) If any purported Transferee shall become a Holder of a Class R Certificate in violation of the restrictions in this Section 5.02 and to the extent that the retroactive restoration of the rights of the Holder of such Class R Certificate as described in clause (iii)(A) above shall be invalid, illegal or unenforceable, then the Trustee shall have the right, without notice to the Holder or any prior Holder of such Class R Certificate, to sell such Class R Certificate to a purchaser selected by the Trustee on such terms as the Trustee may choose. Such purported Transferee shall promptly endorse and deliver each Class R Certificate in accordance with the instructions of the Trustee. Such purchaser may be the Trustee itself. The proceeds of such sale, net of the commissions (which may include commissions payable to the Trustee), expenses and taxes due, if any, will be remitted by the Trustee to such purported Transferee. The terms and conditions of any sale under this clause (iii)(B) shall be determined in the sole discretion of the Trustee, and the Trustee shall not be liable to any Person having an Ownership Interest in a Class R Certificate as a result of its exercise of such discretion.
131
(iv) The Trustee shall make available to the Internal Revenue Service and those Persons specified by the REMIC Provisions, all information necessary to compute any tax imposed (A) as a result of the transfer of an ownership interest in a Class R Certificate to any Person who is a Disqualified Organization, including the information regarding “excess inclusions” of such Class R Certificates required to be provided to the Internal Revenue Service and certain Persons as described in Treasury Regulations Sections 1.860D-1(b)(5) and 1.860E-2(a)(5), and (B) as a result of any regulated investment company, real estate investment trust, common trust fund, partnership, trust, estate or organization described in Section 1381 of the Code that holds an Ownership Interest in a Class R Certificate having as among its record Holders at any time any Person who is a Disqualified Organization. The Trustee may charge and shall be entitled to reasonable compensation for providing such information as may be required from those Persons which may have had a tax imposed upon them as specified in clauses (A) and (B) of this paragraph for providing such information.
(f) Subject to the preceding paragraphs, upon surrender for registration of transfer of any Certificate at the office of the Trustee maintained for such purpose, the Trustee shall execute and the Trustee shall authenticate and deliver, in the name of the designated transferee or transferees, one or more new Certificates of the same Class of a like aggregate Percentage Interest. Every Certificate surrendered for transfer shall be accompanied by notification of the account of the designated transferee or transferees for the purpose of receiving distributions pursuant to Section 4.01 by wire transfer, if any such transferee desires and is eligible for distribution by wire transfer.
(g) At the option of the Certificateholders, Certificates may be exchanged for other Certificates of authorized denominations of the same Class of a like aggregate Percentage Interest, upon surrender of the Certificates to be exchanged at the office of the Trustee. Whenever any Certificates are so surrendered for exchange the Trustee shall execute, authenticate and deliver the Certificates which the Certificateholder making the exchange is entitled to receive. Every Certificate presented or surrendered for transfer or exchange shall (if so required by the Trustee) be duly endorsed by, or be accompanied by a written instrument of transfer in the form satisfactory to the Trustee duly executed by, the Holder thereof or his attorney duly authorized in writing. In addition, with respect to each Class R Certificate, the Holder thereof may exchange, in the manner described above, such Class R Certificate for three separate Certificates, each representing such Holder's respective Percentage Interest in the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest, respectively, in each case that was evidenced by the Class R Certificate being exchanged.
(h) No service charge shall be made to the Certificateholders for any transfer or exchange of Certificates, but the Trustee may require payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
132
(i) All Certificates surrendered for transfer and exchange shall be canceled and retained by the Trustee in accordance with the Trustee’s standard procedures.
Section 5.03. Mutilated, Destroyed, Lost or Stolen Certificates.
If (i) any mutilated Certificate is surrendered to the Trustee and the Trustee receives evidence to its satisfaction of the destruction, loss or theft of any Certificate, and (ii) there is delivered to the Trustee such security or indemnity as may be required by it to save it harmless, then, in the absence of notice to the Trustee that such Certificate has been acquired by a bona fide purchaser, the Trustee shall execute, authenticate and deliver, in exchange for or in lieu of any such mutilated, destroyed, lost or stolen Certificate, a new Certificate of the same Class and Percentage Interest. Upon the issuance of any new Certificate under this Section, the Trustee may require the payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in relation thereto and any other expenses (including the fees and expenses of the Trustee) connected therewith. Any replacement Certificate issued pursuant to this Section shall constitute complete and indefeasible evidence of ownership in the Trust Fund, as if originally issued, whether or not the lost, stolen or destroyed Certificate shall be found at any time.
Section 5.04. Persons Deemed Owners.
The Depositor, the Master Servicer, the Trustee and any agent of any of them may treat the person in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions pursuant to Section 4.01 and for all other purposes whatsoever, and neither the Depositor, the Master Servicer, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
Section 5.05. Rule 144A Information.
For so long as any Class B, Class P, Class C and Class R are outstanding and are “restricted securities” within the meaning of Rule 144(a)(3) of the Securities Act, (1) the Depositor will provide or cause to be provided to any Holder of such Certificates and any prospective purchaser thereof designated by such a Holder, upon the request of such Holder or prospective purchaser, the information required to be provided to such Holder or prospective purchaser by Rule 144A(d)(4) under the Securities Act; and (2) the Depositor shall update such information from time to time in order to prevent such information from becoming false and misleading and will take such other actions as are necessary to ensure that the safe harbor exemption from the registration requirements of the Securities Act under Rule 144A is and will be available for resales of such Certificates conducted in accordance with Rule 144A. The Master Servicer shall cooperate with the Depositor and furnish the Depositor such information in the Master Servicer's possession as the Depositor may reasonably request.
133
ARTICLE VI
THE DEPOSITOR AND THE MASTER SERVICER
Section 6.01. | Liability of the Depositor and the Master Servicer. |
The Depositor and the Master Servicer each shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by the Depositor and the Master Servicer herein. Only the Master Servicer, any successor Master Servicer or the Trustee acting as Master Servicer shall be liable with respect to the servicing of the Mortgage Loans and the REO Property for actions taken by any such Person in contravention of the Master Servicer's duties hereunder.
Section 6.02. | Merger, Consolidation or Conversion of the Depositor or the Master Servicer. |
The Depositor and the Master Servicer each will keep in full effect its existence, rights and franchises as a corporation under the laws of the state of its incorporation, and each will obtain and preserve its qualification to do business as a foreign corporation in each jurisdiction in which such qualification is or shall be necessary to protect the validity and enforceability of this Agreement, the Certificates or any of the Mortgage Loans and to perform its respective duties under this Agreement.
Any Person into which the Depositor or the Master Servicer may be merged, consolidated or converted, or any corporation resulting from any merger or consolidation to which the Depositor or the Master Servicer shall be a party, or any Person succeeding to the business of the Depositor or the Master Servicer, shall be the successor of the Depositor or the Master Servicer, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding; provided, however, that the successor or surviving Person to the Master Servicer shall be qualified to sell mortgage loans to and service mortgage loans for Fannie Mae or Freddie Mac.
Section 6.03. Limitation on Liability of the Depositor, the Master Servicer and Others.
Neither the Depositor, the Master Servicer nor any of the directors, officers, employees or agents of the Depositor or the Master Servicer shall be under any liability to the Trust Fund or the Certificateholders for any action taken or for refraining from the taking of any action in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Depositor or the Master Servicer (but this provision shall protect the above described persons) against any breach of warranties or representations made herein, or against any specific liability imposed on the Master Servicer pursuant to Section 3.01 or any other Section hereof; and provided further that this provision shall not protect the Depositor, the Master Servicer or any such person, against any liability which would otherwise be imposed by reason of willful misfeasance, bad faith or gross negligence in the performance of duties or by reason of reckless disregard of obligations and duties hereunder. The Depositor, the Master Servicer and any director, officer, employee or agent of the Depositor or the Master Servicer may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder. The Depositor, the Master Servicer and any director, officer, employee or agent of the Depositor or the Master Servicer shall be indemnified and held harmless by the Trust Fund against any loss, liability or expense incurred in connection with any legal action relating to this Agreement or the Certificates (including reasonable legal fees and disbursements of counsel), other than (a) any loss, liability or expense related to Master Servicer's servicing obligations with respect to any specific Mortgage Loan or Mortgage Loans (except as any such loss, liability or expense shall be otherwise reimbursable pursuant to this Agreement) or related to the Master Servicer's obligations under Section 3.01, or (b) any loss, liability or expense incurred by reason of willful misfeasance, bad faith or gross negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder. Neither the Depositor nor the Master Servicer shall be under any obligation to appear in, prosecute or defend any legal action which is not incidental to its respective duties under this Agreement and which in its opinion may involve it in any expense or liability; provided, however, that the Depositor or the Master Servicer may in its sole discretion undertake any such action which it may deem necessary or desirable with respect to this Agreement and the rights and duties of the parties hereto and the interests of the Certificateholders hereunder. In such event, the legal expenses and costs of such action and any liability resulting therefrom (except any action or liability related to the Master Servicer's obligations under Section 3.01) shall be expenses, costs and liabilities of the Trust Fund, and the Depositor and the Master Servicer shall be entitled to be reimbursed therefor from the Certificate Account as provided in Section 3.11, any such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Certificate Account.
134
Section 6.04. Limitation on Resignation of the Master Servicer.
The Master Servicer shall not resign from the obligations and duties hereby imposed on it except (a) upon appointment of a successor servicer reasonably acceptable to the Trustee upon receipt by the Trustee of a letter from each Rating Agency (obtained by the Master Servicer and at its expense) that such a resignation and appointment will not, in and of itself, result in a downgrading of the Certificates or (b) upon determination that its duties hereunder are no longer permissible under applicable law. Any such determination permitting the resignation of the Master Servicer shall be evidenced by an Opinion of Counsel (at the expense of the resigning Master Servicer) to such effect delivered to the Trustee. No such resignation shall become effective until the Trustee or a successor servicer shall have assumed the Master Servicer's responsibilities, duties, liabilities and obligations hereunder.
Section 6.05. Sale and Assignment of Master Servicing.
135
The Master Servicer may sell and assign its rights and delegate its duties and obligations in their entirety as Master Servicer under this Agreement; provided, however, that: (i) the purchaser or transferee accepting such assignment and delegation (a) shall be a Person which shall be qualified to service mortgage loans for Fannie Mae or Freddie Mac; (b) shall, in the case of successor master servicers only, have a net worth of not less than $10,000,000 (unless otherwise approved by each Rating Agency pursuant to clause (ii) below); (c) shall be reasonably satisfactory to the Trustee (as evidenced in a writing signed by the Trustee) as having a comparable servicing ability to that of the Master Servicer on the Closing Date; (d) shall execute and deliver to the Trustee an agreement, in form and substance reasonably satisfactory to the Trustee, which contains an assumption by such Person of the due and punctual performance and observance of each covenant and condition to be performed or observed by it as master servicer under this Agreement and any custodial agreement, from and after the effective date of such agreement; (ii) each Rating Agency shall be given prior written notice of the identity of the proposed successor to the Master Servicer and each Rating Agency's rating of the Certificates in effect immediately prior to such assignment, sale and delegation will not be downgraded or withdrawn as a result of such assignment, sale and delegation, as evidenced by a letter to such effect obtained by the Master Servicer at its expense and delivered to the Trustee; and (iii) the Master Servicer assigning and selling the master servicing shall deliver to the Trustee an Officer's Certificate and an Opinion of Counsel (at the expense of the Master Servicer), each stating that all conditions precedent to such action under this Agreement have been completed and such action is permitted by and complies with the terms of this Agreement. No such assignment or delegation shall affect any liability of the Master Servicer arising prior to the effective date thereof.
136
ARTICLE VII
DEFAULT
Section 7.01. Events of Default.
“Event of Default”, wherever used herein, means any one of the following events:
(i) any failure by the Master Servicer to deposit into the Certificate Account on each Certificate Account Deposit Date the amounts required to be deposited therein (other than an Advance) under the terms of this Agreement which continues unremedied for two (2) Business Days after such amount was required to be remitted; or
(ii) any failure on the part of the Master Servicer duly to observe or perform in any material respect any other of the covenants or agreements on the part of the Master Servicer contained in the Certificates or in this Agreement (including any breach of the Master Servicer's representations and warranties pursuant to Section 2.03(a) which materially and adversely affects the interests of the Certificateholders) which continues unremedied for a period of 60 days after the date on which written notice of such failure, requiring the same to be remedied, shall have been given to the Master Servicer by the Trustee, or to the Master Servicer and the Trustee by the Holders of Certificates entitled to at least 25% of the Voting Rights; or
(iii) a decree or order of a court or agency or supervisory authority having jurisdiction in an involuntary case under any present or future federal or state bankruptcy, insolvency or similar law or the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshaling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Master Servicer and such decree or order shall have remained in force undischarged or unstayed for a period of 60 consecutive days; or
(iv) the Master Servicer shall consent to the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshaling of assets and liabilities or similar proceedings of or relating to the Master Servicer or of or relating to all or substantially all of its property; or
(v) the Master Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of or otherwise voluntarily commence a case or proceeding under any applicable bankruptcy, insolvency, reorganization or other similar statute, make an assignment for the benefit of its creditors, or voluntarily suspend payment of its obligations; or
(vi) the Master Servicer shall fail to deposit in the Certificate Account on any Certificate Account Deposit Date an amount equal to any required Advance which continues unremedied for the earlier of (a) a period of two (2) Business Days or (b) the Business Day immediately preceding the Distribution Date.
137
If an Event of Default described in clauses (i) - (v) of this Section shall occur, then, and in each and every such case, so long as such Event of Default shall not have been remedied, the Trustee, or the Holders of Certificates entitled to at least 51% of the Voting Rights, by notice in writing to the Master Servicer and the Swap Provider (and to the Trustee if given by such Holders of Certificates), with a copy to the Rating Agencies, may terminate all of the rights and obligations (but not the liabilities) of the Master Servicer under this Agreement and in and to the Trust Fund, other than its rights as a Certificateholder hereunder; provided, however, that the successor to the Master Servicer appointed pursuant to Section 7.02 shall have accepted the duties of Master Servicer effective upon the resignation or termination of the Master Servicer. If an Event of Default described in clause (vi) hereof shall occur, the Trustee shall, by notice to the Master Servicer and the Depositor, terminate all of the rights and obligations of the Master Servicer under this Agreement and in and to the Trust Fund, other than its rights as a Certificateholder hereunder; provided, however, that if the Trustee determines (in its sole discretion) that the failure by the Master Servicer to make any required Advance was due to circumstances beyond its control, and the required Advance was otherwise made, the Trustee shall not terminate the Master Servicer. On or after the receipt by the Master Servicer of such notice, all authority and power of the Master Servicer under this Agreement, whether with respect to the Certificates (other than as a Holder thereof) or the Mortgage Loans or otherwise, shall pass to and be vested in the Trustee pursuant to and under this Section, and, without limitation, the Trustee is hereby authorized and empowered to execute and deliver, on behalf of the Master Servicer, as attorney-in-fact or otherwise, any and all documents and other instruments, and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement or assignment of the Mortgage Loans and related documents, or otherwise at the expense of the Master Servicer. The Master Servicer agrees to cooperate with (and pay any related costs and expenses of) the Trustee in effecting the termination of the Master Servicer's responsibilities and rights hereunder, including, without limitation, the transfer to the Trustee or the successor Master Servicer for administration by it of (i) the property and amounts which are then or should be part of the Trust Fund or which thereafter become part of the Trust Fund; (ii) originals or copies of all documents of the Master Servicer reasonably requested by the Trustee to enable it to assume the Master Servicer's duties thereunder; (iii) the rights and obligations of the Master Servicer under the Sub-Servicing Agreements with respect to the Mortgage Loans; and (iv) all cash amounts which shall at the time be deposited by the Master Servicer or should have been deposited to the Custodial or the Certificate Account or thereafter be received with respect to the Mortgage Loans. The Trustee shall not be deemed to have breached any obligation hereunder as a result of a failure to make or delay in making any distribution as and when required hereunder caused by the failure of the Master Servicer to remit any amounts received by it or to deliver any documents held by it with respect to the Mortgage Loans. For purposes of this Section 7.01, the Trustee shall not be deemed to have knowledge of an Event of Default unless a Responsible Officer of the Trustee has actual knowledge thereof or unless notice of any event which is in fact such an Event of Default is received by the Trustee as provided in Section 11.05 and such notice references the Certificates, the Trust Fund or this Agreement.
138
Section 7.02. Trustee to Act; Appointment of Successor.
Within 90 days of the time the Master Servicer receives a notice of termination pursuant to Section 7.01(i) - (vi), the Trustee or its appointed agent shall be the successor in all respects to the Master Servicer in its capacity as Master Servicer under this Agreement and the transactions set forth or provided for herein and shall be subject thereafter to all the responsibilities, duties and liabilities relating thereto placed on the Master Servicer including the obligation to make Advances which have been or will be required to be made (except for the responsibilities, duties and liabilities contained in Section 2.03 and its obligations to deposit amounts in respect of losses pursuant to Section 3.12 and 4.01(i)) by the terms and provisions hereof; and provided further, that any failure to perform such duties or responsibilities caused by the Master Servicer's failure to provide information required by Section 4.03 shall not be considered a default by the Trustee hereunder. As compensation therefor, the Trustee shall be entitled to all funds relating to the Mortgage Loans which the Master Servicer would have been entitled to charge to the Custodial Account if the Master Servicer had continued to act hereunder. If the Trustee has become the successor to the Master Servicer in accordance with Section 6.04 or Section 7.02, then notwithstanding the above, if the Trustee shall be unwilling to so act, or shall be unable to so act, the Trustee may appoint, or petition a court of competent jurisdiction or appoint, any established housing and home finance institution, which is also a Fannie Mae- or Freddie Mac-approved mortgage servicing institution, having a net worth of not less than $10,000,000 as the successor to the Master Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Master Servicer hereunder. Pending appointment of a successor to the Master Servicer hereunder, the Trustee shall act in such capacity as herein above provided. In connection with such appointment and assumption, the Trustee may make such arrangements for the compensation of such successor out of payments on Mortgage Loans as it and such successor shall agree; provided, however, that no such compensation shall be in excess of that permitted the Master Servicer hereunder. Each of the Sponsor, the Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession. In no event shall the successor Master Servicer be liable for the acts or omissions of the predecessor Master Servicer.
In connection with the termination or resignation of the Master Servicer hereunder, either (i) the successor Master Servicer, including the Trustee if the Trustee is acting as successor Master Servicer, shall represent and warrant that it is a member of MERS in good standing and shall agree to comply in all material respects with the rules and procedures of MERS in connection with the servicing of the Mortgage Loans that are registered with MERS, in which case the predecessor Master Servicer shall cooperate with the successor Master Servicer in causing MERS to revise its records to reflect the transfer of servicing to the successor Master Servicer as necessary under MERS' rules and regulations, or (ii) the predecessor Master Servicer shall cooperate with the successor Master Servicer in causing MERS to execute and deliver an assignment of Mortgage in recordable form to transfer the Mortgage from MERS to the Trustee and to execute and deliver such other notices, documents and other instruments as may be necessary or desirable to effect a transfer of such Mortgage Loan or servicing of such Mortgage Loan on the MERS® System to the successor Master Servicer. The predecessor Master Servicer shall file or cause to be filed any such assignment in the appropriate recording office. The predecessor Master Servicer shall bear any and all fees of MERS, costs of preparing any assignments of Mortgage, and fees and costs of filing any assignments of Mortgage that may be required under this Section 7.02. The successor Master Servicer shall cause such assignment to be delivered to the Trustee promptly upon receipt of the original with evidence of recording thereon or a copy certified by the public recording office in which such assignment was recorded.
139
Any successor, including the Trustee, to the Master Servicer shall maintain in force during its term as master servicer hereunder policies and fidelity bonds to the same extent as the Master Servicer is so required pursuant to Section 3.18.
Notwithstanding anything else herein to the contrary, in no event shall the Trustee be liable for any Master Servicing Fee or Sub-Servicing Fee or for any differential in the amount of the Master Servicing Fee or Sub-Servicing Fee paid hereunder and the amount necessary to induce any successor Master Servicer or Sub-Servicer, as applicable, to act as successor Master Servicer or Sub-Servicer, as applicable, under this Agreement and the transactions set forth or provided for herein.
Section 7.03. Notification to Certificateholders.
(a) Upon any such termination or appointment of a successor to the Master Servicer, the Trustee shall give prompt notice thereof to Certificateholders, the Swap Provider and to the Rating Agencies.
(b) Within 60 days after the occurrence of any Event of Default, the Trustee shall transmit by mail to all Holders of Certificates and the Swap Provider notice of each such Event of Default hereunder known to the Trustee, unless such Event of Default shall have been cured or waived.
Section 7.04. Waiver of Events of Default.
The Holders representing at least 51% of the Voting Rights of Certificates affected by a default or Event of Default hereunder, may waive such default or Event of Default (other than an Event of Default set forth in Section 7.01(vi)); provided, however, that (a) a default or Event of Default under clause (i) of Section 7.01 may be waived only by all of the Holders of Certificates affected by such default or Event of Default and (b) no waiver pursuant to this Section 7.04 shall affect the Holders of Certificates in the manner set forth in the second paragraph of Section 11.01 or materially adversely affect any non-consenting Certificateholder. Upon any such waiver of a default or Event of Default by the Holders representing the requisite percentage of Voting Rights of Certificates affected by such default or Event of Default, such default or Event of Default shall cease to exist and shall be deemed to have been remedied for every purpose hereunder. No such waiver shall extend to any subsequent or other default or Event of Default or impair any right consequent thereon except to the extent expressly so waived. The Master Servicer shall give notice of any such waiver to the Rating Agencies.
140
Section 7.05. List of Certificateholders.
Upon written request of three or more Certificateholders of record, for purposes of communicating with other Certificateholders with respect to their rights under this Agreement, the Trustee will afford such Certificateholders access during business hours to the most recent list of Certificateholders held by the Trustee.
141
ARTICLE VIII
CONCERNING THE TRUSTEE
Section 8.01. Duties of Trustee.
The Trustee, prior to the occurrence of an Event of Default and after the curing or waiver of all Events of Default which may have occurred, undertakes to perform such duties and only such duties as are specifically set forth in this Agreement. If an Event of Default occurs, is continuing and has not been waived, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise as a prudent man would exercise or use under the circumstances in the conduct of his own affairs. Any permissive right of the Trustee enumerated in this Agreement shall not be construed as a duty.
The Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee which are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them in accordance with the requirements of this Agreement. If any such instrument is found not to conform to the requirements of this Agreement in a material manner, the Trustee shall take such action as it deems appropriate to have the instrument corrected, and if the instrument is not corrected to the Trustee’s satisfaction, the Trustee will provide notice thereof to the Certificateholders. Notwithstanding the foregoing, the Trustee shall not be responsible for the accuracy or content of any resolution, certificate, statement, opinion, report, document, order or other instrument furnished by the Master Servicer hereunder or any Opinion of Counsel required hereunder.
The Trustee shall prepare and file or cause to be filed on behalf of the Trust Fund any tax return that is required with respect to REMIC 1, REMIC 2 and REMIC 3 pursuant to applicable federal, state or local tax laws.
The Trustee covenants and agrees that it shall perform its obligations hereunder in a manner so as to maintain the status of REMIC 1, REMIC 2 and REMIC 3 under the REMIC Provisions and to prevent the imposition of any federal, state or local income, prohibited transaction, contribution or other tax on any of REMIC 1, REMIC 2 or REMIC 3 to the extent that maintaining such status and avoiding such taxes are within the control of the Trustee and are reasonably within the scope of its duties under this Agreement.
No provision of this Agreement shall be construed to relieve the Trustee from liability for its own negligent action, its own negligent failure to act or its own willful misconduct; provided, however, that:
(i) Prior to the occurrence of an Event of Default, and after the curing or waiver of all such Events of Default which may have occurred, the duties and obligations of the Trustee shall be determined solely by the express provisions of this Agreement, the Trustee shall not be liable except for the performance of such duties and obligations as are specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee and, in the absence of bad faith on the part of the Trustee, the Trustee may conclusively rely, as to the truth of the statements and the correctness of the opinions expressed therein, upon any certificates or opinions furnished to the Trustee and conforming to the requirements of this Agreement;
142
(ii) The Trustee shall not be liable for an error of judgment made in good faith by a Responsible Officer or Responsible Officers of the Trustee, unless it shall be proved that the Trustee was negligent in ascertaining the pertinent facts; and
(iii) The Trustee shall not be liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with the direction of the Holders of Certificates entitled to at least 25% of the Voting Rights relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee, or exercising any trust or power conferred upon the Trustee, under this Agreement.
Section 8.02. Certain Matters Affecting the Trustee.
Except as otherwise provided in Section 8.01:
(a) The Trustee may conclusively rely upon and shall be fully protected in acting or refraining from acting in reliance upon any resolution, Officers’ Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document reasonably believed by it to be genuine and to have been signed or presented by the proper party or parties;
(b) The Trustee may consult with counsel and any Opinion of Counsel shall be full and complete authorization and protection in respect of any action taken or suffered or omitted by it hereunder in good faith and in accordance therewith;
(c) The Trustee shall be under no obligation to exercise any of the trusts or powers vested in it by this Agreement, other than its obligation to give notice pursuant to this Agreement, or to institute, conduct or defend any litigation hereunder or in relation hereto at the request, order or direction of any of the Certificateholders, pursuant to the provisions of this Agreement, unless such Certificateholders shall have offered to the Trustee security or indemnity satisfactory to it against the costs, expenses and liabilities which may be incurred therein or thereby; nothing contained herein shall, however, relieve the Trustee of the obligation, upon the occurrence of an Event of Default of which a Responsible Officer of the Trustee’s corporate trust department has actual knowledge (which has not been waived or cured), to exercise such of the rights and powers vested in it by this Agreement, and to use the same degree of care and skill in their exercise as a prudent man would exercise or use under the circumstances in the conduct of his own affairs;
143
(d) The Trustee shall not be liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;
(e) Prior to the occurrence of an Event of Default hereunder and after the curing or waiver of all Events of Default which may have occurred, the Trustee shall not be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or document, unless requested in writing to do so by the Holders of Certificates entitled to at least 25% of the Voting Rights; provided, however, that if the payment within a reasonable time to the Trustee of the costs, expenses or liabilities likely to be incurred by it in the making of such investigation is, in the opinion of the Trustee, reasonably assured to the Trustee by the security afforded to it by the terms of this Agreement reasonable expense of every such examination shall be paid by the Certificateholders requesting the investigation;
(f) The Trustee may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents, nominees, custodians or attorneys appointed with due care, and shall not be responsible for any willful misconduct or negligence on the part of any agent, attorney, custodian or nominee so appointed;
(g) The Trustee shall not be required to give any bond or surety with respect to the execution of the trust created hereby or the powers granted hereunder; and
(h) Whenever in the administration of the provisions of this Agreement the Trustee shall deem it necessary or desirable that a matter be proved or established prior to taking or suffering any action to be taken hereunder, such matter (unless other evidence in respect thereof be herein specifically prescribed) may, in the absence of gross negligence or bad faith on the part of the Trustee, be deemed to be conclusively proved and established by a certificate signed and delivered to the Trustee and such certificate, in the absence of gross negligence or bad faith on the part of the Trustee, shall be full warrant to the Trustee for any action taken, suffered or omitted by it under the provisions of this Agreement upon the faith thereof.
The Trustee shall have no obligation to invest and reinvest any cash held in the absence of timely and specific written investment direction from the Master Servicer. In no event shall the Trustee be liable for the selection of investments or for investment losses incurred thereon. The Trustee shall have no liability in respect of losses incurred as a result of the liquidation of any investment incurred as a result of the liquidation of any investment prior to its stated maturity or the failure of the Master Servicer to provide timely written investment direction.
In order to comply with the laws, rules, regulations and executive orders in effect from time to time applicable to banking institutions, including those relating to the funding of terrorist activities and money laundering (“Lending Laws”), the Trustee is required to obtain, verify and record certain information relating to individuals and entities which maintain a business relationship with the Trustee. Accordingly, each of the parties agrees to provide to the Trustee upon its request from time to time such identifying information and documentation as may be available for such party in order to enable the Trustee to comply with the Lending Laws.
144
Section 8.03. Trustee Not Liable for Certificates or Mortgage Loans.
The recitals contained herein and in the Certificates (other than the signature of the Trustee, the authentication of the Trustee on the Certificates, the acknowledgments of the Trustee contained in Article II) shall be taken as the statements of the Depositor and the Trustee assumes no responsibility for their correctness. The Trustee makes no representations or warranties as to the validity or sufficiency of this Agreement or of the Certificates (other than the signature and authentication of the Trustee on the Certificates) or of any Mortgage Loan or related document, or of MERS or the MERS® System. The Trustee shall not be accountable for the use or application by the Depositor of any of the Certificates or of the proceeds of such Certificates, or for the use or application of any funds paid to the Depositor or the Master Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Custodial Account by the Master Servicer.
Section 8.04. Trustee May Own Certificates.
The Trustee in its individual or any other capacity (other than as Trustee hereunder) may become the owner or pledgee of Certificates with the same rights it would have if it were not Trustee and may otherwise deal with the parties hereto.
Section 8.05. Trustee’s Fees.
On each Distribution Date, the Trustee shall be entitled to withdraw from the Certificate Account as compensation hereunder any amounts earned on funds in the Certificate Account. Such compensation (which shall not be limited by any provision of law in regard to the compensation of a trustee of an express trust) shall be paid for all services rendered by it in the execution of the trusts hereby created and in the exercise and performance of any of the powers and duties hereunder or of the Trustee. Except as otherwise provided in this Agreement, the Trustee and any director, officer, employee or agent of the Trustee shall be indemnified and held harmless by the Trust Fund against any claim, loss, liability, fee or expense incurred in connection with any Event of Default, any breach of this Agreement or any claim or legal action (including any pending or threatened claim or legal action), relating to the acceptance or administration of its trusts hereunder or the Trustee’s performance under the Certificates, other than any claim, loss, liability or expense (i) sustained in connection with this Agreement related to the willful misfeasance, bad faith or negligence of the Master Servicer in the performance of its duties hereunder or (ii) incurred in connection with a breach constituting willful misfeasance, bad faith or negligence of the Trustee in the performance of its duties hereunder or by reason of reckless disregard of its obligations and duties hereunder.
The Master Servicer shall indemnify the Trustee and any director, officer, employee or agent of the Trustee against any such claim or legal action (including any pending or threatened claim or legal action), loss, liability, fee or expense that may be sustained in connection with this Agreement related to the willful misfeasance, bad faith, or negligence in the performance of the Master Servicer's duties hereunder.
145
The provisions of this Section 8.05 shall survive the resignation or removal of the Trustee or the termination of this Agreement.
Section 8.06. Eligibility Requirements for Trustee.
The Trustee hereunder shall at all times be a corporation or a national banking association organized and doing business under the laws of any state or the United States of America or the District of Columbia, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000 and subject to supervision or examination by federal or state authority. In addition, the Trustee shall at all times be acceptable to the Rating Agency rating the Certificates. If such corporation publishes reports of condition at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this Section the combined capital and surplus of such corporation shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published. In case at any time the Trustee shall cease to be eligible in accordance with the provisions of this Section, the Trustee shall resign immediately in the manner and with the effect specified in Section 8.07. The corporation or national banking association serving as Trustee may have normal banking and trust relationships with the Sponsor and their affiliates or the Master Servicer and its affiliates; provided, however, that such corporation cannot be an affiliate of the Master Servicer other than the Trustee in its role as successor to the Master Servicer.
Section 8.07. Resignation and Removal of the Trustee.
The Trustee may at any time resign and be discharged from the trusts hereby created by giving written notice thereof to the Master Servicer; with a copy to the Rating Agencies and the Swap Provider; provided, that such resignation shall not be effective until successor trustee is appointed and accepts appointment in accordance with the following provisions; provided, however, that the resigning trustee shall not resign and be discharged from the trusts hereby created until such time as the Rating Agency rating the Certificates approves the successor trustee. Upon receiving such notice of resignation, the Master Servicer shall promptly appoint successor trustee who meets the eligibility requirements of Section 8.06 by written instrument, in triplicate, one copy of which instrument shall be delivered to the resigning trustee and to the successor trustee. If no successor trustee shall have been so appointed and have accepted appointment within 30 days after the giving of such notice of resignation, the resigning trustee may petition any court of competent jurisdiction for the appointment of a successor trustee.
If at any time the Trustee shall cease to be eligible in accordance with the provisions of Section 8.06 and shall fail to resign after written request therefor by the Master Servicer, or if at any time the Trustee shall become incapable of acting, or shall be adjudged bankrupt or insolvent, or a receiver of the Trustee or of its property shall be appointed, or any public officer shall take charge or control of the Trustee or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, the Master Servicer may remove the Trustee and appoint successor trustee who meets the eligibility requirements of Section 8.06 by written instrument, in triplicate, which instrument shall be delivered to the Trustee so removed and to the successor trustee.
146
Any resignation or removal of the Trustee and appointment of a successor trustee pursuant to any of the provisions of this Section shall not become effective until acceptance of appointment by the successor trustee as provided in Section 8.08.
Section 8.08. Successor Trustee.
Any successor trustee appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the Master Servicer an instrument accepting such appointment hereunder, and thereupon the resignation or removal of the predecessor trustee shall become effective and such successor trustee, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with the like effect as if originally named as trustee herein. The predecessor trustee shall after payment of its outstanding fees and expenses, promptly deliver to the successor trustee all assets and records of the Trust Fund held by it hereunder, and the Master Servicer and the predecessor trustee shall execute and deliver all such instruments and do such other things as may reasonably be required for more fully and certainly vesting and confirming in the successor trustee all such rights, powers, duties and obligations.
No successor trustee shall accept appointment as provided in this Section unless at the time of such acceptance such successor trustee shall be eligible under the provisions of Section 8.06.
Upon acceptance of appointment by successor trustee as provided in this Section, the Master Servicer shall mail notice of the succession of such trustee hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register. If the Master Servicer fails to mail such notice within ten days after acceptance of appointment by the successor trustee, the successor trustee shall cause such notice to be mailed at the expense of the Master Servicer.
Section 8.09. Merger or Consolidation of Trustee.
Any state bank or trust company or corporation or national banking association into which the Trustee may be merged or converted or with which it may be consolidated or any state bank or trust company or national banking association resulting from any merger, conversion or consolidation to which the Trustee shall be a party, or any state bank or trust company or corporation or national banking association succeeding to all or substantially all of the corporate trust business of the Trustee, shall be the successor of the Trustee hereunder, provided such state bank or trust company or corporation or national banking association shall be eligible under the provisions of Section 8.06 without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
147
Section 8.10. Appointment of Co-Trustee or Separate Trustee.
Notwithstanding any other provisions hereof, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust Fund or property securing the same may at the time be located, the Master Servicer and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee to act as co-trustee or co-trustees, jointly with the Trustee or separate trustee or separate trustees, of all or any part of the Trust Fund, and to vest in such Person or Persons, in such capacity, such title to the Trust Fund, or any part thereof, and, subject to the other provisions of this Section 8.10, such powers, duties, obligations, rights and trusts as the Master Servicer and the Trustee may consider necessary or desirable. If the Master Servicer shall not have joined in such appointment within 15 days after the receipt by it of a request so to do, or in case an Event of Default shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment without the Master Servicer. No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as successor trustee under Section 8.06 hereunder and no notice to Holders of Certificates of the appointment of co-trustee(s) or separate trustee(s) shall be required under Section 8.08 hereof.
In the case of any appointment of a co-trustee or separate trustee pursuant to this Section 8.10, all rights, powers, duties and obligations conferred or imposed upon the Trustee and required to be conferred or such co-trustee shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly, except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed (whether as Trustee hereunder or as successor to the Master Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights, powers, duties and obligations (including the holding of title to the Trust Fund or any portion thereof in any such jurisdiction) shall be exercised and performed by such separate trustee or co-trustee at the direction of the Trustee.
Any notice, request or other writing given to the Trustee shall be deemed to have been given to each of the then separate trustees and co-trustees, as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trusts conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee.
148
Any separate trustee or co-trustee may, at any time, constitute the Trustee its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any lawful act under or in respect of this Agreement on its behalf and in its name. If any separate trustee or co-trustee shall die, become incapable of acting, resign or be removed, all of its estates, properties, rights, remedies and trusts shall vest in and be exercised by the Trustee to the extent permitted by law, without the appointment of a new or successor trustee.
149
ARTICLE IX
TERMINATION
Section 9.01. Termination Upon Repurchase or Liquidation of All Mortgage Loans or upon Purchase of Certificates.
(a) Subject to Section 9.03, the respective obligations and responsibilities of the Depositor, the Master Servicer and the Trustee created hereby (other than the obligations of the Master Servicer to the Trustee pursuant to Section 8.05 and of the Master Servicer to provide for and the Trustee to make payments to Certificateholders as hereafter set forth) shall terminate upon payment to the Certificateholders of all amounts held by or on behalf of the Trustee and required to be paid to them hereunder following the earlier to occur of (i) the repurchase by the Master Servicer or its designee of all Mortgage Loans and each REO Property in respect thereof remaining in the Trust Fund at a price in cash equal to (a) 100% of the unpaid principal balance of each Mortgage Loan (other than one as to which a REO Property was acquired) on the day of repurchase together with accrued interest on such unpaid principal balance at the Net Mortgage Rate to the first day of the month in which the proceeds of such repurchase are to be distributed, plus (b) the appraised value of any REO Property (but not more than the unpaid principal balance of the related Mortgage Loan, together with accrued interest on that balance at the Net Mortgage Rate to the first day of the month such repurchase price is distributed), less the good faith estimate of the Master Servicer of liquidation expenses to be incurred in connection with its disposal thereof, such appraisal to be conducted by an appraiser mutually agreed upon by the Master Servicer and the Trustee at the expense of the Master Servicer, plus (c) any Swap Termination Payment (which shall include any Net Swap Payment payable for the final Distribution Date) payable to the Swap Provider pursuant to the Interest Rate Swap Agreement which remains unpaid or which is due to the exercise of such option (a “Swap Optional Termination Payment”) and (ii) the final payment or other liquidation (or any Advance with respect thereto) of the last Mortgage Loan remaining in the Trust Fund (or the disposition of all REO Property in respect thereof); provided, however, that in no event shall the trust created hereby continue beyond the earlier of (i) the Distribution Date occurring in November 2036 (ii) the expiration of 21 years from the death of the last survivor of the descendants of Joseph P. Kennedy, the late ambassador of the United States to the Court of St. James, living on the date hereof and (iii) the “latest possible maturity date” specified in the Preliminary Statements with respect to the related Regular Interests and Certificates, and provided further, that the purchase price set forth above shall be increased as is necessary, as determined by the Master Servicer, to avoid disqualification of any of REMIC 1, REMIC 2 or REMIC 3 as a REMIC. In the case of any repurchase by the Master Servicer pursuant to clause (i), the Master Servicer shall exercise reasonable efforts to cooperate fully with the Trustee in effecting such repurchase and the transfer of the Mortgage Loans and related Mortgage Files and related records to the Master Servicer.
150
The right of the Master Servicer or its designee to repurchase all Mortgage Loans pursuant to (i) above shall be conditioned upon the Aggregate Stated Principal Balance of such Mortgage Loans at the time of any such repurchase aggregating to an amount equal to or less than 10% of the Cut-off Date Balance. If such right is exercised, the Master Servicer upon such repurchase shall provide to the Trustee, notice of such exercise prior to the Determination Date in the month preceding the month of purchase and the certification required by Section 3.16.
In the case of a repurchase of Mortgage Loans and REO Property pursuant to clause (a)(i) above, only an amount equal to the repurchase price specified in such clause (a)(i) above for such Mortgage Loans and REO Property, less any Swap Optional Termination Payment, shall be made available for distribution to the Regular Certificates and Class IO Interests. The Swap Optional Termination Payment shall be withdrawn by the Trustee from the Certificate Account and remitted to the Supplemental Interest Trust to be paid in accordance with Section 4.09(ii). The Swap Optional Termination Payment shall not be part of any REMIC and shall not be paid into any account which is part of any REMIC.
(b) The Master Servicer has the right to repurchase all of the Mortgage Loans and related REO Properties pursuant to clause (i) of Section 9.01(a), conditioned upon the Aggregate Stated Principal Balance of such Mortgage Loans at the time of any such repurchase aggregating to an amount equal to or less than 10% of the Cut-off Date Balance. If the Master Servicer elects to terminate the Trust pursuant to this Section 9.01 (such termination, an “Optional Termination”), the Master Servicer shall, at least 20 days prior to the last date on which notice of such Optional Termination is required to be mailed to the Certificateholders pursuant to 9.01(f), notify in writing (which may be done in electronic format) the Depositor, the Master Servicer, the Trustee and the Swap Provider of the final Distribution Date on which the Master Servicer intends to terminate the Trust Fund.
(c) In connection with any Optional Termination, four Business Days prior to the final Distribution Date specified in the notice required pursuant to Section 9.01(f), the Master Servicer shall, no later than 4:00 pm New York City time on such day, request in writing (in accordance with the applicable provision of the Interest Rate Swap Agreement) and by phone from the Swap Provider the amount of the Estimated Swap Termination Payment. The Swap Provider shall, no later than 2:00 pm on the following Business Day, notify in writing (which may be done in electronic format) the Trustee of the amount of the Estimated Swap Termination Payment; the Trustee shall promptly on the same day notify the Master Servicer of the amount of the Estimated Swap Termination Payment.
(d) Two Business Days prior to the final Distribution Date specified in the notice required pursuant to Section 9.01(f), (i) the Master Servicer shall, no later than 1:00 pm New York City time on such day, deposit funds in the Certificate Account in an amount equal to the sum of the purchase price (other than the Swap Optional Termination Payment) and the Estimated Swap Termination Payment, and (ii) if Trustee is notified in writing that the aggregate Stated Principal Balance of all of the Mortgage Loans in the Trust Fund as of the related Determination Date is not more than 10% of the aggregate Cut-off Date Balance of all of the Mortgage Loans, and the requirements of the Optional Termination set forth in this Section 9.01 and Section 9.03 have been met, including the deposit required pursuant to the immediately preceding clause (i) then the Trustee shall, on the same Business Day, provide written notice to the Depositor, the Master Servicer, the Trustee on behalf of the Supplemental Interest Trust and the Swap Provider confirming (in accordance with the applicable provisions of the Interest Rate Swap Agreement) its receipt of the purchase price (other than the Swap Optional Termination Payment) and the Estimated Swap Termination Payment. Upon the Trustee’s providing the notice described in the preceding sentence, the Optional Termination shall become irrevocable, the notice to the related Certificateholders of such Optional Termination provided pursuant to the second paragraph of Section 9.01(f) shall become unrescindable, the Swap Provider shall determine the Swap Optional Termination Payment in accordance with the Interest Rate Swap Agreement, and the Swap Provider shall provide to the Trustee written notice of the amount of the Swap Optional Termination Payment not later than one Business Day prior to the final Distribution Date specified in the notice required pursuant to Section 9.01(f) and in the event the Trustee fails to provide the notice described in the preceding sentence, any notice provided under Section 9.01(f) shall be deemed rescinded.
151
(e) In connection with any Optional Termination, only an amount equal to the purchase price less any Swap Optional Termination Payment shall be made available for distribution to the Regular Certificates. Any Estimated Swap Termination Payment deposited into the Distribution Account by the Master Servicer shall be withdrawn by the Trustee from the Distribution Account on the related final Distribution Date (prior to the distribution of any amounts pursuant to Section 9.01(f)) and distributed as follows: (i) to the Supplemental Interest Trust for payment to the Swap Provider in accordance with Section 4.09(ii), as applicable, an amount equal to the Swap Optional Termination Amount calculated pursuant to the Interest Rate Swap Agreement, provided that in no event shall the amount distributed to the Swap Provider in respect of the Swap Optional Termination Amount exceed the Estimated Swap Termination Payment, and (ii) to the Master Servicer an amount equal to the excess, if any, of the Estimated Swap Termination Payment over the Swap Optional Termination Payment. The Swap Optional Termination Payment shall not be part of any REMIC and shall not be paid into any account which is part of any REMIC.
(f) Written notice of any termination, specifying the Distribution Date upon which the Certificateholders may surrender their Certificates to the Trustee for payment of the final distribution and cancellation, shall be given promptly by the Trustee by letter to the Certificateholders and the Swap Provider mailed (a) in the event such notice is given in connection with the Master Servicer's election to repurchase, not earlier than the 15th day and not later than the 25th day of the month next preceding the month of such final distribution or (b) otherwise during the month of such final distribution on or before the 15th day of the month (or if such 15th day is not a Business Day, on the Business Day immediately preceding such 15th day) in such month, in each case specifying (i) the Distribution Date upon which final payment of such Certificates will be made upon presentation and surrender of Certificates at the office of the Trustee therein designated, (ii) the amount of any such final payment and (iii) that the Record Date otherwise applicable to such Distribution Date is not applicable, payments being made only upon presentation and surrender of such Certificates at the office of the Trustee therein specified. In the event such notice is given in connection with the Master Servicer or its designee's election to repurchase, the Master Servicer or its designee shall deliver to the Trustee for deposit in the Certificate Account on the day which is two Business Days immediately preceding the Distribution Date specified in such notice an amount equal to the above-described repurchase price payable out of its own funds. Upon presentation and surrender of the Certificates by the Certificateholders, the Trustee shall first, pay itself its fee for such Distribution Date (as described in Section 8.05 ) and any other amounts owing to the Trustee under this Agreement, and second, distribute to such Certificateholders (i) the amount otherwise distributable on such Distribution Date, if not in connection with the Master Servicer's election to repurchase, or (ii) if the Master Servicer elected to so repurchase, an amount determined as follows: with respect to each Regular Certificate, the outstanding Certificate Principal Balance thereof, plus with respect to each Regular Certificate (other than the Class P Certificates) and the Class IO Interest, one month's interest thereon at the applicable Pass-Through Rate, or otherwise distributable thereto, and any Unpaid Interest Shortfall Amount, plus with respect to each Subordinate Certificate, any unpaid Allocated Realized Loss Amount; with respect to the Class R Certificates, the Percentage Interest evidenced thereby multiplied by the difference, if any, between the above described repurchase price (as adjusted in accordance with the preceding paragraph) and the aggregate amount to be distributed to the Holders of the Regular Certificates and the Class IO Interest, subject to the priorities set forth in Section 4.01. Upon certification to the Trustee by a Servicing Officer, following such final deposit, the Trustee shall promptly release the Mortgage Files as directed by the Master Servicer for the remaining Mortgage Loans, and the Trustee shall execute all assignments, endorsements and other instruments required by the Master Servicer as being necessary to effectuate such transfer.
152
In the event that all of the Certificateholders shall not surrender their Certificates for cancellation within six months after the time specified in the above-mentioned notice, the Trustee shall give a second notice to the remaining Certificateholders to surrender their Certificates for cancellation and receive the final distribution with respect thereto. If within six months after the second notice all of the Certificates shall not have been surrendered for cancellation, the Trustee shall take reasonable steps as directed by the Depositor in writing, or appoint an agent to take reasonable steps, to contact the remaining Certificateholders concerning surrender of their Certificates, and the cost thereof shall be paid out of the funds and other assets which remain subject hereto. If within nine months after the second notice all the Certificates shall not have been surrendered for cancellation, the Class R Certificateholders shall be entitled to all unclaimed funds and other assets which remain subject hereto.
Section 9.02. Termination of REMIC 3 and Retirement of Class R Certificates.
REMIC 3 shall be terminated on the earlier of (i) the date on which the last distribution due on each of the REMIC 3 Regular Interests and Class R Certificates (in respect of the Class R-3 Interest) is made and (ii) the date on which it is terminated pursuant to an optional repurchase of all of the Mortgage Loans in accordance with Section 9.03. Notwithstanding anything to the contrary herein, the Class R Certificates will not be retired until the retirement of all the other Certificates.
153
Section 9.03. Additional Termination Requirements.
(a) In the event the Master Servicer repurchases the Mortgage Loans or REO Property as provided in Section 9.01, the Trust Fund shall be terminated in accordance with the following additional requirements, unless the Master Servicer, at its own expense, obtains for the Trustee an Opinion of Counsel (which shall be provided to the Trustee at least two Business Days prior to the related Distribution Date) to the effect that the failure of the Trust Fund to comply with the requirements of this Section 9.03 will not (i) result in the imposition on the Trust of taxes on “prohibited transactions,” as described in Section 860F of the Code, or (ii) cause either REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC at any time that any Certificate is outstanding:
(i) The Master Servicer shall establish a 90-day liquidation period and notify the Trustee in writing thereof, and the Trustee shall in turn specify the first day of such period in a statement attached to the Tax Return for each of REMIC 1, REMIC 2 and REMIC 3 pursuant to Treasury Regulation Section 1.860F-1. The Master Servicer and the Trustee also shall satisfy all of the requirements of a qualified liquidation for REMIC 1, REMIC 2 and REMIC 3 under Section 860F of the Code and regulations thereunder, as evidenced by an Opinion of Counsel obtained at the expense of the Master Servicer, as applicable;
(ii) During such 90-day liquidation period, and at or prior to the time of making the final payment on the Certificates, the Trustee shall sell all of the assets of REMIC 1 for cash; and
(iii) At the time of the making of the final payment on the Certificates, the Trustee shall distribute or credit, or cause to be distributed or credited, to the Holders of the Class R Certificates, all cash on hand (other than cash retained to meet claims), and REMIC 1 shall terminate at that time.
(b) By their acceptance of the Certificates, the Holders thereof hereby authorize the adoption of a 90-day liquidation period and the adoption of a plan of complete liquidation for the REMICs, which authorization shall be binding upon all successor Certificateholders.
(c) The Trustee as agent for each REMIC hereby agrees to adopt and sign the related plan of complete liquidation meeting the requirements for a qualified liquidation under Section 860F of the Code and any regulations thereunder upon the written request of the Master Servicer and the receipt of the Opinion of Counsel referred to in clause (a)(i) above and to take such other action in connection therewith as may be reasonably requested by the Master Servicer.
154
ARTICLE X
REMIC PROVISIONS
Section 10.01. REMIC Administration.
(a) The Trustee shall make an election to treat the Trust Fund as three REMICs under the Code and, if necessary, under applicable state law. Each such election will be made on Form 1066 or other appropriate federal tax or information return (including Form 8811) or any appropriate state return for the taxable year ending on the last day of the calendar year in which the Certificates are issued. For the purposes of the REMIC elections in respect of the Trust Fund, (i) the Class R-1 Interest will constitute the sole class of Residual Interests in REMIC 1, the REMIC 1 Regular Interests shall be designated as the Regular Interests in REMIC 1 (ii) the Class R-2 Interest will constitute the sole class of Residual Interests in REMIC 2, the REMIC 2 Regular Interests shall be designated as the Regular Interests in REMIC 2, and (iii) the Class R-3 Interest will constitute the sole class of Residual Interests in REMIC 3, and the REMIC 3 Regular Interests shall be designated as the Regular Interests in REMIC 3. The Master Servicer and the Trustee shall not permit the creation of any “interests” (within the meaning of Section 860G of the Code) in REMIC 1, REMIC 2 or REMIC 3 other than the REMIC 1 Regular Interests, REMIC 2 Regular Interests, REMIC 3 Regular Interests, the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest. The Trustee will apply for an Employee Identification Number from the Internal Revenue Service via Form SS-4 or any other acceptable method for each of REMIC 1, REMIC 2 and REMIC 3.
(b) The Closing Date is hereby designated as the “startup day” of the Trust Fund within the meaning of Section 860G(a)(9) of the Code.
(c) The Trustee shall pay out of its own funds, without any right of reimbursement, any and all expenses relating to any tax audit of the REMICs (including, but not limited to, any professional fees or any administrative or judicial proceedings with respect to the REMICs that involve the Internal Revenue Service or state tax authorities), other than the expense of obtaining any tax-related Opinion of Counsel except as specified herein. The Trustee, as agent for the REMICs' Tax Matters Person, shall (i) act on behalf of the REMICs in relation to any tax matter or controversy involving the Trust Fund and (ii) represent the Trust Fund in any administrative or judicial proceeding relating to an examination or audit by any governmental taxing authority with respect thereto.
(d) The Trustee shall prepare, sign and file all of the Tax Returns (including Form 8811, which must be filed within 30 days of the Closing Date) in respect of the REMICs created hereunder. The expenses of preparing and filing such returns shall be borne by the Trustee without any right of reimbursement therefor. The Master Servicer shall provide on a timely basis to the Trustee or its designee such information with respect to the assets of the REMICs as is in its possession and reasonably required by the Trustee to enable it to perform its obligations under this Article X.
155
(e) The Trustee shall perform on behalf of the REMICs all reporting and other tax compliance duties that are the responsibility of the REMICs under the Code, the REMIC Provisions or other compliance guidance issued by the Internal Revenue Service or any state or local taxing authority. Among its other duties, as required by the Code, the REMIC Provisions or other such compliance guidance, the Trustee shall provide (i) to any Transferor of a Class R Certificate such information as is necessary for the application of any tax relating to the transfer of a Class R Certificate to any Person who is not a Permitted Transferee, (ii) to the Certificateholders such information or reports as are required by the Code or the REMIC Provisions including reports relating to interest, original issue discount and market discount or premium (using the Prepayment Assumption as required) and (iii) to the Internal Revenue Service the name, title, address and telephone number of the Person who will serve as the representative of the REMICs. The Master Servicer shall provide on a timely basis to the Trustee such information with respect to the assets of the REMICs, including, without limitation, the Mortgage Loans, as is in its possession and reasonably required by the Trustee to enable it to perform its obligations under this subsection. In addition, the Depositor shall provide or cause to be provided to the Trustee, within ten (10) days after the Closing Date, all information or data that the Trustee reasonably determines to be relevant for tax purposes as to the valuations and issue prices of the Certificates, including, without limitation, the price, yield, Prepayment Assumption and projected cash flow of the Certificates.
(f) The Trustee shall take such action and shall cause the REMICs created hereunder to take such action as shall be necessary to create or maintain the status thereof as REMICs under the REMIC Provisions (and the Master Servicer shall assist it, to the extent reasonably requested by it). The Trustee shall not take any action or cause the Trust Fund to take any action, or fail to take (or fail to cause to be taken), any action that, under the REMIC Provisions, if taken or not taken, as the case may be, could (i) endanger the status of the REMIC 1, REMIC 2 or REMIC 3 as REMICs or (ii) result in the imposition of a tax upon the REMICs (including but not limited to the tax on prohibited transactions as defined in Section 860F(a)(2) of the Code and the tax on contributions to a REMIC set forth in Section 860G(d) of the Code) (either such event, an “Adverse REMIC Event”) unless the Trustee has received an Opinion of Counsel, addressed to the Trustee (at the expense of the party seeking to take or not take such action, but in no event at the expense of the Trustee) to the effect that the contemplated action or omission will not, with respect to the REMICs created hereunder, endanger such status or result in the imposition of such a tax; nor shall the Master Servicer take, or fail to take, any action (whether or not authorized hereunder) as to which the Trustee has advised it in writing that it has received an Opinion of Counsel to the effect that an Adverse REMIC Event could occur with respect to the taking, or omission of, such action. In addition, prior to taking, or failing to take, any action with respect to the REMICs or the assets of the REMICs, or causing, or failing to cause, the REMICs to take any action, which is not contemplated under the terms of this Agreement, the Master Servicer will consult with the Trustee or its designee, in writing, with respect to whether the taking, or omission of, such action could cause an Adverse REMIC Event to occur with respect to any REMIC, and the Master Servicer shall not take, or fail to take, any such action, or cause, or fail to cause, any REMIC to take, any such action as to which the Trustee has advised it in writing that an Adverse REMIC Event could occur. The Trustee may consult with counsel to provide such written advice, and the cost of same shall be borne by the party seeking to take or not take the action other than as permitted by this Agreement, but in no event shall such cost be an expense of the Trustee. At all times as may be required by the Code, the Trustee will ensure that substantially all of the assets of the REMICs created hereunder will consist of “qualified mortgages” as defined in Section 860G(a)(3) of the Code and “permitted investments” as defined in Section 860G(a)(5) of the Code.
156
(g) In the event that any tax is imposed on “prohibited transactions” of any REMIC created hereunder as defined in Section 860F(a)(2) of the Code, on the “net income from foreclosure property” of any REMIC as defined in Section 860G(c) of the Code, on any contributions to any REMIC after the Startup Day therefor pursuant to Section 860G(d) of the Code, or any other tax is imposed by the Code or any applicable provisions of state or local tax laws, such tax shall be charged (i) to the Trustee pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Trustee of any of its obligations under this Article X, (ii) to the Master Servicer pursuant to Section 10.03 hereof, if such tax arises out of or results from a breach by the Master Servicer of any of its obligations under Article III or this Article X or otherwise, (iii) to the Master Servicer as provided in Section 3.05 and (iv) against amounts on deposit in the Certificate Account and shall be paid by withdrawal therefrom to the extent not required to be paid by the Master Servicer or the Trustee pursuant to another provision of this Agreement.
(h) On or before April 15 of each calendar year, commencing April 15, 2008, the Trustee shall deliver to the Master Servicer and the Rating Agency a Certificate from a Responsible Officer of the Trustee stating the Trustee’s compliance with this Article X.
(i) The Trustee shall, for federal income tax purposes, maintain books and records with respect to the REMICs on a calendar year and on an accrual basis.
(j) Following the Startup Day, the Trustee shall not accept any contributions of assets to the REMICs other than in connection with any Qualified Substitute Mortgage Loan delivered in accordance with Section 2.04 unless it shall have received an Opinion of Counsel to the effect that the inclusion of such assets in the REMICs will not cause REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as REMICs at any time that any Certificates are outstanding or subject any of REMIC 1, REMIC 2 or REMIC 3 to any tax under the REMIC Provisions or other applicable provisions of federal, state and local law or ordinances.
(k) Neither the Trustee nor the Master Servicer shall enter into any arrangement under which the REMICs will receive a fee or other compensation for services nor permit the REMICs to receive any income from assets other than “qualified mortgages” as defined in Section 860G(a)(3) of the Code or “permitted investments” as defined in Section 860G(a)(5) of the Code.
157
Section 10.02. Prohibited Transactions and Activities.
None of the Depositor, the Master Servicer or the Trustee shall (except as otherwise expressly permitted under the terms of this Agreement) (1) sell, dispose of, or substitute any property for any of, the Mortgage Loans (except in connection with (i) the foreclosure of a Mortgage Loan, including but not limited to, the acquisition or sale of a Mortgaged Property acquired by deed in lieu of foreclosure, (ii) the bankruptcy of the Trust Fund, (iii) the termination of REMIC 1, REMIC 2 or REMIC 3 pursuant to Article IX of this Agreement, (iv) a substitution pursuant to Article II of this Agreement or (v) a purchase of defective or defaulted Mortgage Loans pursuant to Article II or III of this Agreement), (2) acquire any assets for the Trust Fund (other than REO Property acquired in respect of a defaulted Mortgage Loan), (3) sell or dispose of any investments in the Custodial Account or the Certificate Account for gain, (4) accept any contributions to the REMICs after the Closing Date (other than a Qualified Substitute Mortgage Loan delivered in accordance with Section 2.04), in each case, unless it has received an Opinion of Counsel, addressed to the Trustee (at the expense of the party seeking to cause such sale, disposition, substitution, acquisition or contribution, but in no event at the expense of the Trustee) that such sale, disposition, substitution, acquisition or contribution will not (a) affect adversely the status of REMIC 1, REMIC 2 or REMIC 3 as REMICs or (b) cause the Trust Fund to be subject to a tax on “prohibited transactions” or “contributions” pursuant to the REMIC Provisions.
Section 10.03. Master Servicer and Trustee Indemnification.
(a) The Trustee agrees to indemnify the Trust Fund, the Depositor, and the Master Servicer for any taxes and costs including, without limitation, any reasonable attorneys' fees imposed on or incurred by the Trust Fund, the Depositor or the Master Servicer, as a result of a breach of the Trustee’s covenants set forth in this Article X.
(b) The Master Servicer agrees to indemnify the Trust Fund, the Depositor and the Trustee for any taxes and costs including, without limitation, any reasonable attorneys' fees imposed on or incurred by the Trust Fund, the Depositor or the Trustee, as a result of a breach of the Master Servicer's covenants set forth in Article III or this Article X, in each case with respect to compliance with the REMIC Provisions.
158
ARTICLE XI
MISCELLANEOUS PROVISIONS
Section 11.01. Amendment.
This Agreement may be amended from time to time by the Depositor, the Master Servicer and the Trustee and without the consent of any of the Certificateholders or the Swap Provider, (i) to cure any ambiguity, (ii) to correct or supplement any provisions herein which may be defective or inconsistent with any other provisions herein or to correct any error, (iii) to amend this Agreement in any respect subject to the provisions in clauses (A) and (B) below, or (iv) if such amendment, as evidenced by an Opinion of Counsel (provided by the Person requesting such amendment) delivered to the Trustee, is reasonably necessary to comply with any requirements imposed by the Code or any successor or amendatory statute or any temporary or final regulation, revenue ruling, revenue procedure or other written official announcement or interpretation relating to federal income tax laws or any proposed such action which, if made effective, would apply retroactively to the Trust Fund at least from the effective date of such amendment; provided that such action (except any amendment described in (iv) above) shall not adversely affect in any material respect the interests of any Certificateholder (other than Certificateholders who shall consent to such amendment) and the Swap Provider, as evidenced by (A) an Opinion of Counsel (provided by the Person requesting such amendment) delivered to the Trustee and the Swap Provider and (B) a letter from each Rating Agency, confirming that such amendment shall not cause it to lower its rating on any of the Certificates. Any such amendment to the Agreement shall not be effective unless the Master Servicer has delivered to the Trustee an Officer's Certificate stating that the Master Servicer, after consultation with its accountants, does not believe that the amendment will result in the Trust failing to qualify as a "qualifying special-purpose entity" as defined in Statement of Financial Accounting Standards Number 140.
This Agreement may also be amended from time to time by the Depositor, the Master Servicer and the Trustee and Holders of Certificates entitled to at least 66-2/3% of the Voting Rights for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Holders of Certificates; provided, however, that no such amendment shall (i) reduce in any manner the amount of, or delay the timing of, payments received on Mortgage Loans which are required to be distributed on any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Holders of any Class of Certificates in a manner other than as described in (i), without the consent of the Holders of Certificates of such Class evidencing at least 66-2/3% of the Voting Rights of such Class, or (iii) reduce the aforesaid percentage of Certificates the Holders of which are required to consent to any such amendment, without the consent of the Holders of all Certificates then outstanding. Notwithstanding any other provision of this Agreement, for purposes of the giving or withholding of consents pursuant to this Section 11.01, Certificates registered in the name of the Sponsor or the Master Servicer or any affiliate thereof shall be entitled to Voting Rights with respect to matters described in (i), (ii) and (iii) of this paragraph.
159
Notwithstanding any contrary provision of this Agreement, the Trustee shall not consent to any amendment to this Agreement unless it shall have first received an Opinion of Counsel (provided by the Person requesting such amendment) to the effect that such amendment will not result in the imposition of any tax on any of REMIC 1, REMIC 2 or REMIC 3 pursuant to the REMIC Provisions or cause any of REMIC 1, REMIC 2 or REMIC 3 to fail to qualify as a REMIC at any time that any Certificates are outstanding.
Notwithstanding any of the other provisions of this Section 11.01, none of the Depositor, the Master Servicer or the Trustee shall (i) enter into any amendment to Section 4.09, Section 4.01(e)(v) or Section 9.01 of this Agreement without the prior written consent of the Swap Provider nor (ii) enter into an amendment of this Agreement, as evidenced by an Officer's Certificate of the Depositor, that could reasonably be expected to have a material adverse effect on the interests of the Swap Provider without the Swap Provider’s consent (such consent shall not be unreasonably withheld, conditioned or delayed).
Promptly after the execution of any such amendment the Trustee shall furnish a copy of such amendment or a written statement describing the amendment to each Certificateholder, with a copy to the Rating Agencies and the Swap Provider.
It shall not be necessary for the consent of Certificateholders under this Section 11.01 to approve the particular form of any proposed amendment, but it shall be sufficient if such consent shall approve the substance thereof. The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.
Prior to executing any amendment pursuant to this Section, the Trustee shall be entitled to receive an Opinion of Counsel (provided by the Person requesting such amendment) to the effect that such amendment is authorized or permitted by this Agreement. The cost of any Opinion of Counsel delivered pursuant to this Section 11.01 shall be an expense of the party requesting such amendment, but in any case shall not be an expense of the Trustee.
The Trustee may, but shall not be obligated to, enter into any amendment pursuant to this Section that affects its rights, duties and immunities under this Agreement or otherwise.
Section 11.02. Recordation of Agreement; Counterparts.
To the extent permitted by applicable law, this Agreement is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the properties subject to the Mortgages are situated, and in any other appropriate public recording office or elsewhere, such recordation to be effected by the Master Servicer at the expense of the Certificateholders, but only upon direction of the Depositor accompanied by an Opinion of Counsel to the effect that such recordation materially and beneficially affects the interests of the Certificateholders.
160
For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be deemed to be an original, and such counterparts shall constitute but one and the same instrument.
Section 11.03. Limitation on Rights of Certificateholders.
The death or incapacity of any Certificateholder shall not operate to terminate this Agreement or the Trust Fund, nor entitle such Certificateholder's legal representatives or heirs to claim an accounting or to take any action or proceeding in any court for a partition or winding up of the Trust Fund, nor otherwise affect the rights, obligations and liabilities of the parties hereto or any of them.
No Certificateholder shall have any right to vote (except as expressly provided for herein) or in any manner otherwise control the operation and management of the Trust Fund, or the obligations of the parties hereto, nor shall anything herein set forth, or contained in the terms of the Certificates, be construed so as to constitute the Certificateholders from time to time as partners or members of an association; nor shall any Certificateholder be under any liability to any third party by reason of any action taken by the parties to this Agreement pursuant to any provision hereof.
No Certificateholder shall have any right by virtue of any provision of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless such Holder previously shall have given to the Trustee a notice of an Event of Default, or of a default by the Sponsor or the Trustee in the performance of any obligation hereunder, and of the continuance thereof, as hereinbefore provided, and unless also the Holders of Certificates entitled to at least 51% of the Voting Rights shall have made written request upon the Trustee to institute such action, suit or proceeding in its own name as Trustee hereunder and shall have offered to the Trustee such reasonable indemnity as it may require against the costs, expenses and liabilities to be incurred therein or thereby, and the Trustee, for 60 days after its receipt of such notice, request and offer of indemnity, shall have neglected or refused to institute any such action, suit or proceeding. It is understood and intended, and expressly covenanted by each Certificateholder with every other Certificateholder, the Trustee, that no one or more Holders of Certificates shall have any right in any manner whatever by virtue of any provision of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of such Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder, or to enforce any right under this Agreement, except in the manner herein provided and for the equal, ratable and common benefit of all Certificateholders. For the protection and enforcement of the provisions of this Section, each and every Certificateholder and the Trustee shall be entitled to such relief as can be given either at law or in equity.
161
Section 11.04. Governing Law.
This Agreement and the Certificates shall be construed in accordance with the laws of the State of New York and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws.
Section 11.05. Notices.
All demands, notices and direction hereunder shall be in writing and shall be deemed effective upon receipt when delivered to (a) in the case of the Depositor, 19500 Jamboree Road, Irvine, California 92612, Attention: General Counsel, or such other address as may hereafter be furnished to the other parties hereto in writing; (b) in the case of Impac Funding, 19500 Jamboree Road, Irvine, California 92612, Attention: General Counsel, or such other address as may hereafter be furnished to the other parties hereto in writing; (c) in the case of the Trustee, to its Corporate Trust Offices, or such other address as may hereafter be furnished to the other parties hereto in writing; (d) in the case of the Rating Agencies, Standard & Poor’s, 55 Water Street, 41st Floor, New York, New York 10041, Attention: Asset Backed Surveillance Department; and Moody’s, Moody’s Investors Service, Inc., Residential Mortgage Monitoring Department, 99 Church Street, New York, New York 10007; and (e) in the case of the Bear Stearns Financial Products Inc., 383 Madison Avenue, 36th Floor, New York, New York 10179, Attention: DPC Manager. Any notice required or permitted to be mailed to a Certificateholder shall be given by first class mail, postage prepaid, at the address of such Holder as shown in the Certificate Register. Any notice so mailed within the time prescribed in this Agreement shall be conclusively presumed to have been duly given, whether or not the Certificateholder receives such notice.
Section 11.06. Severability of Provisions.
If any one or more of the covenants, agreements, provisions or terms of this Agreement shall be for any reason whatsoever held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.
Section 11.07. Successors and Assigns.
The provisions of this Agreement shall be binding upon and inure to the benefit of the respective successors and assigns of the parties hereto, and all such provisions shall inure to the benefit of the Trustee and the Certificateholders.
Section 11.08. Article and Section Headings.
The article and Section headings herein are for convenience of reference only, and shall not limit or otherwise affect the meaning hereof.
162
Section 11.09. Notice to Rating Agencies.
The Trustee shall use its best efforts to promptly provide notice to each Rating Agency referred to below with respect to each of the following of which it has actual knowledge:
1. Any material change or amendment to this Agreement;
2. The occurrence of any Event of Default that has not been cured;
3. The resignation or termination of the Master Servicer or the Trustee;
4. The repurchase or substitution of Mortgage Loans pursuant to Section 2.04;
5. The final payment to Certificateholders; and
6. Any change in the location of the Custodial Account or the Certificate Account.
In addition, the Trustee shall promptly furnish to each Rating Agency copies of each report to Certificateholders described in Section 4.02; and the Master Servicer shall promptly furnish to each Rating Agency copies of each annual independent public accountants’ servicing report received as described in Section 3.20.
Any such notice pursuant to this Section 11.09 shall be in writing and shall be deemed to have been duly given if personally delivered or mailed by first class mail, postage prepaid, or by express delivery service to (i) in the case of Standard & Poor's, 55 Water Street, 41st Floor, New York, New York 10041, Attention: Asset Backed Surveillance Department and (ii) in the case of Moody's, Residential Mortgage Monitoring Department, 99 Church Street, New York, New York 10007, or, in each case, such other address as either such Rating Agency may designate in writing to the parties thereto.
Section 11.10. Third Party Rights.
The Swap Provider and the Cap Counterparty shall be express third-party beneficiaries of this Agreement to the extent of their express rights to receive payments under this Agreement or any other express rights of the Swap Provider and the Cap Counterparty explicitly stated in this Agreement, and shall have the right to enforce such rights under this Agreement as if the Swap Provider and the Cap Counterparty were parties hereto.
163
IN WITNESS WHEREOF, the Depositor, the Master Servicer and the Trustee have caused their names to be signed hereto by their respective officers thereunto duly authorized all as of the day and year first above written.
IMPAC SECURED ASSETS CORP.,
Depositor
By: ____________________________________
Name: Gretchen Verdugo
Title: EVP, CFO
IMPAC FUNDING CORPORATION,
Master Servicer
By: _____________________________________
Name: Nancy Pollard
Title: EVP
DEUTSCHE BANK NATIONAL TRUST COMPANY,
Trustee
By: _____________________________________
Name: Marion Hogan
Title: Associate
By: _____________________________________
Name: Barbara Campbell
Title: Vice President
Agreed and accepted to with respect to
its obligations under Section 9.01(a)
IMPAC MORTGAGE HOLDINGS, INC.
(solely with respect to its obligations under
Section 9.01(a))
By: ____________________________
Name: Gretchen Verdugo
Title: EVP, CFO
STATE OF CALIFORNIA | ) |
) ss.: | |
COUNTY OF ORANGE | ) |
On the 22nd day of February, 2007, before me, a notary public in and for said State, personally appeared Gretchen Verdugo, known to me to be the Chief Financial Officer of Impac Secured Assets Corp., one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
_______________________
Notary Public
[Notarial Seal]
STATE OF CALIFORNIA | ) |
) ss.: | |
COUNTY OF ORANGE | ) |
On the 22nd day of February, 2007, before me, a notary public in and for said State, personally appeared Nancy Pollard, known to me to be an Executive Vice President of Impac Funding Corporation, one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
/s/ Matt Parsons
Notary Public
[Notarial Seal]
STATE OF CALIFORNIA | ) |
) ss.: | |
COUNTY OF ORANGE | ) |
On the 22nd day of February, 2007, before me, a notary public in and for said State, personally appeared Marion Hogan, known to me to be an Associate of Deutsche Bank National Trust Company, one of the entities that executed the within instrument, and also known to me to be the person who executed it on behalf of said entity, and acknowledged to me that such corporation executed the within instrument.
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
/s/ Diana Nguyen
Notary Public
[Notarial Seal]
STATE OF CALIFORNIA | ) |
) ss.: | |
COUNTY OF ORANGE | ) |
On the 22nd day of February, 2007, before me, a notary public in and for said State, personally appeared Barbara Campbell, known to me to be a Vice President of Deutsche Bank National Trust Company, one of the entities that executed the within instrument, and also known to me to be the person who executed it on behalf of said entity, and acknowledged to me that such corporation executed the within instrument.
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
/s/ Diana Nguyen
Notary Public
[Notarial Seal]
STATE OF CALIFORNIA | ) |
) ss.: | |
COUNTY OF ORANGE | ) |
On the 22nd day of February, 2007, before me, a notary public in and for said State, personally appeared Gretchen Verdugo, known to me to be the Executive Vice President and Chief Financial Officer of Impac Mortgage Holdings, Inc., one of the corporations that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
________________________
Notary Public
[Notarial Seal]
EXHIBIT A
FORM OF CLASS A CERTIFICATE
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
THIS CERTIFICATE SHALL INITIALLY BE ISSUED AS ONE OR MORE CERTIFICATES REGISTERED IN THE NAME OF THE DEPOSITORY OR ITS NOMINEE AND, EXCEPT AS PROVIDED BELOW, REGISTRATION OF SUCH CERTIFICATES MAY NOT BE TRANSFERRED BY THE TRUSTEE EXCEPT TO ANOTHER DEPOSITORY THAT AGREES TO HOLD SUCH CERTIFICATES FOR THE RESPECTIVE CERTIFICATE OWNERS WITH OWNERSHIP INTERESTS THEREIN. THE CERTIFICATE OWNERS SHALL HOLD THEIR RESPECTIVE OWNERSHIP INTERESTS IN AND TO EACH OF SUCH BOOK-ENTRY CERTIFICATES THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY AND, EXCEPT AS PROVIDED BELOW, SHALL NOT BE ENTITLED TO DEFINITIVE CERTIFICATES IN RESPECT OF SUCH OWNERSHIP INTERESTS. ALL TRANSFERS BY CERTIFICATE OWNERS OF THEIR RESPECTIVE OWNERSHIP IN THE BOOK-ENTRY CERTIFICATES SHALL BE MADE IN ACCORDANCE WITH THE PROCEDURES ESTABLISHED BY THE DEPOSITORY PARTICIPANT OR BROKERAGE FIRM REPRESENTING SUCH CERTIFICATE OWNER. EACH DEPOSITORY PARTICIPANT SHALL TRANSFER THE OWNERSHIP INTERESTS ONLY IN THE BOOK-ENTRY CERTIFICATES OF CERTIFICATE OWNERS IT REPRESENTS OR OF BROKERAGE FIRMS FOR WHICH IT ACTS AS AGENT IN ACCORDANCE WITH THE DEPOSITORY'S NORMAL PROCEDURES. THE TRUSTEE SHALL NOT BE REQUIRED TO MONITOR, DETERMINE OR INQUIRE AS TO COMPLIANCE WITH THE TRANSFER RESTRICTIONS WITH RESPECT TO THE BOOK-ENTRY CERTIFICATES, AND THE TRUSTEE SHALL HAVE NO LIABILITY FOR TRANSFERS OF OWNERSHIP INTERESTS IN THE BOOK-ENTRY CERTIFICATES MADE THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY OR BETWEEN OR AMONG DEPOSITORY PARTICIPANTS OR CERTIFICATE OWNERS, MADE IN VIOLATION OF THE APPLICABLE RESTRICTIONS.
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, ANY TRANSFEREE SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS IN SECTION 5.02(c) OF THE AGREEMENT (AS DEFINED BELOW).
A-1
Certificate No. 1 | Adjustable Rate |
Class A-[1][2][3][M] Senior | |
Date of Pooling and Servicing Agreement and Cut-off Date: February 1, 2007 | Percentage Interest: 100% |
First Distribution Date: March 26, 2007 | Aggregate Initial Certificate Principal Balance of the Class A-[1][2][3][M] Certificates: $[_____________] |
Master Servicer: Impac Funding Corporation | Initial Certificate Principal Balance of this Certificate: $[____________] |
Assumed Final Distribution Date: March 25, 2037 | CUSIP: [_________] |
MORTGAGE PASS-THROUGH CERTIFICATE
SERIES 2007-1
evidencing a percentage interest in the distributions allocable to the Class A-[1][2][3][M] Certificates with respect to a Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed-rate first and second lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This Certificate is payable solely from the assets of the Trust Fund and does not represent an obligation of or interest in Impac Secured Assets Corp., the Master Servicer, the Trustee referred to below or any of their affiliates. Neither this Certificate nor the underlying Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality or by Impac Secured Assets Corp., the Master Servicer, the Trustee or any of their affiliates. None of the Company, the Master Servicer or any of their affiliates will have any obligation with respect to any certificate or other obligation secured by or payable from payments on the Certificates.
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Initial Certificate Principal Balance of this Certificate by the aggregate Initial Certificate Principal Balance of all Class A Certificates, both as specified above) in certain distributions with respect to the Trust Fund consisting primarily of an interest in a pool of one- to four-family adjustable-rate first lien and fixed-rate first and second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac Secured Assets Corp. (hereinafter called the “Company,” which term includes any successor entity under the Agreement referred to below). The Trust Fund was created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among the Company, the Master Servicer and Deutsche Bank National Trust Company, as trustee (the “Trustee”), a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
A-2
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the "Distribution Date”), commencing as described in the Agreement, to the Person in whose name this Certificate is registered on the Business Day immediately preceding such Distribution Date (the “Record Date”), from the Available Funds in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount of interest and principal, if any, required to be distributed to Holders of Class A-[1][2][3][M] Certificates on such Distribution Date.
Distributions on this Certificate will be made either by the Trustee or by a Paying Agent appointed by the Trustee either in immediately available funds (by wire transfer or otherwise) for the account of the Person entitled thereto if such Person shall have so notified the Trustee or such Paying Agent at least 5 Business Days prior to the related Record Date, or by check mailed to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register.
Notwithstanding the above, the final distribution on this Certificate will be made after due notice of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose in the City and State of New York. The Initial Certificate Principal Balance of this Certificate is set forth above. The Certificate Principal Balance hereof will be reduced to the extent of distributions allocable to principal.
This Certificate is one of a duly authorized issue of Certificates issued in several Classes designated as Mortgage Pass-Through Certificates of the Series specified hereon (herein collectively called the “Certificates”).
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. In the event the Master Servicer advances funds with respect to any Mortgage Loan, such advance is reimbursable to the Master Servicer, to the extent provided in the Agreement, from related recoveries on such Mortgage Loan or from other cash that would have been distributable to Certificateholders.
As provided in the Agreement, withdrawals from the Custodial Account and/or the Certificate Account created for the benefit of Certificateholders may be made by the Master Servicer from time to time for purposes other than distributions to Certificateholders, such purposes including without limitation reimbursement to the Trustee, the Company and the Master Servicer of advances made, or certain expenses incurred, by either of them.
A-3
The Agreement permits, with certain exceptions therein provided, the amendment of the Agreement and the modification of the rights and obligations of the Company, the Master Servicer and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Company, the Master Servicer and the Trustee with the consent of the Holders of Certificates evidencing in the aggregate not less than 66-2/3% of the Percentage Interests of each Class of Certificates affected thereby. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon the Certificate. The Agreement also permits the amendment thereof in certain circumstances with the consent of the Certificate Insurer and without the consent of the Holders of any of the Certificates and, in certain additional circumstances, without the consent of the Holders of certain Classes of Certificates.
Prior to the termination of the Supplemental Interest Trust, any transferee shall be deemed to have made the representations in Section 5.02(c) of the Agreement.
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest will be issued to the designated transferee or transferees.
The Certificates are issuable only as registered Certificates without coupons in Classes and in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest, as requested by the Holder surrendering the same.
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
The Company, the Master Servicer and the Trustee and any agent of the Company, the Master Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and neither the Company, the Master Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.
This Certificate shall be governed by and construed in accordance with the laws of the State of New York.
The Mortgage Loans are subject to termination in whole, but not in part, by the Master Servicer, on or after the Distribution Date on which the aggregate Stated Principal Balance of the Mortgage Loans is less than or equal to 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
A-4
Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
A-5
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
Dated: February 22, 2007 | DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee | |
| | |
By: | ||
Authorized Signatory |
CERTIFICATE OF AUTHENTICATION
This is one of the Class A-[1][2][3][M] Certificates referred to in the within-mentioned Agreement.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee | ||
| | |
By: | ||
Authorized Signatory |
A-6
ASSIGNMENT
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto _____________________________________ (Please print or typewrite name and address including postal zip code of assignee) a Percentage Interest evidenced by the within Mortgage Pass-Through Certificate and hereby authorizes the transfer of registration of such interest to assignee on the Certificate Register of the Trust Fund.
I (We) further direct the Certificate Registrar to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
Dated:
Signature by or on behalf of assignor
Signature Guaranteed
A-7
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to for the account of account number ,or, if mailed by check, to Applicable statements should be mailed to .
This information is provided by , the assignee named above, or , as its agent.
A-8
EXHIBIT B-1
FORM OF CLASS M CERTIFICATE
THIS CERTIFICATE IS SUBORDINATED IN RIGHT OF PAYMENT TO THE CLASS A CERTIFICATES [,] [AND] [THE CLASS M-1 CERTIFICATES] [,] [AND] [THE CLASS M-2 CERTIFICATES] [,] [AND] [THE CLASS M-3 CERTIFICATES] [,] [AND] [THE CLASS M-4 CERTIFICATES] [,] [AND] [THE CLASS M-5 CERTIFICATES] [,] [AND] [THE CLASS M-6 CERTIFICATES] [,] [AND] [THE CLASS M-7 CERTIFICATES] AS DESCRIBED IN THE AGREEMENT (AS DEFINED BELOW).
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
THIS CERTIFICATE SHALL INITIALLY BE ISSUED AS ONE OR MORE CERTIFICATES REGISTERED IN THE NAME OF THE DEPOSITORY OR ITS NOMINEE AND, EXCEPT AS PROVIDED BELOW, REGISTRATION OF SUCH CERTIFICATES MAY NOT BE TRANSFERRED BY THE TRUSTEE EXCEPT TO ANOTHER DEPOSITORY THAT AGREES TO HOLD SUCH CERTIFICATES FOR THE RESPECTIVE CERTIFICATE OWNERS WITH OWNERSHIP INTERESTS THEREIN. THE CERTIFICATE OWNERS SHALL HOLD THEIR RESPECTIVE OWNERSHIP INTERESTS IN AND TO EACH OF SUCH BOOK-ENTRY CERTIFICATES THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY AND, EXCEPT AS PROVIDED BELOW, SHALL NOT BE ENTITLED TO DEFINITIVE CERTIFICATES IN RESPECT OF SUCH OWNERSHIP INTERESTS. ALL TRANSFERS BY CERTIFICATE OWNERS OF THEIR RESPECTIVE OWNERSHIP IN THE BOOK-ENTRY CERTIFICATES SHALL BE MADE IN ACCORDANCE WITH THE PROCEDURES ESTABLISHED BY THE DEPOSITORY PARTICIPANT OR BROKERAGE FIRM REPRESENTING SUCH CERTIFICATE OWNER. EACH DEPOSITORY PARTICIPANT SHALL TRANSFER THE OWNERSHIP INTERESTS ONLY IN THE BOOK-ENTRY CERTIFICATES OF CERTIFICATE OWNERS IT REPRESENTS OR OF BROKERAGE FIRMS FOR WHICH IT ACTS AS AGENT IN ACCORDANCE WITH THE DEPOSITORY'S NORMAL PROCEDURES. THE TRUSTEE SHALL NOT BE REQUIRED TO MONITOR, DETERMINE OR INQUIRE AS TO COMPLIANCE WITH THE TRANSFER RESTRICTIONS WITH RESPECT TO THE BOOK-ENTRY CERTIFICATES, AND THE TRUSTEE SHALL HAVE NO LIABILITY FOR TRANSFERS OF OWNERSHIP INTERESTS IN THE BOOK-ENTRY CERTIFICATES MADE THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY OR BETWEEN OR AMONG DEPOSITORY PARTICIPANTS OR CERTIFICATE OWNERS, MADE IN VIOLATION OF THE APPLICABLE RESTRICTIONS.
B-1-1
ANY TRANSFEREE SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(c) OF THE AGREEMENT.
B-1-2
Certificate No. 1 | Adjustable Rate |
Class M-[1][2][3][4][5][6] | Aggregate Initial Certificate |
[7][8] | Principal Balance of the Class M- |
[1][2][3][4][5][6][7][8] Certificates: | |
$[__________] | |
Date of Pooling and Servicing | Initial Certificate Principal Balance |
Agreement and Cut-off Date: | of this Certificate: |
February 1, 2007 | $[__________] |
First Distribution Date: | CUSIP: [__________] |
March 26, 2007 |
Master Servicer:
Impac Funding Corporation
Assumed Final Distribution Date:
March 25, 2037
MORTGAGE PASS-THROUGH CERTIFICATE
SERIES 2007-1
evidencing a percentage interest in any distributions allocable to the Class M-[1][2][3][4][5][6][7][8] Certificates with respect to the Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This Certificate is payable solely from the assets of the Trust Fund, and does not represent an obligation of or interest in Impac Secured Assets Corp., the Master Servicer, the Trustee referred to below or any of their affiliates. Neither this Certificate nor the underlying Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality or by Impac Secured Assets Corp., the Master Servicer, the Trustee or any of their affiliates. None of the Company, the Master Servicer or any of their affiliates will have any obligation with respect to any certificate or other obligation secured by or payable from payments on the Certificates.
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Initial Certificate Principal Balance of this Certificate by the aggregate Initial Certificate Principal Balance of all Class M Certificates, both as specified above) in certain distributions with respect to a Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac Secured Assets Corp. (hereinafter called the “Company,” which term includes any successor entity under the Agreement referred to below). The Trust Fund was created pursuant to a Pooling and Servicing Agreement, dated as specified above (the “Agreement”), among the Company, the Master Servicer and Deutsche Bank National Trust Company, as trustee (the “Trustee”), a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
B-1-3
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the "Distribution Date”), commencing as described in the Agreement, to the Person in whose name this Certificate is registered on the Business Day immediately preceding such Distribution Date (the “Record Date”), from the Available Funds in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount of interest and principal, if any, required to be distributed to Holders of Class M-[1][2][3][4][5][6][7][8] Certificates on such Distribution Date.
Distributions on this Certificate will be made either by the Trustee or by a Paying Agent appointed by the Trustee either in immediately available funds (by wire transfer or otherwise) for the account of the Person entitled thereto if such Person shall have so notified the Trustee or such Paying Agent at least 5 Business Days prior to the related Record Date, or by check mailed to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register.
Notwithstanding the above, the final distribution on this Certificate will be made after due notice of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose in the City and State of New York. The Initial Certificate Principal Balance of this Certificate is set forth above. The Certificate Principal Balance hereof will be reduced to the extent of the distributions allocable to principal and any Realized Losses allocable hereto.
This Certificate is one of a duly authorized issue of Certificates issued in several Classes designated as Mortgage Pass-Through Certificates of the Series specified hereon (herein collectively called the “Certificates”).
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. In the event the Master Servicer advances funds with respect to any Mortgage Loan, such advance is reimbursable to the Master Servicer, to the extent provided in the Agreement, from related recoveries on such Mortgage Loan or from other cash that would have been distributable to Certificateholders.
As provided in the Agreement, withdrawals from the Custodial Account and/or the Certificate Account created for the benefit of Certificateholders may be made by the Master Servicer from time to time for purposes other than distributions to Certificateholders, such purposes including without limitation reimbursement to the Trustee, the Company and the Master Servicer of advances made, or certain expenses incurred, by either of them.
B-1-4
The Agreement permits, with certain exceptions therein provided, the amendment of the Agreement and the modification of the rights and obligations of the Company, the Master Servicer and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Company, the Master Servicer and the Trustee with the consent of the Holders of Certificates evidencing in the aggregate not less than 66-2/3% of the Percentage Interests of each Class of Certificates affected thereby. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon the Certificate. The Agreement also permits the amendment thereof in certain circumstances with the consent of the Certificate Insurer and without the consent of the Holders of any of the Certificates and, in certain additional circumstances, without the consent of the Holders of certain Classes of Certificates.
Any transferee shall be deemed to have made the representations set forth in Section 5.02(c) of the Agreement.
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest will be issued to the designated transferee or transferees.
The Certificates are issuable only as registered Certificates without coupons in Classes and in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest, as requested by the Holder surrendering the same.
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
The Company, the Master Servicer and the Trustee and any agent of the Company, the Master Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and neither the Company, the Master Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.
This Certificate shall be governed by and construed in accordance with the laws of the State of New York.
The Mortgage Loans are subject to termination in whole, but not in part, by the Master Servicer, on or after the Distribution Date on which the aggregate Stated Principal Balance of the Mortgage Loans is less than or equal to 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
B-1-5
Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
B-1-6
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
Dated: February 22, 2007 | DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee | |
| | |
By: | ||
Authorized Signatory |
CERTIFICATE OF AUTHENTICATION
This is one of the Class M-[1][2][3][4][5][6][7][8] Certificates referred to in the within-mentioned Agreement.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee | ||
| | |
By: | ||
Authorized Signatory |
B-1-7
ASSIGNMENT
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto _____________________________________ (Please print or typewrite name and address including postal zip code of assignee) a Percentage Interest evidenced by the within Mortgage Pass-Through Certificate and hereby authorizes the transfer of registration of such interest to assignee on the Certificate Register of the Trust Fund.
I (We) further direct the Certificate Registrar to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address: & #160 ;
Dated:
Signature by or on behalf of assignor
Signature Guaranteed
B-1-8
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to for the account of account number ,or, if mailed by check, to Applicable statements should be mailed to .
This information is provided by , the assignee named above, or , as its agent.
B-1-9
EXHIBIT B-2
FORM OF CLASS B CERTIFICATE
THIS CERTIFICATE IS SUBORDINATED IN RIGHT OF PAYMENT TO THE CLASS A CERTIFICATES AND THE CLASS M CERTIFICATES AS DESCRIBED IN THE AGREEMENT (AS DEFINED BELOW).
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
THIS CERTIFICATE SHALL INITIALLY BE ISSUED AS ONE OR MORE CERTIFICATES REGISTERED IN THE NAME OF THE DEPOSITORY OR ITS NOMINEE AND, EXCEPT AS PROVIDED BELOW, REGISTRATION OF SUCH CERTIFICATES MAY NOT BE TRANSFERRED BY THE TRUSTEE EXCEPT TO ANOTHER DEPOSITORY THAT AGREES TO HOLD SUCH CERTIFICATES FOR THE RESPECTIVE CERTIFICATE OWNERS WITH OWNERSHIP INTERESTS THEREIN. THE CERTIFICATE OWNERS SHALL HOLD THEIR RESPECTIVE OWNERSHIP INTERESTS IN AND TO EACH OF SUCH BOOK-ENTRY CERTIFICATES THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY AND, EXCEPT AS PROVIDED BELOW, SHALL NOT BE ENTITLED TO DEFINITIVE CERTIFICATES IN RESPECT OF SUCH OWNERSHIP INTERESTS. ALL TRANSFERS BY CERTIFICATE OWNERS OF THEIR RESPECTIVE OWNERSHIP IN THE BOOK-ENTRY CERTIFICATES SHALL BE MADE IN ACCORDANCE WITH THE PROCEDURES ESTABLISHED BY THE DEPOSITORY PARTICIPANT OR BROKERAGE FIRM REPRESENTING SUCH CERTIFICATE OWNER. EACH DEPOSITORY PARTICIPANT SHALL TRANSFER THE OWNERSHIP INTERESTS ONLY IN THE BOOK-ENTRY CERTIFICATES OF CERTIFICATE OWNERS IT REPRESENTS OR OF BROKERAGE FIRMS FOR WHICH IT ACTS AS AGENT IN ACCORDANCE WITH THE DEPOSITORY'S NORMAL PROCEDURES. THE TRUSTEE SHALL NOT BE REQUIRED TO MONITOR, DETERMINE OR INQUIRE AS TO COMPLIANCE WITH THE TRANSFER RESTRICTIONS WITH RESPECT TO THE BOOK-ENTRY CERTIFICATES, AND THE TRUSTEE SHALL HAVE NO LIABILITY FOR TRANSFERS OF OWNERSHIP INTERESTS IN THE BOOK-ENTRY CERTIFICATES MADE THROUGH THE BOOK-ENTRY FACILITIES OF THE DEPOSITORY OR BETWEEN OR AMONG DEPOSITORY PARTICIPANTS OR CERTIFICATE OWNERS, MADE IN VIOLATION OF THE APPLICABLE RESTRICTIONS.
ANY TRANSFEREE SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(c) OF THE AGREEMENT.
B-2-1
Certificate No. 1 | Variable Pass-Through Rate |
Class B | Aggregate Initial Certificate Principal |
Balance of the Class B Certificates: | |
$[__________] | |
Date of Pooling and Servicing | Initial Certificate Principal Balance |
Agreement and Cut-off Date: | of this Certificate: |
February 1, 2007 | $[__________] |
First Distribution Date: | CUSIP: [__________] |
March 26, 2007 |
Master Servicer:
Impac Funding Corporation
Assumed Final Distribution Date:
March 25, 2037
MORTGAGE PASS-THROUGH CERTIFICATE
SERIES 2007-1
evidencing a percentage interest in any distributions allocable to the Class B Certificates with respect to the Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This Certificate is payable solely from the assets of the Trust Fund, and does not represent an obligation of or interest in Impac Secured Assets Corp., the Master Servicer, the Trustee referred to below or any of their affiliates. Neither this Certificate nor the underlying Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality or by Impac Secured Assets Corp., the Master Servicer, the Trustee or any of their affiliates. None of the Company, the Master Servicer or any of their affiliates will have any obligation with respect to any certificate or other obligation secured by or payable from payments on the Certificates.
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Certificate (obtained by dividing the Initial Certificate Principal Balance of this Certificate by the aggregate Initial Certificate Principal Balance of all Class B Certificates, both as specified above) in certain distributions with respect to a Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac Secured Assets Corp. (hereinafter called the “Company,” which term includes any successor entity under the Agreement referred to below). The Trust Fund was created pursuant to a Pooling and Servicing Agreement dated as specified above (the “Agreement”) among the Company, the Master Servicer and Deutsche Bank National Trust Company, as trustee (the “Trustee”), a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
B-2-2
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the "Distribution Date”), commencing as described in the Agreement, to the Person in whose name this Certificate is registered on the Business Day immediately preceding such Distribution Date (the “Record Date”), from the Available Funds in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount of interest and principal, if any, required to be distributed to Holders of Class B Certificates on such Distribution Date.
Distributions on this Certificate will be made either by the Trustee or by a Paying Agent appointed by the Trustee either in immediately available funds (by wire transfer or otherwise) for the account of the Person entitled thereto if such Person shall have so notified the Trustee or such Paying Agent at least 5 Business Days prior to the related Record Date, or by check mailed to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register.
Notwithstanding the above, the final distribution on this Certificate will be made after due notice of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose in the City and State of New York. The Initial Certificate Principal Balance of this Certificate is set forth above. The Certificate Principal Balance hereof will be reduced to the extent of the distributions allocable to principal and any Realized Losses allocable hereto.
This Certificate is one of a duly authorized issue of Certificates issued in several Classes designated as Mortgage Pass-Through Certificates of the Series specified hereon (herein collectively called the “Certificates”).
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. In the event the Master Servicer advances funds with respect to any Mortgage Loan, such advance is reimbursable to the Master Servicer, to the extent provided in the Agreement, from related recoveries on such Mortgage Loan or from other cash that would have been distributable to Certificateholders.
As provided in the Agreement, withdrawals from the Custodial Account and/or the Certificate Account created for the benefit of Certificateholders may be made by the Master Servicer from time to time for purposes other than distributions to Certificateholders, such purposes including without limitation reimbursement to the Trustee, the Company and the Master Servicer of advances made, or certain expenses incurred, by either of them.
The Agreement permits, with certain exceptions therein provided, the amendment of the Agreement and the modification of the rights and obligations of the Company, the Master Servicer and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Company, the Master Servicer and the Trustee with the consent of the Holders of Certificates evidencing in the aggregate not less than 66-2/3% of the Percentage Interests of each Class of Certificates affected thereby. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon the Certificate. The Agreement also permits the amendment thereof in certain circumstances with the consent of the Certificate Insurer and without the consent of the Holders of any of the Certificates and, in certain additional circumstances, without the consent of the Holders of certain Classes of Certificates.
B-2-3
Any transferee shall be deemed to have made the representations set forth in Section 5.02(c) of the Agreement.
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest will be issued to the designated transferee or transferees.
The Certificates are issuable only as registered Certificates without coupons in Classes and in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest, as requested by the Holder surrendering the same.
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
The Company, the Master Servicer and the Trustee and any agent of the Company, the Master Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and neither the Company, the Master Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.
This Certificate shall be governed by and construed in accordance with the laws of the State of New York.
The Mortgage Loans are subject to termination in whole, but not in part, by the Master Servicer, on or after the Distribution Date on which the aggregate Stated Principal Balance of the Mortgage Loans is less than or equal to 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
B-2-4
Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
B-2-5
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
Dated: February 22, 2007 | DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee | |
| | |
By: | ||
Authorized Signatory |
CERTIFICATE OF AUTHENTICATION
This is one of the Class B Certificates referred to in the within-mentioned Agreement.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee | ||
| | |
By: | ||
Authorized Signatory |
B-2-6
ASSIGNMENT
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto _____________________________________ (Please print or typewrite name and address including postal zip code of assignee) a Percentage Interest evidenced by the within Mortgage Pass-Through Certificate and hereby authorizes the transfer of registration of such interest to assignee on the Certificate Register of the Trust Fund.
I (We) further direct the Certificate Registrar to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address: &am p;am p;am p;am p;#1 60;
Dated:
Signature by or on behalf of assignor
Signature Guaranteed
B-2-7
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to for the account of account number ,or, if mailed by check, to Applicable statements should be mailed to .
This information is provided by , the assignee named above, or , as its agent.
B-2-8
EXHIBIT B-3
FORM OF CLASS C CERTIFICATES
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR SECTION 4975 OF THE CODE SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
B-3-1
NO TRANSFER OF THIS CERTIFICATE SHALL BE MADE UNLESS THE PROPOSED TRANSFEREE OF SUCH CERTIFICATE (1) PROVIDES TO THE TRUSTEE THE APPROPRIATE TAX CERTIFICATION FORMS THAT WOULD ELIMINATE ANY WITHHOLDING OR DEDUCTION FOR TAXES FROM AMOUNTS PAYABLE BY THE SWAP PROVIDER, PURSUANT TO THE INTEREST RATE SWAP AGREEMENT, AND BY THE CAP COUNTERPARY, PURSUANT TO THE CAP CONTRACTS, TO THE SUPPLEMENTAL INTEREST TRUST (I.E., IRS FORM W-9 OR IRS FORM W-8BEN, W-8IMY, W-8EXP OR W-8ECI, AS APPLICABLE (OR ANY SUCCESSOR FORM THERETO), TOGETHER WITH ANY APPLICABLE ATTACHMENTS) AND (2) AGREES TO UPDATE SUCH FORMS (A) UPON EXPIRATION OF ANY SUCH FORM, (B) AS REQUIRED UNDER THEN APPLICABLE U.S. TREASURY REGULATIONS AND (C) PROMPTLY UPON LEARNING THAT SUCH FORMS HAVE BECOME OBSOLETE OR INCORRECT, EACH AS A CONDITION TO SUCH TRANSFER. IN ADDITION, NO TRANSFER OF THIS CERTIFICATE SHALL BE MADE IF SUCH TRANSFER WOULD CAUSE THE SUPPLEMENTAL INTEREST TRUST TO BE BENEFICIALLY OWNED BY TWO OR MORE PERSONS FOR FEDERAL INCOME TAX PURPOSES, OR CONTINUE TO BE SO TREATED, UNLESS (I) EACH PROPOSED TRANSFEREE OF SUCH CERTIFICATE COMPLIES WITH THE FOREGOING CONDITIONS, AND (II) THE PROPOSED MAJORITY HOLDER OF THE CLASS C CERTIFICATES (OR EACH HOLDER, IF THERE IS OR WOULD BE NO MAJORITY HOLDER) (X) PROVIDES, OR CAUSES TO BE PROVIDED, ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST, IF APPLICABLE, TO THE TRUSTEE, THE APPROPRIATE TAX CERTIFICATION FORM THAT WOULD BE REQUIRED FROM THE SUPPLEMENTAL INTEREST TRUST TO ELIMINATE ANY WITHHOLDING OR DEDUCTION FOR TAXES FROM AMOUNTS PAYABLE BY THE SWAP PROVIDER, PURSUANT TO THE INTEREST RATE SWAP AGREEMENT, AND BY THE CAP COUNTERPARY, PURSUANT TO THE CAP CONTRACTS, TO THE SUPPLEMENTAL INTEREST TRUST (I.E., IRS FORM W-9 OR IRS FORM W-8BEN, W-8IMY, W-8EXP OR W-8ECI, AS APPLICABLE (OR ANY SUCCESSOR FORM THERETO), TOGETHER WITH ANY APPLICABLE ATTACHMENTS) AND (Y) AGREES TO UPDATE SUCH FORM (A) UPON EXPIRATION OF SUCH FORM, (B) AS REQUIRED UNDER THEM APPLICABLE U.S. TREASURY REGULATIONS AND (C) PROMPTLY UPON LEARNING THAT SUCH FORM HAS BECOME OBSOLETE OR INCORRECT. UNDER THE AGREEMENT, UPON RECEIPT OF ANY TAX CERTIFICATION FORM PURSUANT TO THESE TRANSFER RESTRICTIONS FROM A PROPOSED HOLDER OF THIS CERTIFICATE, THE TRUSTEE, AS THE SUPPLEMENTAL INTEREST TRUST TRUSTEE, SHALL FORWARD SUCH TAX CERTIFICATION FORM PROVIDED TO IT TO THE SWAP PROVIDER AND CAP COUNTERPARTY. EACH HOLDER OF THIS CERTIFICATE AND EACH TRANSFEREE THEREOF SHALL BE DEEMED TO HAVE CONSENTED TO THE TRUSTEE, AS THE SUPPLEMENTAL INTEREST TRUST TRUSTEE, FORWARDING TO THE SWAP PROVIDER AND CAP COUNTERPARTY ANY TAX CERTIFICATION FORM IT HAS PROVIDED AND UPDATED IN ACCORDANCE WITH THESE TRANSFER RESTRICTIONS. ANY PURPORTED SALES OR TRANSFERS OF THIS CERTIFICATE TO A TRANSFEREE WHICH DOES NOT COMPLY WITH THESE REQUIREMENTS SHALL BE DEEMED NULL AND VOID UNDER THE AGREEMENT.
B-3-2
Certificate No. 1 | |
Class C | Aggregate Initial Notional Amount of the Class C Certificates: $_____________] |
Date of Pooling and Servicing Agreement and Cut-off Date: February 1, 2007 | Initial Notional Amount of this Certificate: $[_____________] |
First Distribution Date: March 26, 2007 | Initial Certificate Principal Balance of this Certificate $[_________] |
Master Servicer: Impac Funding Corporation | Percentage Interest of this Certificate: 100% |
Assumed Final Distribution Date: March 25, 2037 | CUSIP: [_________] |
MORTGAGE PASS-THROUGH CERTIFICATE
SERIES 2007-1
evidencing percentage interest in the distributions allocable to the Class C Certificates with respect to a Trust Fund consisting primarily of a pool of one- to four- family adjustable-rate first lien and fixed rate first and second lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This Certificate is payable solely from the assets of the Trust Fund, and does not represent an obligation of or interest in Impac Secured Assets Corp., the Master Servicer, the Trustee referred to below or any of their affiliates. Neither this Certificate nor the underlying Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality or by Impac Secured Assets Corp., the Master Servicer, the Trustee or any of their affiliates. None of the Company, the Master Servicer or any of their affiliates will have any obligation with respect to any certificate or other or obligation secured by or payable from payments on the Certificates.
This certifies that [___________________] is the registered owner of the Percentage Interest evidenced by this Class C Certificate (obtained by dividing the Original Class C Certificate by the Original Class Certificate Principal Balance) in certain distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Impac Secured Assets Corp. (the “Company”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of February 1, 2007 (the “Agreement”) among the Company, Impac Funding Corporation, as master servicer (the “Master Servicer”) and Deutsche Bank National Trust Company, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class C Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class C Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
B-3-3
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the “Distribution Date”), commencing as described in the Agreement, to the Person in whose name this Certificate is registered at the close of business on the last Business Day of the month immediately preceding the month of such Distribution Date (the “Record Date”), from the Available Distribution Amount in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount (of interest, if any) required to be distributed to Holders of Class C Certificates on such Distribution Date.
Distributions on this Certificate will be made either by the Trustee or by a Paying Agent appointed by the Trustee either in immediately available funds (by wire transfer or otherwise) for the account of the Person entitled thereto if such Person shall have so notified the Trustee or such Paying Agent at least 5 Business Days prior to the related Record Date, or by check mailed to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register.
Notwithstanding the above, the final distribution on this Certificate will be made after due notice of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose in the City and State of New York.
This Certificate is one of a duly authorized issue of Certificates issued in several Classes designated as Mortgage Pass-Through Certificates of the Series specified hereon (herein collectively called the “Certificates”).
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. In the event the Master Servicer advances funds with respect to any Mortgage Loan, such advance is reimbursable to the Master Servicer, to the extent provided in the Agreement, from related recoveries on such Mortgage Loan or from other cash that would have been distributable to Certificateholders.
As provided in the Agreement, withdrawals from the Custodial Account and/or the Certificate Account created for the benefit of Certificateholders may be made by the Master Servicer from time to time for purposes other than distributions to Certificateholders, such purposes including without limitation reimbursement to the Trustee, the Company and the Master Servicer of advances made, or certain expenses incurred, by either of them.
B-3-4
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Company in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the act, there shall be delivered to the Trustee and the Company of an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee, the Master Servicer or the Company; or there shall be delivered to the Trustee and the Company a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Company against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.
The Agreement permits, with certain exceptions therein provided, the amendment of the Agreement and the modification of the rights and obligations of the Company, the Master Servicer and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Company, the Master Servicer and the Trustee with the consent of the Holders of Certificates evidencing in the aggregate not less than 66-2/3% of the Percentage Interests of each Class of Certificates affected thereby. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon the Certificate. The Agreement also permits the amendment thereof in certain circumstances with the consent of the Certificate Insurer and without the consent of the Holders of any of the Certificates and, in certain additional circumstances, without the consent of the Holders of certain Classes of Certificates.
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest will be issued to the designated transferee or transferees.
The Certificates are issuable only as registered Certificates without coupons in Classes and in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest, as requested by the Holder surrendering the same.
B-3-5
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
The Company, the Master Servicer and the Trustee and any agent of the Company, the Master Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and neither the Company, the Master Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.
This Certificate shall be governed by and construed in accordance with the laws of the State of New York.
The Mortgage Loans are subject to termination in whole, but not in part, by the Master Servicer, on or after the Distribution Date on which the aggregate Stated Principal Balance of the Mortgage Loans is less than or equal to 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
B-3-6
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
Dated: February 22, 2007 | DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee By:______________________________ Authorized Signatory |
CERTIFICATE OF AUTHENTICATION
This is one of the Class C Certificates referred to in the within-mentioned Agreement.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee By:______________________________ Authorized Signatory |
B-3-7
ASSIGNMENT
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto _____________________________________ (Please print or typewrite name and address including postal zip code of assignee) a Percentage Interest evidenced by the within Mortgage Pass-Through Certificate and hereby authorizes the transfer of registration of such interest to assignee on the Certificate Register of the Trust Fund.
I (We) further direct the Certificate Registrar to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
Dated: | |
Signature by or on behalf of assignor | |
Signature Guaranteed |
B-3-8
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ________________________________________________for the account of ______________ account number ___________, or, if mailed by check, to________________ _____ Applicable statements should be mailed to ______________________________________ ______________________________________________________________________________ _________.
This information is provided by __________________, the assignee named above, or ____________________, as its agent.
B-3-9
EXHIBIT B-4
FORM OF CLASS P CERTIFICATE
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR SECTION 4975 OF THE CODE SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.
B-4-1
Certificate No. 1 | |
Class P | Aggregate Initial Certificate Principal Balance of the Class P Certificates: $100.00 |
Date of Pooling and Servicing Agreement and Cut-off Date: February 1, 2007 | Initial Certificate Principal Balance of this Certificate Denomination: $100.00 |
First Distribution Date March 26, 2007 | Percentage Interest of this Certificate: 100% |
Master Servicer Impac Funding Corporation | CUSIP: [_________] |
Assumed Final Distribution Date: March 25, 2037 |
MORTGAGE PASS-THROUGH CERTIFICATE
SERIES 2007-1
evidencing a percentage interest in any distributions allocable to the Class P Certificates with respect to the Trust Fund consisting primarily of a pool of one-to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This Certificate is payable solely from the assets of the Trust Fund, and does not represent an obligation of or interest in Impac Secured Assets Corp., the Master Servicer, the Trustee referred to below or any of their affiliates. Neither this Certificate nor the underlying Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality or by Impac Secured Assets Corp., the Master Servicer, the Trustee or any of their affiliates. None of the Company, the Master Servicer or any of their affiliates will have any obligation with respect to any certificate or other obligation secured by or payable from payments on the Certificates.
B-4-2
This certifies that Deutsche Bank National Trust Company on behalf of the Impac NIM Trust 2007-1 Noteholders is the registered owner of the Percentage Interest evidenced by this Class P Certificate (obtained by dividing the Denomination of this Class P Certificate by the Original Class Certificate Principal Balance) in certain distributions with respect to a Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac Secured Assets Corp. (hereinafter called the “Company,” which term includes any successor entity under the Agreement referred to below). The Trust Fund was created pursuant to a Pooling and Servicing Agreement dated as specified above (the “Agreement”) among the Company, the Master Servicer and Deutsche Bank National Trust Company, as trustee (the “Trustee”), a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement; to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day, the Business Day immediately following (the “Distribution Date”), commencing as described in the Agreement, to the Person in whose name this Certificate is registered at the close of business on the last Business Day of the month immediately preceding the month of such Distribution Date (the “Record Date”), from the Available Distribution Amount in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount (of Prepayment Charges and principal, if any) required to be distributed to Holders of Class P Certificates on such Distribution Date.
Distributions on this Certificate will be made either by the Trustee or by a Paying Agent appointed by the Trustee either in immediately available funds (by wire transfer or otherwise) for the account of the Person entitled thereto if such Person shall have so notified the Trustee or such Paying Agent at least 5 Business Days prior to the related Record Date, or by check mailed to the address of the Person entitled thereto, as such name and address shall appear on the Certificate Register.
Notwithstanding the above, the final distribution on this Certificate will be made after due notice of the pendency of such distribution and only upon presentation and surrender of this Certificate at the office or agency appointed by the Trustee for that purpose in the City and State of New York. The Initial Certificate Principal Balance of this Certificate is set forth above. The Certificate Principal Balance hereof will be reduced to the extent of the distributions allocable to principal allocable hereto.
This Certificate is one of a duly authorized issue of Certificates issued in several Classes designated as Mortgage Pass-Through Certificates of the Series specified hereon (herein collectively called the “Certificates”).
B-4-3
The Certificates are limited in right of payment to certain collections and recoveries respecting the Mortgage Loans, all as more specifically set forth herein and in the Agreement. In the event the Master Servicer advances funds with respect to any Mortgage Loan, such advance is reimbursable to the Master Servicer, to the extent provided in the Agreement, from related recoveries on such Mortgage Loan or from other cash that would have been distributable to Certificateholders.
As provided in the Agreement, withdrawals from the Custodial Account and/or the Certificate Account created for the benefit of Certificateholders may be made by the Master Servicer from time to time for purposes other than distributions to Certificateholders, such purposes including without limitation reimbursement to the Trustee, the Company and the Master Servicer of advances made, or certain expenses incurred, by either of them.
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder's prospective transferee shall each certify to the Trustee and the Company in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Company of an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee, the Master Servicer or the Company; or there shall be delivered to the Trustee and the Company a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Company against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.
The Agreement permits, with certain exceptions therein provided, the amendment of the Agreement and the modification of the rights and obligations of the Company, the Master Servicer and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Company, the Master Servicer and the Trustee with the consent of the Holders of Certificates evidencing in the aggregate not less than 66-2/3% of the Percentage Interests of each Class of Certificates affected thereby. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon the Certificate. The Agreement also permits the amendment thereof in certain circumstances with the consent of the Certificate Insurer and without the consent of the Holders of any of the Certificates and, in certain additional circumstances, without the consent of the Holders of certain Classes of Certificates.
B-4-4
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee, duly endorsed by, or accompanied by an assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest will be issued to the designated transferee or transferees.
The Certificates are issuable only as registered Certificates without coupons in Classes and in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest, as requested by the Holder surrendering the same.
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
The Company, the Master Servicer and the Trustee and any agent of the Company, the Master Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and neither the Company, the Master Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.
This Certificate shall be governed by and construed in accordance with the laws of the State of New York.
The Mortgage Loans are subject to termination in whole, but not in part, by the Master Servicer, on or after the Distribution Date on which the aggregate Stated Principal Balance of the Mortgage Loans is less than or equal to 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
B-4-5
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
Dated: February 22, 2007 | DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee By:______________________________ Authorized Signatory |
CERTIFICATE OF AUTHENTICATION
This is one of the Class P Certificates referred to in the within-mentioned Agreement.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee By:______________________________ Authorized Signatory |
B-4-6
ASSIGNMENT
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
Dated:
Signature by or on behalf of assignor
Signature Guaranteed
B-4-7
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ________________________________________________for the account of ______________ account number ___________, or, if mailed by check, to________________ _____ Applicable statements should be mailed to ______________________________________ ______________________________________________________________________________ _________.
This information is provided by __________________, the assignee named above, or ____________________, as its agent.
B-4-8
EXHIBIT B-5
FORM OF CLASS R CERTIFICATE
THIS CERTIFICATE MAY NOT BE HELD BY OR TRANSFERRED TO A NON-UNITED STATES PERSON OR A DISQUALIFIED ORGANIZATION (AS DEFINED BELOW).
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE REPRESENTS A “RESIDUAL INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986 (THE “CODE”).
NO TRANSFER OF THIS CERTIFICATE MAY BE MADE TO ANY PERSON, UNLESS THE TRANSFEREE PROVIDES EITHER A CERTIFICATION PURSUANT TO SECTION 5.02(c) OF THE AGREEMENT (AS DEFINED BELOW) OR AN OPINION OF COUNSEL AS PROVIDED IN SECTION 5.02(c) THAT THE PURCHASE OF THIS CERTIFICATE IS PERMISSIBLE UNDER APPLICABLE LAW, WILL NOT CONSTITUTE OR RESULT IN A NON-EXEMPT PROHIBITED TRANSACTION UNDER SECTION 406 OF THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), OR SECTION 4975 OF THE CODE AND WILL NOT SUBJECT THE MASTER SERVICER, THE COMPANY OR THE TRUSTEE TO ANY OBLIGATION OR LIABILITY IN ADDITION TO THOSE UNDERTAKEN IN THE AGREEMENT.
THIS CLASS R CERTIFICATE HAS NO PRINCIPAL BALANCE, DOES NOT BEAR INTEREST AND WILL NOT RECEIVE ANY DISTRIBUTIONS EXCEPT AS PROVIDED HEREIN.
B-5-1
ANY RESALE, TRANSFER OR OTHER DISPOSITION OF THIS CERTIFICATE MAY BE MADE ONLY IF THE PROPOSED TRANSFEREE PROVIDES A TRANSFER AFFIDAVIT TO THE MASTER SERVICER AND THE TRUSTEE THAT (1) SUCH TRANSFEREE IS NOT (A) THE UNITED STATES, ANY STATE OR POLITICAL SUBDIVISION THEREOF, ANY FOREIGN GOVERNMENT, ANY INTERNATIONAL ORGANIZATION, OR ANY AGENCY OR INSTRUMENTALITY OF ANY OF THE FOREGOING, (B) ANY ORGANIZATION (OTHER THAN A COOPERATIVE DESCRIBED IN SECTION 521 OF THE CODE) WHICH IS EXEMPT FROM THE TAX IMPOSED BY CHAPTER 1 OF THE CODE UNLESS SUCH ORGANIZATION IS SUBJECT TO THE TAX IMPOSED BY SECTION 511 OF THE CODE, (C) ANY ORGANIZATION DESCRIBED IN SECTION 1381(a)(2)(C) OF THE CODE, (D) ANY ELECTING LARGE PARTNERSHIP UNDER SECTION 775(a) OF THE CODE (ANY SUCH PERSON DESCRIBED IN THE FOREGOING CLAUSES (A), (B) (C) OR (D) BEING HEREIN REFERRED TO AS A “DISQUALIFIED ORGANIZATION”) OR (E) AN AGENT OF A DISQUALIFIED ORGANIZATION, (2) NO PURPOSE OF SUCH TRANSFER IS TO IMPEDE THE ASSESSMENT OR COLLECTION OF TAX, (3) SUCH TRANSFEREE SATISFIES CERTAIN ADDITIONAL CONDITIONS RELATING TO THE FINANCIAL CONDITION OF THE PROPOSED TRANSFEREE AND (4) SUCH TRANSFEREE IS A UNITED STATES PERSON. NOTWITHSTANDING THE REGISTRATION IN THE CERTIFICATE REGISTER OR ANY TRANSFER, SALE OR OTHER DISPOSITION OF THIS CERTIFICATE TO A DISQUALIFIED ORGANIZATION OR AN AGENT OF A DISQUALIFIED ORGANIZATION OR A NON-UNITED STATES PERSON, SUCH REGISTRATION SHALL BE DEEMED TO BE OF NO LEGAL FORCE OR EFFECT WHATSOEVER AND SUCH PERSON SHALL NOT BE DEEMED TO BE A CERTIFICATEHOLDER FOR ANY PURPOSE HEREUNDER, INCLUDING, BUT NOT LIMITED TO, THE RECEIPT OF DISTRIBUTIONS ON THIS CERTIFICATE. EACH HOLDER OF THIS CERTIFICATE BY ACCEPTANCE OF THIS CERTIFICATE SHALL BE DEEMED TO HAVE CONSENTED TO THE PROVISIONS OF THIS PARAGRAPH.
B-5-2
Certificate No. 1 | |
Class R Senior | |
Date of Pooling and Servicing Agreement and Cut-off Date: February 1, 2007 | Percentage Interest: 100% |
First Distribution Date: March 26, 2007 | |
Master Servicer: Impac Funding Corporation | |
Assumed Final Distribution Date: March 25, 2037 | CUSIP: [_________] |
MORTGAGE PASS-THROUGH CERTIFICATE,
SERIES 2007-1
evidencing a percentage interest in any distributions allocable to the Class R Certificates with respect to the Trust Fund consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans formed and sold by IMPAC SECURED ASSETS CORP.
This Certificate is payable solely from the assets of the Trust Fund, and does not represent an obligation of or interest in Impac Secured Assets Corp., the Master Servicer, the Trustee referred to below or any of their affiliates. Neither this Certificate nor the underlying Mortgage Loans are guaranteed or insured by any governmental agency or instrumentality or by Impac Secured Assets Corp., the Master Servicer, the Trustee or any of their affiliates. None of the Company, the Master Servicer or any of their affiliates will have any obligation with respect to any certificate or other obligation secured by or payable from payments on the Certificates.
This certifies that [_______________] is the registered owner of the Percentage Interest evidenced by this Certificate stated above in certain distributions with respect to a Trust Fund, consisting primarily of a pool of one- to four-family adjustable-rate first lien and fixed rate first and second lien mortgage loans (the “Mortgage Loans”), formed and sold by Impac Secured Assets Corp. (hereinafter called the “Company,” which term includes any successor entity under the Agreement referred to below). The Trust Fund was created pursuant to a Pooling and Servicing Agreement dated as specified above (the “Agreement”) among the Company, the Master Servicer and Deutsche Bank National Trust Company, as trustee (the “Trustee”), a summary of certain of the pertinent provisions of which is set forth hereafter. To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
B-5-3
This Certificate does not have a principal balance or pass-through rate and will be entitled to distributions only to the Patent set forth in the Agreement. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the office or agency maintained by the Trustee.
This Certificate is one of a duly authorized issue of Certificates issued in several Classes designated as Mortgage Pass-Through Certificates of the Series specified hereon (herein collectively called the “Certificates”).
As provided in the Agreement, withdrawals from the Custodial Account and/or the Certificate Account created for the benefit of Certificateholders may be made by the Master Servicer from time to time for purposes other than distributions to Certificateholders, such purposes including without limitation reimbursement to the Trustee, the Company and the Master Servicer of advances made, or certain expenses incurred, by either of them.
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder's prospective transferee shall each certify to the Trustee and the Company in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Company of an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee, the Master Servicer or the Company; or there shall be delivered to the Trustee and the Company a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Company against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(c) of the Agreement.
Each Holder of this Certificate will be deemed to have agreed to be bound by the restrictions of the Agreement, including but not limited to the restrictions that (i) each person holding or acquiring any Ownership Interest in this Certificate must be a Permitted Transferee, (ii) no Ownership Interest, in this Certificate may be transferred without delivery to the Trustee of (a) a transfer affidavit of the proposed transferee and (b) a transfer certificate of the transferor, each of such documents to be in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Certificate must agree to require a transfer affidavit and to deliver a transfer certificate to the Trustee as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Certificate must agree not to transfer an Ownership Interest in this Certificate if it has actual knowledge that the proposed transferee is not a Permitted Transferee and (v) any attempted or purported transfer of any Ownership Interest in this Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee. Pursuant to the Agreement, the Trustee will provide the Internal Revenue Service and any pertinent persons with the information needed to compute the tax imposed under the applicable tax laws on transfers of residual interests to disqualified organizations, if any person other than a Permitted Transferee acquires an Ownership Interest on a Class R Certificate in violation of the restrictions mentioned above.
B-5-4
The Agreement permits, with certain exceptions therein provided, the amendment of the Agreement and the modification of the rights and obligations of the Company, the Master Servicer and the Trustee and the rights of the Certificateholders under the Agreement at any time by the Company, the Master Servicer and the Trustee with the consent of the Holders of Certificates evidencing in the aggregate not less than 66-2/3% of the Percentage Interests of each Class of Certificates affected thereby. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange herefor or in lieu hereof whether or not notation of such consent is made upon the Certificate. The Agreement also permits the amendment thereof in certain circumstances with the consent of the Certificate Insurer and without the consent of the Holders of any of the Certificates and, in certain additional circumstances, without the consent of the Holders of certain Classes of Certificates.
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register upon surrender of this Certificate for registration of transfer at the offices or agencies appointed by the Trustee, duly endorsed by, or accompanied by an, assignment in the form below or other written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the Holder hereof or such Holder's attorney duly authorized in writing, and thereupon one or more new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest will be issued to the designated transferee or transferees.
The Certificates are issuable only as registered Certificates without coupons in Classes and in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of authorized denominations evidencing the same Class and aggregate Percentage Interest, as requested by the Holder surrendering the same.
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
The Company, the Master Servicer and the Trustee and any agent of the Company, the Master Servicer or the Trustee may treat the Person in whose name this Certificate is registered as the owner hereof for all purposes, and neither the Company, the Master Servicer, the Trustee nor any such agent shall be affected by notice to the contrary.
B-5-5
This Certificate shall be governed by and construed in accordance with the laws of the State of New York.
The Mortgage Loans are subject to termination in whole, but not in part, by the Master Servicer, on or after the Distribution Date on which the aggregate Stated Principal Balance of the Mortgage Loans is less than or equal to 10% of the aggregate Stated Principal Balance of the Mortgage Loans as of the Cut-off Date.
Unless the certificate of authentication hereon has been executed by the Trustee, by manual signature, this Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose.
B-5-6
IN WITNESS WHEREOF, the Trustee has caused this Certificate to be duly executed.
Dated: February 22, 2007 | DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee By:______________________________ Authorized Signatory |
CERTIFICATE OF AUTHENTICATION
This is one of the Class R Certificates referred to in the within-mentioned Agreement.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as Trustee By:______________________________ Authorized Signatory |
B-5-7
ASSIGNMENT
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
Dated:
Signature by or on behalf of assignor
Signature Guaranteed
B-5-8
DISTRIBUTION INSTRUCTIONS
The assignee should include the following for purposes of distribution:
Distributions shall be made, by wire transfer or otherwise, in immediately available funds to ________________________________________________for the account of ______________ account number ___________, or, if mailed by check, to________________ _____ Applicable statements should be mailed to ______________________________________ ______________________________________________________________________________ _________.
This information is provided by __________________, the assignee named above, or ____________________, as its agent.
B-5-9
EXHIBIT C
FORM OF TRUSTEE'S INITIAL CERTIFICATION
February 22, 2007
Impac Secured Assets Corp.
19500 Jamboree Road
Irvine, California 92612
Impac Funding Corporation
19500 Jamboree Road
Irvine, California 92612
Re: | Pooling and Servicing Agreement, dated as of February 1, 2007, among Impac Secured Assets Corp., Impac Funding Corporation and Deutsche Bank National Trust Company, relating to Mortgage Pass-Through Certificates, Series 2007-1 |
Ladies and Gentlemen:
In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement, the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or listed on the attachment hereto) it has reviewed the Mortgage File and the Mortgage Loan Schedule and has determined that: (i) all documents required to be included in the Mortgage File are in its possession; (ii) such documents have been reviewed by it and appear regular on their face and relate to such Mortgage Loan; and (iii) based on examination by it, and only as to such documents, the information set forth in items (iii) and (iv) of the definition or description of “Mortgage Loan Schedule” is correct.
The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the above-referenced Pooling and Servicing Agreement. The Trustee makes no representation that any documents specified in clause (vi) of Section 2.01 should be included in any Mortgage File. The Trustee makes no representations as to and shall not be responsible to verify: (i) the validity, legality, sufficiency, enforceability, due authorization, recordability or genuineness of any of the documents contained in each Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan, or (iii) the existence of any assumption, modification, written assurance or substitution agreement with respect to any Mortgage File if no such documents appear in the Mortgage File delivered to the Trustee.
C-1
Capitalized words and phrases used herein shall have the respective meanings assigned to them in the above-captioned Pooling and Servicing Agreement.
[_______________________________] | |
By: ________________________________ | |
Name: | |
Title: |
C-2
EXHIBIT D
FORM OF TRUSTEE FINAL CERTIFICATION
______________, 20__
Impac Secured Assets Corp.
19500 Jamboree Road
Irvine, California 92612
Impac Funding Corporation
19500 Jamboree Road
Irvine, California 92612
Re: | Pooling and Servicing Agreement, dated as of February 1, 2007, among Impac Secured Assets Corp., Impac Funding Corporation and Deutsche Bank National Trust Company, relating to Mortgage Pass-Through Certificates, Series 2007-1 |
Ladies and Gentlemen:
In accordance with Section 2.02 of the above-captioned Pooling and Servicing Agreement, the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or listed on the attachment hereto) it has received the documents set forth in Section 2.01.
The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the above-referenced Pooling and Servicing Agreement. The Trustee makes no representation that any documents specified in clause (vi) of Section 2.01 should be included in any Mortgage File. The Trustee makes no representations as to and shall not be responsible to verify: (i) the validity, legality, sufficiency, enforceability, due authorization, recordability or genuineness of any of the documents contained in each Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan or (iii) the existence of any assumption, modification, written assurance or substitution agreement with respect to any Mortgage File if no such documents appear in the Mortgage File delivered to the Trustee.
D-1
Capitalized words and phrases used herein shall have the respective meanings assigned to them in the above-captioned Pooling and Servicing Agreement.
[_________________________] | |
By: ________________________________ | |
Name: | |
Title: |
D-2
EXHIBIT E
FORM OF REMITTANCE REPORT
(Provided Upon Request)
E-1
EXHIBIT F-1
REQUEST FOR RELEASE
(for Trustee)
Loan Information | ||
Name of Mortgagor: | ___________________________ | |
Master Servicer | ||
Loan No.: | ___________________________ | |
Trustee | ||
Name: | ___________________________ | |
Address: | ___________________________ | |
___________________________ | ||
Trustee | ||
Mortgage File No.: | ___________________________ |
F-1-1
Request for Requesting Documents (check one):
1. | Mortgage Loan Liquidated. |
(The Master Servicer hereby certifies that all proceeds of foreclosure, insurance or other liquidation have been finally received and deposited into the Custodial Account to the extent required pursuant to the Pooling and Servicing Agreement.)
2. | Mortgage Loan in Foreclosure. |
3. | Mortgage Loan Repurchased Pursuant to Section 9.01 of the Pooling and Servicing Agreement. |
4. | Mortgage Loan Repurchased Pursuant to Article II of the Pooling and Servicing Agreement. |
(The Master Servicer hereby certifies that the repurchase price has been deposited into the Custodial Account pursuant to the Pooling and Servicing Agreement.)
5. | Other (explain). |
_________________________________________________________________________ |
_________________________________________________________________________ |
_________________________________________________________________________ |
_________________________________________________________________________ |
_________________________________________________________________________ |
_________________________________________________________________________ |
F-1-2
The undersigned Master Servicer hereby acknowledges that it has received from the Trustee for the Holders of Mortgage Pass-Through Certificates, Series 2007-1, the documents referred to below (the “Documents”). All capitalized terms not otherwise defined in this Request for Release shall have the meanings given them in the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”), among Impac Secured Assets Corp., Impac Funding Corporation and the Trustee.
( ) | Promissory Note dated _________________, 200_, in the original principal sum of $__________, made by __________________, payable to, or endorsed to the order of, the Trustee. |
( ) | Mortgage recorded on _________________________ as instrument no. ___________ in the County Recorders Office of the County of ______________________, State of _____________________ in book/reel/docket of official records at page/image _______________. |
( ) | Deed of Trust recorded on ____________________ as instrument no._____________ in the County Recorder's Office of the County of ______________________, State of _____________________in book/reel/docket __________________ of official records at page/image ________________. |
( ) | Assignment of Mortgage or Deed of Trust to the Trustee, recorded on _______________ as instrument no. ______________ in the County Recorder's Office of the County of ________________, State of ___________________ in book/reel/docket ____________ of official records at page/image ___________. |
( ) | Other documents, including any amendments, assignments or other assumptions of the Mortgage Note or Mortgage. |
( ) | ___________________________ |
( ) | ___________________________ |
( ) | ___________________________ |
( ) | ___________________________ |
F-1-3
The undersigned Master Servicer hereby acknowledges and agrees as follows:
(1) The Master Servicer shall hold and retain possession of the Documents in trust for the benefit of the Trustee, solely for the purposes provided in the Agreement.
(2) The Master Servicer shall not cause or knowingly permit the Documents to become subject to, or encumbered by, any claim, liens, security interest, charges, writs of attachment or other impositions nor shall the Master Servicer assert or seek to assert any claims or rights of setoff to or against the Documents or any proceeds thereof.
(3) The Master Servicer shall return each and every Document previously requested from the Mortgage File to the Trustee when the need therefor no longer exists, unless the Mortgage Loan relating to the Documents has been liquidated and the proceeds thereof have been remitted to the Custodial Account and except as expressly provided in the Agreement.
(4) The Documents and any proceeds thereof, including any proceeds of proceeds, coming into the possession or control of the Master Servicer shall at all times be earmarked for the account of the Trustee, and the Master Servicer shall keep the Documents and any proceeds separate and distinct from all other property in the Master Servicer's possession, custody or control.
IMPAC FUNDING CORPORATION | |
By: ___________________________ Title: ___________________________ |
Date: _________________, 200_
F-1-4
EXHIBIT F-2
REQUEST FOR RELEASE
[Mortgage Loans Paid in Full]
OFFICER’S CERTIFICATE AND TRUST RECEIPT
MORTGAGE PASS-THROUGH CERTIFICATES
SERIES 2007-1
_____________________________________ HEREBY CERTIFIES THAT HE/SHE IS AN OFFICER OF THE MASTER SERVICER, HOLDING THE OFFICE SET FORTH BENEATH HIS/HER SIGNATURE, AND HEREBY FURTHER CERTIFIES AS FOLLOWS:
WITH RESPECT TO THE MORTGAGE LOANS, AS THE TERM IS DEFINED IN THE POOLING AND SERVICING AGREEMENT DESCRIBED IN THE ATTACHED SCHEDULE:
ALL PAYMENTS OF PRINCIPAL, PREMIUM (IF ANY), AND INTEREST HAVE BEEN MADE.
LOAN NUMBER: _____________________ | BORROWER'S NAME: ________________ |
COUNTY: ___________________________ |
F-2-1
WE HEREBY CERTIFY THAT ALL AMOUNTS RECEIVED IN CONNECTION WITH SUCH PAYMENTS, WHICH ARE REQUIRED TO BE DEPOSITED IN THE CUSTODIAL ACCOUNT PURSUANT TO SECTION 3.10 OF THE POOLING AND SERVICING AGREEMENT, HAVE BEEN OR WILL BE CREDITED.
_________ ____________ | DATED: _____________________ |
// VICE PRESIDENT
// ASSISTANT VICE PRESIDENT
F-2-2
EXHIBIT G-1
FORM OF INVESTOR REPRESENTATION LETTER
___________, 200__
Impac Secured Assets Corp.
19500 Jamboree Road
Irvine, California 92612
DB Services Tennessee
648 Grassmere Park Rd.
Nashville, TN 37211
Attn: Transfer Unit
Re: | Impac Secured Assets Corp. |
Mortgage Pass-Through Certificates Series 2007-1, Class [_] Certificates
Ladies and Gentlemen:
______________ (the “Purchaser”) intends to purchase from ______________ (the “Seller”) $_________ Initial Certificate Principal Balance of Mortgage Pass-Through Certificates, Series 2007-1, Class _____ (the “Certificates”), issued pursuant to the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”), among Impac Secured Assets Corp., as depositor (the “Company”), Impac Funding Corporation, as master servicer, and Deutsche Bank National Trust Company, as trustee (the “Trustee”). All terms used herein and not otherwise defined shall have the meanings set forth in the Pooling and Servicing Agreement. The Purchaser hereby certifies, represents and warrants to, and covenants with, the Company and the Trustee that:
1. The Purchaser understands that (a) the Certificates have not been and will not be registered or qualified under the Securities Act of 1933, as amended (the “Act”) or any state securities law, (b) the Company is not required to so register or qualify the Certificates, (c) the Certificates may be resold only if registered and qualified pursuant to the provisions of the Act or any state securities law, or if an exemption from such registration and qualification is available, (d) the Pooling and Servicing Agreement contains restrictions regarding the transfer of the Certificates and (e) the Certificates will bear a legend to the foregoing effect.
G-1-1
2. The Purchaser is acquiring the Certificates for its own account for investment only and not with a view to or for sale in connection with any distribution thereof in any manner that would violate the Act or any applicable state securities laws.
3. The Purchaser is (a) a substantial, sophisticated institutional investor having such knowledge and experience in financial and business matters, and, in particular, in such matters related to securities similar to the Certificates, such that it is capable of evaluating the merits and risks of investment in the Certificates, (b) able to bear the economic risks of such an investment and (c) an “accredited investor” within the meaning of Rule 501(a) (1)-(3) and (7) of Regulation D promulgated pursuant to the Act.
4. The Purchaser has been furnished with, and has had an opportunity to review (a) a copy of the Pooling and Servicing Agreement and (b) such other information concerning the Certificates, the Mortgage Loans and the Company as has been requested by the Purchaser from the Company or the Seller and is relevant to the Purchaser's decision to purchase the Certificates. The Purchaser has had any questions arising from such review answered by the Company or the Seller to the satisfaction of the Purchaser.
5. The Purchaser has not and will not nor has it authorized or will it authorize any person to (a) offer, pledge, sell, dispose of or otherwise transfer any Certificate, any interest in any Certificate or any other similar security to any person in any manner, (b) solicit any offer to buy or to accept a pledge, disposition of other transfer of any Certificate, any interest in any Certificate or any other similar security from any person in any manner, (c) otherwise approach or negotiate with respect to any Certificate, any interest in any Certificate or any other similar security with any person in any manner, (d) make any general solicitation by means of general advertising or in any other manner or (e) take any other action, that (as to any of (a) through (e) above) would constitute a distribution of any Certificate under the Act, that would render the disposition of any Certificate a violation of Section 5 of the Act or any state securities law, or that would require registration or qualification pursuant thereto. The Purchaser will not sell or otherwise transfer any of the Certificates, except in compliance with the provisions of the Pooling and Servicing Agreement.
Very truly yours, _________________________ (Purchaser) | |
By: _______________________ Name: _____________________ Title: ______________________ |
G-1-2
EXHIBIT G-2
FORM OF TRANSFEROR REPRESENTATION LETTER
______________, 200___
Impac Secured Assets Corp.
19500 Jamboree Road
Irvine, California 92612
DB Services Tennessee
648 Grassmere Park Rd.
Nashville, TN 37211
Attn: Transfer Unit
Re: | Impac Secured Assets Corp. |
Mortgage Pass-Through Certificates, Series 2007-1, Class [_] Certificates
Ladies and Gentlemen:
In connection with the sale by ___________ (the “Seller”) to ________ (the “Purchaser”) of $_________ Initial Certificate Principal Balance of Mortgage Pass-Through Certificates, Series 2007-1, Class _____ (the “Certificates”), issued pursuant to the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”), among Impac Secured Assets Corp., as depositor (the “Company”), Impac Funding Corporation, as master servicer, and Deutsche Bank National Trust Company, as trustee (the “Trustee”). The Seller hereby certifies, represents and warrants to, and covenants with, the Company and the Trustee that:
Neither the Seller nor anyone acting on its behalf has (a) offered, pledged, sold, disposed of or otherwise transferred any Certificate, any interest in any Certificate or any other similar security to any person in any manner, (b) has solicited any offer to buy or to accept a pledge, disposition or other transfer of any Certificate, any interest in any Certificate or any other similar security from any person in any manner, (c) has otherwise approached or negotiated with respect to any Certificate, any interest in any Certificate or any other similar security with any person in any manner, (d) has made any general solicitation by means of general advertising or in any other manner, or (e) has taken any other action, that (as to any of (a) through (e) above) would constitute a distribution of the Certificates under the Securities Act of 1933 (the “Act”), that would render the disposition of any Certificate a violation of Section 5 of the Act or any state securities law, or that would require registration or qualification pursuant thereto. The Seller will not act in any manner set forth in the foregoing sentence with respect to any Certificate. The Seller has not and will not sell or otherwise transfer any of the Certificates, except in compliance with the provisions of the Pooling and Servicing Agreement.
G-2-1
Very truly yours, _________________________ (Seller) | |
By: _______________________ Name: _____________________ Title: ______________________ |
G-2-2
EXHIBIT G-3
FORM OF RULE 144A INVESTMENT REPRESENTATION
Description of Rule 144A Securities, including numbers:
Impac Secured Assets Corp.
Mortgage Pass-Through Certificates
Series 2007-1, Class ____, No. ____
The undersigned seller, as registered holder (the “Transferor”), intends to transfer the Rule 144A Securities described above to the undersigned buyer (the “Buyer”).
1. In connection with such transfer and in accordance with the agreements pursuant to which the Rule 144A Securities were issued, the Transferor hereby certifies the following facts: Neither the Transferor nor anyone acting on its behalf has offered, transferred, pledged, sold or otherwise disposed of the Rule 144A Securities, any interest in the Rule 144A Securities or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Rule 144A Securities, or otherwise approached or negotiated with respect to the Rule 144A Securities, any interest in the Rule 144A Securities or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, which would constitute a distribution of the Rule 144A Securities under the Securities Act of 1933, as amended (the “1933 Act”), or which would render the disposition of the Rule 144A Securities a violation of Section 5 of the 1933 Act or require registration pursuant thereto, and that the Transferor has not offered the Rule 144A Securities to any person other than the Buyer or another “qualified institutional buyer” as defined in Rule 144A under the 1933 Act.
2. The Buyer warrants and represents to, and covenants with, the Transferor, the Trustee, the Master Servicer and the Depositor pursuant to Section 5.02 of the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”), among Impac Secured Assets Corp., as depositor (the “Depositor”), Impac Funding Corporation, as master servicer (the “Master Servicer”) and Deutsche Bank National Trust Company, as trustee (the “Trustee”), as follows:
a. The Buyer understands that the Rule 144A Securities have not been registered under the 1933 Act or the securities laws of any state.
b. The Buyer considers itself a substantial, sophisticated institutional investor having such knowledge and experience in financial and business matters that it is capable of evaluating the merits and risks of investment in the Rule 144A Securities.
G-3-1
c. The Buyer has been furnished with all information regarding the Rule 144A Securities that it has requested from the Transferor, the Trustee or the Master Servicer.
d. Neither the Buyer nor anyone acting on its behalf has offered, transferred, pledged, sold or otherwise disposed of the Rule 144A Securities, any interest in the Rule 144A Securities or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Rule 144A Securities, any interest in the Rule 144A Securities or any other similar security from, or otherwise approached or negotiated with respect to the Rule 144A Securities, any interest in the Rule 144A Securities or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Rule 144A Securities under the 1933 Act or that would render the disposition of the Rule 144A Securities a violation of Section 5 of the 1933 Act or require registration pursuant thereto, nor will it act, nor has it authorized or will it authorize any person to act, in such manner with respect to the Rule 144A Securities.
e. The Buyer is a “qualified institutional buyer” as that term is defined in Rule 144 under the 1933 Act and has completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2. The Buyer is aware that the sale to it is being made in reliance on Rule 144A. The Buyer is acquiring the Rule 144A Securities for its own account or the account of other qualified institutional buyers, understands that such Rule 144 Securities may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the 1933 Act.
3. The Buyer warrants and represents to, and covenants with, the Transferor, the Master Servicer and the Depositor that either (1) the Buyer is not an employee benefit plan within the meaning of Section 3(3) of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”) (“Plan”), or a plan within the meaning of Section 4975(e)(1) of the Internal Revenue Code of 1986 (the “Code”) (also a “Plan”), and the Buyer is not directly or indirectly purchasing the Rule 144A Securities on behalf of, as investment manager of, as named fiduciary of, as trustee of, or with assets of a Plan, or (2) the Buyer has provided the Trustee with the opinion letter required by section 5.02(c) of the Pooling and Servicing Agreement.
4. This document may be executed in one or more counterparts and by the different parties hereto on separate counterparts, each of which, when so executed, shall be deemed to be an original; such counterparts, together, shall constitute one and the same document.
G-3-2
IN WITNESS WHEREOF, each of the parties has executed this document as of the date set forth below.
________________________________ Print Name of Transferor | ________________________________ Print Name of Buyer |
By: ________________________________ Name: Title: | By: ________________________________ Name: Title: |
Taxpayer Identification: No. ________________________________ Date: _______________________________ | Taxpayer Identification: No. ________________________________ Date:________________________________ |
G-3-3
ANNEX 1 TO EXHIBIT G-3
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
[For Buyers Other Than Registered Investment Companies]
The undersigned hereby certifies as follows in connection with the Rule 144A Investment Representation to which this Certification is attached:
1. As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the Buyer.
2. In connection with purchases by the Buyer, the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933 (“Rule 144A”) because (i) the Buyer owned and/or invested on a discretionary basis $____________________1 in securities (except for the excluded securities referred to below) as of the end of the Buyer's most recent fiscal year (such amount being calculated in accordance with Rule 144A) and (ii) the Buyer satisfies the criteria in the category marked below.
____ | Corporation, etc. The Buyer is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or charitable organization described in Section 501(c)(3) of the Internal Revenue Code. |
____ | Bank. The Buyer (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statement, a copy of which is attached hereto. |
____ | Savings and Loan. The Buyer (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, which is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements. |
_________________________
1 | Buyer must own and/or invest on a discretionary basis at least $100,000,000 in securities unless Buyer is a dealer, and, in that case, Buyer must own and/or invest on a discretionary basis at least $10,000,000 in securities. |
G-3-4
____ | Broker-dealer. The Buyer is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934. |
____ | Insurance Company. The Buyer is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and which is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia. |
____ | State or Local Plan. The Buyer is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees. |
____ | ERISA Plan. The Buyer is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974. |
____ | Investment Adviser. The Buyer is an investment adviser registered under the Investment Advisers Act of 1940. |
____ | SBIC. The Buyer is a Small Business Investment Company licensed by the U.S. Small Business Administration under Section 301(c) or (d) of the Small Business Investment Act of 1958. |
____ | Business Development Company. The Buyer is a business development company as defined in Section 202(a)(22) of the Investment Advisers Act of 1940. |
____ | Trust Fund. The Buyer is a trust fund whose trustee is a bank or trust company and whose participants are exclusively (a) plans established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees, or (b) employee benefit plans within the meaning of Title I of the Employee Retirement Income Security Act of 1974, but is not a trust fund that includes as participants individual retirement accounts or H.R. 10 plans. |
3. The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer, (ii) securities that are part of an unsold allotment to or subscription by the Buyer, if the Buyer is a dealer, (iii) bank deposit notes and certificates of deposit, (iv) loan participations, (v) repurchase agreements, (vi) securities owned but subject to a repurchase agreement and (vii) currency, interest rate and commodity swaps.
4. For purposes of determining the aggregate amount of securities owned and/or invested on a discretionary basis by the Buyer, the Buyer used the cost of such securities to the Buyer and did not include any of the securities referred to in the preceding paragraph. Further, in determining such aggregate amount, the Buyer may have included securities owned by subsidiaries of the Buyer, but only if such subsidiaries are consolidated with the Buyer in its financial statements prepared in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Buyer's direction. However, such securities were not included if the Buyer is a majority-owned, consolidated subsidiary of another enterprise and the Buyer is not itself a reporting company under the Securities Exchange Act of 1934.
G-3-5
5. The Buyer acknowledges that it is familiar with Rule 144A and understands that the seller to it and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer may be in reliance on Rule 144A.
___ | ___ | Will the Buyer be purchasing the Rule 144A | |
Yes | No | Securities only for the Buyer's own account? |
6. If the answer to the foregoing question is “no”, the Buyer agrees that, in connection with any purchase of securities sold to the Buyer for the account of a third party (including any separate account) in reliance on Rule 144A, the Buyer will only purchase for the account of a third party that at the time is a “qualified institutional buyer” within the meaning of Rule 144A. In addition, the Buyer agrees that the Buyer will not purchase securities for a third party unless the Buyer has obtained a current representation letter from such third party or taken other appropriate steps contemplated by Rule 144A to conclude that such third party independently meets the definition of “qualified institutional buyer” set forth in Rule 144A.
7. The Buyer will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice is given, the Buyer's purchase of Rule 144A Securities will constitute a reaffirmation of this certification as of the date of such purchase.
________________________________ Print Name of Buyer | |
By: ________________________________ Name: Title: Date: ________________________________ |
G-3-6
ANNEX 2 TO EXHIBIT G-3
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
[For Buyers That Are Registered Investment Companies]
The undersigned hereby certifies as follows in connection with the Rule 144A Investment Representation to which this Certification is attached:
1. As indicated below, the undersigned is the President, Chief Financial Officer or Senior Vice President of the Buyer or, if the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933 (“Rule 144A”) because Buyer is part of a Family of Investment Companies (as defined below), is such an officer of the Adviser.
2. In connection with purchases by Buyer, the Buyer is a “qualified institutional buyer” as defined in SEC Rule 144A because (i) the Buyer is an investment company registered under the Investment Company Act of 1940, and (ii) as marked below, the Buyer alone, or the Buyer's Family of Investment Companies, owned at least $100,000,000 in securities (other than the excluded securities referred to below) as of the end of the Buyer's most recent fiscal year. For purposes of determining the amount of securities owned by the Buyer or the Buyer's Family of Investment Companies, the cost of such securities was used.
____ | The Buyer owned $_______________ in securities (other than the excluded securities referred to below) as of the end of the Buyer's most recent fiscal year (such amount being calculated in accordance with Rule 144A). |
____ | The Buyer is part of a Family of Investment Companies which owned in the aggregate $____________ in securities (other than the excluded securities referred to below) as of the end of the Buyer's most recent fiscal year (such amount being calculated in accordance with Rule 144A). |
3. The term “Family of Investment Companies” as used herein means two or more registered investment companies (or series thereof) that have the same investment adviser or investment advisers that are affiliated (by virtue of being majority owned subsidiaries of the same parent or because one investment adviser is a majority owned subsidiary of the other).
4. The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer or are part of the Buyer's Family of Investment Companies, (ii) bank deposit notes and certificates of deposit, (iii) loan participations, (iv) repurchase agreements, (v) securities owned but subject to a repurchase agreement and (vi) currency, interest rate and commodity swaps.
G-3-7
5. The Buyer is familiar with Rule 144A and understands that each of the parties to which this certification is made are relying and will continue to rely on the statements made herein because one or more sales to the Buyer will be in reliance on Rule 144A. In addition, the Buyer will only purchase for the Buyer's own account.
6. The undersigned will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice, the Buyer's purchase of Rule 144A Securities will constitute a reaffirmation of this certification by the undersigned as of the date of such purchase.
________________________________ Print Name of Buyer | |
By: ________________________________ Name: Title: | |
IF AN ADVISER: | |
________________________________ Print Name of Buyer | |
Date: ________________________________ |
G-3-8
EXHIBIT G-4
FORM OF TRANSFEROR CERTIFICATE
______________, 200__
Impac Secured Assets Corp.
19500 Jamboree Road
Irvine, California 92612
DB Services Tennessee
648 Grassmere Park Rd.
Nashville, TN 37211
Attn: Transfer Unit
Re: | Impac Secured Assets Corp. |
Mortgage Pass-Through Certificates Series 2007-1, Class R Certificates
Ladies and Gentlemen:
This letter is delivered to you in connection with the sale by ____________ (the “Seller”) to _______________ (the “Purchaser”) of a ____% Percentage Interest in the Mortgage Pass-Through Certificates, Series 2007-1, Class R Certificates (the “Certificates”), issued pursuant to Section 5.02 of the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”), among Impac Secured Assets Corp., as depositor (the “Company”), Impac Funding Corporation, as master servicer (the “Master Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”). All terms used herein and not otherwise defined shall have the meaning set forth in the Pooling and Servicing Agreement. The Seller hereby certifies, represents and warrants to, and covenants with, the Company and the Trustee that:
1. No purpose of the Seller relating to the sale of the Certificates by the Seller to the Purchaser is or will be to impede the assessment or collection of any tax.
2. The Seller understands that the Purchaser has delivered to the Trustee and the Company a transfer affidavit and agreement in the form attached to the Pooling and Servicing Agreement as Exhibit G-5. The Seller does not know or believe that any representation contained therein is false.
3. The Seller has at the time of the transfer conducted a reasonable investigation of the financial condition of the Purchaser as contemplated by Treasury Regulations Section 1.860E-1(c)(4)(i) and, as a result of that investigation, the Seller has determined that the Purchaser has historically paid its debts as they have become due and has found no significant evidence to indicate that the Purchaser will not continue to pay its debts as they become due in the future. The Seller understands that the transfer of the Certificates may not be respected for United States income tax purposes (and the Seller may continue to be liable for United States income taxes associated therewith) unless the Seller has conducted such an investigation.
G-4-1
4. The Seller has no actual knowledge that the proposed Transferee is not a Permitted Transferee.
Very truly yours, ________________________________ (Seller) | |
By: ________________________________ Name________________________________ Title: ________________________________ |
G-4-2
EXHIBIT G-5
FORM OF TRANSFER AFFIDAVIT AND AGREEMENT
STATE OF | ) |
:ss. | |
COUNTY OF | ) |
___________________, being first duly sworn, deposes, represents and warrants:
1. That he/she is [Title of Officer] of [Name of Owner], a [savings institution] [corporation] duly organized and existing under the laws of [the State of __________] [the United States], (the “Investor”), (record or beneficial owner of the Class R Certificates (the “Certificates”) on behalf of which he/she makes this affidavit and agreement). This Class R Certificates were issued pursuant to the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Agreement”), among Impac Secured Assets Corp., as depositor (the “Depositor”), Impac Funding Corporation, as master servicer (the “Master Servicer”), and Deutsche Bank National Trust Company, as trustee (the “Trustee”).
1. The Investor is, as of the date hereof, and will be, as of the date of the Transfer, a Permitted Transferee. The Investor is not acquiring its Ownership Interest in the Certificates for the account of a Person other than a Permitted Transferee.
2. The Investor has been advised and understands that (i) a tax will be imposed on Transfers of the Certificates to Persons that are not Permitted Transferees; (ii) such tax will be imposed on the Transferor, or, if such Transfer is through an agent (which includes a broker, nominee or middleman) for a Person that is not a Permitted Transferee, on the agent; and (iii) the Person otherwise liable for the tax shall be relieved of liability for the tax if a subsequent transferee furnishes to such Person an affidavit that such subsequent transferee is a Permitted Transferee, and at the time of Transfer, such Person does not have actual knowledge that the affidavit is false.
3. The Investor has been advised and understands that a tax will be imposed on a “pass-through entity” holding the Certificates if at any time during the taxable year of the pass-through entity a Person that is not a Permitted Transferee is the record holder of an interest in such entity. The Investor understands that such tax will not be imposed for any period with respect to which the record holder furnishes to the pass-through entity an affidavit that such record holder is a Permitted Transferee and the pass-through entity does not have actual knowledge that such affidavit is false. (For this purpose, a “pass-through entity” includes a regulated investment company, a real estate investment trust or common trust fund, a partnership, trust or estate, and certain cooperatives and, except as may be provided in Treasury regulations, Persons holding interests in pass-through entities as a nominee for another Person.)
G-5-1
4. The Investor has reviewed the provisions of Section 5.02(e) of the Agreement and understands the legal consequences of the acquisition of an Ownership Interest in the Certificates, including, without limitation, the restrictions on subsequent Transfers and the provisions regarding voiding any prohibited Transfers and mandatory sales. The Investor expressly agrees to be bound by, and to abide by, such provisions of the Agreement and the restrictions noted on the face of the Certificates. The Investor understands and agrees that any breach of any of the representations included herein shall render the Transfer of the Certificates to the Investor contemplated hereby null and void. The Investor consents to any amendment of the Agreement that shall be deemed necessary by the Depositor (upon advice of nationally recognized counsel) to constitute a reasonable arrangement to ensure that the Certificate will not be owned directly or indirectly by a Person other than a Permitted Transferee.
5. The Investor agrees not to Transfer the Certificates, or cause the Transfer of the Certificates by a Person for whom the Investor is acting as nominee, trustee or agent, in each case unless (i) it has received an affidavit in substantially the same form as this affidavit containing these same representations and covenants from the subsequent transferee. In connection with any such Transfer by the Investor, the Investor agrees to deliver to the Trustee a certificate substantially in the form set forth as Exhibit G-4 to the Agreement to the effect that the Investor has no actual knowledge that the Person to which the Transfer is to be made is not a Permitted Transferee.
6. The Investor has historically paid its debts as they have come due, intends to pay its debts as they come due in the future, and understands that the taxes associated with holder an Ownership Interest in the Certificates may exceed the cash flow with respect thereto in some or all periods and intends to pay such taxes as they become due. The Investor does not have the intention, and no purpose of the Transfer of the Certificates to the Investor is, to impede the assessment or collection of any tax legally required to be paid with respect to the Certificates.
7. The Investor’s U.S. taxpayer identification number is [_____________].
8. The Investor is a United States Person.
9. The Investor is aware that the Certificates may be a “noneconomic residual interest” within the meaning of Treasury regulations promulgated under Section 860E of the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, unless no significant purpose of the transfer was to impede the assessment or collection of tax.
10. The Investor will not cause income from the Certificates to be attributable to a foreign permanent establishment or fixed base, within the meaning of an applicable income tax treaty, of the Investor or any other United States Person.
11. Check one of the following:
o The Transfer of the Certificates complies with U.S. Treasury Regulation Sections 1.860E-1(c)(7) and (8) and, accordingly:
G-5-2
(i) the present value of the anticipated tax liabilities associated with holding the Certificates does not exceed the sum of:
(a) | the present value of any consideration given to the Investor to acquire such Certificates; |
(b) | the present value of the expected future distributions on such Certificates; and |
(c) | the present value of the anticipated tax savings associated with holding such Certificates as the related REMIC generates losses; and |
(ii) the Transfer of the Certificates will not result in such Certificates being held, directly or indirectly, by a foreign permanent establishment or fixed base, within the meaning of an applicable income tax treaty, of the Investor or any other United States Person.
For purposes of the calculation in clause (i) above, (x) the Investor is assumed to pay tax at the highest rate currently specified in Section 11(b)(1) of the Code (but the tax rate in Section 55(b)(1)(B) of the Code may be used in lieu of the highest rate specified in Section 11(b)(1) of the Code if the Investor has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years and will compute its taxable income in the current taxable year using the alternative minimum tax rate) and (y) present values are computed using a discount rate equal to the short-term Federal rate prescribed by Section 1274(d) of the Code for the month of the transfer and the compounding period used by the Investor.
o The Transfer of the Certificates complies with U.S. Treasury Regulation Sections 1.860E-1(c)(5) and (6) and, accordingly:
(i) | the Investor is an “eligible corporation,” as defined in U.S. Treasury Regulation Section 1.860E-1(c)(6)(i), as to which income from the Certificates will only be taxed in the United States; |
(ii) | at the time of the Transfer, and at the close of the Investor’s two fiscal years preceding the fiscal year of the transfer, the Investor had gross assets for financial reporting purposes (excluding any obligation of a “related person” to the Investor within the meaning of U.S. Treasury Regulation Section 1.860E-1(c)(6)(ii) and any other asset the principal purpose of which is to permit the Investor to satisfy the condition of this clause (ii)) in excess of $100 million and net assets in excess of $10 million; |
(iii) | the Investor will transfer the Certificates only to another “eligible corporation,” as defined in U.S. Treasury Regulation Section 1.860E-1(c)(6)(i), in a transaction in which the requirements of U.S. Treasury Regulation Sections 1.860E-1(c)(4)(i), (ii) and (iii) and -1(c)(5) are satisfied and, accordingly, the subsequent transferee provides a similar affidavit with this box checked; and |
G-5-3
(iv) | the Investor determined the consideration paid to it to acquire the Certificates based on reasonable market assumptions (including, but not limited to, borrowing and investment rates, prepayment and loss assumptions, expense and reinvestment assumptions, tax rates and other factors specific to the Investor) that it has determined in good faith and has concluded that such consideration, together with other assets of the Investor, will be sufficient to cover the taxes associated with the Certificates. |
o None of the above.
11. (a) The Certificates (i) are not being acquired by, and will not be transferred to, any employee benefit plan within the meaning of section 3(3) of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or other retirement arrangement, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that is subject to ERISA or Section 4975 of the Code (any of the foregoing, a “Plan”), (ii) are not being acquired with “plan assets” of a Plan within the meaning of the Department of Labor (“DOL”) regulation, 29 C.F.R. § 2510.3-101 or otherwise under ERISA, and (iii) will not be transferred to any entity that is deemed to be investing in plan assets within the meaning of the DOL regulation, 29 C.F.R. § 2510.3-101 or otherwise under ERISA; or
(b) The Investor will provide the Trustee with an opinion of counsel, as specified in Section 5.02(c) of the Agreement, acceptable to and in form and substance satisfactory to the Trustee to the effect that the purchase of Certificates is permissible under applicable law, will not constitute or result in any non-exempt prohibited transaction under ERISA or Section 4975 of the Code and will not subject the Trustee, the Depositor or the Master Servicer to any obligation or liability (including obligations or liabilities under ERISA or Section 4975 of the Code) in addition to those undertaken in the Agreement.
In addition, the Investor hereby certifies, represents and warrants to, and covenants with, the Depositor, the Trustee and the Master Servicer that the Investor will not transfer such Certificates to any Plan or person unless either such Plan or person meets the requirements set forth in either (a) or (b) above.
G-5-4
IN WITNESS WHEREOF, the Investor has caused this instrument to be executed on its behalf, by its [Title of Officer] and its corporate seal to be hereunto attached, attested by its [Assistant] Secretary, this ______ day of _____________, _____.
________________________________ [NAME OF INVESTOR] By: ________________________________ [Name of Officer] [Title of Officer] | |
[Corporate Seal] ATTEST: ________________________________ [Assistant] Secretary |
G-5-5
FORM OF TRANSFEROR AFFIDAVIT
STATE OF NEW YORK | ) | |
) | ss.: | |
COUNTY OF NEW YORK | ) |
The undersigned is the [Title of Officer] of [Name of Transferor] (the “Owner”), the proposed transferor of an Ownership Interest in the Impac Secured Assets Corp., Mortgage pass-through Certificates, Series 2007-1, Class [R-1][R-2][R-3] Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing Agreement (the “Agreement”) relating to the Certificate, dated as of [ ], 2007, among [ ], as depositor (the “Depositor”), [ ], as master servicer (“the Master Servicer”) and [ ], as trustee (the “Trustee”), and makes this affidavit on behalf of the Owner for the benefit of the Depositor and the Trustee. Capitalized terms used, but not defined herein, shall have the meanings ascribed to such terms in the Agreement.
1. The Owner is not transferring the Certificate to impede the assessment or collection of any tax.
2. The Owner has no actual knowledge that the proposed Transferee of the Certificate: (i) has insufficient assets to pay any taxes that would be owed by such Transferee as Holder of the Certificate; (ii) may become insolvent or subject to a bankruptcy proceeding for so long as the Certificate remains outstanding; and (iii) is not a Permitted Transferee.
3. The Owner understands that the proposed Transferee has delivered to the Trustee a transfer affidavit and agreement in the form attached to the Pooling and Servicing Agreement as Exhibit F-2. The Owner does not know or believe that any representation contained therein is false.
4. At the time of transfer, the Owner has conducted a reasonable investigation of the financial condition of the proposed Transferee as contemplated by Treasury Regulation Section 1.860E-1(c)(4)(i) and, as a result of that investigation, the Owner has determined that the proposed Transferee has historically paid its debts as they became due and has found no significant evidence to indicate that the proposed Transferee will not continue to pay its debts as they become due in the future. The Owner understands that the transfer of the Certificate may not be respected for U.S. federal income tax purposes (and the Owner may continue to be liable for U.S. federal income taxes associated therewith) unless the Owner has conducted such an investigation.
G-5-6
IN WITNESS WHEREOF, the Investor has caused this instrument to be executed on its behalf, pursuant to authority of its Board of Directors, by its [Title of Officer] this ____ day of _________, 20__.
[NAME OF OWNER] | ||||||||||||
By: | ||||||||||||
Name: | [Name of Officer] | |||||||||||
Title: | [Title of Officer] | |||||||||||
Personally appeared before me the above-named [Name of Officer], known or proved to me to be the same person who executed the foregoing instrument and to be the [Title of Officer] of the Owner, and acknowledged to me that he/she executed the same as his/her free act and deed and the free act and deed of the Owner.
Subscribed and sworn before me this ___ day of _________, 20___.
NOTARY PUBLIC
COUNTY OF
STATE OF
My commission expires the ___ day of ___________________, 20___.
G-5-7
EXHIBIT H
MORTGAGE LOAN SCHEDULE
AP_NUM PROPERTY_TYPE Unit_Num INTENT PURPOSE_DESC CASH_OUT INTEREST_RATE CURR_INT_RATE LOAN_AMOUNT CURR_BALANCE FIRST_PAY_DATE MATURITY_DATE CURR_MONTHLY_PI TERM LTV STATE PD_THRU_DATE Balloon APPRAISAL FIRST_SECOND MARGIN MONTHLY_P_I BORR_LAST_NAME BORR_FIRST_NAME ADDRESS CITY ZIP_CODE CLOSED_DATE DOC_TYPE LOAN_PROGRAM MICo MICvg SALES_PRICE OTHER_FIN SUBORD_LIEN CLTV PRI_CREDIT_SCORE DEBT_RATIO PREPAY_OPTION SimpleInterest FirstAdjDt LIFE_CAP InitialCap BaseCap LIFE_FLOOR 1103456431 SFR 1 OO REFI Y 13.375 13.375 68000 67956.68 12/1/2006 11/1/2021 772.2 180 20 AZ 2/1/2007 Y 340000 2 0 772.2 85027 11/17/2006 2 TB2630_BALLOON 0 0 0 100 624 44.68 3YR 0 0 0 0 1103583987 HI-RISE 1 NOO PURCHASE N 7.75 7.75 145500 145500 1/1/2007 12/1/2036 939.69 360 75 FL 2/1/2007 N 194000 1 3 939.69 33317 11/22/2006 2 PA1605EI_ARM-INTONLY 0 194000 38800 95 657 45 1YR 12/1/2011 6 3 1 3 1103583988 HI-RISE 1 NOO PURCHASE N 14.25 14.25 38800 38786.58 1/1/2007 12/1/2021 467.42 180 20 FL 2/1/2007 Y 194000 2 0 467.42 33317 11/22/2006 2 TB1630_BALLOON 0 194000 0 95 657 45 1YR 0 0 0 0 1103589683 CONDO 1 NOO PURCHASE N 12.03 12.03 51247 50941.97 12/1/2006 11/1/2021 528.32 180 25 FL 2/1/2007 Y 205000 2 0 528.32 33323 11/1/2006 1 TB0630_BALLOON 0 204990 0 95 744 45 NO-PREPAY 0 0 0 0 1103597944 SFR 1 NOO PURCHASE N 13.75 13.75 25980 25954.35 10/1/2006 9/1/2021 302.7 180 20 NC 2/1/2007 Y 130000 2 0 302.7 28215 11/7/2006 2 TB1630_BALLOON 0 129900 0 95 669 44.86 NO-PREPAY 0 0 0 0 1103598702 SFR 1 OO PURCHASE N 6.625 6.625 285523 285504.15 12/1/2006 11/1/2036 1576.33 360 80 CA 2/1/2007 N 357000 1 3 1576.33 92585 11/22/2006 2 PA1605EI_ARM-INTONLY 0 356904 35690 90 655 43 NO-PREPAY 11/1/2011 6 3 1 3 1103598737 SFR 1 OO PURCHASE N 12.375 12.375 35690 35415.15 12/1/2006 11/1/2021 377.45 180 10 CA 2/1/2007 Y 357000 2 0 377.45 92585 11/28/2006 2 TB1630_BALLOON 0 356904 0 90 655 43.23 NO-PREPAY 0 0 0 0 1103600016 SFR 1 OO REFI N 6.25 6.25 296000 294867.77 11/1/2006 10/1/2036 1822.52 360 73.82 FL 2/1/2007 N 401000 1 3 1822.52 34476 11/28/2006 8 SA1603E_ARM 0 0 0 73.82 731 35 NO-PREPAY 10/1/2009 6 3 1 3 1103601089 SFR 1 OO PURCHASE N 7.375 7.375 296000 296000 1/1/2007 12/1/2036 1819.17 360 80 CA 2/1/2007 N 370000 1 3 1819.17 92582 12/8/2006 2 PA0605EI_ARM-INTONLY 0 370000 74000 100 690 41.76 1YR 12/1/2011 6 3 1 3 1103601507 SFR 1 NOO PURCHASE N 13.5 13.5 58900 58838.5 10/1/2006 9/1/2021 674.65 180 15 NY 2/1/2007 Y 413000 2 0 674.65 11704 11/10/2006 2 TB0630_BALLOON 0 392850 0 94.99 713 33.7 NO-PREPAY 0 0 0 0 1103603801 D-PUDS 1 OO REFI Y 13.75 13.75 100000 99961.22 1/1/2007 12/1/2021 1165.11 180 20 VA 2/1/2007 Y 500000 2 0 1165.11 23227 11/29/2006 2 TB2630_BALLOON 0 0 0 100 633 29.5 NO-PREPAY 0 0 0 0 1103603949 SFR 1 OO PURCHASE N 11.875 11.875 115000 114897.51 12/1/2006 11/1/2021 1171.85 180 20 CA 2/1/2007 Y 575000 2 0 1171.85 94954 11/2/2006 2 TB1630_BALLOON 0 575000 0 100 668 41.2 1YR 0 0 0 0 1103604645 CONDO 1 NOO PURCHASE N 7.125 7.125 116830 116830 1/1/2007 12/1/2036 693.68 360 70 FL 2/1/2007 N 173000 1 3 693.68 33810 12/26/2006 2 PA0605EI_ARM-INTONLY 0 166900 41725 95 784 37.53 1YR 12/1/2011 6 3 1 3 1103604756 SFR 1 OO REFI Y 11.875 11.875 65000 64942.07 12/1/2006 11/1/2021 662.35 180 7.93 CA 2/1/2007 Y 820000 2 0 662.35 90041 11/2/2006 2 TB1630_BALLOON 0 0 0 87.93 643 35.49 2YR 0 0 0 0 1103605051 CONDO 1 NOO PURCHASE N 13.725 13.725 86400 86314.26 10/1/2006 9/1/2021 1004.96 180 20 FL 2/1/2007 Y 432000 2 0 1004.96 33131 11/2/2006 2 TB1630_BALLOON 0 432000 0 95 661 38.15 NO-PREPAY 0 0 0 0 1103605109 SFR 1 OO REFI Y 10.99 10.99 55500 55500 11/1/2006 10/1/2021 508.29 180 10 CA 2/1/2007 Y 555000 2 0 508.29 94565 10/13/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 90 670 38.54 1YR 0 0 0 0 1103606245 SFR 1 OO REFI Y 11.9 11.9 49000 48939.53 11/1/2006 10/1/2021 500.25 180 11.87 CA 2/1/2007 Y 413000 2 0 500.25 92504 10/20/2006 2 TB1630_BALLOON 0 0 0 89.35 679 37.76 NO-PREPAY 0 0 0 0 1103606554 SFR 1 OO REFI Y 6.25 6.25 385000 384950 1/1/2007 12/1/2036 2005.21 360 74.76 CA 2/1/2007 N 515000 1 3 2005.21 92114 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.76 725 34.75 3YR 12/1/2011 6 3 1 3 1103606577 SFR 1 OO PURCHASE N 10.5 10.5 61000 60901.76 11/1/2006 10/1/2021 557.99 180 10 CA 2/1/2007 Y 685000 2 0 557.99 90723 10/19/2006 2 TB1630_BALLOON 0 610000 0 90 652 4.03 3YR 0 0 0 0 1103606837 D-PUDS 1 OO REFI Y 7.375 7.375 2000000 2000000 1/1/2007 12/1/2036 12291.67 360 67.8 CA 2/1/2007 N 2950000 1 3 12291.67 91504 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 212500 75 657 28.75 1YR 12/1/2011 6 3 1 3 1103607071 SFR 1 NOO PURCHASE N 13 13 50200 50127.62 11/1/2006 10/1/2021 555.31 180 24.99 TX 2/1/2007 Y 200890 2 0 555.31 76086 11/14/2006 2 TB1630_BALLOON 0 200890 0 94.98 677 23.05 NO-PREPAY 0 0 0 0 1103608139 SFR 1 OO PURCHASE N 6.875 6.875 286405 286405 10/1/2006 9/1/2036 1640.86 360 80 CA 2/1/2007 N 358500 1 3.5 1640.86 92394 12/1/2006 2 PA2605EI_ARM-INTONLY 0 358006 71600 100 636 41.59 3YR 9/1/2011 6 3 1 3.5 1103608265 2-4FAMILY 2 OO PURCHASE N 12.35 12.35 130000 129860.24 11/1/2006 10/1/2021 1372.32 180 20 CA 2/1/2007 Y 650000 2 0 1372.32 94601 11/1/2006 2 TB2630_BALLOON 0 650000 0 100 622 43.46 3YR 0 0 0 0 1103608814 SFR 1 OO REFI Y 11.875 11.875 48000 47942.68 11/1/2006 10/1/2021 489.12 180 10 CA 2/1/2007 Y 480000 2 0 489.12 92505 10/25/2006 2 TB1630_BALLOON 0 0 0 90 651 38.77 3YR 0 0 0 0 1103608887 D-PUDS 1 OO PURCHASE N 11.5 11.5 49250 48883.97 11/1/2006 10/1/2021 487.72 180 5 FL 2/1/2007 Y 1100000 2 0 487.72 33076 10/23/2006 2 TB1630_BALLOON 0 985655 0 80 647 39.55 3YR 0 0 0 0 1103609668 PUD 1 OO PURCHASE N 7.875 7.875 364000 363747.86 11/1/2006 10/1/2036 2388.75 360 80 CA 2/1/2007 N 455000 1 3 2388.75 92173 12/6/2006 8 SA1605EI_ARM-INTONLY 0 455000 91000 100 694 0 1YR 10/1/2011 6 3 1 3 1103610210 SFR 1 OO REFI Y 12.6 12.6 30550 30518.93 11/1/2006 10/1/2021 328.42 180 13 CA 2/1/2007 Y 235000 2 0 328.42 92227 11/13/2006 2 TB1630_BALLOON 0 0 0 88 650 40.66 NO-PREPAY 0 0 0 0 1103610321 CONDO 1 NOO PURCHASE N 13.65 13.65 37980 37957.25 12/1/2006 11/1/2021 439.52 180 20 FL 2/1/2007 Y 190000 2 0 439.52 33063 11/2/2006 2 TB1630_BALLOON 0 189900 0 95 670 31.05 1YR 0 0 0 0 1103610614 SFR 1 OO REFI Y 12.525 12.525 100000 99922.85 12/1/2006 11/1/2021 1069.2 180 15.63 CA 2/1/2007 Y 640000 2 0 1069.2 92021 11/3/2006 2 TB2630_BALLOON 0 0 0 93.75 622 49.33 3YR 0 0 0 0 1103610990 CONDO 1 OO REFI Y 12.75 12.75 37300 37263.31 11/1/2006 10/1/2021 405.34 180 10 CA 2/1/2007 Y 373000 2 0 405.34 92630 10/30/2006 2 TB1630_BALLOON 0 0 0 90 641 35.19 3YR 0 0 0 0 1103611160 SFR 1 OO REFI Y 11.375 11.375 23100 23077.01 12/1/2006 11/1/2021 226.56 180 10 AZ 2/1/2007 Y 231000 2 0 226.56 85019 11/16/2006 2 TB1630_BALLOON 0 0 0 90 641 40 3YR 0 0 0 0 1103611297 CONDO 1 OO PURCHASE N 12.5 12.5 20000 19979.21 11/1/2006 10/1/2021 213.45 180 10.37 FL 2/1/2007 Y 193000 2 0 213.45 33193 11/1/2006 2 TB1630_BALLOON 0 193000 0 90 656 39.79 3YR 0 0 0 0 1103611298 SFR 1 NOO PURCHASE N 11.15 11.15 33000 32953.82 11/1/2006 10/1/2021 318.01 180 15 WI 2/1/2007 Y 220000 2 0 318.01 54636 10/27/2006 1 TB0630_BALLOON 0 220000 0 90 690 48.85 NO-PREPAY 0 0 0 0 1103611606 SFR 1 OO REFI Y 6.625 6.625 507000 507000 12/1/2006 11/1/2036 2799.06 360 68.61 CA 2/1/2007 N 739000 1 3 2799.06 92626 11/30/2006 1 PA1605EI_ARM-INTONLY 0 0 0 68.61 656 54.39 1YR 11/1/2011 6 3 1 3 1103612103 2-4FAMILY 2 NOO REFI Y 7.75 7.75 175000 175000 1/1/2007 12/1/2036 1130.21 360 70 CO 2/1/2007 N 250000 1 3 1130.21 80033 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 62500 95 666 44.37 NO-PREPAY 12/1/2011 6 3 1 7.75 1103612648 SFR 1 OO PURCHASE N 12.5 12.5 76400 76320.58 11/1/2006 10/1/2021 815.38 180 19.99 CA 2/1/2007 Y 383000 2 0 815.38 92582 11/2/2006 2 TB1630_BALLOON 0 382285 0 99.98 644 42.41 1YR 0 0 0 0 1103612937 SFR 1 NOO REFI Y 7.375 7.375 203000 203000 12/1/2006 11/1/2036 1247.6 360 70 AL 2/1/2007 N 290000 1 3 1247.6 35209 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 72500 95 693 49.02 NO-PREPAY 11/1/2011 6 3 1 3 1103612939 SFR 1 NOO REFI Y 13.25 13.25 72500 72420.96 12/1/2006 11/1/2021 816.19 180 25 AL 2/1/2007 Y 290000 2 0 816.19 35209 12/14/2006 2 TB0630_BALLOON 0 0 0 95 693 49.02 NO-PREPAY 0 0 0 0 1103613232 SFR 1 OO PURCHASE N 11.85 11.85 69750 69687.47 12/1/2006 11/1/2021 709.42 180 30 CA 2/1/2007 Y 235000 2 0 709.42 93274 11/28/2006 2 TB1630_BALLOON 0 232500 0 100 642 41.01 3YR 0 0 0 0 1103613313 SFR 1 OO REFI Y 12.75 12.75 94600 94530.62 12/1/2006 11/1/2021 1028.01 180 20 CA 2/1/2007 Y 473000 2 0 1028.01 90262 11/15/2006 2 TB2630_BALLOON 0 0 0 100 631 48.32 3YR 0 0 0 0 1103613522 SFR 1 OO PURCHASE N 11.225 11.225 86400 86281.03 11/1/2006 10/1/2021 837.53 180 20 CA 2/1/2007 Y 432000 2 0 837.53 92027 11/2/2006 2 TB1630_BALLOON 0 432000 0 100 677 39.13 3YR 0 0 0 0 1103613808 D-PUDS 1 OO REFI N 11.5 11.5 30000 29952.28 11/1/2006 10/1/2021 297.09 180 4.8 CA 2/1/2007 Y 625000 2 0 297.09 95742 10/30/2006 2 TB1630_BALLOON 0 0 0 84.8 653 38.25 3YR 0 0 0 0 1103613866 CONDO 1 NOO REFI N 14.075 14.075 28400 28384.58 12/1/2006 11/1/2021 338.19 180 17.22 AZ 2/1/2007 Y 165000 2 0 338.19 85029 11/2/2006 2 TB1630_BALLOON 0 0 0 87.22 660 25.86 1YR 0 0 0 0 1103613902 SFR 1 NOO REFI Y 8 8 226800 226800 1/1/2007 12/1/2036 1512 360 70 CA 2/1/2007 N 324000 1 3 1512 95301 12/7/2006 2 PA1605EI_ARM-INTONLY 0 0 81000 95 655 49.47 NO-PREPAY 12/1/2011 6 3 1 8 1103613903 SFR 1 NOO REFI Y 14.375 14.375 81000 80972.78 1/1/2007 12/1/2021 983.84 180 25 CA 2/1/2007 Y 324000 2 0 983.84 95301 12/7/2006 2 TB1630_BALLOON 0 0 0 95 655 49.47 NO-PREPAY 0 0 0 0 1103614092 SFR 1 NOO PURCHASE N 7 7 111755 111755 11/1/2006 10/1/2036 651.9 360 70 MN 2/1/2007 N 172500 1 3 651.9 55104 1/4/2007 2 PA0630EI_ARM-INTONLY 0 159650 39912 95 781 39.81 NO-PREPAY 4/1/2007 6 1 1 7 1103614240 CONDO 1 OO PURCHASE N 12.85 12.85 61900 61855.6 12/1/2006 11/1/2036 677.49 360 10 FL 2/1/2007 N 650000 2 0 677.49 33141 11/7/2006 1 TF2630_FIXEDRATE 0 619000 0 90 632 35.23 1YR 0 0 0 0 1103614263 CONDO 1 OO REFI N 7.125 7.125 405600 405600 11/1/2006 10/1/2036 2408.25 360 80 CA 2/1/2007 N 507000 1 3 2408.25 92688 12/1/2006 2 PA1605EI_ARM-INTONLY 0 0 101400 100 644 49.87 3YR 10/1/2011 6 3 1 3 1103614274 CONDO 1 OO PURCHASE N 12.475 12.475 51680 51625.96 11/1/2006 10/1/2021 550.56 180 20 FL 2/1/2007 Y 278000 2 0 550.56 33076 11/6/2006 2 TB1630_BALLOON 0 258400 0 100 653 37.37 3YR 0 0 0 0 1103615431 D-PUDS 1 2ND PURCHASE N 13.75 13.75 70000 70000 12/1/2006 11/1/2036 802.08 360 20 NV 2/1/2007 N 350000 2 0 802.08 89141 11/13/2006 2 TF1630I_FIX-INTONLY 0 350000 0 95 654 33.98 NO-PREPAY 0 0 0 0 1103615597 D-PUDS 1 OO REFI Y 7.25 7.25 210750 210750 12/1/2006 11/1/2036 1273.28 360 75 FL 2/1/2007 N 281000 1 3 1273.28 32225 11/20/2006 2 PA1605EI_ARM-INTONLY 0 0 56200 95 640 46.44 3YR 11/1/2011 6 3 1 3 1103615705 CONDO 1 OO PURCHASE N 12.5 12.5 69000 68946.47 12/1/2006 11/1/2021 736.41 180 20 CA 2/1/2007 Y 345000 2 0 736.41 92026 11/6/2006 2 TB2630_BALLOON 0 349000 0 100 627 47.49 3YR 0 0 0 0 1103615848 SFR 1 OO REFI Y 11.95 11.95 40000 39952.99 11/1/2006 10/1/2021 409.91 180 7.21 CA 2/1/2007 Y 555000 2 0 409.91 91010 10/20/2006 2 TB1630_BALLOON 0 0 0 87.21 649 39.74 3YR 0 0 0 0 1103615884 SFR 1 OO PURCHASE N 13.875 13.875 60039 59981.44 10/1/2006 9/1/2021 705.45 180 20 NY 2/1/2007 Y 320000 2 0 705.45 11726 10/30/2006 2 TB2630_BALLOON 0 300195 0 100 639 48.92 NO-PREPAY 0 0 0 0 1103615897 CONDO 1 NOO PURCHASE N 13.25 13.25 35725 35693.62 11/1/2006 10/1/2021 402.18 180 25 FL 2/1/2007 Y 146000 2 0 402.18 33810 11/21/2006 2 TB0630_BALLOON 0 142900 0 95 755 26 1YR 0 0 0 0 1103616014 2-4FAMILY 2 OO PURCHASE N 11.99 11.99 126000 125853.3 11/1/2006 10/1/2021 1295.08 180 23.21 CA 2/1/2007 Y 560000 2 0 1295.08 92025 11/17/2006 2 TB1630_BALLOON 0 543000 0 100 663 35.19 NO-PREPAY 0 0 0 0 1103616325 D-PUDS 1 OO REFI N 12.25 12.25 35500 35499.4 11/1/2006 10/1/2036 362.39 360 9.95 AZ 2/1/2007 N 357000 2 0 362.39 85323 10/20/2006 2 TF1630I_FIX-INTONLY 0 0 0 89.5 647 38.28 3YR 0 0 0 0 1103616560 SFR 1 NOO REFI Y 12.675 12.675 45000 44966.42 12/1/2006 11/1/2021 486.39 180 25 CA 2/1/2007 Y 180000 2 0 486.39 93274 11/9/2006 2 TB1630_BALLOON 0 0 0 95 660 25.68 3YR 0 0 0 0 1103616594 SFR 1 OO PURCHASE N 7.25 7.25 444000 444000 1/1/2007 12/1/2036 2682.5 360 80 CA 2/1/2007 N 555000 1 3.5 2682.5 91335 12/5/2006 2 PA2605EI_ARM-INTONLY 0 555000 111000 100 636 44.22 3YR 12/1/2011 6 3 1 3.5 1103616602 SFR 1 OO PURCHASE N 12.5 12.5 111000 110942.88 1/1/2007 12/1/2021 1184.66 180 20 CA 2/1/2007 Y 555000 2 0 1184.66 91335 12/5/2006 2 TB2630_BALLOON 0 555000 0 100 636 44.22 3YR 0 0 0 0 1103616655 SFR 1 NOO PURCHASE N 13.375 13.375 20070 20057.22 12/1/2006 11/1/2021 227.91 180 18 PA 2/1/2007 Y 112000 2 0 227.91 18102 11/6/2006 2 TB0630_BALLOON 0 111500 0 95 708 47.89 NO-PREPAY 0 0 0 0 1103616851 CONDO 1 OO REFI Y 13 13 36150 36124.95 12/1/2006 11/1/2021 399.89 180 15 MD 2/1/2007 Y 241000 2 0 399.89 20746 11/13/2006 2 TB1630_BALLOON 0 0 0 90 648 26.6 NO-PREPAY 0 0 0 0 1103616911 D-PUDS 1 OO REFI N 11.675 11.675 36000 35936.82 11/1/2006 10/1/2021 361.32 180 10 CA 2/1/2007 Y 360000 2 0 361.32 93561 10/27/2006 2 TB1630_BALLOON 0 0 0 90 653 36.68 3YR 0 0 0 0 1103616945 CONDO 1 OO REFI Y 12.85 12.85 28000 27973.06 11/1/2006 10/1/2021 306.46 180 9.34 CA 2/1/2007 Y 300000 2 0 306.46 90723 10/20/2006 2 TB1630_BALLOON 0 0 0 84 643 37.09 3YR 0 0 0 0 1103617093 SFR 1 NOO PURCHASE N 11.875 11.875 55700 55633.5 11/1/2006 10/1/2021 567.58 180 15 CA 2/1/2007 Y 388000 2 0 567.58 92582 11/2/2006 2 TB0630_BALLOON 0 371571 0 89.99 718 30.57 1YR 0 0 0 0 1103617108 D-PUDS 1 OO REFI Y 12.5 12.5 38000 38000 11/1/2006 10/1/2021 395.83 180 10 FL 2/1/2007 Y 380000 2 0 395.83 33015 10/24/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 90 661 18.81 1YR 0 0 0 0 1103617296 SFR 1 OO REFI Y 12.35 12.35 72000 71922.59 11/1/2006 10/1/2021 760.06 180 20 CA 2/1/2007 Y 360000 2 0 760.06 92392 11/17/2006 2 TB1630_BALLOON 0 0 0 100 655 43 3YR 0 0 0 0 1103617308 SFR 1 OO REFI N 12.2 12.2 49500 48996.75 12/1/2006 11/1/2021 503.25 180 9.9 CA 2/1/2007 Y 500000 2 0 503.25 92591 11/14/2006 1 TB2630I_BALLOON-INTONLY 0 0 0 89.9 626 39.99 2YR 0 0 0 0 1103617361 D-PUDS 1 OO REFI Y 11.875 11.875 56200 56149.91 12/1/2006 11/1/2021 572.68 180 20 FL 2/1/2007 Y 281000 2 0 572.68 32225 11/20/2006 2 TB1630_BALLOON 0 0 0 95 640 46.44 3YR 0 0 0 0 1103617417 SFR 1 OO REFI Y 11.125 11.125 98500 98361.4 11/1/2006 10/1/2021 947.35 180 10 CA 2/1/2007 Y 985000 2 0 947.35 91739 10/20/2006 2 TB1630_BALLOON 0 0 0 85 672 36.75 3YR 0 0 0 0 1103617456 CONDO 1 2ND PURCHASE N 13.29 13.29 40350 40323.78 12/1/2006 11/1/2021 455.52 180 25 FL 2/1/2007 Y 176000 2 0 455.52 32822 11/6/2006 2 TB1630_BALLOON 0 161400 0 95 675 45 NO-PREPAY 0 0 0 0 1103617470 SFR 1 NOO REFI Y 12.95 12.95 108000 107924.25 12/1/2006 11/1/2021 1190.48 180 20 CA 2/1/2007 Y 540000 2 0 1190.48 94531 11/13/2006 2 TB1630_BALLOON 0 0 0 95 672 41.98 3YR 0 0 0 0 1103617514 SFR 1 2ND REFI Y 10.875 10.875 111250 111084.69 11/1/2006 10/1/2021 1048.97 180 25 AZ 2/1/2007 Y 445000 2 0 1048.97 85259 10/30/2006 2 TB0630_BALLOON 0 0 0 95 701 49.95 1YR 0 0 0 0 1103617752 D-PUDS 1 OO PURCHASE N 12.7 12.7 155598 155482.57 12/1/2006 11/1/2021 1684.82 180 20 CA 2/1/2007 Y 778000 2 0 1684.82 91350 11/2/2006 2 TB2630_BALLOON 0 777990 0 100 628 47.73 1YR 0 0 0 0 1103618392 CONDO 1 OO PURCHASE N 7.25 7.25 332000 332000 10/1/2006 9/1/2036 2005.83 360 80 NJ 2/1/2007 N 415000 1 2.25 2005.83 07438 10/31/2006 1 XA0605DI_ARM-INTONLY 0 415000 83000 100 688 55 NO-PREPAY 9/1/2011 5 5 2 2.25 1103618752 SFR 1 OO REFI Y 11.25 11.25 55700 55555.31 12/1/2006 11/1/2021 540.99 180 10 CA 2/1/2007 Y 557000 2 0 540.99 92801 10/18/2006 2 TB1630_BALLOON 0 0 0 90 676 37.97 3YR 0 0 0 0 1103618857 D-PUDS 1 NOO PURCHASE N 13 13 153000 152857.75 11/1/2006 10/1/2021 1692.49 180 21.55 FL 2/1/2007 Y 725000 2 0 1692.49 32836 11/3/2006 2 TB0630_BALLOON 0 710000 0 91.55 681 46.92 2YR 0 0 0 0 1103618970 CONDO 1 OO PURCHASE N 12.25 12.25 47000 46961.45 12/1/2006 11/1/2021 492.51 180 19.97 CA 2/1/2007 Y 255000 2 0 492.51 92551 10/31/2006 2 TB2630_BALLOON 0 235356 0 99.96 623 48.62 3YR 0 0 0 0 1103619005 SFR 1 NOO REFI N 12.875 12.875 24150 24132.78 12/1/2006 11/1/2021 264.79 180 15 UT 2/1/2007 Y 161000 2 0 264.79 84405 10/31/2006 1 TB0630_BALLOON 0 0 0 90 741 38 NO-PREPAY 0 0 0 0 1103619443 SFR 1 NOO REFI Y 13.175 13.175 59800 59760.12 12/1/2006 11/1/2021 669.7 180 20 CA 2/1/2007 Y 299000 2 0 669.7 95219 11/2/2006 2 TB1630_BALLOON 0 0 0 90 655 40.54 3YR 0 0 0 0 1103619475 SFR 1 OO PURCHASE N 6.75 6.75 288000 288000 1/1/2007 12/1/2036 1620 360 80 CA 2/1/2007 N 375000 1 3 1620 92308 12/8/2006 8 SA0605EI_ARM-INTONLY 0 360000 72000 100 731 0 1YR 12/1/2011 6 3 1 3 1103619548 D-PUDS 1 NOO PURCHASE N 12.8 12.8 27000 26980.41 12/1/2006 11/1/2021 294.46 180 10 FL 2/1/2007 Y 270000 2 0 294.46 33321 11/2/2006 2 TB1630_BALLOON 0 270000 0 90 656 33.55 2YR 0 0 0 0 1103619600 PUD 1 NOO PURCHASE N 14.475 14.475 24000 23988.09 12/1/2006 11/1/2021 293.42 180 20 MN 2/1/2007 Y 148000 2 0 293.42 55387 11/22/2006 2 TB1630_BALLOON 0 120003 0 95 671 34.12 NO-PREPAY 0 0 0 0 1103619615 SFR 1 OO PURCHASE N 12.475 12.475 38400 38368.17 12/1/2006 11/1/2021 409.09 180 20 AZ 2/1/2007 Y 224000 2 0 409.09 86323 11/2/2006 2 TB2630_BALLOON 0 192000 0 100 623 37.14 3YR 0 0 0 0 1103619725 SFR 1 OO PURCHASE N 12.85 12.85 237500 237329.65 12/1/2006 11/1/2021 2599.41 180 25 CA 2/1/2007 Y 950000 2 0 2599.41 92020 11/9/2006 2 TB2630_BALLOON 0 950000 0 100 635 48.96 3YR 0 0 0 0 1103619744 SFR 1 OO REFI Y 11.6 11.6 61500 61441.75 12/1/2006 11/1/2021 613.73 180 10 CA 2/1/2007 Y 615000 2 0 613.73 92804 11/2/2006 2 TB1630_BALLOON 0 0 0 90 661 37.97 3YR 0 0 0 0 1103619793 SFR 1 NOO PURCHASE N 12.25 12.25 43200 43164.57 12/1/2006 11/1/2021 452.69 180 20 FL 2/1/2007 Y 228000 2 0 452.69 34420 11/16/2006 2 TB0630_BALLOON 0 216085 0 94.99 713 38.48 1YR 0 0 0 0 1103619816 CONDO 1 NOO PURCHASE N 12.125 12.125 31350 31323.57 12/1/2006 11/1/2021 325.49 180 25 FL 2/1/2007 Y 128000 2 0 325.49 32822 10/20/2006 1 TB0630_BALLOON 0 125400 0 95 736 45 NO-PREPAY 0 0 0 0 1103619893 SFR 1 NOO REFI Y 13.5 13.5 38600 38576.09 12/1/2006 11/1/2021 442.13 180 20 CA 2/1/2007 Y 193000 2 0 442.13 93308 11/16/2006 2 TB1630_BALLOON 0 0 0 95 669 43.45 1YR 0 0 0 0 1103619924 SFR 1 OO REFI Y 12.55 12.55 25001 24981.81 12/1/2006 11/1/2021 267.8 180 17.86 IL 2/1/2007 Y 140000 2 0 267.8 61108 12/1/2006 2 TB2630_BALLOON 0 0 0 90 625 44.75 NO-PREPAY 0 0 0 0 1103619962 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 511120 511119.98 2/1/2007 1/1/2037 3300.98 360 80 CA 2/1/2007 N 639000 1 3 3300.98 92374 12/20/2006 2 PA1605EI_ARM-INTONLY 0 638900 127780 100 677 47.94 NO-PREPAY 1/1/2012 6 3 1 3 1103620131 SFR 1 OO REFI Y 9.875 9.875 215000 214537.51 11/1/2006 10/1/2021 1866.95 180 25 CA 2/1/2007 Y 860000 2 0 1866.95 92882 10/18/2006 1 TB0630_BALLOON 0 0 0 95 682 40.94 3YR 0 0 0 0 1103620139 2-4FAMILY 4 OO PURCHASE N 9.375 9.375 168000 167743.49 12/1/2006 11/1/2036 1397.34 360 80 NH 2/1/2007 N 210000 1 3 1397.34 03263 12/22/2006 2 PA1605E_ARM 0 210000 42000 100 644 48.79 NO-PREPAY 11/1/2011 6 3 1 3 1103620148 SFR 1 NOO REFI Y 5.875 5.875 324000 323004.15 12/1/2006 11/1/2036 1916.58 360 56.35 CA 2/1/2007 N 575000 1 0 1916.58 94044 12/20/2006 17 PF0630_FIXEDRATE 0 0 0 56.35 738 51.95 3YR 0 0 0 0 1103620162 D-PUDS 1 OO PURCHASE N 6.75 6.75 472500 472500 12/1/2006 11/1/2036 2657.81 360 75 CA 2/1/2007 N 630000 1 3 2657.81 92691 12/5/2006 2 PA0605EI_ARM-INTONLY 0 630000 157500 100 746 48.76 3YR 11/1/2011 6 3 1 3 1103620213 SFR 1 NOO REFI Y 12.6 12.6 27750 27728.95 12/1/2006 11/1/2021 298.32 180 15 CO 2/1/2007 Y 185000 2 0 298.32 80226 10/31/2006 2 TB0630_BALLOON 0 0 0 90 701 38.19 NO-PREPAY 0 0 0 0 1103620452 SFR 1 OO REFI Y 13 13 29000 28993.37 11/1/2006 10/1/2021 314.17 180 10 NV 2/1/2007 Y 290000 2 0 314.17 89081 10/30/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 90 654 39.58 3YR 0 0 0 0 1103620463 PUD 1 NOO REFI Y 6.875 6.875 200000 199322.09 11/1/2006 10/1/2036 1313.86 360 54 NC 2/1/2007 N 370370 1 0 1313.86 27516 10/30/2006 2 PF0630_FIXEDRATE 0 0 0 54 765 29.17 NO-PREPAY 0 0 0 0 1103620555 SFR 1 NOO REFI Y 8.375 8.375 59200 59051.28 11/1/2006 10/1/2036 449.96 360 80 MD 2/1/2007 N 74000 1 0 449.96 21223 10/30/2006 2 PF0630_FIXEDRATE 0 0 0 80 755 21.45 NO-PREPAY 0 0 0 0 1103620747 PUD 1 NOO PURCHASE N 8 8 115735 115341.53 10/1/2006 9/1/2036 849.22 360 80 NC 2/1/2007 N 144669 1 0 849.22 27560 12/22/2006 2 PF0630_FIXEDRATE 0 144669 0 80 786 29.66 NO-PREPAY 0 0 0 0 1103620877 SFR 1 OO PURCHASE N 7.375 7.375 156000 148675.57 11/1/2006 10/1/2036 1077.45 360 80 PA 2/1/2007 N 195000 1 0 1077.45 19611 12/6/2006 12 SF1630_FIXEDRATE 0 195000 29250 95 709 0 NO-PREPAY 0 0 0 0 1103621086 SFR 1 OO REFI Y 6.75 6.75 275000 273802.78 10/1/2006 9/1/2036 1783.64 360 79.72 CA 2/1/2007 N 345000 1 0 1783.64 95632 12/6/2006 2 PF0630_FIXEDRATE 0 0 0 79.72 781 39.636 NO-PREPAY 0 0 0 0 1103621173 SFR 1 NOO REFI Y 8.375 8.375 42000 41999.55 11/1/2006 10/1/2036 293.13 360 80 MD 2/1/2007 N 52500 1 0 293.13 21223 11/22/2006 2 BF0230I_FIX-INTONLY 0 0 0 80 713 12.18 NO-PREPAY 0 0 0 0 1103621188 SFR 1 OO PURCHASE N 7.125 7.125 55920 55920 10/1/2006 9/1/2036 332.03 360 80 LA 2/1/2007 N 69900 1 0 332.03 70544 12/6/2006 1 PF1630I_FIX-INTONLY 0 69900 13980 100 654 44.409 NO-PREPAY 0 0 0 0 1103621202 SFR 1 NOO REFI N 7.5 7.5 63600 63600 10/1/2006 9/1/2036 397.5 360 80 PA 2/1/2007 N 79500 1 0 397.5 15204 12/6/2006 16 PF1630I_FIX-INTONLY 0 0 0 80 665 49.772 NO-PREPAY 0 0 0 0 1103621235 2-4FAMILY 2 NOO PURCHASE N 7.25 7.25 86000 86000 11/1/2006 10/1/2036 519.58 360 80 NC 2/1/2007 N 107500 1 0 519.58 28412 10/30/2006 2 PF0630I_FIX-INTONLY 0 107500 0 80 745 48.85 NO-PREPAY 0 0 0 0 1103621922 SFR 1 OO PURCHASE N 7.875 7.875 347200 347200 10/1/2006 9/1/2036 2278.5 360 80 NV 2/1/2007 N 434000 1 0 2278.5 89061 12/22/2006 2 PF2630I_FIX-INTONLY 0 434000 86800 100 638 38.97 NO-PREPAY 0 0 0 0 1103622102 SFR 1 NOO PURCHASE N 11.6 11.6 57000 56946.02 12/1/2006 11/1/2021 568.82 180 15 CA 2/1/2007 Y 400000 2 0 568.82 91744 11/14/2006 2 TB0630_BALLOON 0 380000 0 95 787 41.51 5YR 0 0 0 0 1103622128 SFR 1 OO REFI Y 13.225 13.225 60000 59960.45 12/1/2006 11/1/2021 674.29 180 30 MD 2/1/2007 Y 200000 2 0 674.29 21221 11/9/2006 2 TB2630_BALLOON 0 0 0 100 625 40.14 NO-PREPAY 0 0 0 0 1103622163 SFR 1 OO PURCHASE N 12.625 12.625 75000 74924.19 11/1/2006 10/1/2021 807.72 180 20 CA 2/1/2007 Y 399000 2 0 807.72 92583 11/2/2006 2 TB2630_BALLOON 0 375000 0 100 624 37.76 3YR 0 0 0 0 1103622192 SFR 1 OO REFI Y 12 12 44000 43961.85 12/1/2006 11/1/2021 452.59 180 9.17 CA 2/1/2007 Y 480000 2 0 452.59 92562 11/15/2006 2 TB1630_BALLOON 0 0 0 89.17 646 39.8 NO-PREPAY 0 0 0 0 1103622203 SFR 1 NOO PURCHASE N 9.25 9.25 118000 118000 1/1/2007 12/1/2036 909.58 360 80 WA 2/1/2007 N 148000 1 2.5 909.58 98370 12/29/2006 2 PA0605EI_ARM-INTONLY 0 147500 22125 95 681 32.22 NO-PREPAY 12/1/2011 6 3 1 2.5 1103622220 SFR 1 NOO PURCHASE N 13.6 13.6 22125 22116.13 1/1/2007 12/1/2021 255.16 180 15 WA 2/1/2007 Y 148000 2 0 255.16 98370 12/29/2006 2 TB0630_BALLOON 0 147500 0 95 681 48 NO-PREPAY 0 0 0 0 1103622272 SFR 1 NOO PURCHASE N 12.125 12.125 41300 41265.16 12/1/2006 11/1/2021 428.8 180 15 FL 2/1/2007 Y 276000 2 0 428.8 33972 11/10/2006 2 TB0630_BALLOON 0 275400 0 89.64 704 36.19 1YR 0 0 0 0 1103622302 SFR 1 OO REFI Y 12.25 12.25 62200 62131.64 11/1/2006 10/1/2021 651.79 180 10 NV 2/1/2007 Y 622000 2 0 651.79 89502 10/24/2006 2 TB1630_BALLOON 0 0 0 90 668 37.28 3YR 0 0 0 0 1103622305 TOWNHOUSE 1 NOO PURCHASE N 12 12 35800 35768.97 12/1/2006 11/1/2021 368.24 180 20 MS 2/1/2007 Y 189900 2 0 368.24 39507 10/30/2006 2 TB0630_BALLOON 0 179000 0 90 786 38.16 NO-PREPAY 0 0 0 0 1103622330 CONDO 1 OO PURCHASE N 13.55 13.55 84000 83938.82 12/1/2006 11/1/2021 965.46 180 30 NJ 2/1/2007 Y 285000 2 0 965.46 07030 11/2/2006 2 TB2630_BALLOON 0 280000 0 100 635 45.69 NO-PREPAY 0 0 0 0 1103622417 SFR 1 NOO PURCHASE N 11.975 11.975 44500 44474.26 1/1/2007 12/1/2021 456.88 180 10 CA 2/1/2007 Y 455000 2 0 456.88 90731 11/27/2006 2 TB0630_BALLOON 0 445000 0 90 712 42.45 1YR 0 0 0 0 1103622448 SFR 1 NOO REFI Y 8.375 8.375 147000 147000 12/1/2006 11/1/2036 1025.94 360 70 CO 2/1/2007 N 210000 1 3 1025.94 80234 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 52500 95 669 42.48 NO-PREPAY 11/1/2011 6 3 1 8.375 1103622449 SFR 1 NOO REFI Y 13.85 13.85 52500 52469.98 12/1/2006 11/1/2021 615.83 180 25 CO 2/1/2007 Y 210000 2 0 615.83 80234 12/21/2006 2 TB1630_BALLOON 0 0 0 95 669 42.48 NO-PREPAY 0 0 0 0 1103622512 SFR 1 NOO PURCHASE N 12.475 12.475 37700 37670.57 12/1/2006 11/1/2021 401.63 180 25 VA 2/1/2007 Y 160000 2 0 401.63 24015 11/2/2006 2 TB0630_BALLOON 0 150800 0 95 681 35.86 NO-PREPAY 0 0 0 0 1103622529 SFR 1 OO REFI Y 6.75 6.75 400000 399506.95 12/1/2006 11/1/2036 2413.43 360 59.71 CA 2/1/2007 Y 670000 1 3 2413.43 92024 11/30/2006 2 PL3605E_ARM-BALLOON 0 0 0 59.71 609 44.61 2YR 11/1/2011 6 3 1 3 1103622567 SFR 1 OO PURCHASE N 11.25 11.25 33500 33389.09 12/1/2006 11/1/2021 325.37 180 10 FL 2/1/2007 Y 350000 2 0 325.37 33319 10/23/2006 2 TB1630_BALLOON 0 335000 0 90 668 39.92 3YR 0 0 0 0 1103622604 2-4FAMILY 3 OO PURCHASE N 12.6 12.6 141000 140817.26 12/1/2006 11/1/2021 1515.78 180 20 CA 2/1/2007 Y 705000 2 0 1515.78 90602 11/10/2006 2 TB1630_BALLOON 0 705000 0 100 672 48.39 3YR 0 0 0 0 1103622620 2-4FAMILY 2 NOO PURCHASE N 7.5 7.5 107143 106875.58 12/1/2006 11/1/2036 749.16 360 75.01 VA 2/1/2007 N 168000 1 3 749.16 23502 11/28/2006 2 PA0605E_ARM 0 142857 28571 95 683 41.84 3YR 11/1/2011 6 3 1 7.5 1103622621 2-4FAMILY 2 NOO PURCHASE N 12.3 12.3 28571 28534.43 12/1/2006 11/1/2021 300.5 180 20 VA 2/1/2007 Y 168000 2 0 300.5 23502 11/28/2006 2 TB0630_BALLOON 0 142857 0 95 683 41.84 3YR 0 0 0 0 1103622633 CONDO 1 NOO REFI Y 12.75 12.75 40000 39970.65 12/1/2006 11/1/2021 434.68 180 20 FL 2/1/2007 Y 200000 2 0 434.68 33012 11/9/2006 2 TB0630_BALLOON 0 0 0 95 709 48.44 1YR 0 0 0 0 1103622810 CONDO 1 2ND PURCHASE N 13.525 13.525 52500 52467.66 12/1/2006 11/1/2021 602.38 180 25 FL 2/1/2007 Y 210000 2 0 602.38 34741 11/2/2006 2 TB2630_BALLOON 0 210000 0 95 637 41.87 3YR 0 0 0 0 1103622858 SFR 1 NOO REFI N 6.5 6.5 112000 111796.95 1/1/2007 12/1/2036 707.92 360 67.88 CA 2/1/2007 N 165000 1 0 707.92 92243 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 67.88 688 34.45 2YR 0 0 0 0 1103622866 SFR 1 NOO PURCHASE N 12.99 12.99 27500 27426.3 11/16/2006 10/16/2026 321.99 240 25 SC 1/16/2007 N 110000 2 0 321.99 29642 11/9/2006 2 TF0620_FIXEDRATE 0 110000 0 95 689 38.35 NO-PREPAY 0 0 0 0 1103622877 D-PUDS 1 OO REFI Y 12.5 12.5 30600 30576.27 12/1/2006 11/1/2036 326.58 360 10 AZ 2/1/2007 N 306000 2 0 326.58 85323 11/1/2006 2 TF1630_FIXEDRATE 0 0 0 90 653 39.45 NO-PREPAY 0 0 0 0 1103622927 SFR 1 NOO PURCHASE N 7.625 7.625 252000 252000 12/1/2006 11/1/2036 1601.25 360 80 CA 2/1/2007 N 385000 1 3 1601.25 90706 11/21/2006 2 PA0605EI_ARM-INTONLY 0 315000 47250 95 756 26.65 NO-PREPAY 11/1/2011 6 3 1 3 1103622928 SFR 1 NOO PURCHASE N 12.25 12.25 47250 47211.24 12/1/2006 11/1/2021 495.13 180 15 CA 2/1/2007 Y 385000 2 0 495.13 90706 11/10/2006 2 TB0630_BALLOON 0 315000 0 95 756 23 NO-PREPAY 0 0 0 0 1103623038 SFR 1 OO REFI Y 12.5 12.5 57500 56871.56 12/1/2006 11/1/2021 613.67 180 10 CA 2/1/2007 Y 575000 2 0 613.67 91331 10/30/2006 2 TB1630_BALLOON 0 0 0 90 652 39.27 3YR 0 0 0 0 1103623102 2-4FAMILY 2 NOO PURCHASE N 13.8 13.8 37500 37416 12/1/2006 11/1/2021 438.4 180 25 FL 2/1/2007 Y 150600 2 0 438.4 34476 11/8/2006 2 TB1630_BALLOON 0 150000 0 95 677 29.31 1YR 0 0 0 0 1103623219 D-PUDS 1 OO PURCHASE N 13.275 13.275 79380 79328.25 12/1/2006 11/1/2021 895.2 180 20 MO 2/1/2007 Y 405000 2 0 895.2 64139 11/9/2006 2 TB2630_BALLOON 0 396900 0 100 630 44.78 NO-PREPAY 0 0 0 0 1103623222 SFR 1 OO PURCHASE N 12.25 12.25 111800 111708.29 12/1/2006 11/1/2021 1171.55 180 20 WA 2/1/2007 Y 560000 2 0 1171.55 98126 11/2/2006 2 TB1630_BALLOON 0 559000 0 100 660 45.13 NO-PREPAY 0 0 0 0 1103623293 D-PUDS 1 OO PURCHASE N 12.875 12.875 117000 116916.56 12/1/2006 11/1/2021 1282.83 180 20 AZ 2/1/2007 Y 595000 2 0 1282.83 85255 11/7/2006 2 TB1630_BALLOON 0 585000 0 100 650 38.41 NO-PREPAY 0 0 0 0 1103623297 SFR 1 OO PURCHASE N 11.875 11.875 61000 60945.64 12/1/2006 11/1/2021 621.59 180 20 FL 2/1/2007 Y 305000 2 0 621.59 33024 11/3/2006 2 TB1630_BALLOON 0 305000 0 100 670 39.74 2YR 0 0 0 0 1103623305 SFR 1 OO REFI N 5.75 5.75 516000 513532.59 12/1/2006 11/1/2036 3011.24 360 77.25 TN 2/1/2007 N 668000 1 0 3011.24 37205 12/1/2006 1 PF0630_FIXEDRATE 0 0 0 77.25 788 21.77 5YR 0 0 0 0 1103623336 SFR 1 NOO PURCHASE N 6.875 6.875 127400 127400 2/1/2007 1/1/2037 729.9 360 74.99 MS 2/1/2007 N 170000 1 3 729.9 39503 12/29/2006 2 PA0605EI_ARM-INTONLY 0 169900 25400 89.94 709 36.98 NO-PREPAY 1/1/2012 6 3 1 3 1103623600 PUD 1 NOO REFI Y 12.99 12.99 165500 165384.97 12/1/2006 11/1/2021 1829.47 180 25 MD 2/1/2007 Y 662000 2 0 1829.47 21704 11/2/2006 2 TB0630_BALLOON 0 0 0 95 692 45.35 NO-PREPAY 0 0 0 0 1103623632 D-PUDS 1 NOO PURCHASE N 11.35 11.35 106250 106143.73 12/1/2006 11/1/2021 1040.04 180 25 CA 2/1/2007 Y 440000 2 0 1040.04 95425 10/27/2006 2 TB0630_BALLOON 0 425000 0 95 748 43.79 3YR 0 0 0 0 1103623674 SFR 1 OO REFI Y 12.625 12.625 183700 183561.42 12/1/2006 11/1/2021 1978.39 180 24.34 CA 2/1/2007 Y 755000 2 0 1978.39 95124 11/10/2006 2 TB2630_BALLOON 0 0 0 99.34 630 42.96 3YR 0 0 0 0 1103623692 CONDO 1 NOO PURCHASE N 12.5 12.5 41725 41703.54 1/1/2007 12/1/2021 445.31 180 25 FL 2/1/2007 Y 173000 2 0 445.31 33810 12/26/2006 2 TB0630_BALLOON 0 166900 0 95 798 44 1YR 0 0 0 0 1103623733 D-PUDS 1 OO PURCHASE N 6.625 6.625 253000 253000 1/1/2007 12/1/2036 1396.77 360 74.99 AZ 2/1/2007 N 345000 1 3 1396.77 85323 12/15/2006 2 PA0605EI_ARM-INTONLY 0 337389 84300 99.98 684 45.57 3YR 12/1/2011 6 3 1 3 1103623771 CONDO 1 NOO REFI N 5.75 5.75 227000 227000 1/1/2007 12/1/2036 1087.71 360 67.77 CA 2/1/2007 N 335000 1 3 1087.71 91941 11/30/2006 2 PA0603EI_ARM-INTONLY 0 0 74000 89.86 759 35.49 3YR 12/1/2009 6 3 1 3 1103623807 D-PUDS 1 NOO PURCHASE N 12.99 12.99 68750 68702.21 12/1/2006 11/1/2021 759.98 180 25 AZ 2/1/2007 Y 276000 2 0 759.98 85323 11/9/2006 2 TB1630_BALLOON 0 275000 0 95 665 38.24 3YR 0 0 0 0 1103623883 SFR 1 OO REFI N 5.875 5.875 580000 580000 12/1/2006 11/1/2036 2839.58 360 68.24 CA 2/1/2007 N 850000 1 0 2839.58 94531 11/17/2006 1 PF0630I_FIX-INTONLY 0 0 0 68.24 778 36.83 NO-PREPAY 0 0 0 0 1103623895 CONDO 1 OO PURCHASE N 12.975 12.975 35000 34983.81 1/1/2007 12/1/2021 386.49 180 20 FL 2/1/2007 Y 175000 2 0 386.49 33313 11/16/2006 2 TB2630_BALLOON 0 175000 0 100 636 40.59 3YR 0 0 0 0 1103623896 SFR 1 OO PURCHASE N 5.99 5.99 446900 446006.29 1/1/2007 12/1/2036 2676.52 360 80 CA 2/1/2007 N 565000 1 3 2676.52 92374 11/30/2006 2 PA1605E_ARM 0 558664 55800 89.99 678 45.1 1YR 12/1/2011 6 3 1 3 1103623918 SFR 1 OO REFI Y 12 12 20000 20000 12/1/2006 11/1/2021 200 180 8 CA 2/1/2007 Y 250000 2 0 200 93555 10/27/2006 2 TB1630I_BALLOON-INTONLY 0 0 0 88 679 36.16 3YR 0 0 0 0 1103623958 SFR 1 OO PURCHASE N 7.125 7.125 304000 304000 12/1/2006 11/1/2036 1805 360 80 CA 2/1/2007 N 390000 1 3.5 1805 92407 11/27/2006 2 PA1605EI_ARM-INTONLY 0 380000 76000 100 652 43.23 3YR 11/1/2011 6 3 1 3.5 1103623967 D-PUDS 1 OO REFI N 6.375 6.375 468000 468000 1/1/2007 12/1/2036 2486.25 360 74.65 CA 2/1/2007 N 627000 1 3 2486.25 91915 11/30/2006 7 SA1607EI_ARM-INTONLY 0 0 90000 89 687 0 NO-PREPAY 12/1/2013 6 3 1 3 1103624006 D-PUDS 1 OO REFI Y 5.75 5.75 705000 705000 12/1/2006 11/1/2036 3378.13 360 60 CA 2/1/2007 N 1175000 1 0 3378.13 92833 11/13/2006 2 PF0630I_FIX-INTONLY 0 0 0 60 777 40 3YR 0 0 0 0 1103624018 SFR 1 OO REFI Y 5.75 5.75 500000 500000 1/1/2007 12/1/2036 2395.83 360 58.83 CA 2/1/2007 N 850000 1 3.25 2395.83 92110 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 0 58.83 684 42.24 2YR 12/1/2011 6 3 1 3.25 1103624031 D-PUDS 1 OO PURCHASE N 7.125 7.125 664150 664150 1/1/2007 12/1/2036 3943.39 360 80 CA 2/1/2007 N 831000 1 3 3943.39 92009 12/22/2006 2 PA0605EI_ARM-INTONLY 0 830233 166000 99.99 693 47.77 1YR 12/1/2011 6 3 1 3 1103624034 SFR 1 OO PURCHASE N 12.975 12.975 57000 56960.25 12/1/2006 11/1/2021 629.42 180 20 FL 2/1/2007 Y 310000 2 0 629.42 33063 11/1/2006 2 TB2630_BALLOON 0 285000 0 100 622 42 3YR 0 0 0 0 1103624055 D-PUDS 1 NOO PURCHASE N 7.5 7.5 284000 284000 12/1/2006 11/1/2036 1775 360 80 CA 2/1/2007 N 355000 1 3 1775 91384 1/3/2007 2 PA0605EI_ARM-INTONLY 0 355000 53250 95 706 40.42 3YR 11/1/2011 6 3 1 3 1103624115 SFR 1 OO PURCHASE N 11.99 11.99 100000 99913.12 12/1/2006 11/1/2021 1027.84 180 25 CA 2/1/2007 Y 400000 2 0 1027.84 91010 11/17/2006 2 TB1630_BALLOON 0 400000 0 100 649 43.3 3YR 0 0 0 0 1103624200 CONDO 1 NOO PURCHASE N 14 14 41250 41227.2 12/1/2006 11/1/2021 488.76 180 15 FL 2/1/2007 Y 275000 2 0 488.76 33183 11/15/2006 2 TB1630_BALLOON 0 275000 0 90 676 28.62 1YR 0 0 0 0 1103624250 SFR 1 NOO PURCHASE N 11.675 11.675 52500 52451.08 12/1/2006 11/1/2021 526.93 180 25 MD 2/1/2007 Y 230000 2 0 526.93 21207 11/9/2006 2 TB0630_BALLOON 0 210000 0 95 690 32.22 NO-PREPAY 0 0 0 0 1103624323 SFR 1 OO REFI Y 12.5 12.5 90000 89930.16 12/1/2006 11/1/2021 960.54 180 30 CA 2/1/2007 Y 300000 2 0 960.54 93560 11/16/2006 2 TB2630_BALLOON 0 0 0 100 638 41.79 3YR 0 0 0 0 1103624327 SFR 1 OO REFI Y 12.9 12.9 89000 88936.87 12/1/2006 11/1/2021 977.57 180 20 FL 2/1/2007 Y 445000 2 0 977.57 33196 11/10/2006 2 TB2630_BALLOON 0 0 0 95 631 42.46 NO-PREPAY 0 0 0 0 1103624329 SFR 1 OO PURCHASE N 13.5 13.5 87980 87925.53 12/1/2006 11/1/2021 1007.73 180 20 NJ 2/1/2007 Y 440000 2 0 1007.73 08721 11/6/2006 2 TB1630_BALLOON 0 439900 0 100 640 49.77 NO-PREPAY 0 0 0 0 1103624510 SFR 1 NOO PURCHASE N 13.575 13.575 22200 22186.5 12/1/2006 11/1/2021 255.59 180 15 FL 2/1/2007 Y 148000 2 0 255.59 32211 11/10/2006 2 TB1630_BALLOON 0 148000 0 95 648 29.78 3YR 0 0 0 0 1103624624 SFR 1 OO REFI N 5.625 5.625 567200 567200 1/1/2007 12/1/2036 2658.75 360 79.89 CA 2/1/2007 N 710000 1 3 2658.75 91304 12/20/2006 8 SA1605EI_ARM-INTONLY 0 0 0 79.89 732 0 NO-PREPAY 12/1/2011 6 3 1 3 1103624640 SFR 1 OO REFI Y 6.99 6.99 451000 451000 1/1/2007 12/1/2036 2627.08 360 79.97 CA 2/1/2007 N 564000 1 3 2627.08 91765 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.97 641 46.68 1YR 12/1/2011 6 3 1 3 1103624676 SFR 1 NOO PURCHASE N 6.625 6.625 1495000 1495000 12/1/2006 11/1/2036 8253.65 360 65 CA 2/1/2007 N 2300000 1 3 8253.65 91789 12/14/2006 2 PA0605EI_ARM-INTONLY 0 2600000 225000 74.79 742 35.19 3YR 11/1/2011 6 3 1 3 1103624683 SFR 1 NOO REFI Y 13.3 13.3 63000 62492.49 12/1/2006 11/1/2021 711.71 180 20 CA 2/1/2007 Y 315000 2 0 711.71 92240 10/30/2006 2 TB1630_BALLOON 0 0 0 90 644 28.99 3YR 0 0 0 0 1103624697 SFR 1 OO PURCHASE N 11.975 11.975 117600 117497.46 12/1/2006 11/1/2021 1207.39 180 20 CA 2/1/2007 Y 590000 2 0 1207.39 91792 11/8/2006 2 TB1630_BALLOON 0 588000 0 100 654 40.86 3YR 0 0 0 0 1103624732 SFR 1 NOO PURCHASE N 6.875 6.875 183750 183750 12/1/2006 11/1/2036 1052.73 360 70 MN 2/1/2007 N 270000 1 3 1052.73 55398 11/28/2006 2 PA1605EI_ARM-INTONLY 0 262500 65625 95 656 41.39 3YR 11/1/2011 6 3 1 6.875 1103624739 CONDO 1 NOO PURCHASE N 6.5 6.5 243600 243600 12/1/2006 11/1/2036 1319.5 360 70 MN 2/1/2007 N 348000 1 3 1319.5 55330 11/28/2006 2 PA0605EI_ARM-INTONLY 0 348000 87000 95 686 40.72 3YR 11/1/2011 6 3 1 6.5 1103624740 CONDO 1 NOO PURCHASE N 13.1 13.1 87000 86941.01 12/1/2006 11/1/2021 969.2 180 25 MN 2/1/2007 Y 348000 2 0 969.2 55330 11/28/2006 2 TB0630_BALLOON 0 348000 0 95 686 40.72 NO-PREPAY 0 0 0 0 1103624792 SFR 1 OO REFI N 6.5 6.5 543750 543724.17 12/1/2006 11/1/2036 2945.31 360 75 CA 2/1/2007 N 725000 1 2.25 2945.31 94015 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 143000 94.73 685 42.19 NO-PREPAY 11/1/2011 6 3 1 2.25 1103624821 SFR 1 OO PURCHASE N 5.875 5.875 416000 416000 1/1/2007 12/1/2036 2036.67 360 80 CA 2/1/2007 N 520000 1 3 2036.67 90043 11/20/2006 1 PA1605EI_ARM-INTONLY 0 520000 104000 100 673 37.19 3YR 12/1/2011 6 3 1 3 1103624899 SFR 1 OO REFI Y 12.525 12.525 27000 26931.22 12/1/2006 11/1/2021 288.68 180 4.91 CA 2/1/2007 Y 550000 2 0 288.68 90604 11/17/2006 2 TB2630_BALLOON 0 0 0 84.91 635 44.49 3YR 0 0 0 0 1103624908 SFR 1 OO PURCHASE N 6.875 6.875 359920 359920 1/1/2007 12/1/2036 2062.04 360 80 CA 2/1/2007 N 500000 1 3 2062.04 91722 12/14/2006 2 PA1605EI_ARM-INTONLY 0 449900 89980 100 674 43.65 2YR 12/1/2011 6 3 1 3 1103624910 SFR 1 OO PURCHASE N 11.875 11.875 89980 89926.8 1/1/2007 12/1/2021 916.9 180 20 CA 2/1/2007 Y 500000 2 0 916.9 91722 12/14/2006 2 TB1630_BALLOON 0 449900 0 100 674 43.65 2YR 0 0 0 0 1103625029 SFR 1 NOO REFI N 6.375 6.375 409500 409500 1/1/2007 12/1/2036 2175.47 360 70 CA 2/1/2007 N 585000 1 2.5 2175.47 92563 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 146250 95 688 24 1YR 12/1/2011 6 3 1 2.5 1103625032 SFR 1 NOO REFI Y 12.925 12.925 146250 146181.6 1/1/2007 12/1/2021 1609.25 180 25 CA 2/1/2007 Y 585000 2 0 1609.25 92563 11/27/2006 2 TB0630_BALLOON 0 0 0 95 688 24.35 1YR 0 0 0 0 1103625121 SFR 1 OO REFI Y 12.125 12.125 106250 106160.42 12/1/2006 11/1/2021 1103.13 180 25 CA 2/1/2007 Y 425000 2 0 1103.13 92571 11/6/2006 2 TB1630_BALLOON 0 0 0 100 664 44.23 1YR 0 0 0 0 1103625144 SFR 1 OO PURCHASE N 12.5 12.5 68000 67872.97 12/1/2006 11/1/2021 725.74 180 20 CA 2/1/2007 Y 364500 2 0 725.74 92582 11/17/2006 2 TB1630_BALLOON 0 340000 0 100 662 45.86 1YR 0 0 0 0 1103625158 CONDO 1 OO PURCHASE N 7.875 7.875 311200 311200 12/1/2006 11/1/2036 2042.25 360 80 CA 2/1/2007 N 389000 1 3 2042.25 92109 11/30/2006 2 PA1605EI_ARM-INTONLY 0 389000 77800 100 670 49.04 3YR 11/1/2011 6 3 1 3 1103625159 CONDO 1 OO PURCHASE N 12.625 12.625 77800 77741.31 12/1/2006 11/1/2021 837.88 180 20 CA 2/1/2007 Y 389000 2 0 837.88 92109 11/30/2006 2 TB1630_BALLOON 0 389000 0 100 670 49.04 NO-PREPAY 0 0 0 0 1103625169 SFR 1 OO PURCHASE N 12.125 12.125 83800 83728.38 12/1/2006 11/1/2021 870.05 180 20 CA 2/1/2007 Y 445000 2 0 870.05 92582 11/17/2006 2 TB1630_BALLOON 0 419000 0 100 667 42.42 NO-PREPAY 0 0 0 0 1103625174 2-4FAMILY 2 NOO PURCHASE N 6.5 6.5 210000 210000 12/1/2006 11/1/2036 1137.5 360 75 MS 2/1/2007 N 280000 1 3 1137.5 39507 11/21/2006 2 PA0605EI_ARM-INTONLY 0 280000 56000 95 704 35.73 NO-PREPAY 11/1/2011 6 3 1 3 1103625175 2-4FAMILY 2 NOO PURCHASE N 12.75 12.75 56000 55958.92 12/1/2006 11/1/2021 608.55 180 20 MS 2/1/2007 Y 280000 2 0 608.55 39507 11/21/2006 2 TB0630_BALLOON 0 280000 0 95 704 35.73 NO-PREPAY 0 0 0 0 1103625259 2-4FAMILY 2 NOO PURCHASE N 12.25 12.25 27900 27877.13 12/1/2006 11/1/2021 292.36 180 10 MS 2/1/2007 Y 280000 2 0 292.36 39507 11/10/2006 2 TB0630_BALLOON 0 279000 0 84.99 732 48.98 NO-PREPAY 0 0 0 0 1103625280 SFR 1 OO PURCHASE N 7.875 7.875 336000 336000 1/1/2007 12/1/2036 2205 360 80 NJ 2/1/2007 N 430000 1 3 2205 07110 11/28/2006 2 PA1605EI_ARM-INTONLY 0 420000 84000 100 646 44.38 NO-PREPAY 12/1/2011 6 3 1 3 1103625295 SFR 1 OO PURCHASE N 11.725 11.725 43000 42960.4 12/1/2006 11/1/2021 433.22 180 20 CA 2/1/2007 Y 220000 2 0 433.22 93307 11/7/2006 2 TB1630_BALLOON 0 215000 0 100 667 35.49 2YR 0 0 0 0 1103625326 SFR 1 OO REFI N 5.5 5.5 505000 505000 12/1/2006 11/1/2036 2314.58 360 70.63 CA 2/1/2007 N 715000 1 3 2314.58 94536 12/7/2006 1 PA0603EI_ARM-INTONLY 0 0 0 70.63 816 42.99 NO-PREPAY 11/1/2009 6 3 1 3 1103625342 2-4FAMILY 4 OO PURCHASE N 12.35 12.35 249000 248800.28 12/1/2006 11/1/2021 2628.52 180 30 CA 2/1/2007 Y 835000 2 0 2628.52 90302 11/13/2006 2 TB1630_BALLOON 0 830000 0 100 661 40.15 3YR 0 0 0 0 1103625621 D-PUDS 1 OO REFI N 5.875 5.875 555000 555000 1/1/2007 12/1/2036 2717.19 360 39.65 CA 2/1/2007 N 1400000 1 3 2717.19 92679 12/26/2006 1 PA0603EI_ARM-INTONLY 0 0 0 39.65 780 52.13 NO-PREPAY 12/1/2009 6 3 1 3 1103625657 SFR 1 OO REFI Y 5.5 5.5 102000 100855.79 12/1/2006 11/1/2021 833.43 180 69.87 IN 2/1/2007 N 146000 1 0 833.43 46524 12/14/2006 17 PF0615_FIXEDRATE 0 0 0 69.87 735 22.53 NO-PREPAY 0 0 0 0 1103625682 SFR 1 NOO REFI Y 7.375 7.375 200000 199847.82 2/1/2007 1/1/2037 1381.35 360 67.34 CA 2/1/2007 N 297000 1 3 1381.35 92392 1/3/2007 1 PA3605E_ARM 0 0 0 67.34 607 44 1YR 1/1/2012 6 3 1 3 1103625686 D-PUDS 1 OO REFI N 5.75 5.75 532000 530886.46 1/1/2007 12/1/2036 3104.61 360 39.86 CA 2/1/2007 N 1335000 1 3 3104.61 95138 12/8/2006 1 PA0605E_ARM 0 0 0 39.86 785 41.07 NO-PREPAY 12/1/2011 6 3 1 3 1103625693 SFR 1 OO REFI N 11.65 11.65 47500 47455.52 12/1/2006 11/1/2021 475.83 180 10 CA 2/1/2007 Y 475000 2 0 475.83 92139 11/8/2006 2 TB1630_BALLOON 0 0 0 90 678 39.75 3YR 0 0 0 0 1103625712 SFR 1 OO PURCHASE N 11.875 11.875 81200 81127.63 12/1/2006 11/1/2021 827.43 180 20 CA 2/1/2007 Y 406000 2 0 827.43 92582 11/20/2006 2 TB1630_BALLOON 0 406000 0 100 663 40.81 NO-PREPAY 0 0 0 0 1103625731 SFR 1 NOO REFI Y 12.75 12.75 63000 63000 12/1/2006 11/1/2021 669.38 180 15 CA 2/1/2007 Y 420000 2 0 669.38 94806 11/14/2006 2 TB0630I_BALLOON-INTONLY 0 0 0 95 712 28.67 1YR 0 0 0 0 1103625789 TOWNHOUSE 1 NOO PURCHASE N 12.475 12.475 45000 44964.87 12/1/2006 11/1/2021 479.4 180 25 DC 2/1/2007 Y 206000 2 0 479.4 20010 11/16/2006 1 TB1630_BALLOON 0 180000 0 95 663 27.88 NO-PREPAY 0 0 0 0 1103625798 PUD 1 NOO PURCHASE N 12.525 12.525 90000 89930.57 12/1/2006 11/1/2021 962.28 180 25 MD 2/1/2007 Y 360000 2 0 962.28 20866 11/28/2006 2 TB1630_BALLOON 0 360000 0 95 660 44.38 NO-PREPAY 0 0 0 0 1103625825 SFR 1 NOO PURCHASE N 7.375 7.375 140600 140600 1/1/2007 12/1/2036 864.1 360 69.99 TX 2/1/2007 N 204500 1 3 864.1 76087 12/19/2006 2 PA0603EI_ARM-INTONLY 0 200890 50200 94.98 778 26.21 NO-PREPAY 12/1/2009 6 3 1 3 1103625837 2-4FAMILY 2 NOO PURCHASE N 7.63 7.63 147000 147000 1/1/2007 12/1/2036 934.68 360 70 NJ 2/1/2007 N 210000 1 6.63 934.68 08618 11/28/2006 2 PA1605EI_ARM-INTONLY 0 210000 52500 95 667 49.84 NO-PREPAY 12/1/2011 6 3 1 7.63 1103625842 CONDO 1 NOO REFI Y 12.75 12.75 38000 37972.1 12/1/2006 11/1/2021 412.95 180 25 MN 2/1/2007 Y 152000 2 0 412.95 55316 11/16/2006 2 TB0630_BALLOON 0 0 0 95 699 42.07 NO-PREPAY 0 0 0 0 1103625845 2-4FAMILY 2 NOO PURCHASE N 13.44 13.44 52500 52478.14 1/1/2007 12/1/2021 598.87 180 25 NJ 2/1/2007 Y 210000 2 0 598.87 08618 12/7/2006 2 TB1630_BALLOON 0 210000 0 95 667 49.84 NO-PREPAY 0 0 0 0 1103625864 2-4FAMILY 4 OO PURCHASE N 8.125 8.125 472000 472000 12/1/2006 11/1/2036 3195.83 360 80 CA 2/1/2007 N 590000 1 3 3195.83 92410 11/28/2006 2 PA0605EI_ARM-INTONLY 0 590000 118000 100 693 44.21 1YR 11/1/2011 6 3 1 3 1103625937 SFR 1 OO PURCHASE N 13.375 13.375 43000 42939.72 11/1/2006 10/1/2021 488.3 180 20 FL 2/1/2007 Y 227000 2 0 488.3 34952 11/15/2006 2 TB2630_BALLOON 0 215000 0 100 629 46.5 NO-PREPAY 0 0 0 0 1103625938 SFR 1 NOO PURCHASE N 13.625 13.625 47950 47911.28 11/1/2006 10/1/2036 553.94 360 20.01 NJ 2/1/2007 N 275000 2 0 553.94 07734 11/1/2006 2 UF0330_FIXEDRATE 0 239700 0 100 782 41.53 NO-PREPAY 0 0 0 0 1103625958 D-PUDS 1 OO REFI Y 6.125 6.125 592000 590846.3 1/1/2007 12/1/2036 3597.05 360 43.86 CA 2/1/2007 N 1350000 1 2.75 3597.05 91377 12/18/2006 1 PA0607E_ARM 0 0 0 43.86 770 37.09 NO-PREPAY 12/1/2013 6 3 1 2.75 1103625995 SFR 1 OO PURCHASE N 6.625 6.625 356000 356000 1/1/2007 12/1/2036 1965.42 360 80 CA 2/1/2007 N 445000 1 3 1965.42 91790 12/29/2006 2 PA0605EI_ARM-INTONLY 0 445000 89000 100 816 46.33 2YR 12/1/2011 6 3 1 3 1103625997 D-PUDS 1 OO PURCHASE N 6 6 240000 239924.81 1/1/2007 12/1/2036 1200 360 80 CA 2/1/2007 N 310000 1 3 1200 91730 11/28/2006 2 PA2605EI_ARM-INTONLY 0 300000 60000 100 643 40.42 NO-PREPAY 12/1/2011 6 3 1 3 1103626019 SFR 1 NOO PURCHASE N 12.625 12.625 50200 50159.88 1/1/2007 12/1/2021 540.64 180 24.99 TX 2/1/2007 Y 204500 2 0 540.64 76087 12/19/2006 2 TB0630_BALLOON 0 200890 0 94.98 778 26.21 NO-PREPAY 0 0 0 0 1103626046 HI-RISE 1 2ND PURCHASE N 6.5 6.5 367400 367400 1/1/2007 12/1/2036 1990.08 360 70 FL 2/1/2007 N 538500 1 3 1990.08 32507 11/30/2006 2 PA0605EI_ARM-INTONLY 0 524865 104900 89.99 714 36.82 3YR 12/1/2011 6 3 1 3 1103626113 SFR 1 OO REFI N 7.375 7.375 721600 721600 12/1/2006 11/1/2036 4434.83 360 80 CA 2/1/2007 N 902000 1 3 4434.83 94534 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 135300 95 653 41.67 3YR 11/1/2011 6 3 1 3 1103626114 SFR 1 OO REFI N 12.125 12.125 135300 135185.88 12/1/2006 11/1/2021 1404.75 180 15 CA 2/1/2007 Y 902000 2 0 1404.75 94534 12/11/2006 2 TB1630_BALLOON 0 0 0 95 653 41.67 NO-PREPAY 0 0 0 0 1103626160 SFR 1 OO REFI Y 11.575 11.575 161000 160846.7 12/1/2006 11/1/2021 1603.59 180 20 CA 2/1/2007 Y 805000 2 0 1603.59 92867 11/15/2006 2 TB1630_BALLOON 0 0 0 95 642 44.85 3YR 0 0 0 0 1103626279 SFR 1 NOO REFI N 6.25 6.25 126000 126000 1/1/2007 12/1/2036 656.25 360 54.79 FL 2/1/2007 N 230000 1 3 656.25 34608 12/12/2006 1 PA0605EI_ARM-INTONLY 0 0 0 54.79 746 32.1 2YR 12/1/2011 6 3 1 3 1103626343 SFR 1 NOO PURCHASE N 6.5 6.5 247500 247500 2/1/2007 1/1/2037 1340.63 360 75 CA 2/1/2007 N 332000 1 2.75 1340.63 92105 12/22/2006 2 PA0605EI_ARM-INTONLY 0 330000 66000 95 745 49.39 3YR 1/1/2012 6 3 1 2.75 1103626369 SFR 1 OO PURCHASE N 12.125 12.125 85800 85727.66 12/1/2006 11/1/2021 890.81 180 20 CA 2/1/2007 Y 429000 2 0 890.81 91010 11/10/2006 2 TB1630_BALLOON 0 429000 0 100 643 37.83 3YR 0 0 0 0 1103626390 CONDO 1 OO PURCHASE N 8.125 8.125 295200 295200 11/1/2006 10/1/2036 1998.75 360 80 CA 2/1/2007 N 369000 1 2.75 1998.75 90723 12/1/2006 2 PA2605EI_ARM-INTONLY 0 369000 73800 100 635 29.67 3YR 10/1/2011 6 3 1 8.125 1103626397 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 529200 529200 11/1/2006 10/1/2036 3417.75 360 80 CA 2/1/2007 N 662000 1 2.75 3417.75 90037 12/1/2006 17 PA0605EI_ARM-INTONLY 0 661500 132300 100 731 49.76 3YR 10/1/2011 6 3 1 7.75 1103626399 SFR 1 OO REFI Y 9.875 9.875 464000 464000 11/1/2006 10/1/2036 3818.33 360 80 CA 2/1/2007 N 580000 1 7 3818.33 90650 12/1/2006 2 BA3202EI_ARM-INTONLY 0 0 0 80 613 43.43 2YR 10/1/2008 6 3 1 9.875 1103626400 SFR 1 NOO PURCHASE N 8.125 8.125 284000 284000 11/1/2006 10/1/2036 1922.92 360 80 CA 2/1/2007 N 355000 1 2.75 1922.92 92503 12/1/2006 8 SA0605EI_ARM-INTONLY 0 355000 53250 95 729 0 3YR 10/1/2011 6 3 1 8.125 1103626424 SFR 1 OO PURCHASE N 7.5 7.5 412000 412000 11/1/2006 10/1/2036 2575 360 80 CA 2/1/2007 N 515000 1 2.75 2575 90606 12/1/2006 8 SA0605EI_ARM-INTONLY 0 515000 103000 100 682 0 1YR 10/1/2011 6 3 1 7.5 1103626428 SFR 1 OO PURCHASE N 7.375 7.375 480000 480000 11/1/2006 10/1/2036 2950 360 80 CA 2/1/2007 N 600000 1 2.75 2950 90680 12/1/2006 2 PA2605EI_ARM-INTONLY 0 600000 115000 99.17 631 48.72 3YR 10/1/2011 6 3 1 7.375 1103626436 PUD 1 OO PURCHASE N 6.75 6.75 216000 216000 11/1/2006 10/1/2036 1215 360 80 AZ 2/1/2007 N 270000 1 2.75 1215 85757 12/1/2006 17 PA2605EI_ARM-INTONLY 0 270000 0 80 636 42.38 NO-PREPAY 10/1/2011 6 3 1 2.75 1103626530 SFR 1 OO PURCHASE N 6.625 6.625 366000 366000 12/1/2006 11/1/2036 2020.63 360 75 CA 2/1/2007 N 524000 1 3 2020.63 92069 11/20/2006 2 PA1605EI_ARM-INTONLY 0 488000 122000 100 661 47.79 2YR 11/1/2011 6 3 1 3 1103626531 SFR 1 OO PURCHASE N 11.75 11.75 122000 121888.22 12/1/2006 11/1/2021 1231.48 180 25 CA 2/1/2007 Y 524000 2 0 1231.48 92069 11/20/2006 2 TB1630_BALLOON 0 488000 0 100 661 47.79 2YR 0 0 0 0 1103626582 2-4FAMILY 2 NOO PURCHASE N 7.25 7.25 268800 268300 1/1/2007 12/1/2036 1624 360 70 NJ 2/1/2007 N 384000 1 6.25 1624 07601 12/21/2006 2 PA0605EI_ARM-INTONLY 0 384000 96000 95 787 22.76 NO-PREPAY 12/1/2011 6 3 1 7.25 1103626583 2-4FAMILY 2 NOO PURCHASE N 12.5 12.5 96000 94950.6 1/1/2007 12/1/2021 1024.57 180 25 NJ 2/1/2007 Y 384000 2 0 1024.57 07601 12/21/2006 2 TB0630_BALLOON 0 384000 0 95 787 22.76 NO-PREPAY 0 0 0 0 1103626597 SFR 1 NOO REFI Y 7.75 7.75 151000 151000 1/1/2007 12/1/2036 975.21 360 79.48 NJ 2/1/2007 N 190000 1 3 975.21 08753 11/30/2006 1 PA0605EI_ARM-INTONLY 0 0 20000 90 716 48.42 NO-PREPAY 12/1/2011 6 3 1 3 1103626604 SFR 1 OO PURCHASE N 12.1 12.1 71000 70939.81 12/1/2006 11/1/2021 735.78 180 25 NV 2/1/2007 Y 284000 2 0 735.78 89104 11/20/2006 2 TB1630_BALLOON 0 284000 0 100 650 42.11 3YR 0 0 0 0 1103626621 CONDO 1 NOO PURCHASE N 14 14 34500 34480.94 12/1/2006 11/1/2021 408.78 180 15 NJ 2/1/2007 Y 244000 2 0 408.78 08054 11/7/2006 2 TB1630_BALLOON 0 230000 0 95 662 31.88 NO-PREPAY 0 0 0 0 1103626644 D-PUDS 1 OO PURCHASE N 10.99 10.99 89450 89353.21 12/1/2006 11/1/2021 851.18 180 10.01 FL 2/1/2007 Y 895000 2 0 851.18 33157 11/3/2006 2 TB1630_BALLOON 0 894450 0 90.05 666 29.3 3YR 0 0 0 0 1103626647 SFR 1 OO REFI Y 12.75 12.75 48400 48364.5 12/1/2006 11/1/2021 525.96 180 20 NV 2/1/2007 Y 242000 2 0 525.96 89107 11/17/2006 2 TB2630_BALLOON 0 0 0 90 628 48.71 3YR 0 0 0 0 1103626676 SFR 1 OO PURCHASE N 12.875 12.875 84000 83960.27 1/1/2007 12/1/2021 921.01 180 20 NJ 2/1/2007 Y 430000 2 0 921.01 07110 11/28/2006 2 TB1630_BALLOON 0 420000 0 100 646 44.38 NO-PREPAY 0 0 0 0 1103626691 SFR 1 NOO REFI N 6.875 6.875 126750 126750 2/1/2007 1/1/2037 726.17 360 75 CA 2/1/2007 N 169000 1 3 726.17 93728 12/29/2006 8 SA0605EI_ARM-INTONLY 0 0 25350 90 747 0 1YR 1/1/2012 6 3 1 3 1103626750 SFR 1 NOO REFI Y 13 13 178000 177876.55 12/1/2006 11/1/2021 1969.04 180 20 HI 2/1/2007 Y 890000 2 0 1969.04 96753 11/10/2006 2 TB0630_BALLOON 0 0 0 90 681 12 NO-PREPAY 0 0 0 0 1103626965 SFR 1 NOO REFI N 6.5 6.5 219000 219000 1/1/2007 12/1/2036 1186.25 360 73 CA 2/1/2007 N 300000 1 3 1186.25 92404 11/29/2006 2 PA2605EI_ARM-INTONLY 0 0 0 73 623 47.61 2YR 12/1/2011 6 3 1 3 1103626981 SFR 1 NOO PURCHASE N 7.25 7.25 236000 236000 1/1/2007 12/1/2036 1425.83 360 80 CA 2/1/2007 N 300000 1 3 1425.83 92405 12/8/2006 2 PA0605EI_ARM-INTONLY 0 295000 44250 95 681 45.61 3YR 12/1/2011 6 3 1 3 1103626983 SFR 1 NOO PURCHASE N 11.9 11.9 44250 44223.97 1/1/2007 12/1/2021 451.76 180 15 CA 2/1/2007 Y 300000 2 0 451.76 92405 12/8/2006 2 TB0630_BALLOON 0 295000 0 95 681 45.61 3YR 0 0 0 0 1103626998 D-PUDS 1 OO REFI N 13.125 13.125 37500 37474.73 12/1/2006 11/1/2021 418.49 180 10 FL 2/1/2007 Y 375000 2 0 418.49 33534 11/9/2006 2 TB1630_BALLOON 0 0 0 90 653 36.17 NO-PREPAY 0 0 0 0 1103627010 2-4FAMILY 2 NOO PURCHASE N 7.375 7.375 210000 210000 1/1/2007 12/1/2036 1290.63 360 70 NJ 2/1/2007 N 300000 1 3 1290.63 07050 12/7/2006 2 PA0605EI_ARM-INTONLY 0 300000 75000 95 729 49.48 NO-PREPAY 12/1/2011 6 3 1 7.375 1103627013 SFR 1 OO REFI N 11.5 11.5 77500 77424.45 12/1/2006 11/1/2021 767.48 180 10 MN 2/1/2007 Y 775000 2 0 767.48 55129 11/3/2006 2 TB1630_BALLOON 0 0 0 90 670 37.62 NO-PREPAY 0 0 0 0 1103627018 SFR 1 NOO REFI Y 11.6 11.6 70000 69830.81 12/1/2006 11/1/2021 698.55 180 25 FL 2/1/2007 Y 280000 2 0 698.55 33024 11/9/2006 2 TB0630_BALLOON 0 0 0 95 724 49.17 3YR 0 0 0 0 1103627019 SFR 1 OO PURCHASE N 5.5 5.5 175000 174600 1/1/2007 12/1/2036 802.08 360 46.67 CA 2/1/2007 N 399000 1 0 802.08 92582 12/22/2006 15 SF1630I_FIX-INTONLY 0 375000 0 46.67 673 0 1YR 0 0 0 0 1103627090 SFR 1 OO PURCHASE N 6.375 6.375 540000 537847.44 1/1/2007 12/1/2036 3368.9 360 72 FL 2/1/2007 N 755000 1 0 3368.9 33157 12/14/2006 2 PF0630_FIXEDRATE 0 750000 0 72 680 29.39 NO-PREPAY 0 0 0 0 1103627120 CONDO 1 NOO PURCHASE N 6 6 91000 91000 12/1/2006 11/1/2036 455 360 70 MO 2/1/2007 N 137000 1 3 455 63366 11/21/2006 2 PA0603EI_ARM-INTONLY 0 130000 0 70 746 43.11 3YR 11/1/2009 6 3 1 3 1103627219 HI-RISE 1 OO REFI N 5.75 5.75 527000 525896.92 1/1/2007 12/1/2036 3075.43 360 74.76 IL 2/1/2007 N 705000 1 3 3075.43 60605 12/22/2006 2 PA0605E_ARM 0 0 0 74.76 720 44.66 1YR 12/1/2011 6 3 1 3 1103627291 HI-RISE 1 OO PURCHASE N 6.75 6.75 975000 975000 1/1/2007 12/1/2036 5484.38 360 65 AL 2/1/2007 N 1600000 1 3 5484.38 36542 12/5/2006 1 PA0605EI_ARM-INTONLY 0 1500000 375000 90 680 44.69 NO-PREPAY 12/1/2011 6 3 1 3 1103627352 SFR 1 NOO REFI Y 8.25 8.25 58800 58356.17 11/1/2006 10/1/2036 441.74 360 78.4 MI 2/1/2007 N 75000 1 0 441.74 48235 12/6/2006 8 XF1630_FIXEDRATE 0 0 0 78.4 699 0 NO-PREPAY 0 0 0 0 1103627353 SFR 1 NOO REFI Y 7.75 7.75 59200 59031.22 11/1/2006 10/1/2036 424.12 360 80 MO 2/1/2007 N 74000 1 0 424.12 63136 12/6/2006 1 XF1630_FIXEDRATE 0 0 0 80 642 47.41 NO-PREPAY 0 0 0 0 1103627354 SFR 1 NOO REFI Y 7.75 7.75 59200 59031.22 11/1/2006 10/1/2036 424.12 360 80 MI 2/1/2007 N 74000 1 0 424.12 48223 12/6/2006 1 XF1630_FIXEDRATE 0 0 0 80 675 18.198 NO-PREPAY 0 0 0 0 1103627375 SFR 1 NOO PURCHASE N 8.125 8.125 64500 64329.52 11/1/2006 10/1/2036 478.91 360 75 MD 2/1/2007 N 112000 1 0 478.91 21224 12/6/2006 12 XF1630_FIXEDRATE 0 86000 12900 90 784 0 NO-PREPAY 0 0 0 0 1103627385 SFR 1 NOO REFI Y 8.25 8.25 68800 68622.7 11/1/2006 10/1/2036 516.87 360 80 SC 2/1/2007 N 86000 1 0 516.87 29341 12/6/2006 8 XF2630_FIXEDRATE 0 0 0 80 642 0 NO-PREPAY 0 0 0 0 1103627405 SFR 1 NOO REFI N 7.75 7.75 77830 77608.15 11/1/2006 10/1/2036 557.58 360 76.31 TX 2/1/2007 N 102000 1 0 557.58 75146 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 76.31 729 31.84 NO-PREPAY 0 0 0 0 1103627467 SFR 1 NOO REFI N 7.5 7.5 102400 102093.15 11/1/2006 10/1/2036 716 360 80 TX 2/1/2007 N 128000 1 0 716 77088 12/6/2006 1 PF1630_FIXEDRATE 0 0 12800 90 680 37.838 NO-PREPAY 0 0 0 0 1103627469 SFR 1 OO REFI Y 8.875 8.875 103200 101865.85 11/1/2006 10/1/2036 821.11 360 79.39 SC 2/1/2007 N 130000 1 0 821.11 29801 12/6/2006 8 SF3630_FIXEDRATE 0 0 0 79.39 619 0 NO-PREPAY 0 0 0 0 1103627472 SFR 1 NOO REFI N 6.75 6.75 103900 103539.16 11/1/2006 10/1/2036 673.89 360 79.99 ND 2/1/2007 N 129900 1 0 673.89 58201 12/6/2006 1 PF0630_FIXEDRATE 0 0 0 79.99 685 36.247 NO-PREPAY 0 0 0 0 1103627491 SFR 1 OO PURCHASE N 7.625 7.625 111920 111592.89 11/1/2006 10/1/2036 792.16 360 80 NY 2/1/2007 N 144000 1 0 792.16 13606 12/6/2006 2 PF0630_FIXEDRATE 0 139900 27980 100 701 44.616 NO-PREPAY 0 0 0 0 1103627514 SFR 1 NOO REFI Y 8.125 8.125 120000 119682.79 11/1/2006 10/1/2036 891 360 80 IL 2/1/2007 N 150000 1 0 891 60636 12/6/2006 17 PF2630_FIXEDRATE 0 0 0 80 626 36.53 NO-PREPAY 0 0 0 0 1103627541 SFR 1 OO PURCHASE N 7.375 7.375 132000 131594.52 11/1/2006 10/1/2036 911.69 360 80 GA 2/1/2007 N 165000 1 0 911.69 30019 12/6/2006 2 PF1630_FIXEDRATE 0 165000 33000 100 659 18.851 NO-PREPAY 0 0 0 0 1103627567 SFR 1 NOO REFI Y 8.25 8.25 148000 147618.61 11/1/2006 10/1/2036 1111.87 360 80 IL 2/1/2007 N 185000 1 0 1111.87 60623 12/6/2006 8 SF2630_FIXEDRATE 0 0 0 80 679 0 NO-PREPAY 0 0 0 0 1103627633 SFR 1 OO REFI Y 6.875 6.875 182000 181538.66 12/1/2006 11/1/2036 1195.61 360 64.2 FL 2/1/2007 N 283500 1 0 1195.61 32807 11/27/2006 2 PF1630_FIXEDRATE 0 0 0 64.2 673 39.478 3YR 0 0 0 0 1103627661 2-4FAMILY 2 NOO REFI N 7.875 7.875 200000 199384.37 11/1/2006 10/1/2036 1450.14 360 80 NH 2/1/2007 N 250000 1 0 1450.14 03103 11/7/2006 2 PF1630_FIXEDRATE 0 0 0 80 661 29.49 NO-PREPAY 0 0 0 0 1103627697 SFR 1 OO REFI Y 7 7 228000 227245.87 11/1/2006 10/1/2036 1516.89 360 80 CA 2/1/2007 N 285000 1 0 1516.89 95945 12/6/2006 2 PF1630_FIXEDRATE 0 0 28500 90 650 34.184 NO-PREPAY 0 0 0 0 1103627716 SFR 1 OO REFI N 6.875 6.875 238000 234396.71 10/1/2006 9/1/2036 1563.49 360 63.64 FL 2/1/2007 N 374000 1 0 1563.49 33993 12/22/2006 8 SF1630_FIXEDRATE 0 0 0 63.64 776 0 NO-PREPAY 0 0 0 0 1103627743 SFR 1 OO REFI N 7.125 7.125 256000 255148.49 11/1/2006 10/1/2036 1724.72 360 79.51 MA 2/1/2007 N 322000 1 0 1724.72 02571 11/7/2006 2 PF1630_FIXEDRATE 0 0 32000 89.45 656 44.429 NO-PREPAY 0 0 0 0 1103627777 SFR 1 NOO REFI Y 7.25 7.25 300000 299055.36 11/1/2006 10/1/2036 2046.53 360 40 NJ 2/1/2007 N 750000 1 0 2046.53 08701 12/22/2006 2 PF2630_FIXEDRATE 0 0 0 40 633 45.61 NO-PREPAY 0 0 0 0 1103627841 2-4FAMILY 3 NOO PURCHASE N 7.25 7.25 441000 439611.39 11/1/2006 10/1/2036 3008.4 360 70 IL 2/1/2007 N 670000 1 0 3008.4 60647 12/22/2006 1 PF0630_FIXEDRATE 0 630000 0 70 700 20.84 NO-PREPAY 0 0 0 0 1103627853 SFR 1 NOO REFI Y 8 8 60000 60000 11/1/2006 10/1/2036 400 360 75 FL 2/1/2007 N 80000 1 0 400 32209 12/22/2006 2 XF1630I_FIX-INTONLY 0 0 0 75 650 44.161 3YR 0 0 0 0 1103627897 SFR 1 NOO REFI Y 7.75 7.75 92000 92000 11/1/2006 10/1/2036 594.17 360 80 TX 2/1/2007 N 115000 1 0 594.17 75006 12/6/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 772 29.624 NO-PREPAY 0 0 0 0 1103627898 SFR 1 NOO REFI Y 7.375 7.375 94000 93997.13 11/1/2006 10/1/2036 577.7 360 80 MD 2/1/2007 N 117500 1 0 577.7 21218 12/6/2006 17 PF0630I_FIX-INTONLY 0 0 0 80 713 12.724 NO-PREPAY 0 0 0 0 1103627907 SFR 1 OO PURCHASE N 6.875 6.875 95160 95160 11/1/2006 10/1/2036 545.19 360 80 VA 2/1/2007 N 120000 1 0 545.19 23223 12/6/2006 1 PF1630I_FIX-INTONLY 0 118950 23790 100 660 39.8 3YR 0 0 0 0 1103628034 CONDO 1 NOO REFI N 7.375 7.375 146000 146000 11/1/2006 10/1/2036 897.29 360 78.92 DC 2/1/2007 N 185000 1 0 897.29 20020 12/6/2006 1 PF1630I_FIX-INTONLY 0 0 0 78.92 652 42.96 NO-PREPAY 0 0 0 0 1103628036 SFR 1 OO REFI Y 7.625 7.625 147200 147200 11/1/2006 10/1/2036 935.33 360 80 GA 2/1/2007 N 184000 1 0 935.33 30045 12/6/2006 1 PF2630I_FIX-INTONLY 0 0 36800 100 633 32.071 NO-PREPAY 0 0 0 0 1103628059 CONDO 1 OO REFI Y 7.375 7.375 156000 156000 12/1/2006 11/1/2036 958.75 360 80 FL 2/1/2007 N 195000 1 0 958.75 33174 12/6/2006 17 PF0630I_FIX-INTONLY 0 0 19500 90 701 30.329 NO-PREPAY 0 0 0 0 1103628090 SFR 1 OO REFI N 6.875 6.875 168000 168000 11/1/2006 10/1/2036 962.5 360 80 MN 2/1/2007 N 210000 1 0 962.5 55350 12/6/2006 8 SF2630I_FIX-INTONLY 0 0 42000 100 662 0 3YR 0 0 0 0 1103628173 SFR 1 OO REFI Y 7.75 7.75 200000 200000 11/1/2006 10/1/2036 1291.67 360 80 CT 2/1/2007 N 250000 1 0 1291.67 06516 12/6/2006 2 PF1630I_FIX-INTONLY 0 0 50000 100 650 29.774 NO-PREPAY 0 0 0 0 1103628176 PUD 1 OO REFI Y 7.5 7.5 200000 200000 11/1/2006 10/1/2036 1250 360 80 IL 2/1/2007 N 250000 1 0 1250 60026 12/6/2006 12 XF2630I_FIX-INTONLY 0 0 0 80 658 0 NO-PREPAY 0 0 0 0 1103628184 SFR 1 NOO REFI Y 7.25 7.25 201600 201600 11/1/2006 10/1/2036 1218 360 80 FL 2/1/2007 N 252000 1 0 1218 33936 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 713 23.896 NO-PREPAY 0 0 0 0 1103628206 SFR 1 OO PURCHASE N 6.75 6.75 212000 212000 11/1/2006 10/1/2036 1192.5 360 80 IL 2/1/2007 N 265000 1 0 1192.5 60629 12/6/2006 2 PF0630I_FIX-INTONLY 0 265000 53000 100 707 40.76 NO-PREPAY 0 0 0 0 1103628216 SFR 1 OO PURCHASE N 7 7 216000 216000 12/1/2006 11/1/2036 1260 360 80 NV 2/1/2007 N 270000 1 0 1260 89506 12/6/2006 1 PF2630I_FIX-INTONLY 0 270000 40500 95 638 41.85 NO-PREPAY 0 0 0 0 1103628279 CONDO 1 NOO REFI Y 7.25 7.25 240000 240000 11/1/2006 10/1/2036 1450 360 80 MD 2/1/2007 N 300000 1 0 1450 21144 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 722 48.77 NO-PREPAY 0 0 0 0 1103628316 PUD 1 OO PURCHASE N 7.5 7.5 255200 255200 11/1/2006 10/1/2036 1595 360 80 GA 2/1/2007 N 325500 1 0 1595 31220 12/6/2006 8 SF1630I_FIX-INTONLY 0 319000 47850 95 708 0 NO-PREPAY 0 0 0 0 1103628320 PUD 1 2ND PURCHASE N 7.625 7.625 257900 257900 11/1/2006 10/1/2036 1638.74 360 80 FL 2/1/2007 N 345000 1 0 1638.74 33897 12/6/2006 12 XF1630I_FIX-INTONLY 0 322375 48356 95 787 0 NO-PREPAY 0 0 0 0 1103628435 SFR 1 NOO PURCHASE N 6.875 6.875 326800 326800 11/1/2006 10/1/2036 1872.29 360 80 WA 2/1/2007 N 425000 1 0 1872.29 98117 12/22/2006 2 PF0630I_FIX-INTONLY 0 408500 0 80 689 24.63 NO-PREPAY 0 0 0 0 1103628461 PUD 1 OO PURCHASE N 7.5 7.5 347160 347160 11/1/2006 10/1/2036 2169.75 360 80 WA 2/1/2007 N 434000 1 0 2169.75 98092 12/22/2006 2 PF1630I_FIX-INTONLY 0 433950 86790 100 677 40.442 NO-PREPAY 0 0 0 0 1103628467 2-4FAMILY 4 NOO PURCHASE N 7.5 7.5 352000 352000 11/1/2006 10/1/2036 2200 360 80 OR 2/1/2007 N 447500 1 0 2200 97132 12/6/2006 8 SF1630I_FIX-INTONLY 0 440000 0 80 688 0 NO-PREPAY 0 0 0 0 1103628499 SFR 1 NOO REFI Y 7.5 7.5 400000 400000 11/1/2006 10/1/2036 2500 360 63.5 CA 2/1/2007 N 630000 1 0 2500 91745 12/6/2006 8 SF1630I_FIX-INTONLY 0 0 0 63.5 727 0 NO-PREPAY 0 0 0 0 1103628532 SFR 1 OO REFI N 7.75 7.75 736000 736000 11/1/2006 10/1/2036 4753.33 360 79.57 CA 2/1/2007 N 925000 1 0 4753.33 94110 12/6/2006 2 PF2630I_FIX-INTONLY 0 0 92000 89.52 626 40.071 NO-PREPAY 0 0 0 0 1103628583 SFR 1 NOO PURCHASE N 13.5 13.5 35640 35621.8 1/1/2007 12/1/2021 408.23 180 20 CO 2/1/2007 Y 181000 2 0 408.23 80013 11/20/2006 2 TB1630_BALLOON 0 178200 0 95 677 40.59 NO-PREPAY 0 0 0 0 1103628592 SFR 1 OO REFI Y 11.5 11.5 45000 44713.95 12/1/2006 11/1/2021 525.69 180 20 WA 2/1/2007 N 225000 2 0 525.69 99206 11/29/2006 2 TF1615_FIXEDRATE 0 0 0 100 665 35.78 NO-PREPAY 0 0 0 0 1103628629 SFR 1 OO REFI Y 6 6 400000 399201.61 1/1/2007 12/1/2036 2398.2 360 54.06 CA 2/1/2007 N 740000 1 0 2398.2 94044 12/18/2006 1 PF0630_FIXEDRATE 0 0 0 54.06 699 43.3 3YR 0 0 0 0 1103628658 D-PUDS 1 OO PURCHASE N 12.625 12.625 153000 153000 12/1/2006 11/1/2021 1609.69 180 20 CA 2/1/2007 Y 765000 2 0 1609.69 92154 11/16/2006 2 TB1630I_BALLOON-INTONLY 0 765000 0 100 654 40 2YR 0 0 0 0 1103628662 SFR 1 OO PURCHASE N 12.375 12.375 139250 139138.94 12/1/2006 11/1/2021 1472.66 180 25 CA 2/1/2007 Y 560000 2 0 1472.66 92173 11/15/2006 2 TB1630_BALLOON 0 557000 0 100 658 38.08 2YR 0 0 0 0 1103628665 SFR 1 OO PURCHASE N 11.475 11.475 85000 84917.26 12/1/2006 11/1/2021 840.13 180 20 CA 2/1/2007 Y 425000 2 0 840.13 92376 11/16/2006 2 TB1630_BALLOON 0 425000 0 100 666 47.92 3YR 0 0 0 0 1103628766 SFR 1 OO REFI Y 11.625 11.625 25500 25475.98 12/1/2006 11/1/2021 254.96 180 10 CA 2/1/2007 Y 255000 2 0 254.96 95205 11/8/2006 2 TB1630_BALLOON 0 0 0 90 672 40 1YR 0 0 0 0 1103628787 CONDO 1 OO REFI Y 6.625 6.625 192000 192000 11/1/2006 10/1/2036 1060 360 80 IL 2/1/2007 N 240000 1 5 1060 60118 11/17/2006 1 PA2603EI_ARM-INTONLY 0 0 48000 100 620 45.01 NO-PREPAY 10/1/2009 6 2 2 6.625 1103628810 PUD 1 OO PURCHASE N 8.125 8.125 199108 199108 11/1/2006 10/1/2036 1348.13 360 80 AZ 2/1/2007 N 260000 1 2.25 1348.13 85339 11/29/2006 15 BA1205EI_ARM-INTONLY 0 248886 49778 100 646 0 NO-PREPAY 10/1/2011 5.005 5 1 2.25 1103628873 SFR 1 NOO REFI Y 9.25 9.25 209600 209474.38 12/1/2006 11/1/2036 1657.22 360 80 CA 2/1/2007 Y 262000 1 4.5 1657.22 93654 11/27/2006 2 PL3605E_ARM-BALLOON 0 0 0 80 616 39.64 3YR 11/1/2011 6 3 1 4.5 1103628924 SFR 1 OO REFI Y 5.875 5.875 165000 165000 1/1/2007 12/1/2036 807.81 360 23.41 CA 2/1/2007 N 705000 1 3 807.81 92530 12/15/2006 1 PA0607EI_ARM-INTONLY 0 0 0 23.41 722 40.49 3YR 12/1/2013 6 3 1 3 1103628930 SFR 1 OO REFI N 6.25 6.25 464000 464000 1/1/2007 12/1/2036 2416.67 360 80 CA 2/1/2007 N 580000 1 3 2416.67 94590 12/12/2006 1 PA1607EI_ARM-INTONLY 0 0 87000 95 651 41 3YR 12/1/2013 6.25 3 1 3 1103628996 SFR 1 OO PURCHASE N 12.475 12.475 166500 166370.13 12/1/2006 11/1/2021 1773.75 180 30 FL 2/1/2007 Y 555000 2 0 1773.75 33904 11/16/2006 2 TB1630_BALLOON 0 555000 0 100 656 43.83 2YR 0 0 0 0 1103629015 SFR 1 NOO PURCHASE N 11.875 11.875 66000 65980.59 2/1/2007 1/1/2022 672.54 180 20 CA 2/1/2007 Y 332000 2 0 672.54 92105 12/22/2006 2 TB0630_BALLOON 0 330000 0 95 745 49.39 3YR 0 0 0 0 1103629099 CONDO 1 NOO PURCHASE N 13.83 13.83 44850 44832.92 1/1/2007 12/1/2021 525.39 180 19.98 FL 2/1/2007 Y 238000 2 0 525.39 33176 11/20/2006 2 TB1630_BALLOON 0 224490 0 89.92 677 47 1YR 0 0 0 0 1103629150 CONDO 1 OO REFI Y 11.99 11.99 40300 40264.98 12/1/2006 11/1/2021 414.22 180 10 CA 2/1/2007 Y 403000 2 0 414.22 95121 11/10/2006 2 TB1630_BALLOON 0 0 0 90 641 39.55 3YR 0 0 0 0 1103629156 2-4FAMILY 2 NOO REFI Y 8.25 8.25 176000 176000 2/1/2007 1/1/2037 1210 360 80 CA 2/1/2007 N 220000 1 3 1210 92301 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 672 47 2YR 1/1/2012 6 3 1 3 1103629182 SFR 1 OO PURCHASE N 8 8 328000 328000 12/1/2006 11/1/2036 2186.67 360 80 CA 2/1/2007 N 410000 1 2.75 2186.67 90040 12/15/2006 2 PA2605EI_ARM-INTONLY 0 410000 82000 100 634 43.65 1YR 11/1/2011 6 3 1 8 1103629183 SFR 1 OO PURCHASE N 6.75 6.75 378400 378400 12/1/2006 11/1/2036 2128.5 360 80 CA 2/1/2007 N 480000 1 2.75 2128.5 91746 12/15/2006 8 SA1605EI_ARM-INTONLY 0 473000 94600 100 709 0 3YR 11/1/2011 6 3 1 6.75 1103629184 SFR 1 OO REFI Y 7.5 7.5 464000 463498.44 12/1/2006 11/1/2036 2900 360 80 CA 2/1/2007 N 580000 1 2.75 2900 90660 11/30/2006 2 PA3605EI_ARM-INTONLY 0 0 0 80 615 35.2 3YR 11/1/2011 6 3 1 7.5 1103629187 2-4FAMILY 3 OO PURCHASE N 8.5 8.5 492000 492000 12/1/2006 11/1/2036 3485 360 80 CA 2/1/2007 N 620000 1 2.75 3485 90255 12/15/2006 8 SA1605EI_ARM-INTONLY 0 615000 123000 100 688 0 1YR 11/1/2011 6 3 1 8.5 1103629191 CONDO 1 NOO PURCHASE N 7.875 7.875 184000 184000 12/1/2006 11/1/2036 1207.5 360 80 CA 2/1/2007 N 275000 1 2.75 1207.5 91402 12/15/2006 8 SA1605EI_ARM-INTONLY 0 230000 23000 90 745 0 NO-PREPAY 11/1/2011 6 3 1 7.875 1103629194 SFR 1 OO REFI Y 7.125 7.125 280000 280000 12/1/2006 11/1/2036 1662.5 360 80 CA 2/1/2007 N 350000 1 2.75 1662.5 90061 12/15/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 627 31.35 3YR 11/1/2011 6 3 1 7.125 1103629195 CONDO 1 OO PURCHASE N 7.625 7.625 310000 310000 12/1/2006 11/1/2036 1969.79 360 80 CA 2/1/2007 N 388000 1 2.75 1969.79 91335 12/15/2006 2 PA1605EI_ARM-INTONLY 0 387500 77500 100 660 27.12 NO-PREPAY 11/1/2011 6 3 1 7.13 1103629196 SFR 1 OO PURCHASE N 6.5 6.5 319200 319200 12/1/2006 11/1/2036 1729 360 80 CA 2/1/2007 N 400000 1 2.75 1729 90022 11/30/2006 2 PA0605EI_ARM-INTONLY 0 399000 79800 100 704 41.52 3YR 11/1/2011 6 3 1 6 1103629199 SFR 1 OO REFI N 5.875 5.875 348000 348000 12/1/2006 11/1/2036 1703.75 360 80 CA 2/1/2007 N 435000 1 2.75 1703.75 91764 11/30/2006 2 PA2605EI_ARM-INTONLY 0 0 32700 87.52 627 43.88 3YR 11/1/2011 6 3 1 5.875 1103629202 SFR 1 OO REFI Y 8.625 8.625 404000 404000 12/1/2006 11/1/2036 2903.75 360 80 CA 2/1/2007 N 505000 1 2.75 2903.75 92129 12/15/2006 8 SA2605EI_ARM-INTONLY 0 0 101000 100 645 0 1YR 11/1/2011 6 3 1 8.625 1103629209 2-4FAMILY 4 OO PURCHASE N 8.375 8.375 728000 728000 12/1/2006 11/1/2036 5080.83 360 80 CA 2/1/2007 N 910000 1 2.75 5080.83 90006 12/15/2006 2 PA0605EI_ARM-INTONLY 0 910000 182000 100 746 45.85 1YR 11/1/2011 6 3 1 8.375 1103629210 2-4FAMILY 4 OO PURCHASE N 8.875 8.875 880000 880000 12/1/2006 11/1/2036 6508.33 360 80 CA 2/1/2007 N 1100000 1 2.75 6508.33 95008 12/15/2006 2 PA0605EI_ARM-INTONLY 0 1100000 220000 100 760 39.86 3YR 11/1/2011 6 3 1 8.875 1103629215 SFR 1 OO REFI Y 6.25 6.25 360000 359990 12/1/2006 11/1/2036 1875 360 80 CA 2/1/2007 N 450000 1 2.75 1875 90805 11/30/2006 1 PA1605EI_ARM-INTONLY 0 0 0 80 641 42.25 3YR 11/1/2011 6 3 1 2.75 1103629216 CONDO 1 OO REFI Y 6.125 6.125 372000 370909.77 12/1/2006 11/1/2036 2260.31 360 74.4 CA 2/1/2007 N 500000 1 3.25 2260.31 91205 12/15/2006 2 PA0607E_ARM 0 0 0 74.4 743 29.65 3YR 11/1/2013 6 5 1 6.125 1103629217 PUD 1 OO PURCHASE N 8.125 8.125 460000 459999.58 11/1/2006 10/1/2036 3114.58 360 80 CA 2/1/2007 N 580000 1 2.75 3114.58 91710 12/15/2006 2 PA0605EI_ARM-INTONLY 0 575000 115000 100 722 40.9 3YR 10/1/2011 6 3 1 8.125 1103629243 SFR 1 OO PURCHASE N 12.75 12.75 57000 56958.18 12/1/2006 11/1/2021 619.42 180 20 CA 2/1/2007 Y 285000 2 0 619.42 92320 11/14/2006 2 TB1630_BALLOON 0 285000 0 100 676 44.83 NO-PREPAY 0 0 0 0 1103629247 PUD 1 2ND PURCHASE N 9.975 9.975 253650 252846.82 10/1/2006 9/1/2036 2221.28 360 95 NV 2/1/2007 N 285000 1 5.975 2221.28 89148 12/7/2006 8 BA2402E_ARM 30 267000 0 95 630 0 2YR 9/1/2008 6 3 1 5.975 1103629251 PUD 1 OO REFI Y 7.925 7.925 256000 254411.8 10/1/2006 9/1/2036 1865.07 360 91.43 VA 2/1/2007 N 280000 1 4.175 1865.07 23831 11/30/2006 2 BA1402E_ARM 30 0 0 91.43 667 46.4 2YR 9/1/2008 6 3 1 4.175 1103629268 SFR 1 OO REFI N 6.25 6.25 112000 111786.91 1/1/2007 12/1/2036 689.6 360 70 AZ 2/1/2007 N 160000 1 3 689.6 85602 11/28/2006 17 PA1603E_ARM 0 0 0 70 646 38.26 3YR 12/1/2009 6 3 1 3 1103629317 SFR 1 OO PURCHASE N 7.5 7.5 388800 388800 1/1/2007 12/1/2036 2430 360 80 CA 2/1/2007 N 490000 1 3 2430 90660 11/30/2006 2 PA1605EI_ARM-INTONLY 0 486000 97200 100 658 44.62 1YR 12/1/2011 6 3 1 3 1103629321 2-4FAMILY 2 NOO PURCHASE N 7.375 7.375 611250 610316.92 1/1/2007 12/1/2036 4221.75 360 75 CA 2/1/2007 N 815000 1 0 4221.75 95460 12/21/2006 2 PF0630_FIXEDRATE 0 815000 81500 85 714 43.97 NO-PREPAY 0 0 0 0 1103629407 SFR 1 OO REFI Y 6.5 6.5 104000 102636.4 1/1/2007 12/1/2036 657.35 360 63.04 FL 2/1/2007 N 165000 1 0 657.35 34472 12/15/2006 17 PF1630_FIXEDRATE 0 0 60734 99.84 646 29.88 3YR 0 0 0 0 1103629430 SFR 1 OO PURCHASE N 6.75 6.75 592000 592000 1/1/2007 12/1/2036 3330 360 80 CA 2/1/2007 N 803000 1 3 3330 92708 11/28/2006 8 SA0605EI_ARM-INTONLY 0 740000 148000 100 688 0 2YR 12/1/2011 6 3 1 3 1103629473 SFR 1 OO REFI N 6.375 6.375 443000 443000 1/1/2007 12/1/2036 2353.44 360 79.11 CA 2/1/2007 N 560000 1 3 2353.44 94578 12/8/2006 2 PA2605EI_ARM-INTONLY 0 0 0 79.11 623 36.32 3YR 12/1/2011 6 3 1 3 1103629529 D-PUDS 1 OO REFI Y 6.625 6.625 542500 542500 1/1/2007 12/1/2036 2995.05 360 70 AZ 2/1/2007 N 775000 1 3 2995.05 85045 11/22/2006 2 PA2605EI_ARM-INTONLY 0 0 193750 95 623 42.81 NO-PREPAY 12/1/2011 6 3 1 3 1103629531 D-PUDS 1 OO REFI Y 13.075 13.075 193750 193750 1/1/2007 12/1/2021 2111.07 180 25 AZ 2/1/2007 Y 775000 2 0 2111.07 85045 11/22/2006 2 TB2630I_BALLOON-INTONLY 0 0 0 95 623 42.81 NO-PREPAY 0 0 0 0 1103629561 D-PUDS 1 OO PURCHASE N 6.625 6.625 480000 479592.78 1/1/2007 12/1/2036 2853.05 360 80 CA 2/1/2007 Y 620000 1 3 2853.05 92028 12/13/2006 2 PL1605E_ARM-BALLOON 0 600000 0 80 676 41.58 3YR 12/1/2011 6 3 1 3 1103629603 SFR 1 OO REFI Y 5.875 5.875 189000 188613.65 1/1/2007 12/1/2036 1118.01 360 60.97 MA 2/1/2007 N 310000 1 3 1118.01 20659 1/2/2007 1 PA2605E_ARM 0 0 0 60.97 624 42 3YR 12/1/2011 6 3 1 3 1103629625 D-PUDS 1 OO PURCHASE N 5.875 5.875 305100 305100 2/1/2007 1/1/2037 1493.72 360 79.98 CA 2/1/2007 N 384000 1 3 1493.72 92395 12/21/2006 2 PA2605EI_ARM-INTONLY 0 381485 76350 100 633 45.2 3YR 1/1/2012 6 3 1 3 1103629696 CONDO 1 NOO REFI N 7.375 7.375 125800 125800 1/1/2007 12/1/2036 773.15 360 79.63 UT 2/1/2007 N 158000 1 3 773.15 84084 11/30/2006 7 SA0605EI_ARM-INTONLY 0 0 0 79.63 691 0 NO-PREPAY 12/1/2011 6 3 1 3 1103629714 SFR 1 NOO PURCHASE N 6.375 6.375 559500 559444.54 1/1/2007 12/1/2036 2972.34 360 75 CA 2/1/2007 N 747000 1 3 2972.34 95632 11/30/2006 2 PA0605EI_ARM-INTONLY 0 746025 111900 90 705 49.88 2YR 12/1/2011 6 3 1 3 1103629768 CONDO 1 NOO PURCHASE N 12.78 12.78 50997 50972.37 1/1/2007 12/1/2021 555.37 180 25 FL 2/1/2007 Y 204000 2 0 555.37 33409 11/22/2006 2 TB0630_BALLOON 0 203990 0 95 752 45 NO-PREPAY 0 0 0 0 1103629843 SFR 1 2ND REFI N 6.375 6.375 250000 249911.18 12/1/2006 11/1/2036 1328.13 360 74.41 NV 2/1/2007 N 336000 1 3 1328.13 89147 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.41 720 38.21 2YR 11/1/2011 6 3 1 3 1103629852 SFR 1 NOO REFI Y 5.375 5.375 600000 600000 12/1/2006 11/1/2036 2687.5 360 28.24 CA 2/1/2007 N 2125000 1 3.5 2687.5 92067 12/5/2006 1 PA0605EI_ARM-INTONLY 0 0 0 28.24 758 8.84 3YR 11/1/2011 6 3 1 3.5 1103629866 SFR 1 2ND PURCHASE N 14.325 14.325 27150 27150 12/1/2006 11/1/2036 324.1 360 15 NM 2/1/2007 N 184500 2 0 324.1 87114 11/10/2006 2 TF2630I_FIX-INTONLY 0 181000 0 95 629 39.04 NO-PREPAY 0 0 0 0 1103629923 SFR 1 NOO REFI N 6.75 6.75 280000 280000 1/1/2007 12/1/2036 1575 360 61.95 CA 2/1/2007 N 452000 1 0 1575 90222 12/13/2006 2 PF0630I_FIX-INTONLY 0 0 0 61.95 700 45.98 2YR 0 0 0 0 1103629925 SFR 1 OO REFI Y 12.99 12.99 46800 46778.42 1/1/2007 12/1/2021 517.34 180 24.96 DE 2/1/2007 Y 187500 2 0 517.34 19904 12/7/2006 2 TB1630_BALLOON 0 0 0 99.9 654 44.14 NO-PREPAY 0 0 0 0 1103629946 SFR 1 OO PURCHASE N 11.875 11.875 55800 55767.02 1/1/2007 12/1/2021 568.6 180 9.99 CA 2/1/2007 Y 565000 2 0 568.6 92374 11/30/2006 2 TB1630_BALLOON 0 558664 0 89.99 678 45.1 6MO 0 0 0 0 1103629956 SFR 1 OO REFI Y 11.875 11.875 33800 33769.88 12/1/2006 11/1/2021 344.42 180 20 FL 2/1/2007 Y 169000 2 0 344.42 34668 11/16/2006 2 TB1630_BALLOON 0 0 0 95 678 49.49 2YR 0 0 0 0 1103630032 2-4FAMILY 4 NOO REFI N 7.5 7.5 532000 531439.85 12/1/2006 11/1/2036 3325 360 70 CA 2/1/2007 N 760000 1 3 3325 90262 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 53000 76.98 734 34.46 2YR 11/1/2011 6 3 1 3 1103630058 SFR 1 NOO PURCHASE N 7.875 7.875 164000 163773.54 1/1/2007 12/1/2036 1189.11 360 80 CA 2/1/2007 N 205000 1 3 1189.11 95966 11/21/2006 2 PA1605E_ARM 0 205000 30750 95 675 40.02 3YR 12/1/2011 6 3 1 3 1103630059 SFR 1 NOO PURCHASE N 12.25 12.25 30750 30733.27 1/1/2007 12/1/2021 322.23 180 15 CA 2/1/2007 Y 205000 2 0 322.23 95966 11/21/2006 2 TB1630_BALLOON 0 205000 0 95 675 40.02 3YR 0 0 0 0 1103630062 CONDO 1 NOO PURCHASE N 7.875 7.875 252000 252000 1/1/2007 12/1/2036 1653.75 360 80 CA 2/1/2007 N 315000 1 3 1653.75 95835 12/5/2006 2 PA0605EI_ARM-INTONLY 0 315000 47250 95 687 25.27 3YR 12/1/2011 6 3 1 3 1103630063 SFR 1 NOO PURCHASE N 12.375 12.375 47250 47225.01 1/1/2007 12/1/2021 499.7 180 15 CA 2/1/2007 Y 315000 2 0 499.7 95835 12/7/2006 2 TB0630_BALLOON 0 315000 0 95 687 25.27 3YR 0 0 0 0 1103630085 D-PUDS 1 2ND REFI Y 6.625 6.625 234500 234500 1/1/2007 12/1/2036 1294.64 360 70 NV 2/1/2007 N 335000 1 3 1294.64 89139 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 50250 85 699 30.48 3YR 12/1/2011 6 3 1 6.625 1103630155 SFR 1 NOO REFI Y 12.625 12.625 109500 109445.21 1/1/2007 12/1/2021 1179.28 180 15 CA 2/1/2007 Y 730000 2 0 1179.28 92504 11/30/2006 2 TB0630_BALLOON 0 0 0 90 700 38.29 NO-PREPAY 0 0 0 0 1103630161 2-4FAMILY 2 NOO REFI Y 7.75 7.75 665000 665000 1/1/2007 12/1/2036 4294.79 360 68.21 CA 2/1/2007 N 975000 1 3.5 4294.79 92629 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.21 706 43.98 1YR 12/1/2011 6 3 1 3.5 1103630260 D-PUDS 1 NOO PURCHASE N 13.125 13.125 121500 121445.68 1/1/2007 12/1/2036 1355.92 360 90 TX 2/1/2007 N 135000 1 0 1355.92 76140 12/27/2006 2 PF2430_FIXEDRATE 25 135000 0 90 633 34.48 NO-PREPAY 0 0 0 0 1103630318 2-4FAMILY 2 OO PURCHASE N 6.5 6.5 239200 239200 2/1/2007 1/1/2037 1295.67 360 80 CA 2/1/2007 N 375000 1 5.5 1295.67 92405 12/29/2006 2 PA0605EI_ARM-INTONLY 0 299000 59800 100 769 35.63 NO-PREPAY 1/1/2012 6 3 1 5.5 1103630324 SFR 1 OO REFI Y 11.875 11.875 60000 59946.53 12/1/2006 11/1/2021 611.4 180 10 CA 2/1/2007 Y 600000 2 0 611.4 94565 11/10/2006 2 TB1630_BALLOON 0 0 0 90 671 40.57 1YR 0 0 0 0 1103630326 SFR 1 NOO PURCHASE N 6.25 6.25 493500 493500 1/1/2007 12/1/2036 2570.31 360 70 CA 2/1/2007 N 705000 1 3 2570.31 90056 11/30/2006 2 PA0605EI_ARM-INTONLY 0 705000 176250 95 682 43.95 3YR 12/1/2011 6 3 1 3 1103630331 SFR 1 NOO PURCHASE N 11.625 11.625 176250 176139.87 1/1/2007 12/1/2021 1762.22 180 25 CA 2/1/2007 Y 705000 2 0 1762.22 90056 11/30/2006 2 TB0630_BALLOON 0 705000 0 95 682 43.95 3YR 0 0 0 0 1103630375 CONDO 1 OO PURCHASE N 7 7 663200 663200 1/1/2007 12/1/2036 3868.67 360 80 CA 2/1/2007 N 829000 1 3 3868.67 91381 11/27/2006 2 PA0605EI_ARM-INTONLY 0 829000 165800 100 697 40.58 3YR 12/1/2011 6 3 1 3 1103630429 D-PUDS 1 NOO REFI Y 7.625 7.625 258750 258750 1/1/2007 12/1/2036 1644.14 360 75 FL 2/1/2007 N 345000 1 3 1644.14 34746 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 34500 85 640 38.27 3YR 12/1/2011 6 3 1 3 1103630433 D-PUDS 1 NOO REFI Y 13.25 13.25 34500 34485.02 1/1/2007 12/1/2021 388.39 180 10 FL 2/1/2007 Y 345000 2 0 388.39 34746 12/1/2006 2 TB1630_BALLOON 0 0 0 85 640 38.27 3YR 0 0 0 0 1103630475 SFR 1 NOO REFI Y 12.85 12.85 66750 66718.25 1/1/2007 12/1/2036 730.57 360 15 CA 2/1/2007 N 445000 2 0 730.57 95112 11/28/2006 2 TF0630_FIXEDRATE 0 0 0 95 708 40.62 NO-PREPAY 0 0 0 0 1103630571 SFR 1 NOO REFI Y 11.85 11.85 25200 25177.4 12/1/2006 11/1/2021 256.31 180 10 NV 2/1/2007 Y 252000 2 0 256.31 89110 11/28/2006 2 TB0630_BALLOON 0 0 0 80 747 39.81 2YR 0 0 0 0 1103630597 SFR 1 NOO PURCHASE N 12.375 12.375 52500 52458.13 12/1/2006 11/1/2021 555.22 180 15 CA 2/1/2007 Y 377000 2 0 555.22 95363 11/9/2006 1 TB0630_BALLOON 0 350000 0 95 691 39.81 NO-PREPAY 0 0 0 0 1103630680 2-4FAMILY 2 OO REFI N 6.375 6.375 230000 229357.53 12/1/2006 11/1/2036 1434.9 360 69.7 NJ 2/1/2007 N 330000 1 0 1434.9 07060 12/6/2006 17 PF0630_FIXEDRATE 0 0 0 69.7 688 35.0562 NO-PREPAY 0 0 0 0 1103630686 SFR 1 OO REFI N 6.75 6.75 465000 463792.17 12/1/2006 11/1/2036 3015.98 360 58.13 NY 2/1/2007 N 800000 1 0 3015.98 11021 12/6/2006 17 PF1630_FIXEDRATE 0 0 0 58.13 656 35.4919 1YR 0 0 0 0 1103630694 SFR 1 OO PURCHASE N 7.125 7.125 168000 167320.22 10/1/2006 9/1/2036 1131.85 360 80 NH 2/1/2007 N 225000 1 0 1131.85 03079 12/6/2006 2 PF0630_FIXEDRATE 0 210000 21000 90 720 40.2161 NO-PREPAY 0 0 0 0 1103630703 2-4FAMILY 3 NOO PURCHASE N 9.375 9.375 488000 488000 9/1/2006 8/1/2036 3812.5 360 80 NY 2/1/2007 N 610000 1 0 3812.5 11207 12/6/2006 12 XF1630I_FIX-INTONLY 0 610000 0 80 654 0 1YR 0 0 0 0 1103630706 SFR 1 OO REFI N 7.25 7.25 163000 162356.47 10/1/2006 9/1/2036 1111.95 360 53.8 FL 2/1/2007 N 303000 1 0 1111.95 33177 12/6/2006 12 XF2630_FIXEDRATE 0 0 0 53.8 647 0 3YR 0 0 0 0 1103630718 2-4FAMILY 2 OO REFI N 7.75 7.75 315000 314328.7 12/1/2006 11/1/2036 2256.7 360 75 MA 2/1/2007 N 420000 1 0 2256.7 01752 12/6/2006 8 SF0630_FIXEDRATE 0 0 0 75 681 0 NO-PREPAY 0 0 0 0 1103630733 SFR 1 OO REFI N 6.5 6.5 100000 99727.32 12/1/2006 11/1/2036 632.07 360 60.98 FL 2/1/2007 N 164000 1 0 632.07 32808 12/6/2006 12 XF1630_FIXEDRATE 0 0 0 60.98 651 0 1YR 0 0 0 0 1103630745 CONDO 1 OO PURCHASE N 7.5 7.5 168000 168000 12/1/2006 11/1/2036 1050 360 80 MA 2/1/2007 N 210000 1 0 1050 01826 12/6/2006 8 SF0630I_FIX-INTONLY 0 210000 42000 100 719 0 NO-PREPAY 0 0 0 0 1103630778 SFR 1 OO REFI Y 7.15 7.15 355000 355000 1/1/2007 12/1/2036 2115.21 360 73.2 CA 2/1/2007 N 485000 1 3 2115.21 90650 12/14/2006 8 SA1605EI_ARM-INTONLY 0 0 0 73.2 644 0 3YR 12/1/2011 6 3 1 3 1103630819 SFR 1 NOO PURCHASE N 7.125 7.125 180000 179711.27 1/1/2007 12/1/2036 1212.69 360 80 MD 2/1/2007 N 245000 1 3 1212.69 20748 12/1/2006 8 SA0605E_ARM 0 225000 0 80 724 0 3YR 12/1/2011 6 3 1 3 1103630825 PUD 1 NOO PURCHASE N 11.725 11.725 57500 57447.02 12/1/2006 11/1/2021 579.31 180 25 MD 2/1/2007 Y 234000 2 0 579.31 20602 11/28/2006 2 TB0630_BALLOON 0 230000 0 95 743 43.59 NO-PREPAY 0 0 0 0 1103630837 PUD 1 NOO REFI Y 7.625 7.625 258300 258300 1/1/2007 12/1/2036 1641.28 360 70 VA 2/1/2007 N 369000 1 3 1641.28 20176 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 92250 95 747 47.38 2YR 12/1/2011 6 3 1 7.625 1103630838 PUD 1 NOO REFI Y 12.225 12.225 92250 92199.52 1/1/2007 12/1/2021 964.91 180 25 VA 2/1/2007 Y 369000 2 0 964.91 20176 12/21/2006 2 TB0630_BALLOON 0 0 0 95 747 47.38 2YR 0 0 0 0 1103630847 CONDO 1 OO REFI N 7.99 7.99 152000 151952.77 1/1/2007 12/1/2036 1012.07 360 80 MD 2/1/2007 N 190000 1 3 1012.07 21060 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 38000 100 678 43 1YR 12/1/2011 5 3 1 3 1103630896 D-PUDS 1 OO REFI N 12.75 12.75 28500 28479.09 12/1/2006 11/1/2021 309.71 180 10 FL 2/1/2007 Y 285000 2 0 309.71 34746 11/10/2006 2 TB1630_BALLOON 0 0 0 90 641 44.45 1YR 0 0 0 0 1103630929 SFR 1 OO PURCHASE N 6.875 6.875 236000 236000 1/1/2007 12/1/2036 1352.08 360 80 CA 2/1/2007 N 315000 1 3 1352.08 92223 11/28/2006 2 PA1605EI_ARM-INTONLY 0 295000 59000 100 653 46.62 3YR 12/1/2011 6 3 1 3 1103630936 SFR 1 NOO REFI Y 6.25 6.25 235000 234552.88 1/1/2007 12/1/2036 1446.94 360 78.34 CA 2/1/2007 N 300000 1 0 1446.94 93312 12/19/2006 1 PF0630_FIXEDRATE 0 0 0 78.34 730 45.07 3YR 0 0 0 0 1103630970 SFR 1 NOO REFI Y 7.625 7.625 105000 104847.51 12/17/2006 11/17/2036 743.19 360 75 NC 1/17/2007 N 140000 1 0 743.19 27545 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 715 19.28 NO-PREPAY 0 0 0 0 1103631031 SFR 1 OO REFI Y 5.875 5.875 180000 179812.54 1/1/2007 12/1/2036 974.75 360 46.76 CA 2/1/2007 Y 385000 1 2.5 974.75 92114 12/6/2006 1 PL1603E_ARM-BALLOON 0 0 0 46.76 671 44.05 1YR 12/1/2009 6 3 1 2.875 1103631039 SFR 1 NOO REFI N 8 8 163000 163000 1/1/2007 12/1/2036 1086.67 360 79.52 AZ 2/1/2007 N 205000 1 3 1086.67 85019 11/28/2006 2 PA2605EI_ARM-INTONLY 0 0 0 79.52 624 33.13 1YR 12/1/2011 6 3 1 3 1103631071 SFR 1 OO PURCHASE N 5.75 5.75 620000 618048.72 12/1/2006 11/1/2036 3618.15 360 79.75 CA 2/1/2007 N 780000 1 0 3618.15 94553 12/20/2006 1 PF0630_FIXEDRATE 0 777500 0 79.75 786 48.77 3YR 0 0 0 0 1103631139 CONDO 1 OO REFI Y 6.5 6.5 295000 294888.88 12/1/2006 11/1/2036 1597.92 360 79.73 CA 2/1/2007 N 370000 1 2.25 1597.92 91316 11/27/2006 2 PA0607EI_ARM-INTONLY 0 0 0 79.73 773 33.59 NO-PREPAY 11/1/2013 6 6 2 2.25 1103631162 CONDO 1 NOO PURCHASE N 13.625 13.625 105591 104978.9 12/1/2006 11/1/2021 1379.7 180 20.47 NY 2/1/2007 N 530000 2 0 1379.7 11561 11/10/2006 2 TF1615_FIXEDRATE 0 515957 0 95.47 661 27.91 NO-PREPAY 0 0 0 0 1103631166 SFR 1 NOO PURCHASE N 14.5 14.5 50900 50874.92 12/1/2006 11/1/2021 623.3 180 20 NJ 2/1/2007 Y 360000 2 0 623.3 08882 11/29/2006 17 UB0330_BALLOON 0 254500 0 100 731 34.72 NO-PREPAY 0 0 0 0 1103631175 HI-RISE 1 2ND PURCHASE N 6.75 6.75 334400 334400 2/1/2007 1/1/2037 1881 360 79.98 FL 2/1/2007 N 418110 1 3 1881 32507 12/22/2006 17 PA0605EI_ARM-INTONLY 0 418110 0 79.98 791 49.93 1YR 1/1/2012 6 3 1 3 1103631208 SFR 1 OO PURCHASE N 6.125 6.125 464800 464800 1/1/2007 12/1/2036 2372.42 360 80 WA 2/1/2007 N 585000 1 3 2372.42 98052 12/21/2006 1 PA0605EI_ARM-INTONLY 0 581000 116200 100 687 36.17 NO-PREPAY 12/1/2011 6 3 1 3 1103631217 2-4FAMILY 2 NOO REFI Y 6.375 6.375 375000 375000 1/1/2007 12/1/2036 1992.19 360 68.19 CA 2/1/2007 N 550000 1 3 1992.19 94601 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.19 707 29 2YR 12/1/2011 6 3 1 3 1103631230 SFR 1 OO REFI Y 6 6 440000 439967.26 1/1/2007 12/1/2036 2200 360 79.28 CA 2/1/2007 N 555000 1 5.375 2200 90638 11/30/2006 8 SA1605EI_ARM-INTONLY 0 0 0 79.28 721 0 3YR 12/1/2011 6 3 1 5.375 1103631253 2-4FAMILY 3 NOO REFI N 7.875 7.875 650000 650000 12/1/2006 11/1/2036 4265.63 360 66.33 CA 2/1/2007 N 980000 1 2.75 4265.63 92626 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 134000 80 704 41.63 NO-PREPAY 11/1/2011 6 3 1 2.75 1103631255 SFR 1 OO REFI N 7 7 548000 548000 12/1/2006 11/1/2036 3196.67 360 80 CA 2/1/2007 N 685000 1 2.25 3196.67 94109 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 99942 94.59 651 36.97 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631267 CONDO 1 OO PURCHASE N 6.125 6.125 304800 304800 12/1/2006 11/1/2036 1555.75 360 80 CA 2/1/2007 N 385000 1 2.25 1555.75 94901 11/20/2006 2 PA0605EI_ARM-INTONLY 0 381000 76200 100 687 44.14 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631271 SFR 1 OO PURCHASE N 6.5 6.5 310400 310400 12/1/2006 11/1/2036 1681.33 360 80 CA 2/1/2007 N 400000 1 2.25 1681.33 95462 11/20/2006 2 PA0605EI_ARM-INTONLY 0 388000 77600 100 686 40.45 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631273 2-4FAMILY 3 NOO REFI N 6.625 6.625 1000000 1000000 12/1/2006 11/1/2036 5520.83 360 51.29 CA 2/1/2007 N 1950000 1 2.25 5520.83 94115 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 0 51.29 746 26.11 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631274 SFR 1 OO REFI Y 6.375 6.375 608000 608000 12/1/2006 11/1/2036 3230 360 77.95 CA 2/1/2007 N 780000 1 2.25 3230 94901 11/20/2006 2 PA1605EI_ARM-INTONLY 0 0 114000 92.57 670 24.54 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631278 SFR 1 OO REFI Y 6.75 6.75 618750 618750 12/1/2006 11/1/2036 3480.47 360 75 CA 2/1/2007 N 825000 1 2.25 3480.47 94066 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 722 36.76 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631286 SFR 1 OO PURCHASE N 6.125 6.125 387800 387799.4 12/1/2006 11/1/2036 1979.4 360 80 CA 2/1/2007 N 510000 1 2.25 1979.4 94533 11/20/2006 2 PA0605EI_ARM-INTONLY 0 484750 96950 100 695 43.85 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631291 SFR 1 OO REFI Y 6.125 6.125 345000 345000 12/1/2006 11/1/2036 1760.94 360 52.28 CA 2/1/2007 N 660000 1 2.25 1760.94 95122 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 0 52.28 653 44.49 NO-PREPAY 11/1/2011 6 6 2 2.25 1103631292 CONDO 1 OO PURCHASE N 6.75 6.75 60900 60900 12/1/2006 11/1/2036 342.56 360 43.52 CA 2/1/2007 N 145000 1 2.75 342.56 95825 12/6/2006 1 XA0605DI_ARM-INTONLY 0 139950 0 43.52 710 35.51 NO-PREPAY 11/1/2011 5 5 2 2.75 1103631297 2-4FAMILY 3 NOO REFI Y 13.4 13.4 134000 133915.09 12/1/2006 11/1/2021 1524.32 180 13.68 CA 2/1/2007 Y 980000 2 0 1524.32 92626 11/30/2006 2 TB0630_BALLOON 0 0 0 80 704 41.63 NO-PREPAY 0 0 0 0 1103631306 SFR 1 OO REFI Y 6.75 6.75 524000 524000 1/1/2007 12/1/2036 2947.5 360 80 HI 2/1/2007 N 655000 1 3 2947.5 96740 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 95250 94.55 727 41.02 NO-PREPAY 12/1/2011 6 3 1 3 1103631310 SFR 1 NOO PURCHASE N 12.375 12.375 111900 111807.46 1/1/2007 12/1/2021 1183.42 180 15 CA 2/1/2007 Y 747000 2 0 1183.42 95632 11/30/2006 2 TB0630_BALLOON 0 746025 0 90 705 49.88 NO-PREPAY 0 0 0 0 1103631311 CONDO 1 2ND PURCHASE N 7.875 7.875 113992 113992 12/1/2006 11/1/2036 748.07 360 75 FL 2/1/2007 N 185000 1 3 748.07 33035 11/28/2006 1 PA1605EI_ARM-INTONLY 0 151990 30398 95 660 38.11 3YR 11/1/2011 6 3 1 7.875 1103631312 CONDO 1 2ND PURCHASE N 12.825 12.825 30398 30376.07 12/1/2006 11/1/2021 332.11 180 20 FL 2/1/2007 Y 185000 2 0 332.11 33035 11/28/2006 1 TB1630_BALLOON 0 151990 0 95 660 38.11 3YR 0 0 0 0 1103631315 SFR 1 NOO PURCHASE N 6.999 6.999 127500 127500 1/1/2007 12/1/2036 743.64 360 75 AZ 2/1/2007 N 173000 1 3 743.64 85201 12/18/2006 2 PA0605EI_ARM-INTONLY 0 170000 25500 90 688 46.42 3YR 12/1/2011 6 3 1 3 1103631321 SFR 1 NOO PURCHASE N 12.75 12.75 25500 21270.87 1/1/2007 12/1/2021 277.11 180 15 AZ 2/1/2007 Y 173000 2 0 277.11 85201 12/20/2006 2 TB0630_BALLOON 0 170000 0 90 688 46.42 NO-PREPAY 0 0 0 0 1103631360 SFR 1 OO PURCHASE N 12.5 12.5 68000 67965 1/1/2007 12/1/2036 725.74 360 20 NJ 2/1/2007 N 360000 2 0 725.74 07083 12/1/2006 2 TF1630_FIXEDRATE 0 340000 0 100 664 48.93 NO-PREPAY 0 0 0 0 1103631384 2-4FAMILY 2 NOO PURCHASE N 6.5 6.5 340000 340000 1/1/2007 12/1/2036 1841.67 360 41.47 CA 2/1/2007 N 820000 1 3 1841.67 94063 12/14/2006 2 PA0605EI_ARM-INTONLY 0 820000 0 41.47 725 54.86 1YR 12/1/2011 6 3 1 6.5 1103631393 SFR 1 OO PURCHASE N 5.5 5.5 479200 479196.33 1/1/2007 12/1/2036 2196.33 360 80 CA 2/1/2007 N 605000 1 3 2196.33 92840 12/11/2006 2 PA0605EI_ARM-INTONLY 0 599000 119800 100 694 40 2YR 12/1/2011 6 3 1 3 1103631427 PUD 1 NOO REFI N 7.875 7.875 624000 624000 12/1/2006 11/1/2036 4095 360 80 ME 2/1/2007 N 780000 1 3.25 4095 04062 11/21/2006 8 XA0605DI_ARM-INTONLY 0 0 39000 85 683 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103631429 SFR 1 OO REFI N 6.625 6.625 339600 339550 12/1/2006 11/1/2036 1874.88 360 80 MA 2/1/2007 N 424500 1 3.25 1874.88 02668 11/21/2006 8 XA0605DI_ARM-INTONLY 0 0 63590 94.98 683 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103631435 2-4FAMILY 4 OO PURCHASE N 6.875 6.875 880000 880000 12/1/2006 11/1/2036 5041.67 360 80 CA 2/1/2007 N 1100000 1 3.25 5041.67 95129 11/21/2006 2 XA0605DI_ARM-INTONLY 0 1100000 110000 90 731 48.56 NO-PREPAY 11/1/2011 5 5 2 3.25 1103631458 2-4FAMILY 2 OO PURCHASE N 7.75 7.75 560000 560000 12/1/2006 11/1/2036 3616.67 360 80 CT 2/1/2007 N 700000 1 3.25 3616.67 06905 11/21/2006 8 XA1605DI_ARM-INTONLY 0 700000 140000 100 657 0 1YR 11/1/2011 5 5 2 3.25 1103631475 CONDO 1 NOO REFI Y 8.25 8.25 243000 242999.81 1/1/2007 12/1/2036 1670.63 360 74.77 CA 2/1/2007 N 325000 1 3.25 1670.63 91762 12/15/2006 17 PA1605EI_ARM-INTONLY 0 0 0 74.77 653 44.99 1YR 12/1/2011 6 3 1 3.25 1103631525 SFR 1 NOO PURCHASE N 7.375 7.375 417000 417000 1/1/2007 12/1/2036 2562.81 360 79.43 CA 2/1/2007 N 525000 1 3 2562.81 94590 12/15/2006 2 PA0605EI_ARM-INTONLY 0 525000 55500 90 764 34.54 3YR 12/1/2011 6 3 1 3 1103631526 SFR 1 NOO PURCHASE N 11.375 11.375 55500 55463.35 1/1/2007 12/1/2021 544.33 180 10.58 CA 2/1/2007 Y 525000 2 0 544.33 94590 12/15/2006 2 TB0630_BALLOON 0 525000 0 90 764 34.54 3YR 0 0 0 0 1103631528 SFR 1 NOO PURCHASE N 7.25 7.25 143800 143800 1/1/2007 12/1/2036 868.79 360 70 TX 2/1/2007 N 207500 1 3 868.79 76087 12/13/2006 2 PA0603EI_ARM-INTONLY 0 205455 51350 94.99 733 38.78 NO-PREPAY 12/1/2009 6 3 1 3 1103631529 SFR 1 NOO PURCHASE N 12.5 12.5 51350 51307.4 1/1/2007 12/1/2021 548.04 180 25 TX 2/1/2007 Y 207500 2 0 548.04 76087 12/13/2006 2 TB0630_BALLOON 0 205455 0 94.99 733 38.58 NO-PREPAY 0 0 0 0 1103631531 SFR 1 NOO REFI Y 12.125 12.125 65000 64963.5 1/1/2007 12/1/2021 674.86 180 20 CA 2/1/2007 Y 325000 2 0 674.86 95824 11/22/2006 2 TB0630_BALLOON 0 0 0 95 723 49.7 1YR 0 0 0 0 1103631556 PUD 1 2ND REFI N 6.125 6.125 138000 138000 1/1/2007 12/1/2036 704.38 360 69.35 FL 2/1/2007 N 199000 1 3 704.38 34446 12/11/2006 1 PA0605EI_ARM-INTONLY 0 0 0 69.35 746 39.32 2YR 12/1/2011 6 3 1 3 1103631591 SFR 1 OO PURCHASE N 7.875 7.875 412000 411864.61 1/1/2007 12/1/2036 2703.75 360 80 CA 2/1/2007 N 515000 1 3 2703.75 90247 11/30/2006 2 PA2605EI_ARM-INTONLY 0 515000 103000 100 623 44.18 3YR 12/1/2011 6 3 1 3 1103631884 SFR 1 NOO PURCHASE N 8.125 8.125 111125 110979.13 12/16/2006 11/16/2036 825.1 360 70 FL 1/16/2007 N 180000 1 3 825.1 34473 12/7/2006 2 PA1602E_ARM 0 158750 39687 95 673 34.61 1YR 11/16/2008 6 3 1 8.125 1103631885 SFR 1 NOO PURCHASE N 13.025 13.025 39687 39668.84 12/16/2006 11/16/2021 439.8 180 25 FL 1/16/2007 Y 180000 2 0 439.8 34473 12/7/2006 2 TB1630_BALLOON 0 158750 0 95 673 34.61 1YR 0 0 0 0 1103631899 CONDO 1 NOO PURCHASE N 7.75 7.75 172000 172000 1/1/2007 12/1/2036 1110.83 360 80 FL 2/1/2007 N 300000 1 3 1110.83 34109 11/28/2006 2 PA0605EI_ARM-INTONLY 0 215000 32250 95 739 47.1 3YR 12/1/2011 6 3 1 7.75 1103631900 CONDO 1 NOO PURCHASE N 11.6 11.6 32250 32229.72 1/1/2007 12/1/2021 321.84 180 15 FL 2/1/2007 Y 300000 2 0 321.84 34109 11/28/2006 2 TB0630_BALLOON 0 215000 0 95 739 47.1 3YR 0 0 0 0 1103631921 SFR 1 NOO PURCHASE N 14 14 126000 125953.85 1/1/2007 12/1/2036 1492.94 360 15 CA 2/1/2007 N 840000 2 0 1492.94 94116 12/5/2006 2 TF0630_FIXEDRATE 0 840000 0 95 704 38.21 NO-PREPAY 0 0 0 0 1103631940 SFR 1 OO PURCHASE N 7.75 7.75 599200 599200 1/1/2007 12/1/2036 3869.83 360 80 UT 2/1/2007 N 795000 1 3 3869.83 84054 12/8/2006 2 PA1605EI_ARM-INTONLY 0 749000 149800 100 649 42.02 NO-PREPAY 12/1/2011 6 3 1 3 1103631952 SFR 1 OO PURCHASE N 13.25 13.25 149800 149401.26 1/1/2007 12/1/2021 1686.41 180 20 UT 2/1/2007 Y 795000 2 0 1686.41 84054 12/8/2006 2 TB1630_BALLOON 0 749000 0 100 649 42.02 NO-PREPAY 0 0 0 0 1103631967 SFR 1 OO REFI Y 6.75 6.75 285000 284507.85 1/1/2007 12/1/2036 1848.51 360 52.98 CA 2/1/2007 N 538000 1 0 1848.51 92102 12/14/2006 2 PF1630_FIXEDRATE 0 0 0 52.98 675 38.09 1YR 0 0 0 0 1103631997 2-4FAMILY 2 NOO PURCHASE N 12.475 12.475 33000 32982.91 1/1/2007 12/1/2021 351.56 180 15 FL 2/1/2007 Y 220000 2 0 351.56 33034 11/20/2006 2 TB0630_BALLOON 0 220000 0 95 767 35.65 2YR 0 0 0 0 1103632006 SFR 1 NOO REFI Y 9 9 104000 103885.95 1/1/2007 12/1/2036 836.81 360 80 FL 2/1/2007 N 130000 1 0 836.81 33916 12/22/2006 2 PF3630_FIXEDRATE 0 0 0 80 619 47.83 NO-PREPAY 0 0 0 0 1103632012 CONDO 1 OO REFI Y 6.375 6.375 500000 500000 1/1/2007 12/1/2036 2656.25 360 50 CA 2/1/2007 N 1000000 1 3 2656.25 90292 12/26/2006 15 SA0605EI_ARM-INTONLY 0 0 0 50 680 0 2YR 12/1/2011 6 3 1 3 1103632049 CONDO 1 OO REFI N 6.25 6.25 460000 460000 1/1/2007 12/1/2036 2395.83 360 80 CA 2/1/2007 N 575000 1 3 2395.83 92869 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 743 43.05 3YR 12/1/2011 6 3 1 3 1103632053 CONDO 1 NOO REFI N 5.875 5.875 173000 172908.58 12/1/2006 11/1/2036 846.98 360 72.09 FL 2/1/2007 N 240000 1 3 846.98 33063 12/11/2006 1 PA0605EI_ARM-INTONLY 0 0 0 72.09 710 21.98 3YR 11/1/2011 6 3 1 3 1103632066 SFR 1 NOO PURCHASE N 7.875 7.875 304800 304800 1/1/2007 12/1/2036 2000.25 360 80 CA 2/1/2007 N 465000 1 3 2000.25 90043 12/13/2006 2 PA0605EI_ARM-INTONLY 0 381000 57150 95 774 49.94 NO-PREPAY 12/1/2011 6 3 1 3 1103632067 SFR 1 NOO PURCHASE N 12.6 12.6 57150 57121.24 1/1/2007 12/1/2021 614.38 180 15 CA 2/1/2007 Y 465000 2 0 614.38 90043 12/13/2006 2 TB0630_BALLOON 0 381000 0 95 774 49.94 NO-PREPAY 0 0 0 0 1103632070 2-4FAMILY 2 NOO PURCHASE N 7.5 7.5 133000 133000 1/1/2007 12/1/2036 831.25 360 70 FL 2/1/2007 N 195000 1 3 831.25 33542 12/7/2006 2 PA1605EI_ARM-INTONLY 0 190000 47500 95 679 31.25 3YR 12/1/2011 6 3 1 7.5 1103632071 2-4FAMILY 2 NOO PURCHASE N 13.125 13.125 47500 47478.77 1/1/2007 12/1/2021 530.09 180 25 FL 2/1/2007 Y 195000 2 0 530.09 33542 12/14/2006 2 TB1630_BALLOON 0 190000 0 95 679 31.25 3YR 0 0 0 0 1103632083 SFR 1 OO REFI Y 7 7 516000 516000 1/1/2007 12/1/2036 3010 360 80 CA 2/1/2007 N 645000 1 3 3010 90242 11/29/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 626 44.43 1YR 12/1/2011 6 3 1 3 1103632091 SFR 1 OO REFI Y 6.375 6.375 290000 290000 1/1/2007 12/1/2036 1540.63 360 67.45 CA 2/1/2007 N 430000 1 3 1540.63 92595 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 0 67.45 654 0 2YR 12/1/2011 6 3 1 3 1103632110 SFR 1 NOO PURCHASE N 7.375 7.375 151000 151000 1/1/2007 12/1/2036 928.02 360 79.48 CA 2/1/2007 N 194000 1 3 928.02 95966 12/19/2006 2 PA0605EI_ARM-INTONLY 0 190000 20000 90 765 31.75 3YR 12/1/2011 6 3 1 3 1103632112 SFR 1 NOO PURCHASE N 11.875 11.875 20000 19988.18 1/1/2007 12/1/2021 203.8 180 10.53 CA 2/1/2007 Y 194000 2 0 203.8 95966 12/19/2006 2 TB0630_BALLOON 0 190000 0 90 765 31.75 3YR 0 0 0 0 1103632183 D-PUDS 1 OO REFI N 10.875 10.875 51500 51442.45 12/1/2006 11/1/2021 485.59 180 10 VA 2/1/2007 Y 515000 2 0 485.59 20141 11/9/2006 2 TB1630_BALLOON 0 0 0 90 667 38.3 2YR 0 0 0 0 1103632199 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 480000 480000 1/1/2007 12/1/2036 3100 360 80 CA 2/1/2007 N 600000 1 3.5 3100 92551 12/11/2006 2 PA0605EI_ARM-INTONLY 0 600000 120000 100 780 46.42 3YR 12/1/2011 6 3 1 3.5 1103632210 2-4FAMILY 3 OO PURCHASE N 6.875 6.875 850000 850000 10/1/2006 9/1/2036 4869.79 360 78.71 NY 2/1/2007 N 1080000 1 2.25 4869.79 11378 12/19/2006 17 PA0605EI_ARM-INTONLY 0 1080000 230000 100 799 45.51 NO-PREPAY 9/1/2011 6 5 1 2.25 1103632219 SFR 1 NOO PURCHASE N 11.925 11.925 26250 26234.64 1/1/2007 12/1/2021 268.5 180 15 CA 2/1/2007 Y 175000 2 0 268.5 93230 11/17/2006 2 TB0630_BALLOON 0 175000 0 95 689 44.42 3YR 0 0 0 0 1103632263 SFR 1 OO PURCHASE N 12.625 12.625 64980 64737.53 1/1/2007 12/1/2021 699.81 180 20 CA 2/1/2007 Y 337000 2 0 699.81 92571 11/20/2006 2 TB1630_BALLOON 0 324900 0 100 652 44.3 2YR 0 0 0 0 1103632271 SFR 1 OO REFI Y 6 6 220000 219780.29 2/1/2007 1/1/2037 1319.01 360 32.36 CA 2/1/2007 N 680000 1 3 1319.01 90807 12/19/2006 2 PA0605E_ARM 0 0 100000 47.06 723 9.66 2YR 1/1/2012 6 3 1 3 1103632312 D-PUDS 1 OO REFI N 6.875 6.875 744000 744000 1/1/2007 12/1/2036 4262.5 360 80 CA 2/1/2007 N 930000 1 5 4262.5 92688 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 186000 100 721 39.4 NO-PREPAY 12/1/2011 6 3 1 5 1103632319 SFR 1 NOO REFI Y 8.125 8.125 103600 103600 1/1/2007 12/1/2036 701.46 360 70 IL 2/1/2007 N 148000 1 3 701.46 61107 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 37000 95 652 32 NO-PREPAY 12/1/2011 6 3 1 8.125 1103632354 SFR 1 OO REFI Y 5.5 5.5 494000 492916.1 1/1/2007 12/1/2036 2804.88 360 78.42 CA 2/1/2007 N 630000 1 0 2804.88 93036 12/8/2006 1 PF0630_FIXEDRATE 0 0 0 78.42 743 35 NO-PREPAY 0 0 0 0 1103632386 CONDO 1 OO PURCHASE N 6.75 6.75 423000 422958.64 1/1/2007 12/1/2036 2379.38 360 90 CA 2/1/2007 N 470000 1 3.75 2379.38 90504 12/6/2006 15 EA0605EI_ARM-INTONLY 25 470000 0 90 722 0 3YR 12/1/2011 6 3 1 3.75 1103632436 SFR 1 OO PURCHASE N 12.375 12.375 97200 97148.57 1/1/2007 12/1/2021 1027.96 180 20 CA 2/1/2007 Y 490000 2 0 1027.96 90660 11/30/2006 2 TB1630_BALLOON 0 486000 0 100 658 44.62 1YR 0 0 0 0 1103632448 SFR 1 OO REFI Y 7 7 132000 131782.97 1/1/2007 12/1/2036 878.2 360 80 WA 2/1/2007 N 165000 1 0 878.2 99208 12/13/2006 2 PF1630_FIXEDRATE 0 0 24750 95 658 38.86 3YR 0 0 0 0 1103632491 D-PUDS 1 NOO REFI Y 7.75 7.75 297500 297500 1/1/2007 12/1/2036 1921.35 360 70 CA 2/1/2007 N 425000 1 3 1921.35 92342 12/7/2006 2 PA1605EI_ARM-INTONLY 0 0 85000 90 650 49.45 3YR 12/1/2011 6 3 1 3 1103632500 D-PUDS 1 NOO REFI Y 13.75 13.75 85000 84967.03 1/1/2007 12/1/2021 990.35 180 20 CA 2/1/2007 Y 425000 2 0 990.35 92342 12/7/2006 2 TB1630_BALLOON 0 0 0 90 650 49.45 3YR 0 0 0 0 1103632508 SFR 1 OO REFI Y 7.75 7.75 106000 105823.87 1/1/2007 12/1/2036 759.4 360 79.7 OK 2/1/2007 N 133000 1 0 759.4 74021 12/26/2006 2 PF1630_FIXEDRATE 0 0 26000 99.25 675 47.15 NO-PREPAY 0 0 0 0 1103632522 SFR 1 NOO REFI Y 7.125 7.125 154000 154000 2/1/2007 1/1/2037 914.37 360 70 CA 2/1/2007 N 220000 1 3 914.37 95966 1/4/2007 2 PA1605EI_ARM-INTONLY 0 0 44000 90 666 19.37 3YR 1/1/2012 6 3 1 7.125 1103632533 SFR 1 NOO REFI Y 6.5 6.5 169400 169400 1/1/2007 12/1/2036 917.58 360 70 FL 2/1/2007 N 242000 1 3 917.58 34953 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 60500 95 758 44.93 3YR 12/1/2011 6 3 1 6.5 1103632534 SFR 1 NOO REFI Y 11.6 11.6 60500 60461.98 1/1/2007 12/1/2021 603.75 180 25 FL 2/1/2007 Y 242000 2 0 603.75 34953 12/7/2006 2 TB0630_BALLOON 0 0 0 95 758 44.93 3YR 0 0 0 0 1103632561 2-4FAMILY 4 NOO REFI Y 7.49 7.49 546000 546000 1/1/2007 12/1/2036 3407.95 360 70 CA 2/1/2007 N 780000 1 3 3407.95 90062 12/11/2006 2 PA0605EI_ARM-INTONLY 0 0 78000 80 686 40.56 3YR 12/1/2011 6 3 1 3 1103632562 2-4FAMILY 4 NOO REFI Y 13.125 13.125 78000 77965.14 1/1/2007 12/1/2021 870.46 180 10 CA 2/1/2007 Y 780000 2 0 870.46 90062 12/18/2006 2 TB0630_BALLOON 0 0 0 80 686 40.56 1YR 0 0 0 0 1103632591 D-PUDS 1 OO PURCHASE N 12.75 12.75 280000 279863.8 1/1/2007 12/1/2021 3042.74 180 30.11 FL 2/1/2007 Y 980000 2 0 3042.74 33157 12/7/2006 2 TB1630_BALLOON 0 930000 0 100 650 49.88 1YR 0 0 0 0 1103632594 SFR 1 OO PURCHASE N 7.125 7.125 508000 508000 1/1/2007 12/1/2036 3016.25 360 80 FL 2/1/2007 N 635000 1 4 3016.25 33185 12/5/2006 2 PA1605EI_ARM-INTONLY 0 635000 127000 100 658 36.85 NO-PREPAY 12/1/2011 6 3 1 4 1103632600 SFR 1 OO PURCHASE N 12.725 12.725 127000 126937.87 1/1/2007 12/1/2021 1377.63 180 20 FL 2/1/2007 Y 635000 2 0 1377.63 33185 12/5/2006 2 TB1630_BALLOON 0 635000 0 100 658 36.07 NO-PREPAY 0 0 0 0 1103632683 D-PUDS 1 OO REFI Y 11.75 11.75 28500 28471.23 12/1/2006 11/1/2021 287.68 180 10 NV 2/1/2007 Y 285000 2 0 287.68 89031 11/16/2006 2 TB1630_BALLOON 0 0 0 85 642 39.21 3YR 0 0 0 0 1103632695 SFR 1 OO REFI Y 7.375 7.375 135800 135800 1/1/2007 12/1/2036 834.6 360 70 IL 2/1/2007 N 194000 1 3 834.6 60473 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 48500 95 655 33.03 3YR 12/1/2011 6 3 1 7.375 1103632696 SFR 1 OO REFI Y 11.825 11.825 48500 48470.99 1/1/2007 12/1/2021 492.36 180 25 IL 2/1/2007 Y 194000 2 0 492.36 60473 11/28/2006 2 TB1630_BALLOON 0 0 0 95 655 33.03 NO-PREPAY 0 0 0 0 1103632703 SFR 1 NOO PURCHASE N 9.35 9.35 84600 84513.78 1/1/2007 12/1/2036 702.12 360 89.98 PA 2/1/2007 N 122000 1 3 702.12 18702 12/29/2006 2 PA0405E_ARM 25 94030 0 89.98 700 34.26 1YR 12/1/2011 6 3 1 3 1103632725 SFR 1 OO REFI N 6.375 6.375 390000 390000 1/1/2007 12/1/2036 2071.88 360 75 CA 2/1/2007 N 520000 1 3 2071.88 92069 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 92500 92.79 664 0 3YR 12/1/2011 6 3 1 3 1103632747 D-PUDS 1 NOO REFI Y 12.75 12.75 137250 137183.23 1/1/2007 12/1/2021 1491.49 180 15 CA 2/1/2007 Y 915000 2 0 1491.49 92867 12/12/2006 2 TB0630_BALLOON 0 0 0 90 714 42.43 NO-PREPAY 0 0 0 0 1103632764 SFR 1 OO PURCHASE N 7.875 7.875 141600 141206.35 11/1/2006 10/1/2036 1026.7 360 80 IL 2/1/2007 N 177000 1 5 1026.7 60629 12/14/2006 17 PA0602E_ARM 0 177000 35400 100 714 46.047 NO-PREPAY 10/1/2008 5 3 1 5 1103632768 CONDO 1 OO PURCHASE N 8.125 8.125 975000 975000 11/1/2006 10/1/2036 6601.56 360 75 FL 2/1/2007 N 1300000 1 2.25 6601.56 33301 12/14/2006 2 PA0602EI_ARM-INTONLY 0 1300000 260000 95 755 35.825 3YR 10/1/2008 5 3 1 2.25 1103632791 PUD 1 2ND REFI Y 6.5 6.5 815500 815500 11/1/2006 10/1/2036 4417.29 360 70 TN 2/1/2007 N 1165000 1 2.25 4417.29 37066 12/14/2006 8 XA1630DI_ARM-INTONLY 0 0 0 70 696 0 NO-PREPAY 10/1/2007 6 2 2 2.25 1103632803 SFR 1 OO REFI Y 6.125 6.125 107200 106885.82 12/1/2006 11/1/2036 651.36 360 80 NC 2/1/2007 N 134000 1 2.5 651.36 27610 11/29/2006 1 XA2630D_ARM 0 0 13400 90 664 27.389 NO-PREPAY 11/1/2007 6 2 2 2.5 1103632804 SFR 1 OO PURCHASE N 6 6 180500 179592.52 10/1/2006 9/1/2036 1082.19 360 95 GA 2/1/2007 N 190000 1 2.5 1082.19 30060 11/29/2006 1 BA1230D_ARM 30 190000 0 95 662 24.909 NO-PREPAY 9/1/2007 6 2 2 2.5 1103632811 SFR 1 OO REFI N 5.625 5.625 417000 415656.32 12/1/2006 11/1/2036 2400.49 360 72 CA 2/1/2007 N 579167 1 2.5 2400.49 91977 11/29/2006 1 XA1630D_ARM 0 0 57917 82 680 26.505 NO-PREPAY 11/1/2007 6 2 2 2.5 1103632812 CONDO 1 OO REFI N 6.125 6.125 132600 132600 9/1/2006 8/1/2036 676.81 360 79.88 NV 2/1/2007 N 166000 1 2.25 676.81 89130 11/29/2006 1 XA0630DI_ARM-INTONLY 0 0 0 79.88 738 33.989 NO-PREPAY 8/1/2009 4.875 2 2 2.25 1103632817 SFR 1 OO REFI Y 4.875 4.875 180000 178189.37 11/1/2006 10/1/2036 731.25 360 80 SC 2/1/2007 N 225000 1 2.25 731.25 29302 11/29/2006 1 XA0630DI_ARM-INTONLY 0 0 22500 90 793 18.42 NO-PREPAY 10/1/2009 6.125 2 2 2.25 1103632828 SFR 1 OO REFI N 6 6 392000 391854.01 10/1/2006 9/1/2036 1960 360 80 AZ 2/1/2007 N 490000 1 2.25 1960 85653 11/29/2006 1 XA0630DI_ARM-INTONLY 0 0 73500 95 689 34.839 NO-PREPAY 9/1/2009 5 2 2 2.25 1103632830 SFR 1 2ND PURCHASE N 6 6 39900 39658.68 9/1/2006 8/1/2036 239.22 360 95 IA 2/1/2007 N 42500 1 2.5 239.22 50147 11/29/2006 1 BA0230D_ARM 30 42000 0 95 795 53.049 NO-PREPAY 8/1/2007 6 2 2 2.5 1103632836 SFR 1 OO REFI Y 6.5 6.5 502400 502400 12/1/2006 11/1/2036 2721.33 360 80 CA 2/1/2007 N 628000 1 2.25 2721.33 95127 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 648 40 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632837 2-4FAMILY 2 OO REFI Y 6.25 6.25 400000 400000 12/1/2006 11/1/2036 2083.33 360 80 NY 2/1/2007 N 500000 1 2.25 2083.33 10473 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 714 29 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632840 SFR 1 OO REFI Y 6.125 6.125 660800 660465.28 11/1/2006 10/1/2036 3372.83 360 79.14 NJ 2/1/2007 N 835000 1 2.75 3372.83 07076 11/30/2006 1 XA1605DI_ARM-INTONLY 0 0 65882 87.03 675 29.08 NO-PREPAY 10/1/2011 5 5 2 2.75 1103632846 CONDO 1 OO PURCHASE N 6.25 6.25 396800 396800 12/1/2006 11/1/2036 2066.67 360 80 CA 2/1/2007 N 496000 1 2.25 2066.67 94587 11/30/2006 2 PA0605EI_ARM-INTONLY 0 496000 99200 100 771 40 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632848 2-4FAMILY 4 NOO REFI Y 6.25 6.25 325000 324691.63 12/1/2006 11/1/2036 1692.71 360 68.43 DC 2/1/2007 N 475000 1 2.25 1692.71 20017 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.43 752 37.94 NO-PREPAY 11/1/2011 6 6 2 2.25 1103632873 SFR 1 OO PURCHASE N 7 7 284000 284000 12/1/2006 11/1/2036 1656.67 360 80 NY 2/1/2007 N 380000 1 0 1656.67 10303 12/15/2006 2 PF0630I_FIX-INTONLY 0 355000 71000 100 714 38.49 NO-PREPAY 0 0 0 0 1103632940 SFR 1 OO REFI Y 6.625 6.625 198750 198750 1/1/2007 12/1/2036 1097.27 360 75 CA 2/1/2007 N 265000 1 3 1097.27 93534 11/29/2006 17 PA0605EI_ARM-INTONLY 0 0 53000 95 713 39 1YR 12/1/2011 6 3 1 3 1103632967 CONDO 1 OO PURCHASE N 6.5 6.5 236000 236000 1/1/2007 12/1/2036 1278.33 360 80 CA 2/1/2007 N 295000 1 3 1278.33 90813 12/8/2006 2 PA0605EI_ARM-INTONLY 0 295000 59000 100 686 38.46 3YR 12/1/2011 6 3 1 3 1103632978 CONDO 1 OO PURCHASE N 7.5 7.5 410000 410000 1/1/2007 12/1/2036 2562.5 360 80 CA 2/1/2007 N 512500 1 3 2562.5 91764 12/29/2006 2 PA1605EI_ARM-INTONLY 0 512500 102500 100 643 39.22 1YR 12/1/2011 6 3 1 3 1103633010 CONDO 1 OO REFI N 6.375 6.375 264000 264000 1/1/2007 12/1/2036 1402.5 360 80 CA 2/1/2007 N 330000 1 3 1402.5 90723 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 760 37.13 2YR 12/1/2011 6 3 1 3 1103633013 SFR 1 OO REFI N 6 6 213600 213600 1/1/2007 12/1/2036 1068 360 80 AZ 2/1/2007 N 267000 1 3 1068 85037 11/30/2006 1 PA2605EI_ARM-INTONLY 0 0 53400 100 634 39.16 3YR 12/1/2011 6 3 1 3 1103633019 SFR 1 OO REFI Y 7.25 7.25 431000 431000 1/1/2007 12/1/2036 2603.96 360 63.86 CA 2/1/2007 N 675000 1 3 2603.96 94561 12/15/2006 7 SA2605EI_ARM-INTONLY 0 0 244000 100 668 48.79 3YR 12/1/2011 6 3 1 3 1103633036 SFR 1 OO REFI N 12.125 12.125 53400 53370.13 1/1/2007 12/1/2021 554.42 180 20 AZ 2/1/2007 Y 267000 2 0 554.42 85037 11/30/2006 1 TB2630_BALLOON 0 0 0 100 634 39.16 3YR 0 0 0 0 1103633086 CONDO 1 OO PURCHASE N 5.75 5.75 395200 395200 12/1/2006 11/1/2036 1893.67 360 80 CA 2/1/2007 N 495000 1 2.25 1893.67 92126 12/11/2006 1 PA0605EI_ARM-INTONLY 0 494000 98800 100 769 31.71 NO-PREPAY 11/1/2011 6 6 2 2.25 1103633093 SFR 1 OO PURCHASE N 6.25 6.25 290950 290950 12/1/2006 11/1/2036 1515.36 360 80 CA 2/1/2007 N 370000 1 2.25 1515.36 92592 11/27/2006 1 PA1605EI_ARM-INTONLY 0 363695 72700 99.99 654 36.6 NO-PREPAY 11/1/2011 6 6 2 2.25 1103633095 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 920000 920000 11/1/2006 10/1/2036 5270.83 360 80 CA 2/1/2007 N 1150000 1 2.25 5270.83 94131 12/12/2006 2 PA1605EI_ARM-INTONLY 0 1150000 230000 100 673 34.64 NO-PREPAY 10/1/2011 6 6 2 2.25 1103633164 D-PUDS 1 OO REFI Y 6.125 6.125 223200 223200 2/1/2007 1/1/2037 1139.25 360 80 AZ 2/1/2007 N 279000 1 3 1139.25 85326 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 705 42.99 2YR 1/1/2012 6 3 1 3 1103633174 SFR 1 NOO PURCHASE N 6 6 214400 214400 1/1/2007 12/1/2036 1072 360 75 CA 2/1/2007 N 286000 1 3 1072 92543 11/30/2006 2 PA1605EI_ARM-INTONLY 0 285900 42850 89.98 673 30.21 1YR 12/1/2011 6 3 1 3 1103633180 D-PUDS 1 OO REFI Y 6 6 620000 620000 1/1/2007 12/1/2036 3100 360 69.98 CA 2/1/2007 N 886000 1 2.5 3100 91913 12/5/2006 8 SA1605EI_ARM-INTONLY 0 0 0 69.98 755 43.47 3YR 12/1/2011 6 3 1 2.5 1103633213 SFR 1 OO REFI Y 5.625 5.625 334000 333000 1/1/2007 12/1/2036 1565.63 360 61.86 CA 2/1/2007 N 540000 1 3 1565.63 91505 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 0 61.86 654 43.26 3YR 12/1/2011 6 3 1 3 1103633274 SFR 1 OO PURCHASE N 7.25 7.25 226250 226250 1/1/2007 12/1/2036 1366.93 360 79.99 CA 2/1/2007 N 285000 1 3 1366.93 93274 12/11/2006 2 PA1605EI_ARM-INTONLY 0 282868 56300 99.89 653 36.89 3YR 12/1/2011 6 3 1 3 1103633289 SFR 1 OO PURCHASE N 12.1 12.1 56300 56300 1/1/2007 12/1/2021 567.69 180 19.91 CA 2/1/2007 Y 285000 2 0 567.69 93274 12/11/2006 2 TB1630I_BALLOON-INTONLY 0 282868 0 99.89 653 36.89 3YR 0 0 0 0 1103633307 CONDO 1 OO PURCHASE N 5.625 5.625 318500 318500 1/1/2007 12/1/2036 1492.97 360 70 CA 2/1/2007 N 455000 1 3 1492.97 92688 12/5/2006 17 PA0605EI_ARM-INTONLY 0 455000 136500 100 705 36.33 2YR 12/1/2011 6 3 1 3 1103633351 SFR 1 OO REFI Y 6.25 6.25 572000 572000 1/1/2007 12/1/2036 2979.17 360 80 CA 2/1/2007 N 715000 1 3 2979.17 94538 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 35750 85 704 40.68 3YR 12/1/2011 6 3 1 3 1103633374 SFR 1 OO PURCHASE N 6.25 6.25 223200 223200 2/1/2007 1/1/2037 1162.5 360 80 NV 2/1/2007 N 280000 1 3 1162.5 89145 12/29/2006 2 PA0603EI_ARM-INTONLY 0 279000 55800 100 697 33.07 1YR 1/1/2010 6 3 1 3 1103633456 SFR 1 OO REFI Y 8.5 8.5 114950 114810.23 1/1/2007 12/1/2036 883.87 360 95 OK 2/1/2007 N 121000 1 3 883.87 73162 11/29/2006 8 SA2602E_ARM 30 0 0 95 660 0 3YR 12/1/2009 6 3 1 3 1103633469 SFR 1 NOO PURCHASE N 13 13 24550 24538.72 1/1/2007 12/1/2021 271.57 180 19.98 WA 2/1/2007 Y 126000 2 0 271.57 99362 12/8/2006 2 TB0630_BALLOON 0 122880 0 94.98 705 36.65 NO-PREPAY 0 0 0 0 1103633471 SFR 1 NOO REFI Y 7.25 7.25 420000 420000 1/1/2007 12/1/2036 2537.5 360 78.51 CA 2/1/2007 N 535000 1 2.5 2537.5 92126 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 0 78.51 669 41.77 3YR 12/1/2011 6 3 1 2.5 1103633522 SFR 1 OO REFI Y 5.625 5.625 312000 310530.64 12/1/2006 11/1/2036 1462.5 360 80 CA 2/1/2007 N 390000 1 2.75 1462.5 92337 12/6/2006 2 PA0630EI_ARM-INTONLY 0 0 0 80 770 42.31 NO-PREPAY 5/1/2007 6 3 1 2.75 1103633525 SFR 1 OO PURCHASE N 5.75 5.75 352000 352000 12/1/2006 11/1/2036 1686.67 360 80 CA 2/1/2007 N 490000 1 2.75 1686.67 94541 11/22/2006 2 PA0603EI_ARM-INTONLY 0 440000 44000 90 760 32.85 NO-PREPAY 11/1/2009 6 3 1 2.75 1103633528 CONDO 1 OO REFI N 6.5 6.5 496000 496000 12/1/2006 11/1/2036 2686.67 360 80 CA 2/1/2007 N 620000 1 2.75 2686.67 92869 12/6/2006 17 PA0605EI_ARM-INTONLY 0 0 0 80 733 39.97 NO-PREPAY 11/1/2011 6 3 1 2.75 1103633537 SFR 1 OO REFI Y 6.375 6.375 384000 384000 12/1/2006 11/1/2036 2040 360 80 CA 2/1/2007 N 480000 1 2.75 2040 92860 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 33600 87 715 38.38 1YR 11/1/2011 6 3 1 2.75 1103633542 SFR 1 OO PURCHASE N 5.875 5.875 452000 451993.41 12/1/2006 11/1/2036 2212.92 360 80 WA 2/1/2007 N 565000 1 2.75 2212.92 98103 11/22/2006 17 PA0630EI_ARM-INTONLY 0 565000 0 80 702 39.51 NO-PREPAY 5/1/2007 6 3 1 2.75 1103633543 SFR 1 NOO PURCHASE N 6.25 6.25 256000 256000 12/1/2006 11/1/2036 1333.33 360 80 CA 2/1/2007 N 508000 1 3 1333.33 92069 11/22/2006 1 PA0607EI_ARM-INTONLY 0 320000 0 80 701 39.11 3YR 11/1/2013 6 3 1 3 1103633548 PUD 1 OO REFI Y 6.375 6.375 360000 359824.54 12/1/2006 11/1/2036 1912.5 360 80 CA 2/1/2007 N 450000 1 2.75 1912.5 91754 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 694 40.22 3YR 11/1/2011 6 3 1 2.75 1103633551 SFR 1 OO REFI Y 6.125 6.125 627000 627000 12/1/2006 11/1/2036 3200.31 360 78.38 CA 2/1/2007 N 800000 1 2.75 3200.31 90019 12/6/2006 2 PA0630EI_ARM-INTONLY 0 0 0 78.38 689 36.43 NO-PREPAY 5/1/2007 6 3 1 2.75 1103633552 CONDO 1 OO REFI N 5.625 5.625 360000 360000 12/1/2006 11/1/2036 1687.5 360 80 CA 2/1/2007 N 450000 1 2.75 1687.5 91745 11/22/2006 2 PA0603EI_ARM-INTONLY 0 0 45000 90 688 44.75 1YR 11/1/2009 6 3 1 2.75 1103633553 CONDO 1 OO REFI Y 6.125 6.125 480000 480000 12/1/2006 11/1/2036 2450 360 80 CA 2/1/2007 N 600000 1 2.75 2450 91342 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 24.26 1YR 11/1/2011 6 3 1 2.75 1103633554 SFR 1 OO REFI Y 6.5 6.5 328000 328000 12/1/2006 11/1/2036 1776.67 360 80 NV 2/1/2007 N 410000 1 2.75 1776.67 89014 12/6/2006 2 PA0607EI_ARM-INTONLY 0 0 0 80 685 42.17 NO-PREPAY 11/1/2013 6 3 1 2.75 1103633555 CONDO 1 OO REFI N 6 6 310000 310000 12/1/2006 11/1/2036 1550 360 77.5 WA 2/1/2007 N 400000 1 2.75 1550 98004 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 77.5 681 28.45 3YR 11/1/2011 6 3 1 2.75 1103633557 CONDO 1 OO REFI N 6.5 6.5 498500 498500 12/1/2006 11/1/2036 2700.21 360 75.54 CA 2/1/2007 N 660000 1 2.75 2700.21 90042 11/22/2006 2 PA1607EI_ARM-INTONLY 0 0 95502 90.01 672 33.5 1YR 11/1/2013 6 3 1 2.75 1103633558 SFR 1 OO REFI Y 6.5 6.5 610000 610000 12/1/2006 11/1/2036 3304.17 360 74.4 CA 2/1/2007 N 820000 1 2.75 3304.17 90621 11/22/2006 2 PA1607EI_ARM-INTONLY 0 0 69000 82.81 670 37.17 NO-PREPAY 11/1/2013 6 3 1 2.75 1103633559 SFR 1 OO REFI Y 5.875 5.875 417000 417000 12/1/2006 11/1/2036 2041.56 360 79.43 CA 2/1/2007 N 525000 1 2.75 2041.56 90650 11/22/2006 2 PA1603EI_ARM-INTONLY 0 0 0 79.43 669 44.75 NO-PREPAY 11/1/2009 6 3 1 2.75 1103633584 PUD 1 OO REFI Y 6.875 6.875 364000 364000 12/1/2006 11/1/2036 2085.42 360 80 NV 2/1/2007 N 455000 1 3.25 2085.42 89084 11/22/2006 2 XA1605DI_ARM-INTONLY 0 0 22750 85 652 38.29 NO-PREPAY 11/1/2011 5 5 2 3.25 1103633590 SFR 1 OO PURCHASE N 6.25 6.25 532000 532000 12/1/2006 11/1/2036 2770.83 360 79.84 CA 2/1/2007 N 680000 1 3.25 2770.83 95401 11/22/2006 8 XA0605DI_ARM-INTONLY 0 666365 134339 100 692 0 3YR 11/1/2011 5 5 2 3.25 1103633593 PUD 1 OO PURCHASE N 6.25 6.25 271920 271919.96 12/1/2006 11/1/2036 1416.25 360 80 VA 2/1/2007 N 360000 1 3.25 1416.25 22602 11/22/2006 1 XA1605DI_ARM-INTONLY 0 339900 67980 100 652 47.84 NO-PREPAY 11/1/2011 5 5 2 3.25 1103633595 CONDO 1 OO REFI Y 6.375 6.375 327500 327500 12/1/2006 11/1/2036 1739.84 360 77.98 CA 2/1/2007 N 420000 1 3.25 1739.84 92780 11/22/2006 2 XA0605DI_ARM-INTONLY 0 0 0 77.98 782 48.12 3YR 11/1/2011 5 5 2 3.25 1103633629 SFR 1 NOO REFI Y 7.75 7.75 245000 245000 1/1/2007 12/1/2036 1582.29 360 70 CA 2/1/2007 N 350000 1 3 1582.29 92345 12/14/2006 2 PA2605EI_ARM-INTONLY 0 0 70000 90 627 44.43 3YR 12/1/2011 6 3 1 3 1103633660 SFR 1 NOO REFI N 6.25 6.25 309000 308107.19 1/1/2007 12/1/2036 1609.38 360 60.83 CA 2/1/2007 N 508000 1 3 1609.38 92591 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60.83 756 51.89 6MO 12/1/2011 6 3 1 3 1103633663 HI-RISE 1 OO PURCHASE N 7 7 221750 221750 1/1/2007 12/1/2036 1293.54 360 80 CA 2/1/2007 N 297500 1 2.75 1293.54 92101 12/26/2006 1 PA2605EI_ARM-INTONLY 0 277195 55400 99.99 624 47.6 1YR 12/1/2011 6 3 1 2.75 1103633676 CONDO 1 NOO PURCHASE N 8.25 8.25 172000 172000 1/1/2007 12/1/2036 1182.5 360 80 FL 2/1/2007 N 300000 1 3 1182.5 34109 12/14/2006 2 PA0605EI_ARM-INTONLY 0 215000 32250 95 682 23.88 3YR 12/1/2011 6 3 1 8.25 1103633677 CONDO 1 NOO PURCHASE N 12.3 12.3 32250 32232.63 1/1/2007 12/1/2021 339.2 180 15 FL 2/1/2007 Y 300000 2 0 339.2 34109 12/14/2006 2 TB0630_BALLOON 0 215000 0 95 682 23.88 3YR 0 0 0 0 1103633688 SFR 1 NOO REFI Y 6.75 6.75 228000 228000 1/1/2007 12/1/2036 1282.5 360 60 OR 2/1/2007 N 380000 1 3 1282.5 97213 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60 708 42.59 2YR 12/1/2011 6 3 1 3 1103633741 SFR 1 OO PURCHASE N 7 7 339750 339750 1/1/2007 12/1/2036 1981.88 360 75 AZ 2/1/2007 N 453000 1 3 1981.88 86325 12/13/2006 2 PA0605EI_ARM-INTONLY 0 453000 113250 100 695 42.61 NO-PREPAY 12/1/2011 6 3 1 3 1103633750 SFR 1 OO PURCHASE N 6.125 6.125 388000 388000 12/1/2006 11/1/2036 1980.42 360 80 CA 2/1/2007 N 510000 1 3 1980.42 93551 11/30/2006 2 PA0605EI_ARM-INTONLY 0 485000 97000 100 692 46 3YR 11/1/2011 6 3 1 3 1103633758 HI-RISE 1 2ND PURCHASE N 6.125 6.125 325500 325500 1/1/2007 12/1/2036 1661.41 360 70 AL 2/1/2007 N 585000 1 3 1661.41 36542 12/11/2006 1 PA0605EI_ARM-INTONLY 0 465000 116200 94.99 766 32.01 NO-PREPAY 12/1/2011 6 3 1 3 1103633780 HI-RISE 1 2ND PURCHASE N 7.25 7.25 230300 230300 1/1/2007 12/1/2036 1391.4 360 67.74 MS 2/1/2007 N 470000 1 3 1391.4 39507 12/14/2006 2 PA0605EI_ARM-INTONLY 0 340000 68000 87.74 741 38.83 NO-PREPAY 12/1/2011 6 3 1 3 1103633782 HI-RISE 1 2ND PURCHASE N 6.125 6.125 255400 255400 1/1/2007 12/1/2036 1303.6 360 70 FL 2/1/2007 N 444000 1 3 1303.6 32550 12/14/2006 1 PA0605EI_ARM-INTONLY 0 364900 91200 94.99 791 33.6 3YR 12/1/2011 6 3 1 3 1103633800 D-PUDS 1 OO PURCHASE N 5.875 5.875 243750 243750 1/1/2007 12/1/2036 1193.36 360 75 NV 2/1/2007 N 340000 1 3 1193.36 89521 12/26/2006 12 SA1607EI_ARM-INTONLY 0 325000 0 75 699 0 NO-PREPAY 12/1/2013 6 3 1 3 1103633853 SFR 1 NOO REFI N 5.625 5.625 333500 333500 1/1/2007 12/1/2036 1563.28 360 68.77 CA 2/1/2007 N 485000 1 3 1563.28 92119 12/7/2006 1 PA0603EI_ARM-INTONLY 0 0 0 68.77 778 49.53 1YR 12/1/2009 6 3 1 3 1103633932 SFR 1 OO REFI Y 6.875 6.875 272000 272000 12/1/2006 11/1/2036 1558.33 360 80 VA 2/1/2007 N 340000 1 3.25 1558.33 22191 12/14/2006 8 SA2605EI_ARM-INTONLY 0 0 0 80 633 0 1YR 11/1/2011 5 5 1 3.25 1103633936 SFR 1 OO PURCHASE N 7.5 7.5 207920 207920 12/1/2006 11/1/2036 1299.5 360 80 MD 2/1/2007 N 260000 1 3.25 1299.5 20785 12/14/2006 8 SA0605EI_ARM-INTONLY 0 259900 51980 100 706 0 NO-PREPAY 11/1/2011 5 5 1 3.25 1103633944 SFR 1 OO REFI Y 6 6 258400 257624.41 12/1/2006 11/1/2036 1549.24 360 80 MD 2/1/2007 N 323000 1 3.25 1549.24 21769 11/28/2006 2 PA0605E_ARM 0 0 0 80 709 39.45 NO-PREPAY 11/1/2011 5 5 1 3.25 1103633979 2-4FAMILY 2 NOO PURCHASE N 7.875 7.875 103530 103530 1/1/2007 12/1/2036 679.42 360 70 MD 2/1/2007 N 147900 1 3 679.42 21206 12/14/2006 2 PA1605EI_ARM-INTONLY 0 147900 36975 95 647 45.48 3YR 12/1/2011 6 3 1 7.875 1103634019 SFR 1 OO REFI Y 5.875 5.875 200000 200000 1/1/2007 12/1/2036 979.17 360 48.79 CA 2/1/2007 N 410000 1 3 979.17 91764 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 48.79 759 39.84 6MO 12/1/2011 6 3 1 3 1103634032 HI-RISE 1 OO PURCHASE N 6.25 6.25 625000 624406.98 2/1/2007 1/1/2037 3848.23 360 51.03 NY 2/1/2007 N 1250000 1 0 3848.23 11211 12/29/2006 2 PF0630_FIXEDRATE 0 1225000 0 51.03 682 44 NO-PREPAY 0 0 0 0 1103634065 SFR 1 OO REFI Y 6 6 625000 625000 1/1/2007 12/1/2036 3125 360 29.77 CA 2/1/2007 N 2100000 1 3 3125 92651 12/12/2006 1 PA0607EI_ARM-INTONLY 0 0 0 29.77 737 45.48 3YR 12/1/2013 6 3 1 3 1103634153 D-PUDS 1 NOO PURCHASE N 7.25 7.25 147000 147000 1/1/2007 12/1/2036 888.13 360 70 CO 2/1/2007 N 230000 1 3 888.13 80501 12/14/2006 2 PA1605EI_ARM-INTONLY 0 210000 42000 90 678 41.01 NO-PREPAY 12/1/2011 6 3 1 7.25 1103634154 D-PUDS 1 NOO PURCHASE N 13.4 13.4 42000 41982.34 1/1/2007 12/1/2021 477.78 180 20 CO 2/1/2007 Y 230000 2 0 477.78 80501 12/14/2006 2 TB1630_BALLOON 0 210000 0 90 678 41.01 NO-PREPAY 0 0 0 0 1103634165 CONDO 1 OO PURCHASE N 9.125 9.125 195035 195035 3/1/2007 2/1/2037 1586.87 360 95 FL 2/1/2007 N 210000 1 0 1586.87 33637 1/26/2007 12 SF0630_FIXEDRATE 30 205300 0 95 749 0 2YR 0 0 0 0 1103634206 SFR 1 NOO PURCHASE N 7.875 7.875 324000 324000 1/1/2007 12/1/2036 2126.25 360 80 CA 2/1/2007 N 405000 1 3 2126.25 95966 12/21/2006 2 PA0605EI_ARM-INTONLY 0 405000 40500 90 703 35.64 3YR 12/1/2011 6 3 1 3 1103634214 SFR 1 OO REFI N 5.99 5.99 388000 387946.91 1/1/2007 12/1/2036 1936.77 360 80 CA 2/1/2007 N 485000 1 3 1936.77 92057 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 72750 95 734 42.6 3YR 12/1/2011 6 3 1 3 1103634216 SFR 1 NOO PURCHASE N 12.25 12.25 40500 40477.97 1/1/2007 12/1/2021 424.4 180 10 CA 2/1/2007 Y 405000 2 0 424.4 95966 12/21/2006 2 TB0630_BALLOON 0 405000 0 90 703 35.64 3YR 0 0 0 0 1103634227 D-PUDS 1 NOO PURCHASE N 7.375 7.375 117215 117215 1/1/2007 12/1/2036 720.38 360 70 CO 2/1/2007 N 171000 1 0 720.38 80916 12/7/2006 2 PF1630I_FIX-INTONLY 0 167450 41862 95 666 49.14 NO-PREPAY 0 0 0 0 1103634233 CONDO 1 OO REFI Y 6.875 6.875 428600 428239.92 2/1/2007 1/1/2037 2815.6 360 77.23 CA 2/1/2007 N 555000 1 0 2815.6 92614 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 77.23 647 46.6 2YR 0 0 0 0 1103634276 SFR 1 OO REFI N 6.7 6.7 562500 562500 1/1/2007 12/1/2036 3140.63 360 75 CA 2/1/2007 N 750000 1 3 3140.63 90241 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 187500 100 709 38.02 1YR 12/1/2011 6 3 1 3 1103634313 SFR 1 NOO PURCHASE N 10.75 10.75 27900 27857.42 11/1/2006 10/1/2021 260.44 180 15 UT 2/1/2007 Y 186000 2 0 260.44 84401 12/13/2006 2 TB0630_BALLOON 0 191979 0 90 717 23.37 NO-PREPAY 0 0 0 0 1103634325 2-4FAMILY 2 NOO PURCHASE N 10.125 10.125 231200 231100.42 2/1/2007 1/1/2037 2050.33 360 80 NJ 2/1/2007 N 300000 1 3 2050.33 07055 1/4/2007 2 PA1605E_ARM 0 289000 43350 95 643 46.43 NO-PREPAY 1/1/2012 6 3 1 10.125 1103634351 SFR 1 OO REFI N 7.5 7.5 508000 508000 1/1/2007 12/1/2036 3175 360 80 CA 2/1/2007 N 635000 1 3 3175 92804 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 127000 100 687 40.47 3YR 12/1/2011 6 3 1 3 1103634353 SFR 1 OO PURCHASE N 6.875 6.875 392800 392800 1/1/2007 12/1/2036 2250.42 360 80 CA 2/1/2007 N 495000 1 3 2250.42 90250 11/22/2006 2 PA2605EI_ARM-INTONLY 0 491000 98200 100 634 41.47 3YR 12/1/2011 6 3 1 3 1103634355 SFR 1 OO PURCHASE N 12.35 12.35 98200 98134.25 1/1/2007 12/1/2021 1036.63 180 20 CA 2/1/2007 Y 495000 2 0 1036.63 90250 11/22/2006 2 TB2630_BALLOON 0 491000 0 100 634 41.47 3YR 0 0 0 0 1103634372 SFR 1 OO REFI Y 6.75 6.75 151800 151800 1/1/2007 12/1/2036 853.88 360 66 MN 2/1/2007 N 230000 1 0 853.88 55418 12/7/2006 2 PF0630I_FIX-INTONLY 0 0 0 66 693 29.35 3YR 0 0 0 0 1103634381 SFR 1 OO PURCHASE N 6.375 6.375 436000 436000 1/1/2007 12/1/2036 2316.25 360 80 CA 2/1/2007 N 545000 1 3 2316.25 90603 12/5/2006 2 PA0605EI_ARM-INTONLY 0 545000 109000 100 689 39.47 1YR 12/1/2011 6 3 1 3 1103634406 CONDO 1 NOO PURCHASE N 9 9 177192 177192 1/1/2007 12/1/2036 1328.94 360 80 FL 2/1/2007 N 230000 1 3 1328.94 33025 12/6/2006 2 PA0605EI_ARM-INTONLY 0 221490 33223 95 701 50 NO-PREPAY 12/1/2011 6 3 1 3 1103634414 CONDO 1 NOO PURCHASE N 13.28 13.28 33223 33208.66 1/1/2007 12/1/2021 374.8 180 15 FL 2/1/2007 Y 230000 2 0 374.8 33025 12/6/2006 2 TB0630_BALLOON 0 221490 0 95 701 50 NO-PREPAY 0 0 0 0 1103634440 CONDO 1 NOO PURCHASE N 7.625 7.625 393750 393750 1/1/2007 12/1/2036 2501.95 360 75 CA 2/1/2007 N 525000 1 3 2501.95 92122 11/30/2006 2 PA1605EI_ARM-INTONLY 0 525000 78750 90 655 40.87 3YR 12/1/2011 6 3 1 3 1103634456 CONDO 1 NOO PURCHASE N 13.625 13.625 78750 78718.58 1/1/2007 12/1/2021 909.76 180 15 CA 2/1/2007 Y 525000 2 0 909.76 92122 11/30/2006 2 TB1630_BALLOON 0 525000 0 90 655 40.87 3YR 0 0 0 0 1103634528 SFR 1 OO REFI N 6.75 6.75 999000 999000 12/1/2006 11/1/2036 5619.38 360 72.66 CA 2/1/2007 N 1375000 1 3.25 5619.38 95401 12/5/2006 2 XA0605DI_ARM-INTONLY 0 0 237050 89.9 692 44.29 NO-PREPAY 11/1/2011 5 5 2 3.25 1103634534 PUD 1 OO REFI Y 6.125 6.125 252500 252498.28 12/1/2006 11/1/2036 1288.8 360 84.45 AZ 2/1/2007 N 299000 1 2.25 1288.8 85374 12/5/2006 1 BA0205DI_ARM-INTONLY 12 0 0 84.45 709 39.72 NO-PREPAY 11/1/2011 5 5 2 2.25 1103634539 SFR 1 OO PURCHASE N 6.25 6.25 256000 256000 12/1/2006 11/1/2036 1333.33 360 80 NJ 2/1/2007 N 320000 1 2.25 1333.33 07735 11/20/2006 1 XA0605DI_ARM-INTONLY 0 320000 64000 100 699 40.47 NO-PREPAY 11/1/2011 5 5 2 2.25 1103634553 PUD 1 OO PURCHASE N 6.5 6.5 180000 180000 12/1/2006 11/1/2036 975 360 80 GA 2/1/2007 N 225400 1 3.25 975 30132 11/20/2006 2 XA0605DI_ARM-INTONLY 0 225000 45000 100 719 36.52 NO-PREPAY 11/1/2011 5 5 2 3.25 1103634597 SFR 1 OO PURCHASE N 6.75 6.75 487500 487500 2/1/2007 1/1/2037 2742.19 360 75 CA 2/1/2007 N 650000 1 3 2742.19 90640 12/29/2006 2 PA0605EI_ARM-INTONLY 0 650000 162500 100 723 44.82 2YR 1/1/2012 6 3 1 3 1103634609 SFR 1 NOO REFI Y 10.375 10.375 297500 297500 1/1/2007 12/1/2036 2572.14 360 85 MN 2/1/2007 N 350000 1 4 2572.14 55362 12/7/2006 2 PA1405EI_ARM-INTONLY 22 0 0 85 660 11.97 3YR 12/1/2011 6 3 1 10.375 1103634640 SFR 1 OO REFI Y 6.625 6.625 332000 332000 2/1/2007 1/1/2037 1832.92 360 80 CA 2/1/2007 N 415000 1 3 1832.92 91706 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 83000 100 700 45 3YR 1/1/2012 6 3 1 3 1103634677 CONDO 1 NOO PURCHASE N 7.625 7.625 138675 138675 2/1/2007 1/1/2037 881.16 360 75 FL 2/1/2007 N 185000 1 3 881.16 33063 12/28/2006 2 PA0605EI_ARM-INTONLY 0 184900 36980 95 747 48 2YR 1/1/2012 6 3 1 3 1103634678 CONDO 1 NOO PURCHASE N 12.8 12.8 36980 36971.15 2/1/2007 1/1/2022 403.3 180 20 FL 2/1/2007 Y 185000 2 0 403.3 33063 12/28/2006 2 TB0630_BALLOON 0 184900 0 95 747 48 2YR 0 0 0 0 1103634684 SFR 1 NOO PURCHASE N 13 13 42850 42830.29 1/1/2007 12/1/2021 474.01 180 14.99 CA 2/1/2007 Y 286000 2 0 474.01 92543 11/30/2006 2 TB1630_BALLOON 0 285900 0 89.98 673 30.21 1YR 0 0 0 0 1103634691 CONDO 1 OO PURCHASE N 7.25 7.25 159200 158950.87 1/1/2007 12/1/2036 1086.02 360 80 NJ 2/1/2007 N 201000 1 3 1086.02 08844 12/12/2006 2 PA1605E_ARM 0 199000 39800 100 660 25.25 NO-PREPAY 12/1/2011 6 3 1 3 1103634696 CONDO 1 OO PURCHASE N 12.5 12.5 39800 39779.52 1/1/2007 12/1/2021 424.77 180 20 NJ 2/1/2007 Y 201000 2 0 424.77 08844 12/13/2006 2 TB1630_BALLOON 0 199000 0 100 660 25.25 NO-PREPAY 0 0 0 0 1103634703 SFR 1 NOO REFI Y 5.875 5.875 100000 100000 1/1/2007 12/1/2036 489.58 360 48.79 CA 2/1/2007 N 205000 1 3 489.58 93618 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 48.79 707 41.28 3YR 12/1/2011 6 3 1 3 1103634723 SFR 1 OO REFI Y 7.75 7.75 150000 150000 1/1/2007 12/1/2036 968.75 360 75 VA 2/1/2007 N 200000 1 3 968.75 22556 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 649 21.27 2YR 12/1/2011 6 3 1 7.75 1103634741 SFR 1 NOO REFI Y 6.125 6.125 252000 251937.72 1/1/2007 12/1/2036 1286.25 360 70 CA 2/1/2007 N 360000 1 3 1286.25 95204 12/8/2006 2 PA0607EI_ARM-INTONLY 0 0 0 70 706 40.85 1YR 12/1/2013 6 3 1 3 1103634753 SFR 1 OO PURCHASE N 7.5 7.5 164000 164000 1/1/2007 12/1/2036 1025 360 80 NV 2/1/2007 N 210000 1 0 1025 89030 12/18/2006 2 PF1630I_FIX-INTONLY 0 205000 41000 100 668 43.99 3YR 0 0 0 0 1103634773 D-PUDS 1 NOO PURCHASE N 6.625 6.625 196427 196427 1/1/2007 12/1/2036 1084.44 360 70 CO 2/1/2007 N 283500 1 3 1084.44 80920 12/14/2006 2 PA0603EI_ARM-INTONLY 0 280610 70152 95 693 40.43 1YR 12/1/2009 6 3 1 6.625 1103634774 D-PUDS 1 NOO PURCHASE N 13.1 13.1 70152 70120.46 1/1/2007 12/1/2021 781.51 180 25 CO 2/1/2007 Y 283500 2 0 781.51 80920 12/14/2006 2 TB0630_BALLOON 0 280610 0 95 693 40.62 NO-PREPAY 0 0 0 0 1103634780 SFR 1 OO PURCHASE N 5.75 5.75 235200 235200 1/1/2007 12/1/2036 1127 360 70 CA 2/1/2007 N 336000 1 3 1127 95624 12/14/2006 17 PA0605EI_ARM-INTONLY 0 336000 100800 100 787 40.55 3YR 12/1/2011 6 3 1 3 1103634786 SFR 1 NOO REFI Y 7 7 510000 510000 1/1/2007 12/1/2036 2975 360 75 CA 2/1/2007 N 680000 1 3 2975 92866 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 102000 90 714 41.77 1YR 12/1/2011 6 3 1 3 1103634787 SFR 1 NOO REFI Y 12.75 12.75 102000 101950.38 1/1/2007 12/1/2021 1108.43 180 15 CA 2/1/2007 Y 680000 2 0 1108.43 92866 12/20/2006 2 TB0630_BALLOON 0 0 0 90 714 41.77 NO-PREPAY 0 0 0 0 1103634790 SFR 1 NOO PURCHASE N 7.5 7.5 427500 427500 1/1/2007 12/1/2036 2671.88 360 75 CA 2/1/2007 N 570000 1 3 2671.88 90039 12/8/2006 2 PA1605EI_ARM-INTONLY 0 570000 114000 95 656 31.19 NO-PREPAY 12/1/2011 6 3 1 3 1103634922 PUD 1 NOO REFI Y 6.125 6.125 141000 141000 1/1/2007 12/1/2036 719.69 360 60 MD 2/1/2007 N 235000 1 3 719.69 20743 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 0 60 654 41.74 3YR 12/1/2011 6 3 1 3 1103634924 SFR 1 OO PURCHASE N 6.25 6.25 360000 360000 12/1/2006 11/1/2036 1875 360 80 CA 2/1/2007 N 470000 1 2.75 1875 90650 12/8/2006 2 PA0605EI_ARM-INTONLY 0 450000 90000 100 739 44.04 3YR 11/1/2011 6 3 1 6.25 1103634925 HI-RISE 1 NOO REFI Y 8.125 8.125 336000 336000 12/1/2006 11/1/2036 2275 360 80 MD 2/1/2007 N 420000 1 2.75 2275 21230 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 702 0 NO-PREPAY 11/1/2011 6 3 1 8.125 1103634926 HI-RISE 1 NOO REFI Y 8.125 8.125 200000 200000 12/1/2006 11/1/2036 1354.17 360 80 VA 2/1/2007 N 250000 1 2.75 1354.17 22204 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 702 0 3YR 11/1/2011 6 3 1 8.125 1103634928 2-4FAMILY 4 NOO PURCHASE N 8.5 8.5 516800 516800 12/1/2006 11/1/2036 3660.67 360 80 CA 2/1/2007 N 646000 1 2.75 3660.67 90710 12/8/2006 8 SA0605EI_ARM-INTONLY 0 646000 96900 95 743 0 1YR 11/1/2011 6 3 1 8.5 1103634929 SFR 1 NOO PURCHASE N 7.75 7.75 171200 171200 12/1/2006 11/1/2036 1105.67 360 80 CA 2/1/2007 N 225000 1 2.75 1105.67 93307 12/8/2006 8 SA2605EI_ARM-INTONLY 0 214000 32100 95 663 0 3YR 11/1/2011 6 3 1 7.75 1103634930 SFR 1 OO PURCHASE N 7.25 7.25 212000 212000 12/1/2006 11/1/2036 1280.83 360 80 CA 2/1/2007 N 290000 1 2.75 1280.83 92324 12/8/2006 2 PA1605EI_ARM-INTONLY 0 265000 53000 100 644 20.71 3YR 11/1/2011 6 3 1 7.25 1103634931 SFR 1 NOO REFI N 6.75 6.75 332000 332000 12/1/2006 11/1/2036 1867.5 360 78.49 CA 2/1/2007 N 423000 1 2.75 1867.5 91766 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 78.49 723 0 3YR 11/1/2011 6 3 1 6.75 1103634932 2-4FAMILY 4 OO PURCHASE N 7.875 7.875 536000 536000 12/1/2006 11/1/2036 3517.5 360 80 CA 2/1/2007 N 670000 1 2.75 3517.5 90002 12/8/2006 2 PA1605EI_ARM-INTONLY 0 670000 134000 100 679 40.65 1YR 11/1/2011 6 3 1 7.875 1103634933 SFR 1 OO PURCHASE N 7.5 7.5 324947 324947 12/1/2006 11/1/2036 2030.92 360 80 CA 2/1/2007 N 413000 1 2.75 2030.92 92545 12/8/2006 2 PA1605EI_ARM-INTONLY 0 406184 81236 100 657 39.43 3YR 11/1/2011 6 3 1 7.5 1103634935 SFR 1 OO PURCHASE N 7.375 7.375 391945 391945 12/1/2006 11/1/2036 2408.83 360 80 CA 2/1/2007 N 509000 1 2.75 2408.83 93727 12/8/2006 2 PA1605EI_ARM-INTONLY 0 489932 97986 100 646 40.89 1YR 11/1/2011 6 3 1 7.375 1103634936 SFR 1 OO REFI Y 7.125 7.125 332000 332000 12/1/2006 11/1/2036 1971.25 360 80 CA 2/1/2007 N 415000 1 2.75 1971.25 92504 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 83000 100 680 46.85 1YR 11/1/2011 6 3 1 7.125 1103634937 SFR 1 OO PURCHASE N 6.625 6.625 280000 280000 12/1/2006 11/1/2036 1545.83 360 80 CA 2/1/2007 N 350000 1 2.75 1545.83 93535 12/8/2006 2 PA1605EI_ARM-INTONLY 0 350000 70000 100 667 43.23 3YR 11/1/2011 6 3 1 6.625 1103634938 SFR 1 NOO PURCHASE N 6.875 6.875 480000 480000 12/1/2006 11/1/2036 2750 360 80 CA 2/1/2007 N 600000 1 2.75 2750 93036 12/8/2006 2 PA0605EI_ARM-INTONLY 0 600000 60000 90 701 30.21 3YR 11/1/2011 6 3 1 6.875 1103634939 SFR 1 OO PURCHASE N 7.5 7.5 479920 479920 12/1/2006 11/1/2036 2999.5 360 80 CA 2/1/2007 N 600000 1 2.75 2999.5 91711 12/8/2006 2 PA1605EI_ARM-INTONLY 0 599900 119980 100 663 42.8 1YR 11/1/2011 6 3 1 7.5 1103634940 2-4FAMILY 2 OO REFI Y 8.375 8.375 472000 472000 12/1/2006 11/1/2036 3294.17 360 80 CA 2/1/2007 N 590000 1 2.75 3294.17 90221 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 118000 100 644 42.47 NO-PREPAY 11/1/2011 6 3 1 8.375 1103634942 TOWNHOUSE 1 OO PURCHASE N 6.25 6.25 184000 184000 12/1/2006 11/1/2036 958.33 360 80 FL 2/1/2007 N 230000 1 2.75 958.33 33026 12/8/2006 2 PA0605EI_ARM-INTONLY 0 230000 46000 100 767 37.38 3YR 11/1/2011 6 3 1 6.25 1103634943 2-4FAMILY 3 NOO PURCHASE N 9.375 9.375 199920 199614.76 12/1/2006 11/1/2036 1662.83 360 80 CT 2/1/2007 N 255000 1 2.75 1662.83 06604 12/8/2006 2 PA0605E_ARM 0 249900 37485 95 691 46.63 1YR 11/1/2011 6 3 1 9.375 1103634945 2-4FAMILY 4 OO PURCHASE N 7.625 7.625 310800 310800 12/1/2006 11/1/2036 1974.88 360 80 CA 2/1/2007 N 388500 1 2.75 1974.88 93305 12/8/2006 2 PA0605EI_ARM-INTONLY 0 390000 77700 100 708 29.69 3YR 11/1/2011 6 3 1 7.625 1103634946 SFR 1 OO PURCHASE N 6.875 6.875 424000 424000 12/1/2006 11/1/2036 2429.17 360 80 CA 2/1/2007 N 535000 1 2.75 2429.17 91306 12/8/2006 2 PA1605EI_ARM-INTONLY 0 530000 106000 100 671 41.84 3YR 11/1/2011 6 3 1 6.875 1103634948 SFR 1 OO PURCHASE N 5.875 5.875 399200 399200 12/1/2006 11/1/2036 1954.42 360 80 CA 2/1/2007 N 499000 1 2.75 1954.42 90002 12/8/2006 2 PA0605EI_ARM-INTONLY 0 499000 99800 100 729 44.28 3YR 11/1/2011 6 3 1 5.875 1103634949 CONDO 1 OO REFI Y 6.75 6.75 290000 289998.5 12/1/2006 11/1/2036 1631.25 360 71.79 CA 2/1/2007 N 404000 1 2.75 1631.25 95116 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 71.79 785 30.71 1YR 11/1/2011 6 3 1 6.75 1103634950 PUD 1 OO PURCHASE N 6.875 6.875 227960 227960 12/1/2006 11/1/2036 1306.02 360 80 WA 2/1/2007 N 285000 1 2.75 1306.02 98374 12/8/2006 2 PA1605EI_ARM-INTONLY 0 284950 56990 100 667 50 3YR 11/1/2011 6 3 1 6.875 1103634951 SFR 1 NOO REFI N 7.125 7.125 120000 120000 12/1/2006 11/1/2036 712.5 360 80 MS 2/1/2007 N 150000 1 2.75 712.5 39208 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 647 33.7 3YR 11/1/2011 6 3 1 7.125 1103634954 SFR 1 OO REFI Y 7.5 7.5 220000 220000 12/1/2006 11/1/2036 1375 360 80 CA 2/1/2007 N 275000 1 2.75 1375 93620 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 55000 100 673 44.99 3YR 11/1/2011 6 3 1 7.5 1103634956 SFR 1 OO PURCHASE N 7.375 7.375 452000 452000 12/1/2006 11/1/2036 2777.92 360 80 CA 2/1/2007 N 565000 1 2.75 2777.92 91754 12/8/2006 2 PA1605EI_ARM-INTONLY 0 565000 113000 100 651 29.65 NO-PREPAY 11/1/2011 6 3 1 7.375 1103634958 2-4FAMILY 3 OO PURCHASE N 7.625 7.625 380000 379995.54 12/1/2006 11/1/2036 2414.58 360 80 CA 2/1/2007 N 475000 1 2.75 2414.58 92501 12/8/2006 2 PA0605EI_ARM-INTONLY 0 475000 95000 100 725 41.68 1YR 11/1/2011 6 3 1 7.625 1103634959 SFR 1 OO PURCHASE N 7 7 247200 247200 12/1/2006 11/1/2036 1442 360 80 CA 2/1/2007 N 309000 1 2.75 1442 91766 12/8/2006 2 PA1605EI_ARM-INTONLY 0 309000 61800 100 665 38.86 NO-PREPAY 11/1/2011 6 3 1 7 1103634961 CONDO 1 OO PURCHASE N 7.5 7.5 168000 168000 12/1/2006 11/1/2036 1050 360 80 CA 2/1/2007 N 220000 1 2.75 1050 92503 12/8/2006 2 PA1605EI_ARM-INTONLY 0 210000 42000 100 658 44.33 3YR 11/1/2011 6 3 1 7.5 1103634962 CONDO 1 OO PURCHASE N 6.625 6.625 343920 343920 12/1/2006 11/1/2036 1898.73 360 80 CA 2/1/2007 N 430000 1 2.75 1898.73 92108 12/8/2006 2 PA0605EI_ARM-INTONLY 0 429900 85980 100 738 40.06 3YR 11/1/2011 6 3 1 6.625 1103634963 CONDO 1 NOO PURCHASE N 7.25 7.25 80000 80000 12/1/2006 11/1/2036 483.33 360 80 CA 2/1/2007 N 100000 1 2.75 483.33 93307 12/8/2006 2 PA0605EI_ARM-INTONLY 0 100000 15000 95 713 30.43 3YR 11/1/2011 6 3 1 7.25 1103634964 SFR 1 OO REFI Y 6.99 6.99 420000 420000 12/1/2006 11/1/2036 2446.5 360 80 CA 2/1/2007 N 525000 1 2.75 2446.5 90605 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 105000 100 701 44.46 3YR 11/1/2011 6 3 1 6.99 1103634966 SFR 1 OO PURCHASE N 6.875 6.875 514400 514400 12/1/2006 11/1/2036 2947.08 360 80 CA 2/1/2007 N 643000 1 2.75 2947.08 91741 12/8/2006 2 PA1605EI_ARM-INTONLY 0 643000 128600 100 647 44.84 3YR 11/1/2011 6 3 1 6.875 1103634967 SFR 1 OO REFI Y 7.99 7.99 396000 396000 12/1/2006 11/1/2036 2636.7 360 80 CA 2/1/2007 N 495000 1 2.75 2636.7 90280 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 99000 100 652 13.6 1YR 11/1/2011 6 3 1 7.99 1103634970 SFR 1 OO PURCHASE N 6.75 6.75 364000 364000 12/1/2006 11/1/2036 2047.5 360 80 CA 2/1/2007 N 459000 1 2.75 2047.5 91710 12/8/2006 2 PA1605EI_ARM-INTONLY 0 455000 91000 100 668 40.24 3YR 11/1/2011 6 3 1 6.75 1103634971 SFR 1 OO REFI N 6.875 6.875 456000 456000 12/1/2006 11/1/2036 2612.5 360 80 CA 2/1/2007 N 570000 1 3.25 2612.5 91331 12/22/2006 2 PA0607EI_ARM-INTONLY 0 0 40000 87.02 718 30.3 NO-PREPAY 11/1/2013 6 5 1 6.875 1103634973 SFR 1 OO PURCHASE N 6.625 6.625 212000 212000 12/1/2006 11/1/2036 1170.42 360 80 CA 2/1/2007 N 270000 1 2.75 1170.42 93536 12/8/2006 2 PA0605EI_ARM-INTONLY 0 265000 53000 100 693 41.4 3YR 11/1/2011 6 3 1 6.625 1103634974 SFR 1 OO REFI Y 5.875 5.875 251388 251379.48 12/1/2006 11/1/2036 1230.75 360 79.81 CA 2/1/2007 N 315000 1 2.75 1230.75 92544 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 79.81 688 41.98 3YR 11/1/2011 6 3 1 5.875 1103634976 SFR 1 OO PURCHASE N 6.625 6.625 384000 384000 12/1/2006 11/1/2036 2120 360 80 CA 2/1/2007 N 480000 1 2.75 2120 90250 12/8/2006 2 PA0605EI_ARM-INTONLY 0 480000 96000 100 693 49.57 3YR 11/1/2011 6 3 1 6.625 1103634981 2-4FAMILY 4 NOO PURCHASE N 7.875 7.875 96000 96000 1/1/2007 12/1/2036 630 360 80 TX 2/1/2007 N 124000 1 2.75 630 78237 12/8/2006 2 PA0605EI_ARM-INTONLY 0 120000 18000 95 735 30.95 NO-PREPAY 12/1/2011 6 3 1 7.875 1103635036 SFR 1 OO PURCHASE N 6.75 6.75 360000 360000 1/1/2007 12/1/2036 2025 360 90 CA 2/1/2007 N 425000 1 4.125 2025 91701 11/29/2006 2 PA1405EI_ARM-INTONLY 25 400000 0 90 659 48.4 3YR 12/1/2011 6 3 1 4.125 1103635039 SFR 1 OO PURCHASE N 12.65 12.65 89000 88887.54 10/1/2006 9/1/2021 960.23 180 20 NY 2/1/2007 Y 445000 2 0 960.23 11550 11/30/2006 17 UB3330_BALLOON 0 445000 0 100 618 44.99 NO-PREPAY 0 0 0 0 1103635043 SFR 1 NOO REFI Y 6.625 6.625 228000 228000 1/1/2007 12/1/2036 1258.75 360 67.06 CA 2/1/2007 N 340000 1 3 1258.75 95823 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 67.06 708 38.56 3YR 12/1/2011 6 3 1 3 1103635055 SFR 1 OO REFI Y 6.25 6.25 152000 152000 1/1/2007 12/1/2036 791.67 360 43.43 CA 2/1/2007 N 350000 1 0 791.67 95337 12/14/2006 1 PF0630I_FIX-INTONLY 0 0 0 43.43 718 28.8 3YR 0 0 0 0 1103635065 SFR 1 NOO REFI N 8.875 8.875 266000 266000 12/1/2006 11/1/2036 1967.29 360 95 FL 2/1/2007 N 280000 1 3.75 1967.29 33993 12/7/2006 8 XA0405EI_ARM-INTONLY 30 0 0 95 775 0 3YR 11/1/2011 6 6 2 3.75 1103635071 SFR 1 NOO PURCHASE N 9.875 9.875 182700 182700 12/1/2006 11/1/2036 1503.47 360 90 FL 2/1/2007 N 203000 1 4 1503.47 33404 12/7/2006 8 EA2605EI_ARM-INTONLY 25 203000 0 90 629 0 3YR 11/1/2011 6 6 2 4 1103635072 CONDO 1 OO PURCHASE N 7.5 7.5 165000 165000 12/1/2006 11/1/2036 1031.25 360 100 FL 2/1/2007 N 185000 1 3.875 1031.25 33716 12/7/2006 2 XA0403EI_ARM-INTONLY 35 165000 0 100 756 41.11 3YR 11/1/2009 6 6 2 3.875 1103635073 CONDO 1 NOO PURCHASE N 8.875 8.875 215640 215640 12/1/2006 11/1/2036 1594.84 360 95 FL 2/1/2007 N 227000 1 4 1594.84 33556 12/7/2006 1 XA0405EI_ARM-INTONLY 30 226990 0 95 681 41.33 3YR 11/1/2011 6 6 2 4 1103635074 PUD 1 NOO REFI Y 8.25 8.25 263500 263287.95 12/1/2006 11/1/2036 1881.76 360 85 FL 2/1/2007 Y 310000 1 3.5 1881.76 33543 12/7/2006 12 BL0105E_ARM-BALLOON 22 0 0 85 722 0 3YR 11/1/2011 6 6 2 3.5 1103635078 SFR 1 OO PURCHASE N 8.125 8.125 347000 346710.47 12/1/2006 11/1/2036 2445.34 360 100 MD 2/1/2007 Y 350000 1 4 2445.34 20706 12/7/2006 8 XL0403E_ARM-BALLOON 35 347000 0 100 709 0 NO-PREPAY 11/1/2009 6 6 2 4 1103635083 SFR 1 OO REFI N 9 9 279800 279619.34 12/1/2006 11/1/2036 2158.27 360 99.93 IL 2/1/2007 Y 280000 1 4.625 2158.27 60050 12/7/2006 8 XL1407E_ARM-BALLOON 35 0 0 99.93 661 0 NO-PREPAY 11/1/2013 6 6 2 4.625 1103635085 PUD 1 OO PURCHASE N 9.5 9.5 329895 329895 12/1/2006 11/1/2036 2611.67 360 100 NV 2/1/2007 N 340000 1 4 2611.67 89436 12/7/2006 8 XA2403EI_ARM-INTONLY 35 329895 0 100 679 0 3YR 11/1/2009 6 6 2 4 1103635088 SFR 1 2ND REFI N 6.5 6.5 203600 203044.83 12/1/2006 11/1/2036 1286.89 360 82.77 FL 2/1/2007 N 246000 1 2.25 1286.89 33971 12/7/2006 2 BA0205D_ARM 12 0 0 82.77 787 38.97 NO-PREPAY 11/1/2011 5 5 2 2.25 1103635089 HI-RISE 1 NOO PURCHASE N 7.125 7.125 251370 250696.09 12/1/2006 11/1/2036 1584.97 360 90 AZ 2/1/2007 Y 280000 1 2.875 1584.97 85012 12/7/2006 8 SL0605E_ARM-BALLOON 25 279300 0 90 728 0 3YR 11/1/2011 6 6 2 2.875 1103635090 CONDO 1 NOO PURCHASE N 7.125 7.125 270000 269003.89 12/1/2006 11/1/2036 1819.04 360 90 AZ 2/1/2007 N 300000 1 2.875 1819.04 85012 12/7/2006 8 SA0605E_ARM 25 300000 0 90 728 0 3YR 11/1/2011 6 6 2 2.875 1103635091 CONDO 1 NOO PURCHASE N 7.375 7.375 210870 210651.89 12/1/2006 11/1/2036 1368.23 360 90 AZ 2/1/2007 Y 240000 1 2.875 1368.23 85012 12/7/2006 8 SL0605E_ARM-BALLOON 25 234300 0 90 711 0 1YR 11/1/2011 6 6 2 2.875 1103635092 CONDO 1 OO PURCHASE N 7.25 7.25 231705 231456.71 12/1/2006 11/1/2036 1482.15 360 95 VA 2/1/2007 Y 247000 1 2.875 1482.15 22302 12/7/2006 8 SL2605E_ARM-BALLOON 30 243900 0 95 623 0 3YR 11/1/2011 6 6 2 2.875 1103635093 SFR 1 OO PURCHASE N 6.75 6.75 385000 385000 12/1/2006 11/1/2036 2165.63 360 100 VA 2/1/2007 N 388000 1 2.875 2165.63 22191 12/7/2006 8 XA0605EI_ARM-INTONLY 35 385000 0 100 690 0 3YR 11/1/2011 6 6 2 2.875 1103635094 PUD 1 OO PURCHASE N 7 7 245000 245000 12/1/2006 11/1/2036 1429.17 360 100 MD 2/1/2007 N 250000 1 2.875 1429.17 21703 12/7/2006 8 XA0603EI_ARM-INTONLY 35 245000 0 100 693 0 3YR 11/1/2009 6 6 2 2.875 1103635095 SFR 1 OO PURCHASE N 7.25 7.25 355000 354619.56 12/1/2006 11/1/2036 2270.84 360 100 VA 2/1/2007 Y 375000 1 2.875 2270.84 22303 12/7/2006 8 XL0603E_ARM-BALLOON 35 355000 0 100 689 0 1YR 11/1/2009 6 6 2 2.875 1103635096 SFR 1 OO REFI N 7.125 7.125 131700 131382.15 12/1/2006 11/1/2036 887.29 360 84.97 IL 2/1/2007 N 155000 1 3.5 887.29 60073 12/22/2006 8 BA2205E_ARM 12 0 0 84.97 662 0 1YR 11/1/2011 6 6 2 3.5 1103635098 SFR 1 2ND REFI N 6.375 6.375 216400 215795.53 12/1/2006 11/1/2036 1350.05 360 80 FL 2/1/2007 N 270500 1 2.25 1350.05 33993 12/7/2006 2 XA0605D_ARM 0 0 0 80 789 36.74 NO-PREPAY 11/1/2011 5 5 2 2.25 1103635102 PUD 1 OO REFI Y 7 7 192000 192000 12/1/2006 11/1/2036 1120 360 80 FL 2/1/2007 N 240000 1 2.875 1120 33063 12/7/2006 1 PA2603EI_ARM-INTONLY 0 0 0 80 620 47.333 3YR 11/1/2009 6 6 2 2.875 1103635103 SFR 1 OO REFI Y 7.875 7.875 300000 300000 12/1/2006 11/1/2036 1968.75 360 80 FL 2/1/2007 N 375000 1 2.875 1968.75 33313 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 0 80 636 0 3YR 11/1/2011 6 6 2 2.875 1103635105 SFR 1 OO PURCHASE N 7.25 7.25 301600 301276.81 12/1/2006 11/1/2036 1929.25 360 80 VA 2/1/2007 Y 378000 1 2.875 1929.25 23838 12/7/2006 8 SL0605E_ARM-BALLOON 0 377000 75400 100 698 0 3YR 11/1/2011 6 6 2 2.875 1103635106 SFR 1 OO PURCHASE N 7.375 7.375 171200 171200 12/1/2006 11/1/2036 1052.17 360 80 NC 2/1/2007 N 215000 1 2.875 1052.17 27603 12/7/2006 8 SA2603EI_ARM-INTONLY 0 214000 42800 100 672 0 2YR 11/1/2009 6 3 1 2.875 1103635107 PUD 1 OO PURCHASE N 7.5 7.5 246944 246944 12/1/2006 11/1/2036 1543.4 360 80 FL 2/1/2007 N 320000 1 2.875 1543.4 34637 12/7/2006 2 BA2603EI_ARM-INTONLY 0 308680 61736 100 626 41.426 3YR 11/1/2009 6 6 2 2.875 1103635108 PUD 1 OO PURCHASE N 6.875 6.875 228000 228000 12/1/2006 11/1/2036 1306.25 360 80 FL 2/1/2007 N 302000 1 2.875 1306.25 33566 12/7/2006 2 PA0605EI_ARM-INTONLY 0 285000 57000 100 686 38.68 3YR 11/1/2011 6 6 2 2.875 1103635109 CONDO 1 NOO PURCHASE N 7.5 7.5 109200 109200 12/1/2006 11/1/2036 682.5 360 69.78 FL 2/1/2007 N 160000 1 2.875 682.5 33611 12/7/2006 12 BA2203EI_ARM-INTONLY 0 156500 0 69.78 629 0 3YR 11/1/2009 6 6 2 2.875 1103635110 CONDO 1 NOO PURCHASE N 7.25 7.25 334673 334314.35 12/1/2006 11/1/2036 2140.81 360 80 FL 2/1/2007 Y 490000 1 3.5 2140.81 33946 12/7/2006 12 XL0605E_ARM-BALLOON 0 418342 0 80 716 0 3YR 11/1/2011 6 6 2 3.5 1103635111 PUD 1 OO REFI Y 7.375 7.375 192000 192000 12/1/2006 11/1/2036 1180 360 80 FL 2/1/2007 N 240000 1 2.875 1180 32808 12/7/2006 12 XA2605EI_ARM-INTONLY 0 0 0 80 659 0 1YR 11/1/2011 6 6 2 2.875 1103635112 SFR 1 OO PURCHASE N 6.625 6.625 192610 192610 12/1/2006 11/1/2036 1063.37 360 79.63 FL 2/1/2007 N 242000 1 2.875 1063.37 32807 12/7/2006 8 SA0605EI_ARM-INTONLY 0 241900 25100 90 749 0 3YR 11/1/2011 6 6 2 2.875 1103635113 PUD 1 2ND PURCHASE N 6.5 6.5 169400 169400 12/1/2006 11/1/2036 917.58 360 70 FL 2/1/2007 N 265000 1 2.875 917.58 34746 12/7/2006 12 XA0605EI_ARM-INTONLY 0 242000 0 70 739 0 3YR 11/1/2011 6 6 2 2.875 1103635116 SFR 1 NOO REFI N 7.375 7.375 331000 331000 12/1/2006 11/1/2036 2034.27 360 77.89 MD 2/1/2007 N 425000 1 2.875 2034.27 20850 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.89 661 0 1YR 11/1/2011 6 3 1 2.875 1103635117 PUD 1 OO PURCHASE N 7.875 7.875 195200 195024.95 12/1/2006 11/1/2036 1338.97 360 80 VA 2/1/2007 Y 250000 1 2.875 1338.97 22405 12/7/2006 8 SL2603E_ARM-BALLOON 0 244000 48800 100 631 0 3YR 11/1/2009 6 6 2 2.875 1103635121 CONDO 1 OO PURCHASE N 8.125 8.125 208000 208000 12/1/2006 11/1/2036 1408.33 360 80 VA 2/1/2007 N 260000 1 2.875 1408.33 22304 12/7/2006 8 SA2603EI_ARM-INTONLY 0 260000 52000 100 626 0 3YR 11/1/2009 6 6 2 2.875 1103635122 SFR 1 OO REFI Y 6.625 6.625 304000 304000 12/1/2006 11/1/2036 1678.33 360 78.76 VA 2/1/2007 N 386000 1 2.875 1678.33 22193 12/7/2006 8 SA0603EI_ARM-INTONLY 0 0 43400 90 687 0 3YR 11/1/2009 6 6 2 2.875 1103635123 CONDO 1 OO REFI Y 7.875 7.875 219200 219200 12/1/2006 11/1/2036 1438.5 360 80 VA 2/1/2007 N 274000 1 2.875 1438.5 22192 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 54800 100 675 0 1YR 11/1/2011 6 6 2 2.875 1103635125 PUD 1 NOO REFI Y 7.375 7.375 455992 455520.33 12/1/2006 11/1/2036 2958.71 360 80 SC 2/1/2007 Y 569990 1 2.875 2958.71 29466 12/7/2006 8 SL0603E_ARM-BALLOON 0 0 0 80 774 0 1YR 11/1/2009 6 6 2 2.875 1103635126 SFR 1 OO PURCHASE N 7.25 7.25 391200 391200 12/1/2006 11/1/2036 2363.5 360 80 VA 2/1/2007 N 490000 1 2.875 2363.5 20151 12/7/2006 8 SA0603EI_ARM-INTONLY 0 489000 97800 100 693 0 3YR 11/1/2009 6 6 2 2.875 1103635127 SFR 1 NOO REFI Y 7.5 7.5 180000 180000 12/1/2006 11/1/2036 1125 360 80 MD 2/1/2007 N 225000 1 2.875 1125 20640 12/7/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 690 0 1YR 11/1/2011 6 6 2 2.875 1103635128 CONDO 1 OO PURCHASE N 7.125 7.125 226400 226400 12/1/2006 11/1/2036 1344.25 360 80 MD 2/1/2007 N 283000 1 2.875 1344.25 20874 12/7/2006 8 SA0603EI_ARM-INTONLY 0 283000 56600 100 742 0 1YR 11/1/2009 6 6 2 2.875 1103635129 SFR 1 OO REFI Y 6.625 6.625 305000 302722.02 12/1/2006 11/1/2036 1952.95 360 55.31 MD 2/1/2007 N 551500 1 2.875 1952.95 20817 12/7/2006 8 SA2607E_ARM 0 0 0 55.31 664 0 3YR 11/1/2013 6 3 1 2.875 1103635130 PUD 1 OO PURCHASE N 7.75 7.75 423200 423200 12/1/2006 11/1/2036 2733.17 360 80 MD 2/1/2007 N 529000 1 2.875 2733.17 20705 12/7/2006 8 SA2603EI_ARM-INTONLY 0 529000 100000 98.91 624 0 1YR 11/1/2009 6 6 2 2.875 1103635131 PUD 1 NOO REFI Y 6.875 6.875 256000 256000 12/1/2006 11/1/2036 1466.67 360 80 MD 2/1/2007 N 320000 1 2.875 1466.67 21702 12/7/2006 8 SA0603EI_ARM-INTONLY 0 0 48000 95 715 0 3YR 11/1/2009 6 6 2 2.875 1103635132 PUD 1 OO REFI N 6.625 6.625 274000 273984 12/1/2006 11/1/2036 1512.71 360 79.89 MD 2/1/2007 N 343000 1 2.875 1512.71 21774 12/7/2006 8 SA2603EI_ARM-INTONLY 0 0 42000 92.13 637 0 3YR 11/1/2009 6 6 2 2.875 1103635136 CONDO 1 OO PURCHASE N 7.5 7.5 160000 160000 12/1/2006 11/1/2036 1000 360 80 VA 2/1/2007 N 220000 1 2.875 1000 20191 12/7/2006 2 PA0603EI_ARM-INTONLY 0 200000 40000 100 684 43.24 1YR 11/1/2009 6 6 2 2.875 1103635137 SFR 1 OO REFI Y 7.625 7.625 280000 279730.24 12/1/2006 11/1/2036 1868.52 360 80 MD 2/1/2007 Y 350000 1 2.875 1868.52 20613 12/7/2006 8 SL0603E_ARM-BALLOON 0 0 0 80 689 0 2YR 11/1/2009 6 6 2 2.875 1103635138 SFR 1 OO REFI Y 6.875 6.875 428000 427490.46 12/1/2006 11/1/2036 2620.96 360 80 VA 2/1/2007 Y 535000 1 2.875 2620.96 22032 12/7/2006 8 SL0605E_ARM-BALLOON 0 0 53000 89.91 702 0 1YR 11/1/2011 6 6 2 2.875 1103635139 PUD 1 OO PURCHASE N 6.5 6.5 404000 404000 12/1/2006 11/1/2036 2188.33 360 80 MD 2/1/2007 N 514000 1 2.875 2188.33 21666 12/7/2006 8 SA0603EI_ARM-INTONLY 0 505000 100000 99.81 749 0 3YR 11/1/2009 6 6 2 2.875 1103635142 CONDO 1 NOO REFI Y 7.625 7.625 275500 275499.65 12/1/2006 11/1/2036 1750.57 360 77.83 MD 2/1/2007 N 354000 1 2.875 1750.57 20878 12/7/2006 8 SA2603EI_ARM-INTONLY 0 0 0 77.83 644 0 1YR 11/1/2009 6 6 2 2.875 1103635143 SFR 1 OO REFI Y 6.5 6.5 290000 289921.46 12/1/2006 11/1/2036 1570.83 360 62.37 MD 2/1/2007 N 465000 1 2.875 1570.83 20906 12/7/2006 8 SA2605EI_ARM-INTONLY 0 0 0 62.37 680 0 3YR 11/1/2011 6 6 2 2.875 1103635144 PUD 1 OO REFI Y 6.75 6.75 352000 351566.11 12/1/2006 11/1/2036 2123.82 360 80 CA 2/1/2007 Y 440000 1 2.875 2123.82 91761 12/7/2006 8 XL0607E_ARM-BALLOON 0 0 44000 90 702 0 3YR 11/1/2013 6 6 2 2.875 1103635145 2-4FAMILY 3 NOO PURCHASE N 8.25 8.25 404000 404000 12/1/2006 11/1/2036 2777.5 360 80 CA 2/1/2007 N 505000 1 2.875 2777.5 92507 12/7/2006 12 BA2203EI_ARM-INTONLY 0 505000 0 80 639 0 3YR 11/1/2009 6 6 2 2.875 1103635146 SFR 1 OO PURCHASE N 6.875 6.875 398400 398400 12/1/2006 11/1/2036 2282.5 360 80 CA 2/1/2007 N 500000 1 2.875 2282.5 90712 12/7/2006 8 SA0605EI_ARM-INTONLY 0 498000 99600 100 712 0 3YR 11/1/2011 6 6 2 2.875 1103635148 2-4FAMILY 3 NOO PURCHASE N 8.375 8.375 224000 224000 12/1/2006 11/1/2036 1563.33 360 80 AZ 2/1/2007 N 280000 1 2.875 1563.33 85016 12/7/2006 8 SA0603EI_ARM-INTONLY 0 280000 28000 90 687 0 3YR 11/1/2009 6 6 2 2.875 1103635149 2-4FAMILY 3 NOO PURCHASE N 8.375 8.375 216000 216000 12/1/2006 11/1/2036 1507.5 360 80 AZ 2/1/2007 N 280000 1 2.875 1507.5 85016 12/7/2006 8 SA0603EI_ARM-INTONLY 0 270000 27000 90 687 0 3YR 11/1/2009 6 6 2 2.875 1103635151 SFR 1 OO REFI N 6.25 6.25 416000 416000 12/1/2006 11/1/2036 2166.67 360 80 CA 2/1/2007 N 520000 1 2.875 2166.67 90712 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 74000 94.24 746 47.04 3YR 11/1/2011 6 6 2 2.875 1103635152 SFR 1 OO PURCHASE N 6.625 6.625 750000 750000 12/1/2006 11/1/2036 4140.63 360 71.43 CA 2/1/2007 N 1050000 1 2.875 4140.63 90254 12/7/2006 12 SA2603EI_ARM-INTONLY 0 1050000 0 71.43 668 0 3YR 11/1/2009 6 3 1 2.875 1103635155 PUD 1 OO PURCHASE N 7.25 7.25 316000 316000 12/1/2006 11/1/2036 1909.17 360 80 MD 2/1/2007 N 425000 1 2.875 1909.17 21403 12/7/2006 8 SA0603EI_ARM-INTONLY 0 395000 79000 100 686 0 3YR 11/1/2009 6 6 2 2.875 1103635156 CONDO 1 OO PURCHASE N 6.75 6.75 319920 319920 12/1/2006 11/1/2036 1799.55 360 80 VA 2/1/2007 N 413000 1 2.875 1799.55 22304 12/7/2006 8 SA0603EI_ARM-INTONLY 0 399900 79980 100 749 0 3YR 11/1/2009 6 6 2 2.875 1103635157 SFR 1 OO PURCHASE N 6.875 6.875 312000 311628.58 12/1/2006 11/1/2036 1910.6 360 80 MD 2/1/2007 Y 390000 1 2.875 1910.6 20706 12/7/2006 8 SL0605E_ARM-BALLOON 0 390000 78000 100 724 0 3YR 11/1/2011 6 6 2 2.875 1103635160 2-4FAMILY 2 OO PURCHASE N 7.125 7.125 320000 320000 12/1/2006 11/1/2036 1900 360 80 CA 2/1/2007 N 402000 1 2.875 1900 92553 12/7/2006 8 SA0605EI_ARM-INTONLY 0 400000 80000 100 711 0 3YR 11/1/2011 6 6 2 2.875 1103635161 SFR 1 OO PURCHASE N 6.375 6.375 212000 211670.09 12/1/2006 11/1/2036 1222.34 360 80 NV 2/1/2007 Y 270000 1 2.875 1222.34 89502 12/7/2006 2 PL0605E_ARM-BALLOON 0 265000 53000 100 694 41.47 3YR 11/1/2011 6 6 2 2.875 1103635162 SFR 1 OO REFI Y 7.625 7.625 368000 366931.1 10/1/2006 9/1/2036 2455.76 360 80 NJ 2/1/2007 Y 460000 1 3.5 2455.76 08225 12/7/2006 8 SL2605E_ARM-BALLOON 0 0 45000 89.79 647 0 NO-PREPAY 9/1/2011 6 6 2 3.5 1103635163 SFR 1 OO REFI Y 7.625 7.625 170400 170182.45 12/1/2006 11/1/2036 1137.13 360 80 NJ 2/1/2007 Y 213000 1 3.5 1137.13 08094 12/7/2006 8 SL0605E_ARM-BALLOON 0 0 42600 100 696 0 NO-PREPAY 11/1/2011 6 6 2 3.5 1103635164 PUD 1 OO PURCHASE N 7.25 7.25 288000 287689.46 12/1/2006 11/1/2036 1842.26 360 80 FL 2/1/2007 Y 389000 1 2.875 1842.26 32226 12/7/2006 8 SL0605E_ARM-BALLOON 0 360000 72000 100 681 0 1YR 11/1/2011 6 6 2 2.875 1103635165 SFR 1 NOO PURCHASE N 8.875 8.875 128000 128000 12/1/2006 11/1/2036 946.67 360 80 GA 2/1/2007 N 168000 1 2.875 946.67 30605 12/7/2006 8 SA2603EI_ARM-INTONLY 0 160000 24000 95 673 0 3YR 11/1/2009 6 6 2 2.875 1103635166 SFR 1 OO PURCHASE N 6.625 6.625 200000 200000 12/1/2006 11/1/2036 1104.17 360 76.93 CA 2/1/2007 N 260000 1 2.875 1104.17 93306 12/7/2006 8 SA2603EI_ARM-INTONLY 0 260000 0 76.93 667 0 1YR 11/1/2009 6 6 2 2.875 1103635167 PUD 1 OO REFI Y 6.5 6.5 252000 251312.87 12/1/2006 11/1/2036 1592.81 360 80 CA 2/1/2007 N 315000 1 2.875 1592.81 91768 12/7/2006 8 SA0605E_ARM 0 0 0 80 703 0 3YR 11/1/2011 6 6 2 2.875 1103635168 PUD 1 OO PURCHASE N 7.5 7.5 238400 238400 12/1/2006 11/1/2036 1490 360 80 CA 2/1/2007 N 310000 1 2.875 1490 91730 12/7/2006 2 PA1605EI_ARM-INTONLY 0 298000 59600 100 642 31.47 3YR 11/1/2011 6 6 2 2.875 1103635170 SFR 1 OO REFI Y 6.875 6.875 365000 364565.48 12/1/2006 11/1/2036 2235.16 360 79.35 CA 2/1/2007 Y 460000 1 3.5 2235.16 94801 12/7/2006 12 BL2205E_ARM-BALLOON 0 0 0 79.35 653 0 1YR 11/1/2011 6 6 2 3.5 1103635171 SFR 1 OO REFI N 6.375 6.375 304000 303584.43 12/1/2006 11/1/2036 1752.79 360 67.56 CA 2/1/2007 Y 450000 1 2.875 1752.79 94806 12/7/2006 8 XL1607E_ARM-BALLOON 0 0 0 67.56 671 0 1YR 11/1/2013 6 3 1 2.875 1103635172 SFR 1 OO REFI Y 6.75 6.75 384000 383526.68 12/1/2006 11/1/2036 2316.89 360 80 CA 2/1/2007 Y 480000 1 2.875 2316.89 94621 12/7/2006 12 BL2205E_ARM-BALLOON 0 0 0 80 645 0 1YR 11/1/2011 6 6 2 2.875 1103635174 SFR 1 OO PURCHASE N 6.75 6.75 280000 279999.52 12/1/2006 11/1/2036 1575 360 80 WA 2/1/2007 N 370000 1 2.875 1575 98604 12/7/2006 8 SA2603EI_ARM-INTONLY 0 350000 52500 95 668 0 3YR 11/1/2009 6 3 1 2.875 1103635175 SFR 1 OO REFI Y 6.875 6.875 464000 463999.81 12/1/2006 11/1/2036 2658.33 360 80 CA 2/1/2007 N 580000 1 2.875 2658.33 92071 12/7/2006 8 SA0605EI_ARM-INTONLY 0 0 57900 89.99 683 0 3YR 11/1/2011 6 6 2 2.875 1103635177 SFR 1 OO PURCHASE N 6.625 6.625 196000 196000 12/1/2006 11/1/2036 1082.08 360 80 NV 2/1/2007 N 247000 1 2.875 1082.08 89431 12/7/2006 8 SA0603EI_ARM-INTONLY 0 245000 49000 100 688 0 3YR 11/1/2009 6 6 2 2.875 1103635178 SFR 1 OO PURCHASE N 6.875 6.875 199200 199199.99 12/1/2006 11/1/2036 1141.25 360 80 NV 2/1/2007 N 260000 1 2.875 1141.25 89431 12/7/2006 8 SA2605EI_ARM-INTONLY 0 249000 49800 100 663 0 3YR 11/1/2011 6 3 1 2.875 1103635200 SFR 1 OO PURCHASE N 6.25 6.25 367200 367200 12/1/2006 11/1/2036 1912.5 360 80 CA 2/1/2007 N 465000 1 2.25 1912.5 93536 11/29/2006 2 PA0605EI_ARM-INTONLY 0 459000 91800 100 715 46.98 3YR 11/1/2011 5 5 1 2.25 1103635204 SFR 1 OO PURCHASE N 6.5 6.5 193600 193600 12/1/2006 11/1/2036 1048.67 360 80 CA 2/1/2007 N 245000 1 2.5 1048.67 92543 11/29/2006 2 PA0605EI_ARM-INTONLY 0 242000 48400 100 712 30.91 3YR 11/1/2011 5 5 1 2.5 1103635213 SFR 1 OO PURCHASE N 6 6 704000 704000 12/1/2006 11/1/2036 3520 360 80 CA 2/1/2007 N 880000 1 2.5 3520 92860 11/29/2006 2 PA0603EI_ARM-INTONLY 0 880000 176000 100 726 39.2 3YR 11/1/2009 5 3 1 2.5 1103635215 SFR 1 OO PURCHASE N 6.5 6.5 436000 435999.67 12/1/2006 11/1/2036 2361.67 360 80 CA 2/1/2007 N 545000 1 2.5 2361.67 90712 11/29/2006 8 SA0605EI_ARM-INTONLY 0 545000 109000 100 682 0 3YR 11/1/2011 5 5 1 2.5 1103635231 2-4FAMILY 2 OO PURCHASE N 12.5 12.5 100000 99922.42 12/1/2006 11/1/2021 1067.26 180 20 CA 2/1/2007 Y 535000 2 0 1067.26 90033 11/29/2006 8 TB1630_BALLOON 0 500000 0 100 675 0 6MO 0 0 0 0 1103635232 SFR 1 OO PURCHASE N 12.5 12.5 94800 94726.46 12/1/2006 11/1/2021 1011.76 180 20 CA 2/1/2007 Y 474000 2 0 1011.76 92337 11/29/2006 2 TB2630_BALLOON 0 474000 0 100 630 43.83 6MO 0 0 0 0 1103635233 SFR 1 OO PURCHASE N 11 11 81000 80875.25 12/1/2006 11/1/2021 771.38 180 20 CA 2/1/2007 Y 405000 2 0 771.38 92399 11/29/2006 2 TB1630_BALLOON 0 405000 0 100 643 42.3 3YR 0 0 0 0 1103635235 SFR 1 OO REFI Y 9.875 9.875 38250 38197.45 12/1/2006 11/1/2021 332.14 180 9.94 CA 2/1/2007 Y 385000 2 0 332.14 90001 11/29/2006 2 TB1630_BALLOON 0 0 0 89.94 659 35.04 6MO 0 0 0 0 1103635236 SFR 1 OO PURCHASE N 11.625 11.625 84000 83920.88 12/1/2006 11/1/2021 839.87 180 20 CA 2/1/2007 Y 420000 2 0 839.87 92509 11/29/2006 2 TB1630_BALLOON 0 420000 0 100 644 42.79 6MO 0 0 0 0 1103635238 SFR 1 OO PURCHASE N 12.5 12.5 107000 106916.98 12/1/2006 11/1/2021 1141.97 180 20 CA 2/1/2007 Y 535000 2 0 1141.97 90638 11/29/2006 8 TB1630_BALLOON 0 535000 0 100 641 0 3YR 0 0 0 0 1103635240 SFR 1 NOO REFI N 13 13 40300 436.38 12/1/2006 11/1/2021 445.8 180 10 WA 2/1/2007 Y 403000 2 0 445.8 98155 11/29/2006 8 TB1630_BALLOON 0 0 0 85 651 0 NO-PREPAY 0 0 0 0 1103635242 SFR 1 OO PURCHASE N 11.125 11.125 33000 32964.71 12/1/2006 11/1/2021 317.39 180 20 CA 2/1/2007 Y 189000 2 0 317.39 93725 11/29/2006 2 TB1630_BALLOON 0 165000 0 100 667 45.32 1YR 0 0 0 0 1103635243 PUD 1 OO PURCHASE N 11.125 11.125 42000 41955.87 12/1/2006 11/1/2021 403.95 180 15 NV 2/1/2007 Y 290000 2 0 403.95 89108 11/29/2006 1 TB2630_BALLOON 0 280000 0 95 628 44.69 6MO 0 0 0 0 1103635342 TOWNHOUSE 1 NOO PURCHASE N 10.75 10.75 112950 112950 1/1/2007 12/1/2036 1011.84 360 90 MD 2/1/2007 N 132000 1 4.125 1011.84 21213 12/21/2006 7 EA2605EI_ARM-INTONLY 0 125500 0 90 659 0 NO-PREPAY 12/1/2011 6 3 1 10.75 1103635343 SFR 1 NOO PURCHASE N 7.95 7.95 97500 97367.38 1/1/2007 12/1/2036 712.03 360 75 MD 2/1/2007 N 130000 1 3 712.03 21215 12/20/2006 2 PA0605E_ARM 0 130000 26000 95 704 18.16 NO-PREPAY 12/1/2011 6 3 1 3 1103635354 SFR 1 OO REFI N 6.75 6.75 624000 624000 1/1/2007 12/1/2036 3510 360 80 CA 2/1/2007 N 780000 1 3 3510 90638 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 706 33.08 3YR 12/1/2011 6 3 1 3 1103635358 SFR 1 OO PURCHASE N 7.5 7.5 152000 152000 1/1/2007 12/1/2036 950 360 80 FL 2/1/2007 N 235000 1 3 950 33023 12/13/2006 2 PA1605EI_ARM-INTONLY 0 190000 38000 100 677 35.6 1YR 12/1/2011 6 3 1 3 1103635370 SFR 1 NOO REFI Y 7.375 7.375 277500 277309.23 1/1/2007 12/1/2036 1800.56 360 79.98 CA 2/1/2007 Y 347000 1 3 1800.56 93550 12/6/2006 2 PL0605E_ARM-BALLOON 0 0 0 79.98 694 49.64 3YR 12/1/2011 6 3 1 3 1103635377 D-PUDS 1 OO REFI N 6.25 6.25 544000 543903.19 1/1/2007 12/1/2036 2833.33 360 80 CA 2/1/2007 N 680000 1 3 2833.33 92675 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 60000 88.83 721 40.66 2YR 12/1/2011 6 3 1 3 1103635383 D-PUDS 1 OO REFI Y 5.875 5.875 548000 548000 1/1/2007 12/1/2036 2682.92 360 80 CA 2/1/2007 N 685000 1 3 2682.92 92128 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 702 43.45 3YR 12/1/2011 6 3 1 3 1103635400 D-PUDS 1 NOO PURCHASE N 9.5 9.5 114300 114187.11 1/1/2007 12/1/2036 961.1 360 90 SC 2/1/2007 N 137000 1 3 961.1 29651 12/21/2006 17 PA1605E_ARM 25 127000 0 90 669 31.35 NO-PREPAY 12/1/2011 6 3 1 3 1103635411 SFR 1 NOO REFI Y 6.375 6.375 245000 245000 1/1/2007 12/1/2036 1301.56 360 70 NV 2/1/2007 N 350000 1 3 1301.56 89506 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 70 786 52.11 3YR 12/1/2011 6 3 1 3 1103635447 CONDO 1 OO PURCHASE N 7.5 7.5 117716 117336.35 11/1/2006 10/1/2036 823.09 360 80 FL 2/1/2007 N 147146 1 0 823.09 33624 12/29/2006 12 SF0630_FIXEDRATE 0 147146 22087 95.01 778 0 NO-PREPAY 0 0 0 0 1103635494 SFR 1 OO REFI Y 6.5 6.5 224000 223944.34 12/1/2006 11/1/2036 1213.33 360 80 NV 2/1/2007 N 280000 1 2.25 1213.33 89107 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 700 41.76 3YR 11/1/2011 6 6 2 2.25 1103635495 SFR 1 OO REFI N 6.375 6.375 436000 436000 12/1/2006 11/1/2036 2316.25 360 80 CA 2/1/2007 N 545000 1 2.25 2316.25 94509 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 81000 94.87 694 44.13 3YR 11/1/2011 6 6 2 2.25 1103635496 PUD 1 OO REFI N 6.625 6.625 248000 248000 12/1/2006 11/1/2036 1369.17 360 80 AZ 2/1/2007 N 310000 1 2.25 1369.17 85086 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 31000 90 688 47.24 3YR 11/1/2011 6 6 2 2.25 1103635497 SFR 1 NOO REFI Y 6.75 6.75 220000 220000 12/1/2006 11/1/2036 1237.5 360 80 NV 2/1/2007 N 275000 1 2.25 1237.5 89128 12/8/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 722 49.87 3YR 11/1/2011 6 6 2 2.25 1103635498 PUD 1 OO PURCHASE N 6.25 6.25 330400 330400 12/1/2006 11/1/2036 1720.83 360 80 CA 2/1/2007 N 420000 1 2.25 1720.83 95035 12/8/2006 1 PA0605EI_ARM-INTONLY 0 413000 82600 100 746 36.65 3YR 11/1/2011 6 6 2 2.25 1103635499 SFR 1 OO REFI N 6.125 6.125 348500 348500 12/1/2006 11/1/2036 1778.8 360 79.21 CA 2/1/2007 N 440000 1 2.25 1778.8 92139 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 64500 93.87 719 43.34 3YR 11/1/2011 6 6 2 2.25 1103635500 SFR 1 OO REFI N 6.75 6.75 240000 240000 12/1/2006 11/1/2036 1350 360 80 CA 2/1/2007 N 300000 1 2.25 1350 93534 12/8/2006 12 SA0605EI_ARM-INTONLY 0 0 30000 90 765 0 6MO 11/1/2011 6 6 2 2.25 1103635501 SFR 1 OO REFI Y 6.75 6.75 480000 480000 12/1/2006 11/1/2036 2700 360 80 AZ 2/1/2007 N 600000 1 2.25 2700 85250 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 656 44.36 3YR 11/1/2011 6 6 2 2.25 1103635502 SFR 1 OO PURCHASE N 6.625 6.625 164000 164000 12/1/2006 11/1/2036 905.42 360 80 AZ 2/1/2007 N 205000 1 2.25 905.42 85023 12/8/2006 1 PA0605EI_ARM-INTONLY 0 205000 41000 100 714 42.66 3YR 11/1/2011 6 6 2 2.25 1103635513 SFR 1 OO REFI Y 6.25 6.25 174400 173900.98 12/1/2006 11/1/2036 1073.81 360 80 CO 2/1/2007 N 218000 1 2.875 1073.81 81504 12/1/2006 8 SA2603E_ARM 0 0 0 80 665 0 3YR 11/1/2009 6 6 2 2.875 1103635520 SFR 1 OO PURCHASE N 6.375 6.375 668000 667086.85 12/1/2006 11/1/2036 3851.52 360 80 FL 2/1/2007 Y 915000 1 2.875 3851.52 34786 12/1/2006 8 SL1603E_ARM-BALLOON 0 835000 167000 100 745 0 1YR 11/1/2009 6 6 2 2.875 1103635524 PUD 1 OO REFI Y 6.5 6.5 250000 249318.31 12/1/2006 11/1/2036 1580.17 360 79.37 FL 2/1/2007 N 315000 1 2.875 1580.17 34759 12/1/2006 8 SA2603E_ARM 0 0 0 79.37 673 0 3YR 11/1/2009 6 6 2 2.875 1103635543 CONDO 1 OO REFI Y 6.5 6.5 150000 150000 12/1/2006 11/1/2036 812.5 360 75 FL 2/1/2007 N 200000 1 2.875 812.5 33172 12/1/2006 8 SA1607EI_ARM-INTONLY 0 0 0 75 703 0 3YR 11/1/2013 6 6 2 2.875 1103635544 CONDO 1 OO REFI N 6.875 6.875 133600 133600 12/1/2006 11/1/2036 765.42 360 80 WI 2/1/2007 N 167000 1 2.875 765.42 53022 12/1/2006 8 SA2605EI_ARM-INTONLY 0 0 25000 94.97 660 0 NO-PREPAY 11/1/2011 6 6 2 2.875 1103635547 SFR 1 OO REFI Y 6.125 6.125 248000 248000 12/1/2006 11/1/2036 1265.83 360 80 FL 2/1/2007 N 310000 1 2.875 1265.83 33064 12/1/2006 8 SA2603EI_ARM-INTONLY 0 0 0 80 655 0 3YR 11/1/2009 6 6 2 2.875 1103635549 CONDO 1 NOO REFI N 6.5 6.5 227200 227200 12/1/2006 11/1/2036 1230.67 360 68.85 FL 2/1/2007 N 330000 1 2.875 1230.67 33178 12/1/2006 8 SA1605EI_ARM-INTONLY 0 0 0 68.85 761 0 3YR 11/1/2011 6 6 2 2.875 1103635566 SFR 1 OO PURCHASE N 6.875 6.875 162000 162000 12/1/2006 11/1/2036 928.13 360 100 TN 2/1/2007 N 167000 1 2.875 928.13 37013 12/1/2006 8 SA2605EI_ARM-INTONLY 35 162000 0 100 677 0 3YR 11/1/2011 6 6 2 2.875 1103635574 CONDO 1 OO PURCHASE N 6.625 6.625 136900 136725.31 12/1/2006 11/1/2036 813.71 360 100 FL 2/1/2007 Y 140000 1 2.875 813.71 32812 12/1/2006 1 PL0405E_ARM-BALLOON 35 136900 0 100 734 37.59 3YR 11/1/2011 6 6 2 2.875 1103635610 SFR 1 OO REFI Y 6.5 6.5 368000 368000 1/1/2007 12/1/2036 1993.33 360 80 CA 2/1/2007 N 460000 1 3 1993.33 90002 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 92000 100 751 38.56 2YR 12/1/2011 6 3 1 3 1103635640 SFR 1 OO REFI Y 6.375 6.375 525000 525000 1/1/2007 12/1/2036 2789.06 360 70 CA 2/1/2007 N 750000 1 3 2789.06 92563 12/4/2006 12 SA1605EI_ARM-INTONLY 0 0 0 70 711 0 2YR 12/1/2011 6 3 1 3 1103635642 SFR 1 OO PURCHASE N 5.875 5.875 214000 213342.25 12/1/2006 11/1/2036 1265.89 360 80 CO 2/1/2007 N 301000 1 2.5 1265.89 80223 12/11/2006 1 XA0603D_ARM 0 267500 26750 90 789 25.23 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635643 SFR 1 OO REFI Y 5.75 5.75 272000 271143.95 12/1/2006 11/1/2036 1587.32 360 51.81 WA 2/1/2007 N 525000 1 2.5 1587.32 98198 12/11/2006 1 XA0603D_ARM 0 0 0 51.81 809 44.767 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635644 PUD 1 OO REFI Y 5.625 5.625 360000 358449.7 11/1/2006 10/1/2036 2072.36 360 57.7 MO 2/1/2007 N 624000 1 2.5 2072.36 63005 12/11/2006 1 XA0603D_ARM 0 0 74483 69.63 796 10.472 NO-PREPAY 10/1/2009 6 2 2 2.5 1103635645 PUD 1 OO REFI N 5.75 5.75 113972 112909.48 12/1/2006 11/1/2036 665.11 360 20.36 MD 2/1/2007 N 560000 1 2.5 665.11 21114 12/11/2006 1 XA0603D_ARM 0 0 0 20.36 801 11.279 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635646 PUD 1 OO PURCHASE N 5.75 5.75 163065 162476.2 12/1/2006 11/1/2036 951.6 360 80 NC 2/1/2007 N 205000 1 2.5 951.6 27587 12/11/2006 1 XA0603D_ARM 0 203832 0 80 763 46.39 NO-PREPAY 11/1/2009 6 2 2 2.5 1103635666 D-PUDS 1 OO REFI Y 6.5 6.5 132600 131806.63 1/1/2007 12/1/2036 838.12 360 60 FL 2/1/2007 N 221000 1 0 838.12 33559 12/20/2006 17 PF1630_FIXEDRATE 0 0 0 60 655 47.45 3YR 0 0 0 0 1103635763 CONDO 1 OO PURCHASE N 5.5 5.5 500000 499991.67 2/1/2007 1/1/2037 2291.67 360 74.63 CA 2/1/2007 N 680000 1 3 2291.67 90802 12/20/2006 1 PA0607EI_ARM-INTONLY 0 670000 0 74.63 785 26.7 3YR 1/1/2014 6 3 1 3 1103635793 SFR 1 OO REFI Y 7.375 7.375 360500 360500 2/1/2007 1/1/2037 2215.57 360 70 UT 2/1/2007 N 515000 1 3 2215.57 84737 12/29/2006 7 SA0607EI_ARM-INTONLY 0 0 0 70 695 0 3YR 1/1/2014 6 3 1 3 1103635829 D-PUDS 1 OO PURCHASE N 6.625 6.625 928600 923474.35 2/1/2007 1/1/2037 5126.65 360 70 FL 2/1/2007 N 1350000 1 3 5126.65 32561 12/26/2006 2 PA0605EI_ARM-INTONLY 0 1326700 267900 90.19 752 47.16 NO-PREPAY 1/1/2012 6 3 1 3 1103635834 CONDO 1 OO PURCHASE N 6.25 6.25 268500 268500 1/1/2007 12/1/2036 1398.44 360 75 CA 2/1/2007 N 359000 1 3 1398.44 90808 11/30/2006 7 SA2605EI_ARM-INTONLY 0 358000 35800 85 622 0 2YR 12/1/2011 6 3 1 3 1103635853 SFR 1 NOO PURCHASE N 7.625 7.625 256000 256000 1/1/2007 12/1/2036 1626.67 360 80 CA 2/1/2007 N 320000 1 3 1626.67 95954 12/21/2006 2 PA1605EI_ARM-INTONLY 0 320000 32000 90 655 24.66 3YR 12/1/2011 6 3 1 3 1103635855 SFR 1 NOO PURCHASE N 12.25 12.25 32000 31982.59 1/1/2007 12/1/2021 335.33 180 10 CA 2/1/2007 Y 320000 2 0 335.33 95954 12/21/2006 2 TB1630_BALLOON 0 320000 0 90 655 24.66 3YR 0 0 0 0 1103635876 SFR 1 NOO PURCHASE N 5.75 5.75 521500 520955.52 2/1/2007 1/1/2037 3043.33 360 74.35 CA 2/1/2007 N 712000 1 0 3043.33 95825 1/2/2007 1 PF0630_FIXEDRATE 0 701500 0 74.35 738 24.84 NO-PREPAY 0 0 0 0 1103635879 SFR 1 OO REFI Y 7.25 7.25 468000 468000 1/1/2007 12/1/2036 2827.5 360 80 CA 2/1/2007 N 585000 1 3 2827.5 94520 12/8/2006 2 PA1605EI_ARM-INTONLY 0 0 58500 90 678 42.33 3YR 12/1/2011 6 3 1 3 1103635904 SFR 1 NOO REFI Y 6.5 6.5 200000 199583.33 1/1/2007 12/1/2036 1083.33 360 56.66 CA 2/1/2007 N 353000 1 0 1083.33 92376 12/14/2006 1 PF0630I_FIX-INTONLY 0 0 0 56.66 774 12 3YR 0 0 0 0 1103635930 TOWNHOUSE 1 NOO PURCHASE N 13.25 13.25 28000 28000 1/1/2007 12/1/2021 309.17 180 14.82 MS 2/1/2007 Y 189900 2 0 309.17 39507 12/11/2006 2 TB0630I_BALLOON-INTONLY 0 189000 0 89.79 718 44.42 NO-PREPAY 0 0 0 0 1103635955 CONDO 1 OO REFI N 6.5 6.5 298000 297919.29 1/1/2007 12/1/2036 1614.17 360 78.43 CA 2/1/2007 N 380000 1 3 1614.17 92630 12/8/2006 2 PA0605EI_ARM-INTONLY 0 0 0 78.43 729 44.98 2YR 12/1/2011 6 3 1 3 1103635989 HI-RISE 1 NOO PURCHASE N 9.875 9.875 263415 263174.66 1/1/2007 12/1/2036 2287.36 360 85 FL 2/1/2007 N 440000 1 3.5 2287.36 33301 12/7/2006 2 PA0405E_ARM 22 309900 0 85 716 17.95 NO-PREPAY 12/1/2011 6 3 1 9.875 1103636009 SFR 1 OO REFI Y 7.25 7.25 256750 256450 1/1/2007 12/1/2036 1551.2 360 79 CA 2/1/2007 N 325000 1 0 1551.2 92346 12/13/2006 17 PF2630I_FIX-INTONLY 0 0 0 79 638 40.89 2YR 0 0 0 0 1103636022 HI-RISE 1 NOO PURCHASE N 7.375 7.375 480000 479634.76 2/1/2007 1/1/2037 3315.24 360 75 NV 2/1/2007 N 640000 1 3 3315.24 89109 12/18/2006 2 PA1607E_ARM 0 640000 0 75 661 24.28 NO-PREPAY 1/1/2014 6 3 1 3 1103636029 D-PUDS 1 OO REFI Y 6.5 6.5 810000 810000 2/1/2007 1/1/2037 4387.5 360 74.66 CA 2/1/2007 N 1085000 1 3 4387.5 92014 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 162000 89.59 735 36.75 3YR 1/1/2012 6 3 1 3 1103636033 TOWNHOUSE 1 OO PURCHASE N 7.11 7.11 124492 124492 2/1/2007 1/1/2037 737.62 360 75 FL 2/1/2007 N 230000 1 3 737.62 33032 12/15/2006 2 PA0605EI_ARM-INTONLY 0 165990 33198 95 765 45 NO-PREPAY 1/1/2012 6 3 1 3 1103636049 SFR 1 OO PURCHASE N 6.875 6.875 777600 777509.74 1/1/2007 12/1/2036 4455 360 80 CA 2/1/2007 N 972000 1 2.25 4455 94598 11/30/2006 2 XA2602EI_ARM-INTONLY 0 972000 194400 100 636 42.12 NO-PREPAY 12/1/2008 6 3 1 2.25 1103636052 2-4FAMILY 2 OO PURCHASE N 6.625 6.625 845000 845000 12/1/2006 11/1/2036 4665.1 360 65 CA 2/1/2007 N 1300000 1 2.25 4665.1 94110 11/30/2006 12 BA1602EI_ARM-INTONLY 0 1300000 195000 80 736 0 NO-PREPAY 11/1/2008 6 3 1 2.25 1103636053 SFR 1 OO PURCHASE N 6.375 6.375 646900 646900 1/1/2007 12/1/2036 3436.66 360 80 CA 2/1/2007 N 810000 1 2.25 3436.66 94534 11/30/2006 2 PA0602EI_ARM-INTONLY 0 808647 0 80 749 42.4 NO-PREPAY 12/1/2008 6 3 1 2.25 1103636054 SFR 1 NOO PURCHASE N 7.25 7.25 476000 476000 12/1/2006 11/1/2036 2875.83 360 80 CA 2/1/2007 N 595000 1 2.25 2875.83 94904 11/30/2006 2 PA0602EI_ARM-INTONLY 0 595000 0 80 800 41.49 NO-PREPAY 11/1/2008 6 3 1 2.25 1103636056 PUD 1 OO REFI Y 6.25 6.25 760000 760000 12/1/2006 11/1/2036 3958.33 360 80 CA 2/1/2007 N 950000 1 2.25 3958.33 91381 11/30/2006 2 XA1602EI_ARM-INTONLY 0 0 0 80 680 40.14 NO-PREPAY 11/1/2008 6 3 1 2.25 1103636063 SFR 1 OO REFI N 6.5 6.5 500000 500000 1/1/2007 12/1/2036 2708.33 360 80 CA 2/1/2007 N 625000 1 2.25 2708.33 94607 11/30/2006 2 PA1607EI_ARM-INTONLY 0 0 115400 98.47 677 38.4 NO-PREPAY 12/1/2013 6 6 2 2.25 1103636064 SFR 1 OO PURCHASE N 6.25 6.25 417000 417000 12/1/2006 11/1/2036 2171.88 360 78.98 CA 2/1/2007 N 550000 1 2.25 2171.88 92139 11/30/2006 2 PA0607EI_ARM-INTONLY 0 528000 111000 100 754 40.89 NO-PREPAY 11/1/2013 6 6 2 2.25 1103636086 SFR 1 OO REFI N 6.625 6.625 339000 338997.83 1/1/2007 12/1/2036 1871.55 360 69.9 CA 2/1/2007 N 485000 1 0 1871.55 91746 12/26/2006 7 SF1630I_FIX-INTONLY 0 0 0 69.9 739 0 1YR 0 0 0 0 1103636147 SFR 1 NOO PURCHASE N 6.625 6.625 304500 304500 1/1/2007 12/1/2036 1681.09 360 70 MN 2/1/2007 N 435000 1 3 1681.09 55116 12/14/2006 2 PA1605EI_ARM-INTONLY 0 435000 108750 95 641 42.8 3YR 12/1/2011 6 3 1 6.625 1103636152 SFR 1 NOO PURCHASE N 14.25 14.25 108750 108712.39 1/1/2007 12/1/2021 1310.1 180 25 MN 2/1/2007 Y 435000 2 0 1310.1 55116 12/14/2006 2 TB1630_BALLOON 0 435000 0 95 641 42.8 NO-PREPAY 0 0 0 0 1103636162 2-4FAMILY 2 NOO REFI N 6.99 6.99 670000 670000 1/1/2007 12/1/2036 3902.75 360 71.28 CA 2/1/2007 N 940000 1 3 3902.75 90019 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 71.28 733 43.34 3YR 12/1/2011 6 3 1 3 1103636165 SFR 1 OO REFI Y 6.75 6.75 233000 233000 12/1/2006 11/1/2036 1310.63 360 77.67 MD 2/1/2007 N 300000 1 4 1310.63 21009 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.67 628 0 2YR 11/1/2011 6 6 2 4 1103636167 TOWNHOUSE 1 OO PURCHASE N 6.5 6.5 164250 164250 11/1/2006 10/1/2036 889.69 360 75 MD 2/1/2007 N 220000 1 4 889.69 20657 11/30/2006 8 SA0605EI_ARM-INTONLY 0 219000 43800 95 751 0 2YR 10/1/2011 6 6 2 4 1103636170 CONDO 1 OO PURCHASE N 7.25 7.25 134900 134900 11/1/2006 10/1/2036 815.02 360 74.99 FL 2/1/2007 N 185000 1 4 815.02 33309 12/8/2006 8 SA1605EI_ARM-INTONLY 0 179900 35950 94.97 652 0 2YR 10/1/2011 6 6 2 4 1103636172 SFR 1 OO REFI N 6.75 6.75 396000 396000 12/1/2006 11/1/2036 2227.5 360 80 MD 2/1/2007 N 495000 1 4 2227.5 21009 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 99000 100 675 0 2YR 11/1/2011 6 6 2 4 1103636173 TOWNHOUSE 1 OO PURCHASE N 6.5 6.5 221150 221150 11/1/2006 10/1/2036 1197.9 360 75 MD 2/1/2007 N 303000 1 4 1197.9 21703 11/30/2006 8 SA0605EI_ARM-INTONLY 0 294900 73700 99.99 756 0 NO-PREPAY 10/1/2011 6 6 2 4 1103636174 CONDO 1 OO REFI Y 7.5 7.5 174000 174000 12/1/2006 11/1/2036 1087.5 360 75 MD 2/1/2007 N 232000 1 4 1087.5 20886 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 46400 95 660 0 2YR 11/1/2011 6 6 2 4 1103636175 SFR 1 OO REFI Y 6.875 6.875 359250 359250 12/1/2006 11/1/2036 2058.2 360 75 VA 2/1/2007 N 479000 1 4 2058.2 22042 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 71850 90 658 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636176 TOWNHOUSE 1 NOO PURCHASE N 7.75 7.75 78550 78550 12/1/2006 11/1/2036 507.3 360 79.75 MD 2/1/2007 N 118000 1 4 507.3 21218 11/30/2006 8 SA1605EI_ARM-INTONLY 0 98500 15000 94.98 663 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636177 TOWNHOUSE 1 NOO PURCHASE N 7.75 7.75 78550 78550 12/1/2006 11/1/2036 507.3 360 79.75 MD 2/1/2007 N 122000 1 4 507.3 21218 11/30/2006 8 SA1605EI_ARM-INTONLY 0 98500 15000 94.98 663 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636179 TOWNHOUSE 1 OO REFI Y 7.5 7.5 371250 371250 1/1/2007 12/1/2036 2320.31 360 75 VA 2/1/2007 N 495000 1 4 2320.31 23430 12/8/2006 8 SA2605EI_ARM-INTONLY 0 0 123750 100 636 0 2YR 12/1/2011 6 6 2 4 1103636181 SFR 1 OO REFI Y 6.875 6.875 348750 348750 12/1/2006 11/1/2036 1998.05 360 75 MD 2/1/2007 N 465000 1 4 1998.05 20705 11/30/2006 8 SA2605EI_ARM-INTONLY 0 0 69750 90 637 0 2YR 11/1/2011 6 6 2 4 1103636182 SFR 1 OO REFI Y 7.5 7.5 552000 552000 12/1/2006 11/1/2036 3450 360 80 MD 2/1/2007 N 690000 1 4 3450 21163 11/30/2006 8 SA1605EI_ARM-INTONLY 0 0 103500 95 647 0 2YR 11/1/2011 6 6 2 4 1103636183 SFR 1 OO PURCHASE N 6.75 6.75 300800 300800 12/1/2006 11/1/2036 1692 360 80 VA 2/1/2007 N 376000 1 4 1692 22193 12/8/2006 8 SA2605EI_ARM-INTONLY 0 376000 75200 100 626 0 2YR 11/1/2011 6 6 2 4 1103636184 TOWNHOUSE 1 OO PURCHASE N 7.625 7.625 352000 352000 12/1/2006 11/1/2036 2236.67 360 80 VA 2/1/2007 N 469000 1 4 2236.67 22310 11/30/2006 8 SA2605EI_ARM-INTONLY 0 440000 88000 100 627 0 2YR 11/1/2011 6 6 2 4 1103636186 TOWNHOUSE 1 OO REFI Y 7.375 7.375 243000 243000 12/1/2006 11/1/2036 1493.44 360 75 MD 2/1/2007 N 324000 1 4 1493.44 20772 11/30/2006 8 SA1605EI_ARM-INTONLY 0 0 64800 95 651 0 2YR 11/1/2011 6 6 2 4 1103636188 SFR 1 OO REFI N 6.625 6.625 109500 109177.8 12/1/2006 11/1/2036 701.14 360 75 MD 2/1/2007 N 146000 1 4 701.14 21222 12/8/2006 8 SA1605E_ARM 0 0 21500 89.73 652 0 2YR 11/1/2011 6 6 2 4 1103636189 TOWNHOUSE 1 OO PURCHASE N 7.875 7.875 255200 255200 12/1/2006 11/1/2036 1674.75 360 80 VA 2/1/2007 N 340000 1 4 1674.75 22026 11/30/2006 8 SA2605EI_ARM-INTONLY 0 319000 63800 100 621 0 2YR 11/1/2011 6 6 2 4 1103636190 TOWNHOUSE 1 OO REFI Y 7 7 500000 500000 12/1/2006 11/1/2036 2916.67 360 80 MD 2/1/2007 N 625000 1 4 2916.67 20744 11/30/2006 8 SA0605EI_ARM-INTONLY 0 0 72500 91.6 727 0 2YR 11/1/2011 6 6 2 4 1103636191 TOWNHOUSE 1 OO REFI Y 7.25 7.25 255000 255000 12/1/2006 11/1/2036 1540.63 360 75 FL 2/1/2007 N 340000 1 4 1540.63 32750 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 85000 100 673 0 NO-PREPAY 11/1/2011 6 6 2 4 1103636192 SFR 1 OO REFI Y 6.75 6.75 248250 248250 12/1/2006 11/1/2036 1396.41 360 66.2 VA 2/1/2007 N 375000 1 4 1396.41 22553 12/8/2006 8 SA0605EI_ARM-INTONLY 0 0 0 66.2 684 0 2YR 11/1/2011 6 6 2 4 1103636194 SFR 1 OO PURCHASE N 7.75 7.75 208000 208000 12/1/2006 11/1/2036 1343.33 360 80 MD 2/1/2007 N 300000 1 4 1343.33 20601 11/30/2006 8 SA2605EI_ARM-INTONLY 0 260000 52000 100 632 0 2YR 11/1/2011 6 6 2 4 1103636195 TOWNHOUSE 1 NOO REFI Y 8.6 8.6 284000 284000 12/1/2006 11/1/2036 2035.33 360 79.78 VA 2/1/2007 N 356000 1 4 2035.33 20170 11/30/2006 8 SA0605EI_ARM-INTONLY 0 0 0 79.78 694 0 1YR 11/1/2011 6 6 2 4 1103636197 2-4FAMILY 2 NOO REFI Y 7.625 7.625 78750 78749.39 12/1/2006 11/1/2036 500.39 360 71.6 MD 2/1/2007 N 110000 1 4 500.39 21222 12/8/2006 8 SA1605EI_ARM-INTONLY 0 0 0 71.6 664 0 2YR 11/1/2011 6 6 2 4 1103636198 SFR 1 OO PURCHASE N 7.25 7.25 176000 175585.61 12/1/2006 11/1/2036 1200.63 360 80 VA 2/1/2007 N 220000 1 4 1200.63 23435 11/30/2006 8 SA1605E_ARM 0 220000 44000 100 642 0 2YR 11/1/2011 6 6 2 4 1103636200 SFR 1 OO PURCHASE N 7.75 7.75 278400 278400 12/1/2006 11/1/2036 1798 360 80 VA 2/1/2007 N 348000 1 4 1798 23321 11/30/2006 8 SA1605EI_ARM-INTONLY 0 348000 69600 100 672 0 2YR 11/1/2011 6 6 2 4 1103636201 TOWNHOUSE 1 OO PURCHASE N 7.25 7.25 239300 239300 12/1/2006 11/1/2036 1445.77 360 80 VA 2/1/2007 N 302000 1 4 1445.77 22508 11/30/2006 8 SA1605EI_ARM-INTONLY 0 299150 59800 99.99 665 0 2YR 11/1/2011 6 6 2 4 1103636205 SFR 1 OO REFI N 7.25 7.25 169500 169498.78 12/1/2006 11/1/2036 1024.06 360 75 MD 2/1/2007 N 226000 1 4 1024.06 21237 12/8/2006 8 BA3205EI_ARM-INTONLY 0 0 33700 89.92 607 0 2YR 11/1/2011 6 6 2 4 1103636211 SFR 1 OO REFI Y 8.5 8.5 292000 292000 10/1/2006 9/1/2036 2068.33 360 80 CA 2/1/2007 N 365000 1 3 2068.33 95823 12/14/2006 2 PA2605EI_ARM-INTONLY 0 0 73000 100 635 45.44 5YR 9/1/2011 6 3 1 3 1103636212 PUD 1 OO REFI Y 7.25 7.25 165000 164358.25 11/1/2006 10/1/2036 1125.59 360 59.79 FL 2/1/2007 N 276000 1 3 1125.59 33569 12/14/2006 12 SA0605E_ARM 0 0 0 59.79 696 0 2YR 10/1/2011 6 3 1 3 1103636214 CONDO 1 NOO PURCHASE N 8.25 8.25 145600 145033.29 9/1/2006 8/1/2036 1093.84 360 80 FL 2/1/2007 N 182000 1 3.5 1093.84 33012 12/14/2006 2 PA1605E_ARM 0 182000 27300 95 644 47.32 2YR 8/1/2011 6 3 1 3.5 1103636215 CONDO 1 NOO PURCHASE N 8.25 8.25 145600 145033.29 9/1/2006 8/1/2036 1093.84 360 80 FL 2/1/2007 N 182000 1 3.5 1093.84 33012 12/14/2006 2 PA1605E_ARM 0 182000 27300 95 644 47.32 2YR 8/1/2011 6 3 1 3.5 1103636216 CONDOTEL 1 2ND PURCHASE N 9.125 9.125 152000 152000 12/1/2006 11/1/2036 1155.83 360 80 FL 2/1/2007 N 190000 1 3 1155.83 32819 12/14/2006 1 PA0605EI_ARM-INTONLY 0 190000 0 80 19.75 3YR 11/1/2011 6 3 1 3 1103636217 SFR 1 OO PURCHASE N 7.875 7.875 70000 69854.53 12/1/2006 11/1/2036 507.55 360 82.36 FL 2/1/2007 N 85000 1 3.375 507.55 32534 12/29/2006 1 BA0205E_ARM 0 85000 15000 100 740 45.4 3YR 11/1/2011 6 3 1 3.375 1103636218 SFR 1 NOO PURCHASE N 9.125 9.125 80000 79914.52 1/1/2007 12/1/2036 650.91 360 80 GA 2/1/2007 N 109000 1 3 650.91 30296 12/14/2006 2 PA0605E_ARM 0 100000 15000 95 723 32.25 1YR 12/1/2011 6 3 1 3 1103636220 SFR 1 OO PURCHASE N 7.99 7.99 88130 87829.78 10/1/2006 9/1/2036 646.05 360 70 MS 2/1/2007 N 126000 1 3 646.05 39465 12/14/2006 2 PA2605E_ARM 0 125900 37770 100 622 47.28 2YR 9/1/2011 6 3 1 3 1103636221 PUD 1 2ND PURCHASE N 6.875 6.875 239925 239111.77 11/1/2006 10/1/2036 1576.14 360 75 FL 2/1/2007 N 385000 1 3 1576.14 34292 12/14/2006 1 PA0605E_ARM 0 319900 0 75 45.2 2YR 10/1/2011 6 3 1 3 1103636223 SFR 1 NOO PURCHASE N 8 8 114750 114359.89 10/1/2006 9/1/2036 841.99 360 75 FL 2/1/2007 N 156000 1 3 841.99 33777 12/14/2006 2 PA1602E_ARM 0 153000 30600 95 642 42.46 1YR 9/1/2008 6 3 1 3 1103636224 PUD 1 NOO PURCHASE N 9.875 9.875 57600 57494.02 11/1/2006 10/1/2036 500.17 360 80 MS 2/1/2007 N 72000 1 7.875 500.17 38671 12/14/2006 2 PA3602E_ARM 0 72000 0 80 600 33.35 2YR 10/1/2008 6 3 1 9.875 1103636225 CONDOTEL 1 2ND PURCHASE N 8.875 8.875 152000 151742.47 12/1/2006 11/1/2036 1209.38 360 80 FL 2/1/2007 N 194000 1 3 1209.38 32819 12/29/2006 1 PA0605E_ARM 0 190000 0 80 10.55 3YR 11/1/2011 6 3 1 3 1103636226 SFR 1 OO PURCHASE N 5.875 5.875 247920 246571.12 10/1/2006 9/1/2036 1466.54 360 80 LA 2/1/2007 N 325000 1 4 1466.54 70816 12/14/2006 2 PA2603E_ARM 0 309900 0 80 630 41.47 2YR 9/1/2009 6 3 1 5.875 1103636233 SFR 1 NOO PURCHASE N 9.875 9.875 111200 110943.23 10/1/2006 9/1/2036 965.6 360 80 GA 2/1/2007 N 154000 1 0 965.6 30535 12/14/2006 2 PF0630_FIXEDRATE 0 139000 20850 95 815 41.25 1YR 0 0 0 0 1103636234 CONDO 1 2ND PURCHASE N 8.25 8.25 109360 109149.34 12/1/2006 11/1/2036 821.59 360 80 GA 2/1/2007 N 137000 1 0 821.59 30043 12/14/2006 1 PF0630_FIXEDRATE 0 136700 0 80 20.75 2YR 0 0 0 0 1103636247 SFR 1 OO REFI Y 12.625 12.625 73000 72907.22 10/1/2006 9/1/2021 786.19 180 20 CA 2/1/2007 Y 365000 2 0 786.19 95823 12/14/2006 2 TB2630_BALLOON 0 0 0 100 635 45.03 3YR 0 0 0 0 1103636249 SFR 1 NOO PURCHASE N 14.05 14.05 30600 30571.83 10/1/2006 9/1/2021 363.78 180 20 FL 2/1/2007 Y 156000 2 0 363.78 33777 12/14/2006 2 TB1630_BALLOON 0 153000 0 95 642 42.46 1YR 0 0 0 0 1103636250 CONDO 1 NOO PURCHASE N 14.45 14.45 27300 27272.28 9/1/2006 8/1/2021 333.22 180 15 FL 2/1/2007 Y 182000 2 0 333.22 33012 12/14/2006 2 TB1630_BALLOON 0 182000 0 95 644 47.32 2YR 0 0 0 0 1103636251 CONDO 1 NOO PURCHASE N 14.45 14.45 27300 27272.28 9/1/2006 8/1/2021 333.22 180 15 FL 2/1/2007 Y 182000 2 0 333.22 33012 12/14/2006 2 TB1630_BALLOON 0 182000 0 95 644 47.32 2YR 0 0 0 0 1103636252 SFR 1 NOO PURCHASE N 12.7 12.7 20850 20823.96 10/1/2006 9/1/2021 225.76 180 15 GA 2/1/2007 Y 154000 2 0 225.76 30535 12/14/2006 2 TB0630_BALLOON 0 139000 0 95 815 41.25 1YR 0 0 0 0 1103636253 SFR 1 OO PURCHASE N 13.85 13.85 37770 37733.56 10/1/2006 9/1/2036 443.05 360 30 MS 2/1/2007 N 126000 2 0 443.05 39465 12/14/2006 2 UF2330_FIXEDRATE 0 125900 0 100 622 47.28 2YR 0 0 0 0 1103636263 D-PUDS 1 OO REFI Y 7.55 7.55 130000 129758.38 1/1/2007 12/1/2036 913.43 360 48.15 FL 2/1/2007 N 270000 1 0 913.43 33417 12/14/2006 12 SF1630_FIXEDRATE 0 0 0 48.15 773 0 3YR 0 0 0 0 1103636323 SFR 1 OO REFI Y 5.875 5.875 215000 214560.51 1/1/2007 12/1/2036 1271.81 360 48.32 CA 2/1/2007 N 445000 1 3 1271.81 90262 12/5/2006 17 PA0605E_ARM 0 0 0 48.32 707 43.94 NO-PREPAY 12/1/2011 6 3 1 3 1103636348 CONDO 1 OO REFI Y 7.625 7.625 136000 136000 2/1/2007 1/1/2037 864.17 360 80 CO 2/1/2007 N 170000 1 3 864.17 80218 12/29/2006 1 PA1605EI_ARM-INTONLY 0 0 25500 95 654 27.24 NO-PREPAY 1/1/2012 6 3 1 3 1103636394 CONDO 1 OO PURCHASE N 6.875 6.875 307600 307600 1/1/2007 12/1/2036 1762.29 360 80 CA 2/1/2007 N 390000 1 3 1762.29 92879 12/21/2006 1 PA1605EI_ARM-INTONLY 0 384500 76900 100 650 44 3YR 12/1/2011 6 3 1 3 1103636421 SFR 1 OO PURCHASE N 5.75 5.75 647500 646144.7 1/1/2007 12/1/2036 3778.63 360 70 WA 2/1/2007 N 950000 1 0 3778.63 98671 12/8/2006 1 PF0630_FIXEDRATE 0 925000 185000 90 780 37.14 NO-PREPAY 0 0 0 0 1103636423 SFR 1 OO REFI N 5.375 5.375 850000 850000 4/1/2006 3/1/2036 3807.29 360 53.13 NY 2/1/2007 N 1600000 1 2.25 3807.29 11694 12/14/2006 1 BA0230DI_ARM-INTONLY 0 0 0 53.13 746 44 NO-PREPAY 3/1/2007 5.625 2 2 2.25 1103636424 SFR 1 2ND PURCHASE N 7.25 7.25 65100 65100 10/1/2006 9/1/2036 393.31 360 70 CO 2/1/2007 N 93000 1 2.25 393.31 81004 12/14/2006 8 BA0230DI_ARM-INTONLY 0 93000 27900 100 682 0 NO-PREPAY 9/1/2007 6 2 2 2.25 1103636426 SFR 1 OO PURCHASE N 7.625 7.625 176250 176250 12/1/2006 11/1/2036 1119.92 360 75 VA 2/1/2007 N 235000 1 2.25 1119.92 24401 12/14/2006 12 XA0630DI_ARM-INTONLY 0 235000 47000 95 699 0 NO-PREPAY 11/1/2009 6 2 2 2.25 1103636427 SFR 1 OO REFI Y 6.5 6.5 262500 262500 12/1/2006 11/1/2036 1421.88 360 70 MD 2/1/2007 N 375000 1 2.25 1421.88 21207 12/14/2006 8 XA0630DI_ARM-INTONLY 0 0 112500 100 690 0 NO-PREPAY 11/1/2009 6 2 2 2.25 1103636428 SFR 1 OO REFI Y 5.875 5.875 434000 434000 12/1/2006 11/1/2036 2124.79 360 70 IL 2/1/2007 N 620000 1 2.25 2124.79 60083 12/14/2006 1 XA0630DI_ARM-INTONLY 0 0 0 70 793 31.03 NO-PREPAY 11/1/2009 5.125 2 2 2.25 1103636429 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 252350 252350 1/1/2007 12/1/2036 1445.76 360 70 IL 2/1/2007 N 360500 1 2.25 1445.76 60302 12/14/2006 2 XA1630DI_ARM-INTONLY 0 360500 108150 100 680 19.61 NO-PREPAY 12/1/2007 6 2 2 2.25 1103636430 SFR 1 OO REFI Y 7.5 7.5 160000 160000 11/1/2006 10/1/2036 1000 360 46.38 CA 2/1/2007 N 345000 1 5.5 1000 92234 12/14/2006 2 PA1602EI_ARM-INTONLY 0 0 0 46.38 657 39.61 NO-PREPAY 10/1/2008 6 3 1 5.5 1103636431 SFR 1 NOO PURCHASE N 6.375 6.375 56000 55972.13 12/1/2006 11/1/2036 297.5 360 70 NC 2/1/2007 N 81000 1 2.25 297.5 28314 12/14/2006 1 BA0202EI_ARM-INTONLY 0 80000 24000 100 741 31.08 NO-PREPAY 11/1/2008 5 3 1 2.25 1103636432 SFR 1 OO PURCHASE N 6.25 6.25 159076 159076 1/1/2007 12/1/2036 828.52 360 80 VA 2/1/2007 N 209000 1 2.25 828.52 23324 12/14/2006 2 PA0602EI_ARM-INTONLY 0 198845 39769 100 731 39.01 NO-PREPAY 12/1/2008 5 3 1 2.25 1103636433 SFR 1 NOO REFI Y 8.375 8.375 32000 32000 12/1/2006 11/1/2036 223.33 360 80 IN 2/1/2007 N 40000 1 5 223.33 46221 12/14/2006 12 BA1203EI_ARM-INTONLY 0 0 0 80 699 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636434 2-4FAMILY 2 NOO PURCHASE N 8.375 8.375 58030 57921.04 12/1/2006 11/1/2036 441.07 360 70 DE 2/1/2007 N 86000 1 5 441.07 19805 12/14/2006 1 XA1603E_ARM 0 82900 20725 95 669 27.12 NO-PREPAY 11/1/2009 5 3 1 5 1103636435 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 448800 448800 12/1/2006 11/1/2036 2571.25 360 80 NY 2/1/2007 N 561000 1 2.25 2571.25 10469 12/14/2006 2 PA0603EI_ARM-INTONLY 0 561000 112200 100 740 39.54 NO-PREPAY 11/1/2009 5 3 1 2.25 1103636436 SFR 1 NOO REFI Y 8.25 8.25 104000 104000 12/1/2006 11/1/2036 715 360 80 IL 2/1/2007 N 130000 1 5 715 60636 12/14/2006 12 XA2603EI_ARM-INTONLY 0 0 0 80 695 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636437 SFR 1 OO PURCHASE N 8.125 8.125 156000 155603.25 12/1/2006 11/1/2036 1056.25 360 80 FL 2/1/2007 N 202000 1 5 1056.25 33069 12/14/2006 17 PA0603EI_ARM-INTONLY 0 195000 39000 100 707 40.64 NO-PREPAY 11/1/2009 5 3 1 5 1103636439 SFR 1 OO PURCHASE N 8.25 8.25 280250 280250 12/1/2006 11/1/2036 1926.72 360 95 FL 2/1/2007 N 425000 1 5 1926.72 33703 12/14/2006 12 SA2603EI_ARM-INTONLY 30 295000 0 95 661 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636440 SFR 1 NOO REFI Y 7.375 7.375 300000 300000 12/1/2006 11/1/2036 1843.75 360 75 AZ 2/1/2007 N 400000 1 5 1843.75 85355 12/14/2006 17 PA0603EI_ARM-INTONLY 0 0 0 75 767 48.23 NO-PREPAY 11/1/2009 5 3 1 5 1103636441 SFR 1 OO REFI Y 6.625 6.625 165000 165000 12/1/2006 11/1/2036 910.94 360 75 FL 2/1/2007 N 220000 1 5 910.94 33147 12/14/2006 17 PA0603EI_ARM-INTONLY 0 0 0 75 683 32.7 5YR 11/1/2009 5 3 1 5 1103636442 CONDO 1 NOO REFI Y 8.25 8.25 206000 206000 12/1/2006 11/1/2036 1416.25 360 79.85 FL 2/1/2007 N 258000 1 5 1416.25 34990 12/14/2006 17 PA1603EI_ARM-INTONLY 0 0 0 79.85 644 34.89 NO-PREPAY 11/1/2009 5 3 1 5 1103636443 CONDO 1 NOO REFI Y 8.25 8.25 206000 206000 12/1/2006 11/1/2036 1416.25 360 79.85 FL 2/1/2007 N 258000 1 5 1416.25 34990 12/14/2006 17 PA1603EI_ARM-INTONLY 0 0 0 79.85 644 34.89 NO-PREPAY 11/1/2009 5 3 1 5 1103636444 SFR 1 NOO REFI Y 7.5 7.5 96000 95784.91 12/1/2006 11/1/2036 671.25 360 80 MI 2/1/2007 N 120000 1 5 671.25 48235 12/14/2006 8 SA1603E_ARM 0 0 12000 90 763 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636445 SFR 1 NOO PURCHASE N 7.875 7.875 220000 220000 12/1/2006 11/1/2036 1443.75 360 80 FL 2/1/2007 N 275000 1 5 1443.75 33024 12/14/2006 17 PA1603EI_ARM-INTONLY 0 275000 0 80 673 37.8 NO-PREPAY 11/1/2009 5 3 1 5 1103636446 SFR 1 NOO PURCHASE N 7.75 7.75 265000 265000 12/1/2006 11/1/2036 1711.46 360 66.09 NJ 2/1/2007 N 401000 1 5 1711.46 07304 12/14/2006 12 XA1603EI_ARM-INTONLY 0 401000 0 66.09 721 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636447 SFR 1 NOO PURCHASE N 8.375 8.375 589000 589000 12/1/2006 11/1/2036 4110.73 360 76 NJ 2/1/2007 N 775000 1 5 4110.73 07627 12/14/2006 12 XA1603EI_ARM-INTONLY 0 775000 0 76 721 0 NO-PREPAY 11/1/2009 5 3 1 5 1103636450 SFR 1 NOO REFI Y 8.375 8.375 32000 32000 1/1/2007 12/1/2036 223.33 360 80 IN 2/1/2007 N 40000 1 5 223.33 46241 12/14/2006 12 BA1203EI_ARM-INTONLY 0 0 0 80 699 0 NO-PREPAY 12/1/2009 5 3 1 5 1103636451 CONDO 1 OO REFI Y 7.25 7.25 225000 224958.56 1/1/2007 12/1/2036 1359.38 360 75 FL 2/1/2007 N 300000 1 5 1359.38 33071 12/14/2006 12 SA1603EI_ARM-INTONLY 0 0 0 75 686 0 NO-PREPAY 12/1/2009 5 3 1 5 1103636452 PUD 1 OO PURCHASE N 7.625 7.625 169200 169200 1/1/2007 12/1/2036 1075.13 360 80 NC 2/1/2007 N 215000 1 5 1075.13 28105 12/14/2006 12 SA1603EI_ARM-INTONLY 0 211500 42300 100 742 0 NO-PREPAY 12/1/2009 5 3 1 5 1103636461 SFR 1 NOO REFI Y 7.375 7.375 356000 356000 1/1/2007 12/1/2036 2187.92 360 80 CA 2/1/2007 N 445000 1 3 2187.92 91764 12/13/2006 8 SA1605EI_ARM-INTONLY 0 0 0 80 715 0 NO-PREPAY 12/1/2011 6 3 1 3 1103636507 SFR 1 NOO REFI N 6.75 6.75 104000 103910.46 2/1/2007 1/1/2037 674.54 360 26 CA 2/1/2007 N 400000 1 0 674.54 90220 12/29/2006 7 PF0630_FIXEDRATE 0 0 0 26 747 0 1YR 0 0 0 0 1103636522 SFR 1 OO REFI Y 6.875 6.875 388000 388000 1/1/2007 12/1/2036 2222.92 360 80 CA 2/1/2007 N 485000 1 3 2222.92 92377 12/13/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 657 43.22 1YR 12/1/2011 6 3 1 3 1103636556 SFR 1 OO PURCHASE N 5.125 5.125 471200 471200 2/1/2007 1/1/2037 2012.42 360 80 CA 2/1/2007 N 589000 1 3 2012.42 91740 1/2/2007 2 PA0603EI_ARM-INTONLY 0 589000 117800 100 698 34.31 3YR 1/1/2010 6 3 1 3 1103636603 SFR 1 OO PURCHASE N 5.75 5.75 570000 568806.91 1/1/2007 12/1/2036 3326.37 360 74.03 NC 2/1/2007 N 830000 1 0 3326.37 27804 12/8/2006 1 PF0630_FIXEDRATE 0 770000 0 74.03 797 20.91 NO-PREPAY 0 0 0 0 1103636670 SFR 1 OO PURCHASE N 6.625 6.625 277600 277364.5 1/1/2007 12/1/2036 1650.01 360 80 CA 2/1/2007 Y 370000 1 0 1650.01 92582 12/29/2006 2 PB1640_BALLOON 0 347000 69400 100 667 49.51 1YR 0 0 0 0 1103636673 SFR 1 OO REFI Y 6 6 496000 496000 1/1/2007 12/1/2036 2480 360 80 CA 2/1/2007 N 620000 1 3 2480 91761 12/7/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 708 35.73 3YR 12/1/2011 6 3 1 3 1103636678 D-PUDS 1 OO PURCHASE N 5.75 5.75 535000 534441.42 2/1/2007 1/1/2037 3122.12 360 79.86 FL 2/1/2007 N 670000 1 0 3122.12 33437 12/28/2006 2 PF0630_FIXEDRATE 0 680460.39 0 79.86 790 48.72 3YR 0 0 0 0 1103636685 CONDO 1 NOO REFI Y 7.875 7.875 120000 119834.3 1/1/2007 12/1/2036 870.08 360 79.48 FL 2/1/2007 N 151000 1 0 870.08 33016 12/19/2006 2 PF1630_FIXEDRATE 0 0 0 79.48 670 46.24 NO-PREPAY 0 0 0 0 1103636752 SFR 1 OO PURCHASE N 6.99 6.99 350400 350400 1/1/2007 12/1/2036 2041.08 360 80 CA 2/1/2007 N 439000 1 3 2041.08 91768 12/8/2006 2 PA1605EI_ARM-INTONLY 0 438000 87600 100 659 45.79 2YR 12/1/2011 6 3 1 3 1103636762 SFR 1 NOO REFI Y 7 7 186000 186000 1/1/2007 12/1/2036 1085 360 75 OR 2/1/2007 N 248000 1 0 1085 97756 12/19/2006 2 PF0630I_FIX-INTONLY 0 0 0 75 751 42.26 3YR 0 0 0 0 1103636764 SFR 1 OO REFI N 5.75 5.75 609327 609327 1/1/2007 12/1/2036 2919.69 360 52.99 CA 2/1/2007 N 1150000 1 3 2919.69 90240 12/15/2006 1 PA0607EI_ARM-INTONLY 0 0 0 52.99 764 50.48 NO-PREPAY 12/1/2013 6 3 1 3 1103636765 2-4FAMILY 4 NOO REFI N 7.125 7.125 378000 378000 2/1/2007 1/1/2037 2244.38 360 72.98 CA 2/1/2007 N 518000 1 3 2244.38 93309 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 72.98 721 38.68 2YR 1/1/2012 6 3 1 3 1103636797 D-PUDS 1 OO REFI N 7 7 608000 608000 1/1/2007 12/1/2036 3546.67 360 80 AZ 2/1/2007 N 760000 1 3 3546.67 85260 12/6/2006 2 PA1605EI_ARM-INTONLY 0 0 76000 90 655 36.33 1YR 12/1/2011 6 3 1 3 1103636804 D-PUDS 1 OO REFI Y 12.5 12.5 76000 75960.89 1/1/2007 12/1/2021 811.12 180 10 AZ 2/1/2007 Y 760000 2 0 811.12 85260 12/6/2006 2 TB1630_BALLOON 0 0 0 90 655 36.33 1YR 0 0 0 0 1103636865 CONDO 1 2ND PURCHASE N 8.25 8.25 125400 125400 1/1/2007 12/1/2036 862.13 360 80 FL 2/1/2007 N 198000 1 3.5 862.13 33035 12/20/2006 2 PA0605EI_ARM-INTONLY 0 156750 23500 95 724 40.68 6MO 12/1/2011 6 3 1 3.5 1103636916 SFR 1 OO REFI Y 6.75 6.75 215000 214628.73 1/1/2007 12/1/2036 1394.49 360 57.8 NY 2/1/2007 N 372000 1 0 1394.49 11772 12/28/2006 17 PF0630_FIXEDRATE 0 0 0 57.8 811 46.57 1YR 0 0 0 0 1103636922 SFR 1 OO REFI Y 6.875 6.875 500000 500000 2/1/2007 1/1/2037 2864.58 360 80 CA 2/1/2007 N 625000 1 0 2864.58 92806 12/19/2006 17 PF0630I_FIX-INTONLY 0 0 0 80 743 43.48 3YR 0 0 0 0 1103636937 SFR 1 NOO REFI Y 7 7 956250 956142.25 2/1/2007 1/1/2037 5578.13 360 75 CA 2/1/2007 N 1275000 1 3 5578.13 92065 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 766 23.57 2.5YR 1/1/2012 6 3 1 3 1103636938 SFR 1 OO REFI N 5.625 5.625 132000 131858.88 2/1/2007 1/1/2037 759.87 360 33.68 CA 2/1/2007 N 392000 1 0 759.87 92027 12/20/2006 2 PF0630_FIXEDRATE 0 0 0 33.68 728 38.79 5YR 0 0 0 0 1103636939 SFR 1 OO REFI N 6.875 6.875 338000 338000 2/1/2007 1/1/2037 1936.46 360 75.96 FL 2/1/2007 N 445000 1 3 1936.46 33015 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75.96 656 33.07 3YR 1/1/2012 6 3 1 3 1103636950 SFR 1 NOO REFI Y 7.99 7.99 256000 255999.06 1/1/2007 12/1/2036 1704.53 360 80 FL 2/1/2007 N 320000 1 3 1704.53 34112 12/21/2006 2 PA1602EI_ARM-INTONLY 0 0 0 80 659 42.02 3YR 12/1/2008 6 3 1 7.99 1103636993 SFR 1 OO REFI N 7.75 7.75 181000 181000 2/1/2007 1/1/2037 1168.96 360 78.7 FL 2/1/2007 N 230000 1 3 1168.96 34235 12/29/2006 12 SA2607EI_ARM-INTONLY 0 0 0 78.7 672 0 3YR 1/1/2014 6 3 1 3 1103637039 SFR 1 OO REFI N 6.375 6.375 320000 320000 2/1/2007 1/1/2037 1700 360 79.41 CA 2/1/2007 N 403000 1 3 1700 93720 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.41 678 34.85 NO-PREPAY 1/1/2012 6 3 1 3 1103637085 CONDO 1 NOO PURCHASE N 7.375 7.375 252000 252000 1/1/2007 12/1/2036 1548.75 360 80 CA 2/1/2007 N 315000 1 3 1548.75 95835 12/22/2006 2 PA0605EI_ARM-INTONLY 0 315000 31500 90 755 29.63 3YR 12/1/2011 6 3 1 3 1103637118 SFR 1 NOO PURCHASE N 13.625 13.625 114000 113954.52 1/1/2007 12/1/2021 1316.99 180 20 CA 2/1/2007 Y 570000 2 0 1316.99 90039 12/8/2006 2 TB1630_BALLOON 0 570000 0 95 656 31.19 NO-PREPAY 0 0 0 0 1103637121 SFR 1 NOO REFI N 6.875 6.875 300750 300750 2/1/2007 1/1/2037 1723.05 360 75 CA 2/1/2007 N 401000 1 3 1723.05 95355 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 60150 90 741 40.9 NO-PREPAY 1/1/2012 6 3 1 3 1103637122 SFR 1 2ND PURCHASE N 6.75 6.75 228000 228000 1/1/2007 12/1/2036 1282.5 360 80 FL 2/1/2007 N 300000 1 3 1282.5 33414 11/29/2006 1 PA1605EI_ARM-INTONLY 0 285000 0 80 35.27 1YR 12/1/2011 6 3 1 3 1103637125 CONDO 1 NOO PURCHASE N 8.5 8.5 111000 110999.8 12/1/2006 11/1/2036 786.25 360 79.29 FL 2/1/2007 N 140000 1 5 786.25 32117 12/20/2006 8 SA2603EI_ARM-INTONLY 0 148000 22200 95.15 628 0 3YR 11/1/2009 6 2 2 5 1103637126 SFR 1 OO REFI Y 6.375 6.375 350000 349935.44 1/1/2007 12/1/2036 1859.38 360 79.55 NJ 2/1/2007 N 440000 1 2.25 1859.38 07080 12/11/2006 1 XA0605DI_ARM-INTONLY 0 0 0 79.55 753 39 NO-PREPAY 12/1/2011 5 5 2 2.25 1103637127 2-4FAMILY 2 OO PURCHASE N 6.625 6.625 421000 421000 12/1/2006 11/1/2036 2324.27 360 80 NJ 2/1/2007 N 550000 1 5 2324.27 07093 12/11/2006 2 PA1603EI_ARM-INTONLY 0 526250 105250 100 675 45.37 NO-PREPAY 11/1/2009 6 2 2 5 1103637128 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 263680 263613.62 12/1/2006 11/1/2036 1510.67 360 80 NJ 2/1/2007 N 340000 1 2.75 1510.67 07304 12/20/2006 2 PA1605EI_ARM-INTONLY 0 329600 65920 100 669 39.76 NO-PREPAY 11/1/2011 6 6 2 6.875 1103637129 SFR 1 OO REFI Y 6.875 6.875 284000 284000 12/1/2006 11/1/2036 1627.08 360 80 NJ 2/1/2007 N 355000 1 5 1627.08 07083 12/20/2006 8 SA2603EI_ARM-INTONLY 0 0 35500 90 677 0 NO-PREPAY 11/1/2009 6 2 2 5 1103637130 2-4FAMILY 2 OO REFI Y 6.875 6.875 388000 388000 12/1/2006 11/1/2036 2222.92 360 80 NJ 2/1/2007 N 485000 1 5 2222.92 07109 12/20/2006 8 SA0603EI_ARM-INTONLY 0 0 72750 95 681 0 NO-PREPAY 11/1/2009 6 2 2 5 1103637131 2-4FAMILY 2 OO PURCHASE N 6.375 6.375 362560 362560 1/1/2007 12/1/2036 1926.1 360 80 NJ 2/1/2007 N 456000 1 5 1926.1 07002 12/11/2006 2 PA1603EI_ARM-INTONLY 0 453200 90640 100 664 38.29 NO-PREPAY 12/1/2009 6 2 2 5 1103637132 CONDO 1 OO PURCHASE N 6.5 6.5 228400 227985.94 1/1/2007 12/1/2036 1443.64 360 80 NJ 2/1/2007 N 286000 1 5 1443.64 08902 12/11/2006 2 PA0603E_ARM 0 285500 57100 100 687 34.93 NO-PREPAY 12/1/2009 6 2 2 5 1103637133 SFR 1 OO PURCHASE N 6.25 6.25 200000 200000 1/1/2007 12/1/2036 1041.67 360 71.43 NY 2/1/2007 N 290000 1 5 1041.67 12590 12/11/2006 2 PA0603EI_ARM-INTONLY 0 280000 0 71.43 686 27.8 NO-PREPAY 12/1/2009 6 2 2 5 1103637134 2-4FAMILY 2 OO PURCHASE N 6.625 6.625 324000 324000 1/1/2007 12/1/2036 1788.75 360 80 NJ 2/1/2007 N 410000 1 5 1788.75 07103 12/20/2006 2 PA0603EI_ARM-INTONLY 0 405000 81000 100 689 41.25 NO-PREPAY 12/1/2009 6 2 2 5 1103637136 SFR 1 OO PURCHASE N 6.625 6.625 220000 220000 1/1/2007 12/1/2036 1214.58 360 68.75 PA 2/1/2007 N 322000 1 2.25 1214.58 18707 12/11/2006 2 PA0605EI_ARM-INTONLY 0 320000 0 68.75 780 39.34 NO-PREPAY 12/1/2011 6 6 2 2.25 1103637138 CONDO 1 2ND PURCHASE N 6.625 6.625 150400 150400 1/1/2007 12/1/2036 830.33 360 48.93 NV 2/1/2007 N 384000 1 2.25 830.33 89123 12/20/2006 17 XA0605DI_ARM-INTONLY 0 307405 0 48.93 686 41.04 NO-PREPAY 12/1/2011 5 5 2 2.25 1103637140 SFR 1 OO REFI Y 6.5 6.5 561000 558970.29 12/1/2006 11/1/2036 3545.9 360 75.82 TX 2/1/2007 N 740000 1 5 3545.9 75056 12/11/2006 2 PA0603E_ARM 0 0 0 75.82 715 17.71 NO-PREPAY 11/1/2009 6 2 2 5 1103637141 SFR 1 OO PURCHASE N 5.25 5.25 611200 611200 12/1/2006 11/1/2036 2674 360 80 WA 2/1/2007 N 765000 1 2.25 2674 98110 12/11/2006 1 XA0603DI_ARM-INTONLY 0 764000 0 80 729 45.56 NO-PREPAY 11/1/2009 6 2 2 2.25 1103637142 CONDO 1 OO REFI Y 6.5 6.5 244000 244000 1/1/2007 12/1/2036 1321.67 360 80 CA 2/1/2007 N 305000 1 2.25 1321.67 95127 12/11/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 715 31.34 NO-PREPAY 12/1/2011 5 5 2 2.25 1103637143 SFR 1 OO REFI Y 6.5 6.5 264000 264000 12/1/2006 11/1/2036 1430 360 80 CA 2/1/2007 N 330000 1 2.25 1430 95351 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 33000 90 670 39.71 NO-PREPAY 11/1/2011 6 6 2 2.25 1103637144 SFR 1 OO REFI Y 6.625 6.625 498400 498400 1/1/2007 12/1/2036 2751.58 360 77.88 CA 2/1/2007 N 640000 1 2.25 2751.58 95757 12/11/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.88 640 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103637146 SFR 1 OO REFI Y 6.25 6.25 280000 280000 1/1/2007 12/1/2036 1458.33 360 79.33 WA 2/1/2007 N 353000 1 2.25 1458.33 98021 12/20/2006 1 XA0610DI_ARM-INTONLY 0 0 0 79.33 746 44.31 NO-PREPAY 12/1/2016 5 5 2 2.25 1103637148 SFR 1 NOO PURCHASE N 7 7 597000 597000 1/1/2007 12/1/2036 3482.5 360 74.63 CA 2/1/2007 N 800000 1 4 3482.5 90066 12/26/2006 2 PA0605EI_ARM-INTONLY 0 800000 0 74.63 704 33.77 NO-PREPAY 12/1/2011 6 3 1 4 1103637150 SFR 1 OO PURCHASE N 6.875 6.875 188000 188000 12/1/2006 11/1/2036 1077.08 360 80 WA 2/1/2007 N 238100 1 3.5 1077.08 98513 12/14/2006 8 XA0605DI_ARM-INTONLY 0 235000 47000 100 699 0 3YR 11/1/2011 5 5 2 6.875 1103637151 2-4FAMILY 2 NOO PURCHASE N 6.875 6.875 284000 282865.74 12/1/2006 11/1/2036 1627.08 360 80 OR 2/1/2007 N 357000 1 3.5 1627.08 97756 12/14/2006 1 XA0605DI_ARM-INTONLY 0 355000 0 80 788 30.99 NO-PREPAY 11/1/2011 5 5 2 3.5 1103637152 SFR 1 OO PURCHASE N 6.75 6.75 276000 275999.5 12/1/2006 11/1/2036 1552.5 360 80 NV 2/1/2007 N 350000 1 3.5 1552.5 89431 12/14/2006 17 XA0605DI_ARM-INTONLY 0 345000 69000 100 719 43.59 3YR 11/1/2011 5 5 2 6.75 1103637153 HI-RISE 1 OO REFI Y 5.875 5.875 695000 692863.82 12/1/2006 11/1/2036 4111.19 360 58.65 FL 2/1/2007 N 1185000 1 2.25 4111.19 33432 12/14/2006 1 XA0605D_ARM 0 0 0 58.65 723 40.61 3YR 11/1/2011 5 5 2 2.25 1103637154 SFR 1 OO PURCHASE N 6.25 6.25 321600 321600 1/1/2007 12/1/2036 1675 360 80 CA 2/1/2007 N 408000 1 2.25 1675 93312 12/14/2006 8 XA1605DI_ARM-INTONLY 0 402000 20100 85 668 0 3YR 12/1/2011 5 5 2 2.25 1103637155 SFR 1 OO PURCHASE N 6.5 6.5 292000 292000 12/1/2006 11/1/2036 1581.67 360 78.86 TX 2/1/2007 N 390000 1 3.5 1581.67 75035 12/14/2006 2 XA0605DI_ARM-INTONLY 0 370276 54750 93.65 685 40.94 1YR 11/1/2011 5 5 2 6.5 1103637156 SFR 1 OO PURCHASE N 7.75 7.75 257000 256980 1/1/2007 12/1/2036 1659.79 360 80 FL 2/1/2007 N 350120 1 3.5 1659.79 34787 12/14/2006 2 XA1605DI_ARM-INTONLY 0 321265 64250 100 672 41.39 NO-PREPAY 12/1/2011 5 5 2 7.75 1103637158 SFR 1 OO PURCHASE N 6.875 6.875 366500 366500 12/1/2006 11/1/2036 2099.74 360 80 TX 2/1/2007 N 458500 1 3.5 2099.74 75039 12/14/2006 2 XA0605DI_ARM-INTONLY 0 458148 91648 100 707 30.72 1YR 11/1/2011 5 5 2 6.875 1103637159 SFR 1 OO REFI Y 7.375 7.375 332500 331736.32 12/1/2006 11/1/2036 2296.49 360 70 CA 2/1/2007 N 475000 1 3.5 2296.49 90047 12/14/2006 2 XA3605D_ARM 0 0 0 70 617 44.57 3YR 11/1/2011 5 5 2 3.5 1103637160 SFR 1 OO PURCHASE N 7.375 7.375 175200 174755.16 12/1/2006 11/1/2036 1076.75 360 80 KS 2/1/2007 N 230000 1 3.5 1076.75 66210 12/14/2006 2 XA1605DI_ARM-INTONLY 0 219000 43800 100 692 30.88 NO-PREPAY 11/1/2011 5 5 2 7.375 1103637161 SFR 1 OO REFI Y 7.375 7.375 245000 244437.29 12/1/2006 11/1/2036 1692.15 360 69.02 NV 2/1/2007 N 355000 1 3.5 1692.15 89117 12/14/2006 12 XA2605D_ARM 0 0 0 69.02 626 0 3YR 11/1/2011 5 5 2 3.5 1103637163 SFR 1 OO PURCHASE N 6.75 6.75 134900 134549.59 12/1/2006 11/1/2036 874.96 360 51.91 NM 2/1/2007 N 260000 1 3.5 874.96 87114 12/14/2006 12 XA0605D_ARM 0 259900 0 51.91 768 0 NO-PREPAY 11/1/2011 5 5 2 3.5 1103637165 SFR 1 OO PURCHASE N 6.875 6.875 620000 620000 12/1/2006 11/1/2036 3552.08 360 80 CA 2/1/2007 N 784000 1 3.5 3552.08 92886 12/14/2006 2 XA0605DI_ARM-INTONLY 0 775000 77500 90 727 48.18 1YR 11/1/2011 5 5 2 6.875 1103637167 HI-RISE 1 2ND PURCHASE N 7 7 224350 223795.05 12/1/2006 11/1/2036 1492.61 360 37.01 NV 2/1/2007 N 960000 1 2.25 1492.61 89109 12/14/2006 17 XA0607D_ARM 0 606250 0 37.01 733 34.65 NO-PREPAY 11/1/2013 5 5 2 2.25 1103637168 SFR 1 OO REFI Y 6.375 6.375 546000 546000 12/1/2006 11/1/2036 2900.63 360 70 CA 2/1/2007 N 780000 1 2.25 2900.63 91344 12/14/2006 2 XA0607DI_ARM-INTONLY 0 0 0 70 717 41.13 NO-PREPAY 11/1/2013 5 5 2 6.375 1103637169 SFR 1 NOO REFI Y 6.5 6.5 270000 269263.79 12/1/2006 11/1/2036 1706.58 360 45.38 FL 2/1/2007 N 595000 1 3.5 1706.58 33332 12/14/2006 2 XA1605D_ARM 0 0 0 45.38 679 36.32 2YR 11/1/2011 5 5 2 3.5 1103637170 SFR 1 OO PURCHASE N 6.75 6.75 385600 385600 1/1/2007 12/1/2036 2169 360 80 CA 2/1/2007 N 483000 1 3.5 2169 90606 12/14/2006 2 XA1605DI_ARM-INTONLY 0 482000 96400 100 655 38.63 3YR 12/1/2011 5 5 2 6.75 1103637171 PUD 1 OO PURCHASE N 6 6 130000 129609.79 12/1/2006 11/1/2036 779.42 360 34.22 AZ 2/1/2007 N 380000 1 2.25 779.42 85260 12/21/2006 17 XA0605D_ARM 0 380000 0 34.22 749 12.28 NO-PREPAY 11/1/2011 5 5 2 2.25 1103637172 SFR 1 2ND PURCHASE N 6.375 6.375 302400 302400 12/1/2006 11/1/2036 1606.5 360 80 UT 2/1/2007 N 390000 1 3.5 1606.5 84092 12/14/2006 2 XA0605DI_ARM-INTONLY 0 378000 56700 95 688 41.43 3YR 11/1/2011 5 5 2 6.375 1103637173 SFR 1 OO REFI Y 6.375 6.375 235000 235000 12/1/2006 11/1/2036 1248.44 360 48.46 CA 2/1/2007 N 485000 1 3.5 1248.44 92570 12/14/2006 2 XA1605DI_ARM-INTONLY 0 0 18236 52.22 662 36.97 3YR 11/1/2011 5 5 2 3.5 1103637174 SFR 1 OO REFI Y 7 7 450000 450000 1/1/2007 12/1/2036 2625 360 76.8 CA 2/1/2007 N 586000 1 2.25 2625 91324 12/14/2006 17 XA0605DI_ARM-INTONLY 0 0 0 76.8 690 42.9 3YR 12/1/2011 5 5 2 7 1103637175 2-4FAMILY 2 NOO REFI Y 6.875 6.875 498750 498750 1/1/2007 12/1/2036 2857.42 360 75 CA 2/1/2007 N 665000 1 3.5 2857.42 90602 12/14/2006 8 XA0605DI_ARM-INTONLY 0 0 0 75 693 0 NO-PREPAY 12/1/2011 5 5 2 6.875 1103637176 SFR 1 OO PURCHASE N 6.5 6.5 344000 344000 1/1/2007 12/1/2036 1863.33 360 80 CA 2/1/2007 N 435000 1 2.25 1863.33 91706 12/14/2006 2 XA1605DI_ARM-INTONLY 0 430000 86000 100 652 39.02 3YR 12/1/2011 5 5 2 2.25 1103637179 SFR 1 OO PURCHASE N 6.5 6.5 425600 425600 1/1/2007 12/1/2036 2305.33 360 80 CA 2/1/2007 N 548000 1 3 2305.33 92562 12/8/2006 8 SA0605EI_ARM-INTONLY 0 532000 53200 90 716 0 1YR 12/1/2011 6 3 1 3 1103637182 SFR 1 OO PURCHASE N 7.625 7.625 172000 171750.23 1/1/2007 12/1/2036 1217.41 360 80 ID 2/1/2007 N 215000 1 0 1217.41 83404 12/14/2006 1 PF1630_FIXEDRATE 0 215000 32250 95 668 40.21 1YR 0 0 0 0 1103637183 SFR 1 NOO PURCHASE N 7.875 7.875 90000 90000 12/1/2006 11/1/2036 590.63 360 80 WA 2/1/2007 N 118000 1 0 590.63 99350 12/14/2006 1 PF0630I_FIX-INTONLY 0 112500 0 80 697 40.68 1YR 0 0 0 0 1103637184 SFR 1 OO REFI Y 5.875 5.875 156000 155313 1/1/2007 12/1/2026 1106.41 240 44.83 CA 2/1/2007 N 348000 1 0 1106.41 95758 12/14/2006 1 PF0620_FIXEDRATE 0 0 0 44.83 798 28.04 NO-PREPAY 0 0 0 0 1103637185 SFR 1 OO PURCHASE N 6.875 6.875 367200 366269.22 12/1/2006 11/1/2036 2412.24 360 80 CA 2/1/2007 N 469000 1 0 2412.24 91790 12/21/2006 2 PF0630_FIXEDRATE 0 459000 68850 95 682 42.64 3YR 0 0 0 0 1103637186 SFR 1 2ND PURCHASE N 7.5 7.5 123000 122816.87 1/1/2007 12/1/2036 860.03 360 71.1 TN 2/1/2007 N 177000 1 0 860.03 37763 12/14/2006 2 PF0630_FIXEDRATE 0 173000 0 71.1 686 44.5 NO-PREPAY 0 0 0 0 1103637187 SFR 1 NOO PURCHASE N 7.625 7.625 76950 76581.21 12/1/2006 11/1/2036 544.65 360 69.96 TX 2/1/2007 N 113500 1 0 544.65 75236 12/14/2006 2 PF0630_FIXEDRATE 0 109995 0 69.96 686 38.24 NO-PREPAY 0 0 0 0 1103637188 CONDO 1 2ND PURCHASE N 6.625 6.625 500000 500000 12/1/2006 11/1/2036 2760.42 360 60.61 ID 2/1/2007 N 835000 1 0 2760.42 83353 12/21/2006 1 PF0630I_FIX-INTONLY 0 825000 0 60.61 764 38.45 NO-PREPAY 0 0 0 0 1103637189 SFR 1 NOO REFI N 6.875 6.875 189000 189000 12/1/2006 11/1/2036 1082.81 360 79.42 AZ 2/1/2007 N 238000 1 0 1082.81 85212 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 79.42 740 32.67 NO-PREPAY 0 0 0 0 1103637190 CONDO 1 OO REFI Y 6 6 558300 557185.64 1/1/2007 12/1/2036 3347.29 360 65.69 CA 2/1/2007 N 850000 1 0 3347.29 90272 12/14/2006 17 PF0630_FIXEDRATE 0 0 0 65.69 784 40.57 NO-PREPAY 0 0 0 0 1103637191 SFR 1 2ND REFI N 6.875 6.875 720900 720900 12/1/2006 11/1/2036 4130.16 360 55.46 UT 2/1/2007 N 1300000 1 0 4130.16 84060 12/14/2006 17 PF0630I_FIX-INTONLY 0 0 0 55.46 768 27.64 NO-PREPAY 0 0 0 0 1103637192 SFR 1 OO REFI Y 7.25 7.25 312000 312000 12/1/2006 11/1/2036 1885 360 76.1 CA 2/1/2007 N 410000 1 0 1885 92336 12/14/2006 2 PF1630I_FIX-INTONLY 0 0 39000 85.61 663 39.76 3YR 0 0 0 0 1103637193 SFR 1 OO REFI Y 6.125 6.125 150000 149560.38 12/1/2006 11/1/2036 911.42 360 66.08 AZ 2/1/2007 N 227000 1 0 911.42 85042 12/21/2006 17 PF0630_FIXEDRATE 0 0 0 66.08 798 23.57 NO-PREPAY 0 0 0 0 1103637195 SFR 1 2ND PURCHASE N 6.375 6.375 160000 159702.83 1/1/2007 12/1/2036 998.19 360 44.45 ID 2/1/2007 N 360000 1 0 998.19 83854 12/14/2006 17 PF0630_FIXEDRATE 0 360000 0 44.45 799 42.81 NO-PREPAY 0 0 0 0 1103637197 SFR 1 OO REFI Y 8.125 8.125 135000 134733.27 12/1/2006 11/1/2036 1002.37 360 36 CA 2/1/2007 N 375000 1 0 1002.37 90221 12/14/2006 17 PF3630_FIXEDRATE 0 0 0 36 608 39.9 5YR 0 0 0 0 1103637198 SFR 1 2ND PURCHASE N 6.375 6.375 468000 467130.78 1/1/2007 12/1/2036 2919.71 360 80 CA 2/1/2007 N 600000 1 0 2919.71 92270 12/14/2006 17 PF0630_FIXEDRATE 0 585000 0 80 786 38.71 NO-PREPAY 0 0 0 0 1103637199 SFR 1 OO REFI Y 7.125 7.125 200000 199679.17 1/1/2007 12/1/2036 1347.44 360 79.37 CA 2/1/2007 N 252000 1 0 1347.44 92220 12/14/2006 2 PF1630_FIXEDRATE 0 0 0 79.37 645 44.87 NO-PREPAY 0 0 0 0 1103637200 SFR 1 2ND PURCHASE N 8 8 135600 135599.31 1/1/2007 12/1/2036 904 360 80 SC 2/1/2007 N 169900 1 0 904 29605 12/21/2006 8 SF2630I_FIX-INTONLY 0 169500 0 80 656 0 NO-PREPAY 0 0 0 0 1103637201 CONDO 1 NOO REFI Y 7.625 7.625 204000 203703.76 1/1/2007 12/1/2036 1443.9 360 71.58 CA 2/1/2007 N 285000 1 0 1443.9 91765 12/21/2006 2 PF2630_FIXEDRATE 0 0 0 71.58 632 11.35 3YR 0 0 0 0 1103637202 SFR 1 NOO REFI Y 6.375 6.375 85000 84662.55 12/1/2006 11/1/2036 530.29 360 40.48 CA 2/1/2007 N 210000 1 0 530.29 93706 12/14/2006 12 SF0630_FIXEDRATE 0 0 0 40.48 768 0 3YR 0 0 0 0 1103637203 SFR 1 OO REFI Y 6.375 6.375 179500 178998.57 12/1/2006 11/1/2036 1119.85 360 63.43 CA 2/1/2007 N 283000 1 0 1119.85 93535 12/14/2006 17 PF0630_FIXEDRATE 0 0 0 63.43 738 25.84 NO-PREPAY 0 0 0 0 1103637204 SFR 1 NOO PURCHASE N 7.25 7.25 188000 187557.37 12/1/2006 11/1/2036 1282.49 360 69.97 UT 2/1/2007 N 270000 1 0 1282.49 84128 12/14/2006 2 PF0630_FIXEDRATE 0 268688 53700 89.96 794 32.03 NO-PREPAY 0 0 0 0 1103637205 SFR 1 OO REFI Y 6.5 6.5 632000 632000 12/1/2006 11/1/2036 3423.33 360 62.27 CA 2/1/2007 N 1015000 1 0 3423.33 91381 12/14/2006 2 PF0630I_FIX-INTONLY 0 0 0 62.27 762 42.39 NO-PREPAY 0 0 0 0 1103637206 SFR 1 NOO REFI Y 7.25 7.25 147000 146769.95 1/1/2007 12/1/2036 1002.8 360 57.65 FL 2/1/2007 N 255000 1 0 1002.8 33993 12/14/2006 2 PF0630_FIXEDRATE 0 0 31493 70 692 41.19 3YR 0 0 0 0 1103637212 SFR 1 OO REFI Y 6.375 6.375 280000 280000 2/1/2007 1/1/2037 1487.5 360 70 CA 2/1/2007 N 400000 1 3.25 1487.5 93614 12/22/2006 1 PA0605EI_ARM-INTONLY 0 0 0 70 691 33.52 2YR 1/1/2012 6 3 1 6.375 1103637219 2-4FAMILY 2 NOO REFI Y 7.25 7.25 182000 181935.38 2/1/2007 1/1/2037 1164.2 360 70 FL 2/1/2007 Y 260000 1 0 1164.2 33161 1/5/2007 2 PB1640_BALLOON 0 0 0 70 669 43.61 2YR 0 0 0 0 1103637240 SFR 1 NOO REFI Y 7.25 7.25 168000 167940.35 2/1/2007 1/1/2037 1074.65 360 70 FL 2/1/2007 Y 240000 1 0 1074.65 33167 1/9/2007 2 PB1640_BALLOON 0 0 0 70 669 50.18 2YR 0 0 0 0 1103637252 SFR 1 OO PURCHASE N 7.615 7.615 382400 382400 2/1/2007 1/1/2037 2426.65 360 80 CA 2/1/2007 N 510000 1 2.75 2426.65 92054 1/2/2007 2 PA1605EI_ARM-INTONLY 0 478000 95600 100 654 46.75 3YR 1/1/2012 6 3 1 2.75 1103637259 PUD 1 NOO PURCHASE N 8.85 8.85 205200 204732.3 11/1/2006 10/1/2036 1628.99 360 80 NV 2/1/2007 N 275000 1 3.25 1628.99 89081 12/15/2006 2 PA1603E_ARM 0 256500 25650 90 663 17.82 NO-PREPAY 10/1/2009 6 2 2 3.25 1103637260 SFR 1 OO PURCHASE N 6.775 6.775 372000 372000 11/1/2006 10/1/2036 2100.25 360 80 CA 2/1/2007 N 465000 1 3.25 2100.25 90805 12/15/2006 2 PA0602EI_ARM-INTONLY 0 465000 93000 100 753 42.82 2YR 10/1/2008 6 2 2 3.25 1103637265 2-4FAMILY 3 NOO PURCHASE N 8.9 8.9 306000 306000 9/1/2006 8/1/2036 2269.5 360 80 CA 2/1/2007 N 385000 1 3.25 2269.5 95207 12/15/2006 2 PA0603EI_ARM-INTONLY 0 382500 57375 95 735 29.82 1YR 8/1/2009 6 2 2 3.25 1103637268 SFR 1 NOO PURCHASE N 8.75 8.75 268426 268426 11/1/2006 10/1/2036 1957.27 360 80 CA 2/1/2007 N 349000 1 3.25 1957.27 92394 12/15/2006 2 PA0603EI_ARM-INTONLY 0 335532 52330 95.6 769 27.91 NO-PREPAY 10/1/2009 6 2 2 3.25 1103637269 SFR 1 OO PURCHASE N 6.475 6.475 311800 311729.21 10/1/2006 9/1/2036 1682.42 360 80 CA 2/1/2007 N 390000 1 3.25 1682.42 92236 12/15/2006 2 PA1603EI_ARM-INTONLY 0 389789 77950 99.99 658 41.98 3YR 9/1/2009 6 2 2 3.25 1103637270 PUD 1 OO REFI N 7.6 7.6 329600 329600 12/1/2006 11/1/2036 2087.47 360 80 CA 2/1/2007 N 412000 1 3.25 2087.47 92026 12/15/2006 2 PA0603EI_ARM-INTONLY 0 0 61800 95 685 43.76 1YR 11/1/2009 6 2 2 3.25 1103637271 SFR 1 OO PURCHASE N 7.45 7.45 281800 281800 11/1/2006 10/1/2036 1749.51 360 80 CA 2/1/2007 N 353000 1 3.25 1749.51 92394 12/17/2006 8 SA2603EI_ARM-INTONLY 0 352251 52800 94.99 656 0 3YR 10/1/2009 6 2 2 3.25 1103637273 PUD 1 OO PURCHASE N 7.1 7.1 317650 316796.98 12/1/2006 11/1/2036 1879.43 360 80 CA 2/1/2007 N 400000 1 3.25 1879.43 92543 12/15/2006 8 SA0603EI_ARM-INTONLY 0 397102 79400 99.99 697 0 3YR 11/1/2009 6 2 2 3.25 1103637274 SFR 1 OO PURCHASE N 7.75 7.75 125600 125332.34 12/1/2006 11/1/2036 899.81 360 80 IL 2/1/2007 N 157000 1 3.25 899.81 60505 12/15/2006 2 PA1603E_ARM 0 157000 31400 100 643 41.8 NO-PREPAY 11/1/2009 6 2 2 3.25 1103637282 SFR 1 OO PURCHASE N 12.5 12.5 59000 58969.65 1/1/2007 12/1/2021 629.68 180 20 CA 2/1/2007 Y 315000 2 0 629.68 92223 11/28/2006 2 TB1630_BALLOON 0 295000 0 100 653 46.62 2YR 0 0 0 0 1103637292 SFR 1 OO REFI N 5.875 5.875 550000 543225.56 1/1/2007 12/1/2016 6071.66 120 36.67 NY 2/1/2007 N 1500000 1 0 6071.66 11204 12/21/2006 2 BF1610_FIXEDRATE 0 0 0 36.67 730 24.98 NO-PREPAY 0 0 0 0 1103637293 SFR 1 OO PURCHASE N 7 7 144000 143581.83 12/1/2006 11/1/2036 958.04 360 100 MI 2/1/2007 N 165000 1 0 958.04 49010 12/21/2006 1 PF0430_FIXEDRATE 35 144000 0 100 775 40.746 NO-PREPAY 0 0 0 0 1103637294 SFR 1 OO PURCHASE N 8.125 8.125 101500 101270.02 12/1/2006 11/1/2036 753.63 360 100 MO 2/1/2007 N 102000 1 0 753.63 65068 12/21/2006 2 PF0430_FIXEDRATE 35 101500 0 100 754 41.69 NO-PREPAY 0 0 0 0 1103637295 SFR 1 OO PURCHASE N 7.25 7.25 150000 149765.27 1/1/2007 12/1/2036 1023.26 360 100 UT 2/1/2007 N 155000 1 0 1023.26 84104 12/21/2006 2 PF0430_FIXEDRATE 0 150000 0 100 727 30.289 NO-PREPAY 0 0 0 0 1103637296 SFR 1 OO PURCHASE N 7.875 7.875 75000 74844.15 12/1/2006 11/1/2036 543.8 360 100 TN 2/1/2007 N 77000 1 0 543.8 37716 12/21/2006 1 PF0430_FIXEDRATE 35 75000 0 100 763 15.324 NO-PREPAY 0 0 0 0 1103637297 PUD 1 OO PURCHASE N 7.625 7.625 285000 285000 1/1/2007 12/1/2036 1810.94 360 100 AZ 2/1/2007 N 285000 1 0 1810.94 85715 12/21/2006 2 PF0430I_FIX-INTONLY 0 285000 0 100 811 49.36 NO-PREPAY 0 0 0 0 1103637298 PUD 1 OO PURCHASE N 7.125 7.125 135990 135988.55 12/1/2006 11/1/2036 807.43 360 100 SC 2/1/2007 N 163000 1 0 807.43 29577 12/21/2006 1 PF0430I_FIX-INTONLY 35 135990 0 100 753 39.269 NO-PREPAY 0 0 0 0 1103637299 SFR 1 OO REFI Y 5.875 5.875 584000 577543.69 12/1/2006 11/1/2021 4888.77 180 80 KY 2/1/2007 N 730000 1 0 4888.77 42701 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 80 749 40.929 NO-PREPAY 0 0 0 0 1103637301 PUD 1 OO PURCHASE N 6.25 6.25 248000 245482.71 12/1/2006 11/1/2021 2126.41 180 80 NV 2/1/2007 N 350000 1 0 2126.41 89134 12/21/2006 2 PF0615_FIXEDRATE 0 310000 31000 90 784 23.82 NO-PREPAY 0 0 0 0 1103637303 CONDO 1 OO PURCHASE N 6.25 6.25 523200 519668.75 1/1/2007 12/1/2021 4486.04 180 80 IL 2/1/2007 N 675000 1 0 4486.04 60201 12/21/2006 2 PF0615_FIXEDRATE 0 654028 0 80 806 35.271 NO-PREPAY 0 0 0 0 1103637304 SFR 1 OO REFI Y 6 6 584000 577945.47 12/1/2006 11/1/2021 4928.12 180 80 CA 2/1/2007 N 730000 1 0 4928.12 91765 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 80 760 29.96 NO-PREPAY 0 0 0 0 1103637305 PUD 1 OO PURCHASE N 6.375 6.375 335147 331781.06 12/1/2006 11/1/2021 2896.51 180 80 GA 2/1/2007 N 425000 1 0 2896.51 30019 12/21/2006 2 PF0615_FIXEDRATE 0 418934 41893 90 685 43.47 NO-PREPAY 0 0 0 0 1103637306 SFR 1 OO REFI Y 5.875 5.875 147500 145867.98 12/1/2006 11/1/2021 1234.75 180 76.83 IL 2/1/2007 N 192000 1 0 1234.75 60406 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 76.83 755 34.14 NO-PREPAY 0 0 0 0 1103637307 PUD 1 OO REFI N 6.875 6.875 1415767 1402143.01 12/1/2006 11/1/2021 12626.58 180 72.61 TX 2/1/2007 N 1950000 1 0 12626.58 77356 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 72.61 758 29.585 NO-PREPAY 0 0 0 0 1103637308 PUD 1 OO REFI Y 6.25 6.25 440000 435533.84 12/1/2006 11/1/2021 3772.66 180 73.34 AZ 2/1/2007 N 600000 1 0 3772.66 85749 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 73.34 722 43.546 NO-PREPAY 0 0 0 0 1103637310 PUD 1 OO REFI N 6.25 6.25 950000 940357.14 12/1/2006 11/1/2021 8145.52 180 67.38 CA 2/1/2007 N 1410000 1 0 8145.52 92120 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 67.38 800 37.246 NO-PREPAY 0 0 0 0 1103637311 SFR 1 OO REFI Y 6.375 6.375 400000 394629.39 11/1/2006 10/1/2021 3457 180 61.54 OR 2/1/2007 N 650000 1 0 3457 97055 12/21/2006 1 PF0615_FIXEDRATE 0 0 96774 76.43 765 41.3 NO-PREPAY 0 0 0 0 1103637312 PUD 1 OO REFI N 6.375 6.375 960000 950358.56 12/1/2006 11/1/2021 8296.8 180 60 CA 2/1/2007 N 1600000 1 0 8296.8 92130 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 60 727 38.591 NO-PREPAY 0 0 0 0 1103637313 SFR 1 OO PURCHASE N 7.125 7.125 1600000 784233.75 1/1/2007 12/1/2021 14493.3 180 57.15 MD 2/1/2007 N 2947000 1 0 14493.3 21601 12/21/2006 2 PF0615_FIXEDRATE 0 2800000 0 57.15 799 30.654 NO-PREPAY 0 0 0 0 1103637314 PUD 1 OO REFI Y 5.875 5.875 445000 440337.65 12/1/2006 11/1/2021 3725.18 180 49.45 CO 2/1/2007 N 900000 1 0 3725.18 80401 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 49.45 757 39.651 NO-PREPAY 0 0 0 0 1103637315 SFR 1 OO REFI N 6 6 800000 791706.12 12/1/2006 11/1/2021 6750.85 180 50 MO 2/1/2007 N 1600000 1 0 6750.85 65721 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 50 784 17.694 NO-PREPAY 0 0 0 0 1103637316 SFR 1 OO REFI Y 6.25 6.25 500000 496625.3 1/1/2007 12/1/2021 4287.11 180 30.31 NJ 2/1/2007 N 1650000 1 0 4287.11 07024 12/21/2006 2 PF0615_FIXEDRATE 0 0 0 30.31 759 27.89 NO-PREPAY 0 0 0 0 1103637317 SFR 1 NOO REFI Y 5.875 5.875 115000 113795.11 12/1/2006 11/1/2021 962.69 180 20.91 CA 2/1/2007 N 550000 1 0 962.69 94541 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 20.91 715 41.41 NO-PREPAY 0 0 0 0 1103637318 SFR 1 OO PURCHASE N 6.875 6.875 480000 474426.95 12/1/2006 11/1/2026 3685.51 240 80 CT 2/1/2007 N 600000 1 0 3685.51 06492 12/21/2006 2 PF0620_FIXEDRATE 0 792000 0 80 812 36.667 NO-PREPAY 0 0 0 0 1103637319 SFR 1 OO PURCHASE N 6.875 6.875 75000 74809.88 12/1/2006 11/1/2036 492.7 360 91.47 ME 2/1/2007 N 88500 1 0 492.7 04739 12/21/2006 2 PF0630_FIXEDRATE 30 82000 0 91.47 737 42.3 NO-PREPAY 0 0 0 0 1103637320 SFR 1 OO REFI Y 6.75 6.75 187000 186514.26 12/1/2006 11/1/2036 1212.88 360 89.05 ME 2/1/2007 N 210000 1 0 1212.88 04106 12/21/2006 1 PF0630_FIXEDRATE 25 0 0 89.05 726 40.64 NO-PREPAY 0 0 0 0 1103637321 CONDO 1 OO REFI Y 6.125 6.125 236250 235789.59 1/1/2007 12/1/2036 1435.48 360 88.16 WI 2/1/2007 N 268000 1 0 1435.48 53142 12/21/2006 1 PF0630_FIXEDRATE 25 0 0 88.16 775 36.865 NO-PREPAY 0 0 0 0 1103637322 PUD 1 OO REFI N 6.875 6.875 536000 533259.16 9/1/2006 8/1/2036 3521.14 360 80 MD 2/1/2007 N 670000 1 0 3521.14 21237 12/21/2006 1 PF0630_FIXEDRATE 0 0 134000 100 769 44.005 NO-PREPAY 0 0 0 0 1103637323 SFR 1 OO REFI N 6.5 6.5 519000 517545 12/1/2006 11/1/2036 3280.43 360 79.85 IL 2/1/2007 N 650000 1 0 3280.43 60422 12/21/2006 1 PF0630_FIXEDRATE 0 0 45413 86.84 743 35.042 NO-PREPAY 0 0 0 0 1103637324 SFR 1 OO PURCHASE N 6.375 6.375 138400 138013.38 12/1/2006 11/1/2036 863.44 360 80 OH 2/1/2007 N 185000 1 0 863.44 44028 12/21/2006 1 PF0630_FIXEDRATE 0 173000 34600 100 794 28.85 NO-PREPAY 0 0 0 0 1103637325 PUD 1 OO PURCHASE N 6.375 6.375 479999 478658.17 12/1/2006 11/1/2036 2994.57 360 80 VA 2/1/2007 N 618000 1 0 2994.57 20175 12/21/2006 1 PF0630_FIXEDRATE 0 599999 89999 95 736 40 NO-PREPAY 0 0 0 0 1103637326 SFR 1 OO REFI Y 6.5 6.5 508000 506518.79 12/1/2006 11/1/2036 3210.9 360 80 IL 2/1/2007 N 635000 1 0 3210.9 60302 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 715 21.964 NO-PREPAY 0 0 0 0 1103637327 SFR 1 OO PURCHASE N 6.5 6.5 188000 187391.86 12/1/2006 11/1/2036 1188.29 360 80 SC 2/1/2007 N 240000 1 0 1188.29 29061 12/29/2006 1 PF0630_FIXEDRATE 0 235000 47000 100 794 27.365 NO-PREPAY 0 0 0 0 1103637328 SFR 1 OO REFI Y 6.375 6.375 444800 443278.03 12/1/2006 11/1/2036 2774.97 360 80 CA 2/1/2007 N 556000 1 0 2774.97 93041 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 724 30.21 NO-PREPAY 0 0 0 0 1103637329 SFR 1 OO REFI N 6.875 6.875 528000 526661.62 12/1/2006 11/1/2036 3468.58 360 80 FL 2/1/2007 N 660000 1 0 3468.58 33176 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 743 31.97 NO-PREPAY 0 0 0 0 1103637330 PUD 1 OO PURCHASE N 6.5 6.5 530800 529352.63 12/1/2006 11/1/2036 3355.02 360 80 MO 2/1/2007 N 663500 1 0 3355.02 63038 12/21/2006 1 PF0630_FIXEDRATE 0 680000 0 80 815 32.949 NO-PREPAY 0 0 0 0 1103637331 SFR 1 OO PURCHASE N 6.375 6.375 464000 462703.84 12/1/2006 11/1/2036 2894.76 360 80 MD 2/1/2007 N 595000 1 0 2894.76 21157 12/21/2006 1 PF0630_FIXEDRATE 0 580000 87000 95 779 36.6 NO-PREPAY 0 0 0 0 1103637332 SFR 1 OO PURCHASE N 6.5 6.5 708000 706069.46 12/1/2006 11/1/2036 4475.04 360 80 RI 2/1/2007 N 890000 1 0 4475.04 02906 12/21/2006 1 PF0630_FIXEDRATE 0 885000 132750 95 796 41.717 NO-PREPAY 0 0 0 0 1103637333 PUD 1 OO REFI N 6.5 6.5 1000000 997272.61 12/1/2006 11/1/2036 6320.68 360 80 AZ 2/1/2007 N 1250000 1 0 6320.68 86303 12/21/2006 1 PF0630_FIXEDRATE 0 0 45000 83.6 730 35.69 NO-PREPAY 0 0 0 0 1103637334 SFR 1 OO REFI N 6.375 6.375 823300 821000.21 12/1/2006 11/1/2036 5136.32 360 79.94 MS 2/1/2007 N 1030000 1 0 5136.32 39110 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 79.94 690 30.67 NO-PREPAY 0 0 0 0 1103637336 CONDO 1 2ND PURCHASE N 7 7 177400 176961.19 12/1/2006 11/1/2036 1180.25 360 79.99 IL 2/1/2007 N 237000 1 0 1180.25 60612 12/21/2006 2 PF0630_FIXEDRATE 0 221803 22175 89.98 725 38.472 NO-PREPAY 0 0 0 0 1103637337 SFR 1 OO REFI N 6.375 6.375 570500 568906.36 12/1/2006 11/1/2036 3559.18 360 78.69 MO 2/1/2007 N 725000 1 0 3559.18 63124 12/21/2006 1 PF0630_FIXEDRATE 0 0 107250 93.49 803 47.584 NO-PREPAY 0 0 0 0 1103637338 SFR 1 OO PURCHASE N 6.5 6.5 505600 504145.94 12/1/2006 11/1/2036 3195.74 360 80 NJ 2/1/2007 N 665000 1 0 3195.74 08054 12/21/2006 1 PF0630_FIXEDRATE 0 632000 0 80 716 34.429 NO-PREPAY 0 0 0 0 1103637339 SFR 1 2ND REFI N 6.625 6.625 480000 478722.5 12/1/2006 11/1/2036 3073.49 360 76.8 NJ 2/1/2007 N 625000 1 0 3073.49 07719 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 76.8 767 41.993 NO-PREPAY 0 0 0 0 1103637340 PUD 1 OO PURCHASE N 6.5 6.5 944000 938375.35 12/1/2006 11/1/2036 5966.72 360 80 MD 2/1/2007 N 1250000 1 0 5966.72 20905 12/21/2006 1 PF0630_FIXEDRATE 0 1180000 118000 90 707 37.785 NO-PREPAY 0 0 0 0 1103637341 SFR 1 OO REFI Y 6.375 6.375 320000 319106.13 12/1/2006 11/1/2036 1996.38 360 80 NY 2/1/2007 N 400000 1 0 1996.38 11203 12/21/2006 1 PF0630_FIXEDRATE 0 0 16000 84 721 48.896 NO-PREPAY 0 0 0 0 1103637342 SFR 1 OO REFI Y 6.625 6.625 360000 359022.16 12/1/2006 11/1/2036 2305.12 360 80 NV 2/1/2007 N 450000 1 0 2305.12 89701 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 686 44.212 NO-PREPAY 0 0 0 0 1103637343 SFR 1 OO REFI Y 6.625 6.625 107000 106614.96 12/1/2006 11/1/2036 685.13 360 79.86 NC 2/1/2007 N 134000 1 0 685.13 28602 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 79.86 749 24.41 NO-PREPAY 0 0 0 0 1103637344 SFR 1 OO REFI Y 6.5 6.5 324000 323116.53 12/1/2006 11/1/2036 2047.9 360 80 NJ 2/1/2007 N 405000 1 0 2047.9 08701 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 681 34.3 NO-PREPAY 0 0 0 0 1103637345 SFR 1 OO REFI N 6.625 6.625 508000 506647.97 12/1/2006 11/1/2036 3252.78 360 80 CO 2/1/2007 N 635000 1 0 3252.78 80027 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 772 46.316 NO-PREPAY 0 0 0 0 1103637346 PUD 1 OO PURCHASE N 6.5 6.5 512000 510160.24 12/1/2006 11/1/2036 3236.19 360 80 CA 2/1/2007 N 655000 1 0 3236.19 92503 12/21/2006 1 PF0630_FIXEDRATE 0 640000 64000 90 747 42.35 NO-PREPAY 0 0 0 0 1103637347 SFR 1 OO REFI N 6.75 6.75 368000 367044.13 12/1/2006 11/1/2036 2386.84 360 80 NY 2/1/2007 N 460000 1 0 2386.84 11550 12/21/2006 1 PF0630_FIXEDRATE 0 0 61000 93.27 713 40.55 NO-PREPAY 0 0 0 0 1103637348 PUD 1 OO REFI Y 6.625 6.625 319200 318350.47 12/1/2006 11/1/2036 2043.87 360 80 NV 2/1/2007 N 399000 1 0 2043.87 89703 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 806 40.842 NO-PREPAY 0 0 0 0 1103637349 SFR 1 OO REFI N 6.5 6.5 455000 453759.33 12/1/2006 11/1/2036 2875.91 360 80 MO 2/1/2007 N 568800 1 0 2875.91 64836 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 760 29.732 NO-PREPAY 0 0 0 0 1103637350 SFR 1 OO PURCHASE N 6.5 6.5 715200 713249.83 12/1/2006 11/1/2036 4520.55 360 80 AZ 2/1/2007 N 915000 1 0 4520.55 85742 12/21/2006 1 PF0630_FIXEDRATE 0 894000 0 80 800 44.336 NO-PREPAY 0 0 0 0 1103637351 SFR 1 OO PURCHASE N 6.75 6.75 150000 149610.36 12/1/2006 11/1/2036 972.9 360 80 MI 2/1/2007 N 188000 1 0 972.9 49504 12/21/2006 1 PF0630_FIXEDRATE 0 187500 37500 100 715 23.704 NO-PREPAY 0 0 0 0 1103637352 SFR 1 OO PURCHASE N 6.375 6.375 980000 977262.47 12/1/2006 11/1/2036 6113.93 360 80 GA 2/1/2007 N 1225000 1 0 6113.93 30328 12/21/2006 1 PF0630_FIXEDRATE 0 1225000 183750 95 794 32.01 NO-PREPAY 0 0 0 0 1103637353 SFR 1 OO PURCHASE N 6.125 6.125 1000000 997069.27 12/1/2006 11/1/2036 6076.11 360 80 KS 2/1/2007 N 1250000 1 0 6076.11 66207 12/21/2006 1 PF0630_FIXEDRATE 0 1250000 0 80 793 27.566 NO-PREPAY 0 0 0 0 1103637354 SFR 1 OO REFI Y 6.25 6.25 272000 271221.71 12/1/2006 11/1/2036 1674.75 360 80 OR 2/1/2007 N 340000 1 0 1674.75 97140 12/21/2006 1 PF0630_FIXEDRATE 0 0 34000 90 696 43.307 NO-PREPAY 0 0 0 0 1103637355 PUD 1 OO REFI N 6.5 6.5 586000 584402.15 12/1/2006 11/1/2036 3703.91 360 79.95 WA 2/1/2007 N 733000 1 0 3703.91 98006 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 79.95 773 42.618 NO-PREPAY 0 0 0 0 1103637356 SFR 1 OO REFI Y 6.625 6.625 200000 199467.41 12/1/2006 11/1/2036 1280.62 360 80 WA 2/1/2007 N 250000 1 0 1280.62 98682 12/21/2006 1 PF0630_FIXEDRATE 0 0 30000 92 757 48.236 NO-PREPAY 0 0 0 0 1103637357 SFR 1 OO REFI Y 6.625 6.625 300000 299201.57 12/1/2006 11/1/2036 1920.93 360 80 OR 2/1/2007 N 375000 1 0 1920.93 97504 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 718 42.22 NO-PREPAY 0 0 0 0 1103637358 CONDO 1 OO REFI Y 6.75 6.75 190000 189506.46 12/1/2006 11/1/2036 1232.34 360 79.17 AZ 2/1/2007 N 240000 1 0 1232.34 85020 12/21/2006 1 PF0630_FIXEDRATE 0 0 30875 92.04 709 39.415 NO-PREPAY 0 0 0 0 1103637359 SFR 1 OO PURCHASE N 6.375 6.375 520000 518547.45 12/1/2006 11/1/2036 3244.12 360 80 CA 2/1/2007 N 690000 1 0 3244.12 95014 12/21/2006 2 PF0630_FIXEDRATE 0 650000 0 80 714 41.651 NO-PREPAY 0 0 0 0 1103637360 PUD 1 OO PURCHASE N 6.375 6.375 508000 506580.96 12/1/2006 11/1/2036 3169.26 360 80 VA 2/1/2007 N 650000 1 0 3169.26 20152 12/21/2006 2 PF0630_FIXEDRATE 0 635000 0 80 693 42.773 NO-PREPAY 0 0 0 0 1103637361 PUD 1 OO PURCHASE N 6.875 6.875 399200 397644.54 12/1/2006 11/1/2036 2622.46 360 80 GA 2/1/2007 N 500000 1 0 2622.46 30075 12/21/2006 1 PF0630_FIXEDRATE 0 499000 99800 100 706 37.045 NO-PREPAY 0 0 0 0 1103637362 PUD 1 OO PURCHASE N 6.25 6.25 729324 727237.15 12/1/2006 11/1/2036 4490.57 360 80 FL 2/1/2007 N 927000 1 0 4490.57 33437 12/21/2006 1 PF0630_FIXEDRATE 0 911655.8 0 80 751 40.061 NO-PREPAY 0 0 0 0 1103637363 SFR 1 OO PURCHASE N 6.25 6.25 404000 403231.34 1/1/2007 12/1/2036 2487.5 360 80 CO 2/1/2007 N 505000 1 0 2487.5 80918 12/21/2006 2 PF0630_FIXEDRATE 0 505000 50500 90 723 36.64 NO-PREPAY 0 0 0 0 1103637364 CONDO 1 OO PURCHASE N 6.5 6.5 740000 738658.44 1/1/2007 12/1/2036 4677.3 360 80 IL 2/1/2007 N 925000 1 0 4677.3 60605 12/21/2006 1 PF0630_FIXEDRATE 0 925000 92500 90 715 33.37 NO-PREPAY 0 0 0 0 1103637365 SFR 1 OO REFI Y 6.5 6.5 220000 219601.16 1/1/2007 12/1/2036 1390.55 360 80 FL 2/1/2007 N 275000 1 0 1390.55 34743 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 700 44.69 NO-PREPAY 0 0 0 0 1103637366 SFR 1 OO PURCHASE N 6.25 6.25 711200 709778.62 1/1/2007 12/1/2036 4378.98 360 80 NY 2/1/2007 N 900000 1 0 4378.98 11768 12/21/2006 1 PF0630_FIXEDRATE 0 889000 88900 90 714 36.31 NO-PREPAY 0 0 0 0 1103637367 SFR 1 OO REFI Y 7 7 145600 145360.61 1/1/2007 12/1/2036 968.68 360 80 FL 2/1/2007 N 182000 1 0 968.68 32712 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 703 30.003 NO-PREPAY 0 0 0 0 1103637368 SFR 1 OO REFI Y 6.375 6.375 504000 503063.92 1/1/2007 12/1/2036 3144.3 360 80 IL 2/1/2007 N 630000 1 0 3144.3 60089 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 745 42.501 NO-PREPAY 0 0 0 0 1103637370 PUD 1 OO PURCHASE N 6.375 6.375 559900 558860.08 1/1/2007 12/1/2036 3493.05 360 80 VA 2/1/2007 N 703000 1 0 3493.05 20141 12/21/2006 1 PF0630_FIXEDRATE 0 699900 0 80 796 37.73 NO-PREPAY 0 0 0 0 1103637372 CONDO 1 OO PURCHASE N 6.625 6.625 138000 137755.81 1/1/2007 12/1/2036 883.63 360 80 FL 2/1/2007 N 172500 1 0 883.63 33322 12/21/2006 2 PF0630_FIXEDRATE 0 172500 0 80 736 25.689 NO-PREPAY 0 0 0 0 1103637373 SFR 1 OO REFI N 7 7 184000 183697.46 1/1/2007 12/1/2036 1224.16 360 80 IL 2/1/2007 N 230000 1 0 1224.16 60435 12/21/2006 2 PF0630_FIXEDRATE 0 0 23000 90 725 39.86 NO-PREPAY 0 0 0 0 1103637374 PUD 1 OO REFI N 6.375 6.375 508000 502073.35 1/1/2007 12/1/2036 3169.26 360 80 FL 2/1/2007 N 635000 1 0 3169.26 33912 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 685 39.095 NO-PREPAY 0 0 0 0 1103637375 SFR 1 OO REFI Y 7.375 7.375 460000 459297.79 1/1/2007 12/1/2036 3177.11 360 80 AZ 2/1/2007 N 575000 1 0 3177.11 86004 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 711 37.322 NO-PREPAY 0 0 0 0 1103637376 PUD 1 OO REFI Y 6.625 6.625 220000 219220.3 12/1/2006 11/1/2036 1408.68 360 80 AZ 2/1/2007 N 275000 1 0 1408.68 85737 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 80 795 24.71 NO-PREPAY 0 0 0 0 1103637377 SFR 1 OO PURCHASE N 6.625 6.625 400000 398935.42 12/1/2006 11/1/2036 2561.24 360 80 CA 2/1/2007 N 508000 1 0 2561.24 90650 12/21/2006 1 PF0630_FIXEDRATE 0 500000 100000 100 720 41.989 NO-PREPAY 0 0 0 0 1103637378 SFR 1 OO PURCHASE N 6.375 6.375 512000 510568.13 12/1/2006 11/1/2036 3194.21 360 80 CT 2/1/2007 N 640000 1 0 3194.21 06820 12/21/2006 1 PF0630_FIXEDRATE 0 640000 64000 90 743 35.603 NO-PREPAY 0 0 0 0 1103637379 SFR 1 OO PURCHASE N 6.625 6.625 89100 88857.13 12/1/2006 11/1/2036 570.52 360 80 KY 2/1/2007 N 128000 1 0 570.52 40214 12/21/2006 1 PF0630_FIXEDRATE 0 111375 22275 100 788 32.03 NO-PREPAY 0 0 0 0 1103637380 SFR 1 OO PURCHASE N 6.375 6.375 447000 445751.36 12/1/2006 11/1/2036 2788.7 360 79.97 NY 2/1/2007 N 560000 1 0 2788.7 11579 12/21/2006 1 PF0630_FIXEDRATE 0 559000 0 79.97 800 35.52 NO-PREPAY 0 0 0 0 1103637381 SFR 1 OO PURCHASE N 6.25 6.25 471200 469851.73 12/1/2006 11/1/2036 2901.26 360 80 CA 2/1/2007 N 589000 1 0 2901.26 95966 12/21/2006 2 PF0630_FIXEDRATE 0 589000 29450 85 770 36.958 NO-PREPAY 0 0 0 0 1103637382 PUD 1 OO PURCHASE N 6.25 6.25 480000 478492.5 12/1/2006 11/1/2036 2955.44 360 80 VA 2/1/2007 N 650000 1 0 2955.44 22554 12/21/2006 1 PF0630_FIXEDRATE 0 600000 90000 95 796 36.089 NO-PREPAY 0 0 0 0 1103637383 SFR 1 OO PURCHASE N 6.75 6.75 327000 326150.61 12/1/2006 11/1/2036 2120.92 360 79.76 NJ 2/1/2007 N 414000 1 0 2120.92 07436 12/21/2006 1 PF0630_FIXEDRATE 0 410000 81750 99.7 696 37.867 NO-PREPAY 0 0 0 0 1103637384 SFR 1 OO PURCHASE N 6.5 6.5 505600 504683.38 1/1/2007 12/1/2036 3195.74 360 80 CT 2/1/2007 N 635000 1 0 3195.74 06906 12/21/2006 1 PF0630_FIXEDRATE 0 632000 63200 90 775 36.472 NO-PREPAY 0 0 0 0 1103637385 PUD 1 OO PURCHASE N 6.5 6.5 448000 446778.42 12/1/2006 11/1/2036 2831.66 360 80 CA 2/1/2007 N 560000 1 0 2831.66 92708 12/21/2006 2 PF0630_FIXEDRATE 0 560000 84000 95 778 49.242 NO-PREPAY 0 0 0 0 1103637386 PUD 1 OO PURCHASE N 6.5 6.5 288000 287214.68 12/1/2006 11/1/2036 1820.36 360 80 FL 2/1/2007 N 385000 1 0 1820.36 33839 12/21/2006 2 PF0630_FIXEDRATE 0 360000 72000 100 755 40.954 NO-PREPAY 0 0 0 0 1103637387 SFR 1 OO REFI Y 7.75 7.75 640000 637709.29 12/1/2006 11/1/2036 4585.04 360 80 CA 2/1/2007 N 800000 1 0 4585.04 95121 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 707 34.935 NO-PREPAY 0 0 0 0 1103637388 SFR 1 OO PURCHASE N 6.5 6.5 205520 204959.59 12/1/2006 11/1/2036 1299.03 360 80 IA 2/1/2007 N 260000 1 0 1299.03 52241 12/21/2006 2 PF0630_FIXEDRATE 0 256900 0 80 745 24.353 NO-PREPAY 0 0 0 0 1103637389 SFR 1 OO REFI N 7.625 7.625 1000000 997772.54 12/1/2006 11/1/2036 7077.94 360 80 IL 2/1/2007 N 1250000 1 0 7077.94 60108 12/21/2006 2 PF0630_FIXEDRATE 0 0 62500 85 725 41.95 NO-PREPAY 0 0 0 0 1103637390 SFR 1 OO REFI N 6.875 6.875 608000 606458.81 12/1/2006 11/1/2036 3994.13 360 80 CA 2/1/2007 N 760000 1 0 3994.13 93312 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 718 45.824 NO-PREPAY 0 0 0 0 1103637391 SFR 1 OO REFI N 6.625 6.625 663200 661434.93 12/1/2006 11/1/2036 4246.54 360 80 CA 2/1/2007 N 829000 1 0 4246.54 95133 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 723 43.351 NO-PREPAY 0 0 0 0 1103637392 SFR 1 OO PURCHASE N 7.625 7.625 920000 917989.67 12/1/2006 11/1/2036 6511.7 360 80 CA 2/1/2007 N 1150000 1 0 6511.7 92886 12/21/2006 2 PF0630_FIXEDRATE 0 1150000 115000 90 747 41.774 NO-PREPAY 0 0 0 0 1103637393 PUD 1 OO PURCHASE N 6.375 6.375 372000 370960.85 12/1/2006 11/1/2036 2320.8 360 80 FL 2/1/2007 N 535000 1 0 2320.8 33315 12/21/2006 2 PF0630_FIXEDRATE 0 465000 0 80 696 36.212 NO-PREPAY 0 0 0 0 1103637394 SFR 1 OO REFI N 6.375 6.375 616000 614279.27 12/1/2006 11/1/2036 3843.04 360 80 CA 2/1/2007 N 770000 1 0 3843.04 91360 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 768 41.386 NO-PREPAY 0 0 0 0 1103637395 PUD 1 OO PURCHASE N 6.375 6.375 135200 134948.89 1/1/2007 12/1/2036 843.47 360 80 TX 2/1/2007 N 172000 1 0 843.47 77095 12/21/2006 2 PF0630_FIXEDRATE 0 169000 33800 100 750 25.506 NO-PREPAY 0 0 0 0 1103637396 PUD 1 OO PURCHASE N 6.625 6.625 796000 794591.53 1/1/2007 12/1/2036 5096.88 360 80 AZ 2/1/2007 N 1000000 1 0 5096.88 85258 12/21/2006 2 PF0630_FIXEDRATE 0 995000 0 80 699 30.08 NO-PREPAY 0 0 0 0 1103637397 PUD 1 OO REFI Y 6.5 6.5 220000 219601.16 1/1/2007 12/1/2036 1390.55 360 80 FL 2/1/2007 N 275000 1 0 1390.55 33566 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 80 699 41.417 NO-PREPAY 0 0 0 0 1103637398 PUD 1 OO PURCHASE N 6.125 6.125 680000 678674.79 1/1/2007 12/1/2036 4131.75 360 80 TX 2/1/2007 N 850000 1 0 4131.75 77304 12/21/2006 2 PF0630_FIXEDRATE 0 850000 0 80 729 31.213 NO-PREPAY 0 0 0 0 1103637399 PUD 1 OO PURCHASE N 7 7 132000 131782.97 1/1/2007 12/1/2036 878.2 360 80 UT 2/1/2007 N 169000 1 0 878.2 84054 12/21/2006 2 PF0630_FIXEDRATE 0 165000 33000 100 740 31.68 NO-PREPAY 0 0 0 0 1103637400 SFR 1 OO PURCHASE N 6.5 6.5 169600 169137.54 12/1/2006 11/1/2036 1071.99 360 80 GA 2/1/2007 N 212000 1 0 1071.99 30021 12/21/2006 1 PF0630_FIXEDRATE 0 212000 42400 100 776 33.563 NO-PREPAY 0 0 0 0 1103637401 PUD 1 OO PURCHASE N 6.625 6.625 131600 131134.09 12/1/2006 11/1/2036 842.65 360 80 TX 2/1/2007 N 165000 1 0 842.65 77064 12/21/2006 1 PF0630_FIXEDRATE 0 164500 32900 100 726 19.25 NO-PREPAY 0 0 0 0 1103637402 SFR 1 OO PURCHASE N 6.625 6.625 90000 89705.71 12/1/2006 11/1/2036 576.28 360 78.27 TN 2/1/2007 N 118000 1 0 576.28 37166 12/21/2006 1 PF0630_FIXEDRATE 0 115000 23924 99.07 739 42.445 NO-PREPAY 0 0 0 0 1103637403 SFR 1 OO REFI N 6.25 6.25 865000 862524.93 12/1/2006 11/1/2036 5325.95 360 78.64 OH 2/1/2007 N 1100000 1 0 5325.95 45243 12/21/2006 1 PF0630_FIXEDRATE 0 0 200000 96.82 757 37.57 NO-PREPAY 0 0 0 0 1103637404 PUD 1 OO REFI N 6.375 6.375 360000 358994.39 12/1/2006 11/1/2036 2245.93 360 78.27 MD 2/1/2007 N 460000 1 0 2245.93 20653 12/21/2006 2 PF0630_FIXEDRATE 0 0 36456 86.19 723 36.243 NO-PREPAY 0 0 0 0 1103637405 D-PUDS 1 OO REFI N 6.5 6.5 812000 809785.88 12/1/2006 11/1/2036 5132.39 360 78.76 IL 2/1/2007 N 1031000 1 0 5132.39 60060 12/21/2006 1 PF0630_FIXEDRATE 0 0 100000 88.46 744 27.865 NO-PREPAY 0 0 0 0 1103637406 SFR 1 OO REFI N 7.5 7.5 549250 548432.19 1/1/2007 12/1/2036 3840.44 360 78.47 IL 2/1/2007 N 700000 1 0 3840.44 60047 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 78.47 774 40.1 NO-PREPAY 0 0 0 0 1103637409 SFR 1 OO REFI N 6.375 6.375 427000 425807.24 12/1/2006 11/1/2036 2663.92 360 77.92 MD 2/1/2007 N 548000 1 0 2663.92 20653 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 77.92 771 40.844 NO-PREPAY 0 0 0 0 1103637410 SFR 1 OO REFI Y 6.75 6.75 147000 146745.6 1/1/2007 12/1/2036 953.44 360 77.37 FL 2/1/2007 N 190000 1 0 953.44 32216 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 77.37 779 30.655 NO-PREPAY 0 0 0 0 1103637411 SFR 1 OO PURCHASE N 6.375 6.375 670000 668128.43 12/1/2006 11/1/2036 4179.93 360 77.02 NY 2/1/2007 N 870000 1 0 4179.93 11559 12/21/2006 1 PF0630_FIXEDRATE 0 870000 0 77.02 724 49.914 NO-PREPAY 0 0 0 0 1103637412 SFR 1 OO REFI Y 6.75 6.75 571000 569516.82 12/1/2006 11/1/2036 3703.5 360 77.17 OR 2/1/2007 N 740000 1 0 3703.5 97229 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 77.17 740 49.98 NO-PREPAY 0 0 0 0 1103637413 SFR 1 OO REFI Y 6.375 6.375 280000 279165.91 12/1/2006 11/1/2036 1746.84 360 76.72 UT 2/1/2007 N 365000 1 0 1746.84 84124 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 76.72 715 43.52 NO-PREPAY 0 0 0 0 1103637414 SFR 1 OO REFI Y 6.5 6.5 464000 462734.77 12/1/2006 11/1/2036 2932.8 360 76.7 NY 2/1/2007 N 605000 1 0 2932.8 11234 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 76.7 767 38.483 NO-PREPAY 0 0 0 0 1103637415 SFR 1 OO PURCHASE N 5.875 5.875 615230 613972.41 1/1/2007 12/1/2036 3639.32 360 77 CA 2/1/2007 N 799000 1 0 3639.32 94707 12/21/2006 2 PF0630_FIXEDRATE 0 799000 0 77 778 43.362 NO-PREPAY 0 0 0 0 1103637416 SFR 1 OO REFI Y 6.625 6.625 744000 742683.56 1/1/2007 12/1/2036 4763.91 360 76.31 IL 2/1/2007 N 975000 1 0 4763.91 60657 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 76.31 708 33.6 NO-PREPAY 0 0 0 0 1103637417 SFR 1 OO PURCHASE N 6.375 6.375 830000 827681.5 12/1/2006 11/1/2036 5178.12 360 75.46 MD 2/1/2007 N 1100000 1 0 5178.12 20815 12/21/2006 1 PF0630_FIXEDRATE 0 1100000 0 75.46 783 30.813 NO-PREPAY 0 0 0 0 1103637418 SFR 1 OO REFI Y 6.5 6.5 87000 86842.27 1/1/2007 12/1/2036 549.9 360 75.66 PA 2/1/2007 N 115000 1 0 549.9 16123 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75.66 726 29.724 NO-PREPAY 0 0 0 0 1103637419 SFR 1 OO PURCHASE N 6.75 6.75 712500 711269.65 1/1/2007 12/1/2036 4621.26 360 75 VA 2/1/2007 N 960000 1 0 4621.26 20186 12/21/2006 2 PF0630_FIXEDRATE 0 950000 0 75 717 26.468 NO-PREPAY 0 0 0 0 1103637420 PUD 1 OO REFI Y 6.75 6.75 262500 262046.71 1/1/2007 12/1/2036 1702.57 360 75 FL 2/1/2007 N 350000 1 0 1702.57 32757 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 732 20.803 NO-PREPAY 0 0 0 0 1103637421 CONDO 1 OO PURCHASE N 6.5 6.5 453000 451764.77 12/1/2006 11/1/2036 2863.27 360 75 NY 2/1/2007 N 604000 1 0 2863.27 10030 12/21/2006 2 PF0630_FIXEDRATE 0 604000 0 75 776 43.729 NO-PREPAY 0 0 0 0 1103637422 PUD 1 OO REFI N 6.625 6.625 1237500 1231980.29 10/1/2006 9/1/2036 7923.85 360 75 KS 2/1/2007 N 1650000 1 0 7923.85 66221 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 802 33.647 NO-PREPAY 0 0 0 0 1103637423 SFR 1 OO PURCHASE N 6.375 6.375 264000 263262.54 12/1/2006 11/1/2036 1647.02 360 75 CT 2/1/2007 N 370000 1 0 1647.02 06524 12/21/2006 2 PF0630_FIXEDRATE 0 352000 88000 100 715 46.38 NO-PREPAY 0 0 0 0 1103637424 SFR 1 OO PURCHASE N 6.875 6.875 1177500 1174515.23 12/1/2006 11/1/2036 7735.34 360 75 AZ 2/1/2007 N 1700000 1 0 7735.34 85253 12/21/2006 2 PF0630_FIXEDRATE 0 1570000 78500 80 799 36.73 NO-PREPAY 0 0 0 0 1103637426 SFR 1 OO REFI N 6.375 6.375 392000 390904.99 12/1/2006 11/1/2036 2445.57 360 74.25 AZ 2/1/2007 N 528000 1 0 2445.57 86351 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 74.25 719 40.962 NO-PREPAY 0 0 0 0 1103637427 SFR 1 OO REFI Y 6.375 6.375 506250 505309.73 1/1/2007 12/1/2036 3158.34 360 75 MD 2/1/2007 N 675000 1 0 3158.34 20744 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 75 750 46.057 NO-PREPAY 0 0 0 0 1103637428 SFR 1 OO REFI Y 6.625 6.625 460000 458775.72 12/1/2006 11/1/2036 2945.43 360 73.6 AZ 2/1/2007 N 625000 1 0 2945.43 85218 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.6 690 43.47 NO-PREPAY 0 0 0 0 1103637429 SFR 1 OO REFI Y 6.25 6.25 510000 508540.7 12/1/2006 11/1/2036 3140.16 360 73.92 WA 2/1/2007 N 690000 1 0 3140.16 98112 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.92 737 14.769 NO-PREPAY 0 0 0 0 1103637430 SFR 1 OO REFI N 6.25 6.25 932500 929821.16 12/1/2006 11/1/2036 5741.56 360 73.43 CA 2/1/2007 N 1270000 1 0 5741.56 90056 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 73.43 765 23.66 NO-PREPAY 0 0 0 0 1103637431 SFR 1 OO REFI Y 6.5 6.5 505000 503623 12/1/2006 11/1/2036 3191.94 360 73.19 ME 2/1/2007 N 690000 1 0 3191.94 04097 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 73.19 735 41.75 NO-PREPAY 0 0 0 0 1103637432 CONDO 1 OO PURCHASE N 6.375 6.375 555000 553969.19 1/1/2007 12/1/2036 3462.48 360 73.51 IL 2/1/2007 N 755000 1 0 3462.48 60607 12/21/2006 1 PF0630_FIXEDRATE 0 755000 0 73.51 765 20.453 NO-PREPAY 0 0 0 0 1103637433 SFR 1 OO REFI N 6.625 6.625 675000 673203.5 12/1/2006 11/1/2036 4322.1 360 73.37 CA 2/1/2007 N 920000 1 0 4322.1 91214 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.37 775 34.878 NO-PREPAY 0 0 0 0 1103637434 SFR 1 OO REFI Y 6.5 6.5 415000 413868.4 12/1/2006 11/1/2036 2623.08 360 72.81 NV 2/1/2007 N 570000 1 0 2623.08 89460 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 72.81 782 40.714 NO-PREPAY 0 0 0 0 1103637435 PUD 1 OO REFI N 6.25 6.25 705000 702982.7 12/1/2006 11/1/2036 4340.81 360 72.31 AZ 2/1/2007 N 975000 1 0 4340.81 85262 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 72.31 812 31.699 NO-PREPAY 0 0 0 0 1103637436 CONDO 1 OO REFI Y 6.5 6.5 130000 129764.32 1/1/2007 12/1/2036 821.69 360 72.23 FL 2/1/2007 N 180000 1 0 821.69 33313 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 72.23 718 38.229 NO-PREPAY 0 0 0 0 1103637437 PUD 1 OO REFI N 6.5 6.5 807500 805298.14 12/1/2006 11/1/2036 5103.95 360 71.78 AZ 2/1/2007 N 1125000 1 0 5103.95 85086 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 71.78 726 42.621 NO-PREPAY 0 0 0 0 1103637438 PUD 1 OO PURCHASE N 6.375 6.375 445000 443455.35 12/1/2006 11/1/2036 2776.22 360 71.2 VA 2/1/2007 N 700000 1 0 2776.22 20112 12/21/2006 1 PF0630_FIXEDRATE 0 625000 0 71.2 749 49.281 NO-PREPAY 0 0 0 0 1103637439 SFR 1 OO REFI N 6.5 6.5 525000 523322.2 12/1/2006 11/1/2036 3318.36 360 70.47 CA 2/1/2007 N 745000 1 0 3318.36 92860 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70.47 811 29.97 NO-PREPAY 0 0 0 0 1103637440 PUD 1 OO PURCHASE N 6.25 6.25 450000 448712.38 12/1/2006 11/1/2036 2770.73 360 69.24 MD 2/1/2007 N 675000 1 0 2770.73 21146 12/21/2006 1 PF0630_FIXEDRATE 0 650000 0 69.24 779 40.164 NO-PREPAY 0 0 0 0 1103637441 PUD 1 OO REFI Y 6.5 6.5 472500 471211.62 12/1/2006 11/1/2036 2986.52 360 70 MD 2/1/2007 N 675000 1 0 2986.52 20876 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70 740 45.826 NO-PREPAY 0 0 0 0 1103637442 SFR 1 OO REFI Y 7.625 7.625 677000 665165.75 12/1/2006 11/1/2036 4791.76 360 69.94 CA 2/1/2007 N 968000 1 0 4791.76 94513 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 69.94 778 37.593 NO-PREPAY 0 0 0 0 1103637443 PUD 1 OO PURCHASE N 6.625 6.625 103600 103324.28 12/1/2006 11/1/2036 663.36 360 70 TX 2/1/2007 N 149000 1 0 663.36 78247 12/21/2006 1 PF0630_FIXEDRATE 0 148000 44400 100 694 33.36 NO-PREPAY 0 0 0 0 1103637444 SFR 1 OO REFI N 6.25 6.25 210000 209395.65 12/1/2006 11/1/2036 1293.01 360 70 CA 2/1/2007 N 300000 1 0 1293.01 93308 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70 698 13.233 NO-PREPAY 0 0 0 0 1103637445 PUD 1 OO REFI N 7.5 7.5 735000 733353.31 12/1/2006 11/1/2036 5139.23 360 70 CA 2/1/2007 N 1050000 1 0 5139.23 91326 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 70 760 48.069 NO-PREPAY 0 0 0 0 1103637446 PUD 1 OO REFI Y 6.5 6.5 472500 471211.62 12/1/2006 11/1/2036 2986.52 360 70 FL 2/1/2007 N 675000 1 0 2986.52 33613 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 70 769 42.218 NO-PREPAY 0 0 0 0 1103637447 PUD 1 OO REFI Y 6.75 6.75 450000 448831.13 12/1/2006 11/1/2036 2918.69 360 69.24 AZ 2/1/2007 N 650000 1 0 2918.69 85027 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 69.24 698 34.481 NO-PREPAY 0 0 0 0 1103637448 SFR 1 2ND PURCHASE N 6.5 6.5 1000000 998187.08 1/1/2007 12/1/2036 6320.68 360 69.45 MA 2/1/2007 N 1440000 1 0 6320.68 02642 12/29/2006 2 PF0630_FIXEDRATE 0 1875000 0 69.45 818 29.975 NO-PREPAY 0 0 0 0 1103637449 PUD 1 NOO REFI Y 6.375 6.375 449400 448565.33 1/1/2007 12/1/2036 2803.67 360 70 MD 2/1/2007 N 642000 1 0 2803.67 20852 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 70 759 47.34 NO-PREPAY 0 0 0 0 1103637450 PUD 1 OO REFI N 7 7 1887950 1884845.89 1/1/2007 12/1/2036 12560.58 360 65.67 CA 2/1/2007 N 2875000 1 0 12560.58 95762 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 65.67 728 33.477 NO-PREPAY 0 0 0 0 1103637451 SFR 1 OO REFI N 6.375 6.375 910000 906484.52 12/1/2006 11/1/2036 5677.22 360 70 CA 2/1/2007 N 1300000 1 0 5677.22 94598 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 70 775 34.825 NO-PREPAY 0 0 0 0 1103637452 SFR 1 OO REFI Y 6.625 6.625 470000 469168.37 1/1/2007 12/1/2036 3009.46 360 68.62 NY 2/1/2007 N 685000 1 0 3009.46 11946 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 68.62 723 38.87 NO-PREPAY 0 0 0 0 1103637453 PUD 1 OO PURCHASE N 6.375 6.375 610000 608260.62 12/1/2006 11/1/2036 3805.61 360 67.04 MD 2/1/2007 N 920000 1 0 3805.61 21042 12/21/2006 2 PF0630_FIXEDRATE 0 910000 0 67.04 718 19.039 NO-PREPAY 0 0 0 0 1103637455 SFR 1 OO REFI Y 6.75 6.75 850000 844772.45 12/1/2006 11/1/2036 5513.08 360 68 CA 2/1/2007 N 1250000 1 0 5513.08 94707 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 68 730 36.444 NO-PREPAY 0 0 0 0 1103637456 SFR 1 OO REFI Y 6.375 6.375 800000 797765.29 12/1/2006 11/1/2036 4990.96 360 66.67 RI 2/1/2007 N 1200000 1 0 4990.96 02835 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 66.67 689 44.51 NO-PREPAY 0 0 0 0 1103637458 SFR 1 OO REFI Y 6.375 6.375 897800 895292.1 12/1/2006 11/1/2036 5601.1 360 66.51 NJ 2/1/2007 N 1350000 1 0 5601.1 07045 12/21/2006 1 PF0630_FIXEDRATE 0 0 174200 79.41 748 30.999 NO-PREPAY 0 0 0 0 1103637459 SFR 1 OO REFI N 6.125 6.125 761500 760015.97 1/1/2007 12/1/2036 4626.95 360 66.22 NJ 2/1/2007 N 1150000 1 0 4626.95 07042 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 66.22 736 38.01 NO-PREPAY 0 0 0 0 1103637460 SFR 1 OO REFI N 6.5 6.5 651446 642368.21 12/1/2006 11/1/2036 4117.58 360 65.15 NJ 2/1/2007 N 1000000 1 0 4117.58 07481 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65.15 791 45.333 NO-PREPAY 0 0 0 0 1103637461 SFR 1 OO REFI N 6.625 6.625 650000 648270.05 12/1/2006 11/1/2036 4162.02 360 65.66 KY 2/1/2007 N 990000 1 0 4162.02 40245 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65.66 776 21.031 NO-PREPAY 0 0 0 0 1103637462 CONDO 1 OO REFI Y 7.5 7.5 650000 648433.21 12/1/2006 11/1/2036 4544.89 360 65 CA 2/1/2007 N 1000000 1 0 4544.89 92672 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65 784 28.42 NO-PREPAY 0 0 0 0 1103637463 SFR 1 OO REFI Y 6.5 6.5 728000 726014.9 12/1/2006 11/1/2036 4601.46 360 65 CA 2/1/2007 N 1120000 1 0 4601.46 95060 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 65 689 44.861 NO-PREPAY 0 0 0 0 1103637464 SFR 1 OO REFI N 6.625 6.625 485000 483225.51 12/1/2006 11/1/2036 3105.51 360 64.67 NY 2/1/2007 N 750000 1 0 3105.51 11367 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 64.67 727 33.681 NO-PREPAY 0 0 0 0 1103637465 SFR 1 OO PURCHASE N 6.375 6.375 689000 687075.36 12/1/2006 11/1/2036 4298.46 360 63.8 CA 2/1/2007 N 1080000 1 0 4298.46 94132 12/21/2006 2 PF0630_FIXEDRATE 0 1080000 0 63.8 785 28.13 NO-PREPAY 0 0 0 0 1103637466 PUD 1 2ND PURCHASE N 6.25 6.25 570000 568369.01 12/1/2006 11/1/2036 3509.59 360 63.69 CA 2/1/2007 N 895000 1 0 3509.59 93546 12/21/2006 1 PF0630_FIXEDRATE 0 895000 0 63.69 794 25.379 NO-PREPAY 0 0 0 0 1103637467 CONDO 1 OO REFI N 6.75 6.75 227000 225399.08 12/1/2006 11/1/2036 1472.32 360 63.06 CA 2/1/2007 N 360000 1 0 1472.32 90740 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 63.06 701 12.53 NO-PREPAY 0 0 0 0 1103637469 CONDO 1 2ND REFI Y 6.5 6.5 535000 533541.2 12/1/2006 11/1/2036 3381.56 360 62.95 MD 2/1/2007 N 850000 1 0 3381.56 21842 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 62.95 799 27.443 NO-PREPAY 0 0 0 0 1103637470 SFR 1 OO REFI N 6.375 6.375 962000 959312.76 12/1/2006 11/1/2036 6001.63 360 62.07 PA 2/1/2007 N 1550000 1 0 6001.63 19085 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 62.07 788 33.08 NO-PREPAY 0 0 0 0 1103637471 SFR 1 2ND PURCHASE N 6.25 6.25 500000 498569.31 12/1/2006 11/1/2036 3078.59 360 62.5 CA 2/1/2007 N 800000 1 0 3078.59 94611 12/21/2006 1 PF0630_FIXEDRATE 0 800000 119048 77.39 750 44.75 NO-PREPAY 0 0 0 0 1103637472 SFR 1 OO PURCHASE N 6.375 6.375 450000 449164.22 1/1/2007 12/1/2036 2807.41 360 62.94 MI 2/1/2007 N 735000 1 0 2807.41 48104 12/21/2006 1 PF0630_FIXEDRATE 0 715000 0 62.94 773 36.09 NO-PREPAY 0 0 0 0 1103637473 PUD 1 OO PURCHASE N 6.5 6.5 530000 528554.82 12/1/2006 11/1/2036 3349.96 360 62.36 CA 2/1/2007 N 850000 1 0 3349.96 90755 12/21/2006 1 PF0630_FIXEDRATE 0 850000 0 62.36 729 49.45 NO-PREPAY 0 0 0 0 1103637475 SFR 1 OO REFI N 6.375 6.375 540000 538491.56 12/1/2006 11/1/2036 3368.9 360 60.41 WA 2/1/2007 N 894000 1 0 3368.9 98136 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 60.41 758 41.047 NO-PREPAY 0 0 0 0 1103637476 SFR 1 OO REFI Y 6.375 6.375 507000 505583.75 12/1/2006 11/1/2036 3163.02 360 60.36 FL 2/1/2007 N 840000 1 0 3163.02 33157 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 60.36 763 37.671 NO-PREPAY 0 0 0 0 1103637477 CONDO 1 2ND PURCHASE N 6.25 6.25 900000 896476.03 12/1/2006 11/1/2036 5541.45 360 60 RI 2/1/2007 N 1500000 1 0 5541.45 02840 12/21/2006 1 PF0630_FIXEDRATE 0 1500000 0 60 806 24.655 NO-PREPAY 0 0 0 0 1103637478 SFR 1 OO PURCHASE N 6.25 6.25 289000 288448.75 1/1/2007 12/1/2036 1779.42 360 59.11 CT 2/1/2007 N 500000 1 0 1779.42 06611 12/21/2006 1 PF0630_FIXEDRATE 0 489000 0 59.11 692 41.476 NO-PREPAY 0 0 0 0 1103637479 PUD 1 OO PURCHASE N 6.375 6.375 725000 719676.26 1/1/2007 12/1/2036 4523.06 360 59.19 ID 2/1/2007 N 1250000 1 0 4523.06 83714 12/21/2006 1 PF0630_FIXEDRATE 0 1225000 0 59.19 703 46.583 NO-PREPAY 0 0 0 0 1103637480 SFR 1 OO REFI N 7.5 7.5 910000 907961.26 12/1/2006 11/1/2036 6362.85 360 56.35 CA 2/1/2007 N 1615000 1 0 6362.85 92651 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 56.35 777 39.799 NO-PREPAY 0 0 0 0 1103637481 SFR 1 OO REFI Y 6.25 6.25 545000 541412.44 12/1/2006 11/1/2036 3355.66 360 54.5 NJ 2/1/2007 N 1000000 1 0 3355.66 07704 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 54.5 796 21.03 NO-PREPAY 0 0 0 0 1103637482 PUD 1 OO PURCHASE N 6.375 6.375 600000 598323.97 12/1/2006 11/1/2036 3743.22 360 54.52 PA 2/1/2007 N 1200000 1 0 3743.22 19002 12/21/2006 1 PF0630_FIXEDRATE 0 1100637.7 250909 77.32 736 39.169 NO-PREPAY 0 0 0 0 1103637483 PUD 1 OO PURCHASE N 6.375 6.375 436848 435627.73 12/1/2006 11/1/2036 2725.36 360 52.21 AZ 2/1/2007 N 860000 1 0 2725.36 85207 12/21/2006 1 PF0630_FIXEDRATE 0 836848 0 52.21 781 29.772 NO-PREPAY 0 0 0 0 1103637484 SFR 1 OO REFI Y 6.625 6.625 960000 957444.97 12/1/2006 11/1/2036 6146.99 360 53.34 VA 2/1/2007 N 1800000 1 0 6146.99 20135 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 53.34 765 40.411 NO-PREPAY 0 0 0 0 1103637485 SFR 1 OO REFI Y 6.375 6.375 540000 538491.56 12/1/2006 11/1/2036 3368.9 360 51.43 NJ 2/1/2007 N 1050000 1 0 3368.9 08226 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 51.43 765 48.655 NO-PREPAY 0 0 0 0 1103637486 PUD 1 OO REFI Y 5.875 5.875 485000 484008.62 1/1/2007 12/1/2036 2868.96 360 51.71 FL 2/1/2007 N 938000 1 0 2868.96 33180 12/21/2006 1 PF0630_FIXEDRATE 0 0 102596 62.65 682 35.411 NO-PREPAY 0 0 0 0 1103637487 SFR 1 OO REFI N 6.375 6.375 990000 986938.55 12/1/2006 11/1/2036 6176.31 360 50.77 MA 2/1/2007 N 1950000 1 0 6176.31 02465 12/21/2006 1 PF0630_FIXEDRATE 0 0 504706 76.66 761 38.98 NO-PREPAY 0 0 0 0 1103637488 SFR 1 OO REFI Y 6.5 6.5 472000 470712.98 12/1/2006 11/1/2036 2983.36 360 49.95 CT 2/1/2007 N 945000 1 0 2983.36 06883 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 49.95 695 39.181 NO-PREPAY 0 0 0 0 1103637489 SFR 1 OO PURCHASE N 6.25 6.25 600000 598283.18 12/1/2006 11/1/2036 3694.3 360 49.98 NY 2/1/2007 N 1250000 1 0 3694.3 11598 12/21/2006 1 PF0630_FIXEDRATE 0 1200500 204000 66.98 720 22.067 NO-PREPAY 0 0 0 0 1103637490 SFR 1 2ND PURCHASE N 6.5 6.5 700000 698091.26 12/1/2006 11/1/2036 4424.48 360 48.28 MA 2/1/2007 N 1450000 1 0 4424.48 02632 12/21/2006 2 PF0630_FIXEDRATE 0 1450000 0 48.28 808 26.946 NO-PREPAY 0 0 0 0 1103637491 PUD 1 OO PURCHASE N 6.5 6.5 250000 249318.31 12/1/2006 11/1/2036 1580.17 360 43.29 AZ 2/1/2007 N 580000 1 0 1580.17 85258 12/21/2006 2 PF0630_FIXEDRATE 0 577500 0 43.29 718 21.582 NO-PREPAY 0 0 0 0 1103637492 PUD 1 OO REFI Y 6.25 6.25 515500 514024.98 12/1/2006 11/1/2036 3174.02 360 42.96 VA 2/1/2007 N 1200000 1 0 3174.02 20152 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 42.96 758 49.675 NO-PREPAY 0 0 0 0 1103637493 SFR 1 OO REFI N 6.5 6.5 577000 574896.53 11/1/2006 10/1/2036 3647.03 360 41.22 CA 2/1/2007 N 1400000 1 0 3647.03 91326 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 41.22 727 20.066 NO-PREPAY 0 0 0 0 1103637494 PUD 1 OO REFI Y 6.75 6.75 573000 571009.91 11/1/2006 10/1/2036 3716.47 360 39.52 AZ 2/1/2007 N 1450000 1 0 3716.47 85715 12/21/2006 1 PF0630_FIXEDRATE 0 0 300825 60.27 704 38.839 NO-PREPAY 0 0 0 0 1103637495 CONDO 1 OO REFI Y 6.75 6.75 70000 69879.12 1/1/2007 12/1/2036 454.02 360 40 FL 2/1/2007 N 175000 1 0 454.02 33908 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 40 808 26.088 NO-PREPAY 0 0 0 0 1103637496 SFR 1 NOO REFI N 6.75 6.75 180000 179533.32 1/1/2007 12/1/2036 1167.48 360 38.71 SC 2/1/2007 N 465000 1 0 1167.48 29205 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 38.71 736 46.199 NO-PREPAY 0 0 0 0 1103637497 SFR 1 OO REFI Y 7.625 7.625 615000 614106.93 1/1/2007 12/1/2036 4352.93 360 37.28 IL 2/1/2007 N 1650000 1 0 4352.93 60047 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 37.28 767 29.859 NO-PREPAY 0 0 0 0 1103637498 SFR 1 OO REFI Y 6.625 6.625 1000000 997338.52 12/1/2006 11/1/2036 6403.11 360 36.37 CA 2/1/2007 N 2750000 1 0 6403.11 94611 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 36.37 798 39.234 NO-PREPAY 0 0 0 0 1103637499 SFR 1 OO REFI Y 6.25 6.25 550000 548426.26 12/1/2006 11/1/2036 3386.44 360 30.56 NY 2/1/2007 N 1800000 1 0 3386.44 11234 12/21/2006 1 PF0630_FIXEDRATE 0 0 0 30.56 728 30.41 NO-PREPAY 0 0 0 0 1103637500 SFR 1 OO PURCHASE N 6.25 6.25 185250 185250 12/1/2006 11/1/2036 964.84 360 95 WA 2/1/2007 N 200000 1 0 964.84 98277 12/21/2006 1 PF0630I_FIX-INTONLY 30 195000 0 95 698 46.51 NO-PREPAY 0 0 0 0 1103637501 SFR 1 OO REFI N 7.375 7.375 378000 378000 10/1/2006 9/1/2036 2323.13 360 90 VA 2/1/2007 N 420000 1 0 2323.13 23321 12/21/2006 1 PF0630I_FIX-INTONLY 25 0 0 90 750 31.79 NO-PREPAY 0 0 0 0 1103637502 SFR 1 OO REFI Y 6.875 6.875 170100 170100 12/1/2006 11/1/2036 974.53 360 90 LA 2/1/2007 N 189000 1 0 974.53 70047 12/21/2006 1 PF0430I_FIX-INTONLY 25 0 0 90 772 30.08 NO-PREPAY 0 0 0 0 1103637503 CONDO 1 OO PURCHASE N 6.375 6.375 388000 386500 12/1/2006 11/1/2036 2061.25 360 80 CA 2/1/2007 N 485000 1 0 2061.25 90802 12/21/2006 2 PF0630I_FIX-INTONLY 0 485000 0 80 733 31.319 NO-PREPAY 0 0 0 0 1103637504 SFR 1 OO PURCHASE N 6.375 6.375 645100 641832.89 12/1/2006 11/1/2036 3427.09 360 80 CA 2/1/2007 N 807000 1 0 3427.09 90293 12/21/2006 2 PF0630I_FIX-INTONLY 0 806375 0 80 707 28.47 NO-PREPAY 0 0 0 0 1103637505 SFR 1 OO REFI Y 6.875 6.875 580000 580000 1/1/2007 12/1/2036 3322.92 360 80 VA 2/1/2007 N 725000 1 0 3322.92 23323 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 772 29.686 NO-PREPAY 0 0 0 0 1103637506 SFR 1 OO REFI N 6.5 6.5 364000 364000 1/1/2007 12/1/2036 1971.67 360 80 CA 2/1/2007 N 455000 1 0 1971.67 90033 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 742 36.229 NO-PREPAY 0 0 0 0 1103637507 SFR 1 OO REFI Y 6.875 6.875 618500 618500 1/1/2007 12/1/2036 3543.49 360 79.81 CA 2/1/2007 N 775000 1 0 3543.49 93010 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.81 739 37.997 NO-PREPAY 0 0 0 0 1103637508 SFR 1 OO REFI Y 6.375 6.375 408000 408000 1/1/2007 12/1/2036 2167.5 360 80 NY 2/1/2007 N 510000 1 0 2167.5 10901 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 25500 85 722 32.22 NO-PREPAY 0 0 0 0 1103637509 SFR 1 2ND PURCHASE N 6.625 6.625 439200 439200 1/1/2007 12/1/2036 2424.75 360 80 NC 2/1/2007 N 553000 1 0 2424.75 28516 12/21/2006 1 PF0630I_FIX-INTONLY 0 549000 0 80 811 48.36 NO-PREPAY 0 0 0 0 1103637510 PUD 1 OO PURCHASE N 6.625 6.625 632000 632000 1/1/2007 12/1/2036 3489.17 360 80 AZ 2/1/2007 N 790000 1 0 3489.17 85262 12/21/2006 2 PF0630I_FIX-INTONLY 0 790000 158000 100 786 40.004 NO-PREPAY 0 0 0 0 1103637512 SFR 1 OO PURCHASE N 6.5 6.5 700000 700000 12/1/2006 11/1/2036 3791.67 360 80 MD 2/1/2007 N 880000 1 0 3791.67 20816 12/21/2006 1 PF0630I_FIX-INTONLY 0 875000 87500 90 737 40.55 NO-PREPAY 0 0 0 0 1103637513 SFR 1 OO REFI Y 6.375 6.375 460000 460000 12/1/2006 11/1/2036 2443.75 360 80 VA 2/1/2007 N 575000 1 0 2443.75 22033 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 34500 86 697 38.289 NO-PREPAY 0 0 0 0 1103637514 SFR 1 OO REFI N 6.375 6.375 616000 616000 12/1/2006 11/1/2036 3272.5 360 80 VA 2/1/2007 N 770000 1 0 3272.5 23452 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 115500 95 722 43.271 NO-PREPAY 0 0 0 0 1103637515 SFR 1 OO REFI Y 7.25 7.25 570000 570000 12/1/2006 11/1/2036 3443.75 360 79.95 CA 2/1/2007 N 713000 1 0 3443.75 95035 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 79.95 732 32.747 NO-PREPAY 0 0 0 0 1103637516 SFR 1 OO REFI N 6.75 6.75 520000 520000 12/1/2006 11/1/2036 2925 360 80 IL 2/1/2007 N 650000 1 0 2925 60143 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 91000 94 752 29.93 NO-PREPAY 0 0 0 0 1103637517 PUD 1 OO REFI Y 6.375 6.375 166400 166400 12/1/2006 11/1/2036 884 360 80 OR 2/1/2007 N 208000 1 0 884 97351 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 31200 95 706 20.68 NO-PREPAY 0 0 0 0 1103637518 SFR 1 OO REFI Y 5.875 5.875 480000 480000 12/1/2006 11/1/2036 2350 360 80 TN 2/1/2007 N 600000 1 0 2350 37166 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 60000 90 789 40.71 NO-PREPAY 0 0 0 0 1103637519 SFR 1 OO PURCHASE N 6.375 6.375 158400 133350 12/1/2006 11/1/2036 841.5 360 80 LA 2/1/2007 N 203500 1 0 841.5 70072 12/21/2006 1 PF0630I_FIX-INTONLY 0 198000 39600 100 793 22.5 NO-PREPAY 0 0 0 0 1103637520 PUD 1 OO PURCHASE N 6.625 6.625 152000 152000 12/1/2006 11/1/2036 839.17 360 80 TX 2/1/2007 N 200000 1 0 839.17 77845 12/21/2006 1 PF0630I_FIX-INTONLY 0 190000 38000 100 778 34.83 NO-PREPAY 0 0 0 0 1103637521 SFR 1 OO REFI N 6.375 6.375 612000 612000 1/1/2007 12/1/2036 3251.25 360 80 MD 2/1/2007 N 765000 1 0 3251.25 20774 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 76500 90 700 41.37 NO-PREPAY 0 0 0 0 1103637522 SFR 1 OO REFI N 6.375 6.375 456000 456000 1/1/2007 12/1/2036 2422.5 360 79.31 NY 2/1/2007 N 575000 1 0 2422.5 10992 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 74100 92.2 709 49.498 NO-PREPAY 0 0 0 0 1103637523 SFR 1 OO REFI Y 6.375 6.375 440000 439999 1/1/2007 12/1/2036 2337.49 360 80 MD 2/1/2007 N 550000 1 0 2337.49 20721 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 80 683 27.496 NO-PREPAY 0 0 0 0 1103637524 SFR 1 OO REFI N 6.5 6.5 352000 352000 1/1/2007 12/1/2036 1906.67 360 80 CA 2/1/2007 N 440000 1 0 1906.67 95624 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 66000 95 724 48.22 NO-PREPAY 0 0 0 0 1103637525 PUD 1 OO PURCHASE N 6.625 6.625 559999 559999 1/1/2007 12/1/2036 3091.66 360 80 NJ 2/1/2007 N 725000 1 0 3091.66 07920 12/21/2006 1 PF0630I_FIX-INTONLY 0 699999 0 80 758 42.57 NO-PREPAY 0 0 0 0 1103637526 SFR 1 OO PURCHASE N 6.125 6.125 644000 644000 12/1/2006 11/1/2036 3287.08 360 80 CA 2/1/2007 N 805000 1 0 3287.08 94037 12/21/2006 1 PF0630I_FIX-INTONLY 0 805000 0 80 798 46.456 NO-PREPAY 0 0 0 0 1103637527 CONDO 1 OO PURCHASE N 6.375 6.375 516000 516000 12/1/2006 11/1/2036 2741.25 360 80 PA 2/1/2007 N 650000 1 0 2741.25 19103 12/21/2006 1 PF0630I_FIX-INTONLY 0 645000 96750 95 759 36.237 NO-PREPAY 0 0 0 0 1103637528 SFR 1 OO PURCHASE N 6.875 6.875 252000 252000 12/1/2006 11/1/2036 1443.75 360 80 NY 2/1/2007 N 560000 1 0 1443.75 10701 12/21/2006 1 PF0630I_FIX-INTONLY 0 315000 63000 100 728 25.01 NO-PREPAY 0 0 0 0 1103637529 SFR 1 OO REFI Y 6.75 6.75 392000 391000 11/1/2006 10/1/2036 2205 360 80 NY 2/1/2007 N 490000 1 0 2205 11566 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 770 43.601 NO-PREPAY 0 0 0 0 1103637530 PUD 1 OO REFI Y 6.375 6.375 512000 512000 12/1/2006 11/1/2036 2720 360 80 VA 2/1/2007 N 640000 1 0 2720 20112 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 758 31.303 NO-PREPAY 0 0 0 0 1103637531 SFR 1 OO REFI N 6.625 6.625 604000 604000 12/1/2006 11/1/2036 3334.58 360 80 NV 2/1/2007 N 755000 1 0 3334.58 89052 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 708 26.685 NO-PREPAY 0 0 0 0 1103637532 SFR 1 OO REFI Y 6.75 6.75 360000 360000 12/1/2006 11/1/2036 2025 360 80 CA 2/1/2007 N 450000 1 0 2025 95945 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 719 30.109 NO-PREPAY 0 0 0 0 1103637533 SFR 1 OO PURCHASE N 6.375 6.375 432000 432000 1/1/2007 12/1/2036 2295 360 80 MA 2/1/2007 N 550000 1 0 2295 01106 12/21/2006 2 PF0630I_FIX-INTONLY 0 540000 0 80 770 42.933 NO-PREPAY 0 0 0 0 1103637534 SFR 1 OO PURCHASE N 6.75 6.75 500000 500000 1/1/2007 12/1/2036 2812.5 360 80 VA 2/1/2007 N 625000 1 0 2812.5 20141 12/21/2006 2 PF0630I_FIX-INTONLY 0 625000 62500 90 723 37.6 NO-PREPAY 0 0 0 0 1103637535 SFR 1 OO REFI Y 6.625 6.625 480000 479999.8 1/1/2007 12/1/2036 2650 360 80 MD 2/1/2007 N 600000 1 0 2650 21146 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 688 29.34 NO-PREPAY 0 0 0 0 1103637536 CONDO 1 OO REFI N 6.75 6.75 440000 440000 1/1/2007 12/1/2036 2475 360 80 NJ 2/1/2007 N 550000 1 0 2475 07305 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 55000 90 716 36.905 NO-PREPAY 0 0 0 0 1103637537 PUD 1 OO REFI N 6.875 6.875 475000 474850 1/1/2007 12/1/2036 2721.35 360 79.17 FL 2/1/2007 N 600000 1 0 2721.35 33026 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.17 730 23.625 NO-PREPAY 0 0 0 0 1103637538 CONDO 1 OO PURCHASE N 6.625 6.625 390520 390520 12/1/2006 11/1/2036 2156 360 80 FL 2/1/2007 N 550000 1 0 2156 32801 12/21/2006 2 PF0630I_FIX-INTONLY 0 488150 48815 90 774 35.627 NO-PREPAY 0 0 0 0 1103637539 SFR 1 OO PURCHASE N 6.625 6.625 339200 339200 1/1/2007 12/1/2036 1872.67 360 80 WA 2/1/2007 N 424000 1 0 1872.67 98115 12/21/2006 2 PF0630I_FIX-INTONLY 0 424000 42400 90 812 41.593 NO-PREPAY 0 0 0 0 1103637540 CONDO 1 OO PURCHASE N 6.5 6.5 408000 408000 1/1/2007 12/1/2036 2210 360 80 NJ 2/1/2007 N 515000 1 0 2210 07302 12/21/2006 2 PF0630I_FIX-INTONLY 0 510000 51000 90 729 33.41 NO-PREPAY 0 0 0 0 1103637541 PUD 1 OO REFI N 6.625 6.625 1000000 1000000 12/1/2006 11/1/2036 5520.83 360 80 SC 2/1/2007 N 1250000 1 0 5520.83 29910 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 52000 84.16 732 35.794 NO-PREPAY 0 0 0 0 1103637542 SFR 1 OO PURCHASE N 6.625 6.625 223900 223900 12/1/2006 11/1/2036 1236.11 360 79.4 AZ 2/1/2007 N 282000 1 0 1236.11 85302 12/21/2006 2 PF0630I_FIX-INTONLY 0 282000 25189 88.33 722 41.319 NO-PREPAY 0 0 0 0 1103637543 SFR 1 OO REFI N 6.75 6.75 672000 672000 12/1/2006 11/1/2036 3780 360 79.06 NV 2/1/2007 N 850000 1 0 3780 89130 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.06 740 38.027 NO-PREPAY 0 0 0 0 1103637544 SFR 1 OO REFI N 6.375 6.375 792000 792000 12/1/2006 11/1/2036 4207.5 360 80 CA 2/1/2007 N 990000 1 0 4207.5 91390 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 99000 90 703 39.087 NO-PREPAY 0 0 0 0 1103637545 SFR 1 OO PURCHASE N 7.25 7.25 700000 664271.86 12/1/2006 11/1/2036 4229.17 360 80 NJ 2/1/2007 N 875000 1 0 4229.17 07054 12/21/2006 2 PF0630I_FIX-INTONLY 0 875000 52500 86 749 32.66 NO-PREPAY 0 0 0 0 1103637546 SFR 1 OO REFI Y 6.625 6.625 225000 225000 1/1/2007 12/1/2036 1242.19 360 78.95 MD 2/1/2007 N 285000 1 0 1242.19 21228 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 42722 93.94 750 45.73 NO-PREPAY 0 0 0 0 1103637547 SFR 1 OO REFI N 6.875 6.875 294400 294400 9/1/2006 8/1/2036 1686.67 360 77.89 CA 2/1/2007 N 378000 1 0 1686.67 92314 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 77.89 722 42.775 NO-PREPAY 0 0 0 0 1103637548 PUD 1 OO REFI N 6.625 6.625 579000 579000 12/1/2006 11/1/2036 3196.56 360 76.69 VA 2/1/2007 N 755000 1 0 3196.56 22039 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 76.69 747 42.39 NO-PREPAY 0 0 0 0 1103637549 PUD 1 OO PURCHASE N 6.25 6.25 460000 460000 12/1/2006 11/1/2036 2395.83 360 76.72 VA 2/1/2007 N 620000 1 0 2395.83 23188 12/21/2006 1 PF0630I_FIX-INTONLY 0 599606.16 0 76.72 780 47.612 NO-PREPAY 0 0 0 0 1103637550 CONDO 1 OO REFI Y 6.75 6.75 250000 249522.82 12/1/2006 11/1/2036 1406.25 360 75.31 AZ 2/1/2007 N 332000 1 0 1406.25 85021 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 75.31 718 37.34 NO-PREPAY 0 0 0 0 1103637551 PUD 1 OO PURCHASE N 6.5 6.5 150000 150000 1/1/2007 12/1/2036 812.5 360 75 FL 2/1/2007 N 215000 1 0 812.5 34669 12/21/2006 2 PF0630I_FIX-INTONLY 0 200000 0 75 745 35.178 NO-PREPAY 0 0 0 0 1103637552 SFR 1 OO REFI N 6.5 6.5 678750 678741.53 11/1/2006 10/1/2036 3676.55 360 75 ID 2/1/2007 N 905000 1 0 3676.55 83333 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 75 794 42.942 NO-PREPAY 0 0 0 0 1103637553 SFR 1 OO REFI N 6.625 6.625 408000 408000 12/1/2006 11/1/2036 2252.5 360 74.59 NY 2/1/2007 N 547000 1 0 2252.5 11946 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 74.59 722 36.08 NO-PREPAY 0 0 0 0 1103637554 2-4FAMILY 2 OO PURCHASE N 6.625 6.625 588750 588750 1/1/2007 12/1/2036 3250.39 360 75 NY 2/1/2007 N 785000 1 0 3250.39 11420 12/21/2006 2 PF0630I_FIX-INTONLY 0 785000 0 75 776 35.569 NO-PREPAY 0 0 0 0 1103637555 CONDO 1 OO REFI Y 6.875 6.875 292500 292500 1/1/2007 12/1/2036 1675.78 360 72.23 FL 2/1/2007 N 405000 1 0 1675.78 33160 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 72.23 710 35.589 NO-PREPAY 0 0 0 0 1103637556 SFR 1 OO PURCHASE N 6.75 6.75 1000000 999999.6 12/1/2006 11/1/2036 5625 360 72.73 CO 2/1/2007 N 1375000 1 0 5625 80304 12/21/2006 1 PF0630I_FIX-INTONLY 0 1375000 219178 88.67 760 44.35 NO-PREPAY 0 0 0 0 1103637557 SFR 1 OO PURCHASE N 6.75 6.75 450000 449862.11 1/1/2007 12/1/2036 2531.25 360 69.24 NJ 2/1/2007 N 650000 1 0 2531.25 07604 12/21/2006 1 PF0630I_FIX-INTONLY 0 650000 0 69.24 688 48.44 NO-PREPAY 0 0 0 0 1103637558 SFR 1 OO REFI Y 6.25 6.25 590000 590000 12/1/2006 11/1/2036 3072.92 360 69.01 CA 2/1/2007 N 855000 1 0 3072.92 91016 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 69.01 725 38.287 NO-PREPAY 0 0 0 0 1103637559 SFR 1 OO REFI N 7.5 7.5 612500 612500 12/1/2006 11/1/2036 3828.13 360 70 IL 2/1/2007 N 875000 1 0 3828.13 60618 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 262500 100 703 31.009 NO-PREPAY 0 0 0 0 1103637560 PUD 1 OO PURCHASE N 6.375 6.375 270000 270000 12/1/2006 11/1/2036 1434.38 360 67.5 AZ 2/1/2007 N 438000 1 0 1434.38 85024 12/21/2006 2 PF0630I_FIX-INTONLY 0 400000 0 67.5 722 26.941 NO-PREPAY 0 0 0 0 1103637561 PUD 1 OO PURCHASE N 6.25 6.25 1000000 998815.99 12/1/2006 11/1/2036 5208.33 360 66.67 VA 2/1/2007 N 1600000 1 0 5208.33 22066 12/21/2006 1 PF0630I_FIX-INTONLY 0 1500000 400000 93.34 711 32.7 NO-PREPAY 0 0 0 0 1103637562 PUD 1 OO REFI N 6.5 6.5 860000 860000 12/1/2006 11/1/2036 4658.33 360 66.16 AZ 2/1/2007 N 1300000 1 0 4658.33 85050 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 66.16 706 40.765 NO-PREPAY 0 0 0 0 1103637563 SFR 1 OO REFI N 6.375 6.375 344500 344500 12/1/2006 11/1/2036 1830.16 360 65.13 NH 2/1/2007 N 529000 1 0 1830.16 03249 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 65.13 735 22.91 NO-PREPAY 0 0 0 0 1103637564 PUD 1 OO REFI Y 6.125 6.125 485000 485000 12/1/2006 11/1/2036 2475.52 360 64.67 VA 2/1/2007 N 750000 1 0 2475.52 20136 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 64.67 758 41.901 NO-PREPAY 0 0 0 0 1103637565 SFR 1 OO PURCHASE N 6.75 6.75 1750000 1469887.5 12/1/2006 11/1/2036 9843.75 360 64.82 TX 2/1/2007 N 2800000 1 0 9843.75 75205 12/21/2006 2 PF0630I_FIX-INTONLY 0 2700000 0 64.82 778 35.544 NO-PREPAY 0 0 0 0 1103637566 SFR 1 OO REFI Y 6.5 6.5 250000 250000 1/1/2007 12/1/2036 1354.17 360 64.94 MD 2/1/2007 N 385000 1 0 1354.17 21061 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 64.94 730 26.637 NO-PREPAY 0 0 0 0 1103637567 SFR 1 OO PURCHASE N 6.5 6.5 475000 175000 12/1/2006 11/1/2036 2572.92 360 63.34 CA 2/1/2007 N 750000 1 0 2572.92 95215 12/21/2006 1 PF0630I_FIX-INTONLY 0 750000 0 63.34 724 47.837 NO-PREPAY 0 0 0 0 1103637568 SFR 1 OO REFI Y 6.375 6.375 410000 409400 12/1/2006 11/1/2036 2178.13 360 63.08 GA 2/1/2007 N 650000 1 0 2178.13 31523 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 63.08 778 34.97 NO-PREPAY 0 0 0 0 1103637569 SFR 1 OO REFI Y 6.5 6.5 500000 500000 12/1/2006 11/1/2036 2708.33 360 62.5 MD 2/1/2007 N 800000 1 0 2708.33 20878 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 95238 74.41 753 39.021 NO-PREPAY 0 0 0 0 1103637571 SFR 1 OO REFI N 6.5 6.5 850000 850000 12/1/2006 11/1/2036 4604.17 360 61.38 NY 2/1/2007 N 1385000 1 0 4604.17 10901 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 61.38 769 37.233 NO-PREPAY 0 0 0 0 1103637572 SFR 1 OO REFI Y 6.375 6.375 492000 492000 12/1/2006 11/1/2036 2613.75 360 61.5 CA 2/1/2007 N 800000 1 0 2613.75 90505 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 61.5 731 37.925 NO-PREPAY 0 0 0 0 1103637573 PUD 1 OO REFI N 6.375 6.375 560195 560195 1/1/2007 12/1/2036 2976.04 360 59.92 SC 2/1/2007 N 935000 1 0 2976.04 29449 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 59.92 688 43.199 NO-PREPAY 0 0 0 0 1103637574 SFR 1 OO REFI Y 6.5 6.5 590000 588999.89 12/1/2006 11/1/2036 3195.83 360 58.02 DC 2/1/2007 N 1017000 1 0 3195.83 20008 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 58.02 793 35.921 NO-PREPAY 0 0 0 0 1103637575 SFR 1 2ND REFI N 6.25 6.25 389000 389000 12/1/2006 11/1/2036 2026.04 360 58.5 CO 2/1/2007 N 665000 1 0 2026.04 80478 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 58.5 770 34.63 NO-PREPAY 0 0 0 0 1103637576 SFR 1 OO PURCHASE N 6.625 6.625 263500 263500 12/1/2006 11/1/2036 1454.74 360 56.85 NY 2/1/2007 N 470000 1 0 1454.74 11040 12/21/2006 1 PF0630I_FIX-INTONLY 0 463500 198781 99.74 740 39.72 NO-PREPAY 0 0 0 0 1103637577 CONDO 1 OO REFI Y 6.75 6.75 90000 89934.75 12/1/2006 11/1/2036 506.25 360 55.91 NM 2/1/2007 N 161000 1 0 506.25 87106 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 55.91 699 21.435 NO-PREPAY 0 0 0 0 1103637578 SFR 1 OO REFI Y 6.375 6.375 431000 430365.71 12/1/2006 11/1/2036 2289.69 360 54.56 CA 2/1/2007 N 790000 1 0 2289.69 95667 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 54.56 700 35.336 NO-PREPAY 0 0 0 0 1103637579 SFR 1 2ND REFI Y 6.375 6.375 685000 685000 12/1/2006 11/1/2036 3639.06 360 53.52 DC 2/1/2007 N 1280000 1 0 3639.06 20007 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 53.52 748 28.362 NO-PREPAY 0 0 0 0 1103637580 CONDO 1 OO PURCHASE N 6.75 6.75 282000 282000 12/1/2006 11/1/2036 1586.25 360 51.96 MD 2/1/2007 N 575000 1 0 1586.25 21044 12/21/2006 2 PF0630I_FIX-INTONLY 0 542761 0 51.96 691 38.037 NO-PREPAY 0 0 0 0 1103637581 SFR 1 OO REFI N 6.5 6.5 514000 513358.52 12/1/2006 11/1/2036 2784.17 360 50.9 CA 2/1/2007 N 1010000 1 0 2784.17 92677 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 292274 79.83 705 36.82 NO-PREPAY 0 0 0 0 1103637582 SFR 1 OO REFI Y 6.625 6.625 650000 650000 12/1/2006 11/1/2036 3588.54 360 50 NY 2/1/2007 N 1300000 1 0 3588.54 11566 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 50 707 39.037 NO-PREPAY 0 0 0 0 1103637583 SFR 1 OO REFI Y 6.25 6.25 550000 548997.4 12/1/2006 11/1/2036 2864.58 360 50 MD 2/1/2007 N 1100000 1 0 2864.58 20817 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 50 700 38.621 NO-PREPAY 0 0 0 0 1103637584 PUD 1 OO REFI N 6.875 6.875 850000 849385.43 10/1/2006 9/1/2036 4869.79 360 48.19 MD 2/1/2007 N 1764000 1 0 4869.79 20905 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 160000 57.26 729 40.491 NO-PREPAY 0 0 0 0 1103637585 PUD 1 OO REFI N 6.875 6.875 562000 562000 1/1/2007 12/1/2036 3219.79 360 46.84 FL 2/1/2007 N 1200000 1 0 3219.79 33076 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 46.84 694 36.357 NO-PREPAY 0 0 0 0 1103637586 SFR 1 OO REFI Y 6.125 6.125 153500 152976.19 12/1/2006 11/1/2036 783.49 360 44.5 VA 2/1/2007 N 345000 1 0 783.49 23192 12/21/2006 1 PF0630I_FIX-INTONLY 0 0 0 44.5 789 33.886 NO-PREPAY 0 0 0 0 1103637587 CONDO 1 OO REFI Y 6.875 6.875 185500 185490 12/1/2006 11/1/2036 1062.76 360 39.81 FL 2/1/2007 N 466000 1 0 1062.76 32922 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 39.81 729 35.59 NO-PREPAY 0 0 0 0 1103637588 SFR 1 OO PURCHASE N 6.25 6.25 396000 391980.47 12/1/2006 11/1/2021 3395.39 180 80 IL 2/1/2007 N 510000 1 0 3395.39 60614 12/21/2006 2 PF1615_FIXEDRATE 0 495000 0 80 661 43.19 NO-PREPAY 0 0 0 0 1103637589 SFR 1 OO REFI Y 6.875 6.875 392000 391006.35 12/1/2006 11/1/2036 2575.16 360 80 NJ 2/1/2007 N 490000 1 0 2575.16 08886 12/21/2006 1 PF1630_FIXEDRATE 0 0 49000 90 641 44.94 NO-PREPAY 0 0 0 0 1103637590 SFR 1 OO REFI Y 6.25 6.25 255600 254868.65 12/1/2006 11/1/2036 1573.77 360 80 ME 2/1/2007 N 319500 1 0 1573.77 04062 12/21/2006 1 PF1630_FIXEDRATE 0 0 15975 85 668 42.586 NO-PREPAY 0 0 0 0 1103637591 CONDO 1 OO REFI Y 6.875 6.875 468000 467211.39 1/1/2007 12/1/2036 3074.43 360 80 NJ 2/1/2007 N 585000 1 0 3074.43 07030 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 80 645 30.501 NO-PREPAY 0 0 0 0 1103637592 SFR 1 OO REFI Y 6.5 6.5 515200 514265.99 1/1/2007 12/1/2036 3256.41 360 80 CA 2/1/2007 N 644000 1 0 3256.41 95959 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 80 640 31.75 NO-PREPAY 0 0 0 0 1103637593 SFR 1 OO REFI N 6.75 6.75 440000 438857.11 12/1/2006 11/1/2036 2853.83 360 76.53 CA 2/1/2007 N 575000 1 0 2853.83 96150 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 76.53 680 37.95 NO-PREPAY 0 0 0 0 1103637594 SFR 1 OO REFI N 7 7 437611 436163.56 11/1/2006 10/1/2036 2911.44 360 74.43 FL 2/1/2007 N 588000 1 0 2911.44 34120 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 74.43 670 40.069 NO-PREPAY 0 0 0 0 1103637595 SFR 1 OO REFI Y 6.5 6.5 540000 538527.55 12/1/2006 11/1/2036 3413.17 360 75 NJ 2/1/2007 N 720000 1 0 3413.17 07663 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 75 676 41.35 NO-PREPAY 0 0 0 0 1103637596 PUD 1 OO REFI N 6.5 6.5 424000 417822.15 12/1/2006 11/1/2036 2679.97 360 73.74 MD 2/1/2007 N 575000 1 0 2679.97 21601 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 73.74 663 35.078 NO-PREPAY 0 0 0 0 1103637597 SFR 1 OO REFI Y 6.875 6.875 270000 269545.04 1/1/2007 12/1/2036 1773.71 360 72.98 FL 2/1/2007 N 370000 1 0 1773.71 33410 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 72.98 669 20.76 NO-PREPAY 0 0 0 0 1103637598 SFR 1 OO REFI N 6.5 6.5 840000 819114.27 12/1/2006 11/1/2036 5309.37 360 64.62 NY 2/1/2007 N 1300000 1 0 5309.37 11223 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 64.62 671 34.28 NO-PREPAY 0 0 0 0 1103637600 SFR 1 OO PURCHASE N 6.5 6.5 827600 825343.35 12/1/2006 11/1/2036 5230.99 360 63.18 OR 2/1/2007 N 1350000 1 0 5230.99 97231 12/21/2006 1 PF1630_FIXEDRATE 0 1310000 350000 89.9 645 30.683 NO-PREPAY 0 0 0 0 1103637601 PUD 1 OO REFI N 6.375 6.375 1000000 997206.61 12/1/2006 11/1/2036 6238.7 360 62.5 NC 2/1/2007 N 1600000 1 0 6238.7 27614 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 62.5 678 39.759 NO-PREPAY 0 0 0 0 1103637602 PUD 1 OO REFI N 6.875 6.875 193000 192510.79 12/1/2006 11/1/2036 1267.87 360 62.26 NV 2/1/2007 N 310000 1 0 1267.87 89145 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 62.26 643 36.78 NO-PREPAY 0 0 0 0 1103637603 PUD 1 OO REFI Y 6.875 6.875 365000 363766.39 12/1/2006 11/1/2036 2397.79 360 60.84 FL 2/1/2007 N 600000 1 0 2397.79 32934 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 60.84 666 32.3 NO-PREPAY 0 0 0 0 1103637604 SFR 1 OO REFI Y 6.375 6.375 580000 578379.83 12/1/2006 11/1/2036 3618.45 360 58 MD 2/1/2007 N 1000000 1 0 3618.45 21210 12/21/2006 2 PF1630_FIXEDRATE 0 0 0 58 677 44.99 NO-PREPAY 0 0 0 0 1103637605 PUD 1 OO REFI N 6.25 6.25 999000 996141.49 12/1/2006 11/1/2036 6151.01 360 49.95 OR 2/1/2007 N 2000000 1 0 6151.01 97007 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 49.95 642 49.081 NO-PREPAY 0 0 0 0 1103637606 SFR 1 OO REFI N 6.625 6.625 510200 507924.3 10/1/2006 9/1/2036 3266.87 360 44.37 NY 2/1/2007 N 1150000 1 0 3266.87 11746 12/21/2006 1 PF1630_FIXEDRATE 0 0 0 44.37 676 29.072 NO-PREPAY 0 0 0 0 1103637607 PUD 1 OO REFI N 6.5 6.5 270000 270000 12/1/2006 11/1/2036 1462.5 360 90 CO 2/1/2007 N 300000 1 0 1462.5 80022 12/21/2006 1 PF1430I_FIX-INTONLY 25 0 0 90 688 39.13 NO-PREPAY 0 0 0 0 1103637608 PUD 1 OO PURCHASE N 7.125 7.125 103920 103920 1/1/2007 12/1/2036 617.03 360 80 GA 2/1/2007 N 129900 1 0 617.03 30121 12/21/2006 2 PF1630I_FIX-INTONLY 0 129900 0 80 668 27.932 NO-PREPAY 0 0 0 0 1103637609 PUD 1 OO PURCHASE N 6.5 6.5 313040 313040 12/1/2006 11/1/2036 1695.63 360 80 VA 2/1/2007 N 392000 1 0 1695.63 23456 12/21/2006 1 PF1630I_FIX-INTONLY 0 391300 39130 90 675 40.202 NO-PREPAY 0 0 0 0 1103637610 SFR 1 OO REFI Y 6.625 6.625 400000 400000 12/1/2006 11/1/2036 2208.33 360 80 MD 2/1/2007 N 500000 1 0 2208.33 21074 12/21/2006 1 PF1630I_FIX-INTONLY 0 0 50000 90 669 43.036 NO-PREPAY 0 0 0 0 1103637611 SFR 1 OO REFI Y 6.625 6.625 166400 166350 1/1/2007 12/1/2036 918.67 360 80 FL 2/1/2007 N 208000 1 0 918.67 33714 12/21/2006 1 PF1630I_FIX-INTONLY 0 0 0 80 654 33.038 NO-PREPAY 0 0 0 0 1103637612 SFR 1 OO REFI N 6.375 6.375 211000 210999.16 12/1/2006 11/1/2036 1120.94 360 78.15 NV 2/1/2007 N 270000 1 0 1120.94 89015 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 78.15 664 32.511 NO-PREPAY 0 0 0 0 1103637613 SFR 1 2ND REFI Y 6.375 6.375 232663 232663 1/1/2007 12/1/2036 1236.02 360 78.87 CA 2/1/2007 N 295000 1 0 1236.02 93277 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 78.87 667 30.185 NO-PREPAY 0 0 0 0 1103637614 SFR 1 OO REFI Y 6.75 6.75 281250 281249.64 1/1/2007 12/1/2036 1582.03 360 75 NC 2/1/2007 N 375000 1 0 1582.03 28904 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 75 669 41.83 NO-PREPAY 0 0 0 0 1103637615 SFR 1 OO REFI Y 6.75 6.75 167000 167000 12/1/2006 11/1/2036 939.38 360 70.47 VA 2/1/2007 N 237000 1 0 939.38 23456 12/21/2006 1 PF1630I_FIX-INTONLY 0 0 0 70.47 668 26.87 NO-PREPAY 0 0 0 0 1103637616 SFR 1 OO REFI Y 6.5 6.5 355000 355000 12/1/2006 11/1/2036 1922.92 360 61.42 CA 2/1/2007 N 578000 1 0 1922.92 93010 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 61.42 666 39.745 NO-PREPAY 0 0 0 0 1103637617 SFR 1 OO REFI N 7.5 7.5 257850 257850 12/1/2006 11/1/2036 1611.56 360 60.25 NJ 2/1/2007 N 428000 1 0 1611.56 07436 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 60.25 660 30.273 NO-PREPAY 0 0 0 0 1103637618 PUD 1 OO REFI Y 6.75 6.75 240000 240000 1/1/2007 12/1/2036 1350 360 26.97 FL 2/1/2007 N 890000 1 0 1350 33931 12/21/2006 2 PF1630I_FIX-INTONLY 0 0 0 26.97 680 38.42 NO-PREPAY 0 0 0 0 1103637619 2-4FAMILY 3 OO REFI N 6.625 6.625 424000 422871.53 12/1/2006 11/1/2036 2714.92 360 70.67 NY 2/1/2007 N 600000 1 0 2714.92 11207 12/21/2006 1 PF2630_FIXEDRATE 0 0 0 70.67 629 37.098 NO-PREPAY 0 0 0 0 1103637620 SFR 1 OO REFI N 6.875 6.875 630000 627323.13 10/1/2006 9/1/2036 4138.65 360 70 NY 2/1/2007 N 900000 1 0 4138.65 10562 12/21/2006 1 PF2630_FIXEDRATE 0 0 96010.93 80.67 647 50.913 NO-PREPAY 0 0 0 0 1103637621 PUD 1 OO PURCHASE N 6 6 507000 506999.97 12/1/2006 11/1/2036 2535 360 79.89 MD 2/1/2007 N 641000 1 0 2535 20759 12/21/2006 1 PF2630I_FIX-INTONLY 0 634650 0 79.89 633 35.853 NO-PREPAY 0 0 0 0 1103637622 CONDO 1 2ND REFI Y 7.5 7.5 220000 219983.36 12/1/2006 11/1/2036 1375 360 73.83 FL 2/1/2007 N 298000 1 0 1375 33912 12/21/2006 1 PF2630I_FIX-INTONLY 0 0 0 73.83 629 44.833 NO-PREPAY 0 0 0 0 1103637623 CONDO 1 OO PURCHASE N 7.25 7.25 94000 93778.67 12/1/2006 11/1/2036 641.25 360 100 OH 2/1/2007 N 98000 1 0 641.25 44133 12/21/2006 1 XF0430_FIXEDRATE 35 94000 0 100 797 27.34 NO-PREPAY 0 0 0 0 1103637624 CONDO 1 OO PURCHASE N 6.375 6.375 295000 295000 12/1/2006 11/1/2036 1567.19 360 100 VA 2/1/2007 N 357000 1 0 1567.19 23510 12/21/2006 1 XF0430I_FIX-INTONLY 35 295000 0 100 762 43.634 NO-PREPAY 0 0 0 0 1103637625 SFR 1 OO PURCHASE N 6.5 6.5 66320 66137.14 12/1/2006 11/1/2036 419.19 360 80 WA 2/1/2007 N 84000 1 0 419.19 98902 12/21/2006 1 XF0630_FIXEDRATE 0 82900 16580 100 738 43.422 NO-PREPAY 0 0 0 0 1103637626 SFR 1 OO PURCHASE N 6.375 6.375 1500000 1163550.25 1/1/2007 12/1/2036 7968.75 360 64.87 MD 2/1/2007 N 2315000 1 0 7968.75 20816 12/21/2006 1 XF0630I_FIX-INTONLY 0 2312500 200000 73.52 759 48.677 NO-PREPAY 0 0 0 0 1103637627 PUD 1 OO REFI N 6.375 6.375 752000 749899.38 12/1/2006 11/1/2036 4691.5 360 80 CA 2/1/2007 N 940000 1 0 4691.5 93446 12/21/2006 1 XF1630_FIXEDRATE 0 0 28200 83 678 41.019 NO-PREPAY 0 0 0 0 1103637628 SFR 1 OO REFI N 6.5 6.5 791000 788843.13 12/1/2006 11/1/2036 4999.66 360 79.9 CA 2/1/2007 N 990000 1 0 4999.66 93727 12/21/2006 1 XF1630_FIXEDRATE 0 0 0 79.9 678 40.572 NO-PREPAY 0 0 0 0 1103637629 CONDO 1 OO PURCHASE N 7.625 7.625 571500 571500 12/1/2006 11/1/2036 3631.41 360 90 FL 2/1/2007 N 680000 1 0 3631.41 33160 12/21/2006 1 XF1630I_FIX-INTONLY 25 635000 0 90 650 31.585 NO-PREPAY 0 0 0 0 1103637630 D-PUDS 1 OO REFI N 5.75 5.75 490000 490000 2/1/2007 1/1/2037 2347.92 360 58.34 CA 2/1/2007 N 840000 1 3 2347.92 92627 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 125000 73.22 721 48.13 3YR 1/1/2012 6 3 1 3 1103637636 2-4FAMILY 3 NOO PURCHASE N 12.15 12.15 57375 57277.08 9/1/2006 8/1/2021 596.8 180 15 CA 2/1/2007 Y 382500 2 0 596.8 95207 12/15/2006 2 VB0630_BALLOON 0 382500 0 95 735 29.92 NO-PREPAY 0 0 0 0 1103637657 SFR 1 OO PURCHASE N 5.5 5.5 261600 261600 1/1/2007 12/1/2036 1199 360 80 CA 2/1/2007 N 370000 1 3 1199 92582 1/2/2007 2 PA1605EI_ARM-INTONLY 0 327000 65400 100 665 42.43 1YR 12/1/2011 6 3 1 3 1103637706 SFR 1 OO REFI N 7 7 496000 495593.43 2/1/2007 1/1/2037 3299.9 360 80 CA 2/1/2007 N 620000 1 0 3299.9 92563 1/2/2007 2 PF1630_FIXEDRATE 0 0 124000 100 674 47.41 3YR 0 0 0 0 1103637736 SFR 1 OO PURCHASE N 6.875 6.875 319900 319900 2/1/2007 1/1/2037 1832.76 360 80 CA 2/1/2007 N 400000 1 3 1832.76 91764 12/29/2006 17 PA0605EI_ARM-INTONLY 0 399900 80000 100 724 43.75 3YR 1/1/2012 6 3 1 3 1103637759 CONDO 1 NOO PURCHASE N 7.125 7.125 211400 211400 2/1/2007 1/1/2037 1255.19 360 75 OR 2/1/2007 N 281900 1 0 1255.19 97070 12/26/2006 2 PF0630I_FIX-INTONLY 0 281900 56400 95 680 46.5 1YR 0 0 0 0 1103637769 CONDO 1 NOO PURCHASE N 12.99 12.99 56400 56387.07 2/1/2007 1/1/2022 623.46 180 20.01 OR 2/1/2007 Y 281900 2 0 623.46 97070 12/26/2006 2 TB0630_BALLOON 0 281900 0 95 680 46.5 1YR 0 0 0 0 1103637790 SFR 1 OO REFI N 6.75 6.75 715000 715000 1/1/2007 12/1/2036 4021.88 360 76.07 CA 2/1/2007 N 940000 1 2.5 4021.88 90815 12/22/2006 2 PA1605EI_ARM-INTONLY 0 0 0 76.07 679 35.45 3YR 12/1/2011 6 3 1 2.5 1103637803 D-PUDS 1 OO PURCHASE N 6.875 6.875 133125 132733 2/1/2007 1/1/2037 762.7 360 75 TX 2/1/2007 N 187000 1 0 762.7 76123 12/22/2006 12 SF0630I_FIX-INTONLY 0 177500 0 75 700 0 1YR 0 0 0 0 1103637814 SFR 1 OO PURCHASE N 11.5 11.5 64250 64208.74 1/1/2007 12/1/2021 636.26 180 20 FL 2/1/2007 Y 350120 2 0 636.26 34787 12/14/2006 2 TB1630_BALLOON 0 321265 0 100 672 41.39 NO-PREPAY 0 0 0 0 1103637816 SFR 1 OO PURCHASE N 11.75 11.75 43800 43734.38 12/1/2006 11/1/2021 442.12 180 20 KS 2/1/2007 Y 230000 2 0 442.12 66210 12/14/2006 2 TB1630_BALLOON 0 219000 0 100 668 30.88 NO-PREPAY 0 0 0 0 1103637817 SFR 1 OO PURCHASE N 11 11 96400 96330.94 1/1/2007 12/1/2021 918.04 180 20 CA 2/1/2007 Y 483000 2 0 918.04 90606 12/14/2006 2 TB1630_BALLOON 0 482000 0 100 655 35.35 3YR 0 0 0 0 1103637866 CONDO 1 NOO PURCHASE N 13 13 126500 126500 11/1/2006 10/1/2021 1370.42 180 25 FL 2/1/2007 Y 506000 2 0 1370.42 33401 11/30/2006 2 TB0630I_BALLOON-INTONLY 0 506000 0 95 706 38.63 1YR 0 0 0 0 1103637867 SFR 1 NOO PURCHASE N 13.25 13.25 77000 76932.32 11/1/2006 10/1/2021 866.85 180 20 FL 2/1/2007 Y 385000 2 0 866.85 34667 11/30/2006 12 UB0330_BALLOON 0 385000 0 90 733 0 2YR 0 0 0 0 1103637873 D-PUDS 1 OO PURCHASE N 6 6 336958 336958 2/1/2007 1/1/2037 1684.79 360 80 CA 2/1/2007 N 421200 1 3 1684.79 92223 12/29/2006 2 PA0605EI_ARM-INTONLY 0 421197 84239 100 732 43.81 1YR 1/1/2012 6 3 1 3 1103637960 SFR 1 NOO REFI Y 7.6 7.6 252000 252000 1/1/2007 12/1/2036 1596 360 70 CA 2/1/2007 N 360000 1 3 1596 93535 12/19/2006 17 PA1605EI_ARM-INTONLY 0 0 72000 90 658 42.54 1YR 12/1/2011 6 3 1 3 1103637961 D-PUDS 1 OO PURCHASE N 6.875 6.875 144750 144750 2/1/2007 1/1/2037 829.3 360 75 TX 2/1/2007 N 196000 1 0 829.3 76123 1/4/2007 15 SF0630I_FIX-INTONLY 0 193000 0 75 716 0 1YR 0 0 0 0 1103637966 SFR 1 OO PURCHASE N 8.375 8.375 232750 232605.33 2/1/2007 1/1/2037 1769.07 360 95 NJ 2/1/2007 N 245000 1 4.125 1769.07 08879 12/29/2006 12 EA0605E_ARM 30 245000 0 95 700 0 NO-PREPAY 1/1/2012 6 3 1 4.125 1103637985 CONDO 1 OO REFI Y 6.75 6.75 344000 344000 2/1/2007 1/1/2037 1935 360 80 CA 2/1/2007 N 430000 1 3 1935 90813 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 86000 100 687 41.46 3YR 1/1/2012 6 3 1 3 1103637989 D-PUDS 1 OO PURCHASE N 6.99 6.99 336000 336000 2/1/2007 1/1/2037 1957.2 360 80 CA 2/1/2007 N 444000 1 3 1957.2 93610 12/18/2006 2 PA0605EI_ARM-INTONLY 0 420000 84000 100 681 46.51 NO-PREPAY 1/1/2012 6 3 1 3 1103638006 SFR 1 OO REFI Y 6.75 6.75 413000 413000 2/1/2007 1/1/2037 2323.13 360 79.43 CA 2/1/2007 N 520000 1 0 2323.13 92879 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 79.43 754 36.54 3YR 0 0 0 0 1103638014 SFR 1 OO PURCHASE N 7.5 7.5 336000 336000 12/1/2006 11/1/2036 2100 360 80 CA 2/1/2007 N 425000 1 2.75 2100 91766 12/20/2006 2 PA1605EI_ARM-INTONLY 0 420000 84000 100 643 42.91 NO-PREPAY 11/1/2011 6 3 1 7.5 1103638015 SFR 1 NOO PURCHASE N 8.125 8.125 208000 208000 1/1/2007 12/1/2036 1408.33 360 80 MD 2/1/2007 N 325000 1 2.75 1408.33 21230 12/20/2006 2 PA1605EI_ARM-INTONLY 0 260000 39000 95 674 30.8 NO-PREPAY 12/1/2011 6 3 1 8.125 1103638016 SFR 1 OO PURCHASE N 6.75 6.75 268000 268000 12/1/2006 11/1/2036 1507.5 360 80 CA 2/1/2007 N 335000 1 2.75 1507.5 92557 12/20/2006 2 PA1605EI_ARM-INTONLY 0 335000 50250 95 662 38.92 3YR 11/1/2011 6 3 1 6.75 1103638017 SFR 1 OO PURCHASE N 6.625 6.625 156000 156000 1/1/2007 12/1/2036 861.25 360 80 CA 2/1/2007 N 210000 1 2.75 861.25 92277 12/20/2006 2 XA0610DI_ARM-INTONLY 0 195000 39000 100 721 43.31 3YR 12/1/2016 6 5 1 6.625 1103638018 PUD 1 OO PURCHASE N 7.5 7.5 121200 121019.54 1/1/2007 12/1/2036 847.45 360 80 TX 2/1/2007 N 152000 1 2.75 847.45 77082 12/20/2006 2 PA1605E_ARM 0 151500 30300 100 673 17.94 1YR 12/1/2011 6 3 1 7.5 1103638019 SFR 1 NOO REFI Y 7.25 7.25 175000 174726.14 1/1/2007 12/1/2036 1193.81 360 53.85 CA 2/1/2007 N 325000 1 2.75 1193.81 90222 12/20/2006 2 BA3210D_ARM 0 0 0 53.85 601 23.43 3YR 12/1/2016 6 5 1 7.25 1103638020 SFR 1 NOO REFI Y 7.125 7.125 160000 160000 1/1/2007 12/1/2036 950 360 69.57 CA 2/1/2007 N 230000 1 2.75 950 93702 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 69.57 705 22.08 3YR 12/1/2011 6 3 1 7.125 1103638021 SFR 1 NOO PURCHASE N 9.5 9.5 61224 61224 1/1/2007 12/1/2036 484.69 360 80 TN 2/1/2007 N 80000 1 2.75 484.69 37914 1/5/2007 8 XA1605EI_ARM-INTONLY 0 76531 11479 95 707 0 3YR 12/1/2011 6 3 1 9.5 1103638022 PUD 1 OO REFI Y 6.875 6.875 649000 649000 1/1/2007 12/1/2036 3718.23 360 74.18 FL 2/1/2007 N 875000 1 2.75 3718.23 34119 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.18 705 42.32 3YR 12/1/2011 6 3 1 2.75 1103638023 2-4FAMILY 2 OO PURCHASE N 7.125 7.125 440000 440000 1/1/2007 12/1/2036 2612.5 360 80 CA 2/1/2007 N 550000 1 2.75 2612.5 90061 12/20/2006 8 SA1605EI_ARM-INTONLY 0 550000 110000 100 702 0 3YR 12/1/2011 6 3 1 7.125 1103638024 SFR 1 OO PURCHASE N 7.75 7.75 524000 524000 1/1/2007 12/1/2036 3384.17 360 80 CA 2/1/2007 N 655000 1 2.75 3384.17 92591 12/20/2006 8 SA1605EI_ARM-INTONLY 0 655000 131000 100 745 0 1YR 12/1/2011 6 3 1 7.75 1103638025 SFR 1 OO PURCHASE N 6.875 6.875 223200 223160.11 1/1/2007 12/1/2036 1278.75 360 80 MN 2/1/2007 N 280000 1 2.75 1278.75 55303 12/20/2006 2 PA1605EI_ARM-INTONLY 0 279000 55000 99.72 675 36.31 3YR 12/1/2011 6 3 1 6.875 1103638026 SFR 1 NOO PURCHASE N 7.875 7.875 124000 124000 1/1/2007 12/1/2036 813.75 360 80 CA 2/1/2007 N 160000 1 7.875 813.75 93523 12/20/2006 2 PA0605EI_ARM-INTONLY 0 155000 23250 95 689 35.25 3YR 12/1/2011 6 3 1 7.875 1103638028 2-4FAMILY 3 OO PURCHASE N 7.375 7.375 386400 385810.15 1/1/2007 12/1/2036 2668.77 360 80 MA 2/1/2007 N 492000 1 2.75 2668.77 02122 12/20/2006 1 BA1605E_ARM 0 483000 96600 100 661 39.23 NO-PREPAY 12/1/2011 6 3 1 7.375 1103638029 PUD 1 OO REFI Y 6.75 6.75 187500 187500 1/1/2007 12/1/2036 1054.69 360 79.45 FL 2/1/2007 N 236000 1 2.75 1054.69 33838 12/20/2006 8 SA1605EI_ARM-INTONLY 0 0 0 79.45 751 0 3YR 12/1/2011 6 3 1 6.75 1103638032 SFR 1 OO PURCHASE N 7.75 7.75 760000 760000 1/1/2007 12/1/2036 4908.33 360 80 CA 2/1/2007 N 1205000 1 2.75 4908.33 90712 12/20/2006 8 XA2605EI_ARM-INTONLY 0 950000 190000 100 664 0 NO-PREPAY 12/1/2011 6 3 1 7.75 1103638033 SFR 1 OO PURCHASE N 7.125 7.125 292000 291531.59 1/1/2007 12/1/2036 1967.26 360 80 CA 2/1/2007 N 387000 1 2.75 1967.26 92376 12/20/2006 2 PA1605E_ARM 0 365000 36500 90 656 30.97 3YR 12/1/2011 6 3 1 7.125 1103638034 CONDO 1 NOO PURCHASE N 8.25 8.25 147526 147526 1/1/2007 12/1/2036 1014.24 360 80 FL 2/1/2007 N 187000 1 2.75 1014.24 24747 12/20/2006 2 PA0605EI_ARM-INTONLY 0 184408 27661 95 702 31.51 3YR 12/1/2011 6 3 1 2.75 1103638035 SFR 1 OO PURCHASE N 6.75 6.75 348000 348000 1/1/2007 12/1/2036 1957.5 360 80 CA 2/1/2007 N 560000 1 2.75 1957.5 92563 12/20/2006 2 PA0605EI_ARM-INTONLY 0 435000 87000 100 765 36.47 3YR 12/1/2011 6 3 1 2.75 1103638036 SFR 1 OO PURCHASE N 7.5 7.5 364000 364000 1/1/2007 12/1/2036 2275 360 80 CA 2/1/2007 N 455000 1 2.75 2275 90640 12/20/2006 2 PA1605EI_ARM-INTONLY 0 455000 91000 100 654 40.96 3YR 12/1/2011 6 3 1 2.75 1103638037 SFR 1 NOO REFI Y 8.375 8.375 88000 88000 1/1/2007 12/1/2036 614.17 360 80 IL 2/1/2007 N 110000 1 2.75 614.17 60426 1/5/2007 2 PA1605EI_ARM-INTONLY 0 0 16500 95 678 26.47 NO-PREPAY 12/1/2011 6 3 1 8.375 1103638038 SFR 1 OO PURCHASE N 7.125 7.125 425600 425600 1/1/2007 12/1/2036 2527 360 80 CA 2/1/2007 N 545000 1 2.75 2527 92027 12/20/2006 2 PA1605EI_ARM-INTONLY 0 532000 106400 100 661 40.37 3YR 12/1/2011 6 3 1 7.125 1103638039 PUD 1 NOO PURCHASE N 8.75 8.75 281996 281996 1/1/2007 12/1/2036 2056.22 360 80 CO 2/1/2007 N 360000 1 2.75 2056.22 80134 12/20/2006 8 SA1605EI_ARM-INTONLY 0 352496 52875 95 688 0 3YR 12/1/2011 6 3 1 8.75 1103638040 CONDO 1 OO PURCHASE N 7.99 7.99 261592 261592 1/1/2007 12/1/2036 1741.77 360 80 CA 2/1/2007 N 327000 1 2.75 1741.77 92019 12/20/2006 2 PA1605EI_ARM-INTONLY 0 326990 65398 100 652 48.6 NO-PREPAY 12/1/2011 6 3 1 7.99 1103638041 SFR 1 OO PURCHASE N 7.99 7.99 432000 432000 1/1/2007 12/1/2036 2876.4 360 80 CA 2/1/2007 N 540000 1 2.75 2876.4 93551 12/20/2006 8 SA2605EI_ARM-INTONLY 0 540000 108000 100 672 0 1YR 12/1/2011 6 3 1 7.99 1103638042 2-4FAMILY 4 OO PURCHASE N 7.875 7.875 692000 692000 1/1/2007 12/1/2036 4541.25 360 80 CA 2/1/2007 N 883000 1 2.75 4541.25 90045 12/20/2006 8 XA1605EI_ARM-INTONLY 0 865000 173000 100 753 0 1YR 12/1/2011 6 3 1 7.875 1103638043 SFR 1 OO PURCHASE N 6.99 6.99 352000 352000 1/1/2007 12/1/2036 2050.4 360 80 CA 2/1/2007 N 460000 1 2.75 2050.4 91702 12/20/2006 2 PA1605EI_ARM-INTONLY 0 440000 88000 100 656 40.85 3YR 12/1/2011 6 3 1 6.99 1103638044 SFR 1 OO REFI Y 6.99 6.99 368000 368000 1/1/2007 12/1/2036 2143.6 360 80 CA 2/1/2007 N 460000 1 2.75 2143.6 92113 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 83000 98.05 649 41.72 3YR 12/1/2011 6 3 1 6.99 1103638047 2-4FAMILY 3 NOO REFI Y 7 7 220000 220000 1/1/2007 12/1/2036 1283.33 360 75.87 CT 2/1/2007 N 290000 1 2.75 1283.33 06418 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75.87 720 33.89 3YR 12/1/2011 6 3 1 7 1103638048 SFR 1 NOO PURCHASE N 6.625 6.625 202310.4 201952.43 1/1/2007 12/1/2036 1295.42 360 80 FL 2/1/2007 N 254000 1 2.75 1295.42 33024 12/20/2006 12 XA1605E_ARM 0 252888 0 80 739 0 3YR 12/1/2011 6 3 1 6.625 1103638049 2-4FAMILY 3 OO PURCHASE N 7.625 7.625 416000 416000 12/1/2006 11/1/2036 2643.33 360 80 CA 2/1/2007 N 540000 1 2.75 2643.33 90744 12/20/2006 2 PA0605EI_ARM-INTONLY 0 520000 104000 100 685 43.39 NO-PREPAY 11/1/2011 6 3 1 7.625 1103638051 2-4FAMILY 4 OO PURCHASE N 8.375 8.375 560000 560000 12/1/2006 11/1/2036 3908.33 360 80 CA 2/1/2007 N 700000 1 2.75 3908.33 90255 12/20/2006 2 PA1605EI_ARM-INTONLY 0 700000 140000 100 669 44.35 NO-PREPAY 11/1/2011 6 3 1 8.375 1103638052 PUD 1 OO PURCHASE N 6.625 6.625 367920 367920 12/1/2006 11/1/2036 2031.23 360 80 CA 2/1/2007 N 475000 1 2.75 2031.23 92595 12/20/2006 2 PA0605EI_ARM-INTONLY 0 459900 91980 100 721 49.51 3YR 11/1/2011 6 3 1 6.625 1103638054 SFR 1 OO PURCHASE N 7.375 7.375 384000 384000 1/1/2007 12/1/2036 2360 360 80 CA 2/1/2007 N 481000 1 2.75 2360 91307 12/20/2006 8 SA2605EI_ARM-INTONLY 0 480000 96000 100 661 0 NO-PREPAY 12/1/2011 6 3 1 7.375 1103638055 CONDO 1 OO REFI Y 7.375 7.375 189600 189600 1/1/2007 12/1/2036 1165.25 360 80 WA 2/1/2007 N 237000 1 2.75 1165.25 98034 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 47400 100 679 27.61 1YR 12/1/2011 6 3 1 7.375 1103638056 SFR 1 OO REFI Y 6.99 6.99 220000 220000 12/1/2006 11/1/2036 1281.5 360 80 CA 2/1/2007 N 275000 1 2.75 1281.5 93304 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 41250 95 720 43.2 NO-PREPAY 11/1/2011 6 3 1 6.99 1103638057 SFR 1 OO REFI Y 6.5 6.5 264000 264000 1/1/2007 12/1/2036 1430 360 80 CA 2/1/2007 N 330000 1 2.75 1430 95822 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 66000 100 653 37.1 3YR 12/1/2011 6 3 1 6.5 1103638058 2-4FAMILY 3 OO PURCHASE N 7 7 560000 560000 12/1/2006 11/1/2036 3266.67 360 80 CA 2/1/2007 N 700000 1 2.75 3266.67 90805 12/20/2006 2 PA0605EI_ARM-INTONLY 0 700000 140000 100 712 45.82 3YR 11/1/2011 6 3 1 7 1103638061 PUD 1 NOO REFI Y 7.875 7.875 197600 197600 1/1/2007 12/1/2036 1296.75 360 80 CA 2/1/2007 N 247000 1 2.75 1296.75 92408 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 37050 95 666 17.43 3YR 12/1/2011 6 3 1 7.875 1103638062 2-4FAMILY 3 OO PURCHASE N 7.125 7.125 428000 428000 1/1/2007 12/1/2036 2541.25 360 80 CA 2/1/2007 N 615000 1 2.75 2541.25 90731 12/20/2006 8 SA1605EI_ARM-INTONLY 0 535000 107000 100 701 0 3YR 12/1/2011 6 3 1 7.125 1103638063 SFR 1 OO REFI Y 6.875 6.875 168000 167999.63 1/1/2007 12/1/2036 962.5 360 80 NE 2/1/2007 N 210000 1 2.75 962.5 68138 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 42000 100 677 38.55 3YR 12/1/2011 6 3 1 6.875 1103638064 SFR 1 OO REFI N 7.5 7.5 190000 190000 12/1/2006 11/1/2036 1187.5 360 80 CA 2/1/2007 N 237500 1 2.75 1187.5 93308 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 23750 90 654 44.17 3YR 11/1/2011 6 3 1 7.5 1103638065 SFR 1 NOO REFI Y 7.375 7.375 191100 191071.29 1/1/2007 12/1/2036 1174.47 360 65 MD 2/1/2007 N 294000 1 2.75 1174.47 21224 12/20/2006 17 PA0605EI_ARM-INTONLY 0 0 0 65 715 24.74 3YR 12/1/2011 6 3 1 7.375 1103638084 CONDO 1 NOO PURCHASE N 6.625 6.625 153750 153750 2/1/2007 1/1/2037 848.83 360 75 CA 2/1/2007 N 233000 1 3 848.83 92064 12/22/2006 2 PA0605EI_ARM-INTONLY 0 205000 41000 95 725 44.81 NO-PREPAY 1/1/2012 6 3 1 3 1103638087 CONDO 1 NOO PURCHASE N 12.75 12.75 41000 40990.09 2/1/2007 1/1/2022 445.54 180 20 CA 2/1/2007 Y 233000 2 0 445.54 92064 12/22/2006 2 TB0630_BALLOON 0 205000 0 95 725 44.81 NO-PREPAY 0 0 0 0 1103638138 SFR 1 OO REFI Y 6.375 6.375 479500 478163.35 12/1/2006 11/1/2036 2991.46 360 70 CA 2/1/2007 N 685000 1 2.25 2991.46 94044 12/12/2006 1 XA0605D_ARM 0 0 0 70 732 42.86 1YR 11/1/2011 5 5 2 2.25 1103638139 SFR 1 OO REFI Y 5.75 5.75 121550 121538.62 12/1/2006 11/1/2036 582.43 360 67.53 AZ 2/1/2007 N 180000 1 2.25 582.43 85033 12/6/2006 1 XA0605DI_ARM-INTONLY 0 0 0 67.53 691 44.67 1YR 11/1/2011 5 5 2 2.25 1103638140 PUD 1 OO REFI Y 6 6 190000 190000 12/1/2006 11/1/2036 950 360 49.36 AZ 2/1/2007 N 385000 1 2.25 950 85296 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 0 49.36 761 20.69 NO-PREPAY 11/1/2011 5 5 2 2.25 1103638141 SFR 1 OO REFI Y 6 6 350000 350000 1/1/2007 12/1/2036 1750 360 40.7 CA 2/1/2007 N 860000 1 2.25 1750 94542 12/12/2006 2 XA0605DI_ARM-INTONLY 0 0 0 40.7 791 21.6 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638142 SFR 1 OO REFI Y 6.5 6.5 375000 375000 1/1/2007 12/1/2036 2031.25 360 75 CA 2/1/2007 N 500000 1 2.25 2031.25 94520 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 70000 89 747 43.66 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638143 SFR 1 OO REFI Y 6.5 6.5 315000 315000 1/1/2007 12/1/2036 1706.25 360 72.09 VA 2/1/2007 N 437000 1 2.25 1706.25 22150 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 0 72.09 793 35 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638145 SFR 1 OO REFI Y 6.875 6.875 380000 380000 1/1/2007 12/1/2036 2177.08 360 79.17 CA 2/1/2007 N 480000 1 3.25 2177.08 92071 12/6/2006 2 XA1605DI_ARM-INTONLY 0 0 48000 89.17 666 36.09 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638146 PUD 1 OO REFI N 6.5 6.5 508000 508000 1/1/2007 12/1/2036 2751.67 360 80 CA 2/1/2007 N 635000 1 3.25 2751.67 92154 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 127000 100 713 41.4 3YR 12/1/2011 5 5 2 3.25 1103638147 SFR 1 OO REFI Y 6.875 6.875 368000 368000 1/1/2007 12/1/2036 2108.33 360 75.88 CA 2/1/2007 N 485000 1 3.25 2108.33 95407 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 45000 85.16 686 49.78 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638148 SFR 1 OO PURCHASE N 6.375 6.375 394400 394400 1/1/2007 12/1/2036 2095.25 360 80 CA 2/1/2007 N 493000 1 3.25 2095.25 95405 12/6/2006 8 XA0605DI_ARM-INTONLY 0 493000 98600 100 705 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638149 SFR 1 OO REFI Y 6.375 6.375 956000 956000 1/1/2007 12/1/2036 5078.75 360 48.41 CA 2/1/2007 N 1975000 1 3.25 5078.75 92008 12/12/2006 8 XA1605DI_ARM-INTONLY 0 0 0 48.41 670 0 1YR 12/1/2011 5 5 2 3.25 1103638150 CONDO 1 OO REFI Y 6.75 6.75 145000 144999.99 1/1/2007 12/1/2036 815.63 360 73.24 AZ 2/1/2007 N 198000 1 3.25 815.63 85209 12/6/2006 12 XA0605DI_ARM-INTONLY 0 0 0 73.24 738 0 3YR 12/1/2011 5 5 2 3.25 1103638151 SFR 1 OO REFI Y 6.625 6.625 417000 416994.12 12/1/2006 11/1/2036 2302.19 360 77.95 CA 2/1/2007 N 535000 1 3.25 2302.19 92119 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 99992 96.64 724 40.05 3YR 11/1/2011 5 5 2 3.25 1103638153 SFR 1 OO PURCHASE N 6.625 6.625 506000 505993.54 1/1/2007 12/1/2036 2793.54 360 80 CA 2/1/2007 N 650000 1 3.25 2793.54 90028 12/12/2006 2 XA0605DI_ARM-INTONLY 0 632500 126500 100 724 44.05 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638154 PUD 1 OO PURCHASE N 6.375 6.375 575200 575200 1/1/2007 12/1/2036 3055.75 360 80 CA 2/1/2007 N 719000 1 3.25 3055.75 92253 12/6/2006 2 XA0605DI_ARM-INTONLY 0 719000 143800 100 704 43.85 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638155 PUD 1 OO PURCHASE N 6.375 6.375 255900 255900 1/1/2007 12/1/2036 1359.47 360 80 AZ 2/1/2007 N 334000 1 3.25 1359.47 85297 12/6/2006 2 XA0605DI_ARM-INTONLY 0 319900 64012 100 744 36.69 3YR 12/1/2011 5 5 2 3.25 1103638157 SFR 1 OO REFI Y 6.625 6.625 224000 224000 1/1/2007 12/1/2036 1236.67 360 80 NH 2/1/2007 N 280000 1 3.25 1236.67 03833 12/12/2006 2 XA0605DI_ARM-INTONLY 0 0 56000 100 681 40 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638158 SFR 1 OO PURCHASE N 6.625 6.625 278120 278120 1/1/2007 12/1/2036 1535.45 360 80 MA 2/1/2007 N 355000 1 3.25 1535.45 01701 12/6/2006 8 XA0605DI_ARM-INTONLY 0 347650 69530 100 749 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638159 CONDO 1 OO PURCHASE N 6.375 6.375 176000 176000 12/1/2006 11/1/2036 935 360 80 AZ 2/1/2007 N 220000 1 3.25 935 85233 12/6/2006 2 XA0605DI_ARM-INTONLY 0 220000 44000 100 734 41.71 3YR 11/1/2011 5 5 2 3.25 1103638161 CONDO 1 OO PURCHASE N 6.875 6.875 261600 261600 1/1/2007 12/1/2036 1498.75 360 80 MA 2/1/2007 N 330000 1 3.25 1498.75 02124 12/6/2006 8 XA0605DI_ARM-INTONLY 0 327000 65400 100 745 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638162 SFR 1 OO REFI N 6.625 6.625 384000 384000 1/1/2007 12/1/2036 2120 360 80 CA 2/1/2007 N 480000 1 3.25 2120 94533 12/12/2006 8 XA0605DI_ARM-INTONLY 0 0 48000 90 702 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638163 SFR 1 OO REFI N 6.375 6.375 592000 592000 12/1/2006 11/1/2036 3145 360 80 CA 2/1/2007 N 740000 1 3.25 3145 94558 12/6/2006 8 XA0605DI_ARM-INTONLY 0 0 127946 97.29 753 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103638164 SFR 1 OO REFI Y 6.625 6.625 406000 406000 1/1/2007 12/1/2036 2241.46 360 70 MD 2/1/2007 N 580000 1 3.25 2241.46 20910 12/6/2006 8 XA1605DI_ARM-INTONLY 0 0 116000 90 675 0 1YR 12/1/2011 5 5 2 3.25 1103638165 SFR 1 OO PURCHASE N 6.75 6.75 164000 164000 12/1/2006 11/1/2036 922.5 360 80 NH 2/1/2007 N 215000 1 3.25 922.5 03109 12/6/2006 2 XA0605DI_ARM-INTONLY 0 205000 41000 100 727 49.96 NO-PREPAY 11/1/2011 5 5 2 3.25 1103638166 CONDO 1 NOO REFI N 6.375 6.375 214500 214500 1/1/2007 12/1/2036 1139.53 360 65 CA 2/1/2007 N 330000 1 3.25 1139.53 90717 12/12/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65 755 50 3YR 12/1/2011 5 5 2 3.25 1103638167 PUD 1 OO PURCHASE N 6.375 6.375 179100 179100 1/1/2007 12/1/2036 951.47 360 80 AZ 2/1/2007 N 234000 1 3.25 951.47 85381 12/6/2006 8 XA0605DI_ARM-INTONLY 0 223900 44802 100 713 0 3YR 12/1/2011 5 5 2 3.25 1103638169 TOWNHOUSE 1 OO PURCHASE N 6.375 6.375 360000 360000 1/1/2007 12/1/2036 1912.5 360 80 VA 2/1/2007 N 460000 1 3.25 1912.5 20105 12/12/2006 2 XA0605DI_ARM-INTONLY 0 450000 90000 100 698 40 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638170 PUD 1 OO PURCHASE N 6.5 6.5 456000 456000 1/1/2007 12/1/2036 2470 360 80 CA 2/1/2007 N 575000 1 3.25 2470 92127 12/6/2006 2 XA0605DI_ARM-INTONLY 0 570000 114000 100 736 38.24 3YR 12/1/2011 5 5 2 3.25 1103638171 SFR 1 OO REFI N 6.75 6.75 637500 637500 1/1/2007 12/1/2036 3585.94 360 75 CT 2/1/2007 N 850000 1 3.25 3585.94 06405 12/6/2006 2 XA1605DI_ARM-INTONLY 0 0 127500 90 659 42.03 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638172 SFR 1 NOO REFI Y 6.5 6.5 315000 315000 1/1/2007 12/1/2036 1706.25 360 52.5 CA 2/1/2007 N 600000 1 3.25 1706.25 95492 12/6/2006 12 XA0605DI_ARM-INTONLY 0 0 0 52.5 713 0 1YR 12/1/2011 5 5 2 3.25 1103638173 CONDO 1 OO PURCHASE N 6.75 6.75 161600 161600 12/1/2006 11/1/2036 909 360 80 MA 2/1/2007 N 205000 1 3.25 909 01702 12/6/2006 8 XA0605DI_ARM-INTONLY 0 202000 40400 100 741 0 NO-PREPAY 11/1/2011 5 5 2 3.25 1103638174 SFR 1 NOO REFI Y 6.75 6.75 177500 177500 12/1/2006 11/1/2036 998.44 360 72.45 AZ 2/1/2007 N 245000 1 3.25 998.44 85208 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 0 72.45 751 42.94 3YR 11/1/2011 5 5 2 3.25 1103638179 CONDO 1 OO REFI N 6.5 6.5 341600 341600 1/1/2007 12/1/2036 1850.33 360 80 CA 2/1/2007 N 427000 1 3.25 1850.33 91913 12/6/2006 2 XA0605DI_ARM-INTONLY 0 0 85400 100 703 42.98 1YR 12/1/2011 5 5 2 3.25 1103638180 PUD 1 OO PURCHASE N 6.125 6.125 304000 304000 1/1/2007 12/1/2036 1551.67 360 80 CA 2/1/2007 N 399000 1 3.25 1551.67 95677 12/6/2006 2 XA0605DI_ARM-INTONLY 0 380000 76000 100 750 43.65 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638181 HI-RISE 1 OO PURCHASE N 6.25 6.25 312800 312800 1/1/2007 12/1/2036 1629.17 360 80 CA 2/1/2007 N 391000 1 3.25 1629.17 94706 12/6/2006 2 XA0605DI_ARM-INTONLY 0 391000 78200 100 743 41.42 NO-PREPAY 12/1/2011 5 5 2 3.25 1103638202 SFR 1 OO REFI Y 6.5 6.5 510000 510000 12/1/2006 11/1/2036 2762.5 360 75 CA 2/1/2007 N 680000 1 2.25 2762.5 92624 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 0 75 694 38.93 3YR 11/1/2011 6 6 2 2.25 1103638203 SFR 1 OO REFI N 6.5 6.5 255200 255200 12/1/2006 11/1/2036 1382.33 360 79.75 NV 2/1/2007 N 320000 1 2.25 1382.33 89156 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 63800 99.69 732 38.57 3YR 11/1/2011 6 6 2 2.25 1103638205 SFR 1 OO REFI Y 6.625 6.625 355000 354371.86 12/1/2006 11/1/2036 1959.9 360 63.97 CA 2/1/2007 N 555000 1 2.25 1959.9 90280 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 63.97 714 40.59 3YR 11/1/2011 6 6 2 2.25 1103638206 PUD 1 OO PURCHASE N 6.625 6.625 360400 360400 12/1/2006 11/1/2036 1989.71 360 79.99 CA 2/1/2007 N 451000 1 2.25 1989.71 92530 12/21/2006 8 SA0605EI_ARM-INTONLY 0 450579 22529 84.99 716 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638207 SFR 1 OO PURCHASE N 6.625 6.625 440000 440000 12/1/2006 11/1/2036 2429.17 360 80 MD 2/1/2007 N 600000 1 2.25 2429.17 21037 12/21/2006 2 PA0605EI_ARM-INTONLY 0 550000 110000 100 700 42.48 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638208 SFR 1 OO PURCHASE N 6.625 6.625 212000 212000 12/1/2006 11/1/2036 1170.42 360 80 MD 2/1/2007 N 265000 1 2.25 1170.42 21227 12/21/2006 2 PA0605EI_ARM-INTONLY 0 265000 53000 100 725 30.4 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638209 SFR 1 OO PURCHASE N 6.75 6.75 384000 383002.55 12/1/2006 11/1/2036 2490.62 360 80 CA 2/1/2007 N 485000 1 2.25 2490.62 92592 12/21/2006 8 SA0605E_ARM 0 480000 96000 100 746 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638210 SFR 1 OO REFI Y 6.75 6.75 320000 320000 12/1/2006 11/1/2036 1800 360 80 CA 2/1/2007 N 400000 1 2.25 1800 91767 12/21/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 705 48.83 3YR 11/1/2011 6 6 2 2.25 1103638211 SFR 1 OO REFI Y 6.75 6.75 356000 356000 12/1/2006 11/1/2036 2002.5 360 80 CA 2/1/2007 N 445000 1 2.25 2002.5 93550 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 22250 85 645 41.5 3YR 11/1/2011 6 6 2 2.25 1103638212 PUD 1 OO REFI N 6.75 6.75 400000 400000 12/1/2006 11/1/2036 2250 360 66.67 AZ 2/1/2007 N 600000 1 2.25 2250 85340 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 125021 87.51 719 36.46 3YR 11/1/2011 6 6 2 2.25 1103638213 PUD 1 OO REFI Y 6.75 6.75 500000 500000 12/1/2006 11/1/2036 2812.5 360 80 NV 2/1/2007 N 625000 1 2.25 2812.5 89434 12/21/2006 1 PA0605EI_ARM-INTONLY 0 0 125000 100 689 45.38 3YR 11/1/2011 6 6 2 2.25 1103638214 SFR 1 NOO REFI Y 6.75 6.75 50000 50000 12/1/2006 11/1/2036 281.25 360 20 CA 2/1/2007 N 250000 1 2.25 281.25 95340 12/21/2006 2 XA0605EI_ARM-INTONLY 0 0 0 20 750 23.73 3YR 11/1/2011 6 6 2 2.25 1103638215 SFR 1 OO PURCHASE N 6.875 6.875 296000 296000 12/1/2006 11/1/2036 1695.83 360 80 CA 2/1/2007 N 385000 1 2.25 1695.83 93536 12/21/2006 2 PA1605EI_ARM-INTONLY 0 370000 74000 100 653 47.99 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638216 SFR 1 OO REFI Y 6.875 6.875 252000 252000 12/1/2006 11/1/2036 1443.75 360 64.62 CA 2/1/2007 N 390000 1 2.25 1443.75 92501 12/21/2006 12 SA0605EI_ARM-INTONLY 0 0 0 64.62 705 0 3YR 11/1/2011 6 6 2 2.25 1103638217 SFR 1 NOO REFI Y 6.875 6.875 204000 203482.91 12/1/2006 11/1/2036 1340.13 360 80 CA 2/1/2007 N 255000 1 2.25 1340.13 93223 12/21/2006 2 PA0605E_ARM 0 0 0 80 762 47.96 3YR 11/1/2011 6 6 2 2.25 1103638218 SFR 1 NOO REFI Y 6.875 6.875 196400 195902.15 12/1/2006 11/1/2036 1290.21 360 80 CA 2/1/2007 N 245500 1 2.25 1290.21 93223 12/21/2006 2 PA0605E_ARM 0 0 0 80 762 47.96 3YR 11/1/2011 6 6 2 2.25 1103638219 SFR 1 OO PURCHASE N 7 7 236000 236000 12/1/2006 11/1/2036 1376.67 360 80 CA 2/1/2007 N 305000 1 2.25 1376.67 92553 12/21/2006 2 PA0605EI_ARM-INTONLY 0 295000 59000 100 701 40.6 3YR 11/1/2011 6 6 2 2.25 1103638220 SFR 1 OO REFI Y 7 7 506000 506000 1/1/2007 12/1/2036 2951.67 360 79.94 CA 2/1/2007 N 633000 1 2.25 2951.67 91107 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.94 676 46.25 3YR 12/1/2011 6 6 2 2.25 1103638221 PUD 1 OO PURCHASE N 7 7 196000 196000 1/1/2007 12/1/2036 1143.33 360 80 AZ 2/1/2007 N 245000 1 2.25 1143.33 85037 12/21/2006 8 SA2605EI_ARM-INTONLY 0 245000 24500 90 678 0 3YR 12/1/2011 6 6 2 2.25 1103638222 SFR 1 OO REFI Y 7 7 181600 181600 12/1/2006 11/1/2036 1059.33 360 80 AZ 2/1/2007 N 227000 1 2.25 1059.33 85009 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 644 40.56 3YR 11/1/2011 6 6 2 2.25 1103638223 SFR 1 OO REFI Y 7 7 364000 364000 1/1/2007 12/1/2036 2123.33 360 80 CA 2/1/2007 N 455000 1 2.25 2123.33 93611 12/21/2006 12 BA0605EI_ARM-INTONLY 0 0 45500 90 699 0 3YR 12/1/2011 6 6 2 2.25 1103638224 SFR 1 OO REFI Y 7.125 7.125 572000 571800.4 12/1/2006 11/1/2036 3396.25 360 80 CA 2/1/2007 N 715000 1 2.25 3396.25 95366 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 47.04 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638225 SFR 1 OO REFI Y 7.125 7.125 200000 200000 1/1/2007 12/1/2036 1187.5 360 80 AZ 2/1/2007 N 250000 1 2.25 1187.5 85225 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 0 80 682 26.2 3YR 12/1/2011 5 5 1 2.25 1103638226 CONDO 1 OO PURCHASE N 7.125 7.125 267300 267300 12/1/2006 11/1/2036 1587.09 360 80 NV 2/1/2007 N 350000 1 2.25 1587.09 89123 12/21/2006 8 SA0605EI_ARM-INTONLY 0 334131 66826 100 700 0 3YR 11/1/2011 5 5 1 2.25 1103638227 CONDO 1 OO REFI Y 7.25 7.25 408000 408000 12/1/2006 11/1/2036 2465 360 80 CA 2/1/2007 N 510000 1 2.25 2465 92688 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 76500 95 711 44.84 3YR 11/1/2011 6 6 2 2.25 1103638229 SFR 1 OO PURCHASE N 7.25 7.25 183900 183900 12/1/2006 11/1/2036 1111.06 360 80 NV 2/1/2007 N 240000 1 2.25 1111.06 89107 12/21/2006 2 PA1605EI_ARM-INTONLY 0 229900 34485 95 645 34.69 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638230 SFR 1 OO PURCHASE N 7.375 7.375 174400 174400 12/1/2006 11/1/2036 1071.83 360 80 NV 2/1/2007 N 230000 1 2.25 1071.83 89146 12/21/2006 12 XA0605EI_ARM-INTONLY 0 218000 43600 100 723 0 3YR 11/1/2011 5 5 1 2.25 1103638231 PUD 1 NOO PURCHASE N 7.375 7.375 240000 240000 12/1/2006 11/1/2036 1475 360 80 NV 2/1/2007 N 320000 1 2.25 1475 89131 12/21/2006 12 XA0605EI_ARM-INTONLY 0 300000 30000 90 711 0 3YR 11/1/2011 5 5 1 2.25 1103638232 PUD 1 OO PURCHASE N 7.375 7.375 198000 198000 12/1/2006 11/1/2036 1216.88 360 80 NV 2/1/2007 N 255000 1 2.25 1216.88 89032 12/21/2006 8 SA0605EI_ARM-INTONLY 0 247500 49500 100 710 0 3YR 11/1/2011 5 5 1 2.25 1103638233 PUD 1 OO REFI Y 7.375 7.375 412000 412000 12/1/2006 11/1/2036 2532.08 360 80 CA 2/1/2007 N 515000 1 2.25 2532.08 93306 12/21/2006 12 BA2605EI_ARM-INTONLY 0 0 0 80 664 0 3YR 11/1/2011 5 5 1 2.25 1103638235 SFR 1 OO PURCHASE N 7.625 7.625 520000 518863.72 12/1/2006 11/1/2036 3680.53 360 78.79 CA 2/1/2007 N 660000 1 2.25 3680.53 92880 12/21/2006 12 SA0605E_ARM 0 660000 7986 80 740 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638236 SFR 1 NOO REFI Y 7.625 7.625 400000 400000 12/1/2006 11/1/2036 2541.67 360 80 CA 2/1/2007 N 500000 1 2.25 2541.67 91766 12/21/2006 8 BA0605EI_ARM-INTONLY 0 0 0 80 750 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638237 PUD 1 OO REFI N 7.625 7.625 244000 244000 12/1/2006 11/1/2036 1550.42 360 80 AZ 2/1/2007 N 305000 1 2.25 1550.42 85249 12/21/2006 12 XA0605EI_ARM-INTONLY 0 0 61000 100 683 0 3YR 11/1/2011 5 5 1 2.25 1103638238 SFR 1 NOO PURCHASE N 7.75 7.75 455000 455000 12/1/2006 11/1/2036 2938.54 360 70 CA 2/1/2007 N 650000 1 2.25 2938.54 93536 12/21/2006 8 SA2605EI_ARM-INTONLY 0 650000 162500 95 678 0 3YR 11/1/2011 5 5 1 2.25 1103638239 SFR 1 OO REFI Y 7.875 7.875 632000 632000 12/1/2006 11/1/2036 4147.5 360 80 CA 2/1/2007 N 790000 1 2.25 4147.5 94037 12/21/2006 8 BA0605EI_ARM-INTONLY 0 0 158000 100 730 0 3YR 11/1/2011 6 6 2 2.25 1103638240 SFR 1 OO REFI Y 7.875 7.875 408000 407977.5 12/1/2006 11/1/2036 2677.5 360 80 WA 2/1/2007 N 510000 1 2.25 2677.5 98077 12/21/2006 12 SA2605EI_ARM-INTONLY 0 0 0 80 667 0 NO-PREPAY 11/1/2011 6 6 2 2.25 1103638241 SFR 1 OO PURCHASE N 7.875 7.875 158400 158400 12/1/2006 11/1/2036 1039.5 360 80 CA 2/1/2007 N 215000 1 2.25 1039.5 92395 12/21/2006 8 SA2605EI_ARM-INTONLY 0 198000 39600 100 652 0 3YR 11/1/2011 5 5 1 2.25 1103638268 SFR 1 OO PURCHASE N 9.25 9.25 204250 204250 1/1/2007 12/1/2036 1574.43 360 95 CA 2/1/2007 N 215000 1 4.25 1574.43 93230 12/21/2006 12 EA0605EI_ARM-INTONLY 30 215000 0 95 686 0 3YR 12/1/2011 6 3 1 9.25 1103638269 SFR 1 OO REFI Y 6.75 6.75 332000 332000 2/1/2007 1/1/2037 1867.5 360 76.33 CA 2/1/2007 N 435000 1 3 1867.5 92503 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 76.33 688 28.69 1YR 1/1/2012 6 3 1 3 1103638273 SFR 1 NOO PURCHASE N 7.875 7.875 341600 341600 2/1/2007 1/1/2037 2241.75 360 80 CA 2/1/2007 N 427000 1 4 2241.75 90222 1/5/2007 2 PA0605EI_ARM-INTONLY 0 427000 63900 94.97 743 39.59 3YR 1/1/2012 6 3 1 4 1103638289 SFR 1 OO REFI Y 6.125 6.125 495000 490498.48 2/1/2007 1/1/2037 3007.67 360 69.72 CA 2/1/2007 N 710000 1 0 3007.67 90505 12/19/2006 2 PF0630_FIXEDRATE 0 0 0 69.72 701 39.27 3YR 0 0 0 0 1103638291 D-PUDS 1 OO PURCHASE N 7.25 7.25 447550 447550 2/1/2007 1/1/2037 2703.95 360 80 HI 2/1/2007 N 670000 1 3 2703.95 96732 12/18/2006 2 PA0607EI_ARM-INTONLY 0 559498.79 111900 100 704 31.39 NO-PREPAY 1/1/2014 6 3 1 3 1103638337 SFR 1 OO REFI Y 5.375 5.375 356000 354932.72 10/1/2006 9/1/2036 1805.96 360 80 NY 2/1/2007 Y 445000 1 5.5 1805.96 11550 11/30/2006 17 BL2202E_ARM-BALLOON 0 0 89000 100 633 44.99 1YR 9/1/2008 6 3 1 5.375 1103638342 D-PUDS 1 OO PURCHASE N 6.99 6.99 285017 285017 1/1/2007 12/1/2036 1660.22 360 80 CO 2/1/2007 N 365000 1 3 1660.22 80109 12/29/2006 2 PA0605EI_ARM-INTONLY 0 356272 71254 100 747 35 NO-PREPAY 12/1/2011 6 3 1 3 1103638385 SFR 1 OO REFI Y 7.375 7.375 358000 358000 1/1/2007 12/1/2036 2200.21 360 66.92 CA 2/1/2007 N 535000 1 0 2200.21 90221 12/14/2006 2 PF1630I_FIX-INTONLY 0 0 0 66.92 655 40.57 3YR 0 0 0 0 1103638395 SFR 1 NOO REFI Y 7.125 7.125 214900 214900 1/1/2007 12/1/2036 1275.97 360 70 VA 2/1/2007 N 307000 1 3 1275.97 22701 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 76750 95 690 26.63 3YR 12/1/2011 6 3 1 7.125 1103638396 SFR 1 NOO REFI Y 12.175 12.175 76750 76707.53 1/1/2007 12/1/2021 799.82 180 25 VA 2/1/2007 Y 307000 2 0 799.82 22701 12/21/2006 2 TB0630_BALLOON 0 0 0 95 690 26.63 3YR 0 0 0 0 1103638429 SFR 1 OO REFI Y 6.625 6.625 264000 264000 2/1/2007 1/1/2037 1457.5 360 80 CA 2/1/2007 N 330000 1 3 1457.5 92571 12/15/2006 2 PA0607EI_ARM-INTONLY 0 0 66000 100 771 41.42 1YR 1/1/2014 6 3 1 3 1103638449 2-4FAMILY 4 NOO PURCHASE N 12.25 12.25 86250 86106.34 9/1/2006 8/1/2021 903.81 180 15.14 CA 2/1/2007 Y 575000 2 0 903.81 90059 12/19/2006 2 VB0630_BALLOON 0 570000 0 76.67 681 42.658 3YR 0 0 0 0 1103638487 SFR 1 NOO REFI Y 6.625 6.625 315000 314722.08 2/1/2007 1/1/2037 2016.98 360 75 WA 2/1/2007 N 420000 1 3 2016.98 98072 12/29/2006 2 PA0605E_ARM 0 0 0 75 734 46.29 1YR 1/1/2012 6 3 1 3 1103638527 SFR 1 OO REFI Y 7.25 7.25 900000 900000 1/1/2007 12/1/2036 5437.5 360 75 CA 2/1/2007 N 1200000 1 3 5437.5 92675 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 678 43.98 1YR 12/1/2011 6 3 1 3 1103638580 D-PUDS 1 OO REFI Y 5.875 5.875 564000 564000 2/1/2007 1/1/2037 2761.25 360 80 CA 2/1/2007 N 705000 1 0 2761.25 92056 12/27/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 797 34.81 3YR 0 0 0 0 1103638607 SFR 1 OO PURCHASE N 7.75 7.75 840000 840000 12/1/2006 11/1/2036 5425 360 70 VA 2/1/2007 N 1200000 1 2.25 5425 23452 12/21/2006 12 XA0605EI_ARM-INTONLY 0 1200000 240000 90 706 0 3YR 11/1/2011 5 5 1 2.25 1103638608 PUD 1 2ND REFI Y 7.735 7.735 75001 74763.17 12/1/2006 11/1/2036 536.54 360 41.9 PA 2/1/2007 N 179000 1 2.25 536.54 18436 12/21/2006 12 XA0605E_ARM 0 0 0 41.9 746 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638609 CONDO 1 OO REFI Y 8.375 8.375 160000 160000 1/1/2007 12/1/2036 1116.67 360 80 NH 2/1/2007 N 200000 1 4.625 1116.67 03038 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 30000 95 655 42.06 NO-PREPAY 12/1/2011 5 5 1 4.625 1103638610 SFR 1 OO PURCHASE N 7.875 7.875 122800 122800 12/1/2006 11/1/2036 805.88 360 80 FL 2/1/2007 N 153500 1 2.25 805.88 33710 12/21/2006 12 BA0605EI_ARM-INTONLY 0 153500 0 80 690 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638611 CONDO 1 NOO REFI Y 8.875 8.875 129600 129600 12/1/2006 11/1/2036 958.5 360 80 MD 2/1/2007 N 162000 1 5 958.5 21044 12/21/2006 8 SA2603EI_ARM-INTONLY 0 0 0 80 644 0 NO-PREPAY 11/1/2009 6 2 2 5 1103638612 2-4FAMILY 2 NOO PURCHASE N 7.5 7.5 105000 104764.74 12/1/2006 11/1/2036 734.18 360 70 CT 2/1/2007 N 207000 1 2.25 734.18 06519 12/21/2006 1 PA1605E_ARM 0 150000 37500 95 666 38.49 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638613 2-4FAMILY 3 OO PURCHASE N 7.875 7.875 260000 259459.68 12/1/2006 11/1/2036 1885.18 360 80 NH 2/1/2007 N 330000 1 2.75 1885.18 03867 12/21/2006 2 PA1605E_ARM 0 325000 65000 100 675 42.06 NO-PREPAY 11/1/2011 6 6 2 2.75 1103638614 CONDO 1 NOO REFI Y 6.875 6.875 222000 221437.28 12/1/2006 11/1/2036 1458.38 360 60.83 MA 2/1/2007 N 365000 1 2.25 1458.38 02143 12/21/2006 2 PA0605E_ARM 0 0 0 60.83 689 35.65 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638616 2-4FAMILY 2 OO PURCHASE N 8.125 8.125 272000 271462.61 12/1/2006 11/1/2036 2019.59 360 80 NJ 2/1/2007 N 350000 1 5 2019.59 08861 12/21/2006 8 SA2603E_ARM 0 340000 68000 100 634 0 NO-PREPAY 11/1/2009 6 2 2 5 1103638618 2-4FAMILY 4 NOO REFI Y 7.5 7.5 238000 237416.56 12/1/2006 11/1/2036 1664.13 360 70 MA 2/1/2007 N 340000 1 2.25 1664.13 02740 12/21/2006 2 PA1605E_ARM 0 0 0 70 655 28.2788 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638619 CONDO 1 NOO REFI Y 7 7 165000 165000 1/1/2007 12/1/2036 962.5 360 75 MA 2/1/2007 N 220000 1 2.25 962.5 01880 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 781 41.31 NO-PREPAY 12/1/2011 5 5 1 2.25 1103638622 SFR 1 OO REFI N 5.875 5.875 100000 99748.62 1/1/2007 12/1/2036 591.54 360 75.48 PA 2/1/2007 N 132500 1 2.25 591.54 18407 12/21/2006 12 SA0605E_ARM 0 0 0 75.48 803 0 NO-PREPAY 12/1/2011 5 5 1 2.25 1103638624 PUD 1 NOO PURCHASE N 7.625 7.625 121450 121449.97 12/1/2006 11/1/2036 771.71 360 70 FL 2/1/2007 N 210000 1 2.25 771.71 34758 12/21/2006 12 XA0605EI_ARM-INTONLY 0 173500 0 70 769 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638625 2-4FAMILY 2 NOO REFI Y 6.75 6.75 520000 520000 12/1/2006 11/1/2036 2925 360 65 NJ 2/1/2007 N 800000 1 2.25 2925 08735 12/21/2006 12 XA0605EI_ARM-INTONLY 0 0 0 65 736 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103638626 2-4FAMILY 2 OO PURCHASE N 7 7 393600 393600 12/1/2006 11/1/2036 2296 360 80 NJ 2/1/2007 N 493000 1 5 2296 07512 12/21/2006 17 PA1603EI_ARM-INTONLY 0 492000 98400 100 662 41.83 NO-PREPAY 11/1/2009 6 2 2 5 1103638627 2-4FAMILY 2 OO PURCHASE N 8.25 8.25 81225 81068.54 12/1/2006 11/1/2036 610.22 360 95 PA 2/1/2007 N 87000 1 4.5 610.22 18505 12/21/2006 12 XA0605E_ARM 30 85500 0 95 747 0 NO-PREPAY 11/1/2011 5 5 1 4.5 1103638631 CONDO 1 OO PURCHASE N 6.25 6.25 295920 295920 1/1/2007 12/1/2036 1541.25 360 80 CA 2/1/2007 N 370000 1 3 1541.25 91351 12/14/2006 17 PA0605EI_ARM-INTONLY 0 369900 73980 100 720 37.09 2YR 12/1/2011 6 3 1 3 1103638637 SFR 1 OO PURCHASE N 6.75 6.75 266250 266250 2/1/2007 1/1/2037 1497.66 360 75 AZ 2/1/2007 N 355000 1 3 1497.66 85050 12/26/2006 2 PA1605EI_ARM-INTONLY 0 355000 88750 100 667 30.02 NO-PREPAY 1/1/2012 6 3 1 3 1103638694 CONDO 1 NOO PURCHASE N 6.75 6.75 144900 144900 2/1/2007 1/1/2037 815.06 360 70 CO 2/1/2007 N 207000 1 3 815.06 80013 1/4/2007 2 PA1605EI_ARM-INTONLY 0 207000 51750 95 658 47.49 3YR 1/1/2012 6 3 1 6.75 1103638723 SFR 1 NOO REFI Y 8.5 8.5 156800 156705.01 2/1/2007 1/1/2037 1205.66 360 80 FL 2/1/2007 N 196000 1 3 1205.66 33774 12/27/2006 8 SA1605E_ARM 0 0 0 80 640 0 3YR 1/1/2012 6 3 1 3 1103638730 SFR 1 2ND PURCHASE N 6.75 6.75 179500 179500 2/1/2007 1/1/2037 1009.69 360 89.98 MS 2/1/2007 N 199500 1 3 1009.69 39503 12/21/2006 7 SA0605EI_ARM-INTONLY 25 199900 0 89.98 695 0 NO-PREPAY 1/1/2012 6 3 1 3 1103638747 SFR 1 NOO PURCHASE N 7 7 412000 411662.28 2/1/2007 1/1/2037 2741.05 360 80 CA 2/1/2007 N 520000 1 0 2741.05 95112 12/22/2006 2 PF0630_FIXEDRATE 0 515000 51500 90 750 39.13 NO-PREPAY 0 0 0 0 1103638754 SFR 1 NOO PURCHASE N 11.75 11.75 51500 51484.42 2/1/2007 1/1/2022 519.85 180 10 CA 2/1/2007 Y 520000 2 0 519.85 95112 12/22/2006 2 TB0630_BALLOON 0 515000 0 90 750 39.09 NO-PREPAY 0 0 0 0 1103638759 SFR 1 NOO PURCHASE N 7.375 7.375 392000 392000 1/1/2007 12/1/2036 2409.17 360 80 CA 2/1/2007 N 490000 1 3 2409.17 95973 12/22/2006 2 PA0605EI_ARM-INTONLY 0 490000 49000 90 704 20.85 3YR 12/1/2011 6 3 1 3 1103638784 2-4FAMILY 3 OO REFI N 6.625 6.625 596000 595474.17 2/1/2007 1/1/2037 3816.25 360 80 CA 2/1/2007 N 745000 1 3 3816.25 90019 12/29/2006 2 PA0605E_ARM 0 0 74000 89.94 785 36 3YR 1/1/2012 6 3 1 3 1103638804 SFR 1 OO REFI Y 6.25 6.25 260000 259753.31 2/1/2007 1/1/2037 1600.86 360 47.71 CA 2/1/2007 N 545000 1 0 1600.86 94804 12/29/2006 12 SF1630_FIXEDRATE 0 0 0 47.71 792 47.7 3YR 0 0 0 0 1103638808 SFR 1 OO REFI N 5.875 5.875 460000 460000 1/1/2007 12/1/2036 2252.08 360 69.7 CA 2/1/2007 N 660000 1 3 2252.08 91761 12/15/2006 1 PA1605EI_ARM-INTONLY 0 0 0 69.7 647 31.48 NO-PREPAY 12/1/2011 6 3 1 3 1103638814 PUD 1 NOO PURCHASE N 6.75 6.75 112000 112000 1/1/2007 12/1/2036 630 360 70 MO 2/1/2007 N 160000 1 0 630 64015 12/18/2006 2 PF0630I_FIX-INTONLY 0 160000 40000 95 712 40.33 3YR 0 0 0 0 1103638833 D-PUDS 1 OO PURCHASE N 6.25 6.25 544150 544150 2/1/2007 1/1/2037 2834.11 360 75 CA 2/1/2007 N 730000 1 3 2834.11 95116 12/29/2006 8 SA1605EI_ARM-INTONLY 0 725581 0 75 765 0 3YR 1/1/2012 6 3 1 3 1103638862 CONDO 1 NOO PURCHASE N 6 6 135000 135000 1/1/2007 12/1/2036 675 360 28.43 WA 2/1/2007 N 475000 1 2.75 675 98109 12/14/2006 2 PA0607EI_ARM-INTONLY 0 475000 0 28.43 813 19 3YR 12/1/2013 6 3 1 2.75 1103638863 SFR 1 OO PURCHASE N 6 6 464000 464000 1/1/2007 12/1/2036 2320 360 80 CA 2/1/2007 N 580000 1 2.75 2320 91214 12/14/2006 17 PA0605EI_ARM-INTONLY 0 580000 58000 90 800 38.76 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638864 SFR 1 OO REFI N 5.875 5.875 408000 408000 1/1/2007 12/1/2036 1997.5 360 79.23 CA 2/1/2007 N 515000 1 2.75 1997.5 92126 12/14/2006 2 PA0603EI_ARM-INTONLY 0 0 70710 92.96 797 35 NO-PREPAY 12/1/2009 6 3 1 2.75 1103638865 PUD 1 OO REFI N 6.125 6.125 622000 622000 1/1/2007 12/1/2036 3174.79 360 73.18 CA 2/1/2007 N 850000 1 2.25 3174.79 90621 12/14/2006 17 XA0605DI_ARM-INTONLY 0 0 135320 89.1 790 45.71 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638866 SFR 1 OO PURCHASE N 7.25 7.25 552000 551685 1/1/2007 12/1/2036 3335 360 80 CA 2/1/2007 N 690000 1 2.25 3335 92840 12/14/2006 8 SA1605EI_ARM-INTONLY 0 690000 103500 95 787 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103638867 SFR 1 OO REFI N 6.5 6.5 452000 451998.33 1/1/2007 12/1/2036 2448.33 360 80 CA 2/1/2007 N 565000 1 2.25 2448.33 92054 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 113000 100 770 45 3YR 12/1/2011 6 6 2 2.25 1103638868 CONDO 1 OO REFI Y 5.75 5.75 200000 199784.59 1/1/2007 12/1/2036 1065.78 360 57.15 CA 2/1/2007 Y 350000 1 2.75 1065.78 91792 12/14/2006 2 PL0605E_ARM-BALLOON 0 0 0 57.15 769 41.55 1YR 12/1/2011 6 3 1 2.75 1103638869 SFR 1 OO REFI Y 6 6 364000 364000 1/1/2007 12/1/2036 1820 360 80 CA 2/1/2007 N 455000 1 2.75 1820 90602 12/14/2006 2 PA0607EI_ARM-INTONLY 0 0 0 80 768 44.44 NO-PREPAY 12/1/2013 6 3 1 2.75 1103638870 SFR 1 OO REFI Y 6 6 446400 446400 1/1/2007 12/1/2036 2232 360 80 CA 2/1/2007 N 558000 1 2.75 2232 92703 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 760 41.39 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638871 2-4FAMILY 2 OO REFI N 6.25 6.25 348000 348000 1/1/2007 12/1/2036 1812.5 360 79.1 CA 2/1/2007 N 440000 1 2.75 1812.5 90011 12/14/2006 2 PA0603EI_ARM-INTONLY 0 0 43472 88.98 760 45.16 3YR 12/1/2009 6 3 1 2.75 1103638872 SFR 1 OO REFI Y 5.875 5.875 344000 343296.84 1/1/2007 12/1/2036 2034.89 360 78.19 CA 2/1/2007 N 440000 1 2.75 2034.89 92337 12/14/2006 2 PA0605E_ARM 0 0 0 78.19 756 40.83 3YR 12/1/2011 6 3 1 2.75 1103638873 SFR 1 OO PURCHASE N 6.75 6.75 328000 328000 1/1/2007 12/1/2036 1845 360 80 CA 2/1/2007 N 430000 1 2.25 1845 90605 12/14/2006 2 XA0605DI_ARM-INTONLY 0 410000 82000 100 756 43.77 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638874 SFR 1 OO PURCHASE N 6.375 6.375 277600 277600 1/1/2007 12/1/2036 1474.75 360 80 CA 2/1/2007 N 350000 1 2.25 1474.75 90032 12/14/2006 1 XA0605DI_ARM-INTONLY 0 347000 69400 100 752 41.99 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638875 PUD 1 NOO REFI N 6.5 6.5 236000 236000 1/1/2007 12/1/2036 1278.33 360 78.67 NV 2/1/2007 N 300000 1 2.25 1278.33 89148 12/14/2006 8 XA1605DI_ARM-INTONLY 0 0 0 78.67 746 0 3YR 12/1/2011 5 5 2 2.25 1103638876 SFR 1 OO PURCHASE N 6.5 6.5 348800 348800 1/1/2007 12/1/2036 1889.33 360 80 CA 2/1/2007 N 450000 1 2.25 1889.33 91351 12/18/2006 2 XA0605DI_ARM-INTONLY 0 436000 87200 100 746 39.67 3YR 12/1/2011 5 5 2 2.25 1103638877 PUD 1 2ND REFI Y 6.125 6.125 540000 538947.7 1/1/2007 12/1/2036 3281.1 360 75 CA 2/1/2007 N 720000 1 2.75 3281.1 92587 12/14/2006 2 PA0603E_ARM 0 0 0 75 743 47.09 NO-PREPAY 12/1/2009 6 3 1 2.75 1103638878 SFR 1 OO REFI N 6.25 6.25 412000 412000 1/1/2007 12/1/2036 2145.83 360 80 CA 2/1/2007 N 515000 1 2.75 2145.83 92336 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 67002 93.02 742 38.17 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638879 CONDO 1 OO PURCHASE N 6.5 6.5 264000 262570 1/1/2007 12/1/2036 1430 360 80 CA 2/1/2007 N 335000 1 2.25 1430 91406 12/14/2006 2 PA0605EI_ARM-INTONLY 0 330000 66000 100 741 44.31 3YR 12/1/2011 6 6 2 2.25 1103638880 SFR 1 OO REFI N 6.125 6.125 169000 168987.94 12/1/2006 11/1/2036 862.6 360 78.61 CA 2/1/2007 N 215000 1 2.75 862.6 92311 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 78.61 740 36.18 1YR 11/1/2011 6 3 1 2.75 1103638881 SFR 1 OO PURCHASE N 6.75 6.75 175200 175200 1/1/2007 12/1/2036 985.5 360 80 CA 2/1/2007 N 225000 1 2.25 985.5 93702 12/14/2006 2 PA0605EI_ARM-INTONLY 0 219000 43800 100 739 39.85 NO-PREPAY 12/1/2011 6 6 2 2.25 1103638882 SFR 1 OO PURCHASE N 6.875 6.875 332000 332000 1/1/2007 12/1/2036 1902.08 360 80 CA 2/1/2007 N 415000 1 2.25 1902.08 92557 12/14/2006 8 XA1605DI_ARM-INTONLY 0 415000 83000 100 738 0 3YR 12/1/2011 5 5 2 2.25 1103638883 SFR 1 OO REFI Y 6.25 6.25 370000 369651.97 1/1/2007 12/1/2036 2100.64 360 74.75 CA 2/1/2007 Y 495000 1 2.75 2100.64 91744 12/14/2006 2 PL0605E_ARM-BALLOON 0 0 0 74.75 737 42.14 3YR 12/1/2011 6 3 1 2.75 1103638884 SFR 1 OO REFI Y 6.75 6.75 476250 476250 1/1/2007 12/1/2036 2678.91 360 75 CA 2/1/2007 N 635000 1 2.75 2678.91 90604 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 107950 92 737 37 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638885 PUD 1 OO PURCHASE N 6.375 6.375 316000 316000 1/1/2007 12/1/2036 1678.75 360 80 CA 2/1/2007 N 395000 1 2.75 1678.75 92620 12/14/2006 17 PA0605EI_ARM-INTONLY 0 395000 0 80 736 44.63 3YR 12/1/2011 6 3 1 2.75 1103638886 SFR 1 OO REFI Y 6.875 6.875 320000 320000 1/1/2007 12/1/2036 1833.33 360 79.02 CA 2/1/2007 N 405000 1 2.75 1833.33 91768 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.02 734 40.25 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638887 SFR 1 OO PURCHASE N 6.75 6.75 304000 304000 1/1/2007 12/1/2036 1710 360 80 CA 2/1/2007 N 390000 1 2.25 1710 92324 12/18/2006 2 XA0605DI_ARM-INTONLY 0 380000 76000 100 731 36.36 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638888 SFR 1 2ND REFI N 6.5 6.5 308000 308000 1/1/2007 12/1/2036 1668.33 360 79.59 NV 2/1/2007 N 387000 1 2.25 1668.33 89117 12/18/2006 8 XA1605DI_ARM-INTONLY 0 0 0 79.59 726 0 3YR 12/1/2011 5 5 2 2.25 1103638889 SFR 1 OO PURCHASE N 6.375 6.375 368000 368000 1/1/2007 12/1/2036 1955 360 80 CA 2/1/2007 N 510000 1 2.25 1955 90255 12/14/2006 2 PA0605EI_ARM-INTONLY 0 460000 92000 100 722 42.22 NO-PREPAY 12/1/2011 6 6 2 2.25 1103638890 CONDO 1 OO REFI Y 6.5 6.5 280000 280000 1/1/2007 12/1/2036 1516.67 360 80 CA 2/1/2007 N 350000 1 2.75 1516.67 91732 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 722 39.03 1YR 12/1/2011 6 3 1 2.75 1103638891 SFR 1 OO REFI Y 6.375 6.375 427000 427000 1/1/2007 12/1/2036 2268.44 360 70 CA 2/1/2007 N 610000 1 2.75 2268.44 91789 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 721 40.76 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638892 PUD 1 OO PURCHASE N 6.5 6.5 422400 422400 1/1/2007 12/1/2036 2288 360 80 CA 2/1/2007 N 530000 1 2.75 2288 91709 12/14/2006 17 PA0605EI_ARM-INTONLY 0 528000 0 80 721 41.68 3YR 12/1/2011 6 3 1 2.75 1103638893 SFR 1 OO PURCHASE N 6.625 6.625 404000 404000 1/1/2007 12/1/2036 2230.42 360 80 CA 2/1/2007 N 520000 1 2.25 2230.42 91786 12/14/2006 2 XA0605DI_ARM-INTONLY 0 505000 101000 100 721 43.08 3YR 12/1/2011 5 5 2 2.25 1103638894 SFR 1 OO REFI Y 5.625 5.625 200000 200000 1/1/2007 12/1/2036 937.5 360 40 CA 2/1/2007 N 500000 1 2.75 937.5 91710 12/14/2006 1 PA0605EI_ARM-INTONLY 0 0 0 40 716 29.33 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638895 SFR 1 OO REFI Y 6 6 492000 491960 1/1/2007 12/1/2036 2460 360 80 CA 2/1/2007 N 615000 1 2.75 2460 90042 12/18/2006 2 PA0603EI_ARM-INTONLY 0 0 0 80 714 39.26 1YR 12/1/2009 6 3 1 2.75 1103638896 CONDO 1 OO REFI N 6.875 6.875 244000 243328.99 1/1/2007 12/1/2036 1397.92 360 80 CA 2/1/2007 N 305000 1 2.75 1397.92 91766 12/14/2006 2 PA0607EI_ARM-INTONLY 0 0 0 80 714 43.16 3YR 12/1/2013 6 3 1 2.75 1103638897 SFR 1 OO REFI N 6.375 6.375 249500 249500 1/1/2007 12/1/2036 1325.47 360 75.61 WA 2/1/2007 N 330000 1 2.75 1325.47 98092 12/14/2006 17 PA0605EI_ARM-INTONLY 0 0 0 75.61 708 33.49 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638898 PUD 1 OO REFI N 6.25 6.25 616000 616000 11/1/2006 10/1/2036 3208.33 360 72.48 CA 2/1/2007 N 850000 1 2.25 3208.33 90621 12/14/2006 17 XA0607DI_ARM-INTONLY 0 0 110925 85.53 707 37.17 NO-PREPAY 10/1/2013 5 5 2 2.25 1103638899 PUD 1 OO PURCHASE N 6.75 6.75 343350 343350 1/1/2007 12/1/2036 1931.34 360 80 CA 2/1/2007 N 430000 1 2.25 1931.34 92532 12/18/2006 2 XA0605DI_ARM-INTONLY 0 429235 85847 100 704 39.99 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638900 2-4FAMILY 3 OO REFI Y 6.875 6.875 508000 508000 1/1/2007 12/1/2036 2910.42 360 80 CA 2/1/2007 N 635000 1 2.25 2910.42 90280 12/14/2006 1 XA0605DI_ARM-INTONLY 0 0 0 80 704 29.96 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638901 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 527200 527200 1/1/2007 12/1/2036 3020.42 360 80 CA 2/1/2007 N 659000 1 2.25 3020.42 90011 12/14/2006 2 XA0607DI_ARM-INTONLY 0 659000 131800 100 704 42.62 NO-PREPAY 12/1/2013 5 5 2 2.25 1103638902 SFR 1 OO REFI Y 6.5 6.5 608000 607893.33 1/1/2007 12/1/2036 3293.33 360 80 CA 2/1/2007 N 760000 1 2.25 3293.33 92880 12/14/2006 1 XA0605DI_ARM-INTONLY 0 0 38000 85 703 50.41 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638903 CONDO 1 OO PURCHASE N 6.875 6.875 268000 268000 1/1/2007 12/1/2036 1535.42 360 80 CA 2/1/2007 N 370000 1 2.25 1535.42 91104 12/14/2006 17 XA0605DI_ARM-INTONLY 0 335000 67000 100 701 42.52 3YR 12/1/2011 5 5 2 2.25 1103638907 SFR 1 NOO PURCHASE N 7 7 73500 73500 2/1/2007 1/1/2037 428.75 360 70 CO 2/1/2007 N 122000 1 3 428.75 80221 12/28/2006 1 PA1605EI_ARM-INTONLY 0 105000 26250 95 654 30.4 NO-PREPAY 1/1/2012 6 3 1 3 1103638910 PUD 1 OO REFI Y 6.125 6.125 417000 417000 1/1/2007 12/1/2036 2128.44 360 71.9 CA 2/1/2007 N 580000 1 2.25 2128.44 92879 12/14/2006 2 XA0610DI_ARM-INTONLY 0 0 0 71.9 698 43.09 3YR 12/1/2016 5 5 2 2.25 1103638911 SFR 1 OO REFI N 6.125 6.125 444000 444000 1/1/2007 12/1/2036 2266.25 360 80 CA 2/1/2007 N 555000 1 2.75 2266.25 92508 12/14/2006 17 PA0607EI_ARM-INTONLY 0 0 0 80 698 33.98 NO-PREPAY 12/1/2013 6 3 1 2.75 1103638912 SFR 1 OO PURCHASE N 6.5 6.5 409600 409600 1/1/2007 12/1/2036 2218.67 360 80 CA 2/1/2007 N 512000 1 2.75 2218.67 90606 12/19/2006 8 SA1605EI_ARM-INTONLY 0 512000 102400 100 697 0 2YR 12/1/2011 6 3 1 2.75 1103638913 CONDO 1 2ND REFI Y 6.875 6.875 195000 195000 1/1/2007 12/1/2036 1117.19 360 78 NV 2/1/2007 N 250000 1 2.75 1117.19 89015 12/14/2006 8 SA1605EI_ARM-INTONLY 0 0 30000 90 697 0 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638914 SFR 1 OO REFI Y 5.875 5.875 436150 436150 1/1/2007 12/1/2036 2135.32 360 65 CA 2/1/2007 N 671000 1 2.25 2135.32 91710 12/14/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65 696 33 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638915 SFR 1 OO REFI Y 6.25 6.25 304500 304500 1/1/2007 12/1/2036 1585.94 360 76.13 CA 2/1/2007 N 400000 1 2.75 1585.94 93543 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 76.13 694 36.45 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638916 CONDO 1 OO REFI N 6.75 6.75 226500 226375.25 1/1/2007 12/1/2036 1274.06 360 79.48 CA 2/1/2007 N 285000 1 2.75 1274.06 92707 12/14/2006 2 PA0607EI_ARM-INTONLY 0 0 30011 90.01 689 34.67 NO-PREPAY 12/1/2013 6 3 1 2.75 1103638917 PUD 1 OO REFI Y 7.5 7.5 440000 440000 1/1/2007 12/1/2036 2750 360 80 CA 2/1/2007 N 550000 1 2.25 2750 91706 12/14/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 688 32.05 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638918 CONDO 1 OO REFI Y 6 6 304000 304000 1/1/2007 12/1/2036 1520 360 80 CA 2/1/2007 N 380000 1 2.75 1520 90250 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 649 42.38 1YR 12/1/2011 6 3 1 2.75 1103638919 SFR 1 OO REFI Y 7 7 828000 828000 1/1/2007 12/1/2036 4830 360 63.7 CA 2/1/2007 N 1300000 1 2.75 4830 92592 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 63.7 649 42.14 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638920 SFR 1 OO PURCHASE N 6.625 6.625 408000 407999.5 1/1/2007 12/1/2036 2252.5 360 80 CA 2/1/2007 N 520000 1 2.75 2252.5 91103 12/19/2006 2 PA0605EI_ARM-INTONLY 0 510000 102000 100 682 49.53 1YR 12/1/2011 6 3 1 2.75 1103638921 SFR 1 OO REFI Y 5.625 5.625 498500 498500 1/1/2007 12/1/2036 2336.72 360 76.7 CA 2/1/2007 N 650000 1 2.75 2336.72 91311 12/19/2006 2 PA1603EI_ARM-INTONLY 0 0 0 76.7 680 38.05 3YR 12/1/2009 6 3 1 2.75 1103638922 SFR 1 OO PURCHASE N 6.875 6.875 288000 288000 1/1/2007 12/1/2036 1650 360 80 CA 2/1/2007 N 362000 1 2.75 1650 92530 12/14/2006 8 SA2605EI_ARM-INTONLY 0 360000 72000 100 678 0 1YR 12/1/2011 6 3 1 2.75 1103638923 SFR 1 OO PURCHASE N 6.75 6.75 327920 327920 1/1/2007 12/1/2036 1844.55 360 80 CA 2/1/2007 N 415000 1 2.25 1844.55 92376 12/14/2006 2 XA1605DI_ARM-INTONLY 0 409900 81980 100 672 48.21 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638924 SFR 1 OO REFI Y 7.375 7.375 272000 271600 1/1/2007 12/1/2036 1671.67 360 80 CA 2/1/2007 N 340000 1 2.25 1671.67 95210 12/14/2006 2 PA1610EI_ARM-INTONLY 0 0 0 80 671 35.88 NO-PREPAY 12/1/2016 6 6 2 2.25 1103638926 SFR 1 OO PURCHASE N 6.125 6.125 332000 332000 1/1/2007 12/1/2036 1694.58 360 80 CA 2/1/2007 N 415000 1 2.75 1694.58 95203 12/14/2006 2 PA1605EI_ARM-INTONLY 0 415000 83000 100 669 46.36 2YR 12/1/2011 6 3 1 2.75 1103638927 SFR 1 OO PURCHASE N 7.25 7.25 348000 348000 12/1/2006 11/1/2036 2102.5 360 80 CA 2/1/2007 N 438000 1 2.25 2102.5 90262 12/14/2006 2 XA1607DI_ARM-INTONLY 0 435000 87000 100 668 39.35 NO-PREPAY 11/1/2013 5 5 2 2.25 1103638928 SFR 1 OO REFI Y 7.875 7.875 427500 427500 1/1/2007 12/1/2036 2805.47 360 75 CA 2/1/2007 N 570000 1 2.75 2805.47 94589 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 142500 100 668 43.4 1YR 12/1/2011 6 3 1 2.75 1103638929 CONDO 1 OO PURCHASE N 6 6 350000 349299.83 1/1/2007 12/1/2036 2098.43 360 67.97 CA 2/1/2007 N 515000 1 2.75 2098.43 90275 12/14/2006 1 PA1605E_ARM 0 515000 0 67.97 666 45.08 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638930 SFR 1 OO REFI Y 7.125 7.125 231000 231000 1/1/2007 12/1/2036 1371.56 360 79.66 CA 2/1/2007 N 290000 1 2.25 1371.56 92583 12/14/2006 2 XA1605DI_ARM-INTONLY 0 0 30015 90.01 664 22.84 NO-PREPAY 12/1/2011 5 5 2 2.25 1103638931 SFR 1 NOO REFI Y 7.125 7.125 333000 333000 1/1/2007 12/1/2036 1977.19 360 74 CA 2/1/2007 N 450000 1 2.75 1977.19 92345 12/14/2006 8 SA2605EI_ARM-INTONLY 0 0 0 74 656 0 NO-PREPAY 12/1/2011 6 3 1 2.75 1103638932 SFR 1 OO REFI Y 6.25 6.25 574000 574000 1/1/2007 12/1/2036 2989.58 360 68.75 CA 2/1/2007 N 835000 1 2.25 2989.58 91789 12/14/2006 1 XA1607DI_ARM-INTONLY 0 0 0 68.75 653 51.28 NO-PREPAY 12/1/2013 5 5 2 2.25 1103638933 SFR 1 OO REFI Y 6.875 6.875 545000 544081.67 1/1/2007 12/1/2036 3580.26 360 71.72 CA 2/1/2007 N 760000 1 2.25 3580.26 92647 12/14/2006 8 XA1610D_ARM 0 0 0 71.72 653 0 3YR 12/1/2016 5 5 2 2.25 1103638934 SFR 1 OO REFI Y 6.875 6.875 436000 436000 1/1/2007 12/1/2036 2497.92 360 80 CA 2/1/2007 N 545000 1 2.25 2497.92 92584 12/14/2006 2 XA1607DI_ARM-INTONLY 0 0 0 80 661 37.76 NO-PREPAY 12/1/2013 5 5 2 2.25 1103638935 SFR 1 OO REFI N 6 6 275000 275000 1/1/2007 12/1/2036 1375 360 71.43 CA 2/1/2007 N 385000 1 2.25 1375 91764 12/14/2006 2 XA1605DI_ARM-INTONLY 0 0 0 71.43 649 32.33 3YR 12/1/2011 5 5 2 2.25 1103638936 SFR 1 OO PURCHASE N 7.875 7.875 648000 648000 12/1/2006 11/1/2036 4252.5 360 80 CA 2/1/2007 N 825000 1 2.25 4252.5 91739 12/19/2006 2 XA1605DI_ARM-INTONLY 0 810000 162000 100 648 40.65 NO-PREPAY 11/1/2011 5 5 2 2.25 1103638937 SFR 1 OO PURCHASE N 6.625 6.625 477400 477400 1/1/2007 12/1/2036 2635.65 360 80 CA 2/1/2007 N 620000 1 2.75 2635.65 91752 12/14/2006 2 PA1605EI_ARM-INTONLY 0 596772 59677 90 647 44.38 1YR 12/1/2011 6 3 1 2.75 1103638938 SFR 1 OO PURCHASE N 6.875 6.875 585000 584891.36 12/1/2006 11/1/2036 3351.56 360 90 CA 2/1/2007 N 675000 1 2.25 3351.56 90019 12/19/2006 2 BA2207DI_ARM-INTONLY 25 650000 0 90 639 37.91 NO-PREPAY 11/1/2013 5 5 2 2.25 1103638939 SFR 1 OO REFI Y 5.375 5.375 320000 319619.13 1/1/2007 12/1/2036 1623.34 360 73.74 CA 2/1/2007 Y 434000 1 2.75 1623.34 90002 12/14/2006 2 PL2603E_ARM-BALLOON 0 0 0 73.74 630 36.94 3YR 12/1/2009 6 3 1 2.75 1103638954 SFR 1 OO REFI Y 5.875 5.875 307700 307700 2/1/2007 1/1/2037 1506.45 360 54.47 CA 2/1/2007 N 565000 1 3 1506.45 92173 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 54.47 718 44.99 1YR 1/1/2012 6 3 1 3 1103638976 SFR 1 NOO PURCHASE N 6.875 6.875 352000 352000 1/1/2007 12/1/2036 2016.67 360 80 CA 2/1/2007 N 455000 1 3 2016.67 92509 12/29/2006 1 PA0605EI_ARM-INTONLY 0 440000 66000 95 771 43.55 1YR 12/1/2011 6 3 1 3 1103638986 SFR 1 NOO PURCHASE N 11.575 11.575 66000 65958.31 1/1/2007 12/1/2036 657.37 360 15 CA 2/1/2007 N 445000 2 0 657.37 92509 12/29/2006 1 TF0630_FIXEDRATE 0 440000 0 95 771 40.53 1YR 0 0 0 0 1103639022 2-4FAMILY 2 OO REFI N 6 6 393500 393500 2/1/2007 1/1/2037 1967.5 360 61.49 CA 2/1/2007 N 640000 1 2.5 1967.5 92102 12/29/2006 2 PA1607EI_ARM-INTONLY 0 0 0 61.49 677 16.66 3YR 1/1/2014 6 3 1 2.5 1103639050 SFR 1 OO REFI Y 6.25 6.25 417000 416604.34 2/1/2007 1/1/2037 2567.54 360 46.86 CA 2/1/2007 N 890000 1 0 2567.54 94501 12/21/2006 1 PF0630_FIXEDRATE 0 0 75000 55.29 742 31.96 1YR 0 0 0 0 1103639066 PUD 1 NOO REFI Y 6.75 6.75 345000 342940.63 2/1/2007 1/1/2037 1940.63 360 58.48 CA 2/1/2007 N 590000 1 0 1940.63 93463 1/5/2007 8 SF0630I_FIX-INTONLY 0 0 0 58.48 743 0 NO-PREPAY 0 0 0 0 1103639071 SFR 1 OO PURCHASE N 8.25 8.25 372000 372000 2/1/2007 1/1/2037 2557.5 360 80 CA 2/1/2007 N 465000 1 3 2557.5 92509 12/29/2006 2 PA1605EI_ARM-INTONLY 0 465000 69750 95 668 38.13 3YR 1/1/2012 6 3 1 3 1103639115 SFR 1 NOO PURCHASE N 11.875 11.875 49000 48971.03 1/1/2007 12/1/2021 499.31 180 10 CA 2/1/2007 Y 490000 2 0 499.31 95973 12/22/2006 2 TB0630_BALLOON 0 490000 0 90 704 20.85 3YR 0 0 0 0 1103639173 CONDO 1 NOO PURCHASE N 12.25 12.25 31500 31482.86 1/1/2007 12/1/2021 330.09 180 10 CA 2/1/2007 Y 315000 2 0 330.09 95835 12/26/2006 2 TB0630_BALLOON 0 315000 0 90 755 29.63 3YR 0 0 0 0 1103639182 CONDO 1 OO REFI Y 6.25 6.25 350000 350000 1/1/2007 12/1/2036 1822.92 360 32.72 CA 2/1/2007 N 1070000 1 2.75 1822.92 94115 12/18/2006 1 XA0605DI_ARM-INTONLY 0 0 0 32.72 723 31.7 NO-PREPAY 12/1/2011 5 5 2 2.75 1103639184 SFR 1 OO REFI N 5.875 5.875 505000 505000 1/1/2007 12/1/2036 2472.4 360 66.45 CA 2/1/2007 N 760000 1 2.25 2472.4 94560 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 66.45 773 22.43 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639185 SFR 1 OO REFI Y 6.25 6.25 348000 348000 1/1/2007 12/1/2036 1812.5 360 80 CA 2/1/2007 N 435000 1 2.25 1812.5 95687 12/18/2006 1 PA1605EI_ARM-INTONLY 0 0 24969 85.74 675 43.67 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639187 SFR 1 OO PURCHASE N 6.75 6.75 359700 359078.86 1/1/2007 12/1/2036 2333.01 360 79.99 CA 2/1/2007 N 452000 1 2.25 2333.01 92509 12/18/2006 2 PA1605E_ARM 0 449687 89992 100 657 22.53 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639188 SFR 1 NOO REFI N 6.75 6.75 384000 384000 1/1/2007 12/1/2036 2160 360 56.89 CA 2/1/2007 N 675000 1 2.25 2160 95127 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 56.89 685 47.63 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639189 SFR 1 OO REFI Y 6.375 6.375 550000 550000 1/1/2007 12/1/2036 2921.88 360 45.53 CA 2/1/2007 N 1208000 1 2.25 2921.88 94941 12/18/2006 8 SA2605EI_ARM-INTONLY 0 0 0 45.53 631 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639190 SFR 1 OO PURCHASE N 6.875 6.875 862000 862000 1/1/2007 12/1/2036 4938.54 360 80 CA 2/1/2007 N 1077500 1 2.25 4938.54 94556 12/18/2006 8 XA2605EI_ARM-INTONLY 0 1077500 0 80 651 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639191 SFR 1 2ND PURCHASE N 6.875 6.875 198000 198000 1/1/2007 12/1/2036 1134.38 360 79.84 CA 2/1/2007 N 248000 1 2.25 1134.38 95446 12/18/2006 1 PA0605EI_ARM-INTONLY 0 248000 25224 90.01 692 48.17 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639193 CONDO 1 OO REFI N 6.875 6.875 241600 241600 1/1/2007 12/1/2036 1384.17 360 80 CA 2/1/2007 N 302000 1 2.25 1384.17 95691 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 44998 94.9 667 41.1 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639196 PUD 1 OO REFI Y 6.625 6.625 200000 200000 1/1/2007 12/1/2036 1104.17 360 42.56 CA 2/1/2007 N 470000 1 2.25 1104.17 95060 12/18/2006 12 XA2605EI_ARM-INTONLY 0 0 0 42.56 634 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639197 SFR 1 OO PURCHASE N 6.75 6.75 268750 268750 1/1/2007 12/1/2036 1511.72 360 80 NV 2/1/2007 N 336000 1 2.25 1511.72 89145 12/18/2006 8 SA1605EI_ARM-INTONLY 0 335950 67230 100 769 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639198 SFR 1 NOO PURCHASE N 6.75 6.75 206500 206500 1/1/2007 12/1/2036 1161.56 360 70 CA 2/1/2007 N 350000 1 2.25 1161.56 95691 12/18/2006 8 SA1605EI_ARM-INTONLY 0 295000 59000 90 687 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639199 SFR 1 OO REFI Y 6.625 6.625 432000 432000 1/1/2007 12/1/2036 2385 360 80 CA 2/1/2007 N 540000 1 2.25 2385 94803 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 81000 95 718 45.21 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639201 CONDO 1 NOO PURCHASE N 7.5 7.5 393750 393750 1/1/2007 12/1/2036 2460.94 360 75 NV 2/1/2007 N 525000 1 2.25 2460.94 89109 12/18/2006 12 XA1605EI_ARM-INTONLY 0 525000 0 75 709 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639202 SFR 1 OO PURCHASE N 6.875 6.875 175200 175200 1/1/2007 12/1/2036 1003.75 360 80 NV 2/1/2007 N 220000 1 2.25 1003.75 89030 12/18/2006 2 PA0605EI_ARM-INTONLY 0 219000 43800 100 701 41.96 3YR 12/1/2011 6 6 2 2.25 1103639203 SFR 1 NOO REFI Y 6.875 6.875 354000 354000 1/1/2007 12/1/2036 2028.13 360 71.66 CA 2/1/2007 N 494000 1 2.25 2028.13 92019 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 0 71.66 644 37.75 3YR 12/1/2011 6 6 2 2.25 1103639205 SFR 1 OO REFI Y 6.625 6.625 216000 215987.03 1/1/2007 12/1/2036 1192.5 360 78.55 NV 2/1/2007 N 275000 1 2.25 1192.5 89102 12/18/2006 1 PA0605EI_ARM-INTONLY 0 0 0 78.55 732 27.58 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639206 SFR 1 OO PURCHASE N 6 6 388000 388000 1/1/2007 12/1/2036 1940 360 80 CA 2/1/2007 N 485000 1 2.25 1940 93446 12/18/2006 1 PA0605EI_ARM-INTONLY 0 485000 97000 100 704 44.4 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639207 SFR 1 OO REFI N 6.75 6.75 641250 641250 1/1/2007 12/1/2036 3607.03 360 75 CA 2/1/2007 N 855000 1 2.25 3607.03 95746 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 213750 100 705 33.69 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639208 SFR 1 OO PURCHASE N 6.875 6.875 552800 552800 1/1/2007 12/1/2036 3167.08 360 80 CA 2/1/2007 N 691000 1 2.25 3167.08 91360 12/18/2006 2 PA1605EI_ARM-INTONLY 0 691000 138200 100 670 45.46 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639209 SFR 1 OO PURCHASE N 6.75 6.75 260000 260000 1/1/2007 12/1/2036 1462.5 360 80 CA 2/1/2007 N 334000 1 2.25 1462.5 95765 12/18/2006 2 PA0605EI_ARM-INTONLY 0 325000 65000 100 697 41.35 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639210 SFR 1 OO PURCHASE N 6.125 6.125 296000 296000 1/1/2007 12/1/2036 1510.83 360 80 CA 2/1/2007 N 370000 1 2.25 1510.83 95662 12/18/2006 2 PA0605EI_ARM-INTONLY 0 370000 74000 100 725 36.13 NO-PREPAY 12/1/2011 6 6 2 2.25 1103639216 SFR 1 NOO PURCHASE N 7.375 7.375 228000 228000 1/1/2007 12/1/2036 1401.25 360 80 CA 2/1/2007 N 285000 1 3 1401.25 95965 12/28/2006 2 PA0605EI_ARM-INTONLY 0 285000 28500 90 751 10.68 3YR 12/1/2011 6 3 1 3 1103639220 SFR 1 NOO PURCHASE N 11.875 11.875 28500 28483.14 1/1/2007 12/1/2021 290.42 180 10 CA 2/1/2007 Y 285000 2 0 290.42 95965 12/28/2006 2 TB0630_BALLOON 0 285000 0 90 751 10.68 3YR 0 0 0 0 1103639222 SFR 1 NOO PURCHASE N 8.35 8.35 123750 123750 2/1/2007 1/1/2037 861.09 360 75 FL 2/1/2007 N 165000 1 3 861.09 33852 12/18/2006 2 PA1605EI_ARM-INTONLY 0 165000 33000 95 647 45 1YR 1/1/2012 6 3 1 3 1103639223 SFR 1 NOO PURCHASE N 13.95 13.95 33000 32993.93 2/1/2007 1/1/2022 389.7 180 20 FL 2/1/2007 Y 165000 2 0 389.7 33852 12/18/2006 2 TB1630_BALLOON 0 165000 0 95 647 45 1YR 0 0 0 0 1103639266 SFR 1 NOO PURCHASE N 6.875 6.875 361600 361600 2/1/2007 1/1/2037 2071.67 360 80 CA 2/1/2007 N 452000 1 3 2071.67 95954 12/29/2006 2 PA0605EI_ARM-INTONLY 0 452000 45200 90 777 22.16 3YR 1/1/2012 6 3 1 3 1103639267 SFR 1 NOO PURCHASE N 11.875 11.875 45200 45186.7 2/1/2007 1/1/2022 460.59 180 10 CA 2/1/2007 Y 452000 2 0 460.59 95954 12/29/2006 2 TB0630_BALLOON 0 452000 0 90 777 22.16 3YR 0 0 0 0 1103639275 SFR 1 NOO PURCHASE N 6.875 6.875 332000 332000 2/1/2007 1/1/2037 1902.08 360 80 CA 2/1/2007 N 415000 1 3 1902.08 95926 12/27/2006 2 PA0605EI_ARM-INTONLY 0 415000 41500 90 769 30.03 3YR 1/1/2012 6 3 1 3 1103639283 SFR 1 NOO PURCHASE N 10.875 10.875 41500 41484.79 2/1/2007 1/1/2022 391.3 180 10 CA 2/1/2007 Y 415000 2 0 391.3 95926 12/27/2006 2 TB0630_BALLOON 0 415000 0 90 769 30.03 3YR 0 0 0 0 1103639344 SFR 1 NOO REFI N 6.375 6.375 399000 399000 2/1/2007 1/1/2037 2119.69 360 65.52 CA 2/1/2007 N 609000 1 0 2119.69 94601 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 65.52 700 36.78 3YR 0 0 0 0 1103639397 2-4FAMILY 2 NOO REFI N 6.375 6.375 395000 395000 2/1/2007 1/1/2037 2098.44 360 68.11 CA 2/1/2007 N 580000 1 0 2098.44 94605 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 0 68.11 707 35.21 3YR 0 0 0 0 1103639419 SFR 1 NOO REFI Y 9.25 9.25 375000 374805.6 2/1/2007 1/1/2037 3085.03 360 89.93 CA 2/1/2007 N 417000 1 3.5 3085.03 95519 1/3/2007 2 PA0405E_ARM 25 0 0 89.93 704 41.8 NO-PREPAY 1/1/2012 6 3 1 3.5 1103639443 D-PUDS 1 2ND REFI Y 7.795 7.795 451000 451000 2/1/2007 1/1/2037 2929.62 360 71.03 FL 2/1/2007 N 635000 1 3 2929.62 33178 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 71.03 45 1YR 1/1/2012 6 3 1 3 1103639466 SFR 1 NOO PURCHASE N 6.875 6.875 384000 384000 2/1/2007 1/1/2037 2200 360 80 CA 2/1/2007 N 480000 1 3 2200 95301 12/28/2006 2 PA0605EI_ARM-INTONLY 0 480000 48000 90 751 25.51 3YR 1/1/2012 6 3 1 3 1103639472 SFR 1 NOO PURCHASE N 11.875 11.875 48000 47985.88 2/1/2007 1/1/2022 489.12 180 10 CA 2/1/2007 Y 480000 2 0 489.12 95301 12/28/2006 2 TB0630_BALLOON 0 480000 0 90 751 25.51 3YR 0 0 0 0 1103639509 SFR 1 OO REFI N 7.5 7.5 344000 344000 1/1/2007 12/1/2036 2150 360 80 CA 2/1/2007 N 430000 1 2.75 2150 91767 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 86000 100 676 42.371 3YR 12/1/2011 6 3 1 7.5 1103639510 SFR 1 OO PURCHASE N 6.125 6.125 476000 476000 1/1/2007 12/1/2036 2429.58 360 80 CA 2/1/2007 N 609000 1 2.75 2429.58 92840 12/29/2006 2 PA0605EI_ARM-INTONLY 0 595000 119000 100 730 44.14 3YR 12/1/2011 6 3 1 6.125 1103639511 SFR 1 OO PURCHASE N 7.625 7.625 228000 227668.91 1/1/2007 12/1/2036 1613.77 360 80 CT 2/1/2007 N 300000 1 2.75 1613.77 06460 12/29/2006 2 PA1605E_ARM 0 285000 57000 100 676 44.641 3YR 12/1/2011 6 3 1 7.625 1103639513 SFR 1 OO PURCHASE N 6.75 6.75 174400 174400 1/1/2007 12/1/2036 981 360 80 FL 2/1/2007 N 249000 1 2.75 981 34953 12/29/2006 2 PA0605EI_ARM-INTONLY 0 218000 43600 100 787 30.17 3YR 12/1/2011 6 3 1 6.75 1103639515 PUD 1 OO PURCHASE N 6.125 6.125 857209 857209 1/1/2007 12/1/2036 4375.34 360 63.16 AZ 2/1/2007 N 1360000 1 2.75 4375.34 85255 12/29/2006 2 PA0605EI_ARM-INTONLY 0 1357209 0 63.16 770 39.64 1YR 12/1/2011 6 3 1 6.125 1103639517 TOWNHOUSE 1 OO REFI Y 8.25 8.25 104000 104000 1/1/2007 12/1/2036 715 360 80 DE 2/1/2007 N 130000 1 2.75 715 19801 12/29/2006 1 PA2605EI_ARM-INTONLY 0 0 26000 100 623 43.573 1YR 12/1/2011 6 3 1 8.25 1103639518 PUD 1 OO PURCHASE N 6 6 1200000 1200000 1/1/2007 12/1/2036 6000 360 66.67 AZ 2/1/2007 N 1800000 1 3.25 6000 85262 12/29/2006 2 XA1605EI_ARM-INTONLY 0 1800000 400000 88.89 675 29.479 1YR 12/1/2011 5 5 1 6 1103639519 SFR 1 OO PURCHASE N 6.625 6.625 383200 383200 1/1/2007 12/1/2036 2115.58 360 80 CA 2/1/2007 N 480000 1 2.75 2115.58 90262 12/29/2006 2 PA0605EI_ARM-INTONLY 0 479000 95800 100 683 39 3YR 12/1/2011 6 3 1 6.625 1103639520 SFR 1 OO PURCHASE N 6.375 6.375 444000 444000 1/1/2007 12/1/2036 2358.75 360 80 CA 2/1/2007 N 555000 1 2.75 2358.75 90037 12/29/2006 2 PA1605EI_ARM-INTONLY 0 555000 111000 100 674 39.612 3YR 12/1/2011 6 3 1 6.375 1103639521 PUD 1 NOO PURCHASE N 8.75 8.75 232000 232000 1/1/2007 12/1/2036 1691.67 360 80 MD 2/1/2007 N 295000 1 2.75 1691.67 20707 12/29/2006 2 PA1605EI_ARM-INTONLY 0 290000 43500 95 649 48.31 NO-PREPAY 12/1/2011 6 3 1 8.75 1103639524 2-4FAMILY 3 OO PURCHASE N 7.25 7.25 312000 312000 1/1/2007 12/1/2036 1885 360 80 CT 2/1/2007 N 390000 1 2.75 1885 06610 12/29/2006 2 PA0605EI_ARM-INTONLY 0 390000 78000 100 741 36.92 3YR 12/1/2011 6 3 1 7.25 1103639525 PUD 1 OO PURCHASE N 7.375 7.375 420000 420000 1/1/2007 12/1/2036 2581.25 360 80 CA 2/1/2007 N 525000 1 2.75 2581.25 91784 12/29/2006 8 SA1605EI_ARM-INTONLY 0 525000 105000 100 707 0 3YR 12/1/2011 6 3 1 7.375 1103639527 SFR 1 OO REFI N 6.99 6.99 255200 255200 1/1/2007 12/1/2036 1486.54 360 80 CA 2/1/2007 N 319000 1 2.75 1486.54 93657 12/29/2006 8 SA1605EI_ARM-INTONLY 0 0 63800 100 720 0 3YR 12/1/2011 6 3 1 6.99 1103639529 SFR 1 OO REFI N 6.125 6.125 1658400 1658400 1/1/2007 12/1/2036 8464.75 360 17.46 CA 2/1/2007 N 9500000 1 2.75 8464.75 90049 12/29/2006 2 PA1610EI_ARM-INTONLY 0 0 0 17.46 677 24.176 NO-PREPAY 12/1/2016 6 5 1 6.125 1103639530 PUD 1 OO PURCHASE N 7.25 7.25 124128 123664.28 1/1/2007 12/1/2036 846.77 360 80 TX 2/1/2007 N 158000 1 2.75 846.77 77388 12/29/2006 2 PA1605E_ARM 0 155160 31032 100 661 45.054 3YR 12/1/2011 6 3 1 7.25 1103639531 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 488000 488000 1/1/2007 12/1/2036 2795.83 360 80 CA 2/1/2007 N 610000 1 2.75 2795.83 90304 12/29/2006 2 PA0605EI_ARM-INTONLY 0 610000 122000 100 804 43.998 3YR 12/1/2011 6 3 1 6.875 1103639532 PUD 1 NOO REFI N 6.875 6.875 416000 416000 1/1/2007 12/1/2036 2383.33 360 58.11 VA 2/1/2007 N 716000 1 2.75 2383.33 22553 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 58.11 730 17.88 3YR 12/1/2011 6 3 1 6.875 1103639533 PUD 1 NOO REFI N 6.875 6.875 346000 346000 1/1/2007 12/1/2036 1982.29 360 49.46 VA 2/1/2007 N 699600 1 2.75 1982.29 22553 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 49.46 730 25.062 3YR 12/1/2011 6 3 1 6.875 1103639534 SFR 1 OO REFI Y 7 7 332000 331454.14 1/1/2007 12/1/2036 2208.8 360 80 MD 2/1/2007 N 415000 1 2.75 2208.8 20716 12/29/2006 12 SA2605E_ARM 0 0 0 80 667 0 NO-PREPAY 12/1/2011 6 3 1 7 1103639535 SFR 1 OO PURCHASE N 6.99 6.99 300000 300000 1/1/2007 12/1/2036 1747.5 360 80 CA 2/1/2007 N 375000 1 2.75 1747.5 92372 12/29/2006 2 PA1605EI_ARM-INTONLY 0 375000 56250 95 644 37.42 3YR 12/1/2011 6 3 1 6.99 1103639536 SFR 1 NOO PURCHASE N 7.625 7.625 155920 155920 1/1/2007 12/1/2036 990.74 360 80 VA 2/1/2007 N 197000 1 2.75 990.74 23504 12/29/2006 2 PA1605EI_ARM-INTONLY 0 194900 29235 95 654 41.256 3YR 12/1/2011 6 3 1 7.625 1103639537 2-4FAMILY 4 OO PURCHASE N 7.25 7.25 502000 502000 1/1/2007 12/1/2036 3032.92 360 80 CA 2/1/2007 N 627500 1 2.75 3032.92 90003 12/29/2006 2 PA0605EI_ARM-INTONLY 0 627500 125500 100 728 41.465 1YR 12/1/2011 6 3 1 7.125 1103639538 PUD 1 OO PURCHASE N 7.25 7.25 244000 244000 1/1/2007 12/1/2036 1474.17 360 80 FL 2/1/2007 N 320000 1 2.75 1474.17 34761 12/29/2006 2 PA1605EI_ARM-INTONLY 0 305000 61000 100 645 44.868 3YR 12/1/2011 6 3 1 7.25 1103639539 SFR 1 OO REFI N 6.375 6.375 380000 379294.21 1/1/2007 12/1/2036 2370.71 360 80 CT 2/1/2007 N 475000 1 2.75 2370.71 06854 12/29/2006 12 SA1605E_ARM 0 0 0 80 751 0 3YR 12/1/2011 6 3 1 6.375 1103639541 PUD 1 NOO PURCHASE N 6.75 6.75 184000 183935 1/1/2007 12/1/2036 1035 360 80 AZ 2/1/2007 N 236000 1 2.75 1035 85041 12/29/2006 17 PA0605EI_ARM-INTONLY 0 230000 0 80 693 32.146 3YR 12/1/2011 6 3 1 6.75 1103639542 SFR 1 OO REFI N 6.875 6.875 136125 135895.63 1/1/2007 12/1/2036 894.24 360 75 FL 2/1/2007 N 181500 1 2.75 894.24 32927 12/29/2006 12 SA2610E_ARM 0 0 0 75 660 0 3YR 12/1/2016 6 5 1 6.875 1103639543 PUD 1 NOO PURCHASE N 8.75 8.75 262240 262240 1/1/2007 12/1/2036 1912.17 360 80 CO 2/1/2007 N 330000 1 2.75 1912.17 80234 12/29/2006 8 SA1605EI_ARM-INTONLY 0 327800 49170 95 688 0 3YR 12/1/2011 6 3 1 8.75 1103639544 SFR 1 OO PURCHASE N 8.375 8.375 352000 352000 1/1/2007 12/1/2036 2456.67 360 80 IL 2/1/2007 N 440000 1 2.75 2456.67 60411 12/29/2006 17 PA0605EI_ARM-INTONLY 0 440000 88000 100 726 39.572 NO-PREPAY 12/1/2011 6 3 1 8.375 1103639545 SFR 1 OO PURCHASE N 6.375 6.375 280000 280000 1/1/2007 12/1/2036 1487.5 360 80 CA 2/1/2007 N 350000 1 2.75 1487.5 90011 12/29/2006 2 PA1605EI_ARM-INTONLY 0 350000 70000 100 673 33.719 3YR 12/1/2011 6 3 1 6.375 1103639566 SFR 1 OO PURCHASE N 7.125 7.125 240000 240000 1/1/2007 12/1/2036 1425 360 75 VA 2/1/2007 N 320000 1 4 1425 23454 12/27/2006 8 SA2605EI_ARM-INTONLY 0 320000 80000 100 691 0 2YR 12/1/2011 6 6 2 4 1103639569 2-4FAMILY 2 OO PURCHASE N 7.125 7.125 96750 96750 1/1/2007 12/1/2036 574.45 360 75 VA 2/1/2007 N 140000 1 4 574.45 23504 12/27/2006 12 SA0605EI_ARM-INTONLY 0 129000 19350 90 690 0 2YR 12/1/2011 6 6 2 4 1103639570 TOWNHOUSE 1 OO REFI Y 7.125 7.125 322500 322500 1/1/2007 12/1/2036 1914.84 360 75 MD 2/1/2007 N 430000 1 4 1914.84 21113 12/27/2006 8 SA0605EI_ARM-INTONLY 0 0 107500 100 681 0 2YR 12/1/2011 6 6 2 4 1103639574 CONDO 1 OO REFI Y 7.25 7.25 202500 202500 1/1/2007 12/1/2036 1223.44 360 73.64 MD 2/1/2007 N 275000 1 4 1223.44 20879 12/27/2006 8 SA2605EI_ARM-INTONLY 0 0 59750 95.37 626 0 2YR 12/1/2011 6 6 2 4 1103639576 SFR 1 OO PURCHASE N 8.75 8.75 448000 448000 1/1/2007 12/1/2036 3266.67 360 80 VA 2/1/2007 N 675000 1 4 3266.67 22101 12/27/2006 8 SA2605EI_ARM-INTONLY 0 560000 112000 100 636 0 2YR 12/1/2011 6 6 2 4 1103639577 TOWNHOUSE 1 OO REFI N 6.375 6.375 316600 316549.66 1/1/2007 12/1/2036 1681.94 360 79.15 MD 2/1/2007 N 400000 1 4 1681.94 21666 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.15 720 47.56 2YR 12/1/2011 6 6 2 4 1103639578 TOWNHOUSE 1 OO PURCHASE N 7.25 7.25 319900 319900 1/1/2007 12/1/2036 1932.73 360 80 MD 2/1/2007 N 402000 1 4 1932.73 20879 12/27/2006 8 SA0605EI_ARM-INTONLY 0 399900 79950 99.99 687 0 2YR 12/1/2011 6 6 2 4 1103639581 TOWNHOUSE 1 OO PURCHASE N 7.125 7.125 434850 434850 1/1/2007 12/1/2036 2581.92 360 80 VA 2/1/2007 N 566000 1 4 2581.92 22407 12/27/2006 12 SA2605EI_ARM-INTONLY 0 543616 54350 89.99 679 0 2YR 12/1/2011 6 6 2 4 1103639594 SFR 1 NOO PURCHASE N 12.25 12.25 35000 34980.96 1/1/2007 12/1/2021 366.76 180 20 VA 2/1/2007 Y 210000 2 0 366.76 23220 12/27/2006 8 UB1330_BALLOON 0 175000 0 95 671 0 2YR 0 0 0 0 1103639624 SFR 1 NOO REFI Y 7.75 7.75 64000 63909.37 1/1/2007 12/1/2036 458.5 360 80 TN 2/1/2007 N 80000 1 3.25 458.5 37917 12/18/2006 2 XA1605D_ARM 0 0 0 80 657 24.02 1YR 12/1/2011 5 5 2 3.25 1103639625 SFR 1 NOO REFI Y 6.5 6.5 455000 455000 1/1/2007 12/1/2036 2464.58 360 65 NJ 2/1/2007 N 700000 1 3.25 2464.58 07740 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 99960 79.28 687 36 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639626 TOWNHOUSE 1 NOO PURCHASE N 7.125 7.125 104000 104000 1/1/2007 12/1/2036 617.5 360 80 FL 2/1/2007 N 196000 1 3.25 617.5 32250 12/18/2006 2 XA0605DI_ARM-INTONLY 0 130000 0 80 748 26.34 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639627 TOWNHOUSE 1 NOO PURCHASE N 7.125 7.125 104000 104000 1/1/2007 12/1/2036 617.5 360 80 FL 2/1/2007 N 196000 1 3.25 617.5 32250 12/18/2006 2 XA0605DI_ARM-INTONLY 0 130000 0 80 748 26.34 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639628 SFR 1 NOO PURCHASE N 7 7 417000 417000 1/1/2007 12/1/2036 2432.5 360 66.2 CA 2/1/2007 N 630000 1 3.25 2432.5 92505 12/18/2006 2 XA1605DI_ARM-INTONLY 0 630000 0 66.2 654 35.03 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639629 SFR 1 NOO PURCHASE N 7 7 143600 143600 1/1/2007 12/1/2036 837.67 360 80 UT 2/1/2007 N 180000 1 3.25 837.67 84058 12/18/2006 2 XA0605DI_ARM-INTONLY 0 179500 17950 90 710 43.35 3YR 12/1/2011 5 5 2 3.25 1103639630 SFR 1 NOO REFI Y 6.875 6.875 309600 309600 1/1/2007 12/1/2036 1773.75 360 80 AZ 2/1/2007 N 387000 1 3.25 1773.75 85257 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 690 38.16 3YR 12/1/2011 5 5 2 3.25 1103639631 SFR 1 NOO REFI Y 6.5 6.5 154000 154000 1/1/2007 12/1/2036 834.17 360 53.48 AZ 2/1/2007 N 288000 1 3.25 834.17 85013 12/18/2006 12 XA0605DI_ARM-INTONLY 0 0 0 53.48 683 0 3YR 12/1/2011 5 5 2 3.25 1103639632 SFR 1 NOO REFI Y 6.5 6.5 253500 253500 1/1/2007 12/1/2036 1373.13 360 65 CA 2/1/2007 N 390000 1 3.25 1373.13 95377 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 65 659 37.05 1YR 12/1/2011 5 5 2 3.25 1103639633 SFR 1 NOO REFI Y 6.5 6.5 245000 245000 1/1/2007 12/1/2036 1327.08 360 56.98 CA 2/1/2007 N 430000 1 3.25 1327.08 95377 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 56.98 659 36.69 1YR 12/1/2011 5 5 2 3.25 1103639634 CONDO 1 NOO REFI Y 6.875 6.875 529750 529750 1/1/2007 12/1/2036 3035.03 360 65 CA 2/1/2007 N 815000 1 3.25 3035.03 93546 12/18/2006 8 XA0605DI_ARM-INTONLY 0 0 0 65 769 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639635 2-4FAMILY 2 NOO REFI Y 7 7 118000 118000 12/1/2006 11/1/2036 688.33 360 80 CT 2/1/2007 N 147500 1 3.25 688.33 06705 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 652 27.06 1YR 11/1/2011 5 5 2 3.25 1103639636 SFR 1 NOO REFI Y 6.75 6.75 237000 237000 1/1/2007 12/1/2036 1333.13 360 67.72 MD 2/1/2007 N 350000 1 3.25 1333.13 20748 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 67.72 672 30.04 3YR 12/1/2011 5 5 2 3.25 1103639637 SFR 1 OO REFI N 6.5 6.5 202000 201633.79 1/1/2007 12/1/2036 1276.78 360 79.22 NH 2/1/2007 N 255000 1 2.25 1276.78 03835 12/18/2006 1 XA2605D_ARM 0 0 25016 89.03 637 45 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639638 SFR 1 OO REFI Y 6.25 6.25 175000 174667.03 1/1/2007 12/1/2036 1077.51 360 70 ME 2/1/2007 N 250000 1 2.25 1077.51 04092 12/18/2006 2 XA0605D_ARM 0 0 0 70 705 30.75 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639639 SFR 1 OO PURCHASE N 7 7 226800 226800 1/1/2007 12/1/2036 1323 360 80 MA 2/1/2007 N 289000 1 2.25 1323 02648 12/18/2006 1 XA1605DI_ARM-INTONLY 0 283500 56700 100 669 43.6 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639640 SFR 1 OO PURCHASE N 5.375 5.375 550800 550800 1/1/2007 12/1/2036 2467.13 360 80 NJ 2/1/2007 N 725500 1 2.25 2467.13 08003 12/18/2006 1 XA0605DI_ARM-INTONLY 0 688500 0 80 792 35.64 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639641 PUD 1 OO REFI Y 5.875 5.875 592000 592000 1/1/2007 12/1/2036 2898.33 360 65.64 VA 2/1/2007 N 902000 1 2.25 2898.33 20187 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65.64 764 42.93 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639642 PUD 1 OO PURCHASE N 6.25 6.25 495000 495000 1/1/2007 12/1/2036 2578.13 360 58.58 CA 2/1/2007 N 875000 1 2.25 2578.13 94952 12/18/2006 2 XA0605DI_ARM-INTONLY 0 845000 0 58.58 796 42.67 NO-PREPAY 12/1/2011 5 5 2 2.25 1103639643 SFR 1 OO REFI Y 5.875 5.875 873000 873000 1/1/2007 12/1/2036 4274.06 360 74.94 CA 2/1/2007 N 1165000 1 2.25 4274.06 95070 12/18/2006 1 XA0605DI_ARM-INTONLY 0 0 0 74.94 690 43.4 3YR 12/1/2011 5 5 2 2.25 1103639644 CONDO 1 OO PURCHASE N 6.5 6.5 410000 409256.7 1/1/2007 12/1/2036 2591.48 360 69.5 CA 2/1/2007 N 640000 1 3.25 2591.48 92782 12/18/2006 12 XA0605D_ARM 0 590000 0 69.5 743 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639645 SFR 1 OO REFI Y 6.5 6.5 266000 265517.76 1/1/2007 12/1/2036 1681.3 360 67.18 MD 2/1/2007 N 396000 1 3.25 1681.3 20601 12/18/2006 2 XA1605D_ARM 0 0 0 67.18 666 27.79 3YR 12/1/2011 5 5 2 3.25 1103639646 SFR 1 OO PURCHASE N 7.375 7.375 1333500 1333500 1/1/2007 12/1/2036 8195.47 360 70 NJ 2/1/2007 N 2000000 1 3.25 8195.47 07722 12/18/2006 2 XA0605DI_ARM-INTONLY 0 1905000 381000 90 684 37 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639647 2-4FAMILY 2 OO REFI N 6.625 6.625 368000 368000 1/1/2007 12/1/2036 2031.67 360 80 MA 2/1/2007 N 460000 1 3.25 2031.67 01960 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 92000 100 716 44 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639648 SFR 1 OO REFI Y 6.625 6.625 1333800 1333800 1/1/2007 12/1/2036 7363.69 360 60 FL 2/1/2007 N 2223000 1 3.25 7363.69 32080 12/18/2006 12 XA0605DI_ARM-INTONLY 0 0 0 60 681 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639649 SFR 1 OO PURCHASE N 7 7 454139 454134 1/1/2007 12/1/2036 2649.14 360 70 IL 2/1/2007 N 650000 1 3.25 2649.14 60103 12/18/2006 8 XA0605DI_ARM-INTONLY 0 648771 194631 100 704 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639650 2-4FAMILY 2 OO REFI Y 6.875 6.875 480000 480000 1/1/2007 12/1/2036 2750 360 75 NJ 2/1/2007 N 640000 1 3.25 2750 07407 12/18/2006 8 XA1605DI_ARM-INTONLY 0 0 128000 95 668 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639651 SFR 1 OO PURCHASE N 6.5 6.5 616000 616000 1/1/2007 12/1/2036 3336.67 360 80 CA 2/1/2007 N 770000 1 3.25 3336.67 95129 12/18/2006 2 XA0605DI_ARM-INTONLY 0 770000 149996 99.48 689 45.71 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639652 PUD 1 OO PURCHASE N 6.75 6.75 244000 244000 1/1/2007 12/1/2036 1372.5 360 80 CA 2/1/2007 N 305000 1 3.25 1372.5 95401 12/18/2006 2 XA0605DI_ARM-INTONLY 0 305000 61000 100 810 49.99 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639653 SFR 1 OO PURCHASE N 6.375 6.375 583200 583200 1/1/2007 12/1/2036 3098.25 360 80 CA 2/1/2007 N 759500 1 3.25 3098.25 95492 12/18/2006 2 XA0605DI_ARM-INTONLY 0 729000 109350 95 707 46.35 3YR 12/1/2011 5 5 2 3.25 1103639654 SFR 1 OO REFI N 6.375 6.375 324000 324000 1/1/2007 12/1/2036 1721.25 360 80 CA 2/1/2007 N 405000 1 3.25 1721.25 90002 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 81000 100 698 43.11 3YR 12/1/2011 5 5 2 3.25 1103639655 CONDO 1 OO REFI Y 6.875 6.875 240000 239990.07 1/1/2007 12/1/2036 1375 360 80 AZ 2/1/2007 N 300000 1 3.25 1375 85268 12/18/2006 1 XA1605DI_ARM-INTONLY 0 0 0 80 649 43.05 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639656 SFR 1 OO REFI Y 7.25 7.25 196000 195999.99 1/1/2007 12/1/2036 1184.17 360 80 AZ 2/1/2007 N 245000 1 3.25 1184.17 85301 12/18/2006 1 XA2605DI_ARM-INTONLY 0 0 49000 100 629 30.93 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639657 PUD 1 OO PURCHASE N 6.375 6.375 150000 150000 1/1/2007 12/1/2036 796.88 360 30.62 AZ 2/1/2007 N 490000 1 3.25 796.88 86351 12/18/2006 12 XA0605DI_ARM-INTONLY 0 490000 0 30.62 816 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639658 SFR 1 OO REFI Y 6.875 6.875 252000 252000 1/1/2007 12/1/2036 1443.75 360 80 CA 2/1/2007 N 315000 1 3.25 1443.75 95843 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 55976 97.78 713 42.57 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639659 CONDO 1 OO REFI Y 6.5 6.5 175000 175000 1/1/2007 12/1/2036 947.92 360 41.67 CA 2/1/2007 N 420000 1 3.25 947.92 94577 12/18/2006 12 XA2605DI_ARM-INTONLY 0 0 0 41.67 628 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639660 SFR 1 OO PURCHASE N 6.375 6.375 260000 260000 1/1/2007 12/1/2036 1381.25 360 80 CA 2/1/2007 N 325000 1 3.25 1381.25 95376 12/18/2006 2 XA0605DI_ARM-INTONLY 0 325000 65000 100 751 43.95 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639661 SFR 1 OO REFI N 6.5 6.5 317500 317460.46 1/1/2007 12/1/2036 1719.79 360 75.6 CA 2/1/2007 N 420000 1 3.25 1719.79 95758 12/18/2006 2 XA0605DI_ARM-INTONLY 0 0 0 75.6 692 46.47 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639662 PUD 1 OO PURCHASE N 6.5 6.5 468000 468000 1/1/2007 12/1/2036 2535 360 80 CA 2/1/2007 N 585000 1 3.25 2535 94577 12/18/2006 2 XA0605DI_ARM-INTONLY 0 585000 58500 90 745 41.82 NO-PREPAY 12/1/2011 5 5 2 3.25 1103639663 SFR 1 OO PURCHASE N 6.25 6.25 750000 750000 1/1/2007 12/1/2036 3906.25 360 78.13 CA 2/1/2007 N 960000 1 3.25 3906.25 95945 12/18/2006 2 XA0605DI_ARM-INTONLY 0 960000 199968 98.96 718 28.17 3YR 12/1/2011 5 5 2 3.25 1103639664 SFR 1 OO REFI Y 6.5 6.5 496000 496000 1/1/2007 12/1/2036 2686.67 360 80 CA 2/1/2007 N 620000 1 3.25 2686.67 91790 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 648 35.99 3YR 12/1/2011 5 5 2 3.25 1103639666 PUD 1 OO PURCHASE N 6.75 6.75 221600 221600 1/1/2007 12/1/2036 1246.5 360 80 MD 2/1/2007 N 277000 1 3.25 1246.5 20743 12/18/2006 8 XA1605DI_ARM-INTONLY 0 277000 55400 100 669 0 3YR 12/1/2011 5 5 2 3.25 1103639667 CONDO 1 OO REFI N 7.75 7.75 156000 155994.98 1/1/2007 12/1/2036 1007.5 360 80 MD 2/1/2007 N 195000 1 3.25 1007.5 21209 12/18/2006 2 XA1605DI_ARM-INTONLY 0 0 29250 95 645 31.24 3YR 12/1/2011 5 5 2 3.25 1103639668 SFR 1 OO PURCHASE N 6.875 6.875 316000 316000 1/1/2007 12/1/2036 1810.42 360 80 VA 2/1/2007 N 395000 1 3.25 1810.42 22191 12/18/2006 8 XA0605DI_ARM-INTONLY 0 395000 79000 100 803 0 1YR 12/1/2011 5 5 2 3.25 1103639669 PUD 1 2ND REFI Y 6.5 6.5 220720 220720 1/1/2007 12/1/2036 1195.57 360 80 FL 2/1/2007 N 275900 1 2.25 1195.57 34746 12/18/2006 1 XA0605DI_ARM-INTONLY 0 0 0 80 813 34.49 1YR 12/1/2011 5 5 2 2.25 1103639675 SFR 1 OO REFI Y 6.625 6.625 337500 337500 1/1/2007 12/1/2036 1863.28 360 75 FL 2/1/2007 N 450000 1 2.25 1863.28 33177 12/15/2006 8 SA2605EI_ARM-INTONLY 0 0 0 75 678 0 3YR 12/1/2011 6 6 2 2.25 1103639679 CONDO 1 2ND PURCHASE N 6.5 6.5 153450 153450 1/1/2007 12/1/2036 831.19 360 49.99 FL 2/1/2007 N 315000 1 2.25 831.19 33178 12/28/2006 1 XA2605EI_ARM-INTONLY 0 306990 0 49.99 620 22.81 3YR 12/1/2011 6 6 2 2.25 1103639680 PUD 1 OO REFI N 6.375 6.375 999000 999000 1/1/2007 12/1/2036 5307.19 360 74 NC 2/1/2007 N 1350000 1 2.25 5307.19 28117 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74 708 37.45 6MO 12/1/2011 6 6 2 2.25 1103639682 SFR 1 OO REFI Y 6.25 6.25 268000 268000 1/1/2007 12/1/2036 1395.83 360 73.83 IL 2/1/2007 N 363000 1 2.25 1395.83 60164 12/15/2006 2 PA0603EI_ARM-INTONLY 0 0 27000 81.27 766 46.56 NO-PREPAY 12/1/2009 6 2 1 2.25 1103639684 SFR 1 OO PURCHASE N 6.875 6.875 152800 152800 1/1/2007 12/1/2036 875.42 360 80 SC 2/1/2007 N 195000 1 2.25 875.42 29910 12/15/2006 2 PA0605EI_ARM-INTONLY 0 191000 38200 100 745 42.24 NO-PREPAY 12/1/2011 5 5 1 2.25 1103639685 SFR 1 OO PURCHASE N 6.875 6.875 183340 183340 1/1/2007 12/1/2036 1050.39 360 80 FL 2/1/2007 N 240000 1 2.25 1050.39 32907 12/15/2006 1 PA0605EI_ARM-INTONLY 0 229175 45835 100 695 39.9 NO-PREPAY 12/1/2011 5 5 1 2.25 1103639686 CONDO 1 OO PURCHASE N 6.75 6.75 131600 131600 1/1/2007 12/1/2036 740.25 360 80 SC 2/1/2007 N 172000 1 2.25 740.25 29928 12/15/2006 2 PA0605EI_ARM-INTONLY 0 164500 32900 100 771 25.62 NO-PREPAY 12/1/2011 5 5 1 2.25 1103639687 CONDO 1 OO PURCHASE N 7.5 7.5 193592 193592 1/1/2007 12/1/2036 1209.95 360 80 FL 2/1/2007 N 242000 1 2.25 1209.95 33176 12/15/2006 2 PA0605EI_ARM-INTONLY 0 241990 48398 100 690 41.5 3YR 12/1/2011 6 6 2 2.25 1103639688 SFR 1 OO PURCHASE N 6.875 6.875 239992 239992 1/1/2007 12/1/2036 1374.95 360 80 FL 2/1/2007 N 315000 1 2.25 1374.95 33196 12/15/2006 8 SA2605EI_ARM-INTONLY 0 299990 59998 100 639 0 3YR 12/1/2011 6 6 2 2.25 1103639689 SFR 1 OO REFI Y 6.75 6.75 174400 174098.84 1/1/2007 12/1/2036 1131.16 360 80 IL 2/1/2007 N 218000 1 5 1131.16 60440 12/15/2006 2 PA0603E_ARM 0 0 43600 100 717 19.27 NO-PREPAY 12/1/2009 6 2 2 5 1103639691 SFR 1 OO REFI Y 6.75 6.75 135800 135800 1/1/2007 12/1/2036 763.88 360 79.89 FL 2/1/2007 N 170000 1 2.25 763.88 32712 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.89 691 24.83 3YR 12/1/2011 6 6 2 2.25 1103639727 SFR 1 OO REFI N 5.75 5.75 256000 256000 2/1/2007 1/1/2037 1226.67 360 80 CA 2/1/2007 N 320000 1 3 1226.67 92345 1/3/2007 1 PA1605EI_ARM-INTONLY 0 0 48000 95 671 47.93 3YR 1/1/2012 6 3 1 3 1103639769 HI-RISE 1 2ND PURCHASE N 7.375 7.375 408750 408750 2/1/2007 1/1/2037 2512.11 360 75 NV 2/1/2007 N 600000 1 3 2512.11 89109 12/29/2006 2 PA1607EI_ARM-INTONLY 0 545000 0 75 677 38.02 1YR 1/1/2014 6 3 1 3 1103639778 SFR 1 OO PURCHASE N 6.375 6.375 466500 466500 2/1/2007 1/1/2037 2478.28 360 75 CA 2/1/2007 N 630000 1 3 2478.28 91345 12/26/2006 2 PA0605EI_ARM-INTONLY 0 622000 93300 90 708 45.9 2YR 1/1/2012 6 3 1 3 1103639816 SFR 1 NOO REFI Y 6.875 6.875 166500 166360.12 2/1/2007 1/1/2037 1093.79 360 75 CA 2/1/2007 N 222000 1 0 1093.79 93292 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 75 686 27.69 2YR 0 0 0 0 1103639826 TOWNHOUSE 1 NOO PURCHASE N 10.375 10.375 156591 156591 1/1/2007 12/1/2036 1353.86 360 90 FL 2/1/2007 N 234000 1 3.875 1353.86 33032 12/13/2006 17 PA1405EI_ARM-INTONLY 25 173990 0 90 669 44 1YR 12/1/2011 6 3 1 3.875 1103639833 SFR 1 NOO REFI N 5.625 5.625 170000 169818.26 2/1/2007 1/1/2037 978.62 360 52.31 CA 2/1/2007 N 325000 1 3 978.62 95204 12/22/2006 1 PA0605E_ARM 0 0 0 52.31 754 42.32 NO-PREPAY 1/1/2012 6 3 1 3 1103639881 SFR 1 OO REFI Y 6.375 6.375 149500 149361.53 2/1/2007 1/1/2037 932.69 360 49.84 CA 2/1/2007 N 300000 1 0 932.69 92543 12/26/2006 17 PF0630_FIXEDRATE 0 0 0 49.84 725 40 3YR 0 0 0 0 1103639893 CONDO 1 OO REFI N 7.5 7.5 672000 672000 2/1/2007 1/1/2037 4200 360 80 CA 2/1/2007 N 840000 1 2.75 4200 92673 12/18/2006 2 PA1607EI_ARM-INTONLY 0 0 126000 95 651 39.5 NO-PREPAY 1/1/2014 6 3 1 2.75 1103639912 SFR 1 OO PURCHASE N 7.5 7.5 174400 174400 1/1/2007 12/1/2036 1090 360 80 FL 2/1/2007 N 230000 1 3 1090 34231 12/21/2006 2 PA0605EI_ARM-INTONLY 0 218000 43600 100 807 41.4 3YR 12/1/2011 6 3 1 7.5 1103639918 SFR 1 OO PURCHASE N 7.75 7.75 760000 760000 2/1/2007 1/1/2037 4908.33 360 80 CA 2/1/2007 N 1005000 1 3 4908.33 92107 12/29/2006 2 PA1605EI_ARM-INTONLY 0 950000 190000 100 648 41.56 NO-PREPAY 1/1/2012 6 3 1 3 1103639920 SFR 1 OO REFI N 6.25 6.25 1925000 1925000 2/1/2007 1/1/2037 10026.04 360 70 CA 2/1/2007 N 2750000 1 3 10026.04 91436 12/29/2006 2 PA1603EI_ARM-INTONLY 0 0 0 70 662 35.9 1YR 1/1/2010 6 3 1 3 1103639938 SFR 1 OO PURCHASE N 8 8 156800 156700.33 11/1/2006 10/1/2036 1045.33 360 80 FL 2/1/2007 N 220000 1 0 1045.33 33990 12/22/2006 8 SF2630I_FIX-INTONLY 0 196000 39200 100 659 0 3YR 0 0 0 0 1103639940 SFR 1 OO PURCHASE N 7.625 7.625 175750 175494.78 1/1/2007 12/1/2036 1243.95 360 95 FL 2/1/2007 N 215000 1 0 1243.95 34736 12/22/2006 12 SF1630_FIXEDRATE 30 185000 0 95 695 0 3YR 0 0 0 0 1103639941 SFR 1 OO REFI Y 7.375 7.375 100000 99931.25 1/1/2007 12/1/2036 648.85 360 56.18 FL 2/1/2007 Y 178000 1 0 648.85 34753 12/22/2006 12 SB1640_BALLOON 0 0 0 56.18 734 0 3YR 0 0 0 0 1103639942 CONDO 1 OO PURCHASE N 6.25 6.25 500000 499048.69 1/1/2007 12/1/2036 3078.59 360 63.27 FL 2/1/2007 N 875000 1 0 3078.59 33629 12/22/2006 1 PF0630_FIXEDRATE 0 790365.85 0 63.27 795 30.25 3YR 0 0 0 0 1103639944 CONDO 1 2ND PURCHASE N 7.875 7.875 125000 124827.38 1/1/2007 12/1/2036 906.34 360 89.35 FL 2/1/2007 N 142000 1 0 906.34 33617 12/22/2006 8 EF1630_FIXEDRATE 25 139900 0 89.35 686 0 3YR 0 0 0 0 1103639945 CONDO 1 OO PURCHASE N 7.5 7.5 119192 119145.59 1/1/2007 12/1/2036 744.95 360 80 FL 2/1/2007 N 157000 1 0 744.95 33556 12/22/2006 8 SF2630I_FIX-INTONLY 0 148990 0 80 620 0 3YR 0 0 0 0 1103639946 CONDO 1 NOO PURCHASE N 7.125 7.125 104350 104182.6 1/1/2007 12/1/2036 703.03 360 69.87 FL 2/1/2007 N 155000 1 0 703.03 33615 12/22/2006 8 SF1630_FIXEDRATE 0 149350 0 69.87 738 0 3YR 0 0 0 0 1103639947 CONDO 1 NOO PURCHASE N 7.125 7.125 104350 104182.6 1/1/2007 12/1/2036 703.03 360 67.61 FL 2/1/2007 N 155000 1 0 703.03 33615 12/22/2006 8 SF1630_FIXEDRATE 0 154350 0 67.61 738 0 3YR 0 0 0 0 1103639948 CONDO 1 OO PURCHASE N 6.875 6.875 156000 156000 1/1/2007 12/1/2036 893.75 360 80 FL 2/1/2007 N 203000 1 0 893.75 33556 12/22/2006 12 SF1630I_FIX-INTONLY 0 195000 0 80 753 0 3YR 0 0 0 0 1103639949 SFR 1 NOO REFI Y 7.5 7.5 93000 92861.53 1/1/2007 12/1/2036 650.27 360 58.13 FL 2/1/2007 N 160000 1 0 650.27 32955 12/22/2006 8 SF2630_FIXEDRATE 0 0 0 58.13 663 0 3YR 0 0 0 0 1103639950 SFR 1 OO REFI Y 7.875 7.875 296000 295823.58 1/1/2007 12/1/2036 2030.41 360 80 FL 2/1/2007 Y 370000 1 0 2030.41 34212 12/22/2006 8 SB2640_BALLOON 0 0 0 80 641 0 3YR 0 0 0 0 1103639951 HI-RISE 1 OO PURCHASE N 7.125 7.125 346091 345835.66 1/1/2007 12/1/2036 2182.21 360 80 FL 2/1/2007 Y 500000 1 0 2182.21 34236 12/22/2006 8 SB1640_BALLOON 0 432614 0 80 709 0 3YR 0 0 0 0 1103639952 SFR 1 OO PURCHASE N 7.125 7.125 229500 229330.68 1/1/2007 12/1/2036 1447.07 360 90 FL 2/1/2007 Y 260000 1 0 1447.07 34207 12/22/2006 8 SB2640_BALLOON 25 255000 0 90 674 0 3YR 0 0 0 0 1103639953 SFR 1 OO PURCHASE N 7.25 7.25 145000 144773.08 1/1/2007 12/1/2036 989.16 360 74.36 NH 2/1/2007 N 208000 1 0 989.16 03249 12/22/2006 8 SF2630_FIXEDRATE 0 195000 0 74.36 654 0 1YR 0 0 0 0 1103639954 SFR 1 NOO PURCHASE N 7.5 7.5 117520 117442.04 1/1/2007 12/1/2036 773.36 360 80 FL 2/1/2007 Y 148000 1 0 773.36 33619 12/22/2006 8 SB1640_BALLOON 0 146900 0 80 703 0 3YR 0 0 0 0 1103639955 PUD 1 NOO PURCHASE N 8.125 8.125 208585 208311.18 1/1/2007 12/1/2036 1548.74 360 90 FL 2/1/2007 N 240000 1 0 1548.74 33897 12/22/2006 8 SF2630_FIXEDRATE 25 231762 0 90 645 0 1YR 0 0 0 0 1103639956 PUD 1 OO PURCHASE N 6.875 6.875 154400 154277.81 1/1/2007 12/1/2036 945.5 360 80 TX 2/1/2007 Y 203000 1 0 945.5 78613 12/22/2006 8 SB1640_BALLOON 0 193000 38600 100 689 0 3YR 0 0 0 0 1103639957 SFR 1 OO REFI Y 7.5 7.5 60000 59910.66 1/1/2007 12/1/2036 419.53 360 32.44 MD 2/1/2007 N 185000 1 0 419.53 21222 12/22/2006 8 XF2630_FIXEDRATE 0 0 0 32.44 669 0 3YR 0 0 0 0 1103639959 PUD 1 OO PURCHASE N 8.5 8.5 439900 439681.39 1/1/2007 12/1/2036 3224.88 360 100 VA 2/1/2007 Y 460000 1 0 3224.88 22003 12/22/2006 8 XB1440_BALLOON 35 439900 0 100 694 0 3YR 0 0 0 0 1103639960 SFR 1 OO REFI N 7.25 7.25 163500 163274.81 1/1/2007 12/1/2036 987.81 360 41.93 CA 2/1/2007 N 390000 1 0 987.81 90059 12/22/2006 12 SF1630I_FIX-INTONLY 0 0 0 41.93 773 0 1YR 0 0 0 0 1103639962 SFR 1 OO REFI Y 6.875 6.875 380000 379699.26 1/1/2007 12/1/2036 2327.02 360 80 CA 2/1/2007 Y 475000 1 0 2327.02 91767 12/22/2006 12 SB2640_BALLOON 0 0 0 80 662 0 3YR 0 0 0 0 1103639963 SFR 1 OO PURCHASE N 9.25 9.25 279000 278832.78 12/1/2006 11/1/2036 2205.94 360 100 NV 2/1/2007 Y 285000 1 0 2205.94 89434 12/22/2006 8 XB2440_BALLOON 35 279000 0 100 671 0 NO-PREPAY 0 0 0 0 1103639965 SFR 1 2ND PURCHASE N 7.75 7.75 112800 112695.14 12/1/2006 11/1/2036 763.23 360 80 IL 2/1/2007 Y 141000 1 0 763.23 60073 12/22/2006 8 SB2640_BALLOON 0 141001 21150 95 680 0 1YR 0 0 0 0 1103639967 CONDO 1 OO PURCHASE N 7.25 7.25 379900 379492.9 12/1/2006 11/1/2036 2430.11 360 100 CA 2/1/2007 Y 385000 1 0 2430.11 91737 12/22/2006 1 PB0440_BALLOON 35 379900 0 100 801 47.69 1YR 0 0 0 0 1103639968 PUD 1 OO REFI N 6.5 6.5 524000 523074.68 11/1/2006 10/1/2036 3067.79 360 80 CA 2/1/2007 Y 655000 1 0 3067.79 94513 12/22/2006 8 SB1640_BALLOON 0 0 65000 89.93 741 0 1YR 0 0 0 0 1103639970 SFR 1 OO REFI Y 6.875 6.875 140000 139889.21 1/1/2007 12/1/2036 857.32 360 58.1 NJ 2/1/2007 Y 241000 1 0 857.32 08244 12/22/2006 8 SB1640_BALLOON 0 0 0 58.1 725 0 NO-PREPAY 0 0 0 0 1103639971 SFR 1 OO REFI N 6.5 6.5 276800 276556.93 1/1/2007 12/1/2036 1620.54 360 79.09 NV 2/1/2007 Y 350000 1 0 1620.54 89434 12/22/2006 2 PB1640_BALLOON 0 0 0 79.09 665 45.97 3YR 0 0 0 0 1103639972 SFR 1 OO PURCHASE N 6.375 6.375 239200 238982.58 1/1/2007 12/1/2036 1379.17 360 80 NV 2/1/2007 Y 305000 1 0 1379.17 89434 12/22/2006 2 PB0640_BALLOON 0 299000 0 80 763 44.87 3YR 0 0 0 0 1103639973 CONDO 1 OO PURCHASE N 6.75 6.75 122400 122299.7 1/1/2007 12/1/2036 738.51 360 80 NV 2/1/2007 Y 155000 1 0 738.51 89502 12/22/2006 2 PB0640_BALLOON 0 153000 30600 100 682 42.93 3YR 0 0 0 0 1103640007 SFR 1 OO REFI N 5.675 5.675 790000 790000 2/1/2007 1/1/2037 3736.04 360 68.7 CA 2/1/2007 N 1150000 1 3 3736.04 93035 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.7 715 35.92 3YR 1/1/2012 6 3 1 3 1103640039 PUD 1 OO REFI Y 6.875 6.875 95000 95000 1/1/2007 12/1/2036 544.27 360 51.36 NJ 2/1/2007 N 185000 1 2.25 544.27 08757 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 51.36 719 0 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640040 PUD 1 OO REFI Y 6.25 6.25 133000 132977.3 12/1/2006 11/1/2036 692.71 360 57.09 AZ 2/1/2007 N 233000 1 2.25 692.71 85746 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 57.09 752 36.19 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640041 SFR 1 OO REFI N 6.375 6.375 162400 162334.87 12/1/2006 11/1/2036 862.75 360 80 UT 2/1/2007 N 203000 1 2.25 862.75 84065 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 735 44.44 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640042 PUD 1 OO REFI Y 6.25 6.25 165000 164527.88 12/1/2006 11/1/2036 1015.93 360 71.74 AL 2/1/2007 N 230000 1 2.25 1015.93 36526 12/28/2006 2 XA0605D_ARM 0 0 0 71.74 802 25.57 NO-PREPAY 11/1/2011 5 5 2 2.25 1103640043 PUD 1 OO PURCHASE N 6.875 6.875 170000 170000 12/1/2006 11/1/2036 973.96 360 73.92 GA 2/1/2007 N 233000 1 2.25 973.96 30043 12/28/2006 12 SA0605EI_ARM-INTONLY 0 230000 0 73.92 804 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640044 SFR 1 NOO REFI Y 7.625 7.625 171700 171700 1/1/2007 12/1/2036 1091.01 360 53.66 MD 2/1/2007 N 320000 1 2.25 1091.01 20743 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 53.66 739 37.42 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640045 PUD 1 OO REFI Y 6.5 6.5 186000 186000 11/1/2006 10/1/2036 1007.5 360 77.83 VA 2/1/2007 N 239000 1 2.25 1007.5 22408 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 0 77.83 686 43.07 NO-PREPAY 10/1/2011 5 5 2 2.25 1103640046 PUD 1 OO REFI Y 6.25 6.25 188500 188500 12/1/2006 11/1/2036 981.77 360 74.81 AZ 2/1/2007 N 252000 1 2.25 981.77 85226 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 74.81 732 26.95 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640047 PUD 1 OO REFI N 6.25 6.25 196000 196000 12/1/2006 11/1/2036 1020.83 360 80 AZ 2/1/2007 N 245000 1 2.25 1020.83 85339 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 47996 99.6 756 34.52 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640048 PUD 1 OO PURCHASE N 5.875 5.875 201600 201600 12/1/2006 11/1/2036 987 360 80 AZ 2/1/2007 N 255000 1 2.25 987 85250 12/28/2006 1 PA0605EI_ARM-INTONLY 0 252000 50400 100 751 43.35 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640049 SFR 1 OO REFI Y 6.625 6.625 204000 204000 12/1/2006 11/1/2036 1126.25 360 80 CO 2/1/2007 N 255000 1 2.25 1126.25 80645 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 51000 100 682 47.47 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640050 SFR 1 OO REFI Y 6.125 6.125 220000 220000 12/1/2006 11/1/2036 1122.92 360 80 MD 2/1/2007 N 275000 1 2.25 1122.92 20659 12/28/2006 17 PA1603EI_ARM-INTONLY 0 0 27500 90 666 27.03 NO-PREPAY 11/1/2009 5 3 1 2.25 1103640051 SFR 1 OO REFI Y 7 7 224000 224000 1/1/2007 12/1/2036 1306.67 360 80 MN 2/1/2007 N 280000 1 2.25 1306.67 56442 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 0 80 663 48.05 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640052 PUD 1 NOO PURCHASE N 7.75 7.75 230320 230320 12/1/2006 11/1/2036 1487.48 360 80 MD 2/1/2007 N 295000 1 2.25 1487.48 20876 12/28/2006 2 XA0605DI_ARM-INTONLY 0 287900 0 80 716 54.23 NO-PREPAY 11/1/2011 5 5 2 2.25 1103640053 SFR 1 OO REFI Y 6.5 6.5 238500 237849.65 12/1/2006 11/1/2036 1507.49 360 78.98 NV 2/1/2007 N 302000 1 2.25 1507.49 89131 12/28/2006 1 PA0605E_ARM 0 0 0 78.98 683 34.001 NO-PREPAY 11/1/2011 5 3 1 2.25 1103640054 SFR 1 OO REFI Y 6.625 6.625 262500 262500 12/1/2006 11/1/2036 1449.22 360 75 IL 2/1/2007 N 350000 1 2.25 1449.22 60706 12/28/2006 17 PA0605EI_ARM-INTONLY 0 0 0 75 731 33.39 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640055 CONDO 1 OO REFI Y 6.875 6.875 264000 264000 12/1/2006 11/1/2036 1512.5 360 80 MD 2/1/2007 N 330000 1 2.25 1512.5 20877 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 23001 86.97 662 44.69 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640056 CONDO 1 OO PURCHASE N 7.25 7.25 276000 276000 1/1/2007 12/1/2036 1667.5 360 80 NV 2/1/2007 N 390000 1 2.25 1667.5 89123 12/28/2006 12 SA0605EI_ARM-INTONLY 0 345000 0 80 789 0 1YR 12/1/2011 5 5 2 2.25 1103640057 TOWNHOUSE 1 OO REFI Y 7.375 7.375 293000 293000 1/1/2007 12/1/2036 1800.73 360 73.25 MA 2/1/2007 N 400000 1 2.25 1800.73 02127 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 26160 79.79 645 47.36 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640058 PUD 1 OO REFI Y 6.75 6.75 300000 300000 12/1/2006 11/1/2036 1687.5 360 66.67 MN 2/1/2007 N 450000 1 2.25 1687.5 55126 12/28/2006 17 PA0605EI_ARM-INTONLY 0 0 0 66.67 816 45 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640059 CONDO 1 NOO REFI Y 7 7 303000 302501.81 1/1/2007 12/1/2036 2015.87 360 45.91 CA 2/1/2007 N 660000 1 2.25 2015.87 94539 12/28/2006 12 XA0605E_ARM 0 0 0 45.91 702 0 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640061 SFR 1 OO REFI Y 6.75 6.75 320000 319699.44 12/1/2006 11/1/2036 1800 360 80 MD 2/1/2007 N 400000 1 2.25 1800 21403 12/28/2006 1 PA2605EI_ARM-INTONLY 0 0 0 80 628 36.58 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640062 SFR 1 OO REFI Y 6.875 6.875 323000 323000 11/1/2006 10/1/2036 1850.52 360 79.76 IL 2/1/2007 N 405000 1 2.25 1850.52 60046 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.76 754 36.88 NO-PREPAY 10/1/2011 5 5 1 2.25 1103640064 SFR 1 OO REFI Y 6.875 6.875 348000 348000 1/1/2007 12/1/2036 1993.75 360 80 MD 2/1/2007 N 435000 1 2.25 1993.75 20906 12/28/2006 17 PA1605EI_ARM-INTONLY 0 0 0 80 647 44.13 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640066 PUD 1 OO PURCHASE N 6 6 356000 356000 12/1/2006 11/1/2036 1780 360 80 VA 2/1/2007 N 465000 1 2.25 1780 22406 12/28/2006 2 PA0605EI_ARM-INTONLY 0 445000 44500 90 754 49.97 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640067 PUD 1 OO PURCHASE N 6.375 6.375 364000 364000 12/1/2006 11/1/2036 1933.75 360 80 MD 2/1/2007 N 460000 1 2.25 1933.75 20879 12/28/2006 2 PA0605EI_ARM-INTONLY 0 455000 91000 100 685 47.29 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640068 SFR 1 OO REFI Y 7.125 7.125 365000 365000 12/1/2006 11/1/2036 2167.19 360 78.5 NJ 2/1/2007 N 465000 1 2.25 2167.19 07036 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 78.5 799 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640069 CONDO 1 NOO PURCHASE N 6.25 6.25 380000 380000 12/1/2006 11/1/2036 1979.17 360 50.67 CA 2/1/2007 N 750000 1 2.25 1979.17 93463 12/28/2006 2 PA1605EI_ARM-INTONLY 0 750000 0 50.67 676 31.83 3YR 11/1/2011 5 5 1 2.25 1103640070 2-4FAMILY 2 OO PURCHASE N 6.875 6.875 384000 384000 1/1/2007 12/1/2036 2200 360 80 NY 2/1/2007 N 540000 1 2.25 2200 10461 12/28/2006 17 PA0605EI_ARM-INTONLY 0 480000 47952 89.99 754 27.926 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640072 2-4FAMILY 2 NOO PURCHASE N 7.25 7.25 520000 520000 1/1/2007 12/1/2036 3141.67 360 80 NY 2/1/2007 N 650000 1 2.25 3141.67 11413 12/28/2006 8 SA0603EI_ARM-INTONLY 0 650000 0 80 757 0 NO-PREPAY 12/1/2009 5 3 1 2.25 1103640073 PUD 1 OO REFI Y 7 7 544000 544000 1/1/2007 12/1/2036 3173.33 360 80 NC 2/1/2007 N 680000 1 2.25 3173.33 27513 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 49980 87.35 645 47 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640074 SFR 1 OO PURCHASE N 6.75 6.75 560000 560000 12/1/2006 11/1/2036 3150 360 80 MD 2/1/2007 N 700000 1 2.25 3150 20814 12/28/2006 2 PA0605EI_ARM-INTONLY 0 710000 140000 100 727 42.21 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640075 SFR 1 OO REFI Y 6.25 6.25 612000 612000 1/1/2007 12/1/2036 3187.5 360 66.53 CA 2/1/2007 N 920000 1 2.25 3187.5 92646 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 66.53 732 51.93 1YR 12/1/2011 5 5 1 2.25 1103640076 SFR 1 OO REFI Y 6.875 6.875 651000 651000 12/1/2006 11/1/2036 3729.69 360 70 FL 2/1/2007 N 930000 1 2.25 3729.69 32211 12/28/2006 17 PA0605EI_ARM-INTONLY 0 0 0 70 734 31.41 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640077 SFR 1 OO REFI N 6.125 6.125 738575 738575 12/1/2006 11/1/2036 3769.81 360 53.72 MA 2/1/2007 N 1375000 1 2.25 3769.81 02459 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 53.72 796 0 NO-PREPAY 11/1/2011 5 5 1 2.25 1103640078 2-4FAMILY 2 NOO PURCHASE N 7.625 7.625 169200 169200 12/1/2006 11/1/2036 1075.13 360 89.06 NJ 2/1/2007 N 198000 1 2.25 1075.13 08322 12/29/2006 2 XA1605DI_ARM-INTONLY 25 190000 0 89.06 673 45.55 NO-PREPAY 11/1/2011 5 5 2 2.25 1103640089 SFR 1 NOO REFI Y 8 8 164800 164799.15 2/1/2007 1/1/2037 1098.67 360 80 MN 2/1/2007 N 206000 1 3 1098.67 55106 12/20/2006 8 SA2607EI_ARM-INTONLY 0 0 0 80 668 0 3YR 1/1/2014 6 3 1 3 1103640161 SFR 1 2ND REFI Y 7.375 7.375 275000 274790.74 2/1/2007 1/1/2037 1899.36 360 78.58 AZ 2/1/2007 N 350000 1 0 1899.36 85344 12/29/2006 8 SF2630_FIXEDRATE 0 0 0 78.58 665 0 3YR 0 0 0 0 1103640175 SFR 1 OO REFI Y 7.68 7.68 262500 262500 2/1/2007 1/1/2037 1680 360 74.58 VA 2/1/2007 N 352000 1 0 1680 23456 1/2/2007 17 PF0630I_FIX-INTONLY 0 0 0 74.58 715 43.74 3YR 0 0 0 0 1103640179 SFR 1 OO REFI Y 6.875 6.875 165000 165000 2/1/2007 1/1/2037 945.31 360 38.38 FL 2/1/2007 N 430000 1 0 945.31 34120 12/19/2006 12 SF1630I_FIX-INTONLY 0 0 0 38.38 723 38.38 3YR 0 0 0 0 1103640181 SFR 1 NOO PURCHASE N 8.125 8.125 146400 146304.23 2/1/2007 1/1/2037 1087.02 360 80 MO 2/1/2007 N 183000 1 3 1087.02 64139 12/27/2006 7 SA0605E_ARM 0 183000 0 80 758 0 3YR 1/1/2012 6 3 1 3 1103640210 CONDO 1 NOO REFI Y 6.5 6.5 120000 120000 2/1/2007 1/1/2037 650 360 74.54 MD 2/1/2007 N 161000 1 3 650 20784 1/2/2007 2 PA0605EI_ARM-INTONLY 0 0 0 74.54 697 37.03 2YR 1/1/2012 6 3 1 3 1103640216 SFR 1 NOO REFI Y 6.125 6.125 159250 158708.22 2/1/2007 1/1/2022 1354.62 180 65 CA 2/1/2007 N 245000 1 0 1354.62 95322 1/4/2007 2 PF0615_FIXEDRATE 0 0 0 65 772 54.84 NO-PREPAY 0 0 0 0 1103640221 SFR 1 NOO REFI Y 6.5 6.5 245000 244778.51 2/1/2007 1/1/2037 1548.57 360 68.06 CA 2/1/2007 N 360000 1 0 1548.57 92346 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 68.06 781 32.79 NO-PREPAY 0 0 0 0 1103640283 PUD 1 OO PURCHASE N 5.875 5.875 556500 555932.62 2/1/2007 1/1/2037 3291.91 360 76.76 AZ 2/1/2007 N 725000 1 0 3291.91 85396 1/2/2007 1 PF1630_FIXEDRATE 0 724987 0 76.76 669 42.5 NO-PREPAY 0 0 0 0 1103640284 2-4FAMILY 2 NOO PURCHASE N 7.375 7.375 70250 70250 2/1/2007 1/1/2037 431.74 360 73.95 WA 2/1/2007 N 98000 1 3 431.74 98632 12/20/2006 2 PA0605EI_ARM-INTONLY 0 95000 20000 95 735 31.27 1YR 1/1/2012 6 3 1 3 1103640290 2-4FAMILY 2 NOO PURCHASE N 13.15 13.15 20000 19995.58 2/1/2007 1/1/2022 223.59 180 21.06 WA 2/1/2007 Y 98000 2 0 223.59 98632 12/20/2006 2 TB0630_BALLOON 0 95000 0 95 735 31.27 NO-PREPAY 0 0 0 0 1103640293 2-4FAMILY 2 NOO PURCHASE N 8.125 8.125 94650 94379.49 2/1/2007 1/1/2022 911.37 180 79.98 UT 2/1/2007 N 133000 1 0 911.37 84401 12/29/2006 17 PF0615_FIXEDRATE 0 118350 0 79.98 695 21.74 NO-PREPAY 0 0 0 0 1103640317 HI-RISE 1 OO PURCHASE N 7.375 7.375 634500 634500 2/1/2007 1/1/2037 3899.53 360 75 AL 2/1/2007 N 846000 1 3 3899.53 36542 12/29/2006 7 SA1605EI_ARM-INTONLY 0 846000 200000 98.65 765 0 NO-PREPAY 1/1/2012 6 3 1 3 1103640333 SFR 1 OO REFI Y 6 6 170000 170000 2/1/2007 1/1/2037 850 360 70.84 CA 2/1/2007 N 240000 1 0 850 92314 1/3/2007 1 PF0630I_FIX-INTONLY 0 0 0 70.84 684 34.51 3YR 0 0 0 0 1103640349 SFR 1 OO REFI Y 8.25 8.25 525000 525000 2/1/2007 1/1/2037 3609.38 360 75 FL 2/1/2007 N 700000 1 3 3609.38 32503 12/21/2006 8 SA2605EI_ARM-INTONLY 0 0 0 75 620 0 NO-PREPAY 1/1/2012 6 3 1 3 1103640467 CONDO 1 NOO REFI Y 7.875 7.875 140250 140250 1/1/2007 12/1/2036 920.39 360 75 FL 2/1/2007 N 187000 1 2.25 920.39 33196 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 37400 95 692 35 3YR 12/1/2011 5 5 1 2.875 1103640468 CONDO 1 NOO REFI Y 7.875 7.875 152250 152250 1/1/2007 12/1/2036 999.14 360 75 FL 2/1/2007 N 203000 1 2.25 999.14 33193 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 40600 95 692 38 3YR 12/1/2011 5 5 1 2.25 1103640469 HI-RISE 1 OO PURCHASE N 8.75 8.75 504720 504720 1/1/2007 12/1/2036 3680.25 360 80 FL 2/1/2007 N 642000 1 5 3680.25 33139 12/29/2006 8 SA2605EI_ARM-INTONLY 0 630900 126180 100 664 0 6MO 12/1/2011 6 6 2 5 1103640470 PUD 1 OO PURCHASE N 6.875 6.875 435660 435660 1/1/2007 12/1/2036 2495.97 360 80 FL 2/1/2007 N 550000 1 2.25 2495.97 34288 12/20/2006 2 PA0605EI_ARM-INTONLY 0 544576 81686 95 709 33 3YR 12/1/2011 6 6 2 2.25 1103640471 CONDO 1 OO REFI Y 7.625 7.625 85000 85000 2/1/2007 1/1/2037 540.1 360 79.44 FL 2/1/2007 N 107000 1 2.25 540.1 33322 12/20/2006 12 XA1605DI_ARM-INTONLY 0 0 0 79.44 723 0 3YR 1/1/2012 5 5 2 2.625 1103640472 SFR 1 OO PURCHASE N 6.875 6.875 105000 104772.2 1/1/2007 12/1/2036 689.78 360 75 IL 2/1/2007 N 140000 1 2.25 689.78 61111 12/20/2006 2 PA0605E_ARM 0 140000 35000 100 703 37 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640473 SFR 1 NOO REFI Y 7.125 7.125 110000 110000 1/1/2007 12/1/2036 653.12 360 57.6 FL 2/1/2007 N 191000 1 2.25 653.12 32810 12/20/2006 12 XA2605EI_ARM-INTONLY 0 0 0 57.6 666 0 3YR 12/1/2011 5 5 1 2.25 1103640474 SFR 1 OO PURCHASE N 6.5 6.5 111750 111750 1/1/2007 12/1/2036 605.31 360 75 SC 2/1/2007 N 149000 1 2.25 605.31 29910 12/29/2006 1 PA0605EI_ARM-INTONLY 0 149000 37250 100 764 37 NO-PREPAY 12/1/2011 5 5 1 2.25 1103640476 CONDO 1 2ND REFI Y 7.625 7.625 252000 252000 1/1/2007 12/1/2036 1601.25 360 80 NC 2/1/2007 N 315000 1 2.25 1601.25 28401 12/20/2006 8 SA2605EI_ARM-INTONLY 0 0 31500 90 630 0 3YR 12/1/2011 5 5 1 2.25 1103640477 SFR 1 NOO PURCHASE N 8.375 8.375 113400 113258.55 1/1/2007 12/1/2036 861.92 360 90 IN 2/1/2007 N 126000 1 2.25 861.92 46323 12/20/2006 17 PA0605E_ARM 25 126000 0 90 773 41 2YR 12/1/2011 5 5 1 3.375 1103640478 SFR 1 NOO PURCHASE N 8.375 8.375 125900 125742.95 1/1/2007 12/1/2036 956.93 360 90 IN 2/1/2007 N 140000 1 2.25 956.93 46410 12/20/2006 17 PA0605E_ARM 25 139900 0 90 773 40 2YR 12/1/2011 5 5 1 2.25 1103640480 2-4FAMILY 3 NOO REFI Y 7.5 7.5 329000 329000 1/1/2007 12/1/2036 2056.25 360 70 FL 2/1/2007 N 470000 1 2.25 2056.25 33135 12/20/2006 8 SA1607EI_ARM-INTONLY 0 0 94000 90 768 0 6MO 12/1/2013 5 5 1 2.25 1103640481 SFR 1 NOO REFI Y 6.375 6.375 415500 415500 1/1/2007 12/1/2036 2207.34 360 62.49 SC 2/1/2007 N 665000 1 2.25 2207.34 29575 12/20/2006 12 XA1605EI_ARM-INTONLY 0 0 183000 90 694 0 6MO 12/1/2011 5 5 1 2.25 1103640482 CONDO 1 OO PURCHASE N 6.375 6.375 243992 243927.19 1/1/2007 12/1/2036 1296.21 360 80 FL 2/1/2007 N 308000 1 2.25 1296.21 33178 12/20/2006 2 PA0605EI_ARM-INTONLY 0 304990 60998 100 771 48 3YR 12/1/2011 5 5 1 2.25 1103640483 SFR 1 OO PURCHASE N 7.875 7.875 334400 334400 2/1/2007 1/1/2037 2194.5 360 79.72 FL 2/1/2007 N 423000 1 2.75 2194.5 33189 12/29/2006 8 SA2605EI_ARM-INTONLY 0 419494 83600 99.65 648 0 NO-PREPAY 1/1/2012 6 6 2 7.875 1103640484 CONDO 1 NOO PURCHASE N 8 8 132000 131822.27 1/1/2007 12/1/2036 968.57 360 80 FL 2/1/2007 N 167000 1 2.25 968.57 34747 12/20/2006 8 XA1605D_ARM 0 165000 16500 90 644 0 3YR 12/1/2011 5 5 2 2.25 1103640485 CONDO 1 NOO PURCHASE N 8 8 124000 123833.04 1/1/2007 12/1/2036 909.87 360 80 FL 2/1/2007 N 159000 1 2.25 909.87 34747 12/20/2006 8 XA1605D_ARM 0 155000 15500 90 644 0 3YR 12/1/2011 5 5 2 2.25 1103640486 PUD 1 OO PURCHASE N 7 7 307200 307200 12/1/2006 11/1/2036 1792 360 80 FL 2/1/2007 N 410000 1 2.75 1792 33327 12/20/2006 8 SA2605EI_ARM-INTONLY 0 384000 76800 100 658 0 3YR 11/1/2011 6 6 2 2.75 1103640498 HI-RISE 1 2ND PURCHASE N 6.125 6.125 570500 568559.11 2/1/2007 1/1/2022 4852.82 180 70 NV 2/1/2007 N 815000 1 0 4852.82 89109 1/2/2007 2 PF0615_FIXEDRATE 0 815000 0 70 773 23.02 NO-PREPAY 0 0 0 0 1103640520 SFR 1 NOO REFI Y 6 6 190000 190000 2/1/2007 1/1/2037 950 360 69.1 AZ 2/1/2007 N 275000 1 3 950 85301 12/29/2006 17 PA0603EI_ARM-INTONLY 0 0 0 69.1 722 22.58 2YR 1/1/2010 6 3 1 3 1103640545 SFR 1 OO REFI Y 6 6 192000 191808.86 2/1/2007 1/1/2037 1151.14 360 51.2 CA 2/1/2007 N 375000 1 0 1151.14 92551 12/29/2006 2 PF2630_FIXEDRATE 0 0 0 51.2 635 34.48 1YR 0 0 0 0 1103640574 SFR 1 OO REFI Y 6 6 243000 242758.09 2/1/2007 1/1/2037 1456.91 360 42.27 CA 2/1/2007 N 575000 1 3 1456.91 92805 12/18/2006 2 PA1605E_ARM 0 0 0 42.27 646 40.54 3YR 1/1/2012 6 3 1 3 1103640579 SFR 1 NOO REFI N 6.75 6.75 150000 149870.85 2/1/2007 1/1/2037 972.9 360 75 CO 2/1/2007 N 200000 1 3 972.9 80229 1/2/2007 1 PA0605E_ARM 0 0 40000 95 698 25.05 3YR 1/1/2012 6 3 1 3 1103640611 2-4FAMILY 2 NOO REFI Y 7.25 7.25 436200 436200 2/1/2007 1/1/2037 2635.38 360 69.02 CA 2/1/2007 N 632000 1 0 2635.38 91706 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 69.02 681 28.91 1YR 0 0 0 0 1103640614 SFR 1 OO PURCHASE N 6.625 6.625 248000 247999.06 2/1/2007 1/1/2037 1369.17 360 80 CA 2/1/2007 N 317500 1 3 1369.17 93308 12/29/2006 2 PA1605EI_ARM-INTONLY 0 310000 62000 100 659 44.74 3YR 1/1/2012 6 3 1 3 1103640623 SFR 1 NOO REFI N 12.125 12.125 60150 60133.27 2/1/2007 1/1/2022 624.5 180 15 CA 2/1/2007 Y 401000 2 0 624.5 95355 12/29/2006 2 TB0630_BALLOON 0 0 0 90 741 40.9 NO-PREPAY 0 0 0 0 1103640673 SFR 1 OO REFI Y 6.625 6.625 500000 496731.9 1/1/2007 12/1/2021 4389.97 180 76.93 CA 2/1/2007 N 650000 1 0 4389.97 94564 12/20/2006 8 SF1615_FIXEDRATE 0 0 85023 90.01 776 0 NO-PREPAY 0 0 0 0 1103640674 SFR 1 NOO REFI Y 7 7 250000 250000 1/1/2007 12/1/2036 1458.33 360 31.65 CA 2/1/2007 N 790000 1 0 1458.33 94903 12/20/2006 12 XF1630I_FIX-INTONLY 0 0 0 31.65 693 0 NO-PREPAY 0 0 0 0 1103640675 CONDO 1 NOO PURCHASE N 6.875 6.875 741000 739751.38 1/1/2007 12/1/2036 4867.84 360 65 CA 2/1/2007 N 1150000 1 0 4867.84 94920 12/20/2006 2 PF0630_FIXEDRATE 0 1140000 92910 73.15 787 34.7 NO-PREPAY 0 0 0 0 1103640676 SFR 1 NOO REFI Y 6.75 6.75 539000 539000 1/1/2007 12/1/2036 3031.88 360 64.94 CA 2/1/2007 N 830000 1 0 3031.88 94080 12/20/2006 12 XF2630I_FIX-INTONLY 0 0 0 64.94 672 0 NO-PREPAY 0 0 0 0 1103640677 SFR 1 OO REFI N 6.375 6.375 540000 538997.04 1/1/2007 12/1/2036 3368.9 360 36.62 CA 2/1/2007 N 1475000 1 0 3368.9 94952 12/20/2006 1 PF0630_FIXEDRATE 0 0 0 36.62 786 30.69 NO-PREPAY 0 0 0 0 1103640678 SFR 1 OO PURCHASE N 6.25 6.25 576000 574904.09 1/1/2007 12/1/2036 3546.53 360 80 CA 2/1/2007 N 720000 1 0 3546.53 94602 12/20/2006 1 PF0630_FIXEDRATE 0 720000 72000 90 779 33.22 NO-PREPAY 0 0 0 0 1103640679 SFR 1 OO REFI N 6.5 6.5 422000 421598.92 1/1/2007 12/1/2036 2285.83 360 78.15 CA 2/1/2007 N 540000 1 0 2285.83 95834 12/20/2006 1 PF1630I_FIX-INTONLY 0 0 0 78.15 677 44.52 NO-PREPAY 0 0 0 0 1103640680 SFR 1 2ND REFI Y 7.125 7.125 225000 224639.07 1/1/2007 12/1/2036 1515.87 360 57.7 CA 2/1/2007 N 390000 1 0 1515.87 93536 12/28/2006 2 PF1630_FIXEDRATE 0 0 0 57.7 645 44.32 NO-PREPAY 0 0 0 0 1103640681 SFR 1 OO PURCHASE N 6.75 6.75 165000 164715.08 1/1/2007 12/1/2036 1070.19 360 40.74 CA 2/1/2007 N 440000 1 0 1070.19 90280 12/20/2006 12 SF1630_FIXEDRATE 0 405007 0 40.74 701 0 NO-PREPAY 0 0 0 0 1103640682 SFR 1 OO REFI N 6.875 6.875 244000 243995.82 1/1/2007 12/1/2036 1397.92 360 71.98 CA 2/1/2007 N 339000 1 0 1397.92 93291 12/28/2006 12 SF2630I_FIX-INTONLY 0 0 0 71.98 671 0 NO-PREPAY 0 0 0 0 1103640683 CONDO 1 NOO PURCHASE N 8.625 8.625 307900 307900 1/1/2007 12/1/2036 2213.03 360 79.99 NV 2/1/2007 N 410000 1 0 2213.03 89109 12/20/2006 2 PF0630I_FIX-INTONLY 0 384923 0 79.99 754 43.44 NO-PREPAY 0 0 0 0 1103640685 PUD 1 OO REFI Y 6.5 6.5 200000 200000 1/1/2007 12/1/2036 1083.33 360 63.5 NV 2/1/2007 N 315000 1 0 1083.33 89011 12/20/2006 12 SF1630I_FIX-INTONLY 0 0 0 63.5 727 0 3YR 0 0 0 0 1103640686 SFR 1 OO PURCHASE N 6.75 6.75 264000 263544.12 1/1/2007 12/1/2036 1712.3 360 80 CA 2/1/2007 N 330000 1 0 1712.3 92583 12/20/2006 2 PF0630_FIXEDRATE 0 330000 66000 100 713 44.5 NO-PREPAY 0 0 0 0 1103640687 SFR 1 OO REFI Y 6 6 1100000 1092416.23 1/1/2007 12/1/2021 9282.43 180 19.3 CA 2/1/2007 N 5700000 1 0 9282.43 94062 12/28/2006 1 PF0615_FIXEDRATE 0 0 0 19.3 761 36.87 NO-PREPAY 0 0 0 0 1103640688 PUD 1 OO REFI N 6.5 6.5 637000 627000 1/1/2007 12/1/2036 3450.42 360 55.4 CA 2/1/2007 N 1150000 1 0 3450.42 94568 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 235986 75.92 813 43.9 NO-PREPAY 0 0 0 0 1103640689 SFR 1 OO REFI Y 6.5 6.5 470000 470000 1/1/2007 12/1/2036 2545.83 360 52.23 CA 2/1/2007 N 900000 1 0 2545.83 95682 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 52.23 767 38.15 NO-PREPAY 0 0 0 0 1103640690 2-4FAMILY 2 NOO REFI N 6.25 6.25 78500 78235.77 2/1/2007 1/1/2022 673.08 180 14.28 CA 2/1/2007 N 550000 1 0 673.08 90011 12/21/2006 1 PF0615_FIXEDRATE 0 0 0 14.28 779 44.42 NO-PREPAY 0 0 0 0 1103640694 SFR 1 OO REFI Y 6.625 6.625 130000 129576.32 2/1/2007 1/1/2022 1141.39 180 31.33 CA 2/1/2007 N 415000 1 0 1141.39 90044 12/29/2006 7 SF0615_FIXEDRATE 0 0 0 31.33 707 0 3YR 0 0 0 0 1103640696 SFR 1 OO REFI Y 6.375 6.375 220000 220000 2/1/2007 1/1/2037 1168.75 360 50 CA 2/1/2007 N 440000 1 3 1168.75 91706 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 50 682 40.91 1YR 1/1/2012 6 3 1 3 1103640757 SFR 1 OO REFI Y 6.875 6.875 488000 488000 1/1/2007 12/1/2036 2795.83 360 80 CA 2/1/2007 N 610000 1 3.25 2795.83 94565 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 740 38.76 3YR 12/1/2011 5 5 1 3.25 1103640758 PUD 1 2ND PURCHASE N 6.5 6.5 470000 268916.67 1/1/2007 12/1/2036 2545.83 360 54.03 VA 2/1/2007 N 920000 1 3.25 2545.83 22033 12/28/2006 12 BA2605EI_ARM-INTONLY 0 870000 0 54.03 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640759 PUD 1 OO PURCHASE N 6.875 6.875 279600 279600 1/1/2007 12/1/2036 1601.88 360 80 WA 2/1/2007 N 350000 1 3.25 1601.88 98001 12/28/2006 12 XA2605EI_ARM-INTONLY 0 349500 69900 100 677 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640760 2-4FAMILY 3 NOO PURCHASE N 8 8 396000 396000 1/1/2007 12/1/2036 2640 360 80 CA 2/1/2007 N 495000 1 3.25 2640 90044 12/28/2006 12 XA2605EI_ARM-INTONLY 0 495000 49500 90 664 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640761 SFR 1 OO REFI Y 6.125 6.125 352500 352500 1/1/2007 12/1/2036 1799.22 360 75 VA 2/1/2007 N 470000 1 3.25 1799.22 20164 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 677 47.73 3YR 12/1/2011 5 5 1 3.25 1103640763 SFR 1 OO PURCHASE N 7.5 7.5 452000 452000 1/1/2007 12/1/2036 2825 360 80 VA 2/1/2007 N 565000 1 3.25 2825 22312 12/28/2006 12 XA2605EI_ARM-INTONLY 0 565000 113000 100 667 0 3YR 12/1/2011 5 5 1 3.25 1103640764 PUD 1 OO PURCHASE N 6.875 6.875 248000 248000 2/1/2007 1/1/2037 1420.83 360 80 FL 2/1/2007 N 322000 1 3.25 1420.83 34786 12/28/2006 2 PA1605EI_ARM-INTONLY 0 310000 46500 95 650 35.72 NO-PREPAY 1/1/2012 5 5 1 3.25 1103640765 SFR 1 OO REFI Y 6.75 6.75 250000 249906.25 1/1/2007 12/1/2036 1406.25 360 51.03 CA 2/1/2007 N 490000 1 3.25 1406.25 93033 12/28/2006 8 SA2607EI_ARM-INTONLY 0 0 0 51.03 628 0 3YR 12/1/2013 5 5 1 3.25 1103640768 CONDO 1 OO PURCHASE N 6.25 6.25 256000 256000 1/1/2007 12/1/2036 1333.33 360 80 VA 2/1/2007 N 327000 1 3.25 1333.33 22003 12/28/2006 2 PA0605EI_ARM-INTONLY 0 320000 64000 100 683 43.85 3YR 12/1/2011 5 5 1 3.25 1103640769 TOWNHOUSE 1 OO REFI Y 6.75 6.75 360000 360000 1/1/2007 12/1/2036 2025 360 80 VA 2/1/2007 N 450000 1 3.25 2025 20164 12/28/2006 8 SA2605EI_ARM-INTONLY 0 0 0 80 627 0 1YR 12/1/2011 5 5 1 3.25 1103640771 2-4FAMILY 4 OO PURCHASE N 7.625 7.625 360000 359477.22 1/1/2007 12/1/2036 2548.06 360 80 NJ 2/1/2007 N 450000 1 3.25 2548.06 07503 12/28/2006 8 SA2607E_ARM 0 450000 90000 100 679 0 NO-PREPAY 12/1/2013 5 5 1 3.25 1103640773 SFR 1 OO PURCHASE N 6.625 6.625 184800 184800 1/1/2007 12/1/2036 1020.25 360 80 AZ 2/1/2007 N 231000 1 3.25 1020.25 85345 12/28/2006 8 SA0605EI_ARM-INTONLY 0 231000 46200 100 708 0 1YR 12/1/2011 5 5 1 3.25 1103640776 SFR 1 OO REFI N 6.625 6.625 480000 480000 1/1/2007 12/1/2036 2650 360 68.58 VA 2/1/2007 N 700000 1 3.25 2650 20121 12/28/2006 12 SA0605EI_ARM-INTONLY 0 0 0 68.58 704 0 3YR 12/1/2011 5 5 1 3.25 1103640777 PUD 1 OO PURCHASE N 6.625 6.625 255200 255200 1/1/2007 12/1/2036 1408.92 360 80 GA 2/1/2007 N 320000 1 3.25 1408.92 30024 12/28/2006 2 PA0605EI_ARM-INTONLY 0 319000 63800 100 755 38.549 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640779 PUD 1 OO PURCHASE N 7.25 7.25 480000 480000 1/1/2007 12/1/2036 2900 360 80 MD 2/1/2007 N 605000 1 3.25 2900 20705 12/28/2006 8 SA2605EI_ARM-INTONLY 0 600000 90000 95 636 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640780 TOWNHOUSE 1 OO PURCHASE N 7.375 7.375 335200 335200 1/1/2007 12/1/2036 2060.08 360 80 VA 2/1/2007 N 430000 1 3.25 2060.08 22031 12/28/2006 8 SA2605EI_ARM-INTONLY 0 419000 83800 100 677 0 3YR 12/1/2011 5 5 1 3.25 1103640781 SFR 1 OO PURCHASE N 7 7 252000 252000 1/1/2007 12/1/2036 1470 360 80 GA 2/1/2007 N 316000 1 3.25 1470 30228 12/28/2006 8 SA0605EI_ARM-INTONLY 0 315000 63000 100 694 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640782 CONDO 1 OO PURCHASE N 7.375 7.375 179900 179900 1/1/2007 12/1/2036 1105.64 360 80 MD 2/1/2007 N 230000 1 3.25 1105.64 20877 12/28/2006 2 PA0605EI_ARM-INTONLY 0 224900 45002 100 683 38.78 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640783 SFR 1 OO PURCHASE N 6.875 6.875 196000 196000 1/1/2007 12/1/2036 1122.92 360 80 TN 2/1/2007 N 245000 1 3.25 1122.92 38024 12/28/2006 2 PA0605EI_ARM-INTONLY 0 245000 49000 100 719 41.21 1YR 12/1/2011 5 5 1 3.25 1103640785 PUD 1 OO REFI Y 7.375 7.375 257000 257000 1/1/2007 12/1/2036 1579.48 360 77.88 VA 2/1/2007 N 330000 1 3.25 1579.48 20164 12/28/2006 8 SA2605EI_ARM-INTONLY 0 0 0 77.88 640 0 1YR 12/1/2011 5 5 1 3.25 1103640786 PUD 1 OO REFI Y 7.875 7.875 400000 400000 1/1/2007 12/1/2036 2625 360 80 GA 2/1/2007 N 500000 1 3.25 2625 30024 12/28/2006 12 SA2605EI_ARM-INTONLY 0 0 50000 90 671 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640787 PUD 1 OO PURCHASE N 7.25 7.25 370400 370400 1/1/2007 12/1/2036 2237.84 360 80 VA 2/1/2007 N 466000 1 3.25 2237.84 20151 12/28/2006 12 XA0605EI_ARM-INTONLY 0 463000 92600 100 692 0 3YR 12/1/2011 5 5 1 3.25 1103640788 SFR 1 OO PURCHASE N 6.875 6.875 424000 424000 1/1/2007 12/1/2036 2429.17 360 80 VA 2/1/2007 N 555000 1 3.25 2429.17 22030 12/28/2006 2 PA1605EI_ARM-INTONLY 0 530000 106000 100 671 44.23 1YR 12/1/2011 5 5 1 3.25 1103640789 PUD 1 OO PURCHASE N 6.25 6.25 239200 239200 1/1/2007 12/1/2036 1245.83 360 80 MD 2/1/2007 N 315000 1 3.25 1245.83 20886 12/28/2006 2 PA0605EI_ARM-INTONLY 0 299000 59800 100 711 40 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640790 PUD 1 OO PURCHASE N 6.625 6.625 180654 180654 1/1/2007 12/1/2036 997.36 360 80 GA 2/1/2007 N 226000 1 3.25 997.36 30519 12/28/2006 2 PA0605EI_ARM-INTONLY 0 225818 45164 100 682 39.244 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640791 TOWNHOUSE 1 OO PURCHASE N 6.875 6.875 212000 212000 1/1/2007 12/1/2036 1214.58 360 80 MD 2/1/2007 N 284000 1 3.25 1214.58 21117 12/28/2006 2 PA1605EI_ARM-INTONLY 0 265000 53000 100 674 34.073 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640792 SFR 1 OO PURCHASE N 7.125 7.125 480000 480000 1/1/2007 12/1/2036 2850 360 80 VA 2/1/2007 N 600000 1 3.25 2850 22042 12/28/2006 8 SA2605EI_ARM-INTONLY 0 600000 120000 100 662 0 3YR 12/1/2011 5 5 1 3.25 1103640795 PUD 1 OO PURCHASE N 7.25 7.25 464000 464000 1/1/2007 12/1/2036 2803.33 360 80 MD 2/1/2007 N 580000 1 3.25 2803.33 20877 12/28/2006 8 SA0605EI_ARM-INTONLY 0 580000 116000 100 688 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640796 SFR 1 OO PURCHASE N 6.875 6.875 650000 650000 1/1/2007 12/1/2036 3723.96 360 79.27 VA 2/1/2007 N 820000 1 3.25 3723.96 22042 12/28/2006 8 SA2605EI_ARM-INTONLY 0 820000 128986 95 656 0 1YR 12/1/2011 5 5 1 3.25 1103640797 PUD 1 OO PURCHASE N 6.75 6.75 184000 184000 1/1/2007 12/1/2036 1035 360 80 AZ 2/1/2007 N 230000 1 3.25 1035 85353 12/28/2006 2 PA0605EI_ARM-INTONLY 0 230000 46000 100 732 38.285 1YR 12/1/2011 5 5 1 3.25 1103640799 PUD 1 OO PURCHASE N 6.625 6.625 194320 194320 1/1/2007 12/1/2036 1072.81 360 79.98 GA 2/1/2007 N 250000 1 3.25 1072.81 30043 12/28/2006 2 PA1605EI_ARM-INTONLY 0 242990 48574 99.97 673 37.316 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640802 SFR 1 OO PURCHASE N 6.75 6.75 80000 79861.85 1/1/2007 12/1/2036 518.88 360 45.72 AZ 2/1/2007 N 180000 1 3.25 518.88 85701 12/28/2006 12 BA2605E_ARM 0 175000 0 45.72 667 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640804 PUD 1 OO REFI Y 6.125 6.125 240000 239532.27 1/1/2007 12/1/2036 1458.27 360 64.87 NV 2/1/2007 N 370000 1 3.25 1458.27 89147 12/28/2006 8 SA0605E_ARM 0 0 0 64.87 706 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640805 2-4FAMILY 2 OO PURCHASE N 7.375 7.375 367600 367038.86 1/1/2007 12/1/2036 2538.92 360 80 NJ 2/1/2007 N 460000 1 3.25 2538.92 07057 12/28/2006 8 SA2605E_ARM 0 459500 91900 100 667 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640807 2-4FAMILY 2 OO PURCHASE N 7.75 7.75 400000 399433.54 1/1/2007 12/1/2036 2865.65 360 80 NJ 2/1/2007 N 512000 1 3.25 2865.65 07201 12/28/2006 12 BA2605E_ARM 0 500000 100000 100 671 0 NO-PREPAY 12/1/2011 5 5 1 3.25 1103640808 TOWNHOUSE 1 OO PURCHASE N 6.25 6.25 303440 303439.8 1/1/2007 12/1/2036 1580.42 360 80 VA 2/1/2007 N 390000 1 3.25 1580.42 22315 12/28/2006 8 SA2603EI_ARM-INTONLY 0 379300 75860 100 678 0 3YR 12/1/2009 6 2 1 3.25 1103640809 SFR 1 OO REFI Y 7.75 7.75 312000 311558.16 1/1/2007 12/1/2036 2235.21 360 80 MD 2/1/2007 N 390000 1 3.25 2235.21 20740 12/28/2006 8 SA2603E_ARM 0 0 58500 95 626 0 NO-PREPAY 12/1/2009 6 2 1 3.25 1103640813 2-4FAMILY 2 OO REFI Y 7 7 588000 587550.65 1/1/2007 12/1/2036 3654.02 360 80 CA 2/1/2007 Y 735000 1 0 3654.02 92701 12/28/2006 8 SB0640_BALLOON 0 0 36456 84.96 719 0 3YR 0 0 0 0 1103640814 PUD 1 OO PURCHASE N 7 7 247200 246793.56 1/1/2007 12/1/2036 1644.63 360 80 TX 2/1/2007 N 315000 1 0 1644.63 77382 12/28/2006 12 XF0630_FIXEDRATE 0 309000 61800 100 764 0 3YR 0 0 0 0 1103640815 PUD 1 OO REFI Y 6.875 6.875 340000 339427.07 1/1/2007 12/1/2036 2233.56 360 66.15 VA 2/1/2007 N 514000 1 0 2233.56 20164 12/28/2006 2 PF1630_FIXEDRATE 0 0 0 66.15 667 38.443 NO-PREPAY 0 0 0 0 1103640817 CONDO 1 OO REFI N 7.375 7.375 200000 199694.7 1/1/2007 12/1/2036 1381.35 360 80 VA 2/1/2007 N 250000 1 0 1381.35 22042 12/28/2006 2 PF1630_FIXEDRATE 0 0 12500 85 647 45.289 1YR 0 0 0 0 1103640819 TOWNHOUSE 1 OO PURCHASE N 6.375 6.375 216305 215903.26 1/1/2007 12/1/2036 1349.46 360 80 GA 2/1/2007 N 277000 1 0 1349.46 30097 12/28/2006 2 PF0630_FIXEDRATE 0 270385 54104 100 697 39.6 NO-PREPAY 0 0 0 0 1103640820 SFR 1 OO PURCHASE N 6.875 6.875 531952 531055.62 1/1/2007 12/1/2036 3494.55 360 80 MD 2/1/2007 N 675000 1 0 3494.55 21076 12/28/2006 2 PF1630_FIXEDRATE 0 664940 0 80 676 38.267 NO-PREPAY 0 0 0 0 1103640821 SFR 1 OO REFI Y 6.5 6.5 211000 209605.99 1/1/2007 12/1/2021 1838.04 180 41.3 CA 2/1/2007 N 511000 1 0 1838.04 91790 12/28/2006 2 PF0615_FIXEDRATE 0 0 0 41.3 684 37.91 1YR 0 0 0 0 1103640824 CONDO 1 OO REFI Y 6.5 6.5 220000 219806.81 1/1/2007 12/1/2036 1288 360 45.37 CA 2/1/2007 Y 485000 1 0 1288 90241 12/28/2006 12 SB0640_BALLOON 0 0 0 45.37 731 0 3YR 0 0 0 0 1103640894 SFR 1 OO REFI Y 6 6 577100 576525.49 2/1/2007 1/1/2037 3460.01 360 67.9 CA 2/1/2007 N 850000 1 0 3460.01 92886 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 67.9 716 24.06 3YR 0 0 0 0 1103640897 SFR 1 OO REFI N 6.375 6.375 500000 500000 2/1/2007 1/1/2037 2656.25 360 74.08 CA 2/1/2007 N 675000 1 3 2656.25 95624 12/22/2006 1 PA1605EI_ARM-INTONLY 0 0 80000 85.93 652 35.97 2YR 1/1/2012 6 3 1 3 1103640921 SFR 1 OO PURCHASE N 6.125 6.125 169600 169600 2/1/2007 1/1/2037 865.67 360 80 CO 2/1/2007 N 212000 1 3 865.67 80013 1/2/2007 2 PA0605EI_ARM-INTONLY 0 212000 42400 100 694 38.41 2YR 1/1/2012 6 3 1 3 1103641010 SFR 1 NOO PURCHASE N 7.5 7.5 118400 118312.13 2/1/2007 1/1/2037 827.87 360 80 GA 2/1/2007 N 148000 1 0 827.87 30161 1/8/2007 17 PF0630_FIXEDRATE 0 148000 0 80 714 22.96 NO-PREPAY 0 0 0 0 1103641054 SFR 1 OO REFI Y 6.875 6.875 273000 272309.3 1/1/2007 12/1/2036 1793.42 360 65 NJ 2/1/2007 N 420000 1 0 1793.42 07083 12/19/2006 12 SF0630_FIXEDRATE 0 0 0 65 705 0 NO-PREPAY 0 0 0 0 1103641055 SFR 1 NOO REFI N 6.75 6.75 450000 448833.3 1/1/2007 12/1/2036 2918.69 360 75 NJ 2/1/2007 N 600000 1 0 2918.69 08008 12/19/2006 8 SF0630_FIXEDRATE 0 0 0 75 687 0 NO-PREPAY 0 0 0 0 1103641056 2-4FAMILY 3 NOO REFI Y 8.25 8.25 480000 479385.74 1/1/2007 12/1/2036 3606.08 360 80 NY 2/1/2007 N 600000 1 0 3606.08 10314 12/19/2006 2 BF0230_FIXEDRATE 0 0 24000 84 779 43.95 NO-PREPAY 0 0 0 0 1103641057 SFR 1 OO PURCHASE N 7.125 7.125 113600 113417.11 1/1/2007 12/1/2036 765.34 360 80 TX 2/1/2007 N 143000 1 0 765.34 75002 12/19/2006 8 SF0630_FIXEDRATE 0 142000 28400 100 681 0 NO-PREPAY 0 0 0 0 1103641058 SFR 1 OO REFI N 7 7 358000 357706.54 2/1/2007 1/1/2037 2381.78 360 79.56 NY 2/1/2007 N 450000 1 0 2381.78 11716 12/19/2006 17 PF0630_FIXEDRATE 0 0 0 79.56 685 40.33 NO-PREPAY 0 0 0 0 1103641059 SFR 1 OO REFI N 6.625 6.625 528000 527065.74 1/1/2007 12/1/2036 3380.84 360 80 NY 2/1/2007 N 660000 1 0 3380.84 11949 12/19/2006 1 PF1630_FIXEDRATE 0 0 66000 90 670 37.89 NO-PREPAY 0 0 0 0 1103641073 2-4FAMILY 3 NOO REFI Y 12.5 12.5 24000 23987.65 1/1/2007 12/1/2021 256.14 180 4 NY 2/1/2007 Y 600000 2 0 256.14 10314 12/19/2006 2 TB0630_BALLOON 0 0 0 84 779 43.95 NO-PREPAY 0 0 0 0 1103641081 SFR 1 OO REFI Y 5.875 5.875 255000 255000 1/1/2007 12/1/2036 1248.44 360 57.96 CA 2/1/2007 N 440000 1 2.25 1248.44 95687 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 57.96 739 13.55 3YR 12/1/2011 6 6 2 2.25 1103641082 SFR 1 OO PURCHASE N 6.75 6.75 392000 391608.9 1/1/2007 12/1/2036 2205 360 80 CA 2/1/2007 N 490000 1 2.25 2205 96094 12/22/2006 2 PA0605EI_ARM-INTONLY 0 490000 98000 100 683 38.72 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641083 2-4FAMILY 2 OO REFI N 6.875 6.875 322400 322400 1/1/2007 12/1/2036 1847.08 360 80 CA 2/1/2007 N 403000 1 2.25 1847.08 95817 12/22/2006 17 PA0605EI_ARM-INTONLY 0 0 55977 93.89 690 47.34 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641084 SFR 1 OO PURCHASE N 5.75 5.75 1000000 1000000 1/1/2007 12/1/2036 4791.67 360 74.08 CA 2/1/2007 N 1645000 1 2.25 4791.67 95076 12/22/2006 2 PA0605EI_ARM-INTONLY 0 1350000 135682 84.13 772 43.67 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641085 CONDO 1 OO PURCHASE N 5.5 5.5 688000 686490.43 1/1/2007 12/1/2036 3906.39 360 80 CA 2/1/2007 N 860000 1 2.25 3906.39 94110 12/22/2006 1 PA0605E_ARM 0 860000 49966 85.81 699 47.47 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641086 SFR 1 OO PURCHASE N 6.5 6.5 328000 328000 1/1/2007 12/1/2036 1776.67 360 80 CA 2/1/2007 N 410000 1 2.25 1776.67 92345 12/22/2006 2 PA0605EI_ARM-INTONLY 0 410000 82000 100 697 43.33 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641087 PUD 1 OO PURCHASE N 6.25 6.25 314000 314000 2/1/2007 1/1/2037 1635.42 360 80 CA 2/1/2007 N 393000 1 2.25 1635.42 92064 12/22/2006 2 PA0605EI_ARM-INTONLY 0 392500 78500 100 696 48.91 NO-PREPAY 1/1/2012 6 6 2 2.25 1103641088 SFR 1 OO PURCHASE N 6 6 212000 212000 1/1/2007 12/1/2036 1060 360 80 CA 2/1/2007 N 265000 1 2.25 1060 93535 12/22/2006 1 PA1605EI_ARM-INTONLY 0 265000 53000 100 650 42.07 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641089 SFR 1 NOO REFI Y 6.875 6.875 484000 482773.12 12/1/2006 11/1/2036 3179.54 360 80 CA 2/1/2007 N 605000 1 2.25 3179.54 90755 12/22/2006 2 PA0605E_ARM 0 0 30190 84.99 691 38.33 NO-PREPAY 11/1/2011 6 6 2 2.25 1103641090 SFR 1 OO REFI Y 6.875 6.875 399100 398427.5 1/1/2007 12/1/2036 2621.8 360 73.23 CA 2/1/2007 N 545000 1 2.25 2621.8 95688 12/22/2006 17 PA1605E_ARM 0 0 86012 89.02 673 43.17 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641092 SFR 1 2ND REFI N 5.5 5.5 475000 475000 1/1/2007 12/1/2036 2177.08 360 62.1 CA 2/1/2007 N 765000 1 2.25 2177.08 96137 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 62.1 703 35.49 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641093 SFR 1 OO REFI N 5.875 5.875 359000 359000 1/1/2007 12/1/2036 1757.6 360 63.43 CA 2/1/2007 N 566000 1 2.25 1757.6 95405 12/22/2006 2 PA1605EI_ARM-INTONLY 0 0 100024 81.1 668 26.71 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641094 SFR 1 OO REFI Y 7.375 7.375 424000 424000 1/1/2007 12/1/2036 2605.83 360 80 CA 2/1/2007 N 530000 1 2.25 2605.83 94544 12/22/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 620 38.35 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641095 SFR 1 NOO PURCHASE N 6.5 6.5 203450 203081.16 1/1/2007 12/1/2036 1285.94 360 65 CA 2/1/2007 N 338500 1 2.25 1285.94 93312 12/22/2006 2 PA0605E_ARM 0 313000 0 65 691 44.7 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641096 SFR 1 OO REFI Y 7.125 7.125 352000 352000 1/1/2007 12/1/2036 2090 360 80 CA 2/1/2007 N 440000 1 2.25 2090 95949 12/22/2006 2 PA1605EI_ARM-INTONLY 0 0 29964 86.81 647 37.92 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641097 SFR 1 OO REFI Y 6.75 6.75 720000 720000 1/1/2007 12/1/2036 4050 360 52.37 CA 2/1/2007 N 1375000 1 2.25 4050 95003 12/28/2006 12 XA1605EI_ARM-INTONLY 0 0 0 52.37 647 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641098 SFR 1 OO PURCHASE N 6.375 6.375 544000 544000 1/1/2007 12/1/2036 2890 360 80 CA 2/1/2007 N 680000 1 2.25 2890 94560 12/22/2006 2 PA0605EI_ARM-INTONLY 0 680000 136000 100 722 48.28 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641099 2-4FAMILY 4 OO REFI N 6.875 6.875 508400 508400 1/1/2007 12/1/2036 2912.71 360 76.8 CA 2/1/2007 N 662000 1 2.25 2912.71 94804 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 76.8 684 44.89 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641100 SFR 1 NOO REFI Y 6.375 6.375 360000 360000 1/1/2007 12/1/2036 1912.5 360 62.07 CA 2/1/2007 N 580000 1 2.25 1912.5 95405 12/22/2006 8 SA0605EI_ARM-INTONLY 0 0 0 62.07 795 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641101 SFR 1 OO PURCHASE N 6.75 6.75 430000 430000 1/1/2007 12/1/2036 2418.75 360 80 CA 2/1/2007 N 540000 1 2.25 2418.75 91342 12/22/2006 2 PA0605EI_ARM-INTONLY 0 537500 107500 100 792 39.02 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641102 PUD 1 OO PURCHASE N 6.125 6.125 368000 368000 1/1/2007 12/1/2036 1878.33 360 79.66 CA 2/1/2007 N 462000 1 2.25 1878.33 93065 12/22/2006 2 PA0605EI_ARM-INTONLY 0 462000 91988 99.57 723 41.6 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641103 CONDO 1 OO PURCHASE N 5.875 5.875 532000 532000 1/1/2007 12/1/2036 2604.58 360 80 CA 2/1/2007 N 665000 1 2.25 2604.58 94107 12/22/2006 1 PA1605EI_ARM-INTONLY 0 665000 99750 95 660 39.9 NO-PREPAY 12/1/2011 6 6 2 2.25 1103641128 SFR 1 OO PURCHASE N 6.125 6.125 384300 381700 2/1/2007 1/1/2037 1961.53 360 70 CA 2/1/2007 N 570000 1 0 1961.53 91740 12/22/2006 17 PF0630I_FIX-INTONLY 0 549000 0 70 735 40 3YR 0 0 0 0 1103641148 PUD 1 NOO PURCHASE N 8.125 8.125 92283 92161.85 1/1/2007 12/1/2036 685.2 360 80 TX 2/1/2007 N 121000 1 2.75 685.2 77433 12/29/2006 2 PA1605E_ARM 0 115354 17303 95 674 19.43 NO-PREPAY 12/1/2011 6 3 1 8.125 1103641153 CONDO 1 NOO PURCHASE N 8.25 8.25 223600 223600 1/1/2007 12/1/2036 1537.25 360 80 FL 2/1/2007 N 280000 1 2.75 1537.25 34747 12/29/2006 2 PA0605EI_ARM-INTONLY 0 279500 41925 95 702 29.09 3YR 12/1/2011 6 3 1 8.25 1103641155 SFR 1 OO REFI Y 5.75 5.75 316000 316000 1/1/2007 12/1/2036 1514.17 360 42.14 CA 2/1/2007 N 750000 1 2.75 1514.17 94087 12/29/2006 1 XA0610EI_ARM-INTONLY 0 0 0 42.14 789 49.33 3YR 12/1/2016 6 3 1 5.75 1103641157 SFR 1 NOO REFI Y 8.5 8.5 296000 296000 1/1/2007 12/1/2036 2096.67 360 80 CA 2/1/2007 N 370000 1 2.75 2096.67 95757 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 55500 95 705 42.53 3YR 12/1/2011 6 3 1 8.5 1103641159 SFR 1 OO REFI Y 6.5 6.5 445000 445000 1/1/2007 12/1/2036 2410.42 360 58.79 CA 2/1/2007 N 757000 1 2.75 2410.42 91913 12/29/2006 1 PA1605EI_ARM-INTONLY 0 0 0 58.79 677 40.14 3YR 12/1/2011 6 3 1 6.5 1103641160 2-4FAMILY 2 OO REFI Y 6.875 6.875 345000 345000 1/1/2007 12/1/2036 1976.56 360 66.35 CA 2/1/2007 N 520000 1 2.75 1976.56 90262 12/29/2006 2 BA3205EI_ARM-INTONLY 0 0 0 66.35 616 41.46 3YR 12/1/2011 6 3 1 6.875 1103641161 SFR 1 2ND REFI Y 6.49 6.49 232500 232500 1/1/2007 12/1/2036 1257.44 360 75 CA 2/1/2007 N 310000 1 2.75 1257.44 96094 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75 653 49.56 3YR 12/1/2011 6 3 1 6.49 1103641162 SFR 1 OO REFI Y 6.625 6.625 480000 480000 1/1/2007 12/1/2036 2650 360 80 CA 2/1/2007 N 600000 1 2.75 2650 93030 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 120000 100 666 47.7 3YR 12/1/2011 6 3 1 6.625 1103641163 SFR 1 OO PURCHASE N 6.875 6.875 240000 240000 1/1/2007 12/1/2036 1375 360 80 WA 2/1/2007 N 300000 1 2.75 1375 98058 12/29/2006 2 PA1605EI_ARM-INTONLY 0 300000 60000 100 667 49.7 1YR 12/1/2011 6 3 1 6.875 1103641164 SFR 1 OO PURCHASE N 7.375 7.375 368000 368000 1/1/2007 12/1/2036 2261.67 360 80 CA 2/1/2007 N 460000 1 2.75 2261.67 91733 12/29/2006 2 PA1605EI_ARM-INTONLY 0 460000 92000 100 666 45.29 3YR 12/1/2011 6 3 1 7.375 1103641165 SFR 1 OO PURCHASE N 6.375 6.375 480000 480000 1/1/2007 12/1/2036 2550 360 80 CA 2/1/2007 N 620000 1 2.75 2550 91911 12/29/2006 2 PA1605EI_ARM-INTONLY 0 600000 120000 100 674 48.09 3YR 12/1/2011 6 3 1 6.375 1103641166 SFR 1 NOO REFI Y 8.25 8.25 111200 111057.69 1/1/2007 12/1/2036 835.41 360 80 IL 2/1/2007 N 139000 1 2.75 835.41 60827 12/29/2006 2 PA1605E_ARM 0 0 20850 95 660 41 NO-PREPAY 12/1/2011 6 3 1 8.25 1103641168 SFR 1 OO PURCHASE N 6.99 6.99 458400 458400 1/1/2007 12/1/2036 2670.18 360 80 CA 2/1/2007 N 580000 1 2.75 2670.18 91342 12/29/2006 2 PA0605EI_ARM-INTONLY 0 573000 114600 100 761 45.9 3YR 12/1/2011 6 3 1 6.99 1103641169 SFR 1 OO PURCHASE N 7.5 7.5 276000 276000 1/1/2007 12/1/2036 1725 360 80 CA 2/1/2007 N 350000 1 2.75 1725 92404 12/29/2006 2 PA1605EI_ARM-INTONLY 0 345000 69000 100 655 41.05 3YR 12/1/2011 6 3 1 7.5 1103641170 2-4FAMILY 4 OO PURCHASE N 8.125 8.125 860000 860000 1/1/2007 12/1/2036 5822.92 360 80 CA 2/1/2007 N 1075000 1 2.75 5822.92 91205 12/29/2006 2 XA1605EI_ARM-INTONLY 0 1075000 161250 95 669 43.66 1YR 12/1/2011 6 3 1 8.125 1103641171 2-4FAMILY 4 NOO REFI Y 8.25 8.25 746250 746250 1/1/2007 12/1/2036 5130.47 360 75 CA 2/1/2007 N 995000 1 2.75 5130.47 92831 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 726 36.81 3YR 12/1/2011 6 3 1 8.25 1103641172 SFR 1 OO PURCHASE N 7.625 7.625 483200 483200 1/1/2007 12/1/2036 3070.33 360 80 CA 2/1/2007 N 604000 1 2.75 3070.33 90016 12/29/2006 2 PA1605EI_ARM-INTONLY 0 604000 120800 100 647 35.11 3YR 12/1/2011 6 3 1 7.625 1103641173 2-4FAMILY 4 OO PURCHASE N 7.99 7.99 640000 639136.54 1/1/2007 12/1/2036 4691.63 360 80 CA 2/1/2007 N 800000 1 2.75 4691.63 90058 12/29/2006 2 PA0605E_ARM 0 800000 160000 100 683 23.59 NO-PREPAY 12/1/2011 6 3 1 7.99 1103641174 CONDO 1 OO PURCHASE N 8.5 8.5 195120 195120 1/1/2007 12/1/2036 1382.1 360 80 FL 2/1/2007 N 244000 1 2.75 1382.1 33161 12/29/2006 2 PA1605EI_ARM-INTONLY 0 243900 48780 100 661 38.28 3YR 12/1/2011 6 3 1 8.5 1103641175 CONDO 1 OO PURCHASE N 8.75 8.75 560000 560000 1/1/2007 12/1/2036 4083.33 360 80 CA 2/1/2007 N 700000 1 2.75 4083.33 92887 12/29/2006 2 PA0605EI_ARM-INTONLY 0 700000 140000 100 682 40.06 3YR 12/1/2011 6 3 1 8.75 1103641176 SFR 1 OO REFI Y 7.25 7.25 456000 456000 1/1/2007 12/1/2036 2755 360 80 CA 2/1/2007 N 570000 1 2.75 2755 91350 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 114000 100 726 49.03 NO-PREPAY 12/1/2011 6 3 1 7.25 1103641177 PUD 1 OO PURCHASE N 6.99 6.99 183999 183999 1/1/2007 12/1/2036 1071.79 360 80 NV 2/1/2007 N 230000 1 2.75 1071.79 89108 12/29/2006 2 PA1605EI_ARM-INTONLY 0 229999 46000 100 668 41.77 3YR 12/1/2011 6 3 1 6.99 1103641178 2-4FAMILY 4 OO PURCHASE N 7.99 7.99 680000 680000 1/1/2007 12/1/2036 4527.67 360 80 CA 2/1/2007 N 920000 1 2.75 4527.67 90813 12/29/2006 8 SA0605EI_ARM-INTONLY 0 850000 170000 100 685 0 3YR 12/1/2011 6 3 1 7.99 1103641180 CONDO 1 OO PURCHASE N 7.875 7.875 253600 253600 1/1/2007 12/1/2036 1664.25 360 80 CA 2/1/2007 N 317000 1 2.75 1664.25 91706 12/29/2006 2 PA0605EI_ARM-INTONLY 0 317000 63400 100 718 45.53 3YR 12/1/2011 6 3 1 7.875 1103641181 2-4FAMILY 3 OO PURCHASE N 7.625 7.625 456000 455911.54 1/1/2007 12/1/2036 2897.5 360 80 CA 2/1/2007 N 570000 1 2.75 2897.5 90022 12/29/2006 2 PA0605EI_ARM-INTONLY 0 570000 114000 100 686 44.34 3YR 12/1/2011 6 3 1 7.625 1103641183 SFR 1 OO PURCHASE N 8.375 8.375 370000 370000 1/1/2007 12/1/2036 2582.29 360 80 CA 2/1/2007 N 505000 1 2.75 2582.29 92111 12/29/2006 2 PA1605EI_ARM-INTONLY 0 462500 92500 100 649 44.39 3YR 12/1/2011 6 3 1 8.375 1103641185 2-4FAMILY 2 OO PURCHASE N 7.75 7.75 432000 432000 1/1/2007 12/1/2036 2790 360 80 CA 2/1/2007 N 540000 1 2.75 2790 90262 12/29/2006 8 SA0605EI_ARM-INTONLY 0 540000 108000 100 695 0 3YR 12/1/2011 6 3 1 2.75 1103641186 SFR 1 OO PURCHASE N 8.125 8.125 592000 592000 1/1/2007 12/1/2036 4008.33 360 80 CA 2/1/2007 N 890000 1 2.75 4008.33 92653 12/29/2006 2 PA1605EI_ARM-INTONLY 0 740000 148000 100 659 36.2 3YR 12/1/2011 6 3 1 8.125 1103641187 SFR 1 OO PURCHASE N 7.125 7.125 430400 430400 1/1/2007 12/1/2036 2555.5 360 80 CA 2/1/2007 N 555000 1 2.75 2555.5 91605 12/29/2006 2 PA0605EI_ARM-INTONLY 0 538000 107600 100 726 39.76 NO-PREPAY 12/1/2011 6 3 1 7.125 1103641190 PUD 1 OO PURCHASE N 8.25 8.25 412000 412000 1/1/2007 12/1/2036 2832.5 360 80 CA 2/1/2007 N 520000 1 2.75 2832.5 92883 12/29/2006 2 PA1605EI_ARM-INTONLY 0 515000 103000 100 650 39.11 3YR 12/1/2011 6 3 1 8.25 1103641192 SFR 1 OO REFI Y 7.125 7.125 428000 428000 1/1/2007 12/1/2036 2541.25 360 80 CA 2/1/2007 N 535000 1 2.75 2541.25 90042 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 688 18.75 3YR 12/1/2011 6 3 1 7.125 1103641193 CONDO 1 NOO PURCHASE N 8.375 8.375 156000 156000 1/1/2007 12/1/2036 1088.75 360 80 IL 2/1/2007 N 196000 1 2.75 1088.75 61801 12/29/2006 1 PA2605EI_ARM-INTONLY 0 195000 29250 95 636 47.48 NO-PREPAY 12/1/2011 6 3 1 8.375 1103641194 CONDO 1 NOO PURCHASE N 8.375 8.375 132000 132000 1/1/2007 12/1/2036 921.25 360 80 IL 2/1/2007 N 170000 1 2.75 921.25 61801 12/29/2006 1 PA2605EI_ARM-INTONLY 0 165000 24750 95 636 47.48 NO-PREPAY 12/1/2011 6 3 1 8.375 1103641230 2-4FAMILY 2 OO REFI Y 7.99 7.99 510000 510000 2/1/2007 1/1/2037 3395.75 360 85 CA 2/1/2007 N 600000 1 3.5 3395.75 90255 12/21/2006 2 PA0405EI_ARM-INTONLY 22 0 0 85 768 44.9 3YR 1/1/2012 6 3 1 3.5 1103641304 SFR 1 NOO REFI Y 6.375 6.375 240000 240000 2/1/2007 1/1/2037 1275 360 75 HI 2/1/2007 N 320000 1 3 1275 96792 12/29/2006 2 PA0603EI_ARM-INTONLY 0 0 0 75 698 30.31 NO-PREPAY 1/1/2010 6 3 1 3 1103641339 SFR 1 OO REFI Y 6.875 6.875 128000 128000 2/1/2007 1/1/2037 733.33 360 80 CA 2/1/2007 N 160000 1 0 733.33 93307 12/28/2006 2 PF2630I_FIX-INTONLY 0 0 0 80 637 40.15 3YR 0 0 0 0 1103641369 SFR 1 OO PURCHASE N 7 7 439200 439200 2/1/2007 1/1/2037 2562 360 80 CA 2/1/2007 N 549000 1 3 2562 91342 12/21/2006 2 PA0605EI_ARM-INTONLY 0 549000 109800 100 722 38.06 3YR 1/1/2012 6 3 1 3 1103641411 SFR 1 OO REFI Y 6.375 6.375 203500 203500 2/1/2007 1/1/2037 1081.09 360 69.94 FL 2/1/2007 N 291000 1 3 1081.09 32533 1/3/2007 1 PA1607EI_ARM-INTONLY 0 0 0 69.94 655 15.69 1YR 1/1/2014 6 3 1 3 1103641456 SFR 1 NOO REFI Y 6.25 6.25 390000 389629.93 2/1/2007 1/1/2037 2401.3 360 60 CA 2/1/2007 N 650000 1 0 2401.3 95076 1/3/2007 7 SF1630_FIXEDRATE 0 0 0 60 683 0 NO-PREPAY 0 0 0 0 1103641480 SFR 1 OO PURCHASE N 7.5 7.5 256000 256000 2/1/2007 1/1/2037 1600 360 80 CA 2/1/2007 N 365000 1 3 1600 92571 12/29/2006 2 PA1605EI_ARM-INTONLY 0 320000 64000 100 669 41.21 3YR 1/1/2012 6 3 1 3 1103641486 SFR 1 OO REFI Y 6.25 6.25 202000 202000 2/1/2007 1/1/2037 1052.08 360 67.34 CA 2/1/2007 N 300000 1 3 1052.08 92345 12/28/2006 12 SA1605EI_ARM-INTONLY 0 0 0 67.34 693 0 1YR 1/1/2012 6 3 1 3 1103641539 D-PUDS 1 NOO REFI N 6.625 6.625 185000 184836.77 2/1/2007 1/1/2037 1184.58 360 58.74 CA 2/1/2007 N 315000 1 0 1184.58 93312 1/9/2007 2 PF1630_FIXEDRATE 0 0 0 58.74 663 40.67 3YR 0 0 0 0 1103641542 SFR 1 OO REFI N 7.375 7.375 101000 100923.14 2/1/2007 1/1/2037 697.59 360 77.7 PA 2/1/2007 N 130000 1 0 697.59 17756 12/27/2006 7 SF0630_FIXEDRATE 0 0 0 77.7 695 0 3YR 0 0 0 0 1103641559 SFR 1 OO PURCHASE N 7.125 7.125 163000 163000 2/1/2007 1/1/2037 967.81 360 80 CA 2/1/2007 N 210000 1 3 967.81 92314 12/29/2006 2 PA1605EI_ARM-INTONLY 0 203750 40750 100 680 46.64 2YR 1/1/2012 6 3 1 3 1103641600 SFR 1 OO REFI Y 7.25 7.25 366400 365826.63 1/1/2007 12/1/2036 2499.49 360 80 NJ 2/1/2007 N 458000 1 0 2499.49 07461 12/28/2006 12 SF0630_FIXEDRATE 0 0 0 80 771 0 NO-PREPAY 0 0 0 0 1103641602 SFR 1 OO PURCHASE N 7.5 7.5 226600 226260.49 1/1/2007 12/1/2036 1416.25 360 80 NY 2/1/2007 N 286000 1 0 1416.25 12550 12/28/2006 12 XF0630I_FIX-INTONLY 0 283250 56650 100 760 0 NO-PREPAY 0 0 0 0 1103641608 2-4FAMILY 2 NOO REFI Y 7 7 720000 718816.2 1/1/2007 12/1/2036 4790.18 360 40 NY 2/1/2007 N 1800000 1 0 4790.18 11232 12/28/2006 8 BF0230_FIXEDRATE 0 0 0 40 775 0 NO-PREPAY 0 0 0 0 1103641609 SFR 1 OO REFI Y 6.25 6.25 178700 178360 1/1/2007 12/1/2036 1100.29 360 30.82 NJ 2/1/2007 N 580000 1 0 1100.29 07649 12/28/2006 8 SF0630_FIXEDRATE 0 0 0 30.82 752 0 NO-PREPAY 0 0 0 0 1103641610 2-4FAMILY 3 OO PURCHASE N 6.375 6.375 420000 419219.93 1/1/2007 12/1/2036 2620.25 360 80 NY 2/1/2007 N 690000 1 0 2620.25 11221 12/28/2006 2 PF0630_FIXEDRATE 0 525000 105000 100 688 23.17 NO-PREPAY 0 0 0 0 1103641611 2-4FAMILY 2 OO PURCHASE N 8.25 8.25 391760 391760 1/1/2007 12/1/2036 2693.35 360 80 NY 2/1/2007 N 494000 1 0 2693.35 10456 12/28/2006 12 XF0630I_FIX-INTONLY 0 489700 97940 100 740 0 NO-PREPAY 0 0 0 0 1103641612 SFR 1 OO REFI Y 6.375 6.375 885000 883356.27 1/1/2007 12/1/2036 5521.25 360 40.23 NJ 2/1/2007 N 2200000 1 0 5521.25 07458 12/28/2006 12 BF0230_FIXEDRATE 0 0 550220 65.24 791 0 NO-PREPAY 0 0 0 0 1103641622 SFR 1 OO REFI N 6.25 6.25 248000 247528.15 1/1/2007 12/1/2036 1526.98 360 80 WA 2/1/2007 N 310000 1 0 1526.98 98021 12/28/2006 1 PF1630_FIXEDRATE 0 0 32984 90.64 655 42 NO-PREPAY 0 0 0 0 1103641643 SFR 1 OO REFI Y 7 7 207920 207920 2/1/2007 1/1/2037 1212.87 360 79.36 OR 2/1/2007 N 262000 1 2.5 1212.87 97306 1/2/2007 1 PA0605EI_ARM-INTONLY 0 0 0 79.36 721 18.07 3YR 1/1/2012 6 3 1 2.5 1103641709 D-PUDS 1 OO PURCHASE N 5.75 5.75 332000 332000 2/1/2007 1/1/2037 1590.83 360 80 CA 2/1/2007 N 415000 1 3 1590.83 92883 12/29/2006 2 PA0605EI_ARM-INTONLY 0 415000 83000 100 709 37.21 2YR 1/1/2012 6 3 1 3 1103641834 SFR 1 NOO PURCHASE N 13 13 25400 25400 2/1/2007 1/1/2022 275.17 180 14.95 MS 2/1/2007 Y 170000 2 0 275.17 39503 12/29/2006 2 TB0630I_BALLOON-INTONLY 0 169900 0 89.94 709 41.92 NO-PREPAY 0 0 0 0 1103641919 SFR 1 OO REFI Y 7.625 7.625 123900 123900 3/1/2007 2/1/2037 876.96 360 70 FL 2/1/2007 N 177000 1 0 876.96 32566 1/31/2007 12 SF2630_FIXEDRATE 0 0 0 70 677 0 3YR 0 0 0 0 1103642004 SFR 1 OO REFI N 6.5 6.5 558400 558400 1/1/2007 12/1/2036 3024.67 360 80 CA 2/1/2007 N 698000 1 2.25 3024.67 95713 12/28/2006 2 PA0602EI_ARM-INTONLY 0 0 69591 89.97 764 38.48 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642005 SFR 1 OO PURCHASE N 6.125 6.125 424000 424000 1/1/2007 12/1/2036 2164.17 360 80 CA 2/1/2007 N 530000 1 2.25 2164.17 94544 12/28/2006 2 PA0602EI_ARM-INTONLY 0 530000 106000 100 689 37.06 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642006 SFR 1 OO PURCHASE N 6.625 6.625 560000 560000 1/1/2007 12/1/2036 3091.67 360 80 CA 2/1/2007 N 750000 1 2.25 3091.67 94403 12/28/2006 2 PA0602EI_ARM-INTONLY 0 700000 140000 100 701 44.05 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642009 SFR 1 OO PURCHASE N 6.625 6.625 375920 375920 1/1/2007 12/1/2036 2075.39 360 80 NV 2/1/2007 N 519000 1 2.25 2075.39 89074 12/28/2006 2 PA0602EI_ARM-INTONLY 0 469900 93980 100 705 34.09 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642010 SFR 1 OO PURCHASE N 6.5 6.5 768000 766515.99 1/1/2007 12/1/2036 4160 360 80 CA 2/1/2007 N 960000 1 2.25 4160 94610 12/28/2006 2 PA0602EI_ARM-INTONLY 0 960000 144000 95 785 37.34 NO-PREPAY 12/1/2008 6 3 1 2.25 1103642045 D-PUDS 1 OO REFI N 6.625 6.625 343200 343200 2/1/2007 1/1/2037 1894.75 360 80 CA 2/1/2007 N 429000 1 0 1894.75 92585 1/3/2007 1 PF0630I_FIX-INTONLY 0 0 37500 88.75 692 42 NO-PREPAY 0 0 0 0 1103642092 SFR 1 OO REFI Y 7.625 7.625 492000 492000 12/1/2006 11/1/2036 3126.25 360 80 CA 2/1/2007 N 615000 1 2.75 3126.25 91342 12/21/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 684 0 3YR 11/1/2011 5 5 1 2.75 1103642094 PUD 1 OO REFI Y 6.875 6.875 435500 434766.17 1/1/2007 12/1/2036 2860.92 360 65 FL 2/1/2007 N 670000 1 2.25 2860.92 33647 12/21/2006 12 SA1605E_ARM 0 0 0 65 667 0 3YR 12/1/2011 5 5 1 2.25 1103642095 SFR 1 OO REFI Y 5.75 5.75 205000 205000 1/1/2007 12/1/2036 982.29 360 43.16 CA 2/1/2007 N 475000 1 2.25 982.29 90037 12/21/2006 12 SA1605EI_ARM-INTONLY 0 0 0 43.16 664 0 3YR 12/1/2011 5 5 1 2.25 1103642096 SFR 1 OO REFI Y 6.5 6.5 248000 248000 1/1/2007 12/1/2036 1343.33 360 61.24 CA 2/1/2007 N 405000 1 2.75 1343.33 91766 12/21/2006 17 PA0605EI_ARM-INTONLY 0 0 0 61.24 684 38.4 3YR 12/1/2011 5 5 1 2.75 1103642097 SFR 1 OO REFI Y 6.5 6.5 417000 417000 1/1/2007 12/1/2036 2258.75 360 64.16 CA 2/1/2007 N 650000 1 2.25 2258.75 90620 12/21/2006 12 BA0205EI_ARM-INTONLY 0 0 33000 69.24 684 0 3YR 12/1/2011 5 5 1 2.25 1103642099 SFR 1 OO PURCHASE N 6.875 6.875 212000 212000 1/1/2007 12/1/2036 1214.58 360 80 CA 2/1/2007 N 269000 1 2.25 1214.58 92543 12/21/2006 17 PA0605EI_ARM-INTONLY 0 265000 53000 100 705 41.24 3YR 12/1/2011 5 5 1 2.25 1103642201 D-PUDS 1 OO REFI Y 11.625 11.625 263150 263150 2/1/2007 1/1/2037 2549.27 360 95 NV 2/1/2007 N 277000 1 4.25 2549.27 89148 1/5/2007 7 EA1602EI_ARM-INTONLY 30 0 0 95 676 0 3YR 1/1/2009 6 3 1 5.625 1103642204 SFR 1 OO REFI Y 6.625 6.625 613600 613600 2/1/2007 1/1/2037 3387.58 360 80 CA 2/1/2007 N 767000 1 3 3387.58 92886 12/29/2006 2 PA0603EI_ARM-INTONLY 0 0 0 80 716 45.97 2YR 1/1/2010 6 3 1 3 1103642223 2-4FAMILY 3 NOO REFI N 6.875 6.875 313000 313000 1/1/2007 12/1/2036 1793.23 360 63.62 CA 2/1/2007 N 492000 1 2.25 1793.23 95207 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 63.62 670 32.17 1YR 12/1/2011 6 6 2 2.25 1103642225 SFR 1 NOO REFI Y 7.25 7.25 450000 450000 1/1/2007 12/1/2036 2718.75 360 75 CA 2/1/2007 N 600000 1 2.25 2718.75 91405 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 699 51 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642226 SFR 1 OO REFI Y 6.625 6.625 450000 449964.92 1/1/2007 12/1/2036 2484.38 360 74.39 CA 2/1/2007 N 605000 1 2.25 2484.38 93551 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.39 702 31.48 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642227 SFR 1 OO PURCHASE N 6.5 6.5 1000000 1000000 1/1/2007 12/1/2036 5416.67 360 76.93 CA 2/1/2007 N 1350000 1 2.25 5416.67 93021 12/27/2006 2 PA0605EI_ARM-INTONLY 0 1300000 0 76.93 791 31.73 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642228 SFR 1 OO PURCHASE N 6.875 6.875 239200 237830 1/1/2007 12/1/2036 1370.42 360 80 CA 2/1/2007 N 300000 1 2.25 1370.42 92325 12/27/2006 1 PA2605EI_ARM-INTONLY 0 299000 59800 100 631 39.8 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642229 SFR 1 OO REFI N 6.75 6.75 380000 380000 1/1/2007 12/1/2036 2137.5 360 80 CA 2/1/2007 N 475000 1 2.25 2137.5 93458 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 44983 89.48 698 43.26 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642230 SFR 1 OO REFI Y 6.75 6.75 270000 270000 1/1/2007 12/1/2036 1518.75 360 54 CA 2/1/2007 N 500000 1 2.25 1518.75 94805 12/27/2006 12 XA2605EI_ARM-INTONLY 0 0 0 54 628 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642231 CONDO 1 NOO REFI Y 6.5 6.5 150000 150000 1/1/2007 12/1/2036 812.5 360 28.58 CA 2/1/2007 N 525000 1 2.25 812.5 93111 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 28.58 715 35.67 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642232 SFR 1 OO PURCHASE N 6.25 6.25 641000 641000 1/1/2007 12/1/2036 3338.54 360 68.12 CA 2/1/2007 N 941000 1 2.25 3338.54 94925 12/27/2006 2 PA1605EI_ARM-INTONLY 0 941000 0 68.12 672 33.87 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642233 PUD 1 OO PURCHASE N 6.75 6.75 922300 922300 1/1/2007 12/1/2036 5187.94 360 80 CA 2/1/2007 N 1153000 1 2.25 5187.94 94952 12/27/2006 2 PA0605EI_ARM-INTONLY 0 1152934 172479 94.96 691 43.95 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642234 SFR 1 OO PURCHASE N 6.625 6.625 304000 304000 1/1/2007 12/1/2036 1678.33 360 80 CA 2/1/2007 N 401000 1 2.25 1678.33 93706 12/27/2006 2 PA0605EI_ARM-INTONLY 0 380000 38000 90 688 43.91 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642235 SFR 1 OO PURCHASE N 6.375 6.375 692000 691952.37 1/1/2007 12/1/2036 3676.25 360 80 CA 2/1/2007 N 980000 1 2.25 3676.25 94610 12/27/2006 2 PA1605EI_ARM-INTONLY 0 865000 173000 100 679 39.3 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642236 SFR 1 OO REFI N 6.625 6.625 730000 730000 1/1/2007 12/1/2036 4030.21 360 75.26 CA 2/1/2007 N 970000 1 2.25 4030.21 94030 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 75.26 652 39.43 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642237 CONDO 1 OO PURCHASE N 6.25 6.25 231200 231200 1/1/2007 12/1/2036 1204.17 360 80 CA 2/1/2007 N 290000 1 2.25 1204.17 92111 12/27/2006 2 PA0605EI_ARM-INTONLY 0 289000 57800 100 784 32.76 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642238 SFR 1 OO REFI Y 6.75 6.75 356000 356000 1/1/2007 12/1/2036 2002.5 360 80 CA 2/1/2007 N 445000 1 2.25 2002.5 92508 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 54958 92.36 686 40.64 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642239 2-4FAMILY 4 NOO REFI Y 7.25 7.25 862500 862500 1/1/2007 12/1/2036 5210.94 360 75 CA 2/1/2007 N 1150000 1 2.75 5210.94 94952 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 709 43.9 NO-PREPAY 12/1/2011 6 6 2 2.75 1103642240 CONDO 1 OO PURCHASE N 6.625 6.625 155700 155699.59 1/1/2007 12/1/2036 859.59 360 79.99 NV 2/1/2007 N 197000 1 2.25 859.59 89149 12/27/2006 2 PA0605EI_ARM-INTONLY 0 194670 38915 99.98 685 42.4 3YR 12/1/2011 6 6 2 2.25 1103642241 SFR 1 OO REFI Y 6.625 6.625 411450 411450 1/1/2007 12/1/2036 2271.55 360 65 CA 2/1/2007 N 633000 1 2.25 2271.55 94545 12/27/2006 7 PA0605EI_ARM-INTONLY 0 0 157554 89.89 761 0 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642242 SFR 1 OO PURCHASE N 7.125 7.125 512000 512000 1/1/2007 12/1/2036 3040 360 80 CA 2/1/2007 N 660000 1 2.25 3040 91354 12/27/2006 2 PA1605EI_ARM-INTONLY 0 640000 128000 100 650 33.56 NO-PREPAY 12/1/2011 6 6 2 2.25 1103642281 SFR 1 NOO REFI N 6 6 220000 220000 2/1/2007 1/1/2037 1100 360 55 CA 2/1/2007 N 400000 1 0 1100 92253 1/8/2007 2 PF0630I_FIX-INTONLY 0 0 0 55 707 40 2YR 0 0 0 0 1103642295 SFR 1 NOO REFI Y 7.875 7.875 330000 330000 12/1/2006 11/1/2036 2165.63 360 75 NY 2/1/2007 N 440000 1 0 2165.63 11575 1/4/2007 8 SF2630I_FIX-INTONLY 0 0 0 75 661 0 1YR 0 0 0 0 1103642296 HI-RISE 1 NOO PURCHASE N 7.75 7.75 1939000 1939000 12/1/2006 11/1/2036 12522.71 360 70 NY 2/1/2007 N 2780000 1 0 12522.71 10022 1/4/2007 8 XF0630I_FIX-INTONLY 0 2770036 0 70 757 0 1YR 0 0 0 0 1103642309 2-4FAMILY 4 NOO PURCHASE N 8 8 94400 94208.72 12/1/2006 11/1/2036 692.67 360 80 NY 2/1/2007 N 118000 1 0 692.67 14207 1/10/2007 8 SF0630_FIXEDRATE 0 118000 0 80 736 0 3YR 0 0 0 0 1103642312 2-4FAMILY 3 NOO REFI Y 7.25 7.25 546000 544714.48 12/1/2006 11/1/2036 3724.68 360 65 NY 2/1/2007 N 840000 1 0 3724.68 11105 1/4/2007 8 SF2630_FIXEDRATE 0 0 0 65 657 0 1YR 0 0 0 0 1103642316 2-4FAMILY 2 NOO REFI Y 8.25 8.25 942500 940684.58 12/1/2006 11/1/2036 7080.69 360 65 NY 2/1/2007 N 1450000 1 0 7080.69 11238 1/4/2007 8 BF2230_FIXEDRATE 0 0 0 65 647 0 1YR 0 0 0 0 1103642320 2-4FAMILY 3 NOO REFI Y 7 7 380000 379060.09 12/1/2006 11/1/2036 2528.15 360 69.1 NY 2/1/2007 N 550000 1 0 2528.15 10462 1/4/2007 8 SF0630_FIXEDRATE 0 0 0 69.1 729 0 1YR 0 0 0 0 1103642322 2-4FAMILY 2 OO REFI Y 7.375 7.375 150000 149771.03 1/1/2007 12/1/2036 1036.01 360 31.58 NY 2/1/2007 N 475000 1 0 1036.01 11203 1/4/2007 12 BF2230_FIXEDRATE 0 0 0 31.58 634 0 1YR 0 0 0 0 1103642324 SFR 1 OO REFI Y 7.125 7.125 225000 224639.07 1/1/2007 12/1/2036 1515.87 360 51.37 NY 2/1/2007 N 438000 1 0 1515.87 11580 1/4/2007 8 SF2630_FIXEDRATE 0 0 0 51.37 664 0 1YR 0 0 0 0 1103642327 SFR 1 NOO REFI Y 8.25 8.25 330000 329577.69 1/1/2007 12/1/2036 2479.18 360 55 NY 2/1/2007 N 600000 1 0 2479.18 11726 1/4/2007 8 XF3630_FIXEDRATE 0 0 0 55 624 0 1YR 0 0 0 0 1103642329 SFR 1 OO REFI Y 6.875 6.875 185000 184844.58 2/1/2007 1/1/2037 1215.32 360 48.06 NY 2/1/2007 N 385000 1 0 1215.32 11752 1/4/2007 8 SF0630_FIXEDRATE 0 0 0 48.06 686 0 1YR 0 0 0 0 1103642331 2-4FAMILY 3 NOO REFI Y 7 7 507000 502173.27 12/1/2006 11/1/2021 4557.06 180 65 NY 2/1/2007 N 780000 1 0 4557.06 11354 1/4/2007 8 SF2615_FIXEDRATE 0 0 0 65 639 0 1YR 0 0 0 0 1103642333 2-4FAMILY 2 NOO REFI Y 6.875 6.875 165000 163412.2 12/1/2006 11/1/2021 1471.56 180 23.58 NY 2/1/2007 N 700000 1 0 1471.56 11355 1/4/2007 8 SF2615_FIXEDRATE 0 0 0 23.58 669 0 1YR 0 0 0 0 1103642357 SFR 1 NOO PURCHASE N 7 7 476250 476250 2/1/2007 1/1/2037 2778.13 360 75 CA 2/1/2007 N 635000 1 3 2778.13 94044 1/5/2007 2 PA0603EI_ARM-INTONLY 0 635000 95250 90 738 32.88 6MO 1/1/2010 6 3 1 3 1103642372 SFR 1 2ND REFI Y 5.625 5.625 270000 270000 2/1/2007 1/1/2037 1265.63 360 75 CA 2/1/2007 N 360000 1 3 1265.63 92122 1/3/2007 2 PA0603EI_ARM-INTONLY 0 0 41700 86.59 721 39.6 NO-PREPAY 1/1/2010 6 3 1 3 1103642375 SFR 1 NOO PURCHASE N 7.875 7.875 139300 139107.65 1/1/2007 12/1/2036 1010.02 360 70 NJ 2/1/2007 N 241000 1 0 1010.02 08250 12/29/2006 12 XF0630_FIXEDRATE 0 199000 39800 90 725 0 NO-PREPAY 0 0 0 0 1103642376 SFR 1 OO REFI Y 6.875 6.875 489250 488425.59 1/1/2007 12/1/2036 3214.02 360 59.67 NY 2/1/2007 N 820000 1 0 3214.02 10512 1/3/2007 12 BF2230_FIXEDRATE 0 0 289706 95 680 0 1YR 0 0 0 0 1103642377 SFR 1 OO PURCHASE N 7.125 7.125 239200 238816.3 1/1/2007 12/1/2036 1611.53 360 80 NJ 2/1/2007 N 300000 1 0 1611.53 08723 12/29/2006 17 PF1630_FIXEDRATE 0 299000 0 80 678 42.245 NO-PREPAY 0 0 0 0 1103642378 SFR 1 OO REFI Y 7.75 7.75 160000 159719.33 1/1/2007 12/1/2036 1146.26 360 80 FL 2/1/2007 N 200000 1 0 1146.26 32953 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 80 695 28.677 NO-PREPAY 0 0 0 0 1103642379 SFR 1 OO REFI Y 6.5 6.5 432000 431216.82 1/1/2007 12/1/2036 2730.53 360 80 NY 2/1/2007 N 540000 1 0 2730.53 11793 12/29/2006 2 XF1630_FIXEDRATE 0 0 0 80 647 51.523 1YR 0 0 0 0 1103642380 SFR 1 OO REFI Y 6.75 6.75 200000 199654.63 1/1/2007 12/1/2036 1297.2 360 66.67 NJ 2/1/2007 N 300000 1 0 1297.2 08753 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 66.67 730 34.597 NO-PREPAY 0 0 0 0 1103642382 SFR 1 OO REFI Y 7.25 7.25 320000 319499.24 1/1/2007 12/1/2036 2182.96 360 79.02 NJ 2/1/2007 N 405000 1 0 2182.96 08050 12/29/2006 2 PF1630_FIXEDRATE 0 0 0 79.02 643 35.11 NO-PREPAY 0 0 0 0 1103642383 SFR 1 OO REFI Y 6.875 6.875 120000 119797.8 1/1/2007 12/1/2036 788.31 360 48 NJ 2/1/2007 N 250000 1 0 788.31 08757 12/29/2006 1 PF1630_FIXEDRATE 0 0 0 48 669 21.663 NO-PREPAY 0 0 0 0 1103642384 SFR 1 OO REFI Y 7.375 7.375 384000 383413.82 1/1/2007 12/1/2036 2652.19 360 78.37 NY 2/1/2007 N 490000 1 0 2652.19 11766 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 78.37 730 35.472 1YR 0 0 0 0 1103642385 2-4FAMILY 2 OO REFI Y 7.25 7.25 400000 399236.77 1/1/2007 12/1/2036 2728.71 360 80 NJ 2/1/2007 N 500000 1 0 2728.71 07644 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 80 701 48.223 NO-PREPAY 0 0 0 0 1103642386 SFR 1 NOO PURCHASE N 8.5 8.5 262500 262180.83 1/1/2007 12/1/2036 2018.4 360 70 FL 2/1/2007 N 375000 1 0 2018.4 33625 12/29/2006 12 XF0630_FIXEDRATE 0 375000 75000 90 710 0 2YR 0 0 0 0 1103642387 2-4FAMILY 4 NOO PURCHASE N 7.25 7.25 188800 188504.55 1/1/2007 12/1/2036 1287.95 360 80 WI 2/1/2007 N 238000 1 0 1287.95 53218 12/29/2006 1 PF1630_FIXEDRATE 0 236000 0 80 660 29.092 3YR 0 0 0 0 1103642388 SFR 1 OO REFI Y 7.375 7.375 324000 323505.4 1/1/2007 12/1/2036 2237.79 360 80 NY 2/1/2007 N 405000 1 0 2237.79 11704 12/29/2006 2 PF0630_FIXEDRATE 0 0 60750 95 699 40.52 1YR 0 0 0 0 1103642389 SFR 1 OO PURCHASE N 6.5 6.5 352000 351681.79 2/1/2007 1/1/2037 2224.88 360 80 NJ 2/1/2007 N 440000 1 0 2224.88 07712 12/29/2006 17 PF0630_FIXEDRATE 0 440000 0 80 756 45.27 NO-PREPAY 0 0 0 0 1103642390 2-4FAMILY 2 OO PURCHASE N 7.5 7.5 440000 439971.36 1/1/2007 12/1/2036 2750 360 80 NY 2/1/2007 N 550000 1 0 2750 10550 12/29/2006 2 PF0630I_FIX-INTONLY 0 550000 110000 100 782 34.074 1YR 0 0 0 0 1103642391 SFR 1 OO PURCHASE N 7.5 7.5 329600 329600 1/1/2007 12/1/2036 2060 360 80 NY 2/1/2007 N 412000 1 0 2060 10704 12/29/2006 8 SF0630I_FIX-INTONLY 0 412500 82400 100 726 0 1YR 0 0 0 0 1103642393 2-4FAMILY 2 OO PURCHASE N 8.875 8.875 304850 304850 1/1/2007 12/1/2036 2254.62 360 80 NY 2/1/2007 N 382000 1 0 2254.62 10460 12/29/2006 17 PF0630I_FIX-INTONLY 0 381100 76220 100 751 40.724 NO-PREPAY 0 0 0 0 1103642394 2-4FAMILY 4 OO REFI Y 7.65 7.65 508000 507677.07 1/1/2007 12/1/2036 3399.45 360 80 NY 2/1/2007 Y 635000 1 0 3399.45 11212 12/29/2006 2 PB0640_BALLOON 0 0 31750 85 748 36.841 1YR 0 0 0 0 1103642517 SFR 1 OO PURCHASE N 6.5 6.5 455000 455000 1/1/2007 12/1/2036 2464.58 360 79.14 CA 2/1/2007 N 585000 1 3.25 2464.58 94550 12/28/2006 2 XA1605DI_ARM-INTONLY 0 575000 0 79.14 655 44.98 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642518 2-4FAMILY 4 NOO REFI Y 6.25 6.25 380000 380000 1/1/2007 12/1/2036 1979.17 360 40.87 CA 2/1/2007 N 930000 1 3.25 1979.17 92805 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 40.87 709 20.24 3YR 12/1/2011 5 5 2 3.25 1103642519 PUD 1 OO REFI Y 6.375 6.375 207000 206805.44 1/1/2007 12/1/2036 1099.69 360 55.95 CA 2/1/2007 N 370000 1 3.25 1099.69 93446 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 0 55.95 697 0 3YR 12/1/2011 5 5 2 3.25 1103642520 SFR 1 OO PURCHASE N 7 7 252000 252000 1/1/2007 12/1/2036 1470 360 80 CA 2/1/2007 N 315000 1 3.25 1470 95206 12/28/2006 2 XA1605DI_ARM-INTONLY 0 315000 63000 100 676 41.46 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642521 SFR 1 OO PURCHASE N 6.5 6.5 417000 417000 1/1/2007 12/1/2036 2258.75 360 78.68 CA 2/1/2007 N 530000 1 3.25 2258.75 94565 12/28/2006 2 XA0605DI_ARM-INTONLY 0 530000 113049 100 706 42.94 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642522 SFR 1 OO PURCHASE N 6.875 6.875 482400 482400 1/1/2007 12/1/2036 2763.75 360 80 CA 2/1/2007 N 605000 1 3.25 2763.75 90250 12/28/2006 8 XA1605DI_ARM-INTONLY 0 603000 120600 100 668 0 3YR 12/1/2011 5 5 2 3.25 1103642523 SFR 1 OO REFI Y 6.375 6.375 345000 345000 1/1/2007 12/1/2036 1832.81 360 75 CA 2/1/2007 N 460000 1 3.25 1832.81 92316 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 46000 85 697 0 3YR 12/1/2011 5 5 2 3.25 1103642524 PUD 1 OO PURCHASE N 6 6 167200 167200 1/1/2007 12/1/2036 836 360 80 PA 2/1/2007 N 214000 1 2.25 836 19320 12/28/2006 1 XA1605DI_ARM-INTONLY 0 209000 41800 100 676 44.22 3YR 12/1/2011 5 5 2 2.25 1103642526 CONDO 1 OO PURCHASE N 6.25 6.25 228000 228000 1/1/2007 12/1/2036 1187.5 360 80 CA 2/1/2007 N 300000 1 3.25 1187.5 92127 12/28/2006 1 XA1605DI_ARM-INTONLY 0 285000 57000 100 642 40.46 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642527 SFR 1 NOO REFI N 6.375 6.375 393000 393000 1/1/2007 12/1/2036 2087.81 360 64.43 CA 2/1/2007 N 610000 1 3.25 2087.81 92563 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 0 64.43 705 0 3YR 12/1/2011 5 5 2 3.25 1103642528 SFR 1 OO PURCHASE N 6.375 6.375 248000 248000 1/1/2007 12/1/2036 1317.5 360 80 CA 2/1/2007 N 340000 1 3.25 1317.5 92544 12/28/2006 2 XA0605DI_ARM-INTONLY 0 310000 62000 100 747 40.95 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642529 PUD 1 OO REFI Y 5.875 5.875 225000 223928.4 1/1/2007 12/1/2036 1101.56 360 69.24 CA 2/1/2007 N 325000 1 2.25 1101.56 94589 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 0 69.24 799 27.5 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642530 SFR 1 OO REFI N 6.625 6.625 504000 504000 1/1/2007 12/1/2036 2782.5 360 70 CA 2/1/2007 N 720000 1 3.25 2782.5 92703 12/28/2006 12 XA1605DI_ARM-INTONLY 0 0 0 70 678 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642531 SFR 1 NOO REFI Y 6.875 6.875 544000 543916.67 1/1/2007 12/1/2036 3116.67 360 80 CA 2/1/2007 N 680000 1 3.25 3116.67 94578 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 0 80 733 40.75 1YR 12/1/2011 5 5 2 3.25 1103642532 PUD 1 OO PURCHASE N 6.625 6.625 565609 565609 1/1/2007 12/1/2036 3122.63 360 80 VA 2/1/2007 N 735000 1 3.25 3122.63 22191 12/28/2006 8 XA0605DI_ARM-INTONLY 0 707012 105981 94.99 708 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642533 SFR 1 OO REFI Y 6.75 6.75 273750 273750 1/1/2007 12/1/2036 1539.84 360 75 CA 2/1/2007 N 365000 1 3.25 1539.84 95360 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 54750 90 682 39.66 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642534 CONDO 1 OO PURCHASE N 6.375 6.375 116000 116000 1/1/2007 12/1/2036 616.25 360 80 NJ 2/1/2007 N 145000 1 2.25 616.25 08823 12/28/2006 1 XA0605DI_ARM-INTONLY 0 145000 29000 100 729 37.32 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642535 PUD 1 NOO REFI N 6.875 6.875 209000 209000 2/1/2007 1/1/2037 1197.4 360 74.65 FL 2/1/2007 N 280000 1 3.25 1197.4 32246 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 74.65 713 44.6 1YR 1/1/2012 5 5 2 3.25 1103642536 CONDO 1 OO PURCHASE N 6.5 6.5 240000 240000 1/1/2007 12/1/2036 1300 360 80 CA 2/1/2007 N 300000 1 3.25 1300 91762 12/28/2006 2 XA1605DI_ARM-INTONLY 0 300000 60000 100 661 41.62 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642538 CONDO 1 OO PURCHASE N 7 7 480000 480000 1/1/2007 12/1/2036 2800 360 80 CA 2/1/2007 N 615000 1 3.25 2800 94582 12/28/2006 2 XA0605DI_ARM-INTONLY 0 600000 120000 100 780 42.45 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642539 PUD 1 OO PURCHASE N 6.5 6.5 173600 173600 1/1/2007 12/1/2036 940.33 360 80 AZ 2/1/2007 N 225000 1 3.25 940.33 85323 12/28/2006 8 XA0605DI_ARM-INTONLY 0 217000 43400 100 687 0 3YR 12/1/2011 5 5 2 3.25 1103642540 CONDO 1 OO REFI N 6.375 6.375 301500 301500 1/1/2007 12/1/2036 1601.72 360 79.35 CA 2/1/2007 N 380000 1 3.25 1601.72 92126 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 73910 98.8 745 46.26 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642542 SFR 1 OO REFI N 6.375 6.375 412500 412500 2/1/2007 1/1/2037 2191.41 360 75 CA 2/1/2007 N 550000 1 3.25 2191.41 94931 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 55000 85 695 34.45 NO-PREPAY 1/1/2012 5 5 2 3.25 1103642544 SFR 1 OO REFI Y 6.625 6.625 664000 664000 1/1/2007 12/1/2036 3665.83 360 80 CA 2/1/2007 N 830000 1 3.25 3665.83 95117 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 672 42.43 3YR 12/1/2011 5 5 2 3.25 1103642545 SFR 1 2ND PURCHASE N 7.5 7.5 708000 708000 1/1/2007 12/1/2036 4425 360 80 CA 2/1/2007 N 925000 1 3.25 4425 92084 12/28/2006 2 XA0605DI_ARM-INTONLY 0 885000 88500 90 788 35.12 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642546 SFR 1 OO PURCHASE N 6.875 6.875 142400 142400 1/1/2007 12/1/2036 815.83 360 80 NH 2/1/2007 N 178000 1 3.25 815.83 03103 12/28/2006 1 XA2605DI_ARM-INTONLY 0 178000 35600 100 633 48.92 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642547 SFR 1 NOO REFI Y 6.25 6.25 270000 270000 1/1/2007 12/1/2036 1406.25 360 63.53 CA 2/1/2007 N 425000 1 3.25 1406.25 90059 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 63.53 728 40.02 3YR 12/1/2011 5 5 2 3.25 1103642548 SFR 1 OO REFI Y 6.375 6.375 350000 350000 1/1/2007 12/1/2036 1859.38 360 58.34 CA 2/1/2007 N 600000 1 3.25 1859.38 92307 12/28/2006 12 XA0605DI_ARM-INTONLY 0 0 0 58.34 739 0 3YR 12/1/2011 5 5 2 3.25 1103642549 SFR 1 NOO REFI Y 7.75 7.75 206250 206250 2/1/2007 1/1/2037 1332.03 360 75 CT 2/1/2007 N 275000 1 3.25 1332.03 06513 12/28/2006 2 XA2605DI_ARM-INTONLY 0 0 0 75 628 29.03 1YR 1/1/2012 5 5 2 3.25 1103642550 PUD 1 NOO REFI Y 6.25 6.25 392000 392000 1/1/2007 12/1/2036 2041.67 360 70 CA 2/1/2007 N 560000 1 3.25 2041.67 92129 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 70 741 45.19 3YR 12/1/2011 5 5 2 3.25 1103642551 CONDO 1 OO PURCHASE N 6.875 6.875 182478 182314.18 1/1/2007 12/1/2036 1045.45 360 80 NJ 2/1/2007 N 229000 1 3.25 1045.45 08075 12/28/2006 1 XA0605DI_ARM-INTONLY 0 228123 45602 99.99 719 44 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642552 SFR 1 OO REFI Y 6.5 6.5 200000 200000 1/1/2007 12/1/2036 1083.33 360 41.03 CA 2/1/2007 N 487500 1 3.25 1083.33 94954 12/28/2006 12 XA2605DI_ARM-INTONLY 0 0 0 41.03 634 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642553 SFR 1 OO REFI Y 6.375 6.375 450000 450000 1/1/2007 12/1/2036 2390.63 360 46.16 NH 2/1/2007 N 975000 1 3.25 2390.63 03801 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 46.16 715 34 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642554 SFR 1 OO PURCHASE N 6.5 6.5 196000 195950 1/1/2007 12/1/2036 1061.67 360 80 AZ 2/1/2007 N 246000 1 3.25 1061.67 85015 12/28/2006 2 XA0605DI_ARM-INTONLY 0 245000 49000 100 751 37.34 3YR 12/1/2011 5 5 2 3.25 1103642556 SFR 1 OO REFI Y 6.75 6.75 304000 304000 1/1/2007 12/1/2036 1710 360 80 CT 2/1/2007 N 380000 1 2.25 1710 06234 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 709 41 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642557 SFR 1 OO REFI Y 6.75 6.75 397500 397500 1/1/2007 12/1/2036 2235.94 360 75 CA 2/1/2007 N 530000 1 3.25 2235.94 90745 12/28/2006 8 XA0605DI_ARM-INTONLY 0 0 132500 100 681 0 3YR 12/1/2011 5 5 2 3.25 1103642558 SFR 1 OO REFI N 6.25 6.25 296000 296000 1/1/2007 12/1/2036 1541.67 360 80 NJ 2/1/2007 N 370000 1 2.25 1541.67 08854 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 66489 97.97 747 39.5 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642559 SFR 1 OO REFI Y 6.625 6.625 432000 432000 1/1/2007 12/1/2036 2385 360 80 CA 2/1/2007 N 540000 1 3.25 2385 90805 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 0 80 668 47.48 3YR 12/1/2011 5 5 2 3.25 1103642560 SFR 1 OO REFI N 6.25 6.25 304000 304000 1/1/2007 12/1/2036 1583.33 360 73.26 CA 2/1/2007 N 415000 1 2.25 1583.33 94603 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 73.26 704 39.54 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642561 SFR 1 NOO PURCHASE N 7.25 7.25 248000 247611.9 1/1/2007 12/1/2036 1691.8 360 80 CT 2/1/2007 N 370000 1 3.25 1691.8 06239 12/28/2006 2 XA0605D_ARM 0 310000 0 80 718 44.02 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642562 PUD 1 OO REFI N 6.625 6.625 195200 195200 1/1/2007 12/1/2036 1077.67 360 80 AZ 2/1/2007 N 244000 1 3.25 1077.67 85326 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 48800 100 696 41.09 3YR 12/1/2011 5 5 2 3.25 1103642563 SFR 1 OO REFI N 6.75 6.75 216000 216000 1/1/2007 12/1/2036 1215 360 80 AZ 2/1/2007 N 270000 1 3.25 1215 85015 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 40500 95 678 42 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642564 PUD 1 OO REFI Y 6.625 6.625 368000 368000 2/1/2007 1/1/2037 2031.67 360 80 AZ 2/1/2007 N 460000 1 3.25 2031.67 85086 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 687 45.34 NO-PREPAY 1/1/2012 5 5 2 3.25 1103642565 SFR 1 OO PURCHASE N 6.625 6.625 412000 412000 1/1/2007 12/1/2036 2274.58 360 80 CA 2/1/2007 N 525000 1 3.25 2274.58 95401 12/28/2006 2 XA0605DI_ARM-INTONLY 0 515000 103000 100 684 33.54 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642567 SFR 1 NOO REFI Y 6.625 6.625 308000 307455.02 1/1/2007 12/1/2036 1972.16 360 80 CA 2/1/2007 N 385000 1 3.25 1972.16 95621 12/28/2006 1 XA0605D_ARM 0 0 0 80 692 47.33 3YR 12/1/2011 5 5 2 3.25 1103642568 CONDO 1 OO REFI Y 7.25 7.25 129600 129600 1/1/2007 12/1/2036 783 360 78.55 AZ 2/1/2007 N 165000 1 3.25 783 85719 12/28/2006 2 XA1605DI_ARM-INTONLY 0 0 32406 98.19 666 25.74 NO-PREPAY 12/1/2011 5 5 2 3.25 1103642569 PUD 1 OO REFI Y 7.75 7.75 492000 492000 2/1/2007 1/1/2037 3177.5 360 80 AZ 2/1/2007 N 615000 1 3.25 3177.5 85242 12/28/2006 8 XA1605DI_ARM-INTONLY 0 0 0 80 643 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103642570 PUD 1 OO REFI Y 5.875 5.875 388000 387206.9 1/1/2007 12/1/2036 2295.17 360 80 VA 2/1/2007 N 485000 1 2.25 2295.17 20148 12/28/2006 2 XA0605D_ARM 0 0 44960 89.28 731 43.29 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642571 SFR 1 OO REFI N 6.625 6.625 698000 697853.54 1/1/2007 12/1/2036 3853.54 360 77.56 CA 2/1/2007 N 900000 1 2.25 3853.54 94066 12/28/2006 1 XA0605DI_ARM-INTONLY 0 0 99990 88.67 687 43.14 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642572 2-4FAMILY 4 NOO REFI Y 6.5 6.5 682500 682500 1/1/2007 12/1/2036 3696.88 360 65 CA 2/1/2007 N 1050000 1 3.25 3696.88 90242 12/28/2006 2 XA0605DI_ARM-INTONLY 0 0 0 65 710 38.71 3YR 12/1/2011 5 5 2 3.25 1103642586 SFR 1 OO REFI Y 6.75 6.75 406000 405999.88 10/1/2006 9/1/2036 2283.75 360 70 CO 2/1/2007 N 580000 1 2.25 2283.75 80207 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 70 674 49.4339 3YR 9/1/2011 6 6 2 2.25 1103642587 PUD 1 OO PURCHASE N 7.25 7.25 83920 83518.73 10/1/2006 9/1/2036 572.49 360 80 AZ 2/1/2007 N 105000 1 2.25 572.49 85033 12/29/2006 12 XA0605D_ARM 0 104900 0 80 694 0 3YR 9/1/2011 6 6 2 2.25 1103642588 PUD 1 OO REFI Y 6.875 6.875 605500 605350 11/1/2006 10/1/2036 3469.01 360 70 VA 2/1/2007 N 865000 1 2.25 3469.01 22030 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 70 732 35.9061 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642589 SFR 1 OO REFI N 6.875 6.875 324000 323795.15 10/1/2006 9/1/2036 1856.25 360 80 MN 2/1/2007 N 405000 1 2.25 1856.25 55371 12/29/2006 12 SA1605EI_ARM-INTONLY 0 0 40500 90 690 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642590 PUD 1 OO PURCHASE N 6.875 6.875 400000 399909.26 10/1/2006 9/1/2036 2291.67 360 80 AZ 2/1/2007 N 505000 1 2.25 2291.67 85641 12/29/2006 17 XA0605DI_ARM-INTONLY 0 500000 75000 95 717 36.2758 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642591 PUD 1 OO PURCHASE N 7.625 7.625 163992 163992 10/1/2006 9/1/2036 1042.03 360 80 GA 2/1/2007 N 205000 1 2.25 1042.03 30052 12/29/2006 12 SA2605EI_ARM-INTONLY 0 204990 0 80 664 0 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642592 PUD 1 OO PURCHASE N 7.375 7.375 221600 221600 10/1/2006 9/1/2036 1361.92 360 80 NM 2/1/2007 N 277000 1 2.75 1361.92 87113 12/29/2006 12 SA1605EI_ARM-INTONLY 0 277000 0 80 731 0 NO-PREPAY 9/1/2011 6 6 2 7.375 1103642593 SFR 1 OO REFI Y 7 7 387200 387200 10/1/2006 9/1/2036 2258.67 360 70 VA 2/1/2007 N 553200 1 2.25 2258.67 23322 12/29/2006 12 SA1605EI_ARM-INTONLY 0 0 83035 85.01 718 0 3YR 9/1/2011 6 6 2 2.25 1103642594 PUD 1 OO REFI N 6.5 6.5 459700 458024.13 11/1/2006 10/1/2036 2905.62 360 76.62 ID 2/1/2007 N 600000 1 2.25 2905.62 83642 12/29/2006 1 XA0605D_ARM 0 0 0 76.62 739 18.9108 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642595 2-4FAMILY 2 NOO REFI Y 7 7 165000 164259.73 10/1/2006 9/1/2036 1097.75 360 39.29 FL 2/1/2007 N 420000 1 2.25 1097.75 33133 12/29/2006 12 XA1605D_ARM 0 0 0 39.29 673 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642596 PUD 1 OO PURCHASE N 6.75 6.75 684324 684324 11/1/2006 10/1/2036 3849.32 360 80 MD 2/1/2007 N 856000 1 2.25 3849.32 20705 12/29/2006 17 XA0605DI_ARM-INTONLY 0 855405 0 80 732 32.9046 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642597 SFR 1 OO REFI Y 6.375 6.375 192500 191781.13 11/1/2006 10/1/2036 1200.95 360 70 AZ 2/1/2007 N 275000 1 2.25 1200.95 85203 12/29/2006 12 SA2605E_ARM 0 0 0 70 671 0 3YR 10/1/2011 6 6 2 2.25 1103642598 SFR 1 OO REFI N 6.25 6.25 440000 437146.32 11/1/2006 10/1/2036 2291.67 360 80 CA 2/1/2007 N 550000 1 2.25 2291.67 95492 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 23045 84.19 736 31.0916 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642599 SFR 1 OO REFI N 6.5 6.5 459500 459500 11/1/2006 10/1/2036 2488.96 360 78.55 AZ 2/1/2007 N 585000 1 2.25 2488.96 85254 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 78.55 701 37.887 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642600 PUD 1 OO REFI Y 6.75 6.75 531000 531000 11/1/2006 10/1/2036 2986.88 360 75 AZ 2/1/2007 N 708000 1 2.25 2986.88 86336 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 49985 82.06 674 40.7468 3YR 10/1/2011 5 5 2 2.25 1103642601 SFR 1 OO REFI Y 5.875 5.875 648000 647599.46 11/1/2006 10/1/2036 3172.5 360 80 CA 2/1/2007 N 810000 1 2.25 3172.5 94122 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 60993 87.53 732 39.7098 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642602 PUD 1 OO REFI N 5.875 5.875 528000 528000 11/1/2006 10/1/2036 2585 360 75.43 AZ 2/1/2007 N 700000 1 2.25 2585 85310 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 75.43 740 33.1019 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642603 PUD 1 OO REFI Y 6.5 6.5 975000 975000 12/1/2006 11/1/2036 5281.25 360 65 AZ 2/1/2007 N 1500000 1 2.25 5281.25 85749 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 0 65 664 34.7414 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642604 SFR 1 OO REFI Y 6.875 6.875 428000 428000 11/1/2006 10/1/2036 2452.08 360 80 CA 2/1/2007 N 535000 1 2.25 2452.08 92111 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 671 45.161 3YR 10/1/2011 6 6 2 2.25 1103642605 SFR 1 OO REFI Y 6.875 6.875 536000 536000 11/1/2006 10/1/2036 3070.83 360 80 CA 2/1/2007 N 670000 1 2.25 3070.83 91340 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 661 44.9066 3YR 10/1/2011 6 6 2 2.25 1103642606 PUD 1 OO PURCHASE N 6.875 6.875 210400 210400 11/1/2006 10/1/2036 1205.42 360 80 AZ 2/1/2007 N 305000 1 2.75 1205.42 85297 12/29/2006 12 SA1605EI_ARM-INTONLY 0 263000 26300 90 702 0 NO-PREPAY 10/1/2011 5 5 1 2.75 1103642607 PUD 1 OO PURCHASE N 6.125 6.125 519299 517264.56 11/1/2006 10/1/2036 3155.32 360 80 WA 2/1/2007 N 650000 1 2.25 3155.32 98029 12/29/2006 17 XA0605D_ARM 0 649124 0 80 703 42.6208 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642608 PUD 1 OO PURCHASE N 7.375 7.375 363200 363200 11/1/2006 10/1/2036 2232.17 360 80 NC 2/1/2007 N 460000 1 3.25 2232.17 28117 12/29/2006 12 XA1605DI_ARM-INTONLY 0 454000 31780 87 664 0 NO-PREPAY 10/1/2011 5 5 2 3.25 1103642609 PUD 1 OO PURCHASE N 6.875 6.875 231328 229268.06 11/1/2006 10/1/2036 1325.32 360 80 AZ 2/1/2007 N 292000 1 2.25 1325.32 85741 12/29/2006 12 XA0605DI_ARM-INTONLY 0 289160 0 80 732 0 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642610 SFR 1 NOO REFI Y 6.5 6.5 78331 77930.91 11/1/2006 10/1/2036 495.11 360 68.12 VA 2/1/2007 N 115000 1 3.25 495.11 23607 12/29/2006 12 XA1605D_ARM 0 0 0 68.12 672 0 3YR 10/1/2011 5 5 2 3.25 1103642611 SFR 1 NOO REFI Y 8 8 62000 61831.88 11/1/2006 10/1/2036 454.93 360 79.49 PA 2/1/2007 N 78000 1 2.25 454.93 18702 12/29/2006 17 PA0605E_ARM 0 0 0 79.49 701 37.7707 3YR 10/1/2011 5 5 1 2.25 1103642612 PUD 1 OO REFI Y 7 7 960000 959461.55 11/1/2006 10/1/2036 5600 360 80 AZ 2/1/2007 N 1200000 1 3.25 5600 85086 12/29/2006 8 XA0605DI_ARM-INTONLY 0 0 175560 94.63 722 0 NO-PREPAY 10/1/2011 5 5 2 3.25 1103642613 SFR 1 OO REFI Y 6 6 412500 412322.11 11/1/2006 10/1/2036 2062.5 360 75 CA 2/1/2007 N 550000 1 2.25 2062.5 94952 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 76505 88.91 740 39.5361 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642614 PUD 1 OO PURCHASE N 6.25 6.25 536973 535434.98 12/1/2006 11/1/2036 3306.24 360 80 CA 2/1/2007 N 671500 1 2.25 3306.24 90305 12/29/2006 17 XA0605D_ARM 0 671217 67122 90 716 42.2103 1YR 11/1/2011 5 5 2 2.25 1103642616 SFR 1 NOO REFI Y 6.75 6.75 429000 427392.53 11/1/2006 10/1/2036 2782.49 360 65 CA 2/1/2007 N 660000 1 2.25 2782.49 95112 12/29/2006 17 XA1605D_ARM 0 0 0 65 678 24.2003 1YR 10/1/2011 5 5 2 2.25 1103642617 PUD 1 OO REFI N 6.25 6.25 639975 639951.32 12/1/2006 11/1/2036 3333.2 360 79.5 KS 2/1/2007 N 805000 1 2.25 3333.2 67230 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 84525 90 710 30.93 6MO 11/1/2011 5 5 2 2.25 1103642618 PUD 1 2ND PURCHASE N 6.625 6.625 480000 478291.96 11/1/2006 10/1/2036 3073.49 360 80 CA 2/1/2007 N 600000 1 2.25 3073.49 91913 12/29/2006 17 XA1605D_ARM 0 600000 0 80 660 28.8577 1YR 10/1/2011 5 5 2 2.25 1103642619 SFR 1 OO REFI Y 5.625 5.625 620000 620000 12/1/2006 11/1/2036 2906.25 360 59.05 AZ 2/1/2007 N 1050000 1 2.25 2906.25 85086 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 59.05 732 46.9093 3YR 11/1/2011 5 5 2 2.25 1103642620 SFR 1 OO PURCHASE N 6 6 1000000 993951.77 9/1/2006 8/1/2036 5995.51 360 79.06 CA 2/1/2007 N 1265000 1 2.25 5995.51 95014 12/29/2006 17 XA0605D_ARM 0 1265000 138518 90.01 730 42.4196 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642621 SFR 1 OO REFI Y 5.875 5.875 372000 372000 11/1/2006 10/1/2036 1821.25 360 80 CA 2/1/2007 N 465000 1 2.25 1821.25 91762 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 663 26.7694 3YR 10/1/2011 5 5 2 2.25 1103642623 CONDO 1 OO REFI Y 5.875 5.875 215000 214116.71 11/1/2006 10/1/2036 1271.81 360 55.13 CA 2/1/2007 N 390000 1 2.25 1271.81 91342 12/29/2006 12 XA0605D_ARM 0 0 0 55.13 713 0 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642624 SFR 1 OO REFI Y 7.375 7.375 577500 577500 10/1/2006 9/1/2036 3549.22 360 70 UT 2/1/2007 N 825000 1 2.25 3549.22 84054 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 165000 90 661 39.819 NO-PREPAY 9/1/2011 5 5 2 2.25 1103642625 PUD 1 OO REFI N 5.625 5.625 652000 652000 12/1/2006 11/1/2036 3056.25 360 80 CA 2/1/2007 N 815000 1 2.25 3056.25 92010 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 43032 85.28 738 45.5273 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642626 SFR 1 OO PURCHASE N 6.375 6.375 624000 623903.65 10/1/2006 9/1/2036 3315 360 78.99 TX 2/1/2007 N 800000 1 2.25 3315 77055 12/29/2006 17 XA0605DI_ARM-INTONLY 0 790000 0 78.99 703 31.0182 5YR 9/1/2011 5 5 2 2.25 1103642627 SFR 1 OO REFI Y 5.625 5.625 480000 480000 11/1/2006 10/1/2036 2250 360 80 CA 2/1/2007 N 600000 1 2.25 2250 94568 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 740 44.5876 1YR 10/1/2011 5 5 2 2.25 1103642629 SFR 1 OO REFI N 6.125 6.125 488000 488000 12/1/2006 11/1/2036 2490.83 360 80 CA 2/1/2007 N 610000 1 2.25 2490.83 92683 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 50020 88.2 701 37.0843 1YR 11/1/2011 5 5 2 2.25 1103642630 PUD 1 OO REFI N 5.875 5.875 457600 457599.97 11/1/2006 10/1/2036 2240.33 360 80 CA 2/1/2007 N 572000 1 2.25 2240.33 91915 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 688 37.281 1YR 10/1/2011 5 5 2 2.25 1103642631 SFR 1 OO REFI Y 6.25 6.25 448000 448000 11/1/2006 10/1/2036 2333.33 360 80 IN 2/1/2007 N 560000 1 2.25 2333.33 47119 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 39984 87.14 727 47.665 1YR 10/1/2011 5 5 2 2.25 1103642632 CONDO 1 OO PURCHASE N 6.625 6.625 899000 899000 12/1/2006 11/1/2036 4963.23 360 79.99 HI 2/1/2007 N 1150000 1 2.25 4963.23 96753 12/29/2006 17 XA0605DI_ARM-INTONLY 0 1124000 0 79.99 710 27.4824 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642634 PUD 1 OO REFI N 6.875 6.875 450000 450000 12/1/2006 11/1/2036 2578.13 360 44.78 UT 2/1/2007 N 1005000 1 2.25 2578.13 84062 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 249944 69.65 727 54.743 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642635 SFR 1 OO REFI N 5.875 5.875 296000 296000 11/1/2006 10/1/2036 1449.17 360 80 CA 2/1/2007 N 370000 1 2.25 1449.17 95945 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 55500 95 740 45.1619 3YR 10/1/2011 5 5 2 2.25 1103642636 PUD 1 OO REFI N 6 6 700000 700000 12/1/2006 11/1/2036 3500 360 80 CA 2/1/2007 N 875000 1 2.25 3500 92025 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 52238 85.97 700 27.1365 1YR 11/1/2011 5 5 2 2.25 1103642637 PUD 1 OO REFI N 5.875 5.875 760000 760000 12/1/2006 11/1/2036 3720.83 360 80 CA 2/1/2007 N 950000 1 2.25 3720.83 94547 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 61845 86.51 740 42.8362 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642638 SFR 1 OO REFI Y 5.875 5.875 595000 593042.51 12/1/2006 11/1/2036 3519.65 360 79.34 CA 2/1/2007 N 750000 1 2.25 3519.65 91750 12/29/2006 1 XA0605D_ARM 0 0 0 79.34 703 41.2798 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642639 PUD 1 OO PURCHASE N 5.5 5.5 440000 438060.3 11/1/2006 10/1/2036 2498.27 360 74.58 KS 2/1/2007 N 592000 1 2.25 2498.27 66221 12/29/2006 1 XA0605D_ARM 0 590000 0 74.58 699 53.4695 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642640 SFR 1 OO PURCHASE N 5.625 5.625 475027 475027 12/1/2006 11/1/2036 2226.69 360 80 KY 2/1/2007 N 600000 1 2.25 2226.69 40245 12/29/2006 1 XA0605DI_ARM-INTONLY 0 593785 89068 95 711 47.3989 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642641 SFR 1 OO REFI N 5.875 5.875 1520000 1513301.72 11/1/2006 10/1/2036 8991.37 360 72.39 MN 2/1/2007 N 2100000 1 2.25 8991.37 55373 12/29/2006 1 XA0605D_ARM 0 0 0 72.39 721 10.5255 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642642 SFR 1 OO REFI Y 6.625 6.625 586600 586600 12/1/2006 11/1/2036 3238.52 360 70 CT 2/1/2007 N 838000 1 2.25 3238.52 06443 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 70 724 50.5669 3YR 11/1/2011 5 5 2 2.25 1103642643 SFR 1 OO REFI Y 8.25 8.25 344800 343911.41 11/1/2006 10/1/2036 2590.37 360 80 IL 2/1/2007 N 431000 1 2.25 2590.37 60625 12/29/2006 12 SA1605E_ARM 0 0 0 80 698 0 NO-PREPAY 10/1/2011 5 5 1 2.25 1103642644 SFR 1 OO REFI Y 6.75 6.75 416000 416000 10/1/2006 9/1/2036 2340 360 80 CA 2/1/2007 N 520000 1 2.75 2340 92555 12/29/2006 17 PA1605EI_ARM-INTONLY 0 0 0 80 663 49.0614 3YR 9/1/2011 5 5 1 2.75 1103642645 SFR 1 2ND REFI N 6.875 6.875 197164.13 196326.37 10/1/2006 9/1/2036 1295.23 360 55.54 FL 2/1/2007 N 355000 1 2.25 1295.23 32060 12/29/2006 17 XA1605D_ARM 0 0 0 55.54 669 49.682 NO-PREPAY 9/1/2011 5 5 2 2.25 1103642646 SFR 1 OO REFI N 6.75 6.75 220400.58 219159.44 9/1/2006 8/1/2036 1239.75 360 79.43 AZ 2/1/2007 N 277500 1 2.25 1239.75 85615 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 79.43 704 50.9356 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642647 SFR 1 OO PURCHASE N 6.375 6.375 1000000 994368.47 9/1/2006 8/1/2036 6238.7 360 76.99 WI 2/1/2007 N 1350000 1 2.25 6238.7 53146 12/29/2006 17 XA0605D_ARM 0 1299000 164194 89.63 731 48.2206 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642648 PUD 1 OO PURCHASE N 5.875 5.875 690000 685414.22 9/1/2006 8/1/2036 3378.13 360 75 MD 2/1/2007 N 925000 1 2.25 3378.13 21043 12/29/2006 17 XA0605DI_ARM-INTONLY 0 920025 0 75 707 37 NO-PREPAY 8/1/2011 5 5 2 2.25 1103642649 SFR 1 OO REFI Y 6.75 6.75 200000 199983.66 9/1/2006 8/1/2036 1124.98 360 57.48 AZ 2/1/2007 N 348000 1 2.25 1124.98 85251 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 57.48 697 44.5637 NO-PREPAY 8/1/2011 5 2 2 2.25 1103642650 2-4FAMILY 2 OO PURCHASE N 6.5 6.5 588000 584767.15 9/1/2006 8/1/2036 3716.56 360 80 CA 2/1/2007 N 750000 1 2.25 3716.56 90006 12/29/2006 17 XA0605D_ARM 0 735000 0 80 739 45.2815 1YR 8/1/2011 5 5 2 2.25 1103642651 SFR 1 OO PURCHASE N 8 8 746250 746250 9/1/2006 8/1/2036 4975 360 75 NC 2/1/2007 N 995000 1 2.25 4975 27587 12/29/2006 17 PA1605EI_ARM-INTONLY 0 995000 0 75 661 30.55 1YR 8/1/2011 6 6 2 2.25 1103642652 PUD 1 OO REFI N 6.75 6.75 218800 218756.44 11/1/2006 10/1/2036 1230.75 360 65.32 AZ 2/1/2007 N 335000 1 2.25 1230.75 85086 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 65.32 665 0 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642653 SFR 1 OO REFI Y 6.375 6.375 377000 375235.11 10/1/2006 9/1/2036 2351.99 360 74.66 CA 2/1/2007 N 505000 1 2.25 2351.99 91901 12/29/2006 17 PA0605E_ARM 0 0 0 74.66 684 32.4244 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642654 SFR 1 OO REFI Y 6.375 6.375 820000 819782.19 11/1/2006 10/1/2036 4356.25 360 80 PA 2/1/2007 N 1025000 1 2.25 4356.25 19422 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 707 46.732 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642655 SFR 1 OO REFI Y 5.75 5.75 352000 352000 11/1/2006 10/1/2036 1686.67 360 74.9 CA 2/1/2007 N 470000 1 2.25 1686.67 92335 12/29/2006 17 PA0605EI_ARM-INTONLY 0 0 0 74.9 691 39.2903 3YR 10/1/2011 6 6 2 2.25 1103642656 PUD 1 OO PURCHASE N 6.875 6.875 515200 488890.62 11/1/2006 10/1/2036 2951.67 360 80 IL 2/1/2007 N 645000 1 2.25 2951.67 60618 12/29/2006 17 XA0605DI_ARM-INTONLY 0 644000 0 80 738 43.6898 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642657 SFR 1 OO REFI N 6.375 6.375 389000 389000 11/1/2006 10/1/2036 2066.56 360 77.03 MN 2/1/2007 N 505000 1 2.25 2066.56 55330 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 77.03 663 36.169 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642658 SFR 1 OO PURCHASE N 6.875 6.875 520000 518237.47 11/1/2006 10/1/2036 3416.03 360 80 PA 2/1/2007 N 673000 1 2.25 3416.03 15044 12/29/2006 17 XA0605D_ARM 0 650000 0 80 717 28.6601 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642659 SFR 1 OO REFI Y 6 6 490000 490000 11/1/2006 10/1/2036 2450 360 78.15 ID 2/1/2007 N 627000 1 2.25 2450 83860 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 0 78.15 730 53.8648 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642660 PUD 1 OO REFI Y 6 6 559000 553592.41 11/1/2006 10/1/2036 3351.49 360 69.88 WI 2/1/2007 N 800000 1 2.25 3351.49 53092 12/29/2006 1 XA1605D_ARM 0 0 0 69.88 673 37.7382 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642661 PUD 1 OO REFI N 6.5 6.5 486400 486400 12/1/2006 11/1/2036 2634.67 360 71.53 GA 2/1/2007 N 680000 1 2.25 2634.67 30041 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 71.53 710 23.2722 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642662 SFR 1 OO REFI Y 6.875 6.875 152250 152250 10/1/2006 9/1/2036 872.27 360 75 OR 2/1/2007 N 203000 1 2.25 872.27 97501 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 75 684 0 3YR 9/1/2011 5 5 2 2.25 1103642663 SFR 1 OO PURCHASE N 6.25 6.25 788000 788000 11/1/2006 10/1/2036 4104.17 360 80 HI 2/1/2007 N 1000000 1 2.25 4104.17 96713 12/29/2006 17 XA0605DI_ARM-INTONLY 0 985000 0 80 706 36.2305 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642664 SFR 1 OO PURCHASE N 6 6 518793 516711.6 11/1/2006 10/1/2036 3110.43 360 80 CA 2/1/2007 N 650000 1 2.25 3110.43 93306 12/29/2006 17 XA0605D_ARM 0 648492 0 80 727 44.3632 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642665 SFR 1 OO PURCHASE N 7.25 7.25 244000 244000 9/1/2006 8/1/2036 1474.17 360 80 UT 2/1/2007 N 305000 1 2.25 1474.17 84047 12/29/2006 12 SA1605EI_ARM-INTONLY 0 305000 30500 90 714 0 NO-PREPAY 8/1/2011 6 6 2 2.25 1103642666 PUD 1 OO PURCHASE N 6.5 6.5 278488 278488 10/1/2006 9/1/2036 1508.48 360 80 AZ 2/1/2007 N 406000 1 2.25 1508.48 85379 12/29/2006 1 PA1605EI_ARM-INTONLY 0 348111 34811 90 677 48.2138 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642667 PUD 1 OO REFI Y 7.125 7.125 224000 224000 10/1/2006 9/1/2036 1330 360 80 AZ 2/1/2007 N 280000 1 2.25 1330 85323 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 80 703 0 3YR 9/1/2011 6 6 2 2.25 1103642668 SFR 1 OO REFI Y 6.75 6.75 255000 255000 10/1/2006 9/1/2036 1434.38 360 61.45 OR 2/1/2007 N 415000 1 2.25 1434.38 97526 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 61.45 673 0 3YR 9/1/2011 6 6 2 2.25 1103642670 SFR 1 OO REFI Y 7.125 7.125 402400 401101.33 11/1/2006 10/1/2036 2711.04 360 80 CA 2/1/2007 N 503000 1 2.75 2711.04 92882 12/29/2006 12 SA1605E_ARM 0 0 73488 94.61 684 0 3YR 10/1/2011 5 5 1 2.75 1103642671 PUD 1 OO PURCHASE N 7.5 7.5 266721 266721 11/1/2006 10/1/2036 1667.01 360 80 AZ 2/1/2007 N 348000 1 2.25 1667.01 85629 12/29/2006 17 XA0605DI_ARM-INTONLY 0 333402 50010 95 723 41.949 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642672 PUD 1 OO PURCHASE N 7.125 7.125 365290 365290 11/1/2006 10/1/2036 2168.91 360 80 UT 2/1/2007 N 459000 1 2.25 2168.91 84043 12/29/2006 17 PA1605EI_ARM-INTONLY 0 456613 68492 95 669 43.3664 NO-PREPAY 10/1/2011 5 5 1 2.25 1103642673 PUD 1 OO PURCHASE N 6 6 327498 327498 11/1/2006 10/1/2036 1637.49 360 80 AZ 2/1/2007 N 410000 1 2.25 1637.49 85382 12/29/2006 1 XA0605DI_ARM-INTONLY 0 409373 40937 90 685 36.794 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642674 SFR 1 OO REFI Y 6.5 6.5 502000 502000 12/1/2006 11/1/2036 2719.17 360 70.71 IL 2/1/2007 N 710000 1 2.25 2719.17 60302 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 0 70.71 680 51.2323 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642675 PUD 1 2ND PURCHASE N 6.125 6.125 483000 481067.72 12/1/2006 11/1/2036 2934.76 360 60 TN 2/1/2007 N 824000 1 2.25 2934.76 37774 12/29/2006 1 XA0605D_ARM 0 805000 0 60 683 41.3088 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642677 PUD 1 OO REFI N 6.125 6.125 729600 729310.54 11/1/2006 10/1/2036 3724 360 80 VA 2/1/2007 N 912000 1 2.25 3724 20136 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 720 51.0127 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642678 PUD 1 OO REFI Y 5.875 5.875 167200 167199.7 11/1/2006 10/1/2036 818.58 360 73.99 AZ 2/1/2007 N 226000 1 2.25 818.58 85326 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 73.99 717 0 1YR 10/1/2011 5 5 2 2.25 1103642679 SFR 1 OO REFI Y 6.5 6.5 425000 424949.93 11/1/2006 10/1/2036 2302.08 360 70.84 IL 2/1/2007 N 600000 1 2.25 2302.08 60067 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 115020 90.01 716 50.3991 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642680 CONDO 1 OO REFI N 6.375 6.375 496946 496946 12/1/2006 11/1/2036 2640.03 360 80 CA 2/1/2007 N 621183 1 2.25 2640.03 92101 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 62118 90 740 19.9265 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642681 PUD 1 OO PURCHASE N 6 6 1440000 1435677.87 12/1/2006 11/1/2036 8633.53 360 80 FL 2/1/2007 N 1800000 1 2.25 8633.53 33076 12/29/2006 1 XA0605D_ARM 0 1800000 0 80 700 8.1654 1YR 11/1/2011 5 5 2 2.25 1103642682 SFR 1 OO REFI N 6.25 6.25 612000 612000 12/1/2006 11/1/2036 3187.5 360 80 CA 2/1/2007 N 765000 1 2.25 3187.5 92865 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 25016 83.27 721 36.6234 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642683 PUD 1 OO REFI Y 5.375 5.375 195000 195000 11/1/2006 10/1/2036 873.44 360 72.23 AZ 2/1/2007 N 270000 1 2.25 873.44 85379 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 72.23 661 43.0584 5YR 10/1/2011 5 5 2 2.25 1103642685 SFR 1 OO REFI N 6.625 6.625 1000000 1000000 12/1/2006 11/1/2036 5520.83 360 60.61 CO 2/1/2007 N 1650000 1 2.25 5520.83 80231 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 349965 81.82 700 27.8237 1YR 11/1/2011 5 5 2 2.25 1103642686 SFR 1 OO REFI Y 6 6 450000 448647.29 12/1/2006 11/1/2036 2697.98 360 61.23 CA 2/1/2007 N 735000 1 2.25 2697.98 91304 12/29/2006 17 XA0605D_ARM 0 0 0 61.23 732 31.1732 3YR 11/1/2011 5 5 2 2.25 1103642687 SFR 1 OO REFI N 5.875 5.875 530500 530123.12 12/1/2006 11/1/2036 2597.24 360 78.95 MA 2/1/2007 N 672000 1 2.25 2597.24 02472 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 78.95 711 43.7279 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642688 PUD 1 OO PURCHASE N 6.125 6.125 880000 876552.5 11/1/2006 10/1/2036 5346.97 360 80 AZ 2/1/2007 N 1100000 1 2.25 5346.97 85213 12/29/2006 17 XA0605D_ARM 0 1100000 0 80 721 50.1301 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642689 SFR 1 OO REFI Y 7.375 7.375 562000 562000 11/1/2006 10/1/2036 3453.96 360 74.94 ID 2/1/2007 N 750000 1 2.25 3453.96 83406 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 74.94 663 35.1904 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642690 SFR 1 2ND REFI Y 8 8 800000 798378.87 12/1/2006 11/1/2036 5870.12 360 74.42 IL 2/1/2007 N 1075000 1 2.25 5870.12 60543 12/29/2006 8 XA0605D_ARM 0 0 0 74.42 684 0 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642691 SFR 1 OO REFI N 6.25 6.25 528000 526266.42 12/1/2006 11/1/2036 2750 360 80 CA 2/1/2007 N 660000 1 2.25 2750 94545 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 737 24.0497 1YR 11/1/2011 5 5 2 2.25 1103642692 SFR 1 OO REFI Y 6.5 6.5 476000 476000 12/1/2006 11/1/2036 2578.33 360 58.41 AZ 2/1/2007 N 815000 1 2.25 2578.33 86406 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 58.41 721 18.8209 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642693 SFR 1 OO REFI N 6.25 6.25 580000 580000 12/1/2006 11/1/2036 3020.83 360 80 CA 2/1/2007 N 725000 1 2.25 3020.83 94112 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 55028 87.59 718 35.3 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642694 SFR 1 OO REFI Y 5.875 5.875 450400 448859.42 12/1/2006 11/1/2036 2664.29 360 73.84 CA 2/1/2007 N 610000 1 2.25 2664.29 96150 12/29/2006 17 XA0605D_ARM 0 0 0 73.84 689 14.1068 1YR 11/1/2011 5 5 2 2.25 1103642695 PUD 1 OO REFI Y 6.375 6.375 488000 488000 12/1/2006 11/1/2036 2592.5 360 80 CA 2/1/2007 N 610000 1 2.25 2592.5 91301 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 80 674 27.3112 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642696 SFR 1 OO REFI N 6.125 6.125 440000 440000 12/1/2006 11/1/2036 2245.83 360 80 CA 2/1/2007 N 550000 1 2.25 2245.83 91342 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 43010 87.82 704 42.5457 1YR 11/1/2011 5 5 2 2.25 1103642698 PUD 1 OO REFI N 6.125 6.125 424000 423989.86 12/1/2006 11/1/2036 2164.17 360 80 AZ 2/1/2007 N 530000 1 2.25 2164.17 85249 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 79500 95 698 40.5977 3YR 11/1/2011 5 5 2 2.25 1103642699 SFR 1 OO REFI N 6.25 6.25 510000 510000 12/1/2006 11/1/2036 2656.25 360 79.2 MA 2/1/2007 N 644000 1 2.25 2656.25 01730 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 79.2 707 48.7168 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642700 SFR 1 OO REFI Y 6.875 6.875 672950 672821.32 12/1/2006 11/1/2036 3855.44 360 79.18 GA 2/1/2007 N 850000 1 2.25 3855.44 30101 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 0 79.18 712 36.235 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642701 2-4FAMILY 2 OO REFI Y 7 7 536000 534674.24 12/1/2006 11/1/2036 3566.02 360 80 CA 2/1/2007 N 670000 1 2.25 3566.02 90042 12/29/2006 17 XA1605D_ARM 0 0 0 80 665 36.5501 3YR 11/1/2011 5 5 2 2.25 1103642702 PUD 1 OO REFI Y 6.75 6.75 960000 958342.27 1/1/2007 12/1/2036 6226.54 360 80 CA 2/1/2007 N 1200000 1 2.25 6226.54 94404 12/29/2006 17 XA0605D_ARM 0 0 0 80 709 32.4272 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642706 PUD 1 OO PURCHASE N 6.875 6.875 440000 440000 12/1/2006 11/1/2036 2520.83 360 80 VA 2/1/2007 N 560000 1 2.25 2520.83 20147 12/29/2006 17 XA0605DI_ARM-INTONLY 0 550000 110000 100 685 34.366 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642707 PUD 1 OO REFI Y 6.875 6.875 308000 308000 10/1/2006 9/1/2036 1764.58 360 59.24 NM 2/1/2007 N 520000 1 2.25 1764.58 87508 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 59.24 720 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642708 PUD 1 OO REFI Y 6.75 6.75 300000 300000 10/1/2006 9/1/2036 1687.5 360 57.92 CA 2/1/2007 N 518000 1 2.25 1687.5 94536 12/29/2006 17 XA1605DI_ARM-INTONLY 0 0 0 57.92 662 27.8867 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642709 SFR 1 OO REFI Y 6.875 6.875 204000 203826.35 10/1/2006 9/1/2036 1168.75 360 80 OR 2/1/2007 N 255000 1 2.25 1168.75 97230 12/29/2006 17 XA0605DI_ARM-INTONLY 0 0 0 80 683 45.5475 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642710 PUD 1 OO PURCHASE N 7.25 7.25 282738 282738 10/1/2006 9/1/2036 1708.21 360 80 AZ 2/1/2007 N 355000 1 2.75 1708.21 85297 12/29/2006 8 SA2605EI_ARM-INTONLY 0 353423 0 80 677 0 NO-PREPAY 9/1/2011 5 5 1 2.75 1103642711 2-4FAMILY 4 OO REFI Y 7 7 260000 258921.88 10/1/2006 9/1/2036 1729.79 360 46.02 MA 2/1/2007 N 565000 1 2.25 1729.79 01970 12/29/2006 12 XA0605D_ARM 0 0 0 46.02 692 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642712 SFR 1 NOO REFI Y 7.375 7.375 102400 102005.54 10/1/2006 9/1/2036 707.26 360 73.15 IN 2/1/2007 N 140000 1 2.25 707.26 47868 12/29/2006 17 XA1605D_ARM 0 0 0 73.15 671 42.55 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642713 PUD 1 OO REFI N 6.875 6.875 1141000 1141000 10/1/2006 9/1/2036 6536.98 360 63.39 AZ 2/1/2007 N 1800000 1 2.25 6536.98 85383 12/29/2006 8 XA1605DI_ARM-INTONLY 0 0 0 63.39 678 0 NO-PREPAY 9/1/2011 5 5 2 2.25 1103642714 SFR 1 OO REFI Y 6.5 6.5 920000 920000 12/1/2006 11/1/2036 4983.33 360 80 AL 2/1/2007 N 1150000 1 2.25 4983.33 36064 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 80040 86.96 689 47.0962 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642716 SFR 1 OO REFI Y 7.25 7.25 321600 320330.35 10/1/2006 9/1/2036 2193.88 360 80 NH 2/1/2007 N 402000 1 2.25 2193.88 03031 12/29/2006 12 XA0605D_ARM 0 0 40200 90 729 0 NO-PREPAY 9/1/2011 6 6 2 2.25 1103642717 PUD 1 OO PURCHASE N 6.125 6.125 231870 231870 10/1/2006 9/1/2036 1183.5 360 80 AZ 2/1/2007 N 299000 1 2.25 1183.5 85043 12/29/2006 1 PA1605EI_ARM-INTONLY 0 289838 0 80 662 48.1075 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642718 PUD 1 OO PURCHASE N 6.875 6.875 212000 211599.3 10/1/2006 9/1/2036 1214.58 360 80 AZ 2/1/2007 N 303000 1 2.25 1214.58 85297 12/29/2006 8 SA1605EI_ARM-INTONLY 0 265000 0 80 686 0 NO-PREPAY 9/1/2011 5 5 1 2.25 1103642720 PUD 1 OO PURCHASE N 6.5 6.5 598500 597414.9 1/1/2007 12/1/2036 3782.93 360 80 CA 2/1/2007 N 748184 1 2.25 3782.93 94089 12/29/2006 1 XA0605D_ARM 0 748184 0 80 795 47.0258 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642721 SFR 1 OO REFI Y 6.375 6.375 720000 718662.8 1/1/2007 12/1/2036 4491.86 360 64.58 CA 2/1/2007 N 1115000 1 2.25 4491.86 93001 12/29/2006 1 XA0605D_ARM 0 0 0 64.58 728 41.7477 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642722 SFR 1 OO PURCHASE N 6.625 6.625 575000 575000 11/1/2006 10/1/2036 3174.48 360 86.47 NJ 2/1/2007 N 695000 1 2.25 3174.48 08807 12/29/2006 1 XA1605DI_ARM-INTONLY 25 665000 0 86.47 660 50.9789 NO-PREPAY 10/1/2011 5 5 2 2.25 1103642723 PUD 1 OO PURCHASE N 6.875 6.875 252000 252000 12/1/2006 11/1/2036 1443.75 360 80 AZ 2/1/2007 N 341000 1 2.25 1443.75 85297 12/29/2006 1 XA0605DI_ARM-INTONLY 0 315000 63000 100 703 52.4493 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642724 SFR 1 OO PURCHASE N 6.75 6.75 220000 220000 12/1/2006 11/1/2036 1237.5 360 80 TN 2/1/2007 N 275000 1 2.25 1237.5 37221 12/29/2006 2 XA0605DI_ARM-INTONLY 0 275000 55000 100 711 22.57 NO-PREPAY 11/1/2011 5 5 2 2.25 1103642725 PUD 1 OO PURCHASE N 6.375 6.375 225495 225435 12/1/2006 11/1/2036 1197.94 360 80 NV 2/1/2007 N 290000 1 2.25 1197.94 89130 12/29/2006 2 PA0605EI_ARM-INTONLY 0 281869 56374 100 690 39.6612 NO-PREPAY 11/1/2011 5 5 1 2.25 1103642726 PUD 1 OO PURCHASE N 6.75 6.75 153378 153377.76 12/1/2006 11/1/2036 862.75 360 75 AZ 2/1/2007 N 205000 1 2.25 862.75 85232 12/29/2006 1 PA0605EI_ARM-INTONLY 0 204504 11882 80.82 729 22.437 NO-PREPAY 11/1/2011 5 5 1 2.25 1103642727 SFR 1 OO REFI Y 6.375 6.375 555000 553455.1 1/1/2007 12/1/2036 3462.48 360 75 CA 2/1/2007 N 740000 1 2.25 3462.48 91387 12/29/2006 1 XA0605D_ARM 0 0 0 75 690 47.3569 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642728 SFR 1 OO REFI Y 6.5 6.5 450000 450000 12/1/2006 11/1/2036 2437.5 360 75 CA 2/1/2007 N 600000 1 2.25 2437.5 92021 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 90000 90 678 42.4046 1YR 11/1/2011 5 5 2 2.25 1103642729 CONDO 1 OO REFI N 6.125 6.125 450000 449123 1/1/2007 12/1/2036 2734.25 360 69.24 MA 2/1/2007 N 650000 1 2.25 2734.25 02152 12/29/2006 17 XA0605D_ARM 0 0 0 69.24 715 33.5874 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642827 SFR 1 NOO REFI Y 8.25 8.25 612000 612000 1/1/2007 12/1/2036 4207.5 360 80 CA 2/1/2007 N 765000 1 5 4207.5 91344 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 40.97 NO-PREPAY 12/1/2011 6 3 1 8.25 1103642926 CONDO 1 NOO REFI Y 6.625 6.625 352500 352500 1/1/2007 12/1/2036 1946.09 360 74.22 CA 2/1/2007 N 475000 1 2.25 1946.09 95124 1/4/2007 2 XA0605DI_ARM-INTONLY 0 0 0 74.22 681 43 NO-PREPAY 12/1/2011 5 5 2 2.25 1103642974 SFR 1 OO PURCHASE N 6.75 6.75 126400 126400 1/1/2007 12/1/2036 711 360 80 FL 2/1/2007 N 160000 1 5 711 34982 12/29/2006 17 PA1603EI_ARM-INTONLY 0 158000 31600 100 658 34.8 NO-PREPAY 12/1/2009 6 3 2 5 1103642979 2-4FAMILY 3 OO REFI Y 6.875 6.875 322500 322500 1/1/2007 12/1/2036 1847.66 360 75 CT 2/1/2007 N 430000 1 2.25 1847.66 06606 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 697 44.39 3YR 12/1/2011 6 6 2 2.25 1103642981 SFR 1 NOO PURCHASE N 8.75 8.75 198400 198400 2/1/2007 1/1/2037 1446.67 360 79.81 FL 2/1/2007 N 295000 1 2.75 1446.67 33756 12/29/2006 12 SA2605EI_ARM-INTONLY 0 248600 0 79.81 661 0 1YR 1/1/2012 5 5 1 2.75 1103643045 SFR 1 OO PURCHASE N 6.25 6.25 480000 480000 2/1/2007 1/1/2037 2500 360 80 CA 2/1/2007 N 644000 1 0 2500 92646 12/29/2006 2 PF0630I_FIX-INTONLY 0 600000 0 80 764 43.63 1YR 0 0 0 0 1103643070 PUD 1 NOO REFI Y 7.425 7.425 189000 189000 2/1/2007 1/1/2037 1169.44 360 70 FL 2/1/2007 N 270000 1 0 1169.44 33025 1/9/2007 2 PF0630I_FIX-INTONLY 0 0 54000 90 721 41 1YR 0 0 0 0 1103643160 SFR 1 OO REFI Y 9.625 9.625 88000 87957.84 2/1/2007 1/1/2037 747.99 360 80 FL 2/1/2007 N 110000 1 0 747.99 33801 2/1/2007 7 SF2630_FIXEDRATE 0 0 0 80 652 0 3YR 0 0 0 0 1103643568 2-4FAMILY 2 NOO REFI Y 6.75 6.75 435000 435000 2/1/2007 1/1/2037 2446.88 360 75 CA 2/1/2007 N 580000 1 3 2446.88 91767 1/5/2007 2 PA0605EI_ARM-INTONLY 0 0 0 75 683 32.56 2YR 1/1/2012 6 3 1 3 1103643667 PUD 1 OO REFI Y 6.25 6.25 230400 230181.39 2/1/2007 1/1/2037 1418.61 360 80 AZ 2/1/2007 N 288000 1 3.25 1418.61 85233 12/29/2006 2 XA0605D_ARM 0 0 57600 100 698 49.14 3YR 1/1/2012 5 5 2 3.25 1103643669 CONDO 1 OO PURCHASE N 6.25 6.25 232000 232000 1/1/2007 12/1/2036 1208.33 360 80 CA 2/1/2007 N 300000 1 3.25 1208.33 92677 12/29/2006 2 XA0605DI_ARM-INTONLY 0 290000 58000 100 760 35.21 3YR 12/1/2011 5 5 2 3.25 1103643670 SFR 1 OO REFI N 6.25 6.25 325000 325000 2/1/2007 1/1/2037 1692.71 360 78.89 CA 2/1/2007 N 412000 1 3.25 1692.71 92104 12/29/2006 1 XA1605DI_ARM-INTONLY 0 0 40994 88.84 652 41.29 3YR 1/1/2012 5 5 2 3.25 1103643671 CONDO 1 OO REFI N 6.5 6.5 274400 274400 2/1/2007 1/1/2037 1486.33 360 80 CA 2/1/2007 N 343000 1 3.25 1486.33 92040 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 68600 100 677 37.1 3YR 1/1/2012 5 5 2 3.25 1103643672 PUD 1 OO REFI Y 6.25 6.25 383500 383497.4 2/1/2007 1/1/2037 1997.4 360 65 AZ 2/1/2007 N 590000 1 3.25 1997.4 85242 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 65 688 0 3YR 1/1/2012 5 5 2 3.25 1103643673 SFR 1 NOO REFI Y 7.25 7.25 320000 320000 2/1/2007 1/1/2037 1933.33 360 80 AZ 2/1/2007 N 400000 1 3.25 1933.33 85213 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 735 31.49 3YR 1/1/2012 5 5 2 3.25 1103643674 PUD 1 OO PURCHASE N 6.5 6.5 400000 400000 2/1/2007 1/1/2037 2166.67 360 80 AZ 2/1/2007 N 500000 1 3.25 2166.67 85207 12/29/2006 2 XA0605DI_ARM-INTONLY 0 500000 100000 100 705 43.97 3YR 1/1/2012 5 5 2 3.25 1103643675 SFR 1 OO PURCHASE N 6.625 6.625 796000 796000 1/1/2007 12/1/2036 4394.58 360 80 CA 2/1/2007 N 1052000 1 3.25 4394.58 91001 12/29/2006 2 XA0605DI_ARM-INTONLY 0 995000 199000 100 760 44.81 3YR 12/1/2011 5 5 2 3.25 1103643676 PUD 1 OO PURCHASE N 6.5 6.5 309600 309600 2/1/2007 1/1/2037 1677 360 80 CA 2/1/2007 N 390000 1 3.25 1677 95209 12/29/2006 2 XA0605DI_ARM-INTONLY 0 387000 77400 100 695 44.41 3YR 1/1/2012 5 5 2 3.25 1103643678 PUD 1 OO REFI N 6.5 6.5 504700 504700 2/1/2007 1/1/2037 2733.79 360 77.65 CA 2/1/2007 N 650000 1 3.25 2733.79 95247 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 77.65 684 46.96 3YR 1/1/2012 5 5 2 3.25 1103643681 SFR 1 NOO REFI Y 7.125 7.125 288000 288000 2/1/2007 1/1/2037 1710 360 80 AZ 2/1/2007 N 360000 1 3.25 1710 85296 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 707 34.54 1YR 1/1/2012 5 5 2 3.25 1103643683 SFR 1 NOO PURCHASE N 7.625 7.625 401250 401250 2/1/2007 1/1/2037 2549.61 360 75 CT 2/1/2007 N 535000 1 3.25 2549.61 06460 12/29/2006 2 XA1605DI_ARM-INTONLY 0 535000 53500 85 658 45.65 1YR 1/1/2012 5 5 2 3.25 1103643684 SFR 1 OO PURCHASE N 6.25 6.25 209000 208822.25 1/1/2007 12/1/2036 1088.54 360 77.99 GA 2/1/2007 N 300000 1 3.25 1088.54 30071 12/29/2006 8 SA1630EI_ARM-INTONLY 0 268000 59014 100 724 0 NO-PREPAY 6/1/2007 6 1 1 3.25 1103643685 PUD 1 OO PURCHASE N 6.375 6.375 690000 690000 2/1/2007 1/1/2037 3665.63 360 80 FL 2/1/2007 N 862500 1 2.25 3665.63 32225 12/29/2006 2 XA1605DI_ARM-INTONLY 0 862500 86250 90 679 45 NO-PREPAY 1/1/2012 5 5 2 2.25 1103643686 SFR 1 OO REFI N 6.125 6.125 264500 264500 2/1/2007 1/1/2037 1350.05 360 74.51 ME 2/1/2007 N 355000 1 2.25 1350.05 04092 12/29/2006 1 XA2605DI_ARM-INTONLY 0 0 32412 83.64 631 45 NO-PREPAY 1/1/2012 5 5 2 2.25 1103643687 CONDO 1 OO PURCHASE N 6.375 6.375 150000 149861.08 2/1/2007 1/1/2037 935.8 360 75 NJ 2/1/2007 N 205000 1 3.25 935.8 07416 12/29/2006 8 XA1605D_ARM 0 200000 50000 100 702 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643688 TOWNHOUSE 1 OO PURCHASE N 6.5 6.5 351800 351800 1/1/2007 12/1/2036 1905.58 360 77.99 FL 2/1/2007 N 460000 1 3.25 1905.58 33626 12/29/2006 2 XA1605DI_ARM-INTONLY 0 451085 99239 99.99 668 47.67 NO-PREPAY 12/1/2011 5 5 2 3.25 1103643689 CONDO 1 2ND PURCHASE N 6.875 6.875 272000 272000 2/1/2007 1/1/2037 1558.33 360 80 SC 2/1/2007 N 340000 1 3.25 1558.33 29582 12/29/2006 8 XA1605DI_ARM-INTONLY 0 340000 0 80 811 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643690 SFR 1 OO REFI N 6.5 6.5 330000 330000 2/1/2007 1/1/2037 1787.5 360 79.91 NH 2/1/2007 N 413000 1 3.25 1787.5 03801 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 80411 99.38 703 41 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643691 SFR 1 OO PURCHASE N 7 7 293205 293205 2/1/2007 1/1/2037 1710.36 360 80 IL 2/1/2007 N 370000 1 3.25 1710.36 60543 12/29/2006 2 XA0605DI_ARM-INTONLY 0 366507 73301 100 759 46.23 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643692 CONDO 1 OO PURCHASE N 7 7 362000 362000 2/1/2007 1/1/2037 2111.67 360 80 MA 2/1/2007 N 452500 1 3.25 2111.67 02155 12/29/2006 8 XA1605DI_ARM-INTONLY 0 457500 90500 100 682 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643693 SFR 1 OO PURCHASE N 6.5 6.5 237200 237200 2/1/2007 1/1/2037 1284.83 360 80 NJ 2/1/2007 N 300000 1 3.25 1284.83 08857 12/29/2006 8 XA1605DI_ARM-INTONLY 0 296500 59300 100 701 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643694 SFR 1 OO PURCHASE N 6.875 6.875 296000 296000 2/1/2007 1/1/2037 1695.83 360 80 NJ 2/1/2007 N 370000 1 3.25 1695.83 08742 12/29/2006 8 XA1605DI_ARM-INTONLY 0 384000 74000 100 690 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643695 SFR 1 OO PURCHASE N 6.25 6.25 280000 280000 2/1/2007 1/1/2037 1458.33 360 80 NJ 2/1/2007 N 355000 1 3.25 1458.33 07748 12/29/2006 2 XA0605DI_ARM-INTONLY 0 350000 70000 100 696 39.44 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643696 SFR 1 OO REFI Y 6.5 6.5 257600 257600 2/1/2007 1/1/2037 1395.33 360 80 CA 2/1/2007 N 322000 1 3.25 1395.33 95662 12/29/2006 1 XA0605DI_ARM-INTONLY 0 0 64400 100 722 42.76 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643698 CONDO 1 OO PURCHASE N 6.875 6.875 417000 416939.06 2/1/2007 1/1/2037 2389.06 360 78.69 CA 2/1/2007 N 535000 1 3.25 2389.06 95136 12/29/2006 1 XA1605DI_ARM-INTONLY 0 529950 105937 98.68 650 43.3 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643699 SFR 1 OO REFI N 6.75 6.75 205600 205600 2/1/2007 1/1/2037 1156.5 360 80 AZ 2/1/2007 N 257000 1 3.25 1156.5 85338 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 51400 100 680 44.64 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643700 SFR 1 OO REFI N 6.5 6.5 229000 229000 2/1/2007 1/1/2037 1240.42 360 76.34 AZ 2/1/2007 N 300000 1 3.25 1240.42 85022 12/29/2006 8 XA1605DI_ARM-INTONLY 0 0 0 76.34 760 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643701 SFR 1 OO PURCHASE N 7.5 7.5 267900 267900 1/1/2007 12/1/2036 1674.38 360 95 AZ 2/1/2007 N 288000 1 3.25 1674.38 85251 12/29/2006 12 XA1605DI_ARM-INTONLY 30 282000 0 95 689 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103643702 PUD 1 OO REFI N 6.625 6.625 182000 182000 2/1/2007 1/1/2037 1004.79 360 70 AZ 2/1/2007 N 260000 1 3.25 1004.79 85086 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 52000 90 671 40.96 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643703 PUD 1 OO PURCHASE N 6.5 6.5 127900 127900 2/1/2007 1/1/2037 692.79 360 79.99 AZ 2/1/2007 N 160000 1 3.25 692.79 85746 12/29/2006 2 XA0605DI_ARM-INTONLY 0 159900 31948 99.97 688 44.01 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643704 SFR 1 OO REFI N 6.5 6.5 396000 396000 2/1/2007 1/1/2037 2145 360 80 CA 2/1/2007 N 495000 1 3.25 2145 95765 12/29/2006 2 XA1605DI_ARM-INTONLY 0 0 99000 100 672 44.57 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643705 SFR 1 OO PURCHASE N 6.5 6.5 258750 258750 1/1/2007 12/1/2036 1401.56 360 75 CA 2/1/2007 N 345000 1 3.25 1401.56 92342 12/29/2006 2 XA0605DI_ARM-INTONLY 0 345000 86250 100 718 44.03 NO-PREPAY 12/1/2011 5 5 2 3.25 1103643706 CONDO 1 OO REFI N 6.625 6.625 356000 356000 2/1/2007 1/1/2037 1965.42 360 80 CA 2/1/2007 N 445000 1 3.25 1965.42 94401 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 89000 100 707 40.76 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643707 CONDO 1 OO REFI Y 6.25 6.25 292000 291981.05 2/1/2007 1/1/2037 1520.83 360 62.8 CA 2/1/2007 N 465000 1 3.25 1520.83 93546 12/29/2006 12 XA1605DI_ARM-INTONLY 0 0 0 62.8 682 0 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643708 SFR 1 2ND REFI Y 7 7 300000 300000 2/1/2007 1/1/2037 1750 360 80 CA 2/1/2007 N 375000 1 3.25 1750 92315 12/29/2006 2 XA0605DI_ARM-INTONLY 0 0 0 80 682 33.52 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643709 CONDO 1 OO PURCHASE N 6.875 6.875 257600 257600 2/1/2007 1/1/2037 1475.83 360 80 CA 2/1/2007 N 350000 1 3.25 1475.83 93546 12/29/2006 17 XA0605DI_ARM-INTONLY 0 322000 64400 100 690 40.54 NO-PREPAY 1/1/2012 5 5 2 3.25 1103643710 SFR 1 OO REFI N 6.99 6.99 280000 280000 1/1/2007 12/1/2036 1631 360 80 MD 2/1/2007 N 350000 1 3.25 1631 20781 12/29/2006 12 XA0605DI_ARM-INTONLY 0 0 0 80 700 0 NO-PREPAY 12/1/2011 5 5 2 3.25 1103644600 SFR 1 NOO PURCHASE N 6.875 6.875 175500 175500 2/1/2007 1/1/2037 1005.47 360 75 FL 2/1/2007 N 260000 1 2.75 1005.47 33020 1/4/2007 8 SA2605EI_ARM-INTONLY 0 234000 46800 95 671 0 3YR 1/1/2012 6 3 1 2.75 1103646604 PUD 1 NOO PURCHASE N 7.75 7.75 258700 258700 3/1/2007 2/1/2037 1670.77 360 65 CA 2/1/2007 N 400000 1 2.875 1670.77 92240 1/4/2007 2 PA0602EI_ARM-INTONLY 0 398000 139300 100 753 33.35 6MO 2/1/2009 6 3 1 2.875 1103647943 2-4FAMILY 3 NOO PURCHASE N 8.875 8.875 224000 223874.43 2/1/2007 1/1/2037 1782.24 360 80 NJ 2/1/2007 N 320000 1 0 1782.24 08244 1/30/2007 12 XF1630_FIXEDRATE 0 280000 0 80 796 0 NO-PREPAY 0 0 0 0 2503161584 D-PUDS 1 NOO REFI N 6.5 6.5 322500 322500 2/1/2007 1/1/2037 1746.88 360 75 CA 2/1/2007 N 430000 1 3 1746.88 92557 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 64500 90 644 36.54 2YR 1/1/2012 6 3 1 3 2503161588 D-PUDS 1 NOO REFI Y 13.7 13.7 64500 64487.43 2/1/2007 1/1/2022 748.95 180 15 CA 2/1/2007 Y 430000 2 0 748.95 92557 12/18/2006 2 TB1630_BALLOON 0 0 0 90 644 33.46 2YR 0 0 0 0 2503178287 CONDO 1 OO PURCHASE N 11.5 11.5 63800 63759.02 1/1/2007 12/1/2021 631.81 180 19.86 CA 2/1/2007 Y 330000 2 0 631.81 92025 11/8/2006 2 TB1630_BALLOON 0 321343 0 99.85 667 44.92 1YR 0 0 0 0 2503178866 CONDO 1 OO PURCHASE N 12.375 12.375 63600 63546.89 12/1/2006 11/1/2021 672.61 180 20 CA 2/1/2007 Y 325000 2 0 672.61 92025 11/2/2006 2 TB1630_BALLOON 0 318000 0 100 646 48.07 1YR 0 0 0 0 2503179897 2-4FAMILY 3 OO PURCHASE N 12.55 12.55 114000 113942 1/1/2007 12/1/2021 1221.1 180 20 CA 2/1/2007 Y 570000 2 0 1221.1 90003 11/20/2006 2 TB2630_BALLOON 0 570000 0 100 635 46.23 3YR 0 0 0 0 2503180695 SFR 1 OO PURCHASE N 10.99 10.99 108000 107883.17 12/1/2006 11/1/2021 1027.69 180 20 CA 2/1/2007 Y 540000 2 0 1027.69 90043 11/6/2006 2 TB1630_BALLOON 0 540000 0 100 670 49.39 3YR 0 0 0 0 2503182837 SFR 1 NOO REFI Y 14.9 14.9 20000 19994.05 1/1/2007 12/1/2021 251.29 180 15.39 RI 2/1/2007 Y 130000 2 0 251.29 02889 11/2/2006 2 TB1630_BALLOON 0 0 0 95 652 48.05 NO-PREPAY 0 0 0 0 2503182942 SFR 1 OO REFI Y 11.65 11.65 43000 42959.74 12/1/2006 11/1/2021 430.75 180 20 OR 2/1/2007 Y 215000 2 0 430.75 97501 11/2/2006 2 TB1630_BALLOON 0 0 0 95 644 28.5 3YR 0 0 0 0 2503183583 CONDO 1 OO PURCHASE N 13.4 13.4 40400 40383.03 1/1/2007 12/1/2021 459.57 180 19.94 FL 2/1/2007 Y 202700 2 0 459.57 33193 11/6/2006 2 TB1630_BALLOON 0 205000 0 99.86 653 43.83 NO-PREPAY 0 0 0 0 2503183972 SFR 1 OO PURCHASE N 13.65 13.65 52000 51968.77 12/1/2006 11/1/2021 601.76 180 20 CO 2/1/2007 Y 260000 2 0 601.76 80013 10/31/2006 2 TB2630_BALLOON 0 260000 0 100 638 43.34 NO-PREPAY 0 0 0 0 2503184597 SFR 1 OO REFI N 5.875 5.875 303000 303000 2/1/2007 1/1/2037 1483.44 360 23.28 CA 2/1/2007 N 1302000 1 3 1483.44 91316 12/18/2006 1 PA0605EI_ARM-INTONLY 0 0 50000 27.12 780 17.05 3YR 1/1/2012 6 3 1 3 2503184739 SFR 1 NOO PURCHASE N 11.7 11.7 44500 44472.66 1/1/2007 12/1/2021 447.48 180 20 NY 2/1/2007 Y 229000 2 0 447.48 11901 11/2/2006 2 TB0630_BALLOON 0 222600 0 95 761 42.33 1YR 0 0 0 0 2503184950 SFR 1 OO PURCHASE N 12.7 12.7 66000 65967.53 1/1/2007 12/1/2021 714.65 180 20 CA 2/1/2007 Y 331000 2 0 714.65 93535 11/16/2006 2 TB2630_BALLOON 0 330000 0 100 623 43.24 2YR 0 0 0 0 2503185063 CONDOTEL 1 2ND PURCHASE N 8.05 8.05 242150 241989.16 2/1/2007 1/1/2037 1785.26 360 80 FL 2/1/2007 N 370000 1 3 1785.26 32821 12/12/2006 2 PA1605E_ARM 0 302700 0 80 640 49.58 3YR 1/1/2012 6 3 1 3 2503185199 D-PUDS 1 OO PURCHASE N 6.65 6.65 215182 215182 1/1/2007 12/1/2036 1192.47 360 80 AZ 2/1/2007 N 275000 1 3 1192.47 85339 12/7/2006 2 PA1605EI_ARM-INTONLY 0 268978 53795 100 655 44.85 3YR 12/1/2011 6 3 1 3 2503185200 D-PUDS 1 OO PURCHASE N 11.9 11.9 53795 53763.38 1/1/2007 12/1/2021 549.2 180 20 AZ 2/1/2007 Y 275000 2 0 549.2 85339 12/7/2006 2 TB1630_BALLOON 0 268978 0 100 655 44.85 3YR 0 0 0 0 2503185223 HI-RISE 1 OO REFI Y 13.35 13.35 28000 27982.07 12/1/2006 11/1/2021 317.41 180 20 FL 2/1/2007 Y 140000 2 0 317.41 33162 10/31/2006 2 TB1630_BALLOON 0 0 0 100 643 44.7 NO-PREPAY 0 0 0 0 2503185827 2-4FAMILY 4 OO PURCHASE N 9.15 9.15 446250 446250 1/1/2007 12/1/2036 3402.66 360 75 NY 2/1/2007 N 595000 1 3 3402.66 10301 11/20/2006 2 PA1605EI_ARM-INTONLY 0 595000 148750 100 641 41.66 1YR 12/1/2011 6 3 1 3 2503185828 2-4FAMILY 4 OO PURCHASE N 13.5 13.5 148750 148688.94 1/1/2007 12/1/2021 1703.8 180 25 NY 2/1/2007 Y 595000 2 0 1703.8 10301 11/20/2006 2 TB1630_BALLOON 0 595000 0 100 641 41.66 NO-PREPAY 0 0 0 0 2503186132 CONDO 1 NOO PURCHASE N 12.6 12.6 29250 29235.3 1/1/2007 12/1/2021 314.44 180 15 NJ 2/1/2007 Y 265000 2 0 314.44 08901 11/14/2006 2 TB0630_BALLOON 0 195000 0 95 743 29.52 NO-PREPAY 0 0 0 0 2503186162 SFR 1 NOO REFI Y 12.45 12.45 60000 59968.78 1/1/2007 12/1/2021 638.03 180 20 FL 2/1/2007 Y 300000 2 0 638.03 33312 11/20/2006 2 TB0630_BALLOON 0 0 0 95 733 48.48 NO-PREPAY 0 0 0 0 2503186472 SFR 1 NOO PURCHASE N 11.975 11.975 47400 47358.68 12/1/2006 11/1/2021 486.65 180 20.01 FL 2/1/2007 Y 290000 2 0 486.65 33064 10/17/2006 1 TB0630_BALLOON 0 236900 0 95 687 18.7 NO-PREPAY 0 0 0 0 2503186545 D-PUDS 1 OO PURCHASE N 11.25 11.25 39950 39909.15 12/1/2006 11/1/2021 388.02 180 10 FL 2/1/2007 Y 400000 2 0 388.02 33428 10/12/2006 2 TB1630_BALLOON 0 399500 0 90 666 37.05 2YR 0 0 0 0 2503186678 CONDO 1 OO REFI Y 12.5 12.5 20000 19984.49 12/1/2006 11/1/2021 213.45 180 10 FL 2/1/2007 Y 200000 2 0 213.45 33324 10/23/2006 2 TB1630_BALLOON 0 0 0 90 657 39.11 3YR 0 0 0 0 2503186740 D-PUDS 1 OO PURCHASE N 10 10 150000 149799.26 12/1/2006 11/1/2021 1316.36 180 20 CA 2/1/2007 Y 750000 2 0 1316.36 90746 10/13/2006 1 TB0630_BALLOON 0 755000 0 100 759 44.55 NO-PREPAY 0 0 0 0 2503186933 SFR 1 OO REFI Y 11.4 11.4 41800 41758.63 12/1/2006 11/1/2021 410.76 180 10 VA 2/1/2007 Y 418000 2 0 410.76 22193 10/11/2006 2 TB1630_BALLOON 0 0 0 90 677 30.94 2YR 0 0 0 0 2503187002 2-4FAMILY 4 OO PURCHASE N 12.69 12.69 132500 132434.67 1/1/2007 12/1/2021 1433.68 180 25 IL 2/1/2007 Y 540000 2 0 1433.68 60639 11/10/2006 2 TB1630_BALLOON 0 530000 0 100 665 49.52 NO-PREPAY 0 0 0 0 2503187198 CONDO 1 NOO PURCHASE N 14.2 14.2 32950 32938.47 1/1/2007 12/1/2021 395.64 180 19.97 FL 2/1/2007 Y 170000 2 0 395.64 33064 11/6/2006 2 TB1630_BALLOON 0 164999 0 94.94 646 38.73 1YR 0 0 0 0 2503187241 SFR 1 OO REFI N 5.125 5.125 320000 320000 1/1/2007 12/1/2036 1366.67 360 48.13 CA 2/1/2007 N 665000 1 0 1366.67 95404 11/17/2006 1 PF0630I_FIX-INTONLY 0 0 0 48.13 767 46.34 3YR 0 0 0 0 2503187276 HI-RISE 1 OO PURCHASE N 7.6 7.6 282200 282200 3/1/2007 2/1/2037 1787.27 360 75 MN 2/1/2007 N 376283 1 3.875 1787.27 55415 1/2/2007 2 PA1605EI_ARM-INTONLY 0 380000 94000 99.98 660 49.04 3YR 2/1/2012 6 3 1 3.875 2503187421 CONDO 1 OO REFI Y 7.5 7.5 206000 205847.09 2/1/2007 1/1/2037 1440.38 360 78.04 FL 2/1/2007 N 264000 1 3 1440.38 33351 12/11/2006 2 PA1605E_ARM 0 0 0 78.04 643 31.83 3YR 1/1/2012 6 3 1 3 2503187715 SFR 1 NOO PURCHASE N 6.43 6.43 167600 167600 1/1/2007 12/1/2036 898.06 360 74.99 NY 2/1/2007 N 225000 1 3 898.06 12186 11/28/2006 2 PA0605EI_ARM-INTONLY 0 223500 44700 94.99 700 45.83 1YR 12/1/2011 6 3 1 3 2503187716 SFR 1 NOO PURCHASE N 12.55 12.55 44700 44677.26 1/1/2007 12/1/2021 478.8 180 20 NY 2/1/2007 Y 225000 2 0 478.8 12186 11/28/2006 2 TB0630_BALLOON 0 223500 0 94.99 700 45.83 NO-PREPAY 0 0 0 0 2503187746 CONDO 1 OO REFI Y 12.7 12.7 90000 89933.24 12/1/2006 11/1/2021 974.52 180 25 CA 2/1/2007 Y 360000 2 0 974.52 92804 10/31/2006 2 TB2630_BALLOON 0 0 0 100 620 44.43 3YR 0 0 0 0 2503187759 CONDO 1 OO REFI Y 10.875 10.875 29500 29467.29 12/1/2006 11/1/2021 278.15 180 10 CA 2/1/2007 Y 295000 2 0 278.15 90723 10/19/2006 2 TB1630_BALLOON 0 0 0 90 679 38.61 2YR 0 0 0 0 2503187908 SFR 1 OO REFI Y 11.74 11.74 188000 187827.38 12/1/2006 11/1/2021 1896.25 180 25 CA 2/1/2007 Y 752000 2 0 1896.25 95062 10/31/2006 2 TB1630_BALLOON 0 0 0 95 658 37.37 3YR 0 0 0 0 2503188012 SFR 1 OO REFI N 6.75 6.75 456000 455999.44 1/1/2007 12/1/2036 2565 360 80 CA 2/1/2007 N 570000 1 3 2565 92509 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 85500 95 712 46.83 3YR 12/1/2011 6 3 1 3 2503188140 CONDO 1 NOO PURCHASE N 13.9 13.9 20000 19988.7 12/1/2006 11/1/2021 235.39 180 20.21 FL 2/1/2007 Y 99000 2 0 235.39 33613 10/30/2006 2 TB0630_BALLOON 0 99900 0 94.95 707 45.29 NO-PREPAY 0 0 0 0 2503188393 SFR 1 NOO REFI Y 6.5 6.5 300000 299678.95 2/1/2007 1/1/2037 1896.2 360 51.11 HI 2/1/2007 N 587000 1 0 1896.2 96744 12/28/2006 1 PF0630_FIXEDRATE 0 0 0 51.11 733 38.79 NO-PREPAY 0 0 0 0 2503188489 SFR 1 NOO PURCHASE N 13.5 13.5 22000 21901.39 12/1/2006 11/1/2021 251.99 180 20 FL 2/1/2007 Y 121000 2 0 251.99 34690 10/31/2006 2 TB1630_BALLOON 0 110000 0 95 648 28.36 3YR 0 0 0 0 2503188558 D-PUDS 1 OO REFI Y 6.25 6.25 178500 178500 2/1/2007 1/1/2037 929.69 360 70 FL 2/1/2007 N 255000 1 3 929.69 33025 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 49745 89.51 719 47.42 3YR 1/1/2012 6 3 1 3 2503188590 SFR 1 OO REFI Y 11.55 11.55 97000 96907.15 12/1/2006 11/1/2021 964.28 180 20 CA 2/1/2007 Y 485000 2 0 964.28 95828 10/31/2006 2 TB1630_BALLOON 0 0 0 100 660 49.44 3YR 0 0 0 0 2503188620 SFR 1 OO REFI Y 12 12 24600 24578.67 12/1/2006 11/1/2021 253.04 180 10 AZ 2/1/2007 Y 246000 2 0 253.04 85201 10/24/2006 2 TB1630_BALLOON 0 0 0 90 657 37.71 3YR 0 0 0 0 2503188630 CONDO 1 OO PURCHASE N 11.575 11.575 43500 43458.57 12/1/2006 11/1/2021 433.27 180 10 CA 2/1/2007 Y 475000 2 0 433.27 91401 10/25/2006 2 TB1630_BALLOON 0 435000 0 90 670 37.89 1YR 0 0 0 0 2503188834 SFR 1 OO PURCHASE N 13.24 13.24 67500 67470.6 1/1/2007 12/1/2036 759.37 360 25 FL 2/1/2007 N 300000 2 0 759.37 33024 11/9/2006 2 TF2630_FIXEDRATE 0 270000 0 100 636 43.08 2YR 0 0 0 0 2503188888 SFR 1 OO REFI Y 12.85 12.85 105000 104924.7 12/1/2006 11/1/2021 1149.21 180 20 CA 2/1/2007 Y 525000 2 0 1149.21 90621 10/31/2006 2 TB1630_BALLOON 0 0 0 100 653 49.68 2YR 0 0 0 0 2503188970 2-4FAMILY 3 OO PURCHASE N 6.5 6.5 420000 420000 1/1/2007 12/1/2036 2275 360 75 NY 2/1/2007 N 560000 1 3 2275 11207 11/22/2006 2 PA2605EI_ARM-INTONLY 0 560000 140000 100 630 49.37 1YR 12/1/2011 6 3 1 3 2503188973 2-4FAMILY 3 OO PURCHASE N 13.625 13.625 140000 139944.13 1/1/2007 12/1/2021 1617.36 180 25 NY 2/1/2007 Y 560000 2 0 1617.36 11207 11/22/2006 2 TB2630_BALLOON 0 560000 0 100 630 48.67 NO-PREPAY 0 0 0 0 2503188985 SFR 1 OO REFI Y 12.5 12.5 35000 34972.85 12/1/2006 11/1/2021 373.54 180 7.3 FL 2/1/2007 Y 480000 2 0 373.54 34761 10/31/2006 2 TB1630_BALLOON 0 0 0 87.3 658 32.65 3YR 0 0 0 0 2503189039 SFR 1 NOO PURCHASE N 8.75 8.75 381600 381600 1/1/2007 12/1/2036 2782.5 360 80 NY 2/1/2007 N 480000 1 3 2782.5 11417 11/27/2006 2 PA1605EI_ARM-INTONLY 0 477000 71550 95 640 37.83 NO-PREPAY 12/1/2011 6 3 1 3 2503189040 SFR 1 NOO PURCHASE N 13.55 13.55 71550 71520.96 1/1/2007 12/1/2021 822.36 180 15 NY 2/1/2007 Y 480000 2 0 822.36 11417 11/27/2006 2 TB1630_BALLOON 0 477000 0 95 640 37.83 NO-PREPAY 0 0 0 0 2503189068 2-4FAMILY 3 OO PURCHASE N 8.5 8.5 322500 322107.86 1/1/2007 12/1/2036 2479.75 360 75 NY 2/1/2007 N 430000 1 3 2479.75 10701 11/29/2006 2 PA1605E_ARM 0 430000 107500 100 651 38.11 1YR 12/1/2011 6 3 1 3 2503189069 2-4FAMILY 3 OO PURCHASE N 13.25 13.25 107500 107453.28 1/1/2007 12/1/2021 1210.21 180 25 NY 2/1/2007 Y 430000 2 0 1210.21 10701 11/29/2006 2 TB1630_BALLOON 0 430000 0 100 651 38.11 NO-PREPAY 0 0 0 0 2503189129 CONDO 1 NOO PURCHASE N 12 12 87000 86924.58 12/1/2006 11/1/2021 894.89 180 15 CA 2/1/2007 Y 585000 2 0 894.89 90064 10/31/2006 1 TB0630_BALLOON 0 580000 0 95 787 20.87 NO-PREPAY 0 0 0 0 2503189217 2-4FAMILY 3 OO PURCHASE N 13.35 13.35 149975 149911.29 1/1/2007 12/1/2021 1700.15 180 25 NJ 2/1/2007 Y 610000 2 0 1700.15 07047 11/3/2006 2 TB1630_BALLOON 0 599900 0 100 649 44.09 NO-PREPAY 0 0 0 0 2503189397 2-4FAMILY 2 OO PURCHASE N 12.875 12.875 150000 149929.05 1/1/2007 12/1/2021 1644.66 180 25 NY 2/1/2007 Y 600000 2 0 1644.66 11236 11/28/2006 2 TB1630_BALLOON 0 600000 0 100 669 49.43 NO-PREPAY 0 0 0 0 2503189427 SFR 1 OO REFI Y 12.5 12.5 45900 45833.7 12/1/2006 11/1/2021 489.87 180 12.08 MD 2/1/2007 Y 380000 2 0 489.87 21060 10/31/2006 2 TB1630_BALLOON 0 0 0 89.98 648 37.13 NO-PREPAY 0 0 0 0 2503189448 CONDO 1 2ND PURCHASE N 8.163 8.163 183100 183100 1/1/2007 12/1/2036 1245.54 360 80 FL 2/1/2007 N 234000 1 3 1245.54 33190 11/28/2006 1 PA1605EI_ARM-INTONLY 0 228900 0 80 640 31.48 3YR 12/1/2011 6 3 1 3 2503189459 SFR 1 OO PURCHASE N 11.99 11.99 91000 79837.63 1/1/2007 12/1/2021 935.34 180 20 NY 2/1/2007 Y 510000 2 0 935.34 11801 11/13/2006 2 TB1630_BALLOON 0 455000 0 95 649 44.51 NO-PREPAY 0 0 0 0 2503189535 CONDO 1 NOO PURCHASE N 6.9 6.9 136850 136850 1/1/2007 12/1/2036 786.89 360 74.99 FL 2/1/2007 N 185000 1 3 786.89 33064 11/22/2006 2 PA0605EI_ARM-INTONLY 0 182500 36500 94.99 770 47.43 3YR 12/1/2011 6 3 1 3 2503189537 CONDO 1 NOO PURCHASE N 12.625 12.625 36500 36481.74 1/1/2007 12/1/2021 393.09 180 20 FL 2/1/2007 Y 185000 2 0 393.09 33064 11/22/2006 2 TB0630_BALLOON 0 182500 0 94.99 770 47.43 NO-PREPAY 0 0 0 0 2503189540 SFR 1 OO PURCHASE N 12.5 12.5 155000 154879.75 12/1/2006 11/1/2021 1654.25 180 20 CA 2/1/2007 Y 775000 2 0 1654.25 91791 11/6/2006 2 TB1630_BALLOON 0 775000 0 100 655 38.06 2YR 0 0 0 0 2503189555 2-4FAMILY 3 OO PURCHASE N 13.3 13.3 162500 162394.69 12/1/2006 11/1/2021 1835.76 180 25 NY 2/1/2007 Y 650000 2 0 1835.76 11422 10/30/2006 2 TB1630_BALLOON 0 650000 0 100 645 46.03 NO-PREPAY 0 0 0 0 2503189606 SFR 1 NOO REFI N 12.05 12.05 54600 54553.2 12/1/2006 11/1/2021 563.72 180 20 NV 2/1/2007 Y 273000 2 0 563.72 89032 11/2/2006 2 TB0630_BALLOON 0 0 0 90 730 33.1 1YR 0 0 0 0 2503189639 PUD 1 OO REFI N 5.25 5.25 211500 211500 2/1/2007 1/1/2037 925.31 360 52.23 CA 2/1/2007 N 405000 1 0 925.31 95409 12/11/2006 1 PF0630I_FIX-INTONLY 0 0 0 52.23 797 44.58 3YR 0 0 0 0 2503189641 SFR 1 OO REFI Y 11.39 11.39 25000 24975.2 12/1/2006 11/1/2021 245.48 180 10 FL 2/1/2007 Y 250000 2 0 245.48 34205 11/6/2006 2 TB1630_BALLOON 0 0 0 88.8 675 28.72 3YR 0 0 0 0 2503189706 SFR 1 OO REFI Y 5 5 1000000 1000000 1/1/2007 12/1/2036 4166.67 360 58.83 CA 2/1/2007 N 1700000 1 0 4166.67 95448 11/30/2006 2 PF0630I_FIX-INTONLY 0 0 0 58.83 725 27.63 3YR 0 0 0 0 2503189711 2-4FAMILY 3 OO PURCHASE N 10.84 10.84 57400 57335.83 12/1/2006 11/1/2021 539.71 180 20 RI 2/1/2007 Y 320000 2 0 539.71 02907 10/31/2006 1 TB0630_BALLOON 0 287000 0 100 694 37.93 1YR 0 0 0 0 2503189756 SFR 1 OO REFI N 7.125 7.125 104000 103916.83 2/1/2007 1/1/2037 700.67 360 78.79 OH 2/1/2007 N 132000 1 0 700.67 44405 12/20/2006 2 PF2630_FIXEDRATE 0 0 26000 98.49 624 33.16 3YR 0 0 0 0 2503189777 SFR 1 OO REFI Y 11.1 11.1 42000 41955.64 12/1/2006 11/1/2021 403.15 180 15 CA 2/1/2007 Y 280000 2 0 403.15 93722 10/24/2006 2 TB1630_BALLOON 0 0 0 90 674 33.71 2YR 0 0 0 0 2503189802 D-PUDS 1 OO REFI Y 11.6 11.6 99800 99705.36 12/1/2006 11/1/2021 995.93 180 20 CA 2/1/2007 Y 499000 2 0 995.93 92057 11/1/2006 2 TB1630_BALLOON 0 0 0 100 662 43.49 1YR 0 0 0 0 2503189908 SFR 1 OO REFI N 11.6 11.6 72500 72431.33 12/1/2006 11/1/2021 723.5 180 10 CA 2/1/2007 Y 725000 2 0 723.5 91941 10/20/2006 2 TB1630_BALLOON 0 0 0 90 653 39.8 3YR 0 0 0 0 2503190029 2-4FAMILY 3 OO PURCHASE N 12.59 12.59 167500 167415.54 1/1/2007 12/1/2021 1799.36 180 25 NY 2/1/2007 Y 670000 2 0 1799.36 11208 11/10/2006 2 TB1630_BALLOON 0 670000 0 100 672 49.89 NO-PREPAY 0 0 0 0 2503190156 SFR 1 OO PURCHASE N 10.99 10.99 70800 70749.17 1/1/2007 12/1/2021 673.71 180 10 CA 2/1/2007 Y 708400 2 0 673.71 93905 11/13/2006 2 TB1630_BALLOON 0 708400 0 90 669 36.9 3YR 0 0 0 0 2503190173 SFR 1 NOO REFI Y 12.8 12.8 142000 141931.69 1/1/2007 12/1/2021 1548.64 180 20 FL 2/1/2007 Y 710000 2 0 1548.64 34787 11/8/2006 2 TB0630_BALLOON 0 0 0 95 704 41.31 2YR 0 0 0 0 2503190251 CONDO 1 OO PURCHASE N 12.35 12.35 45000 44971.1 1/1/2007 12/1/2021 475.03 180 20 CA 2/1/2007 Y 225000 2 0 475.03 92335 11/3/2006 2 TB1630_BALLOON 0 225000 0 100 643 41 3YR 0 0 0 0 2503190422 SFR 1 OO REFI N 5.875 5.875 495000 495000 2/1/2007 1/1/2037 2423.44 360 26.89 CA 2/1/2007 N 1841500 1 3 2423.44 90272 12/7/2006 1 PA0605EI_ARM-INTONLY 0 0 0 26.89 769 14.22 3YR 1/1/2012 6 3 1 3 2503190448 SFR 1 OO REFI Y 13.15 13.15 78750 78697.19 12/1/2006 11/1/2021 880.37 180 25 FL 2/1/2007 Y 315000 2 0 880.37 33068 10/31/2006 2 TB2630_BALLOON 0 0 0 100 625 47.64 3YR 0 0 0 0 2503190463 SFR 1 OO PURCHASE N 11.54 11.54 46800 46770.2 1/1/2007 12/1/2021 464.89 180 20 AZ 2/1/2007 Y 237000 2 0 464.89 85225 11/22/2006 2 TB1630_BALLOON 0 234000 0 100 672 39.84 2YR 0 0 0 0 2503190525 SFR 1 OO REFI N 12.45 12.45 54000 53945.92 12/1/2006 11/1/2021 574.22 180 10 VA 2/1/2007 Y 540000 2 0 574.22 22193 10/30/2006 2 TB1630_BALLOON 0 0 0 90 646 33.61 NO-PREPAY 0 0 0 0 2503190549 PUD 1 OO REFI Y 12.4 12.4 95500 95449.74 1/1/2007 12/1/2021 1011.83 180 25 FL 2/1/2007 Y 382000 2 0 1011.83 34771 11/8/2006 2 TB1630_BALLOON 0 0 0 100 643 34.96 3YR 0 0 0 0 2503190552 SFR 1 OO PURCHASE N 13.45 13.45 41800 41782.64 1/1/2007 12/1/2021 477.14 180 20 OR 2/1/2007 Y 215000 2 0 477.14 97266 11/16/2006 2 TB2630_BALLOON 0 209000 0 100 630 44.42 NO-PREPAY 0 0 0 0 2503190574 D-PUDS 1 NOO REFI Y 13.2 13.2 110000 109951.66 1/1/2007 12/1/2021 1234.04 180 20 NV 2/1/2007 Y 550000 2 0 1234.04 89015 11/15/2006 2 TB1630_BALLOON 0 0 0 95 678 28.18 2YR 0 0 0 0 2503190675 SFR 1 OO REFI N 10.89 10.89 35500 35460.74 12/1/2006 11/1/2021 335.13 180 10 CA 2/1/2007 Y 355000 2 0 335.13 92551 11/1/2006 2 TB1630_BALLOON 0 0 0 90 658 38.22 3YR 0 0 0 0 2503190696 2-4FAMILY 2 OO PURCHASE N 13.3 13.3 125000 124946.3 1/1/2007 12/1/2021 1412.12 180 25 NY 2/1/2007 Y 500000 2 0 1412.12 10458 11/14/2006 2 TB1630_BALLOON 0 500000 0 100 647 49.98 NO-PREPAY 0 0 0 0 2503190780 SFR 1 OO REFI N 10.775 10.775 165750 165562.14 12/1/2006 11/1/2021 1550.36 180 25.04 CA 2/1/2007 Y 662000 2 0 1550.36 94086 10/30/2006 2 TB0630_BALLOON 0 0 0 100 713 37.32 NO-PREPAY 0 0 0 0 2503190805 2-4FAMILY 2 NOO PURCHASE N 8.75 8.75 202400 202400 1/1/2007 12/1/2036 1475.83 360 80 FL 2/1/2007 N 253000 1 3 1475.83 33441 11/30/2006 7 SA2605EI_ARM-INTONLY 0 253000 0 80 635 0 3YR 12/1/2011 6 3 1 3 2503190809 CONDO 1 OO REFI Y 12.5 12.5 26000 25979.81 12/1/2006 11/1/2021 277.49 180 10 IL 2/1/2007 Y 260000 2 0 277.49 60660 10/31/2006 2 TB1630_BALLOON 0 0 0 90 654 39.66 NO-PREPAY 0 0 0 0 2503190816 SFR 1 OO PURCHASE N 12.49 12.49 55000 54942.3 1/1/2007 12/1/2021 586.57 180 25 FL 2/1/2007 Y 225000 2 0 586.57 32822 11/3/2006 2 TB1630_BALLOON 0 220000 0 100 642 37.32 2YR 0 0 0 0 2503190844 SFR 1 OO REFI N 11.5 11.5 41200 40191.38 12/1/2006 11/1/2021 408 180 8.87 CA 2/1/2007 Y 465000 2 0 408 92377 10/25/2006 2 TB1630_BALLOON 0 0 0 88.87 651 38.27 3YR 0 0 0 0 2503190871 SFR 1 OO REFI Y 11.925 11.925 49000 48946.72 12/1/2006 11/1/2021 501.19 180 10 CA 2/1/2007 Y 490000 2 0 501.19 92026 10/24/2006 2 TB1630_BALLOON 0 0 0 90 650 36.38 3YR 0 0 0 0 2503190896 CONDO 1 NOO PURCHASE N 12.4 12.4 26050 26029.33 12/1/2006 11/1/2021 276 180 21.71 IL 2/1/2007 Y 134000 2 0 276 60641 10/30/2006 2 TB0630_BALLOON 0 120000 0 95 713 41.3 NO-PREPAY 0 0 0 0 2503190898 SFR 1 NOO REFI N 6.6 6.6 151700 151700 1/1/2007 12/1/2036 834.35 360 70.56 MO 2/1/2007 N 215000 1 4 834.35 63021 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 42700 90.42 735 45.54 NO-PREPAY 12/1/2011 6 3 1 4 2503190899 SFR 1 NOO REFI N 12.25 12.25 42700 42676.78 1/1/2007 12/1/2021 447.45 180 19.87 MO 2/1/2007 Y 215000 2 0 447.45 63021 11/30/2006 2 TB0630_BALLOON 0 0 0 90.42 735 45.54 NO-PREPAY 0 0 0 0 2503190929 SFR 1 OO PURCHASE N 12.3 12.3 137500 137426.04 1/1/2007 12/1/2021 1446.17 180 25 IL 2/1/2007 Y 550000 2 0 1446.17 60646 11/6/2006 2 TB1630_BALLOON 0 550000 0 100 673 48.94 NO-PREPAY 0 0 0 0 2503190934 CONDO 1 OO PURCHASE N 11.625 11.625 68600 68557.14 1/1/2007 12/1/2021 685.89 180 19.99 CA 2/1/2007 Y 345000 2 0 685.89 92025 11/9/2006 2 TB1630_BALLOON 0 343241 0 99.98 666 49.27 1YR 0 0 0 0 2503190998 SFR 1 NOO REFI Y 6.7 6.7 150000 150000 2/1/2007 1/1/2037 837.5 360 75 MD 2/1/2007 N 200000 1 3 837.5 21234 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 40000 95 800 28.27 3YR 1/1/2012 6 3 1 3 2503190999 SFR 1 NOO REFI Y 12.59 12.59 40000 39989.97 2/1/2007 1/1/2022 429.7 180 20 MD 2/1/2007 Y 200000 2 0 429.7 21234 12/19/2006 2 TB0630_BALLOON 0 0 0 95 800 28.27 NO-PREPAY 0 0 0 0 2503191044 SFR 1 OO PURCHASE N 12.85 12.85 60500 60471.23 1/1/2007 12/1/2021 662.16 180 25 RI 2/1/2007 Y 242000 2 0 662.16 02904 11/7/2006 2 TB1630_BALLOON 0 242000 0 100 640 48.08 1YR 0 0 0 0 2503191128 CONDO 1 OO PURCHASE N 8.405 8.405 321090 320691.91 1/1/2007 12/1/2036 2447.32 360 95 FL 2/1/2007 N 338000 1 4.25 2447.32 33178 11/22/2006 12 EA0605E_ARM 30 337990 0 95 694 0 2YR 12/1/2011 6 3 1 4.25 2503191167 HI-RISE 1 OO PURCHASE N 13.44 13.44 93750 93691.14 12/1/2006 11/1/2021 1069.4 180 25 FL 2/1/2007 Y 395000 2 0 1069.4 33020 10/31/2006 2 TB1630_BALLOON 0 375000 0 100 656 44.32 NO-PREPAY 0 0 0 0 2503191218 D-PUDS 1 NOO PURCHASE N 12.75 12.75 61150 61105.15 12/1/2006 11/1/2021 664.51 180 20 AZ 2/1/2007 Y 500000 2 0 664.51 85239 11/7/2006 2 TB0630_BALLOON 0 305890 0 94.99 690 41.9 NO-PREPAY 0 0 0 0 2503191220 2-4FAMILY 2 NOO REFI N 11.9 11.9 125000 121874.33 12/1/2006 11/1/2036 1276.15 360 20 CA 2/1/2007 N 625000 2 0 1276.15 92113 11/2/2006 2 TF0630_FIXEDRATE 0 0 0 90 720 23.12 3YR 0 0 0 0 2503191313 CONDO 1 2ND PURCHASE N 12.79 12.79 39747 39717.51 1/1/2007 12/1/2021 433.17 180 25 FL 2/1/2007 Y 195000 2 0 433.17 32822 11/9/2006 2 TB1630_BALLOON 0 158990 0 95 675 40.85 NO-PREPAY 0 0 0 0 2503191318 SFR 1 NOO PURCHASE N 12.05 12.05 130000 129926.07 1/1/2007 12/1/2021 1342.2 180 20 FL 2/1/2007 Y 650000 2 0 1342.2 32136 11/8/2006 2 TB0630_BALLOON 0 650000 0 94.93 772 37.88 NO-PREPAY 0 0 0 0 2503191337 CONDO 1 2ND PURCHASE N 6.375 6.375 151900 151900 1/1/2007 12/1/2036 806.97 360 70 CA 2/1/2007 N 290000 1 3 806.97 92101 11/30/2006 2 PA0605EI_ARM-INTONLY 0 217030 54257 94.99 686 34.97 NO-PREPAY 12/1/2011 6 3 1 3 2503191379 SFR 1 OO REFI N 12.25 12.25 29000 28976.21 12/1/2006 11/1/2021 303.89 180 10 IL 2/1/2007 Y 290000 2 0 303.89 60107 10/27/2006 2 TB1630_BALLOON 0 0 0 90 657 35.67 NO-PREPAY 0 0 0 0 2503191384 2-4FAMILY 2 OO PURCHASE N 13.775 13.775 90000 90000 12/1/2006 11/1/2021 1033.13 180 30 FL 2/1/2007 Y 300000 2 0 1033.13 33020 10/30/2006 2 TB1630I_BALLOON-INTONLY 0 300000 0 100 649 46.19 NO-PREPAY 0 0 0 0 2503191416 SFR 1 OO REFI Y 12.99 12.99 93750 93684.84 12/1/2006 11/1/2021 1036.33 180 25 OR 2/1/2007 Y 375000 2 0 1036.33 97211 10/31/2006 2 TB2630_BALLOON 0 0 0 100 636 49.66 3YR 0 0 0 0 2503191417 HI-RISE 1 OO PURCHASE N 13.1 13.1 42000 41976.87 1/1/2007 12/1/2021 467.89 180 20.01 FL 2/1/2007 Y 209900 2 0 467.89 33162 11/7/2006 2 TB1630_BALLOON 0 209900 0 100 677 44.15 2YR 0 0 0 0 2503191472 SFR 1 OO REFI Y 6.21 6.21 240000 240000 1/1/2007 12/1/2036 1242 360 72.73 FL 2/1/2007 N 330000 1 3 1242 34232 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 0 72.73 682 37.28 3YR 12/1/2011 6 3 1 3 2503191487 CONDO 1 OO REFI N 6.125 6.125 120000 120000 2/1/2007 1/1/2037 612.5 360 59.71 CA 2/1/2007 N 201000 1 3 612.5 92105 12/11/2006 1 PA1603EI_ARM-INTONLY 0 0 70800 94.93 678 44.26 3YR 1/1/2010 6 3 1 3 2503191508 D-PUDS 1 OO REFI Y 11 11 225000 224757.09 12/1/2006 11/1/2021 2142.73 180 25.72 VA 2/1/2007 Y 875000 2 0 2142.73 22079 10/31/2006 2 TB0630_BALLOON 0 0 0 100 712 36.2 3YR 0 0 0 0 2503191521 SFR 1 OO PURCHASE N 12.55 12.55 82500 82458.02 1/1/2007 12/1/2021 883.69 180 25 FL 2/1/2007 Y 330000 2 0 883.69 33157 11/2/2006 1 TB2630_BALLOON 0 330000 0 100 624 45.3 2YR 0 0 0 0 2503191538 SFR 1 OO REFI Y 10.7 10.7 64000 63926.29 12/1/2006 11/1/2021 595.02 180 9.56 CA 2/1/2007 Y 670000 2 0 595.02 92802 10/31/2006 1 TB1630_BALLOON 0 0 0 89.56 644 48.95 3YR 0 0 0 0 2503191551 CONDO 1 OO PURCHASE N 12.19 12.19 85500 85428.93 12/1/2006 11/1/2021 891.99 180 25 CA 2/1/2007 Y 348000 2 0 891.99 92691 10/27/2006 2 TB1630_BALLOON 0 342000 0 100 655 37.93 3YR 0 0 0 0 2503191563 SFR 1 OO PURCHASE N 12.6 12.6 70000 69964.78 1/1/2007 12/1/2021 752.52 180 20 CA 2/1/2007 Y 350000 2 0 752.52 92324 11/8/2006 2 TB2630_BALLOON 0 350000 0 100 625 42.43 3YR 0 0 0 0 2503191596 CONDO 1 OO PURCHASE N 12.54 12.54 62500 62468.12 1/1/2007 12/1/2021 668.98 180 25.01 FL 2/1/2007 Y 256000 2 0 668.98 33196 11/22/2006 2 TB1630_BALLOON 0 249900 0 100 669 43.11 NO-PREPAY 0 0 0 0 2503191676 SFR 1 OO PURCHASE N 11.65 11.65 68000 67957.75 1/1/2007 12/1/2021 681.19 180 25 CA 2/1/2007 Y 273500 2 0 681.19 93706 11/21/2006 2 TB1630_BALLOON 0 272000 0 100 663 48.75 2YR 0 0 0 0 2503191757 CONDO 1 OO PURCHASE N 12.75 12.75 109500 109419.68 12/1/2006 11/1/2021 1189.93 180 25 CA 2/1/2007 Y 438000 2 0 1189.93 94303 10/31/2006 2 TB2630_BALLOON 0 438000 0 100 638 31.5 3YR 0 0 0 0 2503191788 D-PUDS 1 2ND PURCHASE N 7.99 7.99 418000 418000 2/1/2007 1/1/2037 2783.18 360 89.93 FL 2/1/2007 N 515000 1 3.875 2783.18 34747 12/20/2006 2 PA1405EI_ARM-INTONLY 25 464840 0 89.93 666 33.29 3YR 1/1/2012 6 3 1 3.875 2503191795 CONDO 1 OO PURCHASE N 12.6 12.6 50000 49974.85 1/1/2007 12/1/2021 537.51 180 20 CA 2/1/2007 Y 260000 2 0 537.51 95242 11/10/2006 2 TB2630_BALLOON 0 250000 0 100 634 47.03 3YR 0 0 0 0 2503191796 D-PUDS 1 OO REFI Y 11.85 11.85 58000 57948.01 12/1/2006 11/1/2036 589.91 360 8.17 AZ 2/1/2007 N 710000 2 0 589.91 85338 10/31/2006 2 TF1630_FIXEDRATE 0 0 0 88.17 642 35.54 3YR 0 0 0 0 2503191801 SFR 1 OO PURCHASE N 11.75 11.75 76250 76203.66 1/1/2007 12/1/2021 769.67 180 25 IL 2/1/2007 Y 305000 2 0 769.67 60634 11/2/2006 2 TB1630_BALLOON 0 305000 0 100 676 40.75 NO-PREPAY 0 0 0 0 2503191823 PUD 1 NOO REFI Y 12.6 12.6 50000 49969.92 1/1/2007 12/1/2021 537.51 180 20 TX 2/1/2007 Y 250000 2 0 537.51 78746 11/20/2006 2 TB0630_BALLOON 0 0 0 95 746 36 NO-PREPAY 0 0 0 0 2503191861 SFR 1 NOO REFI Y 13.99 13.99 132000 131926.89 12/1/2006 11/1/2021 1562.99 180 15 CA 2/1/2007 Y 880000 2 0 1562.99 94563 11/3/2006 2 TB1630_BALLOON 0 0 0 90 657 26.14 NO-PREPAY 0 0 0 0 2503191867 2-4FAMILY 2 OO PURCHASE N 7.4 7.4 438750 438750 1/1/2007 12/1/2036 2705.63 360 75 NY 2/1/2007 N 585000 1 3 2705.63 10466 11/30/2006 2 PA1605EI_ARM-INTONLY 0 585000 146250 100 662 45.86 1YR 12/1/2011 6 3 1 3 2503191868 2-4FAMILY 2 OO PURCHASE N 12.24 12.24 146250 146170.26 1/1/2007 12/1/2021 1531.42 180 25 NY 2/1/2007 Y 585000 2 0 1531.42 10466 11/30/2006 2 TB1630_BALLOON 0 585000 0 100 662 45.86 NO-PREPAY 0 0 0 0 2503191878 2-4FAMILY 4 NOO PURCHASE N 6.375 6.375 712500 712500 1/1/2007 12/1/2036 3785.16 360 75 CA 2/1/2007 N 975000 1 3 3785.16 90026 11/15/2006 2 PA0605EI_ARM-INTONLY 0 950000 142500 90 691 36.8 3YR 12/1/2011 6 3 1 3 2503191879 2-4FAMILY 4 NOO PURCHASE N 12.25 12.25 142500 142422.48 1/1/2007 12/1/2021 1493.25 180 15 CA 2/1/2007 Y 975000 2 0 1493.25 90026 11/15/2006 2 TB0630_BALLOON 0 950000 0 90 691 36.8 3YR 0 0 0 0 2503191880 CONDO 1 NOO REFI Y 7 7 326250 325713.6 1/1/2007 12/1/2036 2170.55 360 75 CA 2/1/2007 N 435000 1 3 2170.55 94109 11/29/2006 17 PA0605E_ARM 0 0 0 75 743 13.15 2YR 12/1/2011 6 3 1 3 2503191893 SFR 1 NOO REFI N 11.99 11.99 81000 80929.63 12/1/2006 11/1/2021 832.55 180 20 CA 2/1/2007 Y 405000 2 0 832.55 92571 10/31/2006 2 TB0630_BALLOON 0 0 0 95 715 44.79 3YR 0 0 0 0 2503191911 SFR 1 NOO PURCHASE N 13.35 13.35 39000 38975.02 12/1/2006 11/1/2021 442.11 180 20 MN 2/1/2007 Y 201991 2 0 442.11 55411 10/31/2006 2 TB1630_BALLOON 0 195000 0 95 647 45.33 NO-PREPAY 0 0 0 0 2503191917 2-4FAMILY 4 NOO PURCHASE N 12.44 12.44 82000 81957.24 1/1/2007 12/1/2021 871.34 180 20 MN 2/1/2007 Y 415000 2 0 871.34 55106 11/14/2006 2 TB0630_BALLOON 0 410000 0 90 724 26.3 NO-PREPAY 0 0 0 0 2503191970 SFR 1 NOO PURCHASE N 12 12 42000 41963.58 12/1/2006 11/1/2021 432.02 180 20 CO 2/1/2007 Y 210000 2 0 432.02 80550 10/30/2006 2 TB0630_BALLOON 0 210000 0 95 788 25.59 NO-PREPAY 0 0 0 0 2503192004 CONDO 1 OO PURCHASE N 12.5 12.5 66250 66198.6 12/1/2006 11/1/2021 707.06 180 25 CA 2/1/2007 Y 265000 2 0 707.06 92337 11/6/2006 2 TB2630_BALLOON 0 265000 0 100 639 39.03 3YR 0 0 0 0 2503192032 2-4FAMILY 2 NOO PURCHASE N 13.99 13.99 67500 67475.23 1/1/2007 12/1/2021 799.25 180 25 MN 2/1/2007 Y 270000 2 0 799.25 55411 11/10/2006 2 TB1630_BALLOON 0 270000 0 95 661 48.14 NO-PREPAY 0 0 0 0 2503192037 SFR 1 OO PURCHASE N 13.25 13.25 90100 90040.95 12/1/2006 11/1/2021 1014.32 180 25 NY 2/1/2007 Y 361000 2 0 1014.32 11706 11/3/2006 2 TB2630_BALLOON 0 360400 0 100 629 38.89 NO-PREPAY 0 0 0 0 2503192096 SFR 1 OO REFI Y 12.5 12.5 31000 30944.5 1/1/2007 12/1/2021 330.85 180 10 WA 2/1/2007 Y 310000 2 0 330.85 98042 11/13/2006 2 TB1630_BALLOON 0 0 0 90 642 35.75 NO-PREPAY 0 0 0 0 2503192100 SFR 1 OO REFI Y 11.875 11.875 32700 32680.67 1/1/2007 12/1/2021 333.21 180 15 OR 2/1/2007 Y 218000 2 0 333.21 97146 11/14/2006 2 TB1630_BALLOON 0 0 0 90 648 41.95 1YR 0 0 0 0 2503192104 CONDO 1 OO REFI Y 12.75 12.75 92250 92182.35 12/1/2006 11/1/2021 1002.47 180 25 CA 2/1/2007 Y 369000 2 0 1002.47 92618 11/7/2006 2 TB2630_BALLOON 0 0 0 100 625 37.57 3YR 0 0 0 0 2503192175 SFR 1 OO REFI Y 11.49 11.49 28500 28470.74 12/1/2006 11/1/2021 282.02 180 10 CA 2/1/2007 Y 285000 2 0 282.02 92311 11/6/2006 2 TB1630_BALLOON 0 0 0 90 647 38.27 3YR 0 0 0 0 2503192185 SFR 1 OO REFI N 11.85 11.85 72500 72435.04 12/1/2006 11/1/2021 737.38 180 10 CA 2/1/2007 Y 725000 2 0 737.38 94503 10/20/2006 2 TB1630_BALLOON 0 0 0 90 672 38.26 3YR 0 0 0 0 2503192261 SFR 1 OO REFI Y 11.8 11.8 66500 66460.02 1/1/2007 12/1/2021 673.81 180 10 CA 2/1/2007 Y 665000 2 0 673.81 95037 11/14/2006 2 TB1630_BALLOON 0 0 0 90 641 39.14 2YR 0 0 0 0 2503192290 HI-RISE 1 2ND PURCHASE N 6.75 6.75 180800 180800 2/1/2007 1/1/2037 1017 360 69.99 CA 2/1/2007 N 290000 1 3 1017 92101 12/8/2006 2 PA0605EI_ARM-INTONLY 0 258346 64550 94.97 687 35.79 NO-PREPAY 1/1/2012 6 3 1 3 2503192312 SFR 1 NOO PURCHASE N 11.75 11.75 53400 53348.04 12/1/2006 11/1/2021 539.02 180 20 FL 2/1/2007 Y 267000 2 0 539.02 32807 10/31/2006 2 TB0630_BALLOON 0 267000 0 95 745 31.16 1YR 0 0 0 0 2503192316 CONDO 1 2ND PURCHASE N 8.163 8.163 183150 183150 1/1/2007 12/1/2036 1245.88 360 79.99 FL 2/1/2007 N 234000 1 3 1245.88 33190 11/28/2006 1 PA1605EI_ARM-INTONLY 0 228990 0 79.99 640 30.28 3YR 12/1/2011 6 3 1 3 2503192331 CONDO 1 2ND PURCHASE N 12.25 12.25 24450 24132.98 12/1/2006 11/1/2021 256.21 180 15 FL 2/1/2007 Y 163000 2 0 256.21 33172 10/31/2006 2 TB0630_BALLOON 0 163000 0 90 807 36.02 NO-PREPAY 0 0 0 0 2503192354 SFR 1 OO REFI N 10.99 10.99 53100 53017.3 12/1/2006 11/1/2021 505.28 180 10 CA 2/1/2007 Y 531000 2 0 505.28 92407 10/27/2006 2 TB1630_BALLOON 0 0 0 90 675 36.88 3YR 0 0 0 0 2503192365 SFR 1 OO REFI N 6.25 6.25 496000 496000 1/1/2007 12/1/2036 2583.33 360 79.24 CA 2/1/2007 N 626000 1 3 2583.33 94536 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 0 79.24 748 41.16 NO-PREPAY 12/1/2011 6 3 1 3 2503192366 SFR 1 OO PURCHASE N 12.74 12.74 147000 146928.34 1/1/2007 12/1/2021 1596.29 180 30 CA 2/1/2007 Y 493000 2 0 1596.29 91722 11/21/2006 2 TB2630_BALLOON 0 490000 0 100 629 41.82 3YR 0 0 0 0 2503192376 SFR 1 OO REFI Y 11.99 11.99 55000 54952.21 12/1/2006 11/1/2021 565.31 180 20 CA 2/1/2007 Y 275000 2 0 565.31 95991 11/2/2006 1 TB1630_BALLOON 0 0 0 100 646 37.65 NO-PREPAY 0 0 0 0 2503192397 SFR 1 OO PURCHASE N 11.75 11.75 20500 20481.22 12/1/2006 11/1/2021 206.93 180 5 CA 2/1/2007 Y 412000 2 0 206.93 92879 10/31/2006 2 TB1630_BALLOON 0 410000 0 85 653 35.56 NO-PREPAY 0 0 0 0 2503192429 SFR 1 OO REFI N 11.45 11.45 59000 58942.21 12/1/2006 11/1/2021 582.02 180 10 CA 2/1/2007 Y 590000 2 0 582.02 95667 10/31/2006 2 TB1630_BALLOON 0 0 0 90 648 38.79 3YR 0 0 0 0 2503192496 CONDO 1 OO REFI N 12.55 12.55 57000 56956.27 12/1/2006 11/1/2021 610.55 180 20 FL 2/1/2007 Y 285000 2 0 610.55 33126 10/31/2006 2 TB1630_BALLOON 0 0 0 100 649 39.18 3YR 0 0 0 0 2503192520 SFR 1 OO PURCHASE N 12.5 12.5 116800 116709.39 12/1/2006 11/1/2021 1246.56 180 20 CA 2/1/2007 Y 584000 2 0 1246.56 93004 10/30/2006 2 TB2630_BALLOON 0 584000 0 100 625 42.49 3YR 0 0 0 0 2503192559 SFR 1 OO REFI Y 12.3 12.3 60000 59967.72 1/1/2007 12/1/2021 631.06 180 20 IL 2/1/2007 Y 300000 2 0 631.06 60441 11/7/2006 2 TB1630_BALLOON 0 0 0 100 667 44.64 NO-PREPAY 0 0 0 0 2503192560 SFR 1 NOO REFI Y 6.49 6.49 250000 249545.88 2/1/2007 1/1/2037 1578.53 360 60.98 NY 2/1/2007 N 410000 1 3 1578.53 11575 12/5/2006 8 SA1605E_ARM 0 0 0 60.98 668 0 1YR 1/1/2012 6 3 1 3 2503192566 2-4FAMILY 2 OO PURCHASE N 13.55 13.55 162500 162400.51 12/1/2006 11/1/2021 1867.69 180 25 NY 2/1/2007 Y 650000 2 0 1867.69 11236 10/31/2006 2 TB2630_BALLOON 0 650000 0 100 628 46.1 NO-PREPAY 0 0 0 0 2503192578 2-4FAMILY 3 OO PURCHASE N 12.8 12.8 177500 177414.61 1/1/2007 12/1/2021 1935.8 180 25 NY 2/1/2007 Y 710000 2 0 1935.8 11207 11/15/2006 2 TB1630_BALLOON 0 710000 0 100 643 43.51 NO-PREPAY 0 0 0 0 2503192591 SFR 1 OO PURCHASE N 11.75 11.75 88750 88696.06 1/1/2007 12/1/2021 895.85 180 25 CA 2/1/2007 Y 355000 2 0 895.85 93552 11/13/2006 2 TB1630_BALLOON 0 355000 0 100 641 41.25 3YR 0 0 0 0 2503192612 SFR 1 OO REFI Y 6.125 6.125 487500 487500 1/1/2007 12/1/2036 2488.28 360 75 CA 2/1/2007 N 650000 1 3 2488.28 92504 11/30/2006 2 PA0605EI_ARM-INTONLY 0 0 162500 100 704 38.51 3YR 12/1/2011 6 3 1 3 2503192691 SFR 1 OO REFI N 5.155 5.155 536000 535324.01 1/1/2007 12/1/2036 2639.84 360 80 HI 2/1/2007 Y 670000 1 3 2639.84 96817 11/30/2006 2 PL0605E_ARM-BALLOON 0 0 0 80 720 42.8 NO-PREPAY 12/1/2011 6 3 1 3 2503192715 CONDO 1 NOO PURCHASE N 12.975 12.975 74236 74184.23 12/1/2006 11/1/2021 819.75 180 15 CA 2/1/2007 Y 494910 2 0 819.75 91103 11/7/2006 2 TB0630_BALLOON 0 494910 0 90 690 34.03 NO-PREPAY 0 0 0 0 2503192736 SFR 1 OO PURCHASE N 12.05 12.05 79500 79450.54 1/1/2007 12/1/2021 820.81 180 25 FL 2/1/2007 Y 335000 2 0 820.81 33408 11/16/2006 2 TB1630_BALLOON 0 318000 0 100 662 37.76 NO-PREPAY 0 0 0 0 2503192738 SFR 1 NOO PURCHASE N 9.055 9.055 225000 224905.07 1/1/2007 12/1/2036 1745.1 360 90 FL 2/1/2007 Y 250000 1 4.375 1745.1 34986 11/29/2006 2 PL2405E_ARM-BALLOON 25 250000 0 90 623 44.8 3YR 12/1/2011 6 3 1 4.375 2503192780 CONDO 1 OO PURCHASE N 12.29 12.29 114750 114688.13 1/1/2007 12/1/2021 1206.01 180 25 CA 2/1/2007 Y 459000 2 0 1206.01 92630 11/8/2006 2 TB1630_BALLOON 0 459000 0 100 644 42.42 3YR 0 0 0 0 2503192790 D-PUDS 1 NOO PURCHASE N 6.4 6.4 101200 101106.72 2/1/2007 1/1/2037 633.01 360 74.97 TX 2/1/2007 N 135000 1 0 633.01 77318 12/27/2006 2 PF0630_FIXEDRATE 0 134990 20200 89.94 688 29.13 NO-PREPAY 0 0 0 0 2503192791 D-PUDS 1 NOO PURCHASE N 12.35 12.35 20200 20198.64 2/1/2007 1/1/2022 213.24 180 14.97 TX 2/1/2007 Y 135000 2 0 213.24 77318 12/27/2006 2 TB0630_BALLOON 0 134990 0 89.94 688 28.22 NO-PREPAY 0 0 0 0 2503192799 HI-RISE 1 OO REFI Y 12.875 12.875 104000 103925.81 12/1/2006 11/1/2021 1140.3 180 20 HI 2/1/2007 Y 520000 2 0 1140.3 96826 10/31/2006 2 TB1630_BALLOON 0 0 0 100 646 43.7 NO-PREPAY 0 0 0 0 2503192818 SFR 1 OO PURCHASE N 7.1 7.1 387550 387550 2/1/2007 1/1/2037 2293 360 80 HI 2/1/2007 N 490000 1 0 2293 96743 12/13/2006 2 PF1630I_FIX-INTONLY 0 484494 96900 100 657 44.03 3YR 0 0 0 0 2503192819 SFR 1 OO PURCHASE N 11.9 11.9 96900 96871.66 2/1/2007 1/1/2022 989.27 180 20.01 HI 2/1/2007 Y 490000 2 0 989.27 96743 12/13/2006 2 TB1630_BALLOON 0 484494 0 100 657 44.03 3YR 0 0 0 0 2503192881 SFR 1 OO PURCHASE N 12.5 12.5 90981 90934.2 1/1/2007 12/1/2021 971 180 25 CA 2/1/2007 Y 365000 2 0 971 93535 11/10/2006 2 TB2630_BALLOON 0 363926 0 100 632 49.14 3YR 0 0 0 0 2503192917 CONDO 1 OO PURCHASE N 12.74 12.74 42000 41956.73 1/1/2007 12/1/2021 456.08 180 24.57 FL 2/1/2007 Y 192000 2 0 456.08 32822 11/13/2006 2 TB1630_BALLOON 0 170990 0 99.57 642 45.82 3YR 0 0 0 0 2503192941 2-4FAMILY 3 OO PURCHASE N 12.14 12.14 66000 65928.89 1/1/2007 12/1/2021 686.01 180 20 RI 2/1/2007 Y 340000 2 0 686.01 02907 11/3/2006 2 TB1630_BALLOON 0 330000 0 100 663 39.47 1YR 0 0 0 0 2503192974 SFR 1 OO REFI Y 12.5 12.5 75000 74941.83 12/1/2006 11/1/2021 800.44 180 15 MD 2/1/2007 Y 500000 2 0 800.44 21108 11/3/2006 2 TB1630_BALLOON 0 0 0 95 649 44.55 NO-PREPAY 0 0 0 0 2503192976 CONDO 1 NOO REFI Y 12.75 12.75 114000 113916.38 12/1/2006 11/1/2021 1238.83 180 20 CA 2/1/2007 Y 570000 2 0 1238.83 92653 11/3/2006 2 TB0630_BALLOON 0 0 0 95 707 47.64 1YR 0 0 0 0 2503193020 SFR 1 OO PURCHASE N 12.5 12.5 90000 89930.19 12/1/2006 11/1/2021 960.53 180 20 CA 2/1/2007 Y 465000 2 0 960.53 95624 11/6/2006 2 TB2630_BALLOON 0 450000 0 95 635 38.18 2YR 0 0 0 0 2503193022 SFR 1 OO PURCHASE N 12 12 64500 64462.9 1/1/2007 12/1/2021 663.46 180 25 IL 2/1/2007 Y 266000 2 0 663.46 60160 11/8/2006 2 TB2630_BALLOON 0 258000 0 100 627 43.09 NO-PREPAY 0 0 0 0 2503193031 SFR 1 OO REFI Y 12.7 12.7 160000 159921.29 1/1/2007 12/1/2021 1732.48 180 13.34 CA 2/1/2007 Y 1200000 2 0 1732.48 92131 11/21/2006 2 TB2630_BALLOON 0 0 0 88.34 620 44.84 NO-PREPAY 0 0 0 0 2503193035 SFR 1 NOO PURCHASE N 13.75 13.75 98250 98211.9 1/1/2007 12/1/2021 1144.72 180 15 WA 2/1/2007 Y 900000 2 0 1144.72 98014 11/13/2006 2 TB0630_BALLOON 0 655000 0 95 694 44.04 NO-PREPAY 0 0 0 0 2503193130 CONDO 1 OO PURCHASE N 6.05 6.05 159750 159670.87 2/1/2007 1/1/2037 884.54 360 75 FL 2/1/2007 Y 214000 1 3 884.54 33183 12/8/2006 2 PL0605E_ARM-BALLOON 0 213000 53250 100 706 33.27 3YR 1/1/2012 6 3 1 3 2503193135 SFR 1 OO REFI Y 12.5 12.5 60700 60668.76 1/1/2007 12/1/2021 647.83 180 20 CA 2/1/2007 Y 303500 2 0 647.83 92346 11/9/2006 2 TB2630_BALLOON 0 0 0 100 624 32.43 1YR 0 0 0 0 2503193140 SFR 1 OO REFI Y 6.375 6.375 331500 331500 1/1/2007 12/1/2036 1761.09 360 75 MD 2/1/2007 N 442000 1 3 1761.09 20906 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 43500 84.85 646 40.11 3YR 12/1/2011 6 3 1 3 2503193143 SFR 1 OO REFI Y 12.4 12.4 66250 66215.14 1/1/2007 12/1/2021 701.92 180 17.67 CA 2/1/2007 Y 375000 2 0 701.92 95621 11/17/2006 2 TB2630_BALLOON 0 0 0 92.67 621 42.19 3YR 0 0 0 0 2503193158 HI-RISE 1 NOO PURCHASE N 6.92 6.92 170925 170925 2/1/2007 1/1/2037 985.67 360 75 FL 2/1/2007 N 275000 1 3 985.67 33308 12/20/2006 2 PA0605EI_ARM-INTONLY 0 227900 45550 94.99 739 37.82 3YR 1/1/2012 6 3 1 3 2503193161 HI-RISE 1 NOO PURCHASE N 12.875 12.875 45550 45539.28 2/1/2007 1/1/2022 499.43 180 19.99 FL 2/1/2007 Y 275000 2 0 499.43 33308 12/20/2006 2 TB0630_BALLOON 0 227900 0 94.99 739 37.02 NO-PREPAY 0 0 0 0 2503193170 HI-RISE 1 NOO PURCHASE N 6.9 6.9 246750 246750 2/1/2007 1/1/2037 1418.81 360 74.8 FL 2/1/2007 N 340000 1 3 1418.81 33308 12/15/2006 2 PA0605EI_ARM-INTONLY 0 329900 49350 89.76 742 41.41 3YR 1/1/2012 6 3 1 3 2503193174 HI-RISE 1 NOO PURCHASE N 12.75 12.75 49350 49338.06 2/1/2007 1/1/2022 536.28 180 14.96 FL 2/1/2007 Y 340000 2 0 536.28 33308 12/15/2006 2 TB0630_BALLOON 0 329900 0 89.76 742 41.41 NO-PREPAY 0 0 0 0 2503193269 SFR 1 OO PURCHASE N 12.66 12.66 50400 50307.53 12/1/2006 11/1/2021 544.16 180 20 CA 2/1/2007 Y 252000 2 0 544.16 95817 10/30/2006 2 TB2630_BALLOON 0 252000 0 100 639 35.6 1YR 0 0 0 0 2503193301 SFR 1 OO REFI N 6.238 6.238 588000 588000 1/1/2007 12/1/2036 3056.62 360 80 VA 2/1/2007 N 735000 1 3 3056.62 22193 11/21/2006 2 PA1605EI_ARM-INTONLY 0 0 147000 100 661 43.36 3YR 12/1/2011 6 3 1 3 2503193302 SFR 1 OO REFI Y 11.19 11.19 147000 146898.97 1/1/2007 12/1/2021 1421.06 180 20 VA 2/1/2007 Y 735000 2 0 1421.06 22193 11/21/2006 2 TB1630_BALLOON 0 0 0 100 661 43.36 3YR 0 0 0 0 2503193304 SFR 1 OO REFI N 6.99 6.99 264000 264000 2/1/2007 1/1/2037 1537.8 360 80 CA 2/1/2007 N 330000 1 4 1537.8 95660 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 66000 100 654 39.89 2YR 1/1/2012 6 3 1 4 2503193357 SFR 1 OO PURCHASE N 11.89 11.89 38700 38677.19 1/1/2007 12/1/2021 394.8 180 15 FL 2/1/2007 Y 265000 2 0 394.8 32712 11/13/2006 2 TB1630_BALLOON 0 258000 0 95 658 26.52 2YR 0 0 0 0 2503193379 CONDO 1 OO PURCHASE N 13.34 13.34 53450 53427.25 1/1/2007 12/1/2021 605.5 180 24.99 FL 2/1/2007 Y 214000 2 0 605.5 33021 11/15/2006 2 TB1630_BALLOON 0 213900 0 99.98 649 47.1 1YR 0 0 0 0 2503193385 SFR 1 OO REFI Y 11.675 11.675 30000 29972.06 12/1/2006 11/1/2021 301.1 180 10 CA 2/1/2007 Y 300000 2 0 301.1 93307 10/31/2006 2 TB1630_BALLOON 0 0 0 90 643 29.22 3YR 0 0 0 0 2503193400 SFR 1 NOO PURCHASE N 12.2 12.2 37600 37568.81 12/1/2006 11/1/2021 392.56 180 20 CA 2/1/2007 Y 188000 2 0 392.56 93235 11/6/2006 2 TB0630_BALLOON 0 188000 0 95 754 41.09 1YR 0 0 0 0 2503193427 SFR 1 OO PURCHASE N 11.55 11.55 76000 75889.47 12/1/2006 11/1/2021 755.52 180 20 CA 2/1/2007 Y 380000 2 0 755.52 92324 11/1/2006 2 TB1630_BALLOON 0 380000 0 100 664 44.99 1YR 0 0 0 0 2503193442 SFR 1 OO REFI Y 11.29 11.29 21000 20985.89 1/1/2007 12/1/2021 204.6 180 9.93 AZ 2/1/2007 Y 211500 2 0 204.6 85210 11/10/2006 2 TB1630_BALLOON 0 0 0 89.37 660 36.96 3YR 0 0 0 0 2503193444 2-4FAMILY 3 OO PURCHASE N 12.49 12.49 137500 137393.11 12/1/2006 11/1/2021 1466.41 180 25 NY 2/1/2007 Y 565000 2 0 1466.41 10457 10/30/2006 2 TB1630_BALLOON 0 550000 0 100 661 48.27 NO-PREPAY 0 0 0 0 2503193450 D-PUDS 1 OO REFI N 6.85 6.85 322500 322500 2/1/2007 1/1/2037 1840.94 360 67.19 CA 2/1/2007 N 480000 1 0 1840.94 92223 12/19/2006 2 PF1630I_FIX-INTONLY 0 0 0 67.19 674 43.3 3YR 0 0 0 0 2503193461 SFR 1 OO PURCHASE N 11.6 11.6 48000 47954.53 12/1/2006 11/1/2021 479.01 180 20 AZ 2/1/2007 Y 240000 2 0 479.01 85203 11/6/2006 2 TB1630_BALLOON 0 240000 0 100 672 41.84 NO-PREPAY 0 0 0 0 2503193487 CONDO 1 2ND PURCHASE N 6.625 6.625 192300 192300 2/1/2007 1/1/2037 1061.66 360 69.99 CA 2/1/2007 N 291000 1 3 1061.66 92101 12/22/2006 2 PA0605EI_ARM-INTONLY 0 274776 68650 94.97 682 44.12 NO-PREPAY 1/1/2012 6 3 1 3 2503193493 2-4FAMILY 2 OO PURCHASE N 7.875 7.875 562500 562500 1/1/2007 12/1/2036 3691.41 360 75 NY 2/1/2007 N 750000 1 3 3691.41 11433 11/27/2006 2 PA1605EI_ARM-INTONLY 0 750000 187500 100 659 49.76 1YR 12/1/2011 6 3 1 3 2503193498 2-4FAMILY 2 OO PURCHASE N 13.14 13.14 187500 187416.47 1/1/2007 12/1/2021 2094.66 180 25 NY 2/1/2007 Y 750000 2 0 2094.66 11433 11/27/2006 2 TB1630_BALLOON 0 750000 0 100 659 49.54 NO-PREPAY 0 0 0 0 2503193558 CONDO 1 OO REFI N 6.25 6.25 344000 343881.25 1/1/2007 12/1/2036 1791.67 360 80 CA 2/1/2007 N 430000 1 3 1791.67 93906 11/21/2006 2 PA1405EI_ARM-INTONLY 0 0 43000 90 679 44.56 1YR 12/1/2011 6 3 1 3 2503193574 SFR 1 OO REFI N 6.875 6.875 750000 750000 2/1/2007 1/1/2037 4296.88 360 62.5 MI 2/1/2007 N 1200000 1 3 4296.88 48304 12/14/2006 2 PA1405EI_ARM-INTONLY 0 0 390000 95 648 44.51 NO-PREPAY 1/1/2012 6 3 1 3 2503193575 SFR 1 OO REFI Y 13.55 13.55 390000 389921.3 2/1/2007 1/1/2022 4482.45 180 32.5 MI 2/1/2007 Y 1200000 2 0 4482.45 48304 12/14/2006 2 TB1630_BALLOON 0 0 0 95 648 44.51 NO-PREPAY 0 0 0 0 2503193609 D-PUDS 1 OO REFI Y 11.8 11.8 49500 49455.13 12/1/2006 11/1/2021 501.56 180 15 MD 2/1/2007 Y 330000 2 0 501.56 20601 11/6/2006 2 TB1630_BALLOON 0 0 0 90 670 41.21 NO-PREPAY 0 0 0 0 2503193627 SFR 1 NOO PURCHASE N 11.5 11.5 73750 73678.61 12/1/2006 11/1/2021 730.34 180 25 CA 2/1/2007 Y 300000 2 0 730.34 92545 11/3/2006 2 TB0630_BALLOON 0 295000 0 95 733 36.56 1YR 0 0 0 0 2503193669 SFR 1 OO REFI Y 10.975 10.975 38700 38672.12 1/1/2007 12/1/2021 367.82 180 5.91 CA 2/1/2007 Y 655000 2 0 367.82 93955 11/7/2006 2 TB1630_BALLOON 0 0 0 84.69 665 38.93 3YR 0 0 0 0 2503193735 SFR 1 OO PURCHASE N 11.625 11.625 40400 40374.75 1/1/2007 12/1/2021 403.94 180 20 AZ 2/1/2007 Y 204000 2 0 403.94 85204 11/10/2006 2 TB1630_BALLOON 0 202000 0 100 664 39.08 NO-PREPAY 0 0 0 0 2503193745 D-PUDS 1 NOO REFI N 5.75 5.75 180000 180000 1/1/2007 12/1/2036 862.5 360 59.02 NV 2/1/2007 N 305000 1 3 862.5 89032 12/4/2006 2 PA0605EI_ARM-INTONLY 0 0 0 59.02 717 44.5 1YR 12/1/2011 6 3 1 3 2503193806 TOWNHOUSE 1 OO REFI Y 12.375 12.375 46250 46225.52 1/1/2007 12/1/2021 489.13 180 25 IL 2/1/2007 Y 185000 2 0 489.13 60544 11/20/2006 2 TB1630_BALLOON 0 0 0 100 658 35.66 NO-PREPAY 0 0 0 0 2503193826 HI-RISE 1 NOO PURCHASE N 13.525 13.525 30200 30187.67 1/1/2007 12/1/2021 346.51 180 20 FL 2/1/2007 Y 164000 2 0 346.51 33014 9/16/2006 2 TB0630_BALLOON 0 151000 0 95 760 49.07 NO-PREPAY 0 0 0 0 2503193839 SFR 1 NOO REFI Y 11.85 11.85 118000 117929.84 1/1/2007 12/1/2021 1200.16 180 20 CA 2/1/2007 Y 590000 2 0 1200.16 95023 11/6/2006 2 TB0630_BALLOON 0 0 0 95 729 48.86 2YR 0 0 0 0 2503193852 SFR 1 NOO PURCHASE N 13.89 13.89 40000 39984.97 1/1/2007 12/1/2021 470.47 180 20 FL 2/1/2007 Y 200000 2 0 470.47 34207 11/3/2006 2 TB1630_BALLOON 0 200000 0 95 655 30.15 NO-PREPAY 0 0 0 0 2503193871 SFR 1 OO PURCHASE N 11.85 11.85 37000 36948.03 12/1/2006 11/1/2021 376.32 180 20 FL 2/1/2007 Y 185000 2 0 376.32 33055 10/30/2006 2 TB1630_BALLOON 0 185000 0 100 673 48.77 2YR 0 0 0 0 2503193884 D-PUDS 1 OO PURCHASE N 11.99 11.99 116250 116148.97 12/1/2006 11/1/2021 1194.87 180 25 FL 2/1/2007 Y 470000 2 0 1194.87 33196 10/31/2006 2 TB1630_BALLOON 0 465000 0 100 658 38.77 3YR 0 0 0 0 2503193910 SFR 1 NOO REFI Y 6.35 6.35 341250 341250 1/1/2007 12/1/2036 1805.78 360 65 CA 2/1/2007 N 525000 1 3 1805.78 91790 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 0 65 676 44.81 3YR 12/1/2011 6 3 1 3 2503193935 SFR 1 OO REFI Y 12.55 12.55 139000 138929.29 1/1/2007 12/1/2021 1488.88 180 20 CA 2/1/2007 Y 695000 2 0 1488.88 92701 11/17/2006 2 TB1630_BALLOON 0 0 0 100 652 41.81 1YR 0 0 0 0 2503193981 SFR 1 OO REFI Y 12.29 12.29 112000 111939.61 1/1/2007 12/1/2021 1177.11 180 20 PA 2/1/2007 Y 560000 2 0 1177.11 18901 11/9/2006 2 TB1630_BALLOON 0 0 0 100 667 21.8 3YR 0 0 0 0 2503194017 D-PUDS 1 OO PURCHASE N 6.9 6.9 560000 560000 1/1/2007 12/1/2036 3220 360 80 HI 2/1/2007 N 700000 1 3 3220 96720 11/29/2006 2 PA1605EI_ARM-INTONLY 0 700000 140000 100 644 42.08 NO-PREPAY 12/1/2011 6 3 1 3 2503194019 SFR 1 NOO PURCHASE N 9.05 9.05 103500 103444.05 2/1/2007 1/1/2037 836.51 360 90 FL 2/1/2007 N 116000 1 3.625 836.51 33712 12/12/2006 17 PA0405E_ARM 25 115000 0 90 705 34.4 NO-PREPAY 1/1/2012 6 3 1 3.625 2503194147 SFR 1 OO REFI Y 12.625 12.625 78000 77960.99 1/1/2007 12/1/2021 840.03 180 19.95 IL 2/1/2007 Y 391000 2 0 840.03 60142 12/1/2006 2 TB2630_BALLOON 0 0 0 94.95 632 35 NO-PREPAY 0 0 0 0 2503194157 D-PUDS 1 NOO PURCHASE N 12.725 12.725 100000 99950.83 1/1/2007 12/1/2021 1084.75 180 20 VA 2/1/2007 Y 538000 2 0 1084.75 20136 11/7/2006 2 TB0630_BALLOON 0 500000 0 95 685 46.6 NO-PREPAY 0 0 0 0 2503194201 SFR 1 OO REFI Y 11.7 11.7 48750 48720.04 1/1/2007 12/1/2021 490.22 180 15 CA 2/1/2007 Y 325000 2 0 490.22 92301 11/13/2006 2 TB1630_BALLOON 0 0 0 90 652 31.79 3YR 0 0 0 0 2503194241 2-4FAMILY 3 OO PURCHASE N 13.25 13.25 135150 135091.28 1/1/2007 12/1/2021 1521.48 180 25 NY 2/1/2007 Y 560000 2 0 1521.48 10453 11/3/2006 2 TB1630_BALLOON 0 540600 0 100 655 42.77 NO-PREPAY 0 0 0 0 2503194291 2-4FAMILY 3 OO REFI N 6.42 6.42 502500 502500 2/1/2007 1/1/2037 2688.38 360 75 NY 2/1/2007 N 670000 1 3 2688.38 11207 12/20/2006 2 PA0602EI_ARM-INTONLY 0 0 167500 100 680 44.12 1YR 1/1/2009 6 3 1 3 2503194307 SFR 1 NOO REFI Y 13.875 13.875 85000 84951.66 12/1/2006 11/1/2021 998.74 180 17 CA 2/1/2007 Y 500000 2 0 998.74 91352 10/30/2006 2 TB1630_BALLOON 0 0 0 92 657 30.77 NO-PREPAY 0 0 0 0 2503194313 CONDO 1 NOO PURCHASE N 14.09 14.09 57000 56979.56 1/1/2007 12/1/2021 679.44 180 20 FL 2/1/2007 Y 285000 2 0 679.44 33444 11/14/2006 2 TB1630_BALLOON 0 285000 0 95 648 45.32 2YR 0 0 0 0 2503194375 D-PUDS 1 OO REFI Y 6.363 6.363 155000 154711.45 1/1/2007 12/1/2036 965.78 360 66.24 FL 2/1/2007 N 234000 1 3 965.78 33189 11/30/2006 2 PA1605E_ARM 0 0 0 66.24 655 40.2 2YR 12/1/2011 6 3 1 3 2503194376 D-PUDS 1 OO PURCHASE N 12.99 12.99 112500 112448.14 1/1/2007 12/1/2021 1243.6 180 25 FL 2/1/2007 Y 450000 2 0 1243.6 33027 11/7/2006 2 TB1630_BALLOON 0 450000 0 100 644 43.56 NO-PREPAY 0 0 0 0 2503194415 SFR 1 NOO PURCHASE N 12.35 12.35 50400 50373.18 1/1/2007 12/1/2021 532.04 180 20 FL 2/1/2007 Y 255000 2 0 532.04 34232 11/14/2006 2 TB0630_BALLOON 0 252000 0 95 691 35.33 NO-PREPAY 0 0 0 0 2503194473 D-PUDS 1 OO PURCHASE N 6.825 6.825 164000 164000 1/1/2007 12/1/2036 932.75 360 80 AZ 2/1/2007 N 210000 1 3 932.75 85242 11/30/2006 2 PA1605EI_ARM-INTONLY 0 205000 41000 100 666 48.31 1YR 12/1/2011 6 3 1 3 2503194474 D-PUDS 1 OO PURCHASE N 12 12 41000 40976.42 1/1/2007 12/1/2021 421.73 180 20 AZ 2/1/2007 Y 205000 2 0 421.73 85242 11/30/2006 2 TB1630_BALLOON 0 205000 0 100 666 46.91 1YR 0 0 0 0 2503194495 HI-RISE 1 NOO PURCHASE N 14.55 14.55 44250 44228.45 12/1/2006 11/1/2021 543.63 180 15 HI 2/1/2007 Y 295000 2 0 543.63 96818 11/3/2006 2 TB1630_BALLOON 0 295000 0 95 659 41.14 NO-PREPAY 0 0 0 0 2503194500 HI-RISE 1 NOO PURCHASE N 13.5 13.5 35200 35185.54 1/1/2007 12/1/2021 403.19 180 20.02 FL 2/1/2007 Y 176000 2 0 403.19 33162 11/17/2006 2 TB1630_BALLOON 0 175900 0 95 650 43.44 3YR 0 0 0 0 2503194502 SFR 1 OO PURCHASE N 12.5 12.5 81000 80958.32 1/1/2007 12/1/2021 864.48 180 20 CA 2/1/2007 Y 405000 2 0 864.48 93927 11/13/2006 2 TB1630_BALLOON 0 405000 0 100 655 45.1 1YR 0 0 0 0 2503194540 SFR 1 OO REFI N 6.25 6.25 509845 509845 1/1/2007 12/1/2036 2655.44 360 75 CA 2/1/2007 N 679794 1 3 2655.44 91910 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 81000 86.92 652 46.64 3YR 12/1/2011 6 3 1 3 2503194541 SFR 1 OO REFI Y 11.65 11.65 81000 80949.67 1/1/2007 12/1/2021 811.42 180 11.92 CA 2/1/2007 Y 679794 2 0 811.42 91910 11/27/2006 2 TB1630_BALLOON 0 0 0 86.92 652 46.61 3YR 0 0 0 0 2503194550 HI-RISE 1 2ND REFI Y 12.1 12.1 54500 54469.35 1/1/2007 12/1/2021 564.79 180 10 FL 2/1/2007 Y 545000 2 0 564.79 33141 11/9/2006 2 TB0630_BALLOON 0 0 0 90 736 40.47 NO-PREPAY 0 0 0 0 2503194587 SFR 1 NOO PURCHASE N 8 8 309900 309482.73 1/1/2007 12/1/2036 2273.94 360 80 CA 2/1/2007 N 430000 1 3 2273.94 93536 11/21/2006 2 PA0605E_ARM 0 387400 58100 95 699 49.58 3YR 12/1/2011 6 3 1 3 2503194588 SFR 1 NOO PURCHASE N 12.2 12.2 58100 58068.04 1/1/2007 12/1/2021 606.58 180 15 CA 2/1/2007 Y 430000 2 0 606.58 93536 11/21/2006 2 TB0630_BALLOON 0 387400 0 95 699 49.58 3YR 0 0 0 0 2503194626 D-PUDS 1 NOO REFI Y 7.125 7.125 721000 721000 2/1/2007 1/1/2037 4280.94 360 77.12 CA 2/1/2007 N 935000 1 3 4280.94 92587 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 0 77.12 710 22.89 NO-PREPAY 1/1/2012 6 3 1 3 2503194658 HI-RISE 1 NOO PURCHASE N 14.5 14.5 91000 90970.28 1/1/2007 12/1/2021 1114.35 180 20 FL 2/1/2007 Y 490500 2 0 1114.35 33131 11/2/2006 2 TB1630_BALLOON 0 455000 0 90 644 39.78 NO-PREPAY 0 0 0 0 2503194673 D-PUDS 1 OO PURCHASE N 12.35 12.35 57000 56969.68 1/1/2007 12/1/2021 601.71 180 20 FL 2/1/2007 Y 290000 2 0 601.71 33437 11/14/2006 2 TB1630_BALLOON 0 285000 0 100 674 32.73 NO-PREPAY 0 0 0 0 2503194696 SFR 1 NOO PURCHASE N 7.25 7.25 340000 340000 1/1/2007 12/1/2036 2054.17 360 80 HI 2/1/2007 N 425000 1 3 2054.17 96706 11/30/2006 2 PA0605EI_ARM-INTONLY 0 425000 63750 95 696 46.61 NO-PREPAY 12/1/2011 6 3 1 3 2503194697 SFR 1 NOO PURCHASE N 12.85 12.85 63750 63719.67 1/1/2007 12/1/2021 697.74 180 15 HI 2/1/2007 Y 425000 2 0 697.74 96706 11/29/2006 2 TB0630_BALLOON 0 425000 0 95 696 46.61 NO-PREPAY 0 0 0 0 2503194704 2-4FAMILY 3 OO REFI N 8.09 8.09 251250 251109.29 1/1/2007 12/1/2036 1763.96 360 74.78 RI 2/1/2007 Y 336000 1 3 1763.96 02863 12/5/2006 2 PL1605E_ARM-BALLOON 0 0 83750 99.71 666 41.96 1YR 12/1/2011 6 3 1 3 2503194706 2-4FAMILY 3 OO REFI N 12.34 12.34 83750 83705.35 1/1/2007 12/1/2021 883.44 180 24.93 RI 2/1/2007 Y 336000 2 0 883.44 02863 12/5/2006 2 TB1630_BALLOON 0 0 0 99.71 666 41.96 1YR 0 0 0 0 2503194714 SFR 1 OO REFI Y 11.825 11.825 125000 124925.27 1/1/2007 12/1/2021 1268.95 180 20 CA 2/1/2007 Y 625000 2 0 1268.95 95337 11/7/2006 2 TB1630_BALLOON 0 0 0 100 672 42.81 1YR 0 0 0 0 2503194720 SFR 1 NOO PURCHASE N 12 12 28750 28693.58 1/1/2007 12/1/2021 295.73 180 25 IL 2/1/2007 Y 115000 2 0 295.73 60617 11/9/2006 2 TB1630_BALLOON 0 115000 0 90 659 34.78 NO-PREPAY 0 0 0 0 2503194737 SFR 1 OO REFI Y 5.99 5.99 312000 312000 1/1/2007 12/1/2036 1557.4 360 80 CA 2/1/2007 N 390000 1 3 1557.4 92553 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 661 38.82 5YR 12/1/2011 6 3 1 3 2503194742 CONDO 1 OO PURCHASE N 12.45 12.45 28000 27983.17 1/1/2007 12/1/2021 297.75 180 20 IL 2/1/2007 Y 154500 2 0 297.75 60634 11/14/2006 2 TB1630_BALLOON 0 140000 0 100 675 46.47 NO-PREPAY 0 0 0 0 2503194762 SFR 1 OO REFI Y 6.75 6.75 371250 371250 1/1/2007 12/1/2036 2088.28 360 75 CA 2/1/2007 N 495000 1 3 2088.28 91733 11/27/2006 2 PA0605EI_ARM-INTONLY 0 0 99000 95 702 38.02 3YR 12/1/2011 6 3 1 3 2503194766 SFR 1 OO PURCHASE N 12.05 12.05 43800 43674.09 1/1/2007 12/1/2021 452.22 180 20 IL 2/1/2007 Y 221000 2 0 452.22 60544 11/20/2006 2 TB1630_BALLOON 0 219000 0 100 660 33.96 NO-PREPAY 0 0 0 0 2503194769 SFR 1 NOO REFI N 8.48 8.48 151200 151015.41 1/1/2007 12/1/2036 1160.45 360 80 FL 2/1/2007 N 189000 1 3 1160.45 32720 11/30/2006 2 PA1605E_ARM 0 0 28350 95 665 35.61 3YR 12/1/2011 6 3 1 3 2503194770 SFR 1 NOO REFI Y 13.4 13.4 28350 28338.09 1/1/2007 12/1/2021 322.5 180 15 FL 2/1/2007 Y 189000 2 0 322.5 32720 11/30/2006 2 TB1630_BALLOON 0 0 0 95 665 35.61 NO-PREPAY 0 0 0 0 2503194805 HI-RISE 1 NOO PURCHASE N 6.99 6.99 142500 142491.76 1/1/2007 12/1/2036 830.06 360 75 PA 2/1/2007 N 203000 1 3 830.06 19107 11/30/2006 2 PA0605EI_ARM-INTONLY 0 190000 38000 95 707 39.88 NO-PREPAY 12/1/2011 6 3 1 3 2503194809 HI-RISE 1 NOO PURCHASE N 12.94 12.94 38000 37982.3 1/1/2007 12/1/2021 418.57 180 20 PA 2/1/2007 Y 203000 2 0 418.57 19107 11/30/2006 2 TB0630_BALLOON 0 190000 0 95 707 39.88 NO-PREPAY 0 0 0 0 2503194827 SFR 1 NOO PURCHASE N 14.3 14.3 35900 35887.73 1/1/2007 12/1/2021 433.91 180 19 NV 2/1/2007 Y 189000 2 0 433.91 89015 11/16/2006 2 TB1630_BALLOON 0 189000 0 95 652 42.5 NO-PREPAY 0 0 0 0 2503194835 SFR 1 NOO REFI Y 14.375 14.375 20000 19993.28 1/1/2007 12/1/2021 242.92 180 20 FL 2/1/2007 Y 100000 2 0 242.92 34482 11/13/2006 2 TB1630_BALLOON 0 0 0 95 649 33.17 2YR 0 0 0 0 2503194897 SFR 1 OO PURCHASE N 13.79 13.79 74400 74371.42 1/1/2007 12/1/2021 869.19 180 20 FL 2/1/2007 Y 372000 2 0 869.19 33032 11/8/2006 2 TB2630_BALLOON 0 372000 0 100 628 45.35 NO-PREPAY 0 0 0 0 2503194899 D-PUDS 1 OO PURCHASE N 12.375 12.375 62800 62766.78 1/1/2007 12/1/2021 664.15 180 20 AZ 2/1/2007 Y 330000 2 0 664.15 85242 11/21/2006 2 TB2630_BALLOON 0 314000 0 100 628 39.05 1YR 0 0 0 0 2503194920 SFR 1 OO REFI N 6.95 6.95 165000 165000 1/1/2007 12/1/2036 955.63 360 75 CA 2/1/2007 N 220000 1 3 955.63 95901 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 48400 97 663 45.84 3YR 12/1/2011 6 3 1 3 2503194921 SFR 1 OO REFI Y 11.35 11.35 48400 48367.87 1/1/2007 12/1/2021 473.77 180 22 CA 2/1/2007 Y 220000 2 0 473.77 95901 11/27/2006 2 TB1630_BALLOON 0 0 0 97 663 45.84 3YR 0 0 0 0 2503194930 D-PUDS 1 NOO REFI N 13.2 13.2 34250 34227.31 12/1/2006 11/1/2021 384.23 180 5 HI 2/1/2007 Y 685000 2 0 384.23 96707 11/7/2006 2 TB1630_BALLOON 0 0 0 85 673 31.46 NO-PREPAY 0 0 0 0 2503194940 SFR 1 NOO REFI N 11.625 11.625 25500 25484.06 1/1/2007 12/1/2021 254.96 180 10 CA 2/1/2007 Y 255000 2 0 254.96 93292 11/17/2006 2 TB0630_BALLOON 0 0 0 90 725 41.58 2YR 0 0 0 0 2503194945 SFR 1 OO PURCHASE N 12.5 12.5 137800 137729.11 1/1/2007 12/1/2021 1470.68 180 20 CA 2/1/2007 Y 689000 2 0 1470.68 95023 11/13/2006 2 TB1630_BALLOON 0 689000 0 100 664 44.44 NO-PREPAY 0 0 0 0 2503194947 SFR 1 OO REFI N 6.6 6.6 341250 341250 1/1/2007 12/1/2036 1876.88 360 75 NJ 2/1/2007 N 455000 1 3 1876.88 07644 11/20/2006 1 PA1605EI_ARM-INTONLY 0 0 91000 95 641 47.45 NO-PREPAY 12/1/2011 6 3 1 3 2503194955 2-4FAMILY 4 OO PURCHASE N 7.75 7.75 438750 438750 2/1/2007 1/1/2037 2833.59 360 75 CA 2/1/2007 N 589000 1 0 2833.59 91766 12/13/2006 2 PF0630I_FIX-INTONLY 0 585000 146250 100 694 44.16 3YR 0 0 0 0 2503194958 D-PUDS 1 NOO PURCHASE N 13 13 99000 98954.47 1/1/2007 12/1/2021 1095.14 180 20 FL 2/1/2007 Y 495000 2 0 1095.14 33029 11/9/2006 2 TB0630_BALLOON 0 495000 0 90 693 38.15 NO-PREPAY 0 0 0 0 2503194959 SFR 1 OO REFI Y 12.15 12.15 91000 90949.38 1/1/2007 12/1/2021 946.56 180 20 NJ 2/1/2007 Y 455000 2 0 946.56 07644 11/20/2006 1 TB1630_BALLOON 0 0 0 95 641 47.45 NO-PREPAY 0 0 0 0 2503194962 SFR 1 OO PURCHASE N 6.45 6.45 240000 240000 1/1/2007 12/1/2036 1290 360 80 FL 2/1/2007 N 320000 1 3 1290 34746 11/30/2006 2 PA0605EI_ARM-INTONLY 0 300000 60000 100 723 39 NO-PREPAY 12/1/2011 6 3 1 3 2503194981 CONDO 1 OO PURCHASE N 6.875 6.875 359900 359900 1/1/2007 12/1/2036 2061.93 360 80 CA 2/1/2007 N 458000 1 3 2061.93 92881 11/27/2006 2 PA0605EI_ARM-INTONLY 0 449900 90000 100 766 43.51 1YR 12/1/2011 6 3 1 3 2503194984 SFR 1 NOO REFI Y 12.54 12.54 75000 74961.76 1/1/2007 12/1/2021 802.77 180 20 FL 2/1/2007 Y 375000 2 0 802.77 33060 11/15/2006 2 TB0630_BALLOON 0 0 0 95 699 42.49 3YR 0 0 0 0 2503195015 CONDO 1 OO REFI Y 7.27 7.27 428000 428000 2/1/2007 1/1/2037 2592.97 360 80 CA 2/1/2007 N 535000 1 3 2592.97 94551 12/26/2006 2 PA1605EI_ARM-INTONLY 0 0 80250 95 643 32.4 NO-PREPAY 1/1/2012 6 3 1 3 2503195026 2-4FAMILY 2 OO PURCHASE N 11.89 11.89 94500 94444.32 1/1/2007 12/1/2021 964.04 180 25 FL 2/1/2007 Y 378000 2 0 964.04 33144 11/10/2006 2 TB1630_BALLOON 0 378000 0 100 677 41.34 3YR 0 0 0 0 2503195038 CONDO 1 OO PURCHASE N 13.5 13.5 47950 47930.31 1/1/2007 12/1/2021 549.23 180 24.99 FL 2/1/2007 Y 194000 2 0 549.23 33021 11/30/2006 2 TB1630_BALLOON 0 191900 0 99.98 658 45.19 1YR 0 0 0 0 2503195043 SFR 1 NOO PURCHASE N 6.75 6.75 151500 151369.56 2/1/2007 1/1/2037 982.63 360 75 FL 2/1/2007 N 205000 1 4 982.63 32909 12/6/2006 2 PA0605E_ARM 0 202000 40400 95 721 45.49 3YR 1/1/2012 6 3 1 4 2503195044 SFR 1 NOO PURCHASE N 11.5 11.5 40400 40387.09 2/1/2007 1/1/2022 400.08 180 20 FL 2/1/2007 Y 205000 2 0 400.08 32909 12/6/2006 2 TB0630_BALLOON 0 202000 0 95 721 45.49 3YR 0 0 0 0 2503195046 SFR 1 OO REFI Y 10.75 10.75 55750 55706.66 1/1/2007 12/1/2021 520.42 180 25 FL 2/1/2007 Y 223000 2 0 520.42 33991 11/15/2006 2 TB1630_BALLOON 0 0 0 95 676 36.34 3YR 0 0 0 0 2503195074 SFR 1 NOO PURCHASE N 12.7 12.7 75000 74963.11 1/1/2007 12/1/2021 812.1 180 20 IL 2/1/2007 Y 375000 2 0 812.1 60647 11/16/2006 2 TB0630_BALLOON 0 375000 0 95 692 49.03 NO-PREPAY 0 0 0 0 2503195100 CONDO 1 NOO PURCHASE N 12.65 12.65 22500 22488.82 1/1/2007 12/1/2021 242.75 180 10 DC 2/1/2007 Y 225000 2 0 242.75 20010 11/30/2006 2 TB0630_BALLOON 0 225000 0 90 730 50.41 NO-PREPAY 0 0 0 0 2503195106 SFR 1 NOO PURCHASE N 6.375 6.375 300000 300000 1/1/2007 12/1/2036 1593.75 360 75 CA 2/1/2007 N 400000 1 3 1593.75 91754 12/7/2006 1 PA0605EI_ARM-INTONLY 0 400000 0 75 680 35.23 3YR 12/1/2011 6 3 1 3 2503195125 SFR 1 OO REFI N 6.375 6.375 392000 392000 1/1/2007 12/1/2036 2082.5 360 80 CA 2/1/2007 N 490000 1 3 2082.5 93905 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 88500 98.07 698 38.22 2YR 12/1/2011 6 3 1 3 2503195136 SFR 1 OO REFI Y 6.6 6.6 420000 419547.06 1/1/2007 12/1/2036 2310 360 80 HI 2/1/2007 N 525000 1 3 2310 96793 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 666 39.5 NO-PREPAY 12/1/2011 6 3 1 3 2503195145 SFR 1 OO PURCHASE N 5.875 5.875 367500 367500 1/1/2007 12/1/2036 1799.22 360 70 CA 2/1/2007 N 560000 1 3 1799.22 90715 12/1/2006 2 PA1605EI_ARM-INTONLY 0 525000 78750 85 669 41.8 3YR 12/1/2011 6 3 1 3 2503195146 SFR 1 OO PURCHASE N 10.625 10.625 78750 78688.81 1/1/2007 12/1/2021 727.73 180 15 CA 2/1/2007 Y 560000 2 0 727.73 90715 12/1/2006 2 TB1630_BALLOON 0 525000 0 85 669 41.8 3YR 0 0 0 0 2503195164 SFR 1 OO PURCHASE N 6.25 6.25 624000 624000 1/1/2007 12/1/2036 3250 360 80 HI 2/1/2007 N 780000 1 2.75 3250 96797 12/6/2006 2 PA0605EI_ARM-INTONLY 0 790000 156000 100 730 39.65 NO-PREPAY 12/1/2011 6 3 1 2.75 2503195166 D-PUDS 1 OO PURCHASE N 7.67 7.67 361600 361600 1/1/2007 12/1/2036 2311.23 360 90 DE 2/1/2007 N 406000 1 3 2311.23 19977 11/29/2006 17 PA2605EI_ARM-INTONLY 25 401780 0 90 625 50.44 2YR 12/1/2011 6 3 1 3 2503195169 D-PUDS 1 OO PURCHASE N 12.21 12.21 23800 23786.95 1/1/2007 12/1/2021 248.66 180 10 NV 2/1/2007 Y 265000 2 0 248.66 89015 11/30/2006 2 TB1630_BALLOON 0 238065 0 90 665 45.24 3YR 0 0 0 0 2503195216 CONDO 1 OO PURCHASE N 12 12 27200 27184.36 1/1/2007 12/1/2021 279.78 180 20 IL 2/1/2007 Y 140000 2 0 279.78 60008 11/14/2006 2 TB1630_BALLOON 0 136000 0 95 648 33.94 NO-PREPAY 0 0 0 0 2503195243 SFR 1 OO PURCHASE N 5.875 5.875 504000 504000 1/1/2007 12/1/2036 2467.5 360 80 NY 2/1/2007 N 630000 1 3 2467.5 11369 11/21/2006 2 PA0605EI_ARM-INTONLY 0 630000 63000 90 687 31.35 NO-PREPAY 12/1/2011 6 3 1 3 2503195245 SFR 1 OO PURCHASE N 6.781 6.781 180000 179851.88 1/1/2007 12/1/2036 1090.06 360 75 FL 2/1/2007 Y 240000 1 3 1090.06 33032 11/30/2006 1 PL2605E_ARM-BALLOON 0 240000 60000 100 629 48.38 1YR 12/1/2011 6 3 1 3 2503195246 SFR 1 OO PURCHASE N 12.84 12.84 60000 59966.81 1/1/2007 12/1/2021 656.22 180 25 FL 2/1/2007 Y 240000 2 0 656.22 33032 11/30/2006 1 TB2630_BALLOON 0 240000 0 100 629 48.38 1YR 0 0 0 0 2503195252 2-4FAMILY 2 NOO PURCHASE N 11.7 11.7 42000 41474.19 1/1/2007 12/1/2021 422.34 180 20 OK 2/1/2007 Y 210000 2 0 422.34 74403 12/1/2006 1 TB0630_BALLOON 0 210000 0 95 730 38.26 NO-PREPAY 0 0 0 0 2503195267 SFR 1 OO PURCHASE N 11.84 11.84 108150 108085.56 1/1/2007 12/1/2021 1099.14 180 20 NY 2/1/2007 Y 550000 2 0 1099.14 10705 11/14/2006 2 TB1630_BALLOON 0 540750 0 100 667 41.24 NO-PREPAY 0 0 0 0 2503195273 CONDO 1 2ND REFI Y 6.315 6.315 200000 200000 2/1/2007 1/1/2037 1052.5 360 56.34 FL 2/1/2007 N 355000 1 0 1052.5 32963 12/14/2006 2 PF0630I_FIX-INTONLY 0 0 0 56.34 708 30.42 1YR 0 0 0 0 2503195338 SFR 1 OO REFI N 7.5 7.5 484500 484500 2/1/2007 1/1/2037 3028.12 360 75 IL 2/1/2007 N 646000 1 3 3028.12 60422 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 161500 100 674 36.28 NO-PREPAY 1/1/2012 6 3 1 3 2503195359 SFR 1 OO REFI Y 6.5 6.5 584800 584800 1/1/2007 12/1/2036 3167.67 360 80 HI 2/1/2007 N 731000 1 3 3167.67 96740 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 49200 86.74 673 47.12 NO-PREPAY 12/1/2011 6 3 1 3 2503195360 SFR 1 OO REFI Y 10.875 10.875 49200 49163.79 1/1/2007 12/1/2021 463.9 180 6.74 HI 2/1/2007 Y 731000 2 0 463.9 96740 11/29/2006 2 TB1630_BALLOON 0 0 0 86.74 673 47.12 3YR 0 0 0 0 2503195373 D-PUDS 1 OO PURCHASE N 11.39 11.39 137000 136909.87 1/1/2007 12/1/2021 1345.21 180 20 CA 2/1/2007 Y 687000 2 0 1345.21 90746 11/16/2006 2 TB1630_BALLOON 0 685000 0 100 671 45.29 3YR 0 0 0 0 2503195374 SFR 1 OO PURCHASE N 6.25 6.25 368000 368000 1/1/2007 12/1/2036 1916.67 360 80 CA 2/1/2007 N 470000 1 3 1916.67 93063 11/29/2006 2 PA0605EI_ARM-INTONLY 0 460000 92000 100 688 44.1 3YR 12/1/2011 6 3 1 3 2503195414 SFR 1 NOO PURCHASE N 6.175 6.175 373100 373100 1/1/2007 12/1/2036 1919.91 360 70 CA 2/1/2007 N 533000 1 3 1919.91 94564 12/6/2006 2 PA0605EI_ARM-INTONLY 0 533000 53300 80 732 33.65 3YR 12/1/2011 6 3 1 3 2503195447 SFR 1 OO PURCHASE N 12.5 12.5 58750 58734.97 2/1/2007 1/1/2022 627.01 180 25 CA 2/1/2007 Y 235000 2 0 627.01 93702 12/8/2006 2 TB1630_BALLOON 0 235000 0 100 654 37.95 2YR 0 0 0 0 2503195476 D-PUDS 1 OO REFI Y 13.25 13.25 98000 97957.41 1/1/2007 12/1/2021 1103.26 180 20 WA 2/1/2007 Y 490000 2 0 1103.26 98682 11/16/2006 1 TB2630_BALLOON 0 0 0 100 626 43.02 NO-PREPAY 0 0 0 0 2503195492 SFR 1 OO REFI Y 5.375 5.375 330000 330000 1/1/2007 12/1/2036 1478.13 360 71.74 NY 2/1/2007 N 460000 1 3 1478.13 11714 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 71.74 709 43.15 NO-PREPAY 12/1/2011 6 3 1 3 2503195500 SFR 1 NOO PURCHASE N 11.69 11.69 53300 53267.16 1/1/2007 12/1/2021 535.57 180 10 CA 2/1/2007 Y 533000 2 0 535.57 94564 12/6/2006 2 TB0630_BALLOON 0 533000 0 80 732 33.91 NO-PREPAY 0 0 0 0 2503195525 SFR 1 OO PURCHASE N 12.375 12.375 141000 140925.4 1/1/2007 12/1/2021 1491.17 180 20 CA 2/1/2007 Y 705000 2 0 1491.17 92708 11/10/2006 2 TB1630_BALLOON 0 705000 0 100 652 44.44 NO-PREPAY 0 0 0 0 2503195574 HI-RISE 1 NOO REFI N 5.75 5.75 210000 210000 1/1/2007 12/1/2036 1006.25 360 66.67 FL 2/1/2007 N 315000 1 3 1006.25 33125 11/30/2006 7 SA0605EI_ARM-INTONLY 0 0 0 66.67 711 0 NO-PREPAY 12/1/2011 6 3 1 3 2503195594 CONDO 1 NOO REFI N 5.75 5.75 210000 210000 1/1/2007 12/1/2036 1006.25 360 66.67 FL 2/1/2007 N 315000 1 3 1006.25 33125 11/30/2006 7 SA0605EI_ARM-INTONLY 0 0 0 66.67 711 0 NO-PREPAY 12/1/2011 6 3 1 3 2503195618 D-PUDS 1 OO REFI Y 6.375 6.375 1560000 1558555.13 2/1/2007 1/1/2037 9732.37 360 65 CA 2/1/2007 N 2400000 1 3 9732.37 92648 12/11/2006 2 PA0605E_ARM 0 0 0 65 707 34.7 1YR 1/1/2012 6 3 1 3 2503195663 CONDO 1 OO PURCHASE N 7.15 7.15 227200 227200 2/1/2007 1/1/2037 1353.73 360 74.99 FL 2/1/2007 N 306000 1 3 1353.73 33178 12/4/2006 2 PA0605EI_ARM-INTONLY 0 302990 75748 99.99 693 28.93 NO-PREPAY 1/1/2012 6 3 1 3 2503195668 HI-RISE 1 NOO PURCHASE N 13.99 13.99 51000 50981.29 1/1/2007 12/1/2021 603.88 180 20 FL 2/1/2007 Y 270000 2 0 603.88 33125 11/29/2006 2 TB1630_BALLOON 0 255094 0 94.99 669 49.8 NO-PREPAY 0 0 0 0 2503195674 SFR 1 NOO PURCHASE N 6.5 6.5 84000 83847.71 1/1/2007 12/1/2036 530.94 360 70 FL 2/1/2007 N 135000 1 3 530.94 32208 11/30/2006 1 PA1605E_ARM 0 120000 24000 90 648 42.26 2YR 12/1/2011 6 3 1 3 2503195705 SFR 1 OO PURCHASE N 6.75 6.75 468000 468000 1/1/2007 12/1/2036 2632.5 360 80 CA 2/1/2007 N 585000 1 3 2632.5 92078 11/29/2006 2 PA0605EI_ARM-INTONLY 0 585000 117000 100 686 48.09 3YR 12/1/2011 6 3 1 3 2503195725 CONDO 1 OO PURCHASE N 6.25 6.25 276000 275800 1/1/2007 12/1/2036 1437.5 360 80 HI 2/1/2007 N 350000 1 3 1437.5 96782 11/30/2006 2 PA0603EI_ARM-INTONLY 0 345000 69000 100 780 40.65 NO-PREPAY 12/1/2009 6 3 1 3 2503195729 D-PUDS 1 2ND REFI Y 6.1 6.1 460000 460000 1/1/2007 12/1/2036 2338.33 360 80 HI 2/1/2007 N 575000 1 3 2338.33 96797 11/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 678 32.18 NO-PREPAY 12/1/2011 6 3 1 3 2503195740 SFR 1 OO PURCHASE N 12.05 12.05 124000 123929.48 1/1/2007 12/1/2021 1280.25 180 20 CA 2/1/2007 Y 620000 2 0 1280.25 91786 11/16/2006 2 TB1630_BALLOON 0 620000 0 100 670 42.23 NO-PREPAY 0 0 0 0 2503195759 D-PUDS 1 OO REFI Y 8 8 248000 248000 1/1/2007 12/1/2036 1653.33 360 80 FL 2/1/2007 N 310000 1 3 1653.33 33035 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 658 34.32 3YR 12/1/2011 6 3 1 3 2503195778 CONDO 1 OO REFI N 5.9 5.9 463000 462992.24 1/1/2007 12/1/2036 2276.42 360 78.88 CA 2/1/2007 N 587000 1 4 2276.42 92123 11/28/2006 2 PA0607EI_ARM-INTONLY 0 0 0 78.88 689 45.24 3YR 12/1/2013 6 3 1 4 2503195815 CONDO 1 OO REFI Y 6.9 6.9 110600 110600 1/1/2007 12/1/2036 635.95 360 70 FL 2/1/2007 N 158000 1 3 635.95 33319 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 47400 100 651 49.2 3YR 12/1/2011 6 3 1 3 2503195816 CONDO 1 OO REFI Y 12.99 12.99 47400 47378.16 1/1/2007 12/1/2021 523.97 180 30 FL 2/1/2007 Y 158000 2 0 523.97 33319 11/27/2006 2 TB1630_BALLOON 0 0 0 100 651 47.38 3YR 0 0 0 0 2503195823 HI-RISE 1 2ND PURCHASE N 6.5 6.5 198900 198900 1/1/2007 12/1/2036 1077.38 360 70 CA 2/1/2007 N 285000 1 3 1077.38 92101 12/6/2006 2 PA0605EI_ARM-INTONLY 0 284159 71000 94.99 684 42.17 1YR 12/1/2011 6 3 1 3 2503195825 2-4FAMILY 4 OO PURCHASE N 8.75 8.75 487500 487500 2/1/2007 1/1/2037 3554.69 360 75 NY 2/1/2007 N 650000 1 3 3554.69 10462 12/28/2006 2 PA0605EI_ARM-INTONLY 0 650000 162500 100 741 49.58 NO-PREPAY 1/1/2012 6 3 1 3 2503195827 CONDO 1 NOO PURCHASE N 7.067 7.067 144742 144742 1/1/2007 12/1/2036 852.41 360 75 FL 2/1/2007 N 260000 1 3 852.41 33173 11/28/2006 2 PA0605EI_ARM-INTONLY 0 192990 38598 95 685 36.42 3YR 12/1/2011 6 3 1 3 2503195828 CONDO 1 NOO PURCHASE N 12.44 12.44 38598 38577.88 1/1/2007 12/1/2021 410.14 180 20 FL 2/1/2007 Y 260000 2 0 410.14 33173 11/28/2006 2 TB0630_BALLOON 0 192990 0 95 685 36.42 3YR 0 0 0 0 2503195845 SFR 1 OO REFI Y 12.7 12.7 111000 110945.39 1/1/2007 12/1/2021 1201.91 180 20 CA 2/1/2007 Y 555000 2 0 1201.91 92054 11/16/2006 2 TB1630_BALLOON 0 0 0 100 653 36.88 NO-PREPAY 0 0 0 0 2503195916 SFR 1 OO REFI N 6.125 6.125 308000 308000 1/1/2007 12/1/2036 1572.08 360 80 CA 2/1/2007 N 385000 1 3 1572.08 92501 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 38500 90 692 39.99 2YR 12/1/2011 6 3 1 3 2503195926 CONDO 1 NOO REFI Y 7.67 7.67 118500 118500 1/1/2007 12/1/2036 757.41 360 75 FL 2/1/2007 N 158000 1 3 757.41 32811 11/21/2006 2 PA0605EI_ARM-INTONLY 0 0 31600 95 689 38.26 2YR 12/1/2011 6 3 1 3 2503195927 CONDO 1 NOO REFI Y 12.74 12.74 31600 31584.6 1/1/2007 12/1/2021 343.15 180 20 FL 2/1/2007 Y 158000 2 0 343.15 32811 11/21/2006 2 TB0630_BALLOON 0 0 0 95 689 42.71 3YR 0 0 0 0 2503195929 HI-RISE 1 2ND PURCHASE N 6.5 6.5 249650 249650 1/1/2007 12/1/2036 1352.27 360 69.99 CA 2/1/2007 N 395000 1 3 1352.27 92101 11/30/2006 2 PA0607EI_ARM-INTONLY 0 356694 89150 94.99 772 41.4 NO-PREPAY 12/1/2013 6 3 1 3 2503195957 SFR 1 OO PURCHASE N 11.725 11.725 80000 79951.1 1/1/2007 12/1/2021 806 180 20 CA 2/1/2007 Y 400000 2 0 806 90059 11/21/2006 2 TB1630_BALLOON 0 400000 0 100 652 39.32 3YR 0 0 0 0 2503195974 SFR 1 NOO PURCHASE N 12.125 12.125 102500 102442.67 1/1/2007 12/1/2021 1064.2 180 25 CA 2/1/2007 Y 410000 2 0 1064.2 90280 11/30/2006 2 TB0630_BALLOON 0 410000 0 95 794 43.06 NO-PREPAY 0 0 0 0 2503195975 SFR 1 OO REFI Y 6.3 6.3 316800 316800 1/1/2007 12/1/2036 1663.2 360 88 CA 2/1/2007 N 360000 1 3.875 1663.2 92405 11/30/2006 2 PA1405EI_ARM-INTONLY 25 0 0 88 671 44.94 5YR 12/1/2011 6 3 1 3.875 2503195983 SFR 1 NOO PURCHASE N 12.25 12.25 74700 74659.36 1/1/2007 12/1/2021 782.78 180 15 MN 2/1/2007 Y 498000 2 0 782.78 55378 11/17/2006 2 TB0630_BALLOON 0 498000 0 95 683 35.01 NO-PREPAY 0 0 0 0 2503195998 CONDO 1 NOO PURCHASE N 11.99 11.99 54200 54168.76 1/1/2007 12/1/2021 557.09 180 20.01 FL 2/1/2007 Y 293000 2 0 557.09 33141 11/15/2006 2 TB0630_BALLOON 0 270864 0 95 744 44.01 NO-PREPAY 0 0 0 0 2503196015 SFR 1 OO PURCHASE N 6.375 6.375 192500 192499.66 2/1/2007 1/1/2037 1022.66 360 70 CA 2/1/2007 N 275000 1 3 1022.66 92405 12/21/2006 2 PA1605EI_ARM-INTONLY 0 275000 82500 100 661 48.32 3YR 1/1/2012 6 3 1 3 2503196026 SFR 1 OO REFI Y 12 12 58000 57966.63 1/1/2007 12/1/2021 596.6 180 14.88 OR 2/1/2007 Y 390000 2 0 596.6 97202 11/29/2006 2 TB1630_BALLOON 0 0 0 94.88 661 37.64 NO-PREPAY 0 0 0 0 2503196060 SFR 1 NOO PURCHASE N 7.07 7.07 286160 286160 1/1/2007 12/1/2036 1685.96 360 80 CA 2/1/2007 N 358000 1 3.875 1685.96 95824 12/4/2006 2 PA1605EI_ARM-INTONLY 0 357700 35770 90 657 33.08 1YR 12/1/2011 6 3 1 3.875 2503196062 SFR 1 OO REFI N 5.99 5.99 440000 439999.33 1/1/2007 12/1/2036 2196.33 360 80 CA 2/1/2007 N 550000 1 3 2196.33 91335 11/20/2006 2 PA1603EI_ARM-INTONLY 0 0 110000 100 677 31.02 3YR 12/1/2009 6 3 1 3 2503196063 SFR 1 OO REFI Y 11.125 11.125 110000 109923.31 1/1/2007 12/1/2021 1057.96 180 20 CA 2/1/2007 Y 550000 2 0 1057.96 91335 11/20/2006 2 TB1630_BALLOON 0 0 0 100 677 31.02 3YR 0 0 0 0 2503196064 SFR 1 NOO PURCHASE N 13.25 13.25 35770 35754.46 1/1/2007 12/1/2021 402.69 180 10 CA 2/1/2007 Y 358000 2 0 402.69 95824 12/4/2006 2 TB1630_BALLOON 0 357700 0 90 657 33.08 1YR 0 0 0 0 2503196091 CONDO 1 NOO PURCHASE N 6.99 6.99 270000 269793.1 1/1/2007 12/1/2036 1675.9 360 75 CA 2/1/2007 Y 360000 1 3 1675.9 94582 11/28/2006 2 PL0605E_ARM-BALLOON 0 360000 72000 95 711 39.19 1YR 12/1/2011 6 3 1 3 2503196092 CONDO 1 NOO PURCHASE N 12.49 12.49 72000 71962.87 1/1/2007 12/1/2021 767.87 180 20 CA 2/1/2007 Y 360000 2 0 767.87 94582 11/28/2006 2 TB0630_BALLOON 0 360000 0 95 711 39.19 1YR 0 0 0 0 2503196097 CONDO 1 NOO REFI N 6.5 6.5 141850 141532.85 1/1/2007 12/1/2036 896.59 360 73.03 FL 2/1/2007 N 194241 1 3 896.59 32903 11/29/2006 2 PA0605E_ARM 0 0 0 73.03 686 47.25 3YR 12/1/2011 6 3 1 3 2503196099 CONDO 1 OO REFI Y 6.875 6.875 247500 247500 2/1/2007 1/1/2037 1417.97 360 75 CA 2/1/2007 N 330000 1 3 1417.97 92701 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 82500 100 692 42.6 3YR 1/1/2012 6 3 1 3 2503196126 SFR 1 OO PURCHASE N 6.99 6.99 616000 616000 1/1/2007 12/1/2036 3588.2 360 80 CA 2/1/2007 N 770000 1 3 3588.2 91326 11/30/2006 2 PA0605EI_ARM-INTONLY 0 770000 154000 100 683 49.98 3YR 12/1/2011 6 3 1 3 2503196200 SFR 1 NOO PURCHASE N 6.25 6.25 294000 294000 1/1/2007 12/1/2036 1531.25 360 73.5 WA 2/1/2007 N 400000 1 3 1531.25 98118 11/30/2006 2 PA1605EI_ARM-INTONLY 0 435000 0 73.5 676 28.66 NO-PREPAY 12/1/2011 6 3 1 3 2503196206 SFR 1 OO PURCHASE N 12.24 12.24 207500 207386.87 1/1/2007 12/1/2021 2172.78 180 25 FL 2/1/2007 Y 850000 2 0 2172.78 33176 11/22/2006 2 TB1630_BALLOON 0 830000 0 100 651 41.92 3YR 0 0 0 0 2503196239 SFR 1 OO REFI N 11.6 11.6 97500 97438.75 1/1/2007 12/1/2021 972.98 180 15 MI 2/1/2007 Y 650000 2 0 972.98 48170 12/5/2006 2 TB1630_BALLOON 0 0 0 95 661 33.95 3YR 0 0 0 0 2503196242 D-PUDS 1 OO PURCHASE N 13.25 13.25 36000 35984.35 1/1/2007 12/1/2021 405.28 180 20 GA 2/1/2007 Y 180000 2 0 405.28 30110 11/16/2006 1 TB2630_BALLOON 0 180100 0 100 621 48.37 NO-PREPAY 0 0 0 0 2503196246 HI-RISE 1 OO PURCHASE N 7.5 7.5 200000 200000 1/1/2007 12/1/2036 1250 360 80 FL 2/1/2007 N 250000 1 3 1250 33126 11/30/2006 2 PA1605EI_ARM-INTONLY 0 250000 50000 100 647 41.03 5YR 12/1/2011 6 3 1 3 2503196253 CONDO 1 OO PURCHASE N 7.25 7.25 144750 144523.48 1/1/2007 12/1/2036 987.45 360 79.98 FL 2/1/2007 N 181000 1 3 987.45 33411 11/21/2006 2 PA1605E_ARM 0 180990 36200 99.98 655 34.89 3YR 12/1/2011 6 3 1 3 2503196254 CONDO 1 OO PURCHASE N 13.2 13.2 36200 36183.43 1/1/2007 12/1/2021 406.11 180 20.01 FL 2/1/2007 Y 181000 2 0 406.11 33411 11/21/2006 2 TB1630_BALLOON 0 180990 0 99.98 655 34.89 NO-PREPAY 0 0 0 0 2503196255 D-PUDS 1 NOO PURCHASE N 7.48 7.48 392000 389557 2/1/2007 1/1/2037 2443.47 360 80 FL 2/1/2007 N 490000 1 3 2443.47 32835 12/26/2006 2 PA0605EI_ARM-INTONLY 0 490000 73500 95 743 42.14 3YR 1/1/2012 6 3 1 3 2503196257 2-4FAMILY 3 OO PURCHASE N 7.875 7.875 316500 316500 2/1/2007 1/1/2037 2077.03 360 75 NJ 2/1/2007 N 450000 1 3 2077.03 07029 12/14/2006 2 PA1605EI_ARM-INTONLY 0 422000 105500 100 641 42.75 NO-PREPAY 1/1/2012 6 3 1 3 2503196258 2-4FAMILY 3 OO PURCHASE N 13.5 13.5 105500 105478.46 2/1/2007 1/1/2022 1208.41 180 25 NJ 2/1/2007 Y 450000 2 0 1208.41 07029 12/19/2006 2 TB1630_BALLOON 0 422000 0 100 641 42.75 NO-PREPAY 0 0 0 0 2503196263 D-PUDS 1 NOO PURCHASE N 11.54 11.54 73500 73476.72 2/1/2007 1/1/2022 730.11 180 15 FL 2/1/2007 Y 490000 2 0 730.11 32835 12/26/2006 2 TB0630_BALLOON 0 490000 0 95 743 42.14 3YR 0 0 0 0 2503196265 SFR 1 OO PURCHASE N 6.875 6.875 264000 263468.44 1/1/2007 12/1/2036 1734.29 360 80 IL 2/1/2007 N 332000 1 3 1734.29 60638 11/30/2006 1 PA1605E_ARM 0 330000 66000 100 666 48.22 NO-PREPAY 12/1/2011 6 3 1 3 2503196273 SFR 1 NOO REFI N 7.99 7.99 420000 420000 1/1/2007 12/1/2036 2796.5 360 80 CA 2/1/2007 N 525000 1 3 2796.5 94553 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 52500 90 643 45.18 NO-PREPAY 12/1/2011 6 3 1 3 2503196274 SFR 1 NOO REFI Y 13.925 13.925 52500 52480.45 1/1/2007 12/1/2021 618.94 180 10 CA 2/1/2007 Y 525000 2 0 618.94 94553 11/29/2006 2 TB1630_BALLOON 0 0 0 90 643 45.18 NO-PREPAY 0 0 0 0 2503196276 D-PUDS 1 2ND PURCHASE N 12.99 12.99 40500 40481.34 1/1/2007 12/1/2021 447.69 180 15.01 GA 2/1/2007 Y 270000 2 0 447.69 30019 11/22/2006 2 TB1630_BALLOON 0 269900 0 95 659 41.73 NO-PREPAY 0 0 0 0 2503196280 SFR 1 NOO REFI Y 6.75 6.75 165750 165528 1/1/2007 12/1/2036 932.34 360 70 FL 2/1/2007 N 236811 1 3 932.34 32164 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 707 47.41 3YR 12/1/2011 6 3 1 3 2503196322 SFR 1 OO PURCHASE N 6.685 6.685 1500000 1498692 2/1/2007 1/1/2037 9664.25 360 75 OH 2/1/2007 N 2000000 1 3 9664.25 44040 12/13/2006 2 PA1605E_ARM 0 2400000 0 75 650 42.82 NO-PREPAY 1/1/2012 6 3 1 3 2503196364 SFR 1 OO PURCHASE N 12.1 12.1 57000 56967.94 1/1/2007 12/1/2021 590.7 180 20 MD 2/1/2007 Y 285000 2 0 590.7 20781 11/20/2006 2 TB1630_BALLOON 0 285000 0 100 660 39.05 NO-PREPAY 0 0 0 0 2503196386 CONDO 1 NOO PURCHASE N 12.34 12.34 35950 35930.84 1/1/2007 12/1/2021 379.22 180 19.99 FL 2/1/2007 Y 182000 2 0 379.22 33063 11/20/2006 2 TB0630_BALLOON 0 179900 0 94.97 745 38.47 1YR 0 0 0 0 2503196392 SFR 1 OO PURCHASE N 6.375 6.375 492000 492000 1/1/2007 12/1/2036 2613.75 360 80 CA 2/1/2007 N 615000 1 3 2613.75 92555 11/22/2006 2 PA0605EI_ARM-INTONLY 0 615000 123000 100 693 33.97 3YR 12/1/2011 6 3 1 3 2503196394 SFR 1 OO REFI Y 5.99 5.99 347000 347000 1/1/2007 12/1/2036 1732.11 360 77.98 CA 2/1/2007 N 445000 1 3 1732.11 91733 11/28/2006 17 PA2607EI_ARM-INTONLY 0 0 0 77.98 639 35.22 3YR 12/1/2013 6 3 1 3 2503196448 D-PUDS 1 NOO REFI N 5.75 5.75 203000 203000 1/1/2007 12/1/2036 972.71 360 70 NV 2/1/2007 N 290000 1 3.875 972.71 89032 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 43500 85 688 34.64 3YR 12/1/2011 6 3 1 3.875 2503196449 D-PUDS 1 NOO REFI N 12.925 12.925 43500 43479.65 1/1/2007 12/1/2021 478.65 180 15 NV 2/1/2007 Y 290000 2 0 478.65 89032 12/1/2006 2 TB0630_BALLOON 0 0 0 85 688 34.64 NO-PREPAY 0 0 0 0 2503196462 2-4FAMILY 2 NOO PURCHASE N 12.5 12.5 118000 117939.3 1/1/2007 12/1/2021 1259.36 180 20 IL 2/1/2007 Y 591000 2 0 1259.36 60618 11/30/2006 2 TB1630_BALLOON 0 590000 0 95 679 39.66 NO-PREPAY 0 0 0 0 2503196466 SFR 1 OO REFI Y 5.7 5.7 307000 307000 1/1/2007 12/1/2036 1458.25 360 59.39 CA 2/1/2007 N 517000 1 3 1458.25 90805 12/5/2006 1 PA0605EI_ARM-INTONLY 0 0 0 59.39 709 36.23 2YR 12/1/2011 6 3 1 3 2503196467 SFR 1 OO PURCHASE N 12.5 12.5 151250 151211.29 2/1/2007 1/1/2022 1614.23 180 25 CA 2/1/2007 Y 605000 2 0 1614.23 92505 12/7/2006 2 TB1630_BALLOON 0 605000 0 100 645 42.06 2YR 0 0 0 0 2503196476 2-4FAMILY 2 OO REFI Y 6.875 6.875 608000 608000 1/1/2007 12/1/2036 3483.33 360 80 CA 2/1/2007 N 760000 1 3 3483.33 90755 12/5/2006 7 SA0605EI_ARM-INTONLY 0 0 75900 89.99 703 0 3YR 12/1/2011 6 3 1 3 2503196504 SFR 1 OO REFI Y 6.25 6.25 570000 570000 1/1/2007 12/1/2036 2968.75 360 75 CA 2/1/2007 N 760000 1 3 2968.75 92562 11/22/2006 2 PA0605EI_ARM-INTONLY 0 0 114000 90 685 42.88 2YR 12/1/2011 6 3 1 3 2503196516 SFR 1 OO REFI Y 6.99 6.99 104250 104250 2/1/2007 1/1/2037 607.26 360 75 CO 2/1/2007 N 139000 1 3 607.26 80223 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 34750 100 643 46.47 3YR 1/1/2012 5 3 1 3 2503196527 SFR 1 OO REFI Y 6.25 6.25 487500 487500 1/1/2007 12/1/2036 2539.06 360 75 CA 2/1/2007 N 650000 1 3 2539.06 92019 11/30/2006 2 PA2605EI_ARM-INTONLY 0 0 97500 90 626 41.87 3YR 12/1/2011 6 3 1 3 2503196528 SFR 1 OO REFI N 12.4 12.4 97500 97448.7 1/1/2007 12/1/2021 1033.02 180 15 CA 2/1/2007 Y 650000 2 0 1033.02 92019 11/30/2006 2 TB2630_BALLOON 0 0 0 90 626 41.87 1YR 0 0 0 0 2503196584 D-PUDS 1 OO REFI N 6.5 6.5 352500 352181.34 2/1/2007 1/1/2037 2228.04 360 75 IL 2/1/2007 N 470000 1 3 2228.04 60154 12/19/2006 2 PA0605E_ARM 0 0 117500 100 682 46.77 NO-PREPAY 1/1/2012 6 3 1 3 2503196602 SFR 1 OO REFI Y 7.5 7.5 173000 172871.61 2/1/2007 1/1/2037 1209.64 360 79.73 FL 2/1/2007 N 217000 1 3 1209.64 34689 12/15/2006 8 SA1605E_ARM 0 0 0 79.73 640 0 3YR 1/1/2012 6 3 1 3 2503196605 SFR 1 NOO PURCHASE N 12.45 12.45 87500 87454.47 1/1/2007 12/1/2021 930.46 180 25 CA 2/1/2007 Y 439000 2 0 930.46 92553 11/30/2006 2 TB0630_BALLOON 0 350000 0 95 770 23.58 NO-PREPAY 0 0 0 0 2503196608 2-4FAMILY 4 NOO PURCHASE N 7.25 7.25 101250 101250 2/1/2007 1/1/2037 611.72 360 75 IL 2/1/2007 N 165000 1 3 611.72 60628 12/28/2006 2 PA0605EI_ARM-INTONLY 0 135000 20250 90 686 52.76 2YR 1/1/2012 6 3 1 3 2503196636 SFR 1 OO PURCHASE N 12.6 12.6 52900 52886.76 2/1/2007 1/1/2022 568.69 180 19.97 NJ 2/1/2007 Y 270000 2 0 568.69 08080 12/1/2006 2 TB1630_BALLOON 0 264948 0 99.95 658 41.77 NO-PREPAY 0 0 0 0 2503196640 2-4FAMILY 2 OO REFI Y 7.9 7.9 211000 210999.21 1/1/2007 12/1/2036 1389.08 360 79.63 IL 2/1/2007 N 265000 1 3 1389.08 60608 11/22/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.63 657 40.66 NO-PREPAY 12/1/2011 6 3 1 3 2503196648 SFR 1 OO REFI N 6.99 6.99 142500 142500 2/1/2007 1/1/2037 830.06 360 72.34 CO 2/1/2007 N 197000 1 3 830.06 80239 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 49250 97.34 654 41.65 3YR 1/1/2012 5 3 1 3 2503196654 SFR 1 OO REFI N 6.75 6.75 356000 355708.28 1/1/2007 12/1/2036 2147.95 360 80 CA 2/1/2007 Y 445000 1 3 2147.95 92371 11/28/2006 2 PL1605E_ARM-BALLOON 0 0 44500 90 651 40.22 3YR 12/1/2011 6 3 1 3 2503196655 SFR 1 OO REFI Y 11.5 11.5 44500 44471.42 1/1/2007 12/1/2021 440.68 180 10 CA 2/1/2007 Y 445000 2 0 440.68 92371 11/28/2006 2 TB1630_BALLOON 0 0 0 90 651 42.34 3YR 0 0 0 0 2503196656 D-PUDS 1 NOO REFI N 7.1 7.1 405000 405000 2/1/2007 1/1/2037 2396.25 360 75 MD 2/1/2007 N 540000 1 3 2396.25 20602 12/14/2006 2 PA1605EI_ARM-INTONLY 0 0 108000 95 661 31.8 NO-PREPAY 1/1/2012 6 3 1 3 2503196672 D-PUDS 1 NOO REFI Y 13.5 13.5 108000 107977.95 2/1/2007 1/1/2022 1237.05 180 20 MD 2/1/2007 Y 540000 2 0 1237.05 20602 12/14/2006 2 TB1630_BALLOON 0 0 0 95 661 35.49 NO-PREPAY 0 0 0 0 2503196677 CONDO 1 NOO REFI Y 6.875 6.875 90000 89924.39 2/1/2007 1/1/2037 591.24 360 75 FL 2/1/2007 N 120000 1 3 591.24 33445 12/18/2006 2 PA1605E_ARM 0 0 24000 95 668 40.9 3YR 1/1/2012 6 3 1 3 2503196678 CONDO 1 NOO REFI Y 13.85 13.85 24000 23995.48 2/1/2007 1/1/2022 281.52 180 20 FL 2/1/2007 Y 120000 2 0 281.52 33445 12/18/2006 2 TB1630_BALLOON 0 0 0 95 668 40.9 NO-PREPAY 0 0 0 0 2503196722 SFR 1 OO REFI Y 6.5 6.5 414400 414400 1/1/2007 12/1/2036 2244.67 360 80 CA 2/1/2007 N 518000 1 3 2244.67 90262 11/27/2006 17 PA2607EI_ARM-INTONLY 0 0 0 80 635 42.64 3YR 12/1/2013 6 3 1 3 2503196740 SFR 1 OO REFI N 5.5 5.5 444500 444500 2/1/2007 1/1/2037 2037.29 360 70 CA 2/1/2007 N 635000 1 3 2037.29 93422 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 722 36.84 3YR 1/1/2012 6 3 1 3 2503196750 SFR 1 OO REFI N 6.75 6.75 307500 307235.25 2/1/2007 1/1/2037 1994.44 360 69.89 FL 2/1/2007 N 440000 1 0 1994.44 33176 12/18/2006 17 PF2630_FIXEDRATE 0 0 0 69.89 628 40.41 5YR 0 0 0 0 2503196754 SFR 1 NOO REFI Y 12 12 50000 49971.24 1/1/2007 12/1/2021 514.31 180 20 FL 2/1/2007 Y 250000 2 0 514.31 33033 11/27/2006 2 TB0630_BALLOON 0 0 0 95 729 42.68 2YR 0 0 0 0 2503196762 SFR 1 NOO PURCHASE N 12.525 12.525 44250 44227.36 1/1/2007 12/1/2021 473.12 180 15 CA 2/1/2007 Y 295000 2 0 473.12 92346 11/30/2006 2 TB0630_BALLOON 0 295000 0 95 762 29.21 NO-PREPAY 0 0 0 0 2503196776 SFR 1 OO REFI Y 6.25 6.25 135500 135372.55 1/1/2007 12/1/2036 769.29 360 73.25 AZ 2/1/2007 Y 185000 1 3 769.29 85223 11/29/2006 2 PL2605E_ARM-BALLOON 0 0 0 73.25 622 41.38 3YR 12/1/2011 6 3 1 3 2503196779 SFR 1 OO REFI N 6.75 6.75 285000 285000 1/1/2007 12/1/2036 1603.13 360 74.22 CA 2/1/2007 N 384000 1 3 1603.13 92583 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 57000 89.07 659 46.98 2YR 12/1/2011 6 3 1 3 2503196782 SFR 1 OO REFI Y 12.65 12.65 57000 56971.65 1/1/2007 12/1/2021 614.98 180 14.85 CA 2/1/2007 Y 384000 2 0 614.98 92583 11/30/2006 2 TB1630_BALLOON 0 0 0 89.07 659 46.98 NO-PREPAY 0 0 0 0 2503196829 CONDO 1 OO PURCHASE N 11.75 11.75 141750 140799.66 1/1/2007 12/1/2021 1430.84 180 25 CA 2/1/2007 Y 600000 2 0 1430.84 90278 11/30/2006 2 TB1630_BALLOON 0 567000 0 100 643 39.08 3YR 0 0 0 0 2503196851 D-PUDS 1 OO REFI Y 5.875 5.875 145000 145000 2/1/2007 1/1/2037 709.9 360 78.38 FL 2/1/2007 N 185000 1 3 709.9 34759 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 0 78.38 681 43.77 3YR 1/1/2012 6 3 1 3 2503196859 SFR 1 OO REFI N 6.55 6.55 352500 352500 1/1/2007 12/1/2036 1924.06 360 75 CA 2/1/2007 N 470000 1 3 1924.06 92114 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 70500 90 645 44.52 3YR 12/1/2011 6 3 1 3 2503196860 SFR 1 OO REFI Y 11.7 11.7 70500 70456.68 1/1/2007 12/1/2021 708.93 180 15 CA 2/1/2007 Y 470000 2 0 708.93 92114 11/29/2006 2 TB1630_BALLOON 0 0 0 90 645 44.52 3YR 0 0 0 0 2503196920 2-4FAMILY 2 NOO PURCHASE N 13 13 122000 121943.91 1/1/2007 12/1/2021 1349.56 180 20 NY 2/1/2007 Y 610000 2 0 1349.56 11435 11/29/2006 2 TB0630_BALLOON 0 610000 0 95 782 38.21 NO-PREPAY 0 0 0 0 2503196930 SFR 1 OO PURCHASE N 6.625 6.625 536000 536000 2/1/2007 1/1/2037 2959.17 360 80 CA 2/1/2007 N 670000 1 3 2959.17 94518 12/21/2006 2 PA0605EI_ARM-INTONLY 0 670000 134000 100 718 48.18 3YR 1/1/2012 6 3 1 3 2503196932 SFR 1 NOO REFI Y 6.75 6.75 470000 469595.34 2/1/2007 1/1/2037 3048.41 360 67.15 CA 2/1/2007 N 700000 1 3 3048.41 91307 12/18/2006 17 PA1605E_ARM 0 0 0 67.15 673 32.76 3YR 1/1/2012 6 3 1 3 2503196986 SFR 1 OO REFI Y 6.7 6.7 322240 322240 2/1/2007 1/1/2037 1799.17 360 80 HI 2/1/2007 N 402800 1 3.875 1799.17 96720 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 40280 90 649 39.3 NO-PREPAY 1/1/2012 6 3 1 3.875 2503196997 SFR 1 NOO PURCHASE N 6.5 6.5 231000 231000 1/1/2007 12/1/2036 1251.25 360 70 CA 2/1/2007 N 330000 1 3 1251.25 95820 11/30/2006 2 PA1605EI_ARM-INTONLY 0 330000 82500 95 643 38.33 1YR 12/1/2011 6 3 1 3 2503197005 SFR 1 NOO PURCHASE N 13.7 13.7 82500 82467.65 1/1/2007 12/1/2021 957.96 180 25 CA 2/1/2007 Y 330000 2 0 957.96 95820 11/30/2006 2 TB1630_BALLOON 0 330000 0 95 643 38.33 1YR 0 0 0 0 2503197016 SFR 1 NOO PURCHASE N 12.9 12.9 21000 20990.13 1/1/2007 12/1/2021 230.66 180 10 CA 2/1/2007 Y 210000 2 0 230.66 95815 11/15/2006 2 TB1630_BALLOON 0 210000 0 90 664 49.2 3YR 0 0 0 0 2503197026 CONDO 1 OO PURCHASE N 7.28 7.28 355200 355200 2/1/2007 1/1/2037 2154.88 360 80 CA 2/1/2007 N 445000 1 3 2154.88 91367 12/15/2006 2 PA1605EI_ARM-INTONLY 0 444000 88800 100 653 44.69 3YR 1/1/2012 6 3 1 3 2503197045 CONDO 1 NOO PURCHASE N 8.7 8.7 140000 140000 2/1/2007 1/1/2037 1015 360 80 IL 2/1/2007 N 180000 1 3 1015 60621 12/6/2006 2 PA0605EI_ARM-INTONLY 0 175000 26250 95 691 41.36 NO-PREPAY 1/1/2012 6 3 1 3 2503197053 CONDO 1 NOO PURCHASE N 10.5 10.5 274500 274280.88 1/1/2007 12/1/2036 2401.87 360 90 CA 2/1/2007 N 305000 1 5 2401.87 92111 12/6/2006 7 EA0605EI_ARM-INTONLY 25 305000 0 90 683 0 3YR 12/1/2011 6 3 1 5 2503197055 CONDO 1 2ND PURCHASE N 9.95 9.95 274500 274500 1/1/2007 12/1/2036 2276.06 360 90 CA 2/1/2007 N 305000 1 4.5 2276.06 92111 12/6/2006 7 EA1605EI_ARM-INTONLY 25 305000 0 90 678 0 3YR 12/1/2011 6 3 1 4.5 2503197066 SFR 1 OO PURCHASE N 6.5 6.5 329600 329600 1/1/2007 12/1/2036 1785.33 360 80 HI 2/1/2007 N 412000 1 3 1785.33 96792 11/30/2006 2 PA1605EI_ARM-INTONLY 0 412000 82400 100 670 47.37 NO-PREPAY 12/1/2011 6 3 1 3 2503197068 SFR 1 OO REFI Y 5.875 5.875 850000 849133.39 2/1/2007 1/1/2037 5028.07 360 62.97 HI 2/1/2007 N 1350000 1 0 5028.07 96761 12/7/2006 2 PF0630_FIXEDRATE 0 0 0 62.97 749 33.6 NO-PREPAY 0 0 0 0 2503197093 SFR 1 2ND REFI Y 12.625 12.625 98000 97950.97 1/1/2007 12/1/2021 1055.43 180 20 CA 2/1/2007 Y 490000 2 0 1055.43 92114 11/28/2006 2 TB1630_BALLOON 0 0 0 95 648 27.67 3YR 0 0 0 0 2503197157 SFR 1 OO REFI Y 11.99 11.99 165000 164904.9 1/1/2007 12/1/2021 1695.94 180 15 HI 2/1/2007 Y 1100000 2 0 1695.94 96821 11/20/2006 2 TB1630_BALLOON 0 0 0 90 647 43.98 NO-PREPAY 0 0 0 0 2503197162 HI-RISE 1 OO PURCHASE N 13.65 13.65 50000 49980.17 1/1/2007 12/1/2021 578.61 180 20 FL 2/1/2007 Y 250000 2 0 578.61 33126 11/30/2006 2 TB1630_BALLOON 0 250000 0 100 647 41.03 NO-PREPAY 0 0 0 0 2503197195 SFR 1 OO PURCHASE N 7.125 7.125 360000 360000 2/1/2007 1/1/2037 2137.5 360 80 FL 2/1/2007 N 460000 1 3.875 2137.5 33165 12/5/2006 2 PA0605EI_ARM-INTONLY 0 450000 90000 100 680 46.26 2YR 1/1/2012 6 3 1 3.875 2503197198 SFR 1 OO PURCHASE N 6.99 6.99 240000 239816.09 1/1/2007 12/1/2036 1489.69 360 80 CT 2/1/2007 Y 300000 1 4 1489.69 06604 11/27/2006 2 PL1605E_ARM-BALLOON 0 300000 60000 100 644 40.37 3YR 12/1/2011 6 3 1 4 2503197199 SFR 1 OO PURCHASE N 12.5 12.5 60000 59969.14 1/1/2007 12/1/2021 640.35 180 20 CT 2/1/2007 Y 300000 2 0 640.35 06604 11/27/2006 2 TB1630_BALLOON 0 300000 0 100 644 41.56 3YR 0 0 0 0 2503197204 SFR 1 NOO REFI Y 6.75 6.75 130000 129886.25 2/1/2007 1/1/2037 843.18 360 41.94 CA 2/1/2007 N 310000 1 0 843.18 93535 12/27/2006 1 PF0630_FIXEDRATE 0 0 0 41.94 701 33.96 NO-PREPAY 0 0 0 0 2503197222 SFR 1 NOO REFI Y 7.31 7.31 427500 427500 1/1/2007 12/1/2036 2604.19 360 75 CA 2/1/2007 N 570000 1 3 2604.19 90638 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 114000 95 656 44.47 2YR 12/1/2011 6 3 1 3 2503197223 SFR 1 NOO REFI Y 13.74 13.74 114000 113955.69 1/1/2007 12/1/2021 1327.33 180 20 CA 2/1/2007 Y 570000 2 0 1327.33 90638 11/29/2006 2 TB1630_BALLOON 0 0 0 95 656 44.47 2YR 0 0 0 0 2503197232 D-PUDS 1 NOO REFI N 6.125 6.125 193000 193000 2/1/2007 1/1/2037 985.1 360 59.39 AZ 2/1/2007 N 325000 1 3 985.1 85249 12/26/2006 1 PA1605EI_ARM-INTONLY 0 0 0 59.39 667 21.49 3YR 1/1/2012 6 3 1 3 2503197254 SFR 1 OO REFI Y 11.75 11.75 43500 43473.57 1/1/2007 12/1/2021 439.09 180 9.85 MD 2/1/2007 Y 442000 2 0 439.09 20906 11/28/2006 2 TB1630_BALLOON 0 0 0 84.85 646 44.71 NO-PREPAY 0 0 0 0 2503197255 SFR 1 OO REFI Y 11.215 11.215 254000 253826.35 1/1/2007 12/1/2021 2460.26 180 19.54 CA 2/1/2007 Y 1300000 2 0 2460.26 94939 11/30/2006 2 TB1630_BALLOON 0 0 0 80.31 662 45.77 3YR 0 0 0 0 2503197275 SFR 1 OO REFI N 6.4 6.4 224000 224000 2/1/2007 1/1/2037 1194.67 360 80 NV 2/1/2007 N 280000 1 3 1194.67 89129 12/11/2006 2 PA0605EI_ARM-INTONLY 0 0 56000 100 742 28.24 3YR 1/1/2012 6 3 1 3 2503197294 SFR 1 OO PURCHASE N 7.67 7.67 168750 168750 2/1/2007 1/1/2037 1078.59 360 75 IL 2/1/2007 N 230000 1 3 1078.59 60155 12/28/2006 2 PA0605EI_ARM-INTONLY 0 225000 56250 100 715 43.43 NO-PREPAY 1/1/2012 6 3 1 3 2503197296 SFR 1 OO REFI N 6.45 6.45 528500 528500 2/1/2007 1/1/2037 2840.69 360 70 CA 2/1/2007 N 755000 1 0 2840.69 94560 12/27/2006 2 PF2630I_FIX-INTONLY 0 0 0 70 632 41.55 3YR 0 0 0 0 2503197309 SFR 1 OO REFI Y 5.58 5.58 280000 280000 1/1/2007 12/1/2036 1302 360 70 CA 2/1/2007 N 400000 1 3.875 1302 92021 12/4/2006 2 PA0607EI_ARM-INTONLY 0 0 0 70 728 47.12 3YR 12/1/2013 6 3 1 3.875 2503197311 SFR 1 OO REFI Y 6.125 6.125 595000 594923.89 1/1/2007 12/1/2036 3036.98 360 72.13 CA 2/1/2007 N 825000 1 3 3036.98 92881 11/30/2006 17 PA1605EI_ARM-INTONLY 0 0 0 72.13 672 43.74 3YR 12/1/2011 6 3 1 3 2503197351 SFR 1 OO REFI Y 6.375 6.375 197000 197000 1/1/2007 12/1/2036 1046.56 360 70.36 CA 2/1/2007 N 280000 1 3 1046.56 93618 11/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70.36 676 27.28 NO-PREPAY 12/1/2011 6 3 1 3 2503197359 SFR 1 OO REFI N 6.6 6.6 416000 416000 1/1/2007 12/1/2036 2288 360 80 CA 2/1/2007 N 520000 1 3 2288 94513 11/20/2006 2 PA0605EI_ARM-INTONLY 0 0 104000 100 687 44.79 NO-PREPAY 12/1/2011 6 3 1 3 2503197369 SFR 1 OO REFI Y 5.625 5.625 548000 548000 1/1/2007 12/1/2036 2568.75 360 80 CA 2/1/2007 N 685000 1 3 2568.75 93927 11/20/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 768 42.05 1YR 12/1/2011 6 3 1 3 2503197385 CONDO 1 NOO PURCHASE N 6.95 6.95 118650 118650 3/1/2007 2/1/2037 687.18 360 70 AZ 2/1/2007 N 169500 1 3 687.18 85251 1/5/2007 2 PA0605EI_ARM-INTONLY 0 169500 42375 95 692 46.91 NO-PREPAY 2/1/2012 6 3 1 3 2503197396 CONDO 1 OO PURCHASE N 6.65 6.65 140400 140400 1/1/2007 12/1/2036 778.05 360 80 WA 2/1/2007 N 175500 1 3.875 778.05 98058 12/1/2006 2 PA0605EI_ARM-INTONLY 0 175500 35100 100 684 37.1 2YR 12/1/2011 6 3 1 3.875 2503197409 CONDO 1 NOO REFI N 11.75 11.75 35000 34978.02 1/1/2007 12/1/2021 353.29 180 20 CO 2/1/2007 Y 175000 2 0 353.29 80133 11/29/2006 2 TB0630_BALLOON 0 0 0 95 701 42.61 3YR 0 0 0 0 2503197412 SFR 1 OO PURCHASE N 6.2 6.2 322500 322416.69 1/1/2007 12/1/2036 1666.25 360 75 CA 2/1/2007 N 460000 1 2.75 1666.25 93635 12/4/2006 2 PA0605EI_ARM-INTONLY 0 430000 107500 100 725 41.81 NO-PREPAY 12/1/2011 6 3 1 2.75 2503197443 SFR 1 OO PURCHASE N 6.5 6.5 188000 188000 1/1/2007 12/1/2036 1018.33 360 80 VA 2/1/2007 N 240000 1 4 1018.33 22407 11/30/2006 2 PA1605EI_ARM-INTONLY 0 235000 47000 100 654 31.79 3YR 12/1/2011 6 3 1 4 2503197444 SFR 1 OO REFI N 5.77 5.77 534000 532886.49 1/1/2007 12/1/2036 3123.07 360 48.11 WA 2/1/2007 N 1110000 1 0 3123.07 98004 11/28/2006 1 PF0630_FIXEDRATE 0 0 0 48.11 760 53.14 3YR 0 0 0 0 2503197445 SFR 1 OO PURCHASE N 12.7 12.7 47000 46976.87 1/1/2007 12/1/2021 508.92 180 20 VA 2/1/2007 Y 240000 2 0 508.92 22407 11/30/2006 2 TB1630_BALLOON 0 235000 0 100 654 31.79 NO-PREPAY 0 0 0 0 2503197466 SFR 1 OO PURCHASE N 7.375 7.375 122000 122000 2/1/2007 1/1/2037 749.79 360 80 MD 2/1/2007 N 195000 1 3 749.79 21206 12/1/2006 2 PA1605EI_ARM-INTONLY 0 152500 30500 100 676 13.15 1YR 1/1/2012 6 3 1 3 2503197502 CONDO 1 OO PURCHASE N 6.3 6.3 200925 200736.19 2/1/2007 1/1/2037 1243.67 360 75 FL 2/1/2007 N 267900 1 3 1243.67 33166 12/14/2006 1 PA2605E_ARM 0 267900 66975 100 625 43.05 2YR 1/1/2012 6 3 1 3 2503197503 CONDO 1 OO PURCHASE N 12.49 12.49 66975 66957.82 2/1/2007 1/1/2022 714.28 180 25 FL 2/1/2007 Y 267900 2 0 714.28 33166 12/14/2006 1 TB2630_BALLOON 0 267900 0 100 625 43.05 3YR 0 0 0 0 2503197519 SFR 1 2ND REFI Y 7.75 7.75 160000 160000 1/1/2007 12/1/2036 1033.33 360 80 WA 2/1/2007 N 200000 1 3 1033.33 98407 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 646 43.4 2YR 12/1/2011 6 3 1 3 2503197525 D-PUDS 1 OO REFI N 8.2 8.2 248000 248000 1/1/2007 12/1/2036 1694.67 360 80 IL 2/1/2007 N 310000 1 3 1694.67 60560 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 59500 99.2 699 42.29 NO-PREPAY 12/1/2011 6 3 1 3 2503197547 SFR 1 OO REFI Y 6.55 6.55 275600 275600 2/1/2007 1/1/2037 1504.32 360 74.09 CA 2/1/2007 N 372000 1 3.875 1504.32 95207 12/15/2006 2 PA0607EI_ARM-INTONLY 0 0 74400 94.09 704 46.82 1YR 1/1/2014 6 3 1 3.875 2503197570 SFR 1 OO PURCHASE N 6.8 6.8 284000 284000 2/1/2007 1/1/2037 1609.33 360 80 CA 2/1/2007 N 355000 1 3 1609.33 92503 12/13/2006 2 PA0605EI_ARM-INTONLY 0 355000 71000 100 694 40.69 3YR 1/1/2012 6 3 1 3 2503197584 D-PUDS 1 OO PURCHASE N 6.675 6.675 472500 472500 1/1/2007 12/1/2036 2628.28 360 75 AZ 2/1/2007 N 630000 1 3 2628.28 85086 11/27/2006 2 PA1605EI_ARM-INTONLY 0 630000 157500 100 673 44.07 1YR 12/1/2011 6 3 1 3 2503197585 D-PUDS 1 OO PURCHASE N 11.85 11.85 157500 157406.36 1/1/2007 12/1/2021 1601.9 180 25 AZ 2/1/2007 Y 630000 2 0 1601.9 85086 11/27/2006 2 TB1630_BALLOON 0 630000 0 100 673 44.07 1YR 0 0 0 0 2503197648 CONDO 1 NOO PURCHASE N 6.6 6.6 241500 241500 2/1/2007 1/1/2037 1328.25 360 70 CA 2/1/2007 N 345000 1 3 1328.25 92116 12/18/2006 2 PA1605EI_ARM-INTONLY 0 345000 86250 95 678 38.53 2YR 1/1/2012 6 3 1 3 2503197655 CONDO 1 NOO PURCHASE N 13.44 13.44 86250 86232.15 2/1/2007 1/1/2022 983.85 180 25 CA 2/1/2007 Y 345000 2 0 983.85 92116 12/18/2006 2 TB1630_BALLOON 0 345000 0 95 678 38.53 NO-PREPAY 0 0 0 0 2503197659 SFR 1 OO PURCHASE N 6.875 6.875 400000 400000 1/1/2007 12/1/2036 2291.67 360 80 CA 2/1/2007 N 500000 1 3 2291.67 95757 11/30/2006 2 PA0605EI_ARM-INTONLY 0 500000 100000 100 703 30.85 1YR 12/1/2011 6 3 1 3 2503197668 CONDO 1 OO PURCHASE N 7.25 7.25 126350 126350 2/1/2007 1/1/2037 763.36 360 79.98 FL 2/1/2007 N 166500 1 3 763.36 33411 12/12/2006 2 PA1605EI_ARM-INTONLY 0 157990 31600 99.98 676 27.5 3YR 1/1/2012 6 3 1 3 2503197678 SFR 1 NOO PURCHASE N 7.49 7.49 600000 600000 2/1/2007 1/1/2037 3745 360 80 WA 2/1/2007 N 750000 1 3 3745 98056 12/27/2006 2 PA1605EI_ARM-INTONLY 0 750000 112500 95 653 48.34 NO-PREPAY 1/1/2012 6 3 1 3 2503197679 SFR 1 NOO PURCHASE N 14.395 14.395 112500 112481.3 2/1/2007 1/1/2037 1368.23 360 15 WA 2/1/2007 N 750000 2 0 1368.23 98056 12/27/2006 2 TF1630_FIXEDRATE 0 750000 0 95 653 48.34 NO-PREPAY 0 0 0 0 2503197705 SFR 1 OO REFI N 7.65 7.65 520000 520000 1/1/2007 12/1/2036 3315 360 80 CA 2/1/2007 N 650000 1 3 3315 94565 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 130000 100 660 45.79 NO-PREPAY 12/1/2011 6 3 1 3 2503197706 SFR 1 OO REFI N 12.5 12.5 130000 129933.11 1/1/2007 12/1/2021 1387.44 180 20 CA 2/1/2007 Y 650000 2 0 1387.44 94565 11/29/2006 2 TB1630_BALLOON 0 0 0 100 656 45.79 NO-PREPAY 0 0 0 0 2503197718 SFR 1 OO PURCHASE N 5.875 5.875 615000 613742.89 1/1/2007 12/1/2036 3637.96 360 62.13 CA 2/1/2007 N 990000 1 3 3637.96 91302 12/4/2006 15 SA0605E_ARM 0 990000 0 62.13 778 0 3YR 12/1/2011 6 3 1 3 2503197742 2-4FAMILY 2 OO REFI N 6.99 6.99 595000 595000 2/1/2007 1/1/2037 3465.88 360 70 HI 2/1/2007 N 850000 1 2.75 3465.88 96717 12/14/2006 2 PA2605EI_ARM-INTONLY 0 0 0 70 635 44.05 NO-PREPAY 1/1/2012 6 3 1 2.75 2503197766 D-PUDS 1 OO REFI N 5.49 5.49 292800 292799.92 2/1/2007 1/1/2037 1339.56 360 80 CA 2/1/2007 N 366000 1 3.875 1339.56 93312 12/13/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 776 39.16 3YR 1/1/2012 6 3 1 3.875 2503197788 SFR 1 OO REFI Y 6.55 6.55 480000 480000 1/1/2007 12/1/2036 2620 360 71.12 MN 2/1/2007 N 675000 1 3 2620 55025 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 0 71.12 676 45 3YR 12/1/2011 6 3 1 3 2503197796 CONDO 1 OO PURCHASE N 7.075 7.075 213750 213750 2/1/2007 1/1/2037 1260.23 360 75 FL 2/1/2007 N 285000 1 3 1260.23 33444 12/22/2006 2 PA0605EI_ARM-INTONLY 0 285000 71250 100 733 34.38 NO-PREPAY 1/1/2012 6 3 1 3 2503197807 SFR 1 OO REFI Y 12.125 12.125 120000 119966.61 2/1/2007 1/1/2022 1245.89 180 20 CA 2/1/2007 Y 600000 2 0 1245.89 91321 12/7/2006 2 TB1630_BALLOON 0 0 0 95 646 45 1YR 0 0 0 0 2503197830 SFR 1 OO REFI N 6.6 6.6 357800 357800 1/1/2007 12/1/2036 1967.9 360 80 CA 2/1/2007 N 447250 1 3 1967.9 95240 12/5/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 673 38.08 3YR 12/1/2011 6 3 1 3 2503197833 D-PUDS 1 NOO REFI N 7 7 508500 508500 2/1/2007 1/1/2037 2966.25 360 75 GA 2/1/2007 N 678000 1 3 2966.25 30064 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 97000 89.31 753 28.62 NO-PREPAY 1/1/2012 6 3 1 3 2503197834 D-PUDS 1 NOO REFI N 12.125 12.125 97000 96973 2/1/2007 1/1/2022 1007.1 180 14.31 GA 2/1/2007 Y 678000 2 0 1007.1 30064 12/29/2006 2 TB0630_BALLOON 0 0 0 89.31 753 28.62 NO-PREPAY 0 0 0 0 2503197848 SFR 1 NOO PURCHASE N 8.05 8.05 246400 246400 1/1/2007 12/1/2036 1652.93 360 80 CA 2/1/2007 N 308000 1 3 1652.93 95206 12/1/2006 2 PA0605EI_ARM-INTONLY 0 308000 46200 95 732 44.17 1YR 12/1/2011 6 3 1 3 2503197849 SFR 1 NOO PURCHASE N 11.95 11.95 46200 46173.14 1/1/2007 12/1/2021 473.44 180 15 CA 2/1/2007 Y 308000 2 0 473.44 95206 12/1/2006 2 TB0630_BALLOON 0 308000 0 95 732 44.17 NO-PREPAY 0 0 0 0 2503197855 SFR 1 OO REFI Y 12.5 12.5 99500 99448.81 1/1/2007 12/1/2021 1061.92 180 25 UT 2/1/2007 Y 398000 2 0 1061.92 84404 11/29/2006 2 TB1630_BALLOON 0 0 0 100 660 41.6 NO-PREPAY 0 0 0 0 2503197859 CONDO 1 OO PURCHASE N 7.65 7.65 224000 224000 1/1/2007 12/1/2036 1428 360 80 FL 2/1/2007 N 280000 1 3 1428 33312 11/27/2006 2 PA1605EI_ARM-INTONLY 0 280000 56000 100 656 44.43 2YR 12/1/2011 6 3 1 3 2503197860 CONDO 1 OO PURCHASE N 12.9 12.9 56000 55973.66 1/1/2007 12/1/2021 615.1 180 20 FL 2/1/2007 Y 280000 2 0 615.1 33312 11/27/2006 2 TB1630_BALLOON 0 280000 0 100 656 44.43 2YR 0 0 0 0 2503197864 D-PUDS 1 OO PURCHASE N 5.99 5.99 382500 382500 1/1/2007 12/1/2036 1909.31 360 75 CA 2/1/2007 N 550000 1 3 1909.31 91913 11/30/2006 2 PA0605EI_ARM-INTONLY 0 510000 76500 90 690 42.01 3YR 12/1/2011 6 3 1 3 2503197878 D-PUDS 1 OO PURCHASE N 7.25 7.25 522400 522400 1/1/2007 12/1/2036 3156.17 360 80 NV 2/1/2007 N 655000 1 3 3156.17 89129 12/6/2006 2 PA1605EI_ARM-INTONLY 0 653000 130600 100 666 44.46 1YR 12/1/2011 6 3 1 3 2503197879 SFR 1 NOO REFI N 7.75 7.75 120000 120000 2/1/2007 1/1/2037 775 360 80 IL 2/1/2007 N 150000 1 3 775 60617 12/20/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 654 41.92 NO-PREPAY 1/1/2012 6 3 1 3 2503197880 D-PUDS 1 OO PURCHASE N 11.35 11.35 130600 130513.33 1/1/2007 12/1/2021 1278.39 180 20 NV 2/1/2007 Y 655000 2 0 1278.39 89129 12/6/2006 2 TB1630_BALLOON 0 653000 0 100 666 44.46 2YR 0 0 0 0 2503197891 SFR 1 OO PURCHASE N 6.25 6.25 252000 252000 2/1/2007 1/1/2037 1312.5 360 80 CA 2/1/2007 N 325000 1 0 1312.5 95209 12/13/2006 2 PF1630I_FIX-INTONLY 0 315000 0 80 655 40.04 3YR 0 0 0 0 2503197895 SFR 1 OO REFI Y 6 6 520000 519476.47 1/1/2007 12/1/2036 2861.11 360 69.8 HI 2/1/2007 Y 745000 1 3 2861.11 96732 11/27/2006 2 PL3605E_ARM-BALLOON 0 0 0 69.8 617 45.65 NO-PREPAY 12/1/2011 6 3 1 3 2503197897 SFR 1 OO PURCHASE N 11.4 11.4 82400 82345.9 1/1/2007 12/1/2021 809.72 180 20 HI 2/1/2007 Y 412000 2 0 809.72 96792 11/30/2006 2 TB1630_BALLOON 0 412000 0 100 670 47.36 3YR 0 0 0 0 2503197930 D-PUDS 1 OO PURCHASE N 7.5 7.5 292000 292000 1/1/2007 12/1/2036 1825 360 80 NV 2/1/2007 N 365000 1 3 1825 89512 12/6/2006 2 PA1605EI_ARM-INTONLY 0 365000 73000 100 660 47.82 NO-PREPAY 12/1/2011 6 3 1 3 2503197931 D-PUDS 1 OO PURCHASE N 12.19 12.19 73000 72959.75 1/1/2007 12/1/2021 761.58 180 20 NV 2/1/2007 Y 365000 2 0 761.58 89512 12/6/2006 2 TB1630_BALLOON 0 365000 0 100 660 47.82 NO-PREPAY 0 0 0 0 2503197949 SFR 1 NOO REFI N 6.7 6.7 124000 123948.62 2/1/2007 1/1/2037 743.71 360 71.68 MN 2/1/2007 Y 173000 1 3 743.71 55411 12/4/2006 2 PL0605E_ARM-BALLOON 0 0 14000 79.77 732 30.51 3YR 1/1/2012 6 3 1 3 2503197987 SFR 1 OO PURCHASE N 6.49 6.49 326250 325657.38 1/1/2007 12/1/2036 2059.98 360 75 FL 2/1/2007 N 435000 1 3.875 2059.98 33182 11/27/2006 2 PA1605E_ARM 0 435000 108750 100 660 39.76 2YR 12/1/2011 6 3 1 3.875 2503197988 SFR 1 OO PURCHASE N 11.74 11.74 108750 108683.76 1/1/2007 12/1/2021 1096.9 180 25 FL 2/1/2007 Y 435000 2 0 1096.9 33182 11/27/2006 2 TB1630_BALLOON 0 435000 0 100 660 39.92 2YR 0 0 0 0 2503197990 D-PUDS 1 OO PURCHASE N 7.5 7.5 235992 235356.61 2/1/2007 1/1/2037 1474.95 360 80 FL 2/1/2007 N 296000 1 3 1474.95 33033 12/7/2006 2 PA1605EI_ARM-INTONLY 0 294990 58998 100 647 48.9 1YR 1/1/2012 6 3 1 3 2503197991 D-PUDS 1 OO PURCHASE N 12.625 12.625 58998 58983.32 2/1/2007 1/1/2022 635.39 180 20 FL 2/1/2007 Y 296000 2 0 635.39 33033 12/7/2006 2 TB1630_BALLOON 0 294990 0 100 647 48.9 1YR 0 0 0 0 2503198003 SFR 1 OO PURCHASE N 6.15 6.15 238400 238399.6 1/1/2007 12/1/2036 1221.8 360 80 MD 2/1/2007 N 301300 1 3 1221.8 20743 11/29/2006 2 PA1605EI_ARM-INTONLY 0 298000 59600 100 678 31.58 3YR 12/1/2011 6 3 1 3 2503198004 SFR 1 OO PURCHASE N 11.75 11.75 59600 59562.98 1/1/2007 12/1/2021 601.61 180 20 MD 2/1/2007 Y 301300 2 0 601.61 20743 11/29/2006 2 TB1630_BALLOON 0 298000 0 100 678 31.58 NO-PREPAY 0 0 0 0 2503198007 SFR 1 NOO REFI Y 6.082 6.082 273000 273000 2/1/2007 1/1/2037 1383.66 360 70 FL 2/1/2007 N 390000 1 3 1383.66 33013 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 97500 95 735 35.78 1YR 1/1/2012 6 3 1 3 2503198009 SFR 1 NOO REFI N 11.725 11.725 97500 97470.35 2/1/2007 1/1/2022 982.31 180 25 FL 2/1/2007 Y 390000 2 0 982.31 33013 12/27/2006 2 TB0630_BALLOON 0 0 0 95 735 35.78 NO-PREPAY 0 0 0 0 2503198012 2-4FAMILY 2 NOO PURCHASE N 8.75 8.75 202400 202400 1/1/2007 12/1/2036 1475.83 360 80 FL 2/1/2007 N 253000 1 3 1475.83 33441 11/30/2006 7 SA2605EI_ARM-INTONLY 0 253000 0 80 635 0 3YR 12/1/2011 6 3 1 3 2503198021 SFR 1 OO REFI N 6.25 6.25 568000 568000 1/1/2007 12/1/2036 2958.33 360 80 CA 2/1/2007 N 710000 1 3 2958.33 91343 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 142000 100 716 31.52 3YR 12/1/2011 6 3 1 3 2503198054 CONDO 1 NOO PURCHASE N 6.99 6.99 85500 85429.78 2/1/2007 1/1/2037 568.26 360 75 FL 2/1/2007 N 123000 1 3 568.26 32714 12/4/2006 2 PA0605E_ARM 0 114000 22800 95 730 29.51 3YR 1/1/2012 6 3 1 3 2503198078 SFR 1 OO PURCHASE N 7.45 7.45 308000 308000 2/1/2007 1/1/2037 1912.17 360 80 IN 2/1/2007 N 385000 1 0 1912.17 46324 12/21/2006 2 PF0630I_FIX-INTONLY 0 385000 77000 100 707 36.67 2YR 0 0 0 0 2503198095 SFR 1 OO PURCHASE N 12.24 12.24 215000 214882.77 1/1/2007 12/1/2021 2251.32 180 25 FL 2/1/2007 Y 860000 2 0 2251.32 33015 11/30/2006 2 TB1630_BALLOON 0 860000 0 100 657 41.69 3YR 0 0 0 0 2503198099 CONDO 1 NOO PURCHASE N 12.725 12.725 22800 22794.45 2/1/2007 1/1/2022 247.32 180 20 FL 2/1/2007 Y 123000 2 0 247.32 32714 12/4/2006 2 TB0630_BALLOON 0 114000 0 95 730 29.51 3YR 0 0 0 0 2503198120 SFR 1 OO REFI N 6 6 400000 400000 1/1/2007 12/1/2036 2000 360 74.63 CA 2/1/2007 N 536000 1 3 2000 93445 11/29/2006 2 PA0605EI_ARM-INTONLY 0 0 109200 95 697 42.39 NO-PREPAY 12/1/2011 6 3 1 3 2503198121 CONDO 1 OO REFI N 7.5 7.5 472000 472000 1/1/2007 12/1/2036 2950 360 80 CA 2/1/2007 N 590000 1 3 2950 91354 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 118000 100 670 45.89 NO-PREPAY 12/1/2011 6 3 1 3 2503198124 CONDO 1 OO REFI Y 12.5 12.5 118000 117939.3 1/1/2007 12/1/2021 1259.36 180 20 CA 2/1/2007 Y 590000 2 0 1259.36 91354 11/30/2006 2 TB1630_BALLOON 0 0 0 100 670 45.89 NO-PREPAY 0 0 0 0 2503198134 SFR 1 NOO PURCHASE N 7.125 7.125 315000 315000 2/1/2007 1/1/2037 1870.31 360 75 CA 2/1/2007 N 425000 1 3 1870.31 92315 12/12/2006 2 PA0605EI_ARM-INTONLY 0 420000 84000 95 693 45.05 NO-PREPAY 1/1/2012 6 3 1 3 2503198135 SFR 1 NOO PURCHASE N 13 13 84000 83980.79 2/1/2007 1/1/2022 929.21 180 20 CA 2/1/2007 Y 425000 2 0 929.21 92315 12/12/2006 2 TB0630_BALLOON 0 420000 0 95 693 45.05 NO-PREPAY 0 0 0 0 2503198136 SFR 1 OO REFI Y 5.45 5.45 277300 277299.76 2/1/2007 1/1/2037 1259.4 360 56.6 CA 2/1/2007 N 490000 1 3 1259.4 90301 12/7/2006 17 PA1605EI_ARM-INTONLY 0 0 0 56.6 658 41.58 3YR 1/1/2012 6 3 1 3 2503198141 CONDO 1 OO REFI N 5.75 5.75 167500 167500 2/1/2007 1/1/2037 802.6 360 60.25 CA 2/1/2007 N 278052 1 3 802.6 92109 12/7/2006 1 PA0605EI_ARM-INTONLY 0 0 0 60.25 805 35.99 3YR 1/1/2012 6 3 1 3 2503198150 SFR 1 OO PURCHASE N 6.25 6.25 378000 378000 1/1/2007 12/1/2036 1968.75 360 70 CA 2/1/2007 N 545000 1 3.875 1968.75 90280 12/8/2006 2 PA1605EI_ARM-INTONLY 0 540000 162000 100 652 40.11 3YR 12/1/2011 6 3 1 3.875 2503198151 SFR 1 OO PURCHASE N 11.975 11.975 162000 161906.31 1/1/2007 12/1/2021 1663.24 180 30 CA 2/1/2007 Y 545000 2 0 1663.24 90280 12/8/2006 2 TB1630_BALLOON 0 540000 0 100 652 40.11 3YR 0 0 0 0 2503198156 SFR 1 NOO REFI Y 6.65 6.65 435000 435000 2/1/2007 1/1/2037 2410.63 360 75 CA 2/1/2007 N 580000 1 3 2410.63 91335 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 116000 95 750 36.45 NO-PREPAY 1/1/2012 6 3 1 3 2503198160 SFR 1 NOO REFI N 12.05 12.05 116000 115967.17 2/1/2007 1/1/2022 1197.66 180 20 CA 2/1/2007 Y 580000 2 0 1197.66 91335 12/29/2006 2 TB0630_BALLOON 0 0 0 95 750 23.32 NO-PREPAY 0 0 0 0 2503198165 SFR 1 OO PURCHASE N 6.5 6.5 96000 96000 1/1/2007 12/1/2036 520 360 75 FL 2/1/2007 N 128000 1 3 520 33610 11/30/2006 2 PA0605EI_ARM-INTONLY 0 128000 32000 100 723 36.35 1YR 12/1/2011 6 3 1 3 2503198178 2-4FAMILY 3 OO PURCHASE N 6.4 6.4 437250 437250 2/1/2007 1/1/2037 2332 360 75 NY 2/1/2007 N 630000 1 3 2332 11221 12/5/2006 2 PA1605EI_ARM-INTONLY 0 583000 116600 95 644 40.03 1YR 1/1/2012 6 3 1 3 2503198179 2-4FAMILY 3 OO PURCHASE N 12.7 12.7 116600 116571.47 2/1/2007 1/1/2022 1262.55 180 20 NY 2/1/2007 Y 630000 2 0 1262.55 11221 12/5/2006 2 TB1630_BALLOON 0 583000 0 95 644 40.03 NO-PREPAY 0 0 0 0 2503198187 SFR 1 OO PURCHASE N 5.99 5.99 424800 424800 1/1/2007 12/1/2036 2120.46 360 80 CA 2/1/2007 N 560000 1 3.875 2120.46 95829 11/28/2006 2 PA0605EI_ARM-INTONLY 0 531050 106200 100 751 34.38 2YR 12/1/2011 6 3 1 3.875 2503198189 SFR 1 OO PURCHASE N 6.2 6.2 337500 337500 1/1/2007 12/1/2036 1743.75 360 75 FL 2/1/2007 N 450000 1 3 1743.75 33174 11/30/2006 1 PA2603EI_ARM-INTONLY 0 450000 112500 100 626 41.67 3YR 12/1/2009 6 3 1 3 2503198190 SFR 1 OO PURCHASE N 12.79 12.79 112500 112445.75 1/1/2007 12/1/2021 1226.04 180 25 FL 2/1/2007 Y 450000 2 0 1226.04 33174 11/30/2006 1 TB2630_BALLOON 0 450000 0 100 626 41.67 NO-PREPAY 0 0 0 0 2503198192 CONDO 1 NOO PURCHASE N 6.2 6.2 341250 341250 2/1/2007 1/1/2037 1763.13 360 75 CA 2/1/2007 N 460000 1 3 1763.13 95051 12/13/2006 2 PA0605EI_ARM-INTONLY 0 455000 0 75 748 43.08 3YR 1/1/2012 6 3 1 3 2503198201 SFR 1 OO PURCHASE N 7.625 7.625 483200 482850.27 2/1/2007 1/1/2037 3420.06 360 80 IL 2/1/2007 N 604000 1 3 3420.06 60641 12/18/2006 2 PA0605E_ARM 0 604000 120800 100 736 41.38 NO-PREPAY 1/1/2012 6 3 1 3 2503198207 SFR 1 NOO PURCHASE N 6.6 6.6 300000 300000 1/1/2007 12/1/2036 1650 360 75 IL 2/1/2007 N 417500 1 3 1650 60712 11/30/2006 2 PA0605EI_ARM-INTONLY 0 400000 80000 95 785 29.76 NO-PREPAY 12/1/2011 6 3 1 3 2503198210 2-4FAMILY 4 OO PURCHASE N 6.6 6.6 255000 255000 1/1/2007 12/1/2036 1402.5 360 75 IL 2/1/2007 N 345000 1 3 1402.5 60636 11/30/2006 1 PA0605EI_ARM-INTONLY 0 340000 85000 100 783 43.98 1YR 12/1/2011 6 3 1 3 2503198257 SFR 1 OO REFI N 6.99 6.99 148000 148000 2/1/2007 1/1/2037 862.1 360 80 CO 2/1/2007 N 185000 1 3 862.1 80010 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 37000 100 685 46.04 3YR 1/1/2012 5 3 1 3 2503198261 PUD 1 OO PURCHASE N 12 12 57250 57233.62 2/1/2007 1/1/2022 588.88 180 25 MN 2/1/2007 Y 230000 2 0 588.88 55119 12/8/2006 2 TB1630_BALLOON 0 229000 0 100 662 44.8 NO-PREPAY 0 0 0 0 2503198271 CONDO 1 OO REFI Y 7.675 7.675 198400 198257.84 2/1/2007 1/1/2037 1411.09 360 80 FL 2/1/2007 N 248000 1 3 1411.09 33186 12/26/2006 1 PA1605E_ARM 0 0 0 80 640 24.38 3YR 1/1/2012 6 3 1 3 2503198274 SFR 1 OO PURCHASE N 7.45 7.45 209250 209250 2/1/2007 1/1/2037 1299.09 360 75 FL 2/1/2007 N 290000 1 3 1299.09 34461 12/13/2006 2 PA1605EI_ARM-INTONLY 0 279000 69750 100 653 49.21 2YR 1/1/2012 6 3 1 3 2503198277 SFR 1 OO PURCHASE N 12.725 12.725 69750 69733.03 2/1/2007 1/1/2022 756.61 180 25 FL 2/1/2007 Y 290000 2 0 756.61 34461 12/13/2006 2 TB1630_BALLOON 0 279000 0 100 653 49.21 2YR 0 0 0 0 2503198278 2-4FAMILY 3 OO PURCHASE N 7.9 7.9 637500 637500 2/1/2007 1/1/2037 4196.88 360 75 NY 2/1/2007 N 850000 1 3 4196.88 11101 12/19/2006 2 PA0605EI_ARM-INTONLY 0 850000 170000 95 742 42.24 NO-PREPAY 1/1/2012 6 3 1 3 2503198280 SFR 1 OO PURCHASE N 5.75 5.75 433300 433300 2/1/2007 1/1/2037 2076.23 360 70 CA 2/1/2007 N 619000 1 3 2076.23 92802 12/6/2006 2 PA0605EI_ARM-INTONLY 0 619000 185700 100 692 45.53 3YR 1/1/2012 6 3 1 3 2503198317 2-4FAMILY 2 OO PURCHASE N 6.89 6.89 555200 555200 1/1/2007 12/1/2036 3187.77 360 80 CA 2/1/2007 N 694000 1 3 3187.77 95116 12/1/2006 2 PA1605EI_ARM-INTONLY 0 694000 138800 100 677 45.67 NO-PREPAY 12/1/2011 6 3 1 3 2503198334 CONDO 1 OO PURCHASE N 8 8 344000 344000 1/1/2007 12/1/2036 2293.33 360 80 CA 2/1/2007 N 435000 1 3.875 2293.33 92649 12/4/2006 2 PA1605EI_ARM-INTONLY 0 430000 86000 100 649 41.73 NO-PREPAY 12/1/2011 6 3 1 3.875 2503198335 CONDO 1 OO PURCHASE N 12.7 12.7 86000 85957.69 1/1/2007 12/1/2021 931.21 180 20 CA 2/1/2007 Y 435000 2 0 931.21 92649 12/4/2006 2 TB1630_BALLOON 0 430000 0 100 649 41.73 NO-PREPAY 0 0 0 0 2503198339 SFR 1 NOO REFI Y 7.125 7.125 187500 187500 1/1/2007 12/1/2036 1113.28 360 73.53 NV 2/1/2007 N 255000 1 3 1113.28 89145 11/30/2006 2 PA1605EI_ARM-INTONLY 0 0 37500 88.24 662 35.97 1YR 12/1/2011 6 3 1 3 2503198340 CONDO 1 OO PURCHASE N 5.875 5.875 373750 373750 2/1/2007 1/1/2037 1829.82 360 74.9 CA 2/1/2007 N 535000 1 3 1829.82 92653 12/26/2006 2 PA0605EI_ARM-INTONLY 0 499000 49900 84.9 693 39.11 2YR 1/1/2012 6 3 1 3 2503198346 SFR 1 OO REFI N 6.875 6.875 385000 384676.55 2/1/2007 1/1/2037 2529.18 360 72.65 NY 2/1/2007 N 530000 1 0 2529.18 11426 12/19/2006 2 PF1630_FIXEDRATE 0 0 0 72.65 650 39.77 1YR 0 0 0 0 2503198353 CONDO 1 OO REFI N 6.25 6.25 453500 453500 2/1/2007 1/1/2037 2361.98 360 74.11 CA 2/1/2007 N 612000 1 3.875 2361.98 92606 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.11 691 43.01 1YR 1/1/2012 6 3 1 3.875 2503198356 SFR 1 NOO REFI Y 12.99 12.99 37500 37482.72 1/1/2007 12/1/2021 414.53 180 14.71 NV 2/1/2007 Y 255000 2 0 414.53 89145 11/30/2006 2 TB1630_BALLOON 0 0 0 88.24 662 35.77 NO-PREPAY 0 0 0 0 2503198365 SFR 1 NOO REFI N 7.31 7.31 431250 431250 1/1/2007 12/1/2036 2627.03 360 75 CA 2/1/2007 N 575000 1 3 2627.03 91709 11/29/2006 2 PA1605EI_ARM-INTONLY 0 0 86250 90 656 44.48 2YR 12/1/2011 6 3 1 3 2503198366 SFR 1 NOO REFI Y 13.79 13.79 86250 86216.87 1/1/2007 12/1/2021 1007.63 180 15 CA 2/1/2007 Y 575000 2 0 1007.63 91709 11/29/2006 2 TB1630_BALLOON 0 0 0 90 656 44.48 2YR 0 0 0 0 2503198384 2-4FAMILY 3 NOO REFI Y 6.5 6.5 250000 249754.17 2/1/2007 1/1/2037 1580.17 360 46.3 CA 2/1/2007 N 540000 1 0 1580.17 90001 1/8/2007 2 PF0630_FIXEDRATE 0 0 0 46.3 780 24.24 3YR 0 0 0 0 2503198391 D-PUDS 1 OO PURCHASE N 11.75 11.75 98000 97970.36 2/1/2007 1/1/2022 989.22 180 20 HI 2/1/2007 Y 513000 2 0 989.22 96706 12/5/2006 2 TB1630_BALLOON 0 490000 0 100 669 41.42 1YR 0 0 0 0 2503198398 D-PUDS 1 OO PURCHASE N 6.999 6.999 455900 455900 2/1/2007 1/1/2037 2659.04 360 80 MD 2/1/2007 N 588000 1 3 2659.04 21701 12/7/2006 2 PA1605EI_ARM-INTONLY 0 569900 113950 100 642 49.56 NO-PREPAY 1/1/2012 6 3 1 3 2503198399 D-PUDS 1 OO PURCHASE N 12.35 12.35 113950 113919.85 2/1/2007 1/1/2022 1202.89 180 20 MD 2/1/2007 Y 588000 2 0 1202.89 21701 12/7/2006 2 TB1630_BALLOON 0 569900 0 100 642 49.56 NO-PREPAY 0 0 0 0 2503198410 PUD 1 OO REFI N 5.75 5.75 301500 301500 2/1/2007 1/1/2037 1444.69 360 90 MD 2/1/2007 N 335000 1 3 1444.69 20886 12/6/2006 2 PA1605EI_ARM-INTONLY 25 0 0 90 652 42.26 3YR 1/1/2012 6 3 1 3 2503198430 2-4FAMILY 2 OO PURCHASE N 7.5 7.5 480000 480000 1/1/2007 12/1/2036 3000 360 80 CA 2/1/2007 N 600000 1 3.875 3000 90280 12/6/2006 2 PA0602EI_ARM-INTONLY 0 600000 120000 100 736 39.12 2YR 12/1/2008 6 3 1 3.875 2503198460 SFR 1 OO REFI Y 5.5 5.5 630000 629310.43 2/1/2007 1/1/2037 3577.07 360 69.24 CA 2/1/2007 N 910000 1 3 3577.07 92604 12/20/2006 1 PA0607E_ARM 0 0 0 69.24 721 52.71 3YR 1/1/2014 6 3 1 3 2503198467 CONDO 1 OO REFI N 6.99 6.99 117600 117555.07 2/1/2007 1/1/2037 729.95 360 70 IL 2/1/2007 Y 168000 1 0 729.95 60031 12/20/2006 2 PB0640_BALLOON 0 0 50400 100 725 47.66 NO-PREPAY 0 0 0 0 2503198470 SFR 1 OO PURCHASE N 6.85 6.85 144650 144527.88 2/1/2007 1/1/2037 947.83 360 74.99 IL 2/1/2007 N 196000 1 3 947.83 60446 12/1/2006 2 PA0605E_ARM 0 192900 48250 100 696 44.21 NO-PREPAY 1/1/2012 6 3 1 3 2503198474 SFR 1 OO REFI Y 6.2 6.2 157500 157349.01 2/1/2007 1/1/2037 964.64 360 70 FL 2/1/2007 N 225000 1 0 964.64 33311 12/28/2006 2 PF2630_FIXEDRATE 0 0 0 70 635 32.43 3YR 0 0 0 0 2503198484 CONDO 1 OO PURCHASE N 5.625 5.625 327200 327033.75 2/1/2007 1/1/2037 1533.75 360 80 CA 2/1/2007 N 409500 1 0 1533.75 92025 12/29/2006 2 PF0630I_FIX-INTONLY 0 409015 61350 95 696 41.6 1YR 0 0 0 0 2503198495 SFR 1 NOO REFI Y 6.75 6.75 146250 146250 2/1/2007 1/1/2037 822.66 360 75 FL 2/1/2007 N 195000 1 3 822.66 32935 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 686 40.47 2YR 1/1/2012 6 3 1 3 2503198500 SFR 1 NOO PURCHASE N 6.55 6.55 178400 178400 2/1/2007 1/1/2037 973.77 360 69.99 MN 2/1/2007 N 255000 1 3 973.77 55406 12/11/2006 2 PA1605EI_ARM-INTONLY 0 254900 50950 89.98 661 11.53 3YR 1/1/2012 6 3 1 3 2503198501 SFR 1 NOO PURCHASE N 13.05 13.05 50950 50938.48 2/1/2007 1/1/2022 565.6 180 19.99 MN 2/1/2007 Y 255000 2 0 565.6 55406 12/11/2006 2 TB1630_BALLOON 0 254900 0 89.98 661 11.53 NO-PREPAY 0 0 0 0 2503198502 CONDO 1 OO REFI N 6.875 6.875 248000 248000 2/1/2007 1/1/2037 1420.83 360 80 CA 2/1/2007 N 310000 1 3 1420.83 92173 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 62000 100 738 44.25 3YR 1/1/2012 6 3 1 3 2503198525 SFR 1 OO REFI N 6.25 6.25 386250 385883.51 2/1/2007 1/1/2037 2378.21 360 75 NY 2/1/2007 N 515000 1 0 2378.21 11421 12/28/2006 2 PF1630_FIXEDRATE 0 0 93000 93.06 643 47.22 1YR 0 0 0 0 2503198535 D-PUDS 1 OO PURCHASE N 6.7 6.7 295920 295920 1/1/2007 12/1/2036 1652.22 360 80 CA 2/1/2007 N 370000 1 3 1652.22 95776 11/28/2006 2 PA1605EI_ARM-INTONLY 0 369900 73980 100 667 37.74 3YR 12/1/2011 6 3 1 3 2503198536 D-PUDS 1 OO PURCHASE N 11.15 11.15 73980 73928.65 1/1/2007 12/1/2021 712.93 180 20 CA 2/1/2007 Y 370000 2 0 712.93 95776 11/28/2006 2 TB1630_BALLOON 0 369900 0 100 667 37.74 3YR 0 0 0 0 2503198543 CONDO 1 OO REFI N 6.25 6.25 708000 708000 2/1/2007 1/1/2037 3687.5 360 79.56 HI 2/1/2007 N 890000 1 3 3687.5 96707 12/7/2006 1 PA0605EI_ARM-INTONLY 0 0 0 79.56 754 43.76 NO-PREPAY 1/1/2012 6 3 1 3 2503198580 SFR 1 OO REFI Y 5.875 5.875 540000 540000 2/1/2007 1/1/2037 2643.75 360 62.43 HI 2/1/2007 N 865000 1 3 2643.75 96762 12/29/2006 1 PA0605EI_ARM-INTONLY 0 0 0 62.43 731 50.29 NO-PREPAY 1/1/2012 6 3 1 3 2503198582 SFR 1 NOO REFI N 6.9 6.9 731250 731250 2/1/2007 1/1/2037 4204.69 360 75 CA 2/1/2007 N 975000 1 2.75 4204.69 94019 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 146250 90 721 43.1 2YR 1/1/2012 6 3 1 2.75 2503198589 SFR 1 OO REFI N 6.375 6.375 619000 619000 2/1/2007 1/1/2037 3288.44 360 74.58 CA 2/1/2007 N 830000 1 3.5 3288.44 94547 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 200000 98.68 694 43.21 NO-PREPAY 1/1/2012 6 3 1 3.5 2503198594 D-PUDS 1 OO REFI N 5.875 5.875 720000 720000 1/1/2007 12/1/2036 3525 360 63.89 CA 2/1/2007 N 1127000 1 3 3525 92009 12/5/2006 8 SA0605EI_ARM-INTONLY 0 0 0 63.89 753 0 3YR 12/1/2011 6 3 1 3 2503198597 SFR 1 OO REFI Y 6.7 6.7 252000 252000 2/1/2007 1/1/2037 1407 360 80 CA 2/1/2007 N 315000 1 3 1407 95206 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 63000 100 691 44.05 1YR 1/1/2012 6 3 1 3 2503198620 SFR 1 NOO REFI Y 12.15 12.15 39400 39389.09 2/1/2007 1/1/2022 409.83 180 20 IL 2/1/2007 Y 197000 2 0 409.83 60107 12/7/2006 2 TB0630_BALLOON 0 0 0 90 700 34.59 NO-PREPAY 0 0 0 0 2503198631 D-PUDS 1 OO REFI N 8.1 8.1 640000 640000 2/1/2007 1/1/2037 4320 360 80 CO 2/1/2007 N 800000 1 3 4320 80104 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 160000 100 660 43.92 3YR 1/1/2012 3.89 3 1 3 2503198636 SFR 1 NOO REFI Y 11.99 11.99 146250 146208.06 2/1/2007 1/1/2022 1503.22 180 15 CA 2/1/2007 Y 975000 2 0 1503.22 94019 12/14/2006 2 TB0630_BALLOON 0 0 0 90 721 44.55 NO-PREPAY 0 0 0 0 2503198648 SFR 1 OO PURCHASE N 5.75 5.75 300000 299686.78 2/1/2007 1/1/2037 1750.72 360 80 CA 2/1/2007 N 387500 1 3 1750.72 92555 12/14/2006 2 PA1603E_ARM 0 375000 75000 100 670 44.19 3YR 1/1/2010 6 3 1 3 2503198652 SFR 1 OO PURCHASE N 11.25 11.25 75000 74974.68 2/1/2007 1/1/2022 728.45 180 20 CA 2/1/2007 Y 387500 2 0 728.45 92555 12/14/2006 2 TB1630_BALLOON 0 375000 0 100 670 44.04 3YR 0 0 0 0 2503198654 SFR 1 OO REFI Y 7 7 107000 106912.3 2/1/2007 1/1/2037 711.87 360 64.85 CA 2/1/2007 N 165000 1 0 711.87 93268 12/14/2006 2 PF2630_FIXEDRATE 0 0 0 64.85 629 43.03 3YR 0 0 0 0 2503198655 SFR 1 OO REFI Y 7 7 312000 311644 2/1/2007 1/1/2037 2075.74 360 44.58 CA 2/1/2007 N 700000 1 0 2075.74 93933 12/14/2006 2 PF3630_FIXEDRATE 0 0 0 44.58 602 39.91 NO-PREPAY 0 0 0 0 2503198671 PUD 1 OO PURCHASE N 6.5 6.5 351200 351200 2/1/2007 1/1/2037 1902.33 360 80 CA 2/1/2007 N 439000 1 4.8 1902.33 92646 12/11/2006 2 PA1607EI_ARM-INTONLY 0 439000 87800 100 652 44 3YR 1/1/2014 6 3 1 4.8 2503198692 PUD 1 OO PURCHASE N 11.75 11.75 87800 87773.45 2/1/2007 1/1/2022 886.26 180 20 CA 2/1/2007 Y 439000 2 0 886.26 92646 12/11/2006 2 TB1630_BALLOON 0 439000 0 100 658 43.17 3YR 0 0 0 0 2503198704 D-PUDS 1 OO PURCHASE N 8.45 8.45 233100 232982.45 1/1/2007 12/1/2036 1699.98 360 90 HI 2/1/2007 Y 282000 1 4 1699.98 96771 12/6/2006 2 PL2405E_ARM-BALLOON 25 259000 25900 100 620 49.94 NO-PREPAY 12/1/2011 6 3 1 4 2503198707 SFR 1 OO REFI N 6.375 6.375 584000 584000 2/1/2007 1/1/2037 3102.5 360 80 CA 2/1/2007 N 730000 1 0 3102.5 95050 12/19/2006 1 PF2630I_FIX-INTONLY 0 0 49000 86.72 633 42.86 3YR 0 0 0 0 2503198711 CONDO 1 NOO PURCHASE N 7.5 7.5 121500 121409.83 2/1/2007 1/1/2037 849.55 360 75 FL 2/1/2007 N 170000 1 0 849.55 33012 12/13/2006 2 PF0630_FIXEDRATE 0 162000 32400 95 741 45.26 1YR 0 0 0 0 2503198712 CONDO 1 NOO PURCHASE N 12.45 12.45 32400 32391.62 2/1/2007 1/1/2022 344.53 180 20 FL 2/1/2007 Y 170000 2 0 344.53 33012 12/13/2006 2 TB0630_BALLOON 0 162000 0 95 741 37.37 1YR 0 0 0 0 2503198715 2-4FAMILY 4 OO REFI Y 6.625 6.625 825000 825000 2/1/2007 1/1/2037 4554.69 360 58.93 CA 2/1/2007 N 1400000 1 3 4554.69 94704 12/11/2006 1 PA1605EI_ARM-INTONLY 0 0 0 58.93 649 34.23 2YR 1/1/2012 6 3 1 3 2503198720 SFR 1 OO REFI Y 7.5 7.5 70000 69948.05 2/1/2007 1/1/2037 489.45 360 17.95 CA 2/1/2007 N 390000 1 0 489.45 90003 12/14/2006 17 PF2630_FIXEDRATE 0 0 0 17.95 638 17.9 NO-PREPAY 0 0 0 0 2503198737 2-4FAMILY 3 OO PURCHASE N 8.3 8.3 483750 483750 2/1/2007 1/1/2037 3345.94 360 75 NY 2/1/2007 N 645000 1 3 3345.94 11206 12/11/2006 2 PA0605EI_ARM-INTONLY 0 645000 161250 100 699 44.79 1YR 1/1/2012 6 3 1 3 2503198748 2-4FAMILY 2 NOO PURCHASE N 7.75 7.75 124500 124500 2/1/2007 1/1/2037 804.06 360 75 GA 2/1/2007 N 166000 1 3 804.06 30274 12/8/2006 2 PA0605EI_ARM-INTONLY 0 166000 33200 95 689 42.58 NO-PREPAY 1/1/2012 6 3 1 3 2503198768 2-4FAMILY 2 OO REFI Y 7.28 7.28 410000 410000 2/1/2007 1/1/2037 2487.33 360 68.34 FL 2/1/2007 N 600000 1 3 2487.33 33145 12/11/2006 2 PA1605EI_ARM-INTONLY 0 0 190000 100 648 37.77 3YR 1/1/2012 6 3 1 3 2503198769 2-4FAMILY 2 OO REFI Y 12.74 12.74 190000 189953.93 2/1/2007 1/1/2022 2063.24 180 31.67 FL 2/1/2007 Y 600000 2 0 2063.24 33145 12/11/2006 2 TB1630_BALLOON 0 0 0 100 648 37.77 3YR 0 0 0 0 2503198782 SFR 1 OO REFI N 7.175 7.175 153750 153750 2/1/2007 1/1/2037 919.3 360 75 CO 2/1/2007 N 205000 1 3 919.3 80204 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 51250 100 769 30.03 3YR 1/1/2012 4.815 3 1 3 2503198807 SFR 1 OO PURCHASE N 6.75 6.75 471411 471411 2/1/2007 1/1/2037 2651.69 360 80 CA 2/1/2007 N 589264 1 3 2651.69 92584 12/20/2006 2 PA1605EI_ARM-INTONLY 0 589264 117853 100 664 51.24 3YR 1/1/2012 6 3 1 3 2503198809 SFR 1 NOO PURCHASE N 7.625 7.625 392000 392000 2/1/2007 1/1/2037 2490.83 360 80 CA 2/1/2007 N 490000 1 3 2490.83 91344 12/7/2006 2 PA0605EI_ARM-INTONLY 0 490000 73500 95 728 47.5 NO-PREPAY 1/1/2012 6 3 1 3 2503198810 SFR 1 NOO PURCHASE N 11.99 11.99 73500 73478.93 2/1/2007 1/1/2022 755.46 180 15 CA 2/1/2007 Y 490000 2 0 755.46 91344 12/7/2006 2 TB0630_BALLOON 0 490000 0 95 728 47.64 NO-PREPAY 0 0 0 0 2503198832 SFR 1 OO PURCHASE N 6.5 6.5 275200 275200 2/1/2007 1/1/2037 1490.67 360 80 CA 2/1/2007 N 344000 1 3 1490.67 93930 12/27/2006 2 PA1605EI_ARM-INTONLY 0 344000 68800 100 643 37.16 NO-PREPAY 1/1/2012 6 3 1 3 2503198840 SFR 1 OO REFI Y 7.237 7.237 250750 250750 2/1/2007 1/1/2037 1512.23 360 85 FL 2/1/2007 N 295000 1 3.875 1512.23 33023 12/14/2006 2 PA1405EI_ARM-INTONLY 22 0 0 85 640 45.75 3YR 1/1/2012 6 3 1 3.875 2503198862 SFR 1 NOO REFI Y 11.6 11.6 85500 85446.28 1/1/2007 12/1/2021 853.23 180 14.87 CA 2/1/2007 Y 575000 2 0 853.23 93905 12/5/2006 2 TB0630_BALLOON 0 0 0 89.22 748 39.85 1YR 0 0 0 0 2503198895 2-4FAMILY 4 OO PURCHASE N 8.69 8.69 462750 462750 2/1/2007 1/1/2037 3351.08 360 75 NY 2/1/2007 N 630000 1 3 3351.08 11207 12/5/2006 2 PA1605EI_ARM-INTONLY 0 617000 154250 100 659 40.74 1YR 1/1/2012 6 3 1 3 2503198902 2-4FAMILY 4 OO PURCHASE N 12.99 12.99 154250 154214.65 2/1/2007 1/1/2022 1705.11 180 25 NY 2/1/2007 Y 630000 2 0 1705.11 11207 12/5/2006 2 TB1630_BALLOON 0 617000 0 100 659 40.74 NO-PREPAY 0 0 0 0 2503198938 SFR 1 NOO PURCHASE N 11.99 11.99 25600 25592.66 2/1/2007 1/1/2022 263.13 180 20.02 IL 2/1/2007 Y 128000 2 0 263.13 60064 12/4/2006 2 TB0630_BALLOON 0 127900 0 95 790 48.19 NO-PREPAY 0 0 0 0 2503198949 SFR 1 OO PURCHASE N 6.45 6.45 228000 227993.85 2/1/2007 1/1/2037 1225.5 360 80 FL 2/1/2007 N 287000 1 3 1225.5 34286 12/18/2006 2 PA0605EI_ARM-INTONLY 0 285000 57000 100 704 31.2 1YR 1/1/2012 6 3 1 3 2503198967 SFR 1 OO PURCHASE N 6.5 6.5 399920 399920 2/1/2007 1/1/2037 2166.23 360 80 CA 2/1/2007 N 499900 1 3 2166.23 92557 12/18/2006 8 SA2605EI_ARM-INTONLY 0 499900 0 80 625 0 3YR 1/1/2012 6 3 1 3 2503198979 CONDO 1 OO PURCHASE N 6.25 6.25 140000 139867.17 2/1/2007 1/1/2037 862 360 65.89 FL 2/1/2007 N 215000 1 0 862 33063 12/11/2006 2 PF0630_FIXEDRATE 0 212500 0 65.89 702 41.7 3YR 0 0 0 0 2503198982 2-4FAMILY 2 NOO PURCHASE N 6.817 6.817 562500 562500 2/1/2007 1/1/2037 3195.47 360 75 NY 2/1/2007 N 750000 1 3 3195.47 11368 12/4/2006 2 PA0605EI_ARM-INTONLY 0 750000 150000 95 777 47.56 NO-PREPAY 1/1/2012 6 3 1 3 2503198983 2-4FAMILY 2 NOO PURCHASE N 12.79 12.79 150000 149964.04 2/1/2007 1/1/2022 1634.71 180 20 NY 2/1/2007 Y 750000 2 0 1634.71 11368 12/4/2006 2 TB0630_BALLOON 0 750000 0 95 777 47.56 NO-PREPAY 0 0 0 0 2503198986 SFR 1 OO PURCHASE N 7.125 7.125 900000 900000 2/1/2007 1/1/2037 5343.75 360 75 CA 2/1/2007 N 1200000 1 3.875 5343.75 91342 12/13/2006 2 PA1605EI_ARM-INTONLY 0 1200000 180000 90 669 44.89 3YR 1/1/2012 6 3 1 3.875 2503198987 SFR 1 OO PURCHASE N 11.75 11.75 180000 179945.56 2/1/2007 1/1/2022 1816.94 180 15 CA 2/1/2007 Y 1200000 2 0 1816.94 91342 12/13/2006 2 TB1630_BALLOON 0 1200000 0 90 669 44.89 1YR 0 0 0 0 2503198999 D-PUDS 1 NOO REFI N 6.25 6.25 149000 149000 2/1/2007 1/1/2037 776.04 360 64.23 AZ 2/1/2007 N 232000 1 3 776.04 85323 12/6/2006 2 PA0605EI_ARM-INTONLY 0 0 0 64.23 692 28.06 3YR 1/1/2012 6 3 1 3 2503199013 SFR 1 OO REFI Y 6.65 6.65 170000 170000 1/1/2007 12/1/2036 942.08 360 74.57 AZ 2/1/2007 N 228000 1 3 942.08 85031 12/5/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74.57 695 34.87 3YR 12/1/2011 6 3 1 3 2503199020 SFR 1 OO REFI Y 6.25 6.25 160000 160000 2/1/2007 1/1/2037 833.33 360 27.83 UT 2/1/2007 N 575000 1 0 833.33 84109 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 27.83 760 44.96 NO-PREPAY 0 0 0 0 2503199027 D-PUDS 1 NOO REFI Y 7.125 7.125 153600 153600 2/1/2007 1/1/2037 912 360 80 FL 2/1/2007 N 192000 1 3 912 32935 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 39.87 2YR 1/1/2012 6 3 1 3 2503199038 SFR 1 2ND PURCHASE N 6.7 6.7 187912 187912 2/1/2007 1/1/2037 1049.18 360 74.41 CA 2/1/2007 N 252550 1 3 1049.18 93257 12/29/2006 2 PA0605EI_ARM-INTONLY 0 252550 50110 94.25 747 44.28 3YR 1/1/2012 6 3 1 3 2503199092 SFR 1 NOO REFI Y 8.5 8.5 184000 184000 2/1/2007 1/1/2037 1303.33 360 80 FL 2/1/2007 N 230000 1 4 1303.33 33009 12/12/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 667 44.16 3YR 1/1/2012 6 3 1 4 2503199101 SFR 1 OO REFI Y 11.99 11.99 31000 30982.13 1/1/2007 12/1/2021 318.63 180 20 NC 2/1/2007 Y 155000 2 0 318.63 27205 12/5/2006 2 TB1630_BALLOON 0 0 0 95 673 43.82 NO-PREPAY 0 0 0 0 2503199102 SFR 1 OO PURCHASE N 6.25 6.25 533600 533600 2/1/2007 1/1/2037 2779.17 360 80 CA 2/1/2007 N 673000 1 3.875 2779.17 93940 12/12/2006 2 PA0605EI_ARM-INTONLY 0 667000 133400 100 691 46.38 2YR 1/1/2012 6 3 1 3.875 2503199123 SFR 1 OO REFI N 6.4 6.4 599000 599000 2/1/2007 1/1/2037 3194.67 360 63.86 CA 2/1/2007 N 938000 1 3.875 3194.67 95014 12/18/2006 2 PA2605EI_ARM-INTONLY 0 0 0 63.86 625 30.32 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199138 2-4FAMILY 2 NOO REFI Y 6.87 6.87 168000 167900 2/1/2007 1/1/2037 961.8 360 70 MN 2/1/2007 N 240000 1 3 961.8 55106 12/1/2006 2 PA0605EI_ARM-INTONLY 0 0 48000 90 725 37.42 3YR 1/1/2012 6 3 1 3 2503199139 2-4FAMILY 2 NOO REFI Y 12.99 12.99 48000 47989 2/1/2007 1/1/2022 530.6 180 20 MN 2/1/2007 Y 240000 2 0 530.6 55106 12/1/2006 2 TB0630_BALLOON 0 0 0 90 725 37.42 NO-PREPAY 0 0 0 0 2503199148 SFR 1 OO PURCHASE N 11.24 11.24 95000 94935.4 1/1/2007 12/1/2021 921.98 180 25 CA 2/1/2007 Y 430000 2 0 921.98 94806 12/5/2006 2 TB1630_BALLOON 0 380000 0 100 660 40.07 3YR 0 0 0 0 2503199156 SFR 1 OO REFI Y 5.99 5.99 257000 257000 2/1/2007 1/1/2037 1282.86 360 68.54 CA 2/1/2007 N 375000 1 3 1282.86 92551 12/20/2006 17 PA2605EI_ARM-INTONLY 0 0 0 68.54 630 43.88 3YR 1/1/2012 6 3 1 3 2503199158 2-4FAMILY 3 NOO REFI Y 6.55 6.55 252000 251774.39 2/1/2007 1/1/2037 1601.11 360 45.82 CA 2/1/2007 N 550000 1 0 1601.11 90042 12/14/2006 2 PF0630_FIXEDRATE 0 0 0 45.82 799 20.48 3YR 0 0 0 0 2503199166 D-PUDS 1 OO PURCHASE N 5.875 5.875 750000 750000 2/1/2007 1/1/2037 3671.87 360 62.5 CA 2/1/2007 N 1200000 1 3 3671.87 91901 12/20/2006 2 PA0605EI_ARM-INTONLY 0 1200000 400000 95.84 758 36.23 NO-PREPAY 1/1/2012 6 3 1 3 2503199171 SFR 1 NOO PURCHASE N 7 7 129000 128894.26 2/1/2007 1/1/2037 858.24 360 75 IL 2/1/2007 N 172000 1 3 858.24 60085 12/22/2006 2 PA0605E_ARM 0 172000 34400 95 694 42.13 NO-PREPAY 1/1/2012 6 3 1 3 2503199172 SFR 1 NOO PURCHASE N 12.425 12.425 34400 34391.04 2/1/2007 1/1/2022 365.14 180 20 IL 2/1/2007 Y 172000 2 0 365.14 60085 12/22/2006 2 TB0630_BALLOON 0 172000 0 95 694 42.13 NO-PREPAY 0 0 0 0 2503199182 SFR 1 OO REFI Y 6.25 6.25 135000 134871.91 2/1/2007 1/1/2037 831.22 360 42.19 OR 2/1/2007 N 320000 1 0 831.22 97214 12/22/2006 1 PF2630_FIXEDRATE 0 0 0 42.19 638 32.2 3YR 0 0 0 0 2503199185 SFR 1 NOO REFI N 6.05 6.05 236250 236250 2/1/2007 1/1/2037 1191.09 360 75 CA 2/1/2007 N 315000 1 3 1191.09 95833 12/22/2006 8 SA0605EI_ARM-INTONLY 0 0 0 75 735 0 3YR 1/1/2012 6 3 1 3 2503199192 2-4FAMILY 4 NOO PURCHASE N 6.25 6.25 468930 468930 2/1/2007 1/1/2037 2442.34 360 70 CA 2/1/2007 N 680000 1 3 2442.34 92551 12/15/2006 2 PA0605EI_ARM-INTONLY 0 669900 100485 85 719 29.8 3YR 1/1/2012 6 3 1 3 2503199193 2-4FAMILY 4 NOO PURCHASE N 10.875 10.875 100485 100448.19 2/1/2007 1/1/2022 947.46 180 15 CA 2/1/2007 Y 680000 2 0 947.46 92551 12/15/2006 2 TB0630_BALLOON 0 669900 0 85 719 29.8 3YR 0 0 0 0 2503199224 SFR 1 OO REFI Y 6.5 6.5 410000 410000 2/1/2007 1/1/2037 2220.83 360 66.67 CA 2/1/2007 N 615000 1 3.875 2220.83 95377 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 66.67 654 45.17 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199250 PUD 1 NOO PURCHASE N 6.175 6.175 198450 198450 2/1/2007 1/1/2037 1021.19 360 70 TX 2/1/2007 N 290000 1 3 1021.19 77054 12/20/2006 2 PA0605EI_ARM-INTONLY 0 283500 70875 95 703 39.77 NO-PREPAY 1/1/2012 6 3 1 3 2503199251 PUD 1 NOO PURCHASE N 12.375 12.375 70875 70851.71 2/1/2007 1/1/2022 749.55 180 25 TX 2/1/2007 Y 290000 2 0 749.55 77054 12/20/2006 2 TB0630_BALLOON 0 283500 0 95 703 39.77 NO-PREPAY 0 0 0 0 2503199257 D-PUDS 1 OO REFI Y 5.6 5.6 300000 299999.63 2/1/2007 1/1/2037 1400 360 60 NV 2/1/2007 N 500000 1 3.875 1400 89148 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 60 659 36.69 3YR 1/1/2012 6 3 1 3.875 2503199260 2-4FAMILY 2 OO REFI Y 6 6 350000 349651.57 2/1/2007 1/1/2037 2098.43 360 64.82 CA 2/1/2007 N 540000 1 0 2098.43 90022 12/14/2006 2 PF0630_FIXEDRATE 0 0 0 64.82 742 27.51 NO-PREPAY 0 0 0 0 2503199261 SFR 1 OO REFI Y 6.375 6.375 326250 326250 2/1/2007 1/1/2037 1733.2 360 74.66 CA 2/1/2007 N 437000 1 0 1733.2 92335 12/18/2006 2 PF0630I_FIX-INTONLY 0 0 0 74.66 698 33.67 3YR 0 0 0 0 2503199263 PUD 1 OO PURCHASE N 6.625 6.625 77150 77150 2/1/2007 1/1/2037 425.93 360 74.98 CO 2/1/2007 N 115000 1 3 425.93 80014 12/5/2006 2 PA1605EI_ARM-INTONLY 0 102900 25250 99.52 666 40.17 1YR 1/1/2012 5.365 3 1 3 2503199264 PUD 1 OO PURCHASE N 11.99 11.99 25250 25242.76 2/1/2007 1/1/2022 259.53 180 24.54 CO 2/1/2007 Y 115000 2 0 259.53 80014 12/5/2006 2 TB1630_BALLOON 0 102900 0 99.52 666 39.41 NO-PREPAY 0 0 0 0 2503199265 SFR 1 OO PURCHASE N 6.875 6.875 311200 311200 2/1/2007 1/1/2037 1782.92 360 80 CA 2/1/2007 N 390000 1 3.875 1782.92 92553 12/14/2006 2 PA1605EI_ARM-INTONLY 0 389000 77800 100 644 44.85 3YR 1/1/2012 6 3 1 3.875 2503199268 SFR 1 NOO REFI Y 6.775 6.775 101250 101163.25 2/1/2007 1/1/2037 658.39 360 72.12 FL 2/1/2007 N 140400 1 3.875 658.39 33711 12/6/2006 7 SA0605E_ARM 0 0 0 72.12 691 0 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199272 SFR 1 OO REFI N 6.25 6.25 249000 249000 2/1/2007 1/1/2037 1296.88 360 75 OR 2/1/2007 N 332000 1 0 1296.88 97017 12/22/2006 2 PF0630I_FIX-INTONLY 0 0 83000 100 718 46.14 3YR 0 0 0 0 2503199279 2-4FAMILY 2 OO REFI Y 6.5 6.5 462000 462000 2/1/2007 1/1/2037 2502.5 360 79.66 CA 2/1/2007 N 580000 1 3.5 2502.5 90037 12/15/2006 17 PA0603EI_ARM-INTONLY 0 0 0 79.66 705 35.64 3YR 1/1/2010 6 3 1 3.5 2503199293 SFR 1 OO REFI Y 6.5 6.5 452000 451802.07 2/1/2007 1/1/2037 2646.26 360 80 HI 2/1/2007 Y 565000 1 3 2646.26 96779 12/8/2006 2 PL3605E_ARM-BALLOON 0 0 0 80 616 49.87 NO-PREPAY 1/1/2012 6 3 1 3 2503199303 SFR 1 OO PURCHASE N 11.99 11.99 77800 77777.69 2/1/2007 1/1/2022 799.66 180 20 CA 2/1/2007 Y 390000 2 0 799.66 92553 12/14/2006 2 TB1630_BALLOON 0 389000 0 100 644 44.85 3YR 0 0 0 0 2503199313 2-4FAMILY 2 NOO PURCHASE N 7.2 7.2 225000 225000 2/1/2007 1/1/2037 1350 360 75 FL 2/1/2007 N 315000 1 3 1350 33321 12/8/2006 2 PA0605EI_ARM-INTONLY 0 300000 60000 95 702 43.9 NO-PREPAY 1/1/2012 6 3 1 3 2503199319 2-4FAMILY 2 NOO PURCHASE N 12.69 12.69 60000 59985.29 2/1/2007 1/1/2022 649.21 180 20 FL 2/1/2007 Y 315000 2 0 649.21 33321 12/8/2006 2 TB0630_BALLOON 0 300000 0 95 702 43.9 NO-PREPAY 0 0 0 0 2503199320 SFR 1 NOO PURCHASE N 14.15 14.15 26000 25995.42 2/1/2007 1/1/2022 311.16 180 20 IL 2/1/2007 Y 140000 2 0 311.16 60123 12/8/2006 2 TB1630_BALLOON 0 130000 0 90 671 47.62 NO-PREPAY 0 0 0 0 2503199322 CONDO 1 NOO PURCHASE N 7.25 7.25 156700 156700 2/1/2007 1/1/2037 946.73 360 79.99 FL 2/1/2007 N 209000 1 3 946.73 33411 12/13/2006 2 PA0605EI_ARM-INTONLY 0 195900 29385 94.99 691 24.85 3YR 1/1/2012 6 3 1 3 2503199323 CONDO 1 NOO PURCHASE N 13.25 13.25 29385 29385 2/1/2007 1/1/2022 324.46 180 15 FL 2/1/2007 Y 209000 2 0 324.46 33411 12/13/2006 2 TB0630I_BALLOON-INTONLY 0 195900 0 94.99 691 24.85 NO-PREPAY 0 0 0 0 2503199334 SFR 1 OO REFI Y 6.4 6.4 227700 227490.12 2/1/2007 1/1/2037 1424.28 360 66 WA 2/1/2007 N 345000 1 0 1424.28 98003 12/22/2006 17 PF2630_FIXEDRATE 0 0 0 66 639 48.52 3YR 0 0 0 0 2503199338 SFR 1 NOO REFI Y 6.125 6.125 350000 350000 2/1/2007 1/1/2037 1786.46 360 50 CA 2/1/2007 N 700000 1 3 1786.46 95437 12/19/2006 7 SA0605EI_ARM-INTONLY 0 0 0 50 723 0 3YR 1/1/2012 6 3 1 3 2503199347 SFR 1 NOO PURCHASE N 7.43 7.43 101100 101100 2/1/2007 1/1/2037 625.98 360 79.3 CA 2/1/2007 N 200000 1 3 625.98 93304 12/14/2006 2 PA0605EI_ARM-INTONLY 0 127500 20000 94.99 716 35.06 NO-PREPAY 1/1/2012 6 3 1 3 2503199348 2-4FAMILY 4 NOO PURCHASE N 7.125 7.125 318750 318750 2/1/2007 1/1/2037 1892.58 360 75 MO 2/1/2007 N 425000 1 0 1892.58 64133 12/21/2006 2 PF0630I_FIX-INTONLY 0 425000 63750 90 727 19.28 3YR 0 0 0 0 2503199351 SFR 1 OO PURCHASE N 6.75 6.75 296250 296250 1/1/2007 12/1/2036 1666.41 360 75 CA 2/1/2007 N 425000 1 3 1666.41 92562 12/5/2006 2 PA1605EI_ARM-INTONLY 0 395000 98750 100 650 47.18 NO-PREPAY 12/1/2011 6 3 1 3 2503199358 2-4FAMILY 4 NOO PURCHASE N 11 11 63750 63727.26 2/1/2007 1/1/2022 607.11 180 15 MO 2/1/2007 Y 425000 2 0 607.11 64133 12/21/2006 2 TB0630_BALLOON 0 425000 0 90 727 19.28 3YR 0 0 0 0 2503199366 HI-RISE 1 OO REFI N 7.375 7.375 240000 240000 2/1/2007 1/1/2037 1475 360 75 IL 2/1/2007 N 320000 1 3 1475 60657 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 48000 90 654 49.08 NO-PREPAY 1/1/2012 6 3 1 3 2503199377 SFR 1 OO REFI Y 7.375 7.375 194400 194252.08 2/1/2007 1/1/2037 1342.67 360 80 CA 2/1/2007 N 243000 1 3 1342.67 95961 12/18/2006 2 PA3605E_ARM 0 0 0 80 602 37.08 3YR 1/1/2012 6 3 1 3 2503199388 SFR 1 NOO PURCHASE N 12.75 12.75 20000 19995.16 2/1/2007 1/1/2022 217.34 180 15.69 CA 2/1/2007 Y 150000 2 0 217.34 93304 12/14/2006 2 TB0630_BALLOON 0 127500 0 94.99 716 35.06 NO-PREPAY 0 0 0 0 2503199389 SFR 1 OO PURCHASE N 12.75 12.75 98750 98701.96 1/1/2007 12/1/2021 1073.11 180 25 CA 2/1/2007 Y 425000 2 0 1073.11 92562 12/5/2006 2 TB1630_BALLOON 0 395000 0 100 650 47.18 NO-PREPAY 0 0 0 0 2503199392 CONDO 1 OO REFI N 6.99 6.99 129000 128894.05 2/1/2007 1/1/2037 857.37 360 61.43 FL 2/1/2007 N 210000 1 3 857.37 34209 12/20/2006 8 SA0605E_ARM 0 0 0 61.43 688 0 3YR 1/1/2012 6 3 1 3 2503199437 SFR 1 OO PURCHASE N 6.75 6.75 223600 223600 1/1/2007 12/1/2036 1257.75 360 80 CA 2/1/2007 N 290000 1 3 1257.75 92345 12/4/2006 2 PA0605EI_ARM-INTONLY 0 279500 55900 100 682 42.43 2YR 12/1/2011 6 3 1 3 2503199461 CONDO 1 NOO PURCHASE N 6.55 6.55 200000 199820.95 2/1/2007 1/1/2037 1270.72 360 80 FL 2/1/2007 N 255000 1 3 1270.72 33015 12/4/2006 8 SA0605E_ARM 0 250000 0 80 785 0 3YR 1/1/2012 6 3 1 3 2503199474 SFR 1 NOO REFI Y 9.45 9.45 650000 650000 2/1/2007 1/1/2037 5118.75 360 78.79 CA 2/1/2007 N 825000 1 3 5118.75 93730 12/11/2006 2 PA1602EI_ARM-INTONLY 0 0 133750 95 642 47.79 NO-PREPAY 1/1/2009 6 3 1 3 2503199480 HI-RISE 1 OO PURCHASE N 7.375 7.375 200000 199847.82 2/1/2007 1/1/2037 1381.35 360 80 FL 2/1/2007 N 250000 1 3 1381.35 33126 12/29/2006 2 PA1605E_ARM 0 250000 50000 100 652 49.27 5YR 1/1/2012 6 3 1 3 2503199485 D-PUDS 1 OO PURCHASE N 5.6 5.6 124300 124180.07 2/1/2007 1/1/2037 580.07 360 79.99 SC 2/1/2007 N 159000 1 3 580.07 29349 12/22/2006 12 SA0605EI_ARM-INTONLY 0 155400 0 79.99 790 32.04 NO-PREPAY 1/1/2012 6 3 1 3 2503199489 SFR 1 OO REFI Y 5.99 5.99 185000 184599.13 2/1/2007 1/1/2027 1324.33 240 45.13 CA 2/1/2007 N 410000 1 0 1324.33 92376 12/13/2006 2 PF0620_FIXEDRATE 0 0 0 45.13 728 39.65 3YR 0 0 0 0 2503199514 SFR 1 OO PURCHASE N 6.25 6.25 312000 312000 2/1/2007 1/1/2037 1625 360 80 HI 2/1/2007 N 390000 1 3 1625 96749 12/20/2006 2 PA1605EI_ARM-INTONLY 0 390000 78000 100 661 41.21 NO-PREPAY 1/1/2012 6 3 1 3 2503199530 SFR 1 OO REFI Y 7.37 7.37 376000 375713.61 2/1/2007 1/1/2037 2595.66 360 80 VA 2/1/2007 N 470000 1 0 2595.66 22554 12/20/2006 2 PF1630_FIXEDRATE 0 0 94000 100 667 42.68 3YR 0 0 0 0 2503199531 SFR 1 OO REFI Y 6.875 6.875 540000 539546.33 2/1/2007 1/1/2037 3547.42 360 67.5 IL 2/1/2007 N 800000 1 0 3547.42 60070 12/13/2006 2 PF0630_FIXEDRATE 0 0 0 67.5 729 28.74 NO-PREPAY 0 0 0 0 2503199557 D-PUDS 1 OO PURCHASE N 5.8 5.8 279200 279200 2/1/2007 1/1/2037 1349.47 360 80 CO 2/1/2007 N 349000 1 3 1349.47 80634 12/15/2006 1 PA2605EI_ARM-INTONLY 0 349000 34900 90 630 35.48 2YR 1/1/2012 6 3 1 3 2503199568 SFR 1 NOO PURCHASE N 12.05 12.05 80000 79954.5 1/1/2007 12/1/2021 825.97 180 20 IL 2/1/2007 Y 417500 2 0 825.97 60712 11/30/2006 2 TB0630_BALLOON 0 400000 0 95 785 29.89 NO-PREPAY 0 0 0 0 2503199575 SFR 1 OO REFI Y 6.75 6.75 130000 129817.8 2/1/2007 1/1/2037 843.18 360 40.63 FL 2/1/2007 N 320000 1 0 843.18 32951 12/20/2006 2 PF0630_FIXEDRATE 0 0 0 40.63 746 27.07 3YR 0 0 0 0 2503199577 SFR 1 OO REFI Y 6.1 6.1 166400 166400 2/1/2007 1/1/2037 845.87 360 80 NV 2/1/2007 N 208000 1 4 845.87 89030 12/11/2006 1 PA0605EI_ARM-INTONLY 0 0 24500 91.78 734 50.43 3YR 1/1/2012 6 3 1 4 2503199670 SFR 1 OO REFI N 6 6 345000 345000 2/1/2007 1/1/2037 1725 360 75 CA 2/1/2007 N 460000 1 3.875 1725 95757 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 720 32.58 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199672 SFR 1 OO REFI Y 6.99 6.99 260000 259900.67 2/1/2007 1/1/2037 1613.83 360 74.29 CA 2/1/2007 Y 350000 1 3 1613.83 93535 12/18/2006 2 PL2605E_ARM-BALLOON 0 0 0 74.29 620 41.44 3YR 1/1/2012 6 3 1 3 2503199674 2-4FAMILY 2 OO PURCHASE N 7.455 7.455 179925 179925 2/1/2007 1/1/2037 1117.78 360 75 CT 2/1/2007 N 240000 1 3 1117.78 06051 12/4/2006 2 PA1605EI_ARM-INTONLY 0 239900 59975 100 645 41.1 2YR 1/1/2012 6 3 1 3 2503199676 SFR 1 OO REFI Y 6.6 6.6 532000 532000 2/1/2007 1/1/2037 2926 360 80 CA 2/1/2007 N 665000 1 3.875 2926 94555 12/14/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 708 0 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199677 2-4FAMILY 2 OO PURCHASE N 12.79 12.79 59975 59960.62 2/1/2007 1/1/2022 653.61 180 25 CT 2/1/2007 Y 240000 2 0 653.61 06051 12/4/2006 2 TB1630_BALLOON 0 239900 0 100 645 41.1 2YR 0 0 0 0 2503199683 SFR 1 OO REFI Y 6.375 6.375 284000 284000 2/1/2007 1/1/2037 1508.75 360 51.36 CA 2/1/2007 N 553000 1 0 1508.75 90301 12/13/2006 2 PF2630I_FIX-INTONLY 0 0 0 51.36 628 32.07 3YR 0 0 0 0 2503199690 SFR 1 OO REFI Y 6.725 6.725 140000 139878.87 2/1/2007 1/1/2037 905.71 360 54.27 OR 2/1/2007 N 258000 1 0 905.71 97444 12/28/2006 2 PF0630_FIXEDRATE 0 0 0 54.27 693 31.08 3YR 0 0 0 0 2503199698 D-PUDS 1 OO PURCHASE N 7.79 7.79 447200 447200 2/1/2007 1/1/2037 2903.07 360 80 CA 2/1/2007 N 559000 1 3 2903.07 92555 12/21/2006 2 PA1605EI_ARM-INTONLY 0 559000 111800 100 663 42.91 1YR 1/1/2012 6 3 1 3 2503199699 SFR 1 OO PURCHASE N 7.3 7.3 552000 552000 2/1/2007 1/1/2037 3358 360 80 CA 2/1/2007 N 690000 1 3.875 3358 92802 12/14/2006 2 PA1605EI_ARM-INTONLY 0 690000 138000 100 661 46.05 2YR 1/1/2012 6 3 1 3.875 2503199714 D-PUDS 1 NOO PURCHASE N 6 6 983125 983125 2/1/2007 1/1/2037 4915.63 360 65 CA 2/1/2007 N 1520000 1 3 4915.63 92646 12/11/2006 2 PA0605EI_ARM-INTONLY 0 1512500 0 65 762 46.7 3YR 1/1/2012 6 3 1 3 2503199731 SFR 1 NOO REFI Y 7.5 7.5 320000 320000 2/1/2007 1/1/2037 2000 360 80 CA 2/1/2007 N 400000 1 3 2000 92504 12/15/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 679 7.3 3YR 1/1/2012 6 3 1 3 2503199732 CONDO 1 OO REFI Y 7.025 7.025 247000 246798.53 2/1/2007 1/1/2037 1647.45 360 67.68 CA 2/1/2007 N 365000 1 3 1647.45 90604 12/27/2006 2 PA3605E_ARM 0 0 0 67.68 617 42.94 1YR 1/1/2012 6 3 1 3 2503199741 SFR 1 OO REFI Y 6.99 6.99 200600 200435.25 2/1/2007 1/1/2037 1333.25 360 71.65 IL 2/1/2007 N 280000 1 3 1333.25 60402 12/18/2006 1 PA1605E_ARM 0 0 0 71.65 647 51.99 1YR 1/1/2012 6 3 1 3 2503199745 SFR 1 OO PURCHASE N 6.75 6.75 240000 240000 2/1/2007 1/1/2037 1350 360 80 CA 2/1/2007 N 300000 1 3 1350 95987 12/13/2006 2 PA0605EI_ARM-INTONLY 0 300000 60000 100 731 41.94 3YR 1/1/2012 6 3 1 3 2503199752 CONDO 1 OO REFI N 7.35 7.35 212000 211926.83 2/1/2007 1/1/2037 1371.67 360 80 HI 2/1/2007 Y 265000 1 0 1371.67 96817 12/13/2006 2 PB0640_BALLOON 0 0 53000 100 729 41.98 3YR 0 0 0 0 2503199756 HI-RISE 1 OO PURCHASE N 7.95 7.95 496000 496000 2/1/2007 1/1/2037 3286 360 80 FL 2/1/2007 N 625000 1 3 3286 33312 12/8/2006 2 PA0605EI_ARM-INTONLY 0 620000 124000 100 696 45.74 3YR 1/1/2012 6 3 1 3 2503199807 D-PUDS 1 NOO PURCHASE N 7.625 7.625 283500 283500 2/1/2007 1/1/2037 1801.41 360 75 FL 2/1/2007 N 382000 1 3 1801.41 32820 12/14/2006 2 PA1605EI_ARM-INTONLY 0 378000 75600 95 654 28.98 2YR 1/1/2012 6 3 1 3 2503199808 SFR 1 OO REFI N 6.35 6.35 440000 439590.49 2/1/2007 1/1/2037 2737.84 360 78.58 CA 2/1/2007 N 560000 1 3.875 2737.84 94928 12/11/2006 2 PA0605E_ARM 0 0 0 78.58 681 39.96 NO-PREPAY 1/1/2012 6 3 1 3.875 2503199809 D-PUDS 1 NOO PURCHASE N 13.95 13.95 75600 75586.08 2/1/2007 1/1/2022 892.77 180 20 FL 2/1/2007 Y 382000 2 0 892.77 32820 12/14/2006 2 TB1630_BALLOON 0 378000 0 95 654 28.98 2YR 0 0 0 0 2503199813 SFR 1 OO REFI Y 6.375 6.375 600000 600000 2/1/2007 1/1/2037 3187.5 360 60.61 CA 2/1/2007 N 990000 1 0 3187.5 94110 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 60.61 697 38.36 NO-PREPAY 0 0 0 0 2503199876 TOWNHOUSE 1 OO REFI N 7 7 128000 128000 2/1/2007 1/1/2037 746.67 360 80 IL 2/1/2007 N 160000 1 0 746.67 60560 12/13/2006 2 PF0630I_FIX-INTONLY 0 0 0 80 767 41.54 NO-PREPAY 0 0 0 0 2503199877 SFR 1 OO PURCHASE N 9.99 9.99 408500 408435.21 2/1/2007 1/1/2037 3465.55 360 95 NY 2/1/2007 Y 430000 1 0 3465.55 11701 12/21/2006 2 PB2440_BALLOON 30 430000 0 95 624 46.63 1YR 0 0 0 0 2503199885 SFR 1 OO PURCHASE N 5.859 5.859 107000 106890.58 2/1/2007 1/1/2037 631.85 360 13.99 CA 2/1/2007 N 795000 1 0 631.85 94553 12/13/2006 2 PF0630_FIXEDRATE 0 765000 0 13.99 785 34.72 2YR 0 0 0 0 2503199896 SFR 1 OO PURCHASE N 6.425 6.425 320000 320000 2/1/2007 1/1/2037 1713.33 360 80 CA 2/1/2007 N 400000 1 4 1713.33 92557 12/18/2006 2 PA0605EI_ARM-INTONLY 0 400000 80000 100 719 39.13 3YR 1/1/2012 6 3 1 4 2503199897 SFR 1 NOO PURCHASE N 6.37 6.37 135000 135000 2/1/2007 1/1/2037 716.63 360 75 TX 2/1/2007 N 180000 1 3 716.63 79935 12/19/2006 2 PA0605EI_ARM-INTONLY 0 180000 36000 95 691 39.07 NO-PREPAY 1/1/2012 6 3 1 3 2503199900 SFR 1 OO PURCHASE N 6.875 6.875 451200 451200 2/1/2007 1/1/2037 2585 360 80 CA 2/1/2007 N 564000 1 3 2585 91304 12/18/2006 2 PA1605EI_ARM-INTONLY 0 564000 112800 100 640 38.02 NO-PREPAY 1/1/2012 6 3 1 3 2503199901 SFR 1 OO REFI Y 6.625 6.625 172000 171949.58 2/1/2007 1/1/2037 949.58 360 68.8 AZ 2/1/2007 N 250000 1 0 949.58 86004 12/18/2006 2 PF0630I_FIX-INTONLY 0 0 0 68.8 714 24.18 5YR 0 0 0 0 2503199903 SFR 1 OO REFI N 6.45 6.45 528000 528000 2/1/2007 1/1/2037 2838 360 80 CA 2/1/2007 N 660000 1 3 2838 95037 12/13/2006 2 PA0605EI_ARM-INTONLY 0 0 132000 100 682 42.49 3YR 1/1/2012 6 3 1 3 2503199904 SFR 1 OO PURCHASE N 11.3 11.3 138000 137953.92 2/1/2007 1/1/2022 1345.58 180 20 CA 2/1/2007 Y 690000 2 0 1345.58 92802 12/14/2006 2 TB1630_BALLOON 0 690000 0 100 661 49.38 3YR 0 0 0 0 2503199907 SFR 1 OO REFI Y 5.125 5.125 465000 465000 2/1/2007 1/1/2037 1985.94 360 69.41 CA 2/1/2007 N 670000 1 3 1985.94 94931 1/2/2007 2 PA0605EI_ARM-INTONLY 0 0 0 69.41 687 36.52 3YR 1/1/2012 6 3 1 3 2503199926 CONDO 1 OO REFI N 6 6 300000 300000 2/1/2007 1/1/2037 1500 360 76.93 CA 2/1/2007 N 390000 1 3 1500 93933 12/18/2006 1 PA0605EI_ARM-INTONLY 0 0 0 76.93 695 36.38 3YR 1/1/2012 6 3 1 3 2503199938 D-PUDS 1 OO PURCHASE N 5.875 5.875 526000 526000 2/1/2007 1/1/2037 2575.21 360 80 HI 2/1/2007 N 660000 1 3 2575.21 96753 12/14/2006 2 PA0605EI_ARM-INTONLY 0 657500 131500 100 729 38.79 NO-PREPAY 1/1/2012 6 3 1 3 2503199945 SFR 1 NOO PURCHASE N 12.65 12.65 36000 35991.09 2/1/2007 1/1/2022 388.41 180 20 TX 2/1/2007 Y 180000 2 0 388.41 79935 12/19/2006 2 TB0630_BALLOON 0 180000 0 95 691 39.07 NO-PREPAY 0 0 0 0 2503199947 SFR 1 NOO REFI N 7.3 7.3 476000 476000 2/1/2007 1/1/2037 2895.67 360 80 WA 2/1/2007 N 595000 1 3 2895.67 98126 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 89250 95 703 37.13 1YR 1/1/2012 6 3 1 3 2503199949 SFR 1 OO REFI N 6.45 6.45 487500 487500 2/1/2007 1/1/2037 2620.31 360 76.66 CA 2/1/2007 N 636000 1 3 2620.31 92880 1/3/2007 2 PA1605EI_ARM-INTONLY 0 0 60000 86.09 661 45.34 3YR 1/1/2012 6 3 1 3 2503199966 SFR 1 OO REFI Y 6.25 6.25 600000 600000 2/1/2007 1/1/2037 3125 360 68.19 CA 2/1/2007 N 880000 1 3 3125 91335 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 68.19 685 26.88 NO-PREPAY 1/1/2012 6 3 1 3 2503199980 CONDO 1 NOO PURCHASE N 7.99 7.99 124150 124066.53 2/1/2007 1/1/2037 910.1 360 80 IL 2/1/2007 N 155200 1 0 910.1 60005 12/20/2006 2 PF1630_FIXEDRATE 0 155200 0 80 642 44.81 NO-PREPAY 0 0 0 0 2503199995 SFR 1 OO REFI Y 6.3 6.3 320000 320000 2/1/2007 1/1/2037 1680 360 80 CA 2/1/2007 N 400000 1 3 1680 95322 12/12/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 670 40.03 3YR 1/1/2012 6 3 1 3 2503200018 2-4FAMILY 2 OO REFI Y 7.5 7.5 400000 400000 2/1/2007 1/1/2037 2500 360 80 IL 2/1/2007 N 500000 1 3 2500 60653 12/28/2006 8 SA0605EI_ARM-INTONLY 0 0 0 80 686 0 NO-PREPAY 1/1/2012 6 3 1 3 2503200025 SFR 1 OO PURCHASE N 6.95 6.95 660000 660000 2/1/2007 1/1/2037 3822.5 360 75 PA 2/1/2007 N 880000 1 3 3822.5 18940 12/21/2006 2 PA0605EI_ARM-INTONLY 0 880000 220000 100 794 46.36 NO-PREPAY 1/1/2012 6 3 1 3 2503200027 SFR 1 NOO REFI N 8.25 8.25 111200 111200 2/1/2007 1/1/2037 764.5 360 80 FL 2/1/2007 N 139000 1 3 764.5 33476 12/22/2006 7 SA1605EI_ARM-INTONLY 0 0 0 80 677 0 3YR 1/1/2012 6 3 1 3 2503200038 SFR 1 OO PURCHASE N 6 6 582400 582400 2/1/2007 1/1/2037 2912 360 80 CA 2/1/2007 N 728000 1 3 2912 94521 12/8/2006 2 PA0605EI_ARM-INTONLY 0 728000 145600 100 720 41.95 2YR 1/1/2012 6 3 1 3 2503200049 SFR 1 OO REFI N 5.5 5.5 163500 163500 2/1/2007 1/1/2037 749.38 360 32.7 CA 2/1/2007 N 500000 1 0 749.38 90744 12/26/2006 8 SF0630I_FIX-INTONLY 0 0 0 32.7 793 0 2YR 0 0 0 0 2503200056 SFR 1 NOO REFI Y 7.35 7.35 320000 319889.56 2/1/2007 1/1/2037 2070.44 360 80 CA 2/1/2007 Y 400000 1 0 2070.44 95252 12/26/2006 2 PB0640_BALLOON 0 0 28000 87 688 42.44 3YR 0 0 0 0 2503200061 CONDO 1 OO REFI N 6 6 324000 324000 2/1/2007 1/1/2037 1620 360 80 CA 2/1/2007 N 405000 1 3 1620 95122 12/29/2006 2 PA2605EI_ARM-INTONLY 0 0 30000 87.41 622 50.27 3YR 1/1/2012 6 3 1 3 2503200065 2-4FAMILY 4 OO PURCHASE N 8.79 8.79 640000 640000 3/1/2007 2/1/2037 4688 360 80 CA 2/1/2007 N 800000 1 3 4688 90806 1/22/2007 2 PA0605EI_ARM-INTONLY 0 800000 160000 100 721 45.56 3YR 2/1/2012 6 3 1 3 2503200098 SFR 1 OO REFI Y 5.99 5.99 171000 171000 2/1/2007 1/1/2037 853.58 360 67.06 OR 2/1/2007 N 255000 1 0 853.58 97124 12/28/2006 15 SF0630I_FIX-INTONLY 0 0 0 67.06 683 0 3YR 0 0 0 0 2503200106 SFR 1 NOO REFI Y 5.7 5.7 301000 301000 2/1/2007 1/1/2037 1429.75 360 70 CA 2/1/2007 N 430000 1 4 1429.75 96150 12/22/2006 1 PA0607EI_ARM-INTONLY 0 0 0 70 718 16.69 3YR 1/1/2014 6 3 1 4 2503200113 2-4FAMILY 2 NOO REFI Y 5.99 5.99 306500 306500 2/1/2007 1/1/2037 1529.95 360 68.12 CA 2/1/2007 N 450000 1 0 1529.95 95630 12/22/2006 1 PF0630I_FIX-INTONLY 0 0 0 68.12 718 17.32 3YR 0 0 0 0 2503200123 SFR 1 OO REFI N 6.99 6.99 208000 208000 2/1/2007 1/1/2037 1211.6 360 80 CA 2/1/2007 N 260000 1 3.875 1211.6 95961 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 52000 100 714 43.97 3YR 1/1/2012 6 3 1 3.875 2503200133 SFR 1 OO PURCHASE N 7.73 7.73 128000 127960.36 2/1/2007 1/1/2037 864.17 360 80 CO 2/1/2007 Y 160000 1 3 864.17 80631 12/20/2006 2 PL0605E_ARM-BALLOON 0 160000 32000 100 694 42.57 NO-PREPAY 1/1/2012 6 3 1 3 2503200150 SFR 1 NOO PURCHASE N 7.4 7.4 181211 180603.85 2/1/2007 1/1/2037 1117.47 360 75 FL 2/1/2007 N 290000 1 3 1117.47 34986 1/4/2007 2 PA1605EI_ARM-INTONLY 0 241615 24161 85 670 48.16 3YR 1/1/2012 6 3 1 3 2503200152 SFR 1 OO PURCHASE N 6.5 6.5 304000 303725.18 2/1/2007 1/1/2037 1921.49 360 80 CA 2/1/2007 N 430000 1 0 1921.49 90221 12/21/2006 2 PF0630_FIXEDRATE 0 380000 0 80 696 42.71 NO-PREPAY 0 0 0 0 2503200155 SFR 1 OO REFI Y 7.375 7.375 204800 204800 2/1/2007 1/1/2037 1258.67 360 80 UT 2/1/2007 N 256000 1 3 1258.67 84088 12/15/2006 2 PA0605EI_ARM-INTONLY 0 0 51200 100 699 30.65 NO-PREPAY 1/1/2012 6 3 1 3 2503200158 SFR 1 OO REFI N 7.535 7.535 160800 160800 2/1/2007 1/1/2037 1009.69 360 80 NV 2/1/2007 N 201000 1 3 1009.69 89108 12/15/2006 2 PA1605EI_ARM-INTONLY 0 0 40200 100 646 32.36 3YR 1/1/2012 6 3 1 3 2503200160 SFR 1 OO REFI Y 6.5 6.5 267000 267000 2/1/2007 1/1/2037 1446.25 360 86.13 CA 2/1/2007 N 310000 1 3.625 1446.25 96002 12/15/2006 2 PA0405EI_ARM-INTONLY 25 0 0 86.13 716 37.47 3YR 1/1/2012 6 3 1 3.625 2503200181 SFR 1 OO PURCHASE N 6.75 6.75 328000 328000 2/1/2007 1/1/2037 1845 360 80 CA 2/1/2007 N 430000 1 3 1845 92337 12/19/2006 2 PA0605EI_ARM-INTONLY 0 410000 82000 100 699 34.15 1YR 1/1/2012 6 3 1 3 2503200189 SFR 1 OO REFI Y 6.75 6.75 452000 452000 2/1/2007 1/1/2037 2542.5 360 80 CA 2/1/2007 N 565000 1 3 2542.5 90018 12/13/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 631 43.56 3YR 1/1/2012 6 3 1 3 2503200191 SFR 1 OO REFI N 5.5 5.5 304000 304000 2/1/2007 1/1/2037 1393.33 360 63.21 CA 2/1/2007 N 481000 1 3 1393.33 92025 12/13/2006 1 PA0605EI_ARM-INTONLY 0 0 0 63.21 749 22.5 2YR 1/1/2012 6 3 1 3 2503200193 SFR 1 OO REFI N 5.625 5.625 538000 538000 2/1/2007 1/1/2037 2521.88 360 67.25 CA 2/1/2007 N 800000 1 3.875 2521.88 94112 12/18/2006 2 PA0605EI_ARM-INTONLY 0 0 0 67.25 718 42.2 NO-PREPAY 1/1/2012 6 3 1 3.875 2503200204 SFR 1 OO REFI Y 7.125 7.125 265500 265500 2/1/2007 1/1/2037 1576.41 360 75 NV 2/1/2007 N 354000 1 3 1576.41 89169 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 88500 100 692 37.02 1YR 1/1/2012 6 3 1 3 2503200219 CONDO 1 OO PURCHASE N 8.4 8.4 252000 252000 2/1/2007 1/1/2037 1764 360 80 CA 2/1/2007 N 315000 1 3 1764 93063 12/14/2006 2 PA1605EI_ARM-INTONLY 0 315000 63000 100 675 39.57 5YR 1/1/2012 6 3 1 3 2503200236 CONDO 1 OO PURCHASE N 11.75 11.75 63000 62980.94 2/1/2007 1/1/2022 635.93 180 20 CA 2/1/2007 Y 315000 2 0 635.93 93063 12/14/2006 2 TB1630_BALLOON 0 315000 0 100 675 39.57 3YR 0 0 0 0 2503200259 SFR 1 OO REFI Y 6.99 6.99 210000 210000 2/1/2007 1/1/2037 1223.25 360 53.17 NY 2/1/2007 N 395000 1 0 1223.25 11740 12/20/2006 2 PF1630I_FIX-INTONLY 0 0 0 53.17 656 43.4 1YR 0 0 0 0 2503200260 CONDO 1 2ND PURCHASE N 7.61 7.61 135950 135950 2/1/2007 1/1/2037 862.15 360 74.99 FL 2/1/2007 N 183000 1 3 862.15 33401 12/27/2006 2 PA1605EI_ARM-INTONLY 0 181300 36250 94.99 655 50 3YR 1/1/2012 6 3 1 3 2503200274 SFR 1 NOO PURCHASE N 6.5 6.5 135000 135000 2/1/2007 1/1/2037 731.25 360 75 CA 2/1/2007 N 198000 1 3 731.25 93706 12/28/2006 2 PA0607EI_ARM-INTONLY 0 180000 36000 95 686 40.41 1YR 1/1/2014 6 3 1 3 2503200281 SFR 1 NOO PURCHASE N 12.375 12.375 36000 35990.53 2/1/2007 1/1/2022 380.72 180 20 CA 2/1/2007 Y 198000 2 0 380.72 93706 12/28/2006 2 TB0630_BALLOON 0 180000 0 95 686 40.41 1YR 0 0 0 0 2503200285 SFR 1 NOO REFI N 7.28 7.28 117000 117000 2/1/2007 1/1/2037 709.8 360 75 MN 2/1/2007 N 156000 1 3 709.8 55411 12/4/2006 2 PA1605EI_ARM-INTONLY 0 0 23400 90 668 29.28 3YR 1/1/2012 6 3 1 3 2503200288 SFR 1 NOO PURCHASE N 8.8 8.8 243000 242861.63 2/1/2007 1/1/2037 1920.37 360 90 FL 2/1/2007 N 275000 1 3 1920.37 34235 1/2/2007 17 PA0605E_ARM 30 270000 0 90 746 43.18 1YR 1/1/2012 6 3 1 3 2503200289 SFR 1 NOO REFI Y 13.79 13.79 23400 23395.52 2/1/2007 1/1/2022 273.38 180 15 MN 2/1/2007 Y 156000 2 0 273.38 55411 12/4/2006 2 TB1630_BALLOON 0 0 0 90 668 29.28 NO-PREPAY 0 0 0 0 2503200302 SFR 1 OO REFI Y 7.125 7.125 272000 271782.49 2/1/2007 1/1/2037 1832.51 360 77.72 CA 2/1/2007 N 350000 1 0 1832.51 92405 12/14/2006 2 PF2630_FIXEDRATE 0 0 0 77.72 623 36.59 3YR 0 0 0 0 2503200334 2-4FAMILY 4 NOO REFI N 6.62 6.62 430000 430000 2/1/2007 1/1/2037 2372.17 360 69.92 CA 2/1/2007 N 615000 1 3 2372.17 95350 12/20/2006 2 PA0607EI_ARM-INTONLY 0 0 0 69.92 728 41.86 NO-PREPAY 1/1/2014 6 3 1 3 2503200342 D-PUDS 1 OO REFI N 6.61 6.61 256000 256000 2/1/2007 1/1/2037 1410.13 360 80 NC 2/1/2007 N 320000 1 3 1410.13 27265 12/15/2006 2 PA1605EI_ARM-INTONLY 0 0 64000 100 667 43.51 NO-PREPAY 1/1/2012 6 3 1 3 2503200357 SFR 1 OO PURCHASE N 6.3 6.3 319920 319920 2/1/2007 1/1/2037 1679.58 360 80 CA 2/1/2007 N 399900 1 3 1679.58 95838 12/21/2006 2 PA0605EI_ARM-INTONLY 0 399900 79980 100 692 38.53 1YR 1/1/2012 6 3 1 3 2503200364 SFR 1 NOO PURCHASE N 6.875 6.875 186450 186450 2/1/2007 1/1/2037 1068.2 360 75 FL 2/1/2007 N 249000 1 3 1068.2 33064 12/28/2006 2 PA0605EI_ARM-INTONLY 0 248600 49700 95 734 37.1 1YR 1/1/2012 6 3 1 3 2503200366 D-PUDS 1 OO REFI N 5.34 5.34 900000 900000 2/1/2007 1/1/2037 4005 360 51.43 CA 2/1/2007 N 1750000 1 3 4005 94539 12/29/2006 2 PA0603EI_ARM-INTONLY 0 0 0 51.43 789 29.11 NO-PREPAY 1/1/2010 6 3 1 3 2503200373 SFR 1 NOO PURCHASE N 12.525 12.525 49700 49687.35 2/1/2007 1/1/2022 531.39 180 20 FL 2/1/2007 Y 249000 2 0 531.39 33064 12/28/2006 2 TB0630_BALLOON 0 248600 0 95 734 37.77 NO-PREPAY 0 0 0 0 2503200382 PUD 1 OO REFI N 5.99 5.99 363750 363750 2/1/2007 1/1/2037 1815.72 360 75 CA 2/1/2007 N 485000 1 3 1815.72 92840 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 121250 100 699 44.94 3YR 1/1/2012 6 3 1 3 2503200406 SFR 1 OO REFI Y 7 7 203000 202833.61 2/1/2007 1/1/2037 1350.56 360 62.47 CA 2/1/2007 N 325000 1 0 1350.56 92404 12/19/2006 7 SF3630_FIXEDRATE 0 0 0 62.47 610 0 3YR 0 0 0 0 2503200439 SFR 1 OO REFI Y 5.25 5.25 520000 520000 2/1/2007 1/1/2037 2275 360 54.74 CA 2/1/2007 N 950000 1 3 2275 94112 12/27/2006 1 PA0605EI_ARM-INTONLY 0 0 0 54.74 774 31.01 NO-PREPAY 1/1/2012 6 3 1 3 2503200445 SFR 1 OO REFI N 6.625 6.625 363750 363750 2/1/2007 1/1/2037 2008.2 360 75 CA 2/1/2007 N 485000 1 3 2008.2 90650 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 121250 100 666 44.78 2YR 1/1/2012 6 3 1 3 2503200449 SFR 1 OO PURCHASE N 5.975 5.975 480000 479519.87 2/1/2007 1/1/2037 2870.13 360 80 CA 2/1/2007 N 600000 1 0 2870.13 90640 12/29/2006 8 SF2630_FIXEDRATE 0 610000 0 80 624 0 NO-PREPAY 0 0 0 0 2503200458 SFR 1 NOO PURCHASE N 8.92 8.92 70000 69961 2/1/2007 1/1/2037 559.21 360 89.75 IL 2/1/2007 N 78000 1 3 559.21 60033 12/18/2006 2 PA0605E_ARM 30 78000 0 89.75 687 48.13 NO-PREPAY 1/1/2012 6 3 1 3 2503200459 SFR 1 OO REFI Y 5.99 5.99 195000 194805.51 2/1/2007 1/1/2037 1167.87 360 52 CA 2/1/2007 N 375000 1 0 1167.87 90011 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 52 753 32.51 3YR 0 0 0 0 2503200460 2-4FAMILY 2 NOO PURCHASE N 7.125 7.125 428000 427800 2/1/2007 1/1/2037 2541.25 360 80 CA 2/1/2007 N 535000 1 3 2541.25 90255 1/5/2007 17 PA0605EI_ARM-INTONLY 0 535000 0 80 738 39.43 3YR 1/1/2012 6 3 1 3 2503200463 CONDO 1 NOO PURCHASE N 6.695 6.695 254925 254925 2/1/2007 1/1/2037 1422.27 360 75 CA 2/1/2007 N 355000 1 4 1422.27 90755 12/22/2006 2 PA0605EI_ARM-INTONLY 0 339900 50985 90 719 42.23 2YR 1/1/2012 6 3 1 4 2503200464 CONDO 1 NOO PURCHASE N 12.39 12.39 50985 50971.63 2/1/2007 1/1/2022 539.79 180 15 CA 2/1/2007 Y 355000 2 0 539.79 90755 12/22/2006 2 TB0630_BALLOON 0 339900 0 90 719 42.23 2YR 0 0 0 0 2503200513 SFR 1 OO PURCHASE N 7.255 7.255 187500 187500 2/1/2007 1/1/2037 1133.59 360 75 FL 2/1/2007 N 252000 1 3.875 1133.59 33009 12/29/2006 2 PA0605EI_ARM-INTONLY 0 250000 62500 100 703 38.29 3YR 1/1/2012 6 3 1 3.875 2503200532 SFR 1 OO REFI N 7 7 279000 279000 2/1/2007 1/1/2037 1627.5 360 88.58 CA 2/1/2007 N 315000 1 0 1627.5 95240 1/3/2007 2 PF2430I_FIX-INTONLY 25 0 0 88.58 634 46.7 3YR 0 0 0 0 2503200533 SFR 1 OO REFI Y 6.634 6.634 170500 170500 2/1/2007 1/1/2037 942.58 360 77.5 NV 2/1/2007 N 220000 1 3.875 942.58 89101 12/14/2006 2 PA0605EI_ARM-INTONLY 0 0 0 77.5 685 35.09 3YR 1/1/2012 6 3 1 3.875 2503200543 D-PUDS 1 NOO PURCHASE N 12.8 12.8 51000 50987.8 2/1/2007 1/1/2022 556.2 180 20 CO 2/1/2007 Y 260000 2 0 556.2 80634 12/12/2006 2 TB0630_BALLOON 0 255000 0 95 699 37.37 NO-PREPAY 0 0 0 0 2503200544 SFR 1 OO PURCHASE N 6.25 6.25 379200 379200 2/1/2007 1/1/2037 1975 360 80 CA 2/1/2007 N 475000 1 3 1975 91701 12/11/2006 2 PA0605EI_ARM-INTONLY 0 474000 94800 100 741 42.09 2YR 1/1/2012 6 3 1 3 2503200547 SFR 1 OO REFI Y 6 6 630000 630000 2/1/2007 1/1/2037 3150 360 56.76 CA 2/1/2007 N 1110000 1 3.45 3150 91325 12/22/2006 2 PA0607EI_ARM-INTONLY 0 0 0 56.76 755 34.65 NO-PREPAY 1/1/2014 6 3 1 3.45 2503200551 SFR 1 OO REFI N 6.375 6.375 327000 326697.14 2/1/2007 1/1/2037 2040.05 360 71.09 CA 2/1/2007 N 460000 1 0 2040.05 92503 12/14/2006 17 PF0630_FIXEDRATE 0 0 0 71.09 704 38.97 NO-PREPAY 0 0 0 0 2503200566 SFR 1 OO PURCHASE N 5.8 5.8 296000 296000 2/1/2007 1/1/2037 1430.67 360 80 CA 2/1/2007 N 370000 1 0 1430.67 93657 12/15/2006 1 PF0630I_FIX-INTONLY 0 370000 0 80 711 43.69 3YR 0 0 0 0 2503200575 SFR 1 NOO REFI N 8 8 186350 186350 2/1/2007 1/1/2037 1242.33 360 74.99 IL 2/1/2007 N 248500 1 3 1242.33 60629 12/18/2006 2 PA1605EI_ARM-INTONLY 0 0 37250 89.98 652 33.5 NO-PREPAY 1/1/2012 6 3 1 3 2503200577 SFR 1 OO REFI Y 6.6 6.6 212500 212500 2/1/2007 1/1/2037 1168.75 360 85 CA 2/1/2007 N 250000 1 4 1168.75 93203 12/20/2006 17 PA2405EI_ARM-INTONLY 22 0 0 85 631 42.91 2YR 1/1/2012 6 3 1 4 2503200582 SFR 1 NOO REFI Y 6.69 6.69 305500 305500 2/1/2007 1/1/2037 1703.16 360 40.74 CA 2/1/2007 N 750000 1 0 1703.16 94134 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 40.74 686 50.87 2YR 0 0 0 0 2503200584 HI-RISE 1 NOO REFI N 6.25 6.25 243750 243750 2/1/2007 1/1/2037 1269.53 360 75 CA 2/1/2007 N 325000 1 3 1269.53 92101 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 75 773 14.77 1YR 1/1/2012 6 3 1 3 2503200589 SFR 1 NOO REFI Y 12.2 12.2 37250 37239.81 2/1/2007 1/1/2022 388.9 180 14.99 IL 2/1/2007 Y 248500 2 0 388.9 60629 12/18/2006 2 TB1630_BALLOON 0 0 0 89.98 652 33.5 NO-PREPAY 0 0 0 0 2503200607 D-PUDS 1 NOO PURCHASE N 6.9 6.9 163650 163650 2/1/2007 1/1/2037 940.99 360 75 FL 2/1/2007 N 240000 1 3 940.99 33928 12/20/2006 2 PA0605EI_ARM-INTONLY 0 218225 43600 94.98 793 31.4 2YR 1/1/2012 6 3 1 3 2503200608 D-PUDS 1 NOO PURCHASE N 11.75 11.75 43600 43586.82 2/1/2007 1/1/2022 440.1 180 19.98 FL 2/1/2007 Y 240000 2 0 440.1 33928 12/20/2006 2 TB0630_BALLOON 0 218225 0 94.98 793 31.4 2YR 0 0 0 0 2503200612 SFR 1 OO PURCHASE N 8.42 8.42 116000 115928.56 2/1/2007 1/1/2037 885.37 360 80 MI 2/1/2007 N 145000 1 3 885.37 48076 12/22/2006 2 PA1605E_ARM 0 145000 29000 100 650 49.92 3YR 1/1/2012 6 3 1 3 2503200618 SFR 1 OO REFI Y 6.5 6.5 532000 532000 2/1/2007 1/1/2037 2881.67 360 73.89 CA 2/1/2007 N 720000 1 3 2881.67 95131 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 73.89 725 33.48 3YR 1/1/2012 6 3 1 3 2503200626 SFR 1 OO REFI N 6.45 6.45 328500 328500 2/1/2007 1/1/2037 1765.69 360 75 CA 2/1/2007 N 438000 1 3 1765.69 92071 12/26/2006 2 PA1605EI_ARM-INTONLY 0 0 87600 95 641 47.75 3YR 1/1/2012 6 3 1 3 2503200634 SFR 1 OO PURCHASE N 6.175 6.175 348000 348000 2/1/2007 1/1/2037 1790.75 360 80 CA 2/1/2007 N 485000 1 3 1790.75 93906 12/7/2006 2 PA1605EI_ARM-INTONLY 0 435000 87000 100 651 43.57 2YR 1/1/2012 6 3 1 3 2503200638 SFR 1 OO REFI Y 6.375 6.375 480000 479555.42 2/1/2007 1/1/2037 2994.58 360 68.58 CA 2/1/2007 N 700000 1 0 2994.58 90713 12/18/2006 1 PF0630_FIXEDRATE 0 0 0 68.58 740 28.47 NO-PREPAY 0 0 0 0 2503200639 SFR 1 OO PURCHASE N 12.225 12.225 87000 86976.32 2/1/2007 1/1/2022 909.99 180 20 CA 2/1/2007 Y 485000 2 0 909.99 93906 12/7/2006 2 TB1630_BALLOON 0 435000 0 100 651 43.99 3YR 0 0 0 0 2503200642 SFR 1 OO REFI N 5.8 5.8 204800 204800 2/1/2007 1/1/2037 989.87 360 80 AZ 2/1/2007 N 256000 1 3.875 989.87 85032 12/20/2006 1 PA0605EI_ARM-INTONLY 0 0 38400 95 683 49.9 3YR 1/1/2012 6 3 1 3.875 2503200644 SFR 1 OO PURCHASE N 7.375 7.375 624000 624000 2/1/2007 1/1/2037 3835 360 80 CA 2/1/2007 N 780000 1 3 3835 94014 12/27/2006 2 PA1605EI_ARM-INTONLY 0 780000 156000 100 665 38.76 1YR 1/1/2012 6 3 1 3 2503200679 SFR 1 OO REFI N 5.99 5.99 362500 358306.87 2/1/2007 1/1/2037 1809.48 360 51.79 CA 2/1/2007 N 700000 1 0 1809.48 93907 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 51.79 729 41.93 NO-PREPAY 0 0 0 0 2503200686 CONDO 1 OO PURCHASE N 6.99 6.99 188000 187845.59 2/1/2007 1/1/2037 1249.51 360 80 CA 2/1/2007 N 235000 1 3 1249.51 95687 12/20/2006 2 PA0605E_ARM 0 235000 47000 100 750 43.01 3YR 1/1/2012 6 3 1 3 2503200690 D-PUDS 1 NOO PURCHASE N 6.5 6.5 388100 388100 2/1/2007 1/1/2037 2102.21 360 75 FL 2/1/2007 N 535000 1 3 2102.21 33437 1/2/2007 2 PA0605EI_ARM-INTONLY 0 517511 77650 90 704 44.13 NO-PREPAY 1/1/2012 6 3 1 3 2503200707 2-4FAMILY 3 OO PURCHASE N 8.8 8.8 487500 487500 3/1/2007 2/1/2037 3575 360 75 NY 2/1/2007 N 650000 1 3 3575 11221 1/3/2007 2 PA1605EI_ARM-INTONLY 0 650000 162500 100 672 46.93 NO-PREPAY 2/1/2012 6 3 1 3 2503200708 D-PUDS 1 OO REFI N 5.625 5.625 579200 579200 2/1/2007 1/1/2037 2715 360 80 VA 2/1/2007 N 724000 1 3 2715 22079 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 144800 100 655 38.8 2YR 1/1/2012 6 3 1 3 2503200711 SFR 1 2ND REFI Y 5.75 5.75 171400 171400 2/1/2007 1/1/2037 821.29 360 42.33 CA 2/1/2007 N 405000 1 3 821.29 92234 1/3/2007 1 PA0605EI_ARM-INTONLY 0 0 0 42.33 743 30.32 3YR 1/1/2012 6 3 1 3 2503200727 D-PUDS 1 OO REFI N 5.8 5.8 557000 557000 2/1/2007 1/1/2037 2692.17 360 60.55 CA 2/1/2007 N 920000 1 3 2692.17 94587 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60.55 771 36.15 NO-PREPAY 1/1/2012 6 3 1 3 2503200730 D-PUDS 1 NOO REFI Y 6.5 6.5 543100 543100 2/1/2007 1/1/2037 2941.79 360 74.92 CA 2/1/2007 N 725000 1 3 2941.79 94590 12/18/2006 8 SA0605EI_ARM-INTONLY 0 0 0 74.92 763 0 3YR 1/1/2012 6 3 1 3 2503200734 SFR 1 OO REFI Y 6.365 6.365 192800 192800 2/1/2007 1/1/2037 1022.64 360 80 CA 2/1/2007 N 241000 1 3 1022.64 95531 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 664 29.24 NO-PREPAY 1/1/2012 6 3 1 3 2503200738 SFR 1 OO REFI N 6.5 6.5 380000 380000 2/1/2007 1/1/2037 2058.33 360 80 CA 2/1/2007 N 475000 1 3 2058.33 91701 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 47500 90 687 40.7 3YR 1/1/2012 6 3 1 3 2503200750 D-PUDS 1 OO REFI Y 6.99 6.99 333000 332793.5 2/1/2007 1/1/2037 1939.73 360 90 NV 2/1/2007 N 370000 1 0 1939.73 89074 12/18/2006 1 PF0430I_FIX-INTONLY 25 0 0 90 751 40.4 1YR 0 0 0 0 2503200771 SFR 1 OO PURCHASE N 6.625 6.625 270000 270000 2/1/2007 1/1/2037 1490.63 360 75 FL 2/1/2007 N 365000 1 3 1490.63 33309 12/14/2006 2 PA0605EI_ARM-INTONLY 0 360000 90000 100 759 41.56 2YR 1/1/2012 6 3 1 3 2503200794 SFR 1 OO REFI Y 7.75 7.75 480000 479661.22 2/1/2007 1/1/2037 3438.78 360 73.19 FL 2/1/2007 N 655900 1 0 3438.78 32137 12/18/2006 8 SF2630_FIXEDRATE 0 0 0 73.19 669 0 3YR 0 0 0 0 2503200804 SFR 1 OO REFI Y 6.89 6.89 255000 254899.81 2/1/2007 1/1/2037 1564.32 360 68.55 FL 2/1/2007 Y 372000 1 3 1564.32 33125 12/27/2006 17 PL1605E_ARM-BALLOON 0 0 0 68.55 674 49.19 3YR 1/1/2012 6 3 1 3 2503200827 D-PUDS 1 NOO REFI Y 5.75 5.75 370000 369999.92 2/1/2007 1/1/2037 1772.92 360 59.88 CA 2/1/2007 N 618000 1 3 1772.92 91915 12/22/2006 1 PA0605EI_ARM-INTONLY 0 0 0 59.88 786 47.64 NO-PREPAY 1/1/2012 6 3 1 3 2503200834 SFR 1 OO PURCHASE N 8.1 8.1 304000 304000 2/1/2007 1/1/2037 2052 360 80 CA 2/1/2007 N 380000 1 3.875 2052 92395 12/19/2006 2 PA0605EI_ARM-INTONLY 0 380000 76000 100 707 42.05 1YR 1/1/2012 6 3 1 3.875 2503200835 SFR 1 OO REFI Y 6.75 6.75 96000 95917.35 2/1/2007 1/1/2037 622.65 360 50 FL 2/1/2007 N 192000 1 0 622.65 33023 12/26/2006 1 PF2630_FIXEDRATE 0 0 0 50 634 35.94 1YR 0 0 0 0 2503200843 SFR 1 OO REFI Y 5.25 5.25 620000 620000 2/1/2007 1/1/2037 2712.5 360 63.27 CA 2/1/2007 N 980000 1 3 2712.5 94044 12/26/2006 17 PA0605EI_ARM-INTONLY 0 0 0 63.27 717 38.99 3YR 1/1/2012 6 3 1 3 2503200852 2-4FAMILY 4 OO PURCHASE N 7.99 7.99 341250 341020.57 2/1/2007 1/1/2037 2501.59 360 75 CA 2/1/2007 N 455000 1 0 2501.59 93305 12/20/2006 2 PF1630_FIXEDRATE 0 455000 113750 100 668 35.19 3YR 0 0 0 0 2503200862 SFR 1 OO PURCHASE N 5.75 5.75 560000 560000 2/1/2007 1/1/2037 2683.33 360 80 CA 2/1/2007 N 755000 1 3 2683.33 93906 12/18/2006 2 PA0605EI_ARM-INTONLY 0 700000 0 80 715 29.84 2YR 1/1/2012 6 3 1 3 2503200865 SFR 1 OO REFI N 5.75 5.75 240000 240000 2/1/2007 1/1/2037 1150 360 61.54 OR 2/1/2007 N 390000 1 3.25 1150 97062 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 0 61.54 821 26.09 1YR 1/1/2012 6 3 1 3.25 2503200872 SFR 1 OO REFI Y 7.125 7.125 276000 276000 2/1/2007 1/1/2037 1638.75 360 80 CA 2/1/2007 N 345000 1 4 1638.75 92374 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 48300 94 658 28.02 3YR 1/1/2012 6 3 1 4 2503200875 HI-RISE 1 NOO PURCHASE N 6.75 6.75 200000 200000 2/1/2007 1/1/2037 1125 360 80 HI 2/1/2007 N 250000 1 4 1125 96822 12/22/2006 2 PA0605EI_ARM-INTONLY 0 250000 37500 95 771 47.64 NO-PREPAY 1/1/2012 6 3 1 4 2503200891 2-4FAMILY 4 NOO REFI N 5.5 5.5 635000 635000 2/1/2007 1/1/2037 2910.42 360 30.61 CA 2/1/2007 N 2075000 1 3 2910.42 90211 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 30.61 697 15.44 2YR 1/1/2012 6 3 1 3 2503200910 SFR 1 OO REFI N 5.82 5.82 480000 480000 2/1/2007 1/1/2037 2328 360 80 CA 2/1/2007 N 600000 1 3 2328 95122 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 78000 93 742 44.7 2YR 1/1/2012 6 3 1 3 2503200918 SFR 1 OO REFI Y 6.55 6.55 322000 322000 2/1/2007 1/1/2037 1757.58 360 70 CA 2/1/2007 N 460000 1 3 1757.58 90047 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70 674 54.94 NO-PREPAY 1/1/2012 6 3 1 3 2503200925 SFR 1 OO PURCHASE N 6.99 6.99 163600 163600 2/1/2007 1/1/2037 952.97 360 80 FL 2/1/2007 N 204500 1 3 952.97 32164 12/20/2006 2 PA1605EI_ARM-INTONLY 0 204500 40900 100 640 41.8 3YR 1/1/2012 6 3 1 3 2503200930 CONDO 1 NOO PURCHASE N 6.5 6.5 94400 94400 2/1/2007 1/1/2037 511.33 360 69.98 FL 2/1/2007 N 135000 1 3 511.33 33916 12/29/2006 2 PA0605EI_ARM-INTONLY 0 134900 33700 94.96 720 41.76 5YR 1/1/2012 6 3 1 3 2503200935 HI-RISE 1 OO REFI Y 6.125 6.125 1075000 1075000 2/1/2007 1/1/2037 5486.98 360 67.19 CA 2/1/2007 N 1600000 1 0 5486.98 94109 12/22/2006 1 PF0630I_FIX-INTONLY 0 0 0 67.19 755 30.88 3YR 0 0 0 0 2503200952 HI-RISE 1 NOO PURCHASE N 6.75 6.75 424400 424400 2/1/2007 1/1/2037 2387.25 360 75 FL 2/1/2007 N 595000 1 3 2387.25 33019 12/29/2006 2 PA0605EI_ARM-INTONLY 0 565900 113200 95 721 32.02 3YR 1/1/2012 6 3 1 3 2503200957 SFR 1 NOO REFI Y 6.5 6.5 106000 105904.18 2/1/2007 1/1/2037 669.99 360 48.19 RI 2/1/2007 N 220000 1 0 669.99 02860 12/29/2006 17 PF0630_FIXEDRATE 0 0 0 48.19 733 47.94 1YR 0 0 0 0 2503200959 HI-RISE 1 NOO PURCHASE N 12.65 12.65 113200 113171.99 2/1/2007 1/1/2022 1221.33 180 20.01 FL 2/1/2007 Y 595000 2 0 1221.33 33019 12/29/2006 2 TB0630_BALLOON 0 565900 0 95 721 32.02 NO-PREPAY 0 0 0 0 2503200964 SFR 1 OO REFI N 6.375 6.375 571000 571000 2/1/2007 1/1/2037 3033.44 360 79.31 CA 2/1/2007 N 720000 1 4 3033.44 94124 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 79.31 679 48.23 NO-PREPAY 1/1/2012 6 3 1 4 2503200965 SFR 1 NOO REFI Y 5.75 5.75 245550 244687.52 2/1/2007 1/1/2022 2039.07 180 70.16 WA 2/1/2007 N 350000 1 0 2039.07 98118 12/28/2006 8 SF2615_FIXEDRATE 0 0 0 70.16 639 0 NO-PREPAY 0 0 0 0 2503200987 SFR 1 OO REFI N 6.75 6.75 180000 180000 2/1/2007 1/1/2037 1012.5 360 74.39 IL 2/1/2007 N 242000 1 4 1012.5 60101 12/27/2006 1 PA0605EI_ARM-INTONLY 0 0 55200 97.19 701 46.28 NO-PREPAY 1/1/2012 6 3 1 4 2503201008 CONDO 1 NOO PURCHASE N 5.875 5.875 115400 115400 2/1/2007 1/1/2037 564.98 360 69.99 FL 2/1/2007 N 165000 1 3 564.98 33712 12/15/2006 2 PA0605EI_ARM-INTONLY 0 164900 41200 94.97 724 44.9 5YR 1/1/2012 6 3 1 3 2503201024 D-PUDS 1 NOO PURCHASE N 7.925 7.925 90400 90400 2/1/2007 1/1/2037 597.02 360 80 TX 2/1/2007 N 125000 1 3 597.02 77066 12/29/2006 2 PA1605EI_ARM-INTONLY 0 113000 0 80 659 19.49 NO-PREPAY 1/1/2012 6 3 1 3 2503201025 D-PUDS 1 OO PURCHASE N 6.86 6.86 482800 482800 2/1/2007 1/1/2037 2760.01 360 80 VA 2/1/2007 N 700000 1 3 2760.01 20105 12/13/2006 2 PA1605EI_ARM-INTONLY 0 603500 120700 100 642 46.52 NO-PREPAY 1/1/2012 6 3 1 3 2503201029 D-PUDS 1 OO PURCHASE N 12.75 12.75 120700 120670.8 2/1/2007 1/1/2022 1311.64 180 20 VA 2/1/2007 Y 700000 2 0 1311.64 20105 12/13/2006 2 TB1630_BALLOON 0 603500 0 100 642 46.52 NO-PREPAY 0 0 0 0 2503201030 CONDO 1 OO PURCHASE N 7.31 7.31 105000 104919.07 2/1/2007 1/1/2037 720.56 360 60.91 FL 2/1/2007 N 175000 1 0 720.56 33193 12/29/2006 2 PF1630_FIXEDRATE 0 172400 0 60.91 657 42.91 2YR 0 0 0 0 2503201031 SFR 1 NOO REFI Y 7.25 7.25 269500 269500 2/1/2007 1/1/2037 1628.23 360 70 CA 2/1/2007 N 385000 1 0 1628.23 92507 12/29/2006 7 SF1630I_FIX-INTONLY 0 0 0 70 659 0 2YR 0 0 0 0 2503201047 SFR 1 OO REFI Y 6.125 6.125 130000 129873.65 2/1/2007 1/1/2037 789.89 360 54.17 CA 2/1/2007 N 240000 1 0 789.89 95820 12/22/2006 2 PF0630_FIXEDRATE 0 0 0 54.17 683 43.12 3YR 0 0 0 0 2503201063 HI-RISE 1 NOO PURCHASE N 12.95 12.95 37500 37491.33 2/1/2007 1/1/2022 413.36 180 15 HI 2/1/2007 Y 250000 2 0 413.36 96822 12/22/2006 2 TB0630_BALLOON 0 250000 0 95 771 46.85 NO-PREPAY 0 0 0 0 2503201065 SFR 1 OO REFI Y 5.25 5.25 375000 375000 2/1/2007 1/1/2037 1640.63 360 46.88 CA 2/1/2007 N 800000 1 3 1640.63 91304 12/28/2006 8 SA0605EI_ARM-INTONLY 0 0 0 46.88 781 0 1YR 1/1/2012 6 3 1 3 2503201070 CONDO 1 OO PURCHASE N 6.3 6.3 332000 332000 2/1/2007 1/1/2037 1743 360 80 CA 2/1/2007 N 415000 1 3 1743 91335 12/14/2006 2 PA0605EI_ARM-INTONLY 0 415000 83000 100 791 40.81 3YR 1/1/2012 6 3 1 3 2503201073 HI-RISE 1 OO PURCHASE N 6.625 6.625 132000 132000 2/1/2007 1/1/2037 728.75 360 80 FL 2/1/2007 N 182000 1 3 728.75 33179 12/20/2006 2 PA1605EI_ARM-INTONLY 0 165000 33000 100 665 43.48 3YR 1/1/2012 6 3 1 3 2503201077 SFR 1 OO PURCHASE N 8.45 8.45 256000 256000 2/1/2007 1/1/2037 1802.67 360 80 FL 2/1/2007 N 337000 1 3.875 1802.67 33018 12/19/2006 2 PA1605EI_ARM-INTONLY 0 320000 64000 100 648 47.94 3YR 1/1/2012 6 3 1 3.875 2503201082 SFR 1 OO PURCHASE N 7.75 7.75 368000 368000 2/1/2007 1/1/2037 2376.67 360 80 FL 2/1/2007 N 460000 1 3 2376.67 33165 12/29/2006 2 PA1605EI_ARM-INTONLY 0 460000 92000 100 645 42.28 3YR 1/1/2012 6 3 1 3 2503201086 SFR 1 OO REFI Y 6 6 307500 307500 2/1/2007 1/1/2037 1537.5 360 75 MA 2/1/2007 N 410000 1 3 1537.5 02169 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 41000 85 643 28.01 NO-PREPAY 1/1/2012 6 3 1 3 2503201092 SFR 1 OO REFI Y 5.75 5.75 287000 286845.82 2/1/2007 1/1/2037 1529.39 360 62.4 CA 2/1/2007 Y 460000 1 5.55 1529.39 95366 12/13/2006 2 PL0605E_ARM-BALLOON 0 0 0 62.4 788 33.82 NO-PREPAY 1/1/2012 6 3 1 5.55 2503201094 2-4FAMILY 3 OO PURCHASE N 8.55 8.55 517425 517425 2/1/2007 1/1/2037 3686.65 360 75 NJ 2/1/2007 N 690000 1 3 3686.65 07105 12/21/2006 2 PA0605EI_ARM-INTONLY 0 689900 172475 100 687 45.9 NO-PREPAY 1/1/2012 6 3 1 3 2503201106 CONDO 1 OO PURCHASE N 7.67 7.67 141319 141319 2/1/2007 1/1/2037 903.26 360 80 FL 2/1/2007 N 177000 1 3 903.26 33351 12/29/2006 2 PA1605EI_ARM-INTONLY 0 176649 35329 100 658 44.19 3YR 1/1/2012 6 3 1 3 2503201113 SFR 1 OO REFI N 6.5 6.5 322500 322500 2/1/2007 1/1/2037 1746.88 360 75 CA 2/1/2007 N 430000 1 3 1746.88 92860 12/27/2006 2 PA0605EI_ARM-INTONLY 0 0 107500 100 686 40.69 1YR 1/1/2012 6 3 1 3 2503201128 D-PUDS 1 OO REFI N 6 6 118000 118000 2/1/2007 1/1/2027 590 240 42.91 CA 2/1/2007 N 275000 1 0 590 91351 12/28/2006 2 PF0620I_FIX-INTONLY 0 0 0 42.91 762 44.32 3YR 0 0 0 0 2503201132 SFR 1 OO REFI N 5.875 5.875 665250 665250 2/1/2007 1/1/2037 3256.95 360 67.96 CA 2/1/2007 N 979000 1 0 3256.95 92604 12/29/2006 2 PF0630I_FIX-INTONLY 0 0 0 67.96 738 39.69 3YR 0 0 0 0 2503201133 CONDO 1 OO PURCHASE N 5.99 5.99 188350 188350 3/1/2007 2/1/2037 1128.04 360 79.99 MD 2/1/2007 N 236000 1 0 1128.04 21030 1/3/2007 2 PF0630_FIXEDRATE 0 235490 47050 99.97 751 47.71 3YR 0 0 0 0 2503201137 SFR 1 OO REFI Y 6.99 6.99 301000 301000 2/1/2007 1/1/2037 1753.33 360 70 IL 2/1/2007 N 430000 1 3 1753.33 60077 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70 652 29.53 NO-PREPAY 1/1/2012 6 3 1 3 2503201140 SFR 1 OO REFI Y 6.15 6.15 417000 416900 2/1/2007 1/1/2037 2137.13 360 72.53 CA 2/1/2007 N 575000 1 0 2137.13 95407 1/2/2007 2 PF0630I_FIX-INTONLY 0 0 0 72.53 739 48.43 3YR 0 0 0 0 2503201142 SFR 1 OO REFI N 5.8 5.8 488000 488000 2/1/2007 1/1/2037 2358.67 360 40.67 CA 2/1/2007 N 1200000 1 3 2358.67 94563 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 40.67 788 23.76 1YR 1/1/2012 6 3 1 3 2503201146 SFR 1 OO PURCHASE N 7.92 7.92 600000 600000 2/1/2007 1/1/2037 3960 360 80 CA 2/1/2007 N 750000 1 3.875 3960 90039 12/28/2006 2 PA0605EI_ARM-INTONLY 0 750000 150000 100 696 49.38 NO-PREPAY 1/1/2012 6 3 1 3.875 2503201182 SFR 1 OO REFI Y 6.625 6.625 440000 439611.8 2/1/2007 1/1/2037 2817.37 360 80 CA 2/1/2007 N 550000 1 3 2817.37 92025 12/26/2006 2 PA1607E_ARM 0 0 27500 85 644 35.54 3YR 1/1/2014 6 3 1 3 2503201186 SFR 1 OO PURCHASE N 7.5 7.5 319900 319900 2/1/2007 1/1/2037 1999.37 360 80 VA 2/1/2007 N 415000 1 3 1999.37 22712 12/12/2006 2 PA1605EI_ARM-INTONLY 0 399900 79950 99.99 668 36.48 3YR 1/1/2012 6 3 1 3 2503201187 SFR 1 OO PURCHASE N 11.25 11.25 79950 79923.01 2/1/2007 1/1/2022 776.52 180 20 VA 2/1/2007 Y 415000 2 0 776.52 22712 12/12/2006 2 TB1630_BALLOON 0 399900 0 99.99 668 36.48 3YR 0 0 0 0 2503201191 PUD 1 OO REFI N 5.85 5.85 110000 110000 2/1/2007 1/1/2037 536.25 360 58.21 CA 2/1/2007 N 189000 1 0 536.25 93230 12/18/2006 1 PF0630I_FIX-INTONLY 0 0 0 58.21 762 23.64 1YR 0 0 0 0 2503201195 D-PUDS 1 OO PURCHASE N 8.54 8.54 364600 364600 2/1/2007 1/1/2037 2594.74 360 95 FL 2/1/2007 N 395000 1 4.25 2594.74 33325 12/21/2006 12 EA0605EI_ARM-INTONLY 30 383800 0 95 690 0 3YR 1/1/2012 6 3 1 4.25 2503201197 SFR 1 OO REFI Y 5.75 5.75 336000 336000 2/1/2007 1/1/2037 1610 360 70 CA 2/1/2007 N 480000 1 3 1610 92336 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 791 21.03 3YR 1/1/2012 6 3 1 3 2503201198 SFR 1 OO REFI Y 6.09 6.09 510000 509500.97 2/1/2007 1/1/2037 3087.28 360 77.51 CA 2/1/2007 N 658000 1 0 3087.28 95020 12/15/2006 2 PF0630_FIXEDRATE 0 0 0 77.51 682 33.73 3YR 0 0 0 0 2503201203 SFR 1 OO PURCHASE N 7 7 162400 162400 2/1/2007 1/1/2037 947.33 360 80 CO 2/1/2007 N 208000 1 3 947.33 81005 12/14/2006 2 PA1605EI_ARM-INTONLY 0 203000 30450 95 672 49.72 2YR 1/1/2012 4.99 3 1 3 2503201216 SFR 1 NOO PURCHASE N 7.25 7.25 73100 73100 2/1/2007 1/1/2037 441.65 360 74.6 NC 2/1/2007 N 112000 1 3 441.65 28269 12/29/2006 2 PA1605EI_ARM-INTONLY 0 98000 20000 95 659 31.1 NO-PREPAY 1/1/2012 6 3 1 3 2503201218 SFR 1 OO REFI Y 5.75 5.75 250000 249941.67 2/1/2007 1/1/2037 1197.92 360 53.77 CA 2/1/2007 N 465000 1 3 1197.92 90650 12/26/2006 12 SA0605EI_ARM-INTONLY 0 0 0 53.77 770 0 3YR 1/1/2012 6 3 1 3 2503201230 2-4FAMILY 2 OO PURCHASE N 7.15 7.15 502100 502100 2/1/2007 1/1/2037 2991.68 360 80 NY 2/1/2007 N 630000 1 3 2991.68 11420 12/15/2006 2 PA0605EI_ARM-INTONLY 0 627660 125500 100 734 48.31 1YR 1/1/2012 6 3 1 3 2503201244 SFR 1 NOO PURCHASE N 14.4 14.4 20000 19996.68 2/1/2007 1/1/2022 243.32 180 20.41 NC 2/1/2007 Y 112000 2 0 243.32 28269 12/29/2006 2 TB1630_BALLOON 0 98000 0 95 659 6.21 NO-PREPAY 0 0 0 0 2503201247 SFR 1 OO REFI Y 6.5 6.5 163000 162882.92 2/1/2007 1/1/2037 882.92 360 31.97 CA 2/1/2007 N 510000 1 3 882.92 91331 12/21/2006 12 SA0605EI_ARM-INTONLY 0 0 0 31.97 695 0 NO-PREPAY 1/1/2012 6 3 1 3 2503201249 SFR 1 OO REFI N 6.875 6.875 508000 508000 2/1/2007 1/1/2037 2910.42 360 78.76 IL 2/1/2007 N 645000 1 0 2910.42 60439 12/20/2006 2 PF0630I_FIX-INTONLY 0 0 0 78.76 691 27.07 NO-PREPAY 0 0 0 0 2503201251 SFR 1 NOO REFI Y 7.375 7.375 378750 378750 2/1/2007 1/1/2037 2327.73 360 75 NJ 2/1/2007 N 505000 1 3 2327.73 07062 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 75750 90 714 34.02 NO-PREPAY 1/1/2012 6 3 1 3 2503201253 SFR 1 NOO REFI N 12.3 12.3 75750 75729.73 2/1/2007 1/1/2022 796.71 180 15 NJ 2/1/2007 Y 505000 2 0 796.71 07062 12/22/2006 2 TB0630_BALLOON 0 0 0 90 714 34.02 NO-PREPAY 0 0 0 0 2503201266 PUD 1 OO PURCHASE N 7.125 7.125 172400 172400 2/1/2007 1/1/2037 1023.62 360 74.99 FL 2/1/2007 N 232000 1 3.5 1023.62 33626 12/21/2006 2 PA1605EI_ARM-INTONLY 0 229902 46000 95 649 32.75 NO-PREPAY 1/1/2012 6 3 1 3.5 2503201289 HI-RISE 1 OO PURCHASE N 6.983 6.983 257900 257687.89 2/1/2007 1/1/2037 1712.87 360 75 FL 2/1/2007 N 350000 1 0 1712.87 33301 12/29/2006 2 PF0630_FIXEDRATE 0 343900 86000 100 693 41.88 NO-PREPAY 0 0 0 0 2503201311 2-4FAMILY 3 NOO REFI N 5.99 5.99 173500 172902.9 2/1/2007 1/1/2022 1463.15 180 61.97 IL 2/1/2007 N 280000 1 0 1463.15 60623 12/18/2006 2 PF1615_FIXEDRATE 0 0 0 61.97 672 48.64 NO-PREPAY 0 0 0 0 2503201320 CONDO 1 OO PURCHASE N 6.375 6.375 480000 480000 2/1/2007 1/1/2037 2550 360 75 CA 2/1/2007 N 645000 1 3 2550 95135 12/20/2006 2 PA0605EI_ARM-INTONLY 0 640000 160000 100 690 44.23 3YR 1/1/2012 6 3 1 3 2503201336 CONDO 1 OO PURCHASE N 5.25 5.25 627000 627000 2/1/2007 1/1/2037 2743.12 360 80 HI 2/1/2007 N 825000 1 3 2743.12 96707 12/29/2006 2 PA0605EI_ARM-INTONLY 0 783750 156750 100 707 35.31 NO-PREPAY 1/1/2012 6 3 1 3 2503201348 CONDO 1 OO PURCHASE N 8 8 500000 499856.77 2/1/2007 1/1/2037 3476.56 360 80 FL 2/1/2007 Y 625000 1 3.875 3476.56 33483 12/19/2006 2 PL1602E_ARM-BALLOON 0 625000 125000 100 651 46.12 NO-PREPAY 1/1/2009 6 3 1 3.875 2503201352 CONDO 1 OO REFI Y 5.74 5.74 280000 280000 2/1/2007 1/1/2037 1339.33 360 80 CA 2/1/2007 N 350000 1 3 1339.33 91402 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 743 44.28 NO-PREPAY 1/1/2012 6 3 1 3 2503201355 D-PUDS 1 OO PURCHASE N 7.25 7.25 324000 323747.25 2/1/2007 1/1/2037 2210.25 360 80 AZ 2/1/2007 N 405000 1 0 2210.25 85032 12/20/2006 2 PF2630_FIXEDRATE 0 405000 60750 95 639 43.29 NO-PREPAY 0 0 0 0 2503201356 SFR 1 NOO REFI N 6.25 6.25 239200 239200 2/1/2007 1/1/2037 1245.83 360 80 CA 2/1/2007 N 299000 1 4 1245.83 95993 12/28/2006 1 PA0605EI_ARM-INTONLY 0 0 0 80 733 35.43 3YR 1/1/2012 6 3 1 4 2503201370 CONDO 1 OO PURCHASE N 6.625 6.625 312000 311997.5 2/1/2007 1/1/2037 1722.5 360 80 CA 2/1/2007 N 390000 1 3 1722.5 92688 12/29/2006 2 PA0605EI_ARM-INTONLY 0 390000 78000 100 680 49.65 3YR 1/1/2012 6 3 1 3 2503201372 SFR 1 OO REFI N 6.5 6.5 528000 528000 2/1/2007 1/1/2037 2860 360 80 CA 2/1/2007 N 660000 1 3 2860 95023 12/21/2006 2 PA1605EI_ARM-INTONLY 0 0 132000 100 656 39.53 1YR 1/1/2012 6 3 1 3 2503201380 CONDO 1 OO PURCHASE N 6.875 6.875 107900 107900 2/1/2007 1/1/2037 618.18 360 79.99 FL 2/1/2007 N 135000 1 3 618.18 33916 12/27/2006 2 PA0605EI_ARM-INTONLY 0 134900 27000 100 736 41.93 5YR 1/1/2012 6 3 1 3 2503201387 SFR 1 OO REFI Y 5.99 5.99 210000 210000 2/1/2007 1/1/2037 1048.25 360 70 CA 2/1/2007 N 300000 1 3 1048.25 95824 12/19/2006 2 PA0605EI_ARM-INTONLY 0 0 45000 85 704 44.03 NO-PREPAY 1/1/2012 6 3 1 3 2503201404 2-4FAMILY 2 NOO REFI N 5.715 5.715 421400 421400 2/1/2007 1/1/2037 2006.92 360 49 CA 2/1/2007 N 860000 1 3.875 2006.92 95076 1/4/2007 8 SA0605EI_ARM-INTONLY 0 0 0 49 702 0 1YR 1/1/2012 6 3 1 3.875 2503201406 SFR 1 OO REFI Y 6.625 6.625 190500 190331.92 2/1/2007 1/1/2037 1219.79 360 75 OR 2/1/2007 N 254000 1 0 1219.79 97756 12/28/2006 2 PF0630_FIXEDRATE 0 0 0 75 694 38.77 3YR 0 0 0 0 2503201433 SFR 1 OO REFI Y 6.25 6.25 317500 317491.7 2/1/2007 1/1/2037 1653.65 360 60.48 CA 2/1/2007 N 525000 1 0 1653.65 94928 12/27/2006 17 PF0630I_FIX-INTONLY 0 0 0 60.48 703 34.5 NO-PREPAY 0 0 0 0 2503201453 CONDO 1 2ND PURCHASE N 8.55 8.55 116000 115930.45 2/1/2007 1/1/2037 896.05 360 80 FL 2/1/2007 N 145000 1 3 896.05 33009 12/18/2006 2 PA1605E_ARM 0 145000 0 80 7.75 3YR 1/1/2012 6 3 1 3 2503201458 SFR 1 OO PURCHASE N 7.625 7.625 356000 356000 2/1/2007 1/1/2037 2262.08 360 80 CA 2/1/2007 N 445000 1 3 2262.08 94553 12/15/2006 2 PA1605EI_ARM-INTONLY 0 445000 89000 100 640 42.75 1YR 1/1/2012 6 3 1 3 2503201459 D-PUDS 1 2ND PURCHASE N 6.5 6.5 1000000 1000000 2/1/2007 1/1/2037 5416.67 360 67.55 FL 2/1/2007 N 1600000 1 3 5416.67 33076 12/29/2006 2 PA0605EI_ARM-INTONLY 0 1480594 332400 90 703 29.69 3YR 1/1/2012 6 3 1 3 2503201460 SFR 1 OO REFI N 6.4 6.4 388000 388000 2/1/2007 1/1/2037 2069.33 360 80 NY 2/1/2007 N 485000 1 3 2069.33 11580 12/22/2006 2 PA0605EI_ARM-INTONLY 0 0 97000 100 709 34.3 NO-PREPAY 1/1/2012 6 3 1 3 2503201469 2-4FAMILY 3 OO PURCHASE N 9.875 9.875 324800 324800 2/1/2007 1/1/2037 2672.83 360 80 IL 2/1/2007 N 407000 1 3 2672.83 60651 12/21/2006 2 PA1605EI_ARM-INTONLY 0 406000 81200 100 641 46.78 NO-PREPAY 1/1/2012 6 3 1 3 2503201478 SFR 1 OO REFI Y 6.65 6.65 460000 459999.17 2/1/2007 1/1/2037 2549.16 360 63.45 CA 2/1/2007 N 725000 1 0 2549.16 90604 12/28/2006 8 SF1630I_FIX-INTONLY 0 0 0 63.45 648 0 3YR 0 0 0 0 2503201518 SFR 1 OO PURCHASE N 11.99 11.99 30450 30441.27 2/1/2007 1/1/2022 312.98 180 15 CO 2/1/2007 Y 208000 2 0 312.98 81005 12/14/2006 2 TB1630_BALLOON 0 203000 0 95 672 49.72 NO-PREPAY 0 0 0 0 2503201519 SFR 1 OO PURCHASE N 6.375 6.375 221600 221600 2/1/2007 1/1/2037 1177.25 360 80 CA 2/1/2007 N 290000 1 3 1177.25 95991 12/14/2006 1 PA0605EI_ARM-INTONLY 0 277000 55400 100 775 43.65 NO-PREPAY 1/1/2012 6 3 1 3 2503201522 HI-RISE 1 2ND PURCHASE N 7.71 7.71 168000 168000 2/1/2007 1/1/2037 1079.4 360 80 FL 2/1/2007 N 225000 1 3 1079.4 33125 12/19/2006 2 PA1605EI_ARM-INTONLY 0 210000 0 80 640 8.38 3YR 1/1/2012 6 3 1 3 2503201538 SFR 1 OO PURCHASE N 7.5 7.5 420800 420800 2/1/2007 1/1/2037 2630 360 80 CA 2/1/2007 N 526000 1 3 2630 94520 12/29/2006 2 PA0605EI_ARM-INTONLY 0 526000 105200 100 707 48.91 2YR 1/1/2012 6 3 1 3 2503201546 SFR 1 OO REFI Y 6.875 6.875 772000 772000 2/1/2007 1/1/2037 4422.92 360 80 CA 2/1/2007 N 965000 1 3 4422.92 90232 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 751 23.66 NO-PREPAY 1/1/2012 6 3 1 3 2503201551 SFR 1 OO REFI N 5.875 5.875 414000 413577.91 2/1/2007 1/1/2037 2448.97 360 78.12 CA 2/1/2007 N 530000 1 0 2448.97 90640 12/26/2006 2 PF1630_FIXEDRATE 0 0 89500 95 676 46.14 3YR 0 0 0 0 2503201562 SFR 1 OO REFI Y 5.875 5.875 200000 200000 2/1/2007 1/1/2037 979.17 360 50.51 CA 2/1/2007 N 396000 1 3 979.17 93230 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 50.51 696 30.45 3YR 1/1/2012 6 3 1 3 2503201588 SFR 1 OO REFI N 5.625 5.625 587500 587478.11 2/1/2007 1/1/2037 2753.91 360 58.75 CA 2/1/2007 N 1000000 1 3 2753.91 94561 12/27/2006 1 PA0605EI_ARM-INTONLY 0 0 0 58.75 744 46.79 3YR 1/1/2012 6 3 1 3 2503201613 SFR 1 OO REFI Y 7.25 7.25 750000 750000 2/1/2007 1/1/2037 4531.25 360 70.1 CA 2/1/2007 N 1070000 1 3 4531.25 91320 1/3/2007 2 PA1605EI_ARM-INTONLY 0 0 200000 88.79 678 37.3 3YR 1/1/2012 6 3 1 3 2503201622 SFR 1 OO REFI Y 6.875 6.875 173000 172854.66 2/1/2007 1/1/2037 1136.49 360 41.69 CA 2/1/2007 N 415000 1 0 1136.49 92345 12/21/2006 7 SF3630_FIXEDRATE 0 0 0 41.69 601 29.68 3YR 0 0 0 0 2503201633 SFR 1 OO REFI Y 7.6 7.6 192000 192000 2/1/2007 1/1/2037 1216 360 80 AZ 2/1/2007 N 240000 1 3 1216 85210 12/19/2006 2 PA1605EI_ARM-INTONLY 0 0 0 80 657 46.93 3YR 1/1/2012 6 3 1 3 2503201636 2-4FAMILY 2 OO REFI Y 6.75 6.75 440000 440000 2/1/2007 1/1/2037 2475 360 80 CA 2/1/2007 N 550000 1 3 2475 90262 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 0 80 686 44.61 2YR 1/1/2012 6 3 1 3 2503201645 SFR 1 OO REFI Y 5.6 5.6 392000 392000 2/1/2007 1/1/2037 1829.33 360 64.27 CA 2/1/2007 N 610000 1 3 1829.33 91201 12/27/2006 7 SA2605EI_ARM-INTONLY 0 0 0 64.27 631 0 3YR 1/1/2012 6 3 1 3 2503201647 D-PUDS 1 OO PURCHASE N 6.1 6.1 618750 618750 2/1/2007 1/1/2037 3145.31 360 75 CA 2/1/2007 N 845000 1 3 3145.31 91387 1/3/2007 2 PA0605EI_ARM-INTONLY 0 825000 206250 100 685 38.74 1YR 1/1/2012 6 3 1 3 2503201655 D-PUDS 1 OO REFI Y 5.875 5.875 450000 449541.21 2/1/2007 1/1/2037 2661.92 360 73.18 HI 2/1/2007 N 615000 1 0 2661.92 96797 12/21/2006 2 PF0630_FIXEDRATE 0 0 0 73.18 767 47.05 3YR 0 0 0 0 2503201674 SFR 1 OO REFI N 7.25 7.25 480000 479625.55 2/1/2007 1/1/2037 3274.45 360 80 CA 2/1/2007 N 600000 1 3 3274.45 95023 12/28/2006 2 PA1605E_ARM 0 0 120000 100 677 40.32 2YR 1/1/2012 6 3 1 3 2503201694 SFR 1 OO REFI N 6.54 6.54 298400 298400 2/1/2007 1/1/2037 1626.28 360 80 CA 2/1/2007 N 373000 1 2.75 1626.28 95210 12/29/2006 2 PA1605EI_ARM-INTONLY 0 0 55950 95 647 46.39 3YR 1/1/2012 6 3 1 2.75 2503201734 SFR 1 OO PURCHASE N 6.25 6.25 284000 284000 2/1/2007 1/1/2037 1479.17 360 80 CA 2/1/2007 N 359000 1 3.875 1479.17 95831 12/19/2006 2 PA0605EI_ARM-INTONLY 0 355000 71000 100 681 38.7 1YR 1/1/2012 6 3 1 3.875 2503201764 SFR 1 OO REFI Y 5.25 5.25 330000 330000 2/1/2007 1/1/2037 1443.75 360 51.57 CA 2/1/2007 N 640000 1 3.875 1443.75 90240 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 51.57 688 47.24 1YR 1/1/2012 6 3 1 3.875 2503201796 SFR 1 OO PURCHASE N 5.99 5.99 408000 408000 2/1/2007 1/1/2037 2036.6 360 80 CA 2/1/2007 N 510000 1 3 2036.6 93906 12/18/2006 2 PA0605EI_ARM-INTONLY 0 510000 102000 100 763 46.02 NO-PREPAY 1/1/2012 6 3 1 3 2503201810 SFR 1 OO REFI Y 5.6 5.6 120000 119572.25 2/1/2007 1/1/2022 986.88 180 39.16 HI 2/1/2007 N 306500 1 0 986.88 96720 12/27/2006 1 PF0615_FIXEDRATE 0 0 0 39.16 727 38.56 3YR 0 0 0 0 2503201815 2-4FAMILY 2 NOO REFI N 5.875 5.875 191750 191083.61 2/1/2007 1/1/2022 1605.17 180 63.92 IL 2/1/2007 N 300000 1 0 1605.17 60623 12/18/2006 2 PF1615_FIXEDRATE 0 0 0 63.92 672 48.64 NO-PREPAY 0 0 0 0 2503201818 D-PUDS 1 OO PURCHASE N 7.7 7.7 152800 152800 2/1/2007 1/1/2037 980.47 360 80 FL 2/1/2007 N 240000 1 3 980.47 33309 12/19/2006 2 PA0605EI_ARM-INTONLY 0 191000 38200 100 681 25.38 3YR 1/1/2012 6 3 1 3 2503201832 SFR 1 OO REFI N 6.7 6.7 464000 464000 2/1/2007 1/1/2037 2590.67 360 74.84 CA 2/1/2007 N 620000 1 3 2590.67 95407 1/2/2007 1 PA1605EI_ARM-INTONLY 0 0 116000 93.55 647 39.68 3YR 1/1/2012 6 3 1 3 2503201833 SFR 1 OO REFI N 5.99 5.99 217600 217382.97 2/1/2007 1/1/2037 1303.22 360 80 NV 2/1/2007 N 272000 1 3 1303.22 89145 12/29/2006 2 PA1605E_ARM 0 0 25400 89.34 678 39.21 2YR 1/1/2012 6 3 1 3 2503201840 SFR 1 OO REFI Y 6.65 6.65 155000 155000 2/1/2007 1/1/2037 858.96 360 68.89 AZ 2/1/2007 N 225000 1 3.875 858.96 85023 1/3/2007 2 PA0605EI_ARM-INTONLY 0 0 0 68.89 680 32.24 3YR 1/1/2012 6 3 1 3.875 2503201851 HI-RISE 1 OO PURCHASE N 6.817 6.817 304400 304400 2/1/2007 1/1/2037 1729.25 360 75 FL 2/1/2007 N 406000 1 3 1729.25 33301 12/29/2006 2 PA0605EI_ARM-INTONLY 0 405900 101450 99.99 751 39.41 2YR 1/1/2012 6 3 1 3 2503201860 SFR 1 OO REFI N 5.875 5.875 327000 327000 2/1/2007 1/1/2037 1600.94 360 41.51 CA 2/1/2007 N 787927 1 3 1600.94 92007 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 41.51 700 40.39 1YR 1/1/2012 6 3 1 3 2503201868 2-4FAMILY 2 OO REFI N 5.99 5.99 412000 412000 2/1/2007 1/1/2037 2056.57 360 69.25 CA 2/1/2007 N 595000 1 0 2056.57 90280 12/21/2006 2 PF0630I_FIX-INTONLY 0 0 0 69.25 722 52.49 3YR 0 0 0 0 2503201874 SFR 1 OO PURCHASE N 6.55 6.55 204000 204000 2/1/2007 1/1/2037 1113.5 360 80 NV 2/1/2007 N 255000 1 3 1113.5 89110 12/19/2006 2 PA0605EI_ARM-INTONLY 0 255000 51000 100 688 44.03 3YR 1/1/2012 6 3 1 3 2503201877 SFR 1 OO REFI N 5.925 5.925 224000 224000 2/1/2007 1/1/2037 1106 360 77.25 VA 2/1/2007 N 290000 1 3 1106 22630 12/21/2006 2 PA0605EI_ARM-INTONLY 0 0 56000 96.56 706 29.67 2YR 1/1/2012 6 3 1 3 2503201882 SFR 1 OO REFI N 6.25 6.25 144000 143875.74 2/1/2007 1/1/2037 750 360 75 OR 2/1/2007 N 192000 1 3 750 97045 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 38400 95 704 37.68 3YR 1/1/2012 6 3 1 3 2503201892 SFR 1 OO PURCHASE N 5.9 5.9 360000 360000 2/1/2007 1/1/2037 1770 360 80 CA 2/1/2007 N 460000 1 3.875 1770 90810 12/20/2006 2 PA0605EI_ARM-INTONLY 0 450000 90000 100 694 39.37 3YR 1/1/2012 6 3 1 3.875 2503201898 SFR 1 OO PURCHASE N 7.1 7.1 176000 176000 2/1/2007 1/1/2037 1041.33 360 80 NV 2/1/2007 N 226000 1 3 1041.33 89101 12/21/2006 2 PA1605EI_ARM-INTONLY 0 220000 44000 100 667 47.58 NO-PREPAY 1/1/2012 6 3 1 3 2503201918 2-4FAMILY 2 NOO REFI N 6.375 6.375 417000 417000 2/1/2007 1/1/2037 2215.31 360 69.5 CA 2/1/2007 N 600000 1 4 2215.31 90062 12/20/2006 2 PA0605EI_ARM-INTONLY 0 0 92000 84.84 682 29.25 3YR 1/1/2012 6 3 1 4 2503201919 SFR 1 OO REFI N 5.875 5.875 535000 535000 2/1/2007 1/1/2037 2619.27 360 60.8 CA 2/1/2007 N 880000 1 3.875 2619.27 95148 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 60.8 774 38.35 NO-PREPAY 1/1/2012 6 3 1 3.875 2503201920 2-4FAMILY 2 NOO REFI Y 12.175 12.175 92000 91974.69 2/1/2007 1/1/2022 958.73 180 15.34 CA 2/1/2007 Y 600000 2 0 958.73 90062 12/20/2006 2 TB0630_BALLOON 0 0 0 84.84 682 29.25 3YR 0 0 0 0 2503201927 SFR 1 OO REFI Y 7.66 7.66 182500 182368.84 2/1/2007 1/1/2037 1296.12 360 79.35 IL 2/1/2007 N 230000 1 0 1296.12 60430 12/28/2006 1 PF2630_FIXEDRATE 0 0 0 79.35 627 38.14 NO-PREPAY 0 0 0 0 2503201929 D-PUDS 1 OO REFI N 6.875 6.875 980000 980000 2/1/2007 1/1/2037 5614.58 360 70 IL 2/1/2007 N 1400000 1 3 5614.58 60010 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 207000 84.79 661 41.76 NO-PREPAY 1/1/2012 6 3 1 3 2503201933 SFR 1 NOO PURCHASE N 9.3 9.3 88000 87982.81 2/1/2007 1/1/2037 699.19 360 80 IL 2/1/2007 Y 115000 1 3 699.19 60636 12/28/2006 2 PL1605E_ARM-BALLOON 0 110000 16000 94.55 661 40.26 NO-PREPAY 1/1/2012 6 3 1 3 2503201936 2-4FAMILY 2 OO PURCHASE N 6.5 6.5 488000 488000 2/1/2007 1/1/2037 2643.33 360 80 CA 2/1/2007 N 610000 1 3.875 2643.33 91702 12/21/2006 2 PA0605EI_ARM-INTONLY 0 610000 122000 100 756 41.99 3YR 1/1/2012 6 3 1 3.875 2503201945 SFR 1 OO REFI Y 6.95 6.95 330000 329799.33 2/1/2007 1/1/2037 2038.75 360 78.58 CA 2/1/2007 Y 420000 1 0 2038.75 91766 12/28/2006 2 PB3640_BALLOON 0 0 0 78.58 606 42.13 3YR 0 0 0 0 2503201952 SFR 1 OO REFI Y 6.99 6.99 148200 148078.28 2/1/2007 1/1/2037 984.98 360 78 CA 2/1/2007 N 190000 1 3.875 984.98 95917 12/29/2006 2 PA2605E_ARM 0 0 0 78 637 35.75 3YR 1/1/2012 6 3 1 3.875 2503201991 SFR 1 OO REFI Y 5.625 5.625 270000 269865 2/1/2007 1/1/2037 1265.63 360 55.68 CA 2/1/2007 N 485000 1 3 1265.63 90002 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 55.68 671 34.17 3YR 1/1/2012 6 3 1 3 2503202028 D-PUDS 1 OO PURCHASE N 6.99 6.99 154100 154041.12 2/1/2007 1/1/2037 956.51 360 74.99 CO 2/1/2007 Y 206000 1 3 956.51 80603 12/22/2006 2 PL1605E_ARM-BALLOON 0 205515 51350 99.97 641 49.83 NO-PREPAY 1/1/2012 6 3 1 3 2503202030 D-PUDS 1 NOO PURCHASE N 6.63 6.63 245950 245950 2/1/2007 1/1/2037 1358.87 360 75 WA 2/1/2007 N 375000 1 0 1358.87 98042 1/2/2007 2 PF0630I_FIX-INTONLY 0 327950 65500 94.97 728 47.46 1YR 0 0 0 0 2503202031 SFR 1 NOO PURCHASE N 7.625 7.625 148000 148000 2/1/2007 1/1/2037 940.42 360 80 GA 2/1/2007 N 195000 1 3 940.42 30004 12/20/2006 2 PA0605EI_ARM-INTONLY 0 185000 27700 94.98 767 35.93 NO-PREPAY 1/1/2012 6 3 1 3 2503202032 SFR 1 NOO PURCHASE N 12.45 12.45 27700 27692.83 2/1/2007 1/1/2022 294.56 180 14.98 GA 2/1/2007 Y 195000 2 0 294.56 30004 12/20/2006 2 TB0630_BALLOON 0 185000 0 94.98 767 35.92 NO-PREPAY 0 0 0 0 2503202045 SFR 1 OO PURCHASE N 6.3 6.3 417000 417000 2/1/2007 1/1/2037 2189.25 360 79.43 CA 2/1/2007 N 580000 1 3 2189.25 92807 12/27/2006 2 PA0605EI_ARM-INTONLY 0 525000 108000 100 682 42.69 1YR 1/1/2012 6 3 1 3 2503202073 SFR 1 NOO REFI Y 5.99 5.99 350000 350000 2/1/2007 1/1/2037 1747.08 360 74 CA 2/1/2007 N 473000 1 3 1747.08 93905 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 74 761 49.26 3YR 1/1/2012 6 3 1 3 2503202077 SFR 1 OO PURCHASE N 6.7 6.7 280000 280000 2/1/2007 1/1/2037 1563.33 360 80 CA 2/1/2007 N 350000 1 3 1563.33 95358 12/28/2006 2 PA1605EI_ARM-INTONLY 0 350000 70000 100 662 42.01 3YR 1/1/2012 6 3 1 3 2503202102 SFR 1 NOO REFI N 11.8 11.8 28000 27991.62 2/1/2007 1/1/2037 283.71 360 7 CA 2/1/2007 N 400000 2 0 283.71 95252 12/26/2006 2 TF0630_FIXEDRATE 0 0 0 87 688 42.02 3YR 0 0 0 0 2503202112 2-4FAMILY 2 OO REFI Y 6.25 6.25 460000 459562.79 2/1/2007 1/1/2037 2832.3 360 80 CA 2/1/2007 N 575000 1 0 2832.3 90063 1/3/2007 2 PF0630_FIXEDRATE 0 0 0 80 728 49.81 3YR 0 0 0 0 2503202117 SFR 1 NOO REFI Y 8.545 8.545 96000 96000 2/1/2007 1/1/2037 683.6 360 80 IL 2/1/2007 N 120000 1 3 683.6 60466 12/26/2006 1 PA1605EI_ARM-INTONLY 0 0 0 80 665 47.91 NO-PREPAY 1/1/2012 6 3 1 3 2503202120 SFR 1 OO REFI Y 5.99 5.99 425000 425000 2/1/2007 1/1/2037 2121.46 360 51.21 CA 2/1/2007 N 830000 1 3 2121.46 93924 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 51.21 668 29.08 1YR 1/1/2012 6 3 1 3 2503202139 SFR 1 OO REFI Y 5.99 5.99 444000 444000 2/1/2007 1/1/2037 2216.3 360 62.54 CA 2/1/2007 N 710000 1 3 2216.3 94080 12/28/2006 2 PA0607EI_ARM-INTONLY 0 0 0 62.54 790 28.06 NO-PREPAY 1/1/2014 6 3 1 3 2503202146 SFR 1 OO PURCHASE N 6.5 6.5 516000 515939.67 2/1/2007 1/1/2037 2795 360 80 NV 2/1/2007 N 645000 1 3.875 2795 89449 12/29/2006 2 PA0605EI_ARM-INTONLY 0 645000 129000 100 711 49.86 3YR 1/1/2012 6 3 1 3.875 2503202150 CONDO 1 NOO PURCHASE N 6.5 6.5 1118000 1118000 2/1/2007 1/1/2037 6055.83 360 65 UT 2/1/2007 N 1720000 1 0 6055.83 84060 12/21/2006 2 PF0630I_FIX-INTONLY 0 1720000 258000 80 771 20.04 3YR 0 0 0 0 2503202152 PUD 1 NOO PURCHASE N 6.95 6.95 172100 172100 2/1/2007 1/1/2037 996.75 360 74.99 MN 2/1/2007 N 229500 1 3 996.75 55119 12/14/2006 2 PA0605EI_ARM-INTONLY 0 229500 45900 94.99 809 47.75 3YR 1/1/2012 6 3 1 3 2503202153 CONDO 1 NOO PURCHASE N 11.49 11.49 258000 257917.37 2/1/2007 1/1/2022 2552.98 180 15 UT 2/1/2007 Y 1720000 2 0 2552.98 84060 12/21/2006 2 TB0630_BALLOON 0 1720000 0 80 771 20.04 NO-PREPAY 0 0 0 0 2503202155 PUD 1 NOO PURCHASE N 12.3 12.3 45900 45887.72 2/1/2007 1/1/2022 482.76 180 20 MN 2/1/2007 Y 229500 2 0 482.76 55119 12/14/2006 2 TB0630_BALLOON 0 229500 0 94.99 809 47.75 NO-PREPAY 0 0 0 0 2503202167 SFR 1 OO REFI Y 7.25 7.25 217600 217430.25 2/1/2007 1/1/2037 1484.42 360 80 FL 2/1/2007 N 272000 1 3 1484.42 32707 12/27/2006 2 PA1605E_ARM 0 0 54400 100 643 49.85 3YR 1/1/2012 6 3 1 3 2503202189 CONDO 1 NOO PURCHASE N 7.25 7.25 310312 310312 2/1/2007 1/1/2037 1874.8 360 75 WA 2/1/2007 N 415000 1 3 1874.8 98012 1/3/2007 2 PA1605EI_ARM-INTONLY 0 413750 82750 95 674 49.98 3YR 1/1/2012 6 3 1 3 2503202193 SFR 1 OO REFI N 6.65 6.65 463000 462593.49 2/1/2007 1/1/2037 2972.3 360 76.28 CA 2/1/2007 N 607000 1 0 2972.3 93927 12/26/2006 8 SF2630_FIXEDRATE 0 0 0 76.28 637 0 3YR 0 0 0 0 2503202200 SFR 1 NOO PURCHASE N 7.4 7.4 200000 200000 3/1/2007 2/1/2037 1384.76 360 80 IL 2/1/2007 N 280500 1 3 1384.76 60652 1/5/2007 2 PA0605E_ARM 0 250000 37500 95 685 44.17 NO-PREPAY 2/1/2012 6 3 1 3 2503202213 SFR 1 NOO REFI Y 6.95 6.95 326250 325979.92 2/1/2007 1/1/2037 2159.61 360 75 CA 2/1/2007 N 435000 1 0 2159.61 93927 12/22/2006 8 SF2630_FIXEDRATE 0 0 0 75 637 0 3YR 0 0 0 0 2503202220 SFR 1 NOO REFI Y 5.875 5.875 442650 442420.08 2/1/2007 1/1/2037 2397.06 360 65 CA 2/1/2007 Y 681000 1 0 2397.06 92802 12/29/2006 1 PB0640_BALLOON 0 0 0 65 703 43.83 3YR 0 0 0 0 2503202256 SFR 1 NOO PURCHASE N 6.99 6.99 225000 224815.21 2/1/2007 1/1/2037 1495.42 360 90 WA 2/1/2007 N 250000 1 0 1495.42 98312 12/29/2006 8 EF0630_FIXEDRATE 25 250000 0 90 726 0 NO-PREPAY 0 0 0 0 2503202310 SFR 1 OO PURCHASE N 6.125 6.125 175200 174603.96 2/1/2007 1/1/2022 1490.29 180 80 CA 2/1/2007 N 220000 1 0 1490.29 93307 12/20/2006 2 PF0615_FIXEDRATE 0 219000 43600 99.91 699 42.45 2YR 0 0 0 0 2503202328 SFR 1 OO REFI N 5.75 5.75 335000 335000 2/1/2007 1/1/2037 1605.21 360 60.91 CA 2/1/2007 N 550000 1 0 1605.21 95765 12/28/2006 1 PF0630I_FIX-INTONLY 0 0 0 60.91 743 41.53 3YR 0 0 0 0 2503202342 CONDO 1 NOO PURCHASE N 7.99 7.99 125750 125665.46 2/1/2007 1/1/2037 921.83 360 80 IL 2/1/2007 N 157200 1 0 921.83 60005 12/20/2006 2 PF1630_FIXEDRATE 0 157200 0 80 642 41.77 NO-PREPAY 0 0 0 0 2503202345 SFR 1 OO PURCHASE N 6.5 6.5 228750 228750 2/1/2007 1/1/2037 1239.06 360 75 IL 2/1/2007 N 325000 1 3 1239.06 60526 12/29/2006 2 PA0605EI_ARM-INTONLY 0 305000 76250 100 707 44.53 NO-PREPAY 1/1/2012 6 3 1 3 2503202353 SFR 1 OO REFI Y 6.25 6.25 419000 418982.29 2/1/2007 1/1/2037 2182.29 360 73.51 CA 2/1/2007 N 570000 1 0 2182.29 92407 12/29/2006 2 PF1630I_FIX-INTONLY 0 0 0 73.51 666 21.66 3YR 0 0 0 0 2503202356 SFR 1 OO PURCHASE N 6.5 6.5 207200 207200 2/1/2007 1/1/2037 1122.33 360 80 CA 2/1/2007 N 265000 1 3 1122.33 93722 12/29/2006 2 PA0605EI_ARM-INTONLY 0 259000 51800 100 740 45.14 2YR 1/1/2012 6 3 1 3 2503202359 CONDO 1 OO PURCHASE N 9.99 9.99 178500 178471.69 2/1/2007 1/1/2037 1514.32 360 94.99 MN 2/1/2007 Y 196000 1 4.5 1514.32 55033 12/14/2006 12 EL1605E_ARM-BALLOON 30 187920 0 94.99 666 0 3YR 1/1/2012 6 3 1 4.5 2503202407 D-PUDS 1 OO REFI Y 6.375 6.375 500000 500000 2/1/2007 1/1/2037 2656.25 360 79.37 CA 2/1/2007 N 630000 1 0 2656.25 92532 12/28/2006 2 PF2630I_FIX-INTONLY 0 0 0 79.37 630 42.11 2YR 0 0 0 0 2503202411 2-4FAMILY 2 NOO PURCHASE N 7.28 7.28 131250 131250 3/1/2007 2/1/2037 796.25 360 75 MN 2/1/2007 N 178000 1 3 796.25 55101 1/3/2007 2 PA0605EI_ARM-INTONLY 0 175000 35000 95 691 44.01 3YR 2/1/2012 6 3 1 3 2503202474 SFR 1 NOO REFI N 6.585 6.585 75000 74933.31 2/1/2007 1/1/2037 478.25 360 77.32 VA 2/1/2007 N 97000 1 0 478.25 23222 12/22/2006 1 PF0630_FIXEDRATE 0 0 0 77.32 772 23.98 3YR 0 0 0 0 2503202513 SFR 1 OO PURCHASE N 5.99 5.99 304000 304000 2/1/2007 1/1/2037 1517.47 360 80 CA 2/1/2007 N 380000 1 3 1517.47 94542 12/29/2006 1 PA2605EI_ARM-INTONLY 0 380000 76000 100 620 44.68 2YR 1/1/2012 6 3 1 3 2503202516 CONDO 1 OO PURCHASE N 7.3 7.3 160000 158736.42 2/1/2007 1/1/2037 1096.91 360 80 HI 2/1/2007 N 200000 1 3 1096.91 96797 1/3/2007 2 PA3605E_ARM 0 200000 0 80 614 21.98 NO-PREPAY 1/1/2012 6 3 1 3 2503202525 SFR 1 OO PURCHASE N 5.59 5.59 475000 474488.83 2/1/2007 1/1/2037 2723.88 360 65.52 CA 2/1/2007 N 725000 1 0 2723.88 93940 12/20/2006 2 PF0630_FIXEDRATE 0 725000 0 65.52 716 35.3 3YR 0 0 0 0 2503202537 SFR 1 OO REFI Y 6.99 6.99 168000 167862.02 2/1/2007 1/1/2037 1116.58 360 80 CO 2/1/2007 N 210000 1 3.875 1116.58 80205 12/29/2006 2 PA0605E_ARM 0 0 42000 100 747 40.2 3YR 1/1/2012 5 3 1 3.875 2503202561 CONDO 1 OO REFI Y 6.5 6.5 135000 134877.96 2/1/2007 1/1/2037 853.29 360 41.58 CA 2/1/2007 N 324683 1 0 853.29 91765 12/26/2006 1 PF1630_FIXEDRATE 0 0 0 41.58 648 27.52 3YR 0 0 0 0 2503202618 SFR 1 NOO REFI Y 7.125 7.125 162000 162000 2/1/2007 1/1/2037 961.88 360 77.15 AZ 2/1/2007 N 210000 1 0 961.88 85008 12/28/2006 2 PF0630I_FIX-INTONLY 0 0 0 77.15 762 25.74 1YR 0 0 0 0 2503202643 SFR 1 NOO REFI N 6.125 6.125 416500 416500 2/1/2007 1/1/2037 2125.89 360 70 CA 2/1/2007 N 595000 1 3 2125.89 92879 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 61000 80.26 720 30.69 1YR 1/1/2012 6 3 1 3 2503202647 SFR 1 NOO REFI N 11.5 11.5 61000 60980.5 2/1/2007 1/1/2022 604.08 180 10.26 CA 2/1/2007 Y 595000 2 0 604.08 92879 12/28/2006 2 TB0630_BALLOON 0 0 0 80.26 720 30.69 1YR 0 0 0 0 2503202681 SFR 1 OO REFI Y 5.59 5.59 250000 249859.81 2/1/2007 1/1/2037 1304.77 360 48.55 CA 2/1/2007 Y 515000 1 3 1304.77 92591 12/22/2006 2 PL3605E_ARM-BALLOON 0 0 0 48.55 613 18.61 3YR 1/1/2012 6 3 1 3 2503202687 SFR 1 OO PURCHASE N 7 7 165750 165750 2/1/2007 1/1/2037 966.88 360 75 FL 2/1/2007 N 225000 1 3 966.88 33904 12/29/2006 2 PA1605EI_ARM-INTONLY 0 221000 55250 100 646 41.89 3YR 1/1/2012 6 3 1 3 2503202692 SFR 1 OO PURCHASE N 7.75 7.75 246500 246500 2/1/2007 1/1/2037 1591.98 360 85 PA 2/1/2007 N 290000 1 3.625 1591.98 19128 12/21/2006 17 PA1405EI_ARM-INTONLY 22 290000 0 85 668 43.14 2YR 1/1/2012 6 3 1 3.625 2503202694 SFR 1 NOO PURCHASE N 9.285 9.285 138600 138528.67 2/1/2007 1/1/2037 1143.75 360 90 FL 2/1/2007 N 154000 1 3 1143.75 32771 12/29/2006 17 PA0605E_ARM 25 154000 0 90 702 38.17 NO-PREPAY 1/1/2012 6 3 1 3 2503202697 PUD 1 OO REFI Y 7.6 7.6 360000 360000 2/1/2007 1/1/2037 2280 360 80 VA 2/1/2007 N 450000 1 3 2280 22153 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 90000 100 644 48.32 NO-PREPAY 1/1/2012 6 3 1 3 2503202702 SFR 1 OO REFI N 5.875 5.875 117500 117275.26 2/1/2007 1/1/2037 695.06 360 47.96 FL 2/1/2007 N 245000 1 0 695.06 33604 12/26/2006 2 PF0630_FIXEDRATE 0 0 0 47.96 687 22.37 NO-PREPAY 0 0 0 0 2503202741 2-4FAMILY 2 NOO PURCHASE N 6.875 6.875 386250 386250 2/1/2007 1/1/2037 2212.89 360 75 CA 2/1/2007 N 515000 1 3 2212.89 93927 12/29/2006 2 PA0605EI_ARM-INTONLY 0 515000 103000 95 715 33.11 1YR 1/1/2012 6 3 1 3 2503202746 2-4FAMILY 2 NOO PURCHASE N 12 12 103000 102930.72 2/1/2007 1/1/2022 1059.47 180 20 CA 2/1/2007 Y 515000 2 0 1059.47 93927 12/29/2006 2 TB0630_BALLOON 0 515000 0 95 715 33.11 1YR 0 0 0 0 2503202747 SFR 1 OO REFI Y 6.375 6.375 428000 428000 2/1/2007 1/1/2037 2273.75 360 73.8 CA 2/1/2007 N 580000 1 0 2273.75 91001 12/28/2006 2 PF0630I_FIX-INTONLY 0 0 0 73.8 761 30.83 3YR 0 0 0 0 2503202780 D-PUDS 1 OO REFI Y 6.5 6.5 650000 649998.39 2/1/2007 1/1/2037 3520.83 360 68.43 NV 2/1/2007 N 950000 1 3 3520.83 89183 12/27/2006 17 PA1605EI_ARM-INTONLY 0 0 0 68.43 648 33.28 3YR 1/1/2012 6 3 1 3 2503202786 CONDO 1 NOO REFI Y 6.825 6.825 125000 124889.61 2/1/2007 1/1/2037 816.99 360 69.45 NV 2/1/2007 N 180000 1 0 816.99 89145 12/27/2006 17 PF1630_FIXEDRATE 0 0 0 69.45 648 34.91 3YR 0 0 0 0 2503202787 2-4FAMILY 2 NOO REFI N 5.99 5.99 705000 705000 2/1/2007 1/1/2037 3519.13 360 75 CA 2/1/2007 N 940000 1 3 3519.13 95060 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 141000 90 701 42.82 3YR 1/1/2012 6 3 1 3 2503202792 SFR 1 OO REFI Y 5.75 5.75 170000 169822.08 2/1/2007 1/1/2037 992.07 360 64.16 HI 2/1/2007 N 265000 1 0 992.07 96749 1/3/2007 2 PF0630_FIXEDRATE 0 0 0 64.16 688 25.68 3YR 0 0 0 0 2503202794 2-4FAMILY 2 NOO REFI Y 12.55 12.55 141000 140964.32 2/1/2007 1/1/2022 1510.31 180 15 CA 2/1/2007 Y 940000 2 0 1510.31 95060 12/28/2006 2 TB0630_BALLOON 0 0 0 90 701 42.83 NO-PREPAY 0 0 0 0 2503202814 SFR 1 OO REFI Y 6.5 6.5 490400 490400 2/1/2007 1/1/2037 2656.33 360 80 NV 2/1/2007 N 613000 1 0 2656.33 89002 1/3/2007 2 PF0630I_FIX-INTONLY 0 0 0 80 686 38.59 3YR 0 0 0 0 2503202828 SFR 1 OO REFI N 5.99 5.99 442500 442500 2/1/2007 1/1/2037 2208.81 360 75 CA 2/1/2007 N 590000 1 3.875 2208.81 95020 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 147500 100 699 36.49 3YR 1/1/2012 6 3 1 3.875 2503202829 SFR 1 OO REFI Y 6.45 6.45 345000 344606.31 2/1/2007 1/1/2037 2169.3 360 67.65 IL 2/1/2007 N 510000 1 0 2169.3 60653 12/28/2006 1 PF0630_FIXEDRATE 0 0 0 67.65 814 43.99 2YR 0 0 0 0 2503202831 SFR 1 OO PURCHASE N 6.3 6.3 363200 363200 2/1/2007 1/1/2037 1906.8 360 80 CA 2/1/2007 N 475000 1 3 1906.8 94804 12/22/2006 2 PA0605EI_ARM-INTONLY 0 454000 90800 100 740 41.03 3YR 1/1/2012 6 3 1 3 2503202852 CONDO 1 OO PURCHASE N 7.875 7.875 185150 185146.37 2/1/2007 1/1/2037 1215.05 360 95 FL 2/1/2007 N 200000 1 3 1215.05 34741 12/29/2006 15 SA1605EI_ARM-INTONLY 30 194900 0 95 663 0 2YR 1/1/2012 6 3 1 3 2503202857 D-PUDS 1 NOO REFI N 6.875 6.875 361250 361250 2/1/2007 1/1/2037 2069.66 360 71.54 CA 2/1/2007 N 505000 1 0 2069.66 93551 1/5/2007 8 SF0630I_FIX-INTONLY 0 0 0 71.54 699 0 2YR 0 0 0 0 2503202861 SFR 1 OO REFI Y 5.5 5.5 158000 157827.06 2/1/2007 1/1/2037 897.11 360 28.37 CA 2/1/2007 N 557000 1 0 897.11 95076 12/27/2006 7 SF3630_FIXEDRATE 0 0 0 28.37 614 24.86 2YR 0 0 0 0 2503202874 CONDOTEL 1 2ND PURCHASE N 6.25 6.25 292500 292222.47 2/1/2007 1/1/2037 1800.97 360 75 SC 2/1/2007 N 390000 1 0 1800.97 29577 12/29/2006 1 PF0630_FIXEDRATE 0 390000 0 75 791 35.22 2YR 0 0 0 0 2503202875 PUD 1 OO REFI N 6.95 6.95 174750 174605.34 2/1/2007 1/1/2037 1156.75 360 75 FL 2/1/2007 N 233000 1 3 1156.75 33415 1/2/2007 2 PA1605E_ARM 0 0 58250 100 669 48.83 3YR 1/1/2012 6 3 1 3 2503202878 SFR 1 OO REFI N 6.25 6.25 322500 322348.73 2/1/2007 1/1/2037 1830.96 360 75 IL 2/1/2007 Y 430000 1 4 1830.96 60634 12/28/2006 2 PL0605E_ARM-BALLOON 0 0 64500 90 694 46.53 NO-PREPAY 1/1/2012 6 3 1 4 2503202880 SFR 1 OO REFI N 6.4 6.4 292500 292500 2/1/2007 1/1/2037 1560 360 75 RI 2/1/2007 N 390000 1 3 1560 02911 12/26/2006 2 PA0605EI_ARM-INTONLY 0 0 97500 100 720 40.25 1YR 1/1/2012 6 3 1 3 2503202899 SFR 1 OO PURCHASE N 5.9 5.9 210000 210000 2/1/2007 1/1/2037 1032.5 360 75 CA 2/1/2007 N 282000 1 3 1032.5 95334 12/28/2006 2 PA0605EI_ARM-INTONLY 0 280000 70000 100 706 44.18 3YR 1/1/2012 6 3 1 3 2503202917 SFR 1 OO REFI Y 6.65 6.65 365000 364679.54 2/1/2007 1/1/2037 2343.17 360 76.85 MD 2/1/2007 N 475000 1 0 2343.17 21012 1/2/2007 1 PF3630_FIXEDRATE 0 0 0 76.85 611 41.62 3YR 0 0 0 0 2503202921 CONDO 1 NOO PURCHASE N 8.6 8.6 214550 214550 2/1/2007 1/1/2037 1537.61 360 80 FL 2/1/2007 N 275000 1 3 1537.61 33785 12/27/2006 2 PA1605EI_ARM-INTONLY 0 268200 0 80 643 39.69 2YR 1/1/2012 6 3 1 3 2503202968 SFR 1 NOO REFI Y 7.375 7.375 141000 141000 2/1/2007 1/1/2037 866.56 360 74.22 AZ 2/1/2007 N 190000 1 3 866.56 85302 12/28/2006 8 SA0605EI_ARM-INTONLY 0 0 0 74.22 704 0 NO-PREPAY 1/1/2012 6 3 1 3 2503202976 PUD 1 NOO REFI N 7.875 7.875 160000 160000 3/1/2007 2/1/2037 1050 360 80 OR 2/1/2007 N 200000 1 0 1050 97006 1/8/2007 8 SF0630I_FIX-INTONLY 0 0 0 80 699 0 3YR 0 0 0 0 2503202980 SFR 1 OO REFI Y 5.5 5.5 273000 273000 2/1/2007 1/1/2037 1251.25 360 79.14 CA 2/1/2007 N 345000 1 3 1251.25 92408 1/3/2007 2 PA1605EI_ARM-INTONLY 0 0 0 79.14 673 48.82 3YR 1/1/2012 6 3 1 3 2503202987 SFR 1 OO PURCHASE N 6.75 6.75 408000 408000 2/1/2007 1/1/2037 2295 360 80 VA 2/1/2007 N 510000 1 3 2295 22042 12/22/2006 2 PA0605EI_ARM-INTONLY 0 510000 102000 100 706 47.27 3YR 1/1/2012 6 3 1 3 2503202993 SFR 1 OO REFI Y 7.125 7.125 343900 343773.51 2/1/2007 1/1/2037 2168.4 360 95 HI 2/1/2007 Y 362000 1 0 2168.4 96792 12/29/2006 17 PB0440_BALLOON 30 0 0 95 713 31.37 2YR 0 0 0 0 2503202999 SFR 1 NOO PURCHASE N 7.375 7.375 91920 91920 2/1/2007 1/1/2037 564.92 360 80 GA 2/1/2007 N 118000 1 3 564.92 30349 12/28/2006 2 PA0605EI_ARM-INTONLY 0 114900 0 80 717 30.79 NO-PREPAY 1/1/2012 6 3 1 3 2503203039 SFR 1 NOO REFI Y 6.75 6.75 246000 246000 3/1/2007 2/1/2037 1595.55 360 69.3 LA 2/1/2007 N 355000 1 0 1595.55 70047 1/4/2007 2 PF0630_FIXEDRATE 0 0 0 69.3 746 21.08 NO-PREPAY 0 0 0 0 2503203055 SFR 1 NOO REFI Y 6.5 6.5 279000 279000 2/1/2007 1/1/2037 1511.25 360 69.75 CA 2/1/2007 N 400000 1 3 1511.25 91764 12/29/2006 2 PA0605EI_ARM-INTONLY 0 0 0 69.75 781 34.67 3YR 1/1/2012 6 3 1 3 2503203060 D-PUDS 1 OO REFI Y 6.65 6.65 291750 291627.44 2/1/2007 1/1/2037 1739.34 360 75 AZ 2/1/2007 Y 389000 1 3 1739.34 85323 12/29/2006 2 PL3405E_ARM-BALLOON 0 0 0 75 617 30.64 3YR 1/1/2012 6 3 1 3 2503203063 SFR 1 OO REFI Y 6.5 6.5 600000 600000 2/1/2007 1/1/2037 3250 360 69.77 CA 2/1/2007 N 860000 1 3 3250 91902 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 69.77 643 42.67 3YR 1/1/2012 6 3 1 3 2503203087 SFR 1 OO REFI Y 5.875 5.875 255000 254867.55 2/1/2007 1/1/2037 1380.89 360 42.5 HI 2/1/2007 Y 600000 1 0 1380.89 96719 12/29/2006 2 PB0640_BALLOON 0 0 0 42.5 685 42.85 3YR 0 0 0 0 2503203104 PUD 1 OO PURCHASE N 6.5 6.5 250000 249774 2/1/2007 1/1/2037 1580.17 360 51.55 CA 2/1/2007 N 485000 1 0 1580.17 91377 12/21/2006 12 SF0630_FIXEDRATE 0 485000 0 51.55 720 0 NO-PREPAY 0 0 0 0 2503203107 CONDO 1 OO REFI N 6.8 6.8 176000 175849.94 2/1/2007 1/1/2037 1147.39 360 80 IL 2/1/2007 N 220000 1 3 1147.39 60136 12/28/2006 2 PA0605E_ARM 0 0 27750 92.62 710 38.24 3YR 1/1/2012 6 3 1 3 2503203157 SFR 1 OO REFI N 6.5 6.5 520000 520000 2/1/2007 1/1/2037 2816.67 360 80 CA 2/1/2007 N 650000 1 3 2816.67 95127 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 65000 90 671 42.84 NO-PREPAY 1/1/2012 6 3 1 3 2503203160 HI-RISE 1 NOO PURCHASE N 7.125 7.125 265000 265000 2/1/2007 1/1/2037 1573.44 360 73.82 MN 2/1/2007 N 359000 1 3 1573.44 55101 12/29/2006 2 PA0605EI_ARM-INTONLY 0 360000 70650 93.5 714 35.43 3YR 1/1/2012 6 3 1 3 2503203167 HI-RISE 1 NOO PURCHASE N 12.99 12.99 70650 70633.81 2/1/2007 1/1/2022 780.98 180 19.68 MN 2/1/2007 Y 359000 2 0 780.98 55102 12/29/2006 2 TB0630_BALLOON 0 360000 0 93.5 714 35.43 NO-PREPAY 0 0 0 0 2503203170 SFR 1 OO REFI Y 5.875 5.875 300000 299694.14 2/1/2007 1/1/2037 1774.61 360 60 CA 2/1/2007 N 500000 1 0 1774.61 95695 12/28/2006 2 PF0630_FIXEDRATE 0 0 0 60 703 25.44 1YR 0 0 0 0 2503203188 SFR 1 OO PURCHASE N 6.75 6.75 420000 420000 2/1/2007 1/1/2037 2362.5 360 80 CA 2/1/2007 N 525000 1 3.875 2362.5 92802 1/2/2007 2 PA1605EI_ARM-INTONLY 0 525000 105000 100 679 48.71 1YR 1/1/2012 6 3 1 3.875 2503203223 SFR 1 OO REFI Y 6.5 6.5 200000 199812.42 2/1/2007 1/1/2037 1170.91 360 65.58 CA 2/1/2007 Y 305000 1 0 1170.91 92582 12/29/2006 7 SB0640_BALLOON 0 0 0 65.58 687 0 3YR 0 0 0 0 2503203257 SFR 1 OO PURCHASE N 5.99 5.99 472000 471529.23 2/1/2007 1/1/2037 2826.84 360 80 HI 2/1/2007 N 590000 1 3.875 2826.84 96734 12/29/2006 2 PA0605E_ARM 0 590000 118000 100 749 46.83 NO-PREPAY 1/1/2012 6 3 1 3.875 2503203261 SFR 1 OO REFI Y 6.658 6.658 101250 101250 2/1/2007 1/1/2037 561.77 360 75 FL 2/1/2007 N 135000 1 0 561.77 32536 1/2/2007 2 PF1630I_FIX-INTONLY 0 0 0 75 655 31.05 3YR 0 0 0 0 2503203287 D-PUDS 1 NOO REFI Y 7.7 7.7 276000 276000 3/1/2007 2/1/2037 1967.77 360 78.86 FL 2/1/2007 N 350000 1 3 1967.77 32824 1/5/2007 2 PA0605E_ARM 0 0 51750 93.65 693 34.81 3YR 2/1/2012 6 3 1 3 2503203288 SFR 1 NOO REFI Y 5.99 5.99 160000 159840.42 2/1/2007 1/1/2037 958.25 360 34.79 CA 2/1/2007 N 460000 1 0 958.25 91790 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 34.79 752 38.49 3YR 0 0 0 0 2503203293 SFR 1 OO PURCHASE N 7.5 7.5 337500 337500 2/1/2007 1/1/2037 2109.38 360 75 FL 2/1/2007 N 450000 1 3 2109.38 33165 12/29/2006 2 PA0605EI_ARM-INTONLY 0 450000 112500 100 693 49.79 1YR 1/1/2012 6 3 1 3 2503203320 CONDO 1 NOO REFI Y 7.28 7.28 112450 112362.8 2/1/2007 1/1/2037 769.4 360 65 UT 2/1/2007 N 173000 1 0 769.4 84606 12/27/2006 7 SF0630_FIXEDRATE 0 0 0 65 681 0 NO-PREPAY 0 0 0 0 2503203335 SFR 1 OO PURCHASE N 6.2 6.2 461250 461250 2/1/2007 1/1/2037 2383.13 360 75 CA 2/1/2007 N 615000 1 3 2383.13 91709 12/29/2006 2 PA0605EI_ARM-INTONLY 0 615000 153750 100 742 41.37 NO-PREPAY 1/1/2012 6 3 1 3 2503203338 SFR 1 OO REFI Y 6.5 6.5 210000 210000 2/1/2007 1/1/2037 1137.5 360 64.62 CA 2/1/2007 N 325000 1 3 1137.5 93311 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 0 64.62 668 28.28 3YR 1/1/2012 6 3 1 3 2503203347 SFR 1 OO REFI Y 6.125 6.125 553000 552462.51 2/1/2007 1/1/2037 3360.09 360 70 CA 2/1/2007 N 790000 1 0 3360.09 92562 12/29/2006 2 PF0630_FIXEDRATE 0 0 0 70 727 50.99 3YR 0 0 0 0 2503203348 SFR 1 OO REFI Y 7.45 7.45 464000 464000 2/1/2007 1/1/2037 2880.67 360 80 CA 2/1/2007 N 580000 1 3 2880.67 93635 12/28/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 625 40.47 NO-PREPAY 1/1/2012 6 3 1 3 2503203357 SFR 1 OO REFI N 6.75 6.75 600000 600000 2/1/2007 1/1/2037 3375 360 80 CA 2/1/2007 N 750000 1 3 3375 93906 12/26/2006 2 PA1605EI_ARM-INTONLY 0 0 75000 90 667 33.43 2YR 1/1/2012 6 3 1 3 2503203378 SFR 1 OO REFI Y 6 6 203000 202993.68 2/1/2007 1/1/2037 1015 360 70 NV 2/1/2007 N 290000 1 3.875 1015 89156 12/28/2006 2 PA0605EI_ARM-INTONLY 0 0 0 70 704 48.55 2YR 1/1/2012 6 3 1 3.875 2503203417 2-4FAMILY 2 OO REFI N 5.875 5.875 195000 194322.31 2/1/2007 1/1/2022 1632.38 180 46.99 IL 2/1/2007 N 415000 1 0 1632.38 60641 12/28/2006 1 PF0615_FIXEDRATE 0 0 0 46.99 801 46.42 3YR 0 0 0 0 2503203448 D-PUDS 1 OO PURCHASE N 6.65 6.65 199920 199920 2/1/2007 1/1/2037 1107.89 360 80 NV 2/1/2007 N 250000 1 3.95 1107.89 89142 1/3/2007 2 PA0605EI_ARM-INTONLY 0 249900 49980 100 702 50 NO-PREPAY 1/1/2012 6 3 1 3.95 2503203475 2-4FAMILY 2 NOO REFI Y 8.39 8.39 625600 625600 3/1/2007 2/1/2037 4373.99 360 80 CA 2/1/2007 N 782000 1 3 4373.99 94541 1/19/2007 2 PA0605EI_ARM-INTONLY 0 0 117300 95 704 31.11 1YR 2/1/2012 6 3 1 3 2503203489 SFR 1 OO PURCHASE N 6.365 6.365 480000 480000 2/1/2007 1/1/2037 2546 360 75 CA 2/1/2007 N 640000 1 3 2546 91304 12/28/2006 2 PA1605EI_ARM-INTONLY 0 640000 160000 100 646 44.06 3YR 1/1/2012 6 3 1 3 2503203523 2-4FAMILY 2 NOO PURCHASE N 9.45 9.45 119625 119625 3/1/2007 2/1/2037 942.05 360 75 NJ 2/1/2007 N 159500 1 3 942.05 08066 1/5/2007 2 PA1605EI_ARM-INTONLY 0 159500 31900 95 674 29.37 NO-PREPAY 2/1/2012 6 3 1 3 2503203551 PUD 1 OO PURCHASE N 7.2 7.2 184000 184000 2/1/2007 1/1/2037 1104 360 80 CO 2/1/2007 N 230000 1 2.25 1104 80013 12/26/2006 2 AA1607EI_ARM-INTONLY 0 230000 46000 100 773 23.79 3YR 1/1/2014 4.79 3 1 2.25 2503203563 CONDO 1 NOO PURCHASE N 7.375 7.375 176400 176265.77 2/1/2007 1/1/2037 1218.35 360 80 CO 2/1/2007 N 221000 1 3 1218.35 80027 1/3/2007 17 PA0605E_ARM 0 220500 0 80 686 40.08 3YR 1/1/2012 4.615 3 1 3 2503203568 SFR 1 OO PURCHASE N 6.15 6.15 280000 280000 2/1/2007 1/1/2037 1435 360 80 IL 2/1/2007 N 350000 1 3 1435 60478 12/29/2006 2 PA0605EI_ARM-INTONLY 0 350000 70000 100 724 49.83 3YR 1/1/2012 6 3 1 3 2503203612 SFR 1 OO REFI N 6.99 6.99 200000 200000 2/1/2007 1/1/2037 1165 360 80 WA 2/1/2007 N 250000 1 3 1165 98405 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 37500 95 646 43.96 NO-PREPAY 1/1/2012 6 3 1 3 2503203632 CONDO 1 NOO PURCHASE N 6.375 6.375 243750 243750 3/1/2007 2/1/2037 1294.92 360 75 MS 2/1/2007 N 355000 1 0 1294.92 39560 1/9/2007 1 PF0630I_FIX-INTONLY 0 325000 65000 95 784 25.61 2YR 0 0 0 0 2503203638 SFR 1 OO PURCHASE N 6.9 6.9 186000 186000 2/1/2007 1/1/2037 1069.5 360 80 CA 2/1/2007 N 241000 1 3.875 1069.5 93727 12/29/2006 2 PA1605EI_ARM-INTONLY 0 232500 46500 100 645 37.16 2YR 1/1/2012 6 3 1 3.875 2503203642 SFR 1 NOO REFI Y 6.3 6.3 285600 285600 2/1/2007 1/1/2037 1499.4 360 70 CA 2/1/2007 N 408000 1 3 1499.4 93635 12/27/2006 2 PA1605EI_ARM-INTONLY 0 0 0 70 655 41.9 3YR 1/1/2012 6 3 1 3 2503203682 SFR 1 OO REFI Y 6.3 6.3 300000 299718.08 2/1/2007 1/1/2037 1856.92 360 47.62 CA 2/1/2007 N 630000 1 0 1856.92 93030 1/2/2007 17 PF1630_FIXEDRATE 0 0 0 47.62 644 40.71 2YR 0 0 0 0 2503203696 SFR 1 OO PURCHASE N 6.45 6.45 313760 313760 3/1/2007 2/1/2037 1686.46 360 80 NY 2/1/2007 N 400000 1 3 1686.46 11575 1/3/2007 2 PA0605EI_ARM-INTONLY 0 392200 78440 100 718 43.91 NO-PREPAY 2/1/2012 6 3 1 3 2503203700 SFR 1 OO PURCHASE N 6.25 6.25 279920 279920 2/1/2007 1/1/2037 1457.92 360 80 CA 2/1/2007 N 349900 1 3 1457.92 92553 12/29/2006 2 PA0605EI_ARM-INTONLY 0 349900 69980 100 681 42.45 3YR 1/1/2012 6 3 1 3 2503203740 SFR 1 OO PURCHASE N 7.6 7.6 99200 99168.12 2/1/2007 1/1/2037 660.15 360 80 FL 2/1/2007 Y 124000 1 3 660.15 32211 12/28/2006 2 PL0605E_ARM-BALLOON 0 124000 24800 100 704 39.73 3YR 1/1/2012 6 3 1 3 2503203763 SFR 1 OO PURCHASE N 6.2 6.2 291900 291900 2/1/2007 1/1/2037 1508.15 360 80 VA 2/1/2007 N 400000 1 3 1508.15 22193 12/29/2006 2 PA0605EI_ARM-INTONLY 0 364900 72950 99.99 786 38.55 2YR 1/1/2012 6 3 1 3 2503203803 SFR 1 NOO REFI N 6.25 6.25 460000 460000 2/1/2007 1/1/2037 2395.83 360 63.72 CA 2/1/2007 N 722000 1 3 2395.83 94587 1/4/2007 2 PA0605EI_ARM-INTONLY 0 0 0 63.72 749 27.87 NO-PREPAY 1/1/2012 6 3 1 3 2503203845 SFR 1 OO REFI N 6.875 6.875 320000 320000 2/1/2007 1/1/2037 1833.33 360 80 CA 2/1/2007 N 400000 1 3 1833.33 92544 12/29/2006 2 PA2605EI_ARM-INTONLY 0 0 0 80 620 36.24 1YR 1/1/2012 6 3 1 3 2503203888 SFR 1 NOO REFI Y 7.81 7.81 502000 502000 2/1/2007 1/1/2037 3267.18 360 74.93 CA 2/1/2007 N 670000 1 3 3267.18 95122 12/28/2006 2 PA1605EI_ARM-INTONLY 0 0 134000 94.93 672 44.66 NO-PREPAY 1/1/2012 6 3 1 3 2503203890 2-4FAMILY 3 OO PURCHASE N 8.3 8.3 502500 502500 2/1/2007 1/1/2037 3475.63 360 75 NY 2/1/2007 N 670000 1 3 3475.63 11233 12/29/2006 2 PA0605EI_ARM-INTONLY 0 670000 167500 100 716 48.28 1YR 1/1/2012 6 3 1 3 2503203892 SFR 1 NOO REFI Y 12.5 12.5 134000 133965.7 2/1/2007 1/1/2022 1430.13 180 20 CA 2/1/2007 Y 670000 2 0 1430.13 95122 12/28/2006 2 TB1630_BALLOON 0 0 0 94.93 672 44.66 NO-PREPAY 0 0 0 0 2503203918 SFR 1 OO REFI Y 6.125 6.125 1088000 1088000 2/1/2007 1/1/2037 5553.33 360 55.8 CA 2/1/2007 N 1950000 1 0 5553.33 93908 12/28/2006 2 PF0630I_FIX-INTONLY 0 0 0 55.8 702 42.59 1YR 0 0 0 0 2503204124 SFR 1 NOO REFI N 5.875 5.875 154000 154000 2/1/2007 1/1/2037 753.96 360 70 FL 2/1/2007 N 220000 1 3 753.96 32967 12/29/2006 2 PA0607EI_ARM-INTONLY 0 0 44000 90 689 38.84 3YR 1/1/2014 6 3 1 3 2503204128 SFR 1 NOO REFI Y 12.39 12.39 44000 44000 2/1/2007 1/1/2022 454.3 180 20 FL 2/1/2007 Y 220000 2 0 454.3 32967 12/29/2006 2 TB0630I_BALLOON-INTONLY 0 0 0 90 689 38.84 3YR 0 0 0 0 2503204130 SFR 1 OO PURCHASE N 6.4 6.4 164000 164000 2/1/2007 1/1/2037 874.67 360 80 CA 2/1/2007 N 205000 1 3 874.67 93702 1/2/2007 2 PA1605EI_ARM-INTONLY 0 205000 41000 100 642 40.85 2YR 1/1/2012 6 3 1 3 2503204154 SFR 1 NOO PURCHASE N 7.875 7.875 172500 172499 2/1/2007 1/1/2037 1132.03 360 75 IL 2/1/2007 N 250000 1 2.75 1132.03 60638 12/29/2006 2 PA1605EI_ARM-INTONLY 0 230000 34500 90 674 15.03 NO-PREPAY 1/1/2012 6 3 1 2.75 2503204156 SFR 1 NOO PURCHASE N 12.54 12.54 34500 34491.25 2/1/2007 1/1/2022 369.28 180 15 IL 2/1/2007 Y 250000 2 0 369.28 60638 12/29/2006 2 TB1630_BALLOON 0 230000 0 90 674 15.03 NO-PREPAY 0 0 0 0 2503204208 SFR 1 OO PURCHASE N 6.71 6.71 320000 320000 2/1/2007 1/1/2037 1789.33 360 80 CA 2/1/2007 N 400000 1 3 1789.33 94585 12/29/2006 2 PA1605EI_ARM-INTONLY 0 400000 80000 100 670 40.78 1YR 1/1/2012 6 3 1 3 2503204322 SFR 1 OO REFI Y 6.75 6.75 648000 647735.25 2/1/2007 1/1/2037 3909.75 360 80 HI 2/1/2007 Y 810000 1 0 3909.75 96720 1/3/2007 2 PB1640_BALLOON 0 0 81000 90 662 43.32 3YR 0 0 0 0 2503204544 CONDO 1 OO PURCHASE N 8.5 8.5 101925 101925 3/1/2007 2/1/2037 721.97 360 75 FL 2/1/2007 N 136000 1 6.65 721.97 32822 1/26/2007 2 PA1602EI_ARM-INTONLY 0 135900 33975 100 676 37.42 1YR 2/1/2009 6 3 1 6.65 2503204648 CONDO 1 NOO PURCHASE N 7.375 7.375 176400 176265.77 2/1/2007 1/1/2037 1218.35 360 80 CO 2/1/2007 N 221000 1 3.875 1218.35 80027 1/3/2007 17 PA0605E_ARM 0 220500 0 80 686 43.33 3YR 1/1/2012 4.615 3 1 3.875 2503204946 SFR 1 NOO REFI Y 7.375 7.375 71250 71250 3/1/2007 2/1/2037 492.11 360 75 FL 2/1/2007 N 95000 1 3 492.11 33712 1/5/2007 7 SA0605E_ARM 0 0 0 75 691 0 NO-PREPAY 2/1/2012 6 3 1 3 2503206276 D-PUDS 1 OO PURCHASE N 8.675 8.675 393750 393750 3/1/2007 2/1/2037 2846.48 360 75 CA 2/1/2007 N 530000 1 2.75 2846.48 92883 1/18/2007 2 PA0605EI_ARM-INTONLY 0 525000 131250 100 779 42.47 5YR 2/1/2012 6 3 1 2.75 2503207804 SFR 1 NOO PURCHASE N 9.163 9.163 303300 303300 3/1/2007 2/1/2037 2476.08 360 90 FL 2/1/2007 N 337000 1 3.875 2476.08 33613 1/30/2007 17 PA0405E_ARM 25 337000 0 90 683 48.43 1YR 2/1/2012 6 3 1 3.875 3900013477 2-4FAMILY 2 NOO PURCHASE N 6.625 6.625 141600 130836.43 5/1/2005 4/1/2020 1243.24 180 80 NY 2/1/2007 N 177500 1 0 1243.24 12601 4/29/2005 7 BF1615_FIXEDRATE 0 177000 0 80 652 43.281 3YR 0 0 0 0 AP_NUM LPMIPrem NEXT_RATE_ADJ FOREIGN_NATL PaymentTable LOANTYPE CREDQUAL AMORT INDEXP INT_ONLY_MOS Status PURCH_SERVICING ESCROW_LOAN MERS_MOM MERS_MIN B1_SSN C1_SSN a_Group4 1103456431 0 N BALLOON SERIES2 360/3/360 0 1.0009E+17 FIX-2 1103583987 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103583988 0 N BALLOON SERIES1 360/2/360 0 1.00099E+17 FIX-2 1103589683 0 N BALLOON SERIES0 360/3/360 0 1.00099E+17 FIX-2 1103597944 0 N BALLOON SERIES1 360/5/360 0 1.00113E+17 FIX-2 1103598702 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00066E+17 ARM-1 1103598737 0 N BALLOON SERIES1 360/3/360 0 1.00066E+17 FIX-2 1103600016 0 10/1/2009 N ARM EXPRESS1 360/4/360 6MOLIBORWSJ 0 1.0001E+17 ARM-1 1103601089 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103601507 0 N BALLOON SERIES0 360/5/360 0 1.00366E+17 FIX-2 1103603801 0 N BALLOON SERIES2 360/2/360 0 1.004E+17 FIX-2 1103603949 0 N BALLOON SERIES1 360/3/360 0 1.00063E+17 FIX-2 1103604645 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00104E+17 ARM-1 1103604756 0 N BALLOON SERIES1 360/3/360 0 1.00145E+17 FIX-2 1103605051 0 N BALLOON SERIES1 360/5/360 0 1.00078E+17 FIX-2 1103605109 0 N FIX-INTONLY SERIES1 360/4/360 60 1.00063E+17 FIX-2 1103606245 0 N BALLOON SERIES1 360/4/360 0 1.00136E+17 FIX-2 1103606554 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 ARM-1 1103606577 0 N BALLOON SERIES1 360/4/360 0 1.00407E+17 FIX-2 1103606837 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103607071 0 N BALLOON SERIES1 360/4/360 0 1.00039E+17 FIX-2 1103608139 0 9/1/2011 N ARM-INTONLY SERIES2 360/5/360 6MOLIBORWSJ 120 1.00033E+17 ARM-1 1103608265 0 N BALLOON SERIES2 360/4/360 0 1.00125E+17 FIX-2 1103608814 0 N BALLOON SERIES1 360/4/360 0 1.00316E+17 FIX-2 1103608887 0 N BALLOON SERIES1 360/4/360 0 1.0041E+17 FIX-2 1103609668 0 10/1/2011 N ARM-INTONLY EXPRESS1 360/4/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103610210 0 N BALLOON SERIES1 360/4/360 0 1.00094E+17 FIX-2 1103610321 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103610614 0 N BALLOON SERIES2 360/3/360 0 1.00094E+17 FIX-2 1103610990 0 N BALLOON SERIES1 360/4/360 0 1.00256E+17 FIX-2 1103611160 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103611297 0 N BALLOON SERIES1 360/4/360 0 1.00415E+17 FIX-2 1103611298 0 N BALLOON SERIES0 360/4/360 0 1.00017E+17 FIX-2 1103611606 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00302E+17 ARM-1 1103612103 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103612648 0 N BALLOON SERIES1 360/4/360 0 1.00453E+17 FIX-2 1103612937 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00104E+17 ARM-1 1103612939 0 N BALLOON SERIES0 360/3/360 0 1.00104E+17 FIX-2 1103613232 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103613313 0 N BALLOON SERIES2 360/3/360 0 1.00407E+17 FIX-2 1103613522 0 N BALLOON SERIES1 360/4/360 0 1.00094E+17 FIX-2 1103613808 0 N BALLOON SERIES1 360/4/360 0 1.0011E+17 FIX-2 1103613866 0 N BALLOON SERIES1 360/3/360 0 1.00348E+17 FIX-2 1103613902 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103613903 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103614092 0 4/1/2007 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103614240 0 N FIXEDRATE A1 360/3/360 0 1.00415E+17 FIX-2 1103614263 0 10/1/2011 N ARM-INTONLY SERIES1 360/4/360 6MOLIBORWSJ 60 1.00033E+17 ARM-1 1103614274 0 N BALLOON SERIES1 360/4/360 0 1.00094E+17 FIX-2 1103615431 0 N FIX-INTONLY A 360/3/360 60 1.00136E+17 FIX-2 1103615597 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00453E+17 ARM-1 1103615705 0 N BALLOON SERIES2 360/3/360 0 1.00094E+17 FIX-2 1103615848 0 N BALLOON SERIES1 360/4/360 0 1.00104E+17 FIX-2 1103615884 0 N BALLOON SERIES2 360/5/360 0 1.00366E+17 FIX-2 1103615897 0 N BALLOON SERIES0 360/4/360 0 1.00104E+17 FIX-2 1103616014 0 N BALLOON SERIES1 360/4/360 0 1.00364E+17 FIX-2 1103616325 0 N FIX-INTONLY A 360/4/360 60 1.00104E+17 FIX-2 1103616560 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103616594 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00407E+17 ARM-1 1103616602 0 N BALLOON SERIES2 360/2/360 0 1.00407E+17 FIX-2 1103616655 0 N BALLOON SERIES0 360/3/360 0 1.00058E+17 FIX-2 1103616851 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103616911 0 N BALLOON SERIES1 360/4/360 0 1.00247E+17 FIX-2 1103616945 0 N BALLOON SERIES1 360/4/360 0 1.00104E+17 FIX-2 1103617093 0 N BALLOON SERIES0 360/4/360 0 1.00453E+17 FIX-2 1103617108 0 N FIX-INTONLY SERIES1 360/4/360 60 1.00415E+17 FIX-2 1103617296 0 N BALLOON SERIES1 360/4/360 0 1.00306E+17 FIX-2 1103617308 0 N FIX-INTONLY SERIES2 360/3/360 60 1.00145E+17 FIX-2 1103617361 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103617417 0 N BALLOON SERIES1 360/4/360 0 1.00317E+17 FIX-2 1103617456 0 N BALLOON SERIES1 360/3/360 0 1.00099E+17 FIX-2 1103617470 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103617514 0 N BALLOON SERIES0 360/4/360 0 1.0009E+17 FIX-2 1103617752 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103618392 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 ARM-1 1103618752 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103618857 0 N BALLOON SERIES0 360/4/360 0 1.00104E+17 FIX-2 1103618970 0 N BALLOON SERIES2 360/3/360 0 1.00133E+17 FIX-2 1103619005 0 N BALLOON SERIES0 360/3/360 0 1.00145E+17 FIX-2 1103619443 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103619475 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103619548 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103619600 0 N BALLOON SERIES1 360/3/360 0 1.00017E+17 FIX-2 1103619615 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103619725 0 N BALLOON SERIES2 360/3/360 0 1.00145E+17 FIX-2 1103619744 0 N BALLOON SERIES1 360/3/360 0 1.00183E+17 FIX-2 1103619793 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103619816 0 N BALLOON SERIES0 360/3/360 0 1.00099E+17 FIX-2 1103619893 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103619924 0 N BALLOON SERIES2 360/3/360 0 1.00017E+17 FIX-2 1103619962 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00158E+17 ARM-1 1103620131 0 N BALLOON SERIES0 360/4/360 0 1.00467E+17 FIX-2 1103620139 0 11/1/2011 N ARM SERIES1 360/3/360 6MOLIBORWSJ 0 1.00017E+17 ARM-1 1103620148 0 N FIXEDRATE SERIES0 360/3/360 0 1.0013E+17 FIX-1 1103620162 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103620213 0 N BALLOON SERIES0 360/3/360 0 1.00175E+17 FIX-2 1103620452 0 N FIX-INTONLY SERIES1 360/4/360 60 1.00246E+17 FIX-2 1103620463 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103620555 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103620747 0 N FIXEDRATE SERIES0 360/5/360 0 1.00024E+17 FIX-1 1103620877 0 N FIXEDRATE EXPRESS1 360/4/360 0 1.00024E+17 FIX-1 1103621086 0 N FIXEDRATE SERIES0 360/5/360 0 1.00024E+17 FIX-1 1103621173 0 N FIX-INTONLY ADAPT0 360/4/360 120 1.00024E+17 FIX-1 1103621188 0 N FIX-INTONLY SERIES1 360/5/360 120 1.00024E+17 FIX-1 1103621202 0 N FIX-INTONLY SERIES1 360/5/360 120 1.00024E+17 FIX-1 1103621235 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00111E+17 FIX-1 1103621922 0 N FIX-INTONLY SERIES2 360/5/360 120 1.00024E+17 FIX-1 1103622102 0 N BALLOON SERIES0 360/3/360 0 1.00109E+17 FIX-2 1103622128 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103622163 0 N BALLOON SERIES2 360/4/360 0 1.00453E+17 FIX-2 1103622192 0 N BALLOON SERIES1 360/3/360 0 1.00176E+17 FIX-2 1103622203 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103622220 0 N BALLOON SERIES0 360/2/360 0 1.00094E+17 FIX-2 1103622272 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103622302 0 N BALLOON SERIES1 360/4/360 0 1.00246E+17 FIX-2 1103622305 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103622330 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103622417 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103622448 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103622449 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103622512 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103622529 0 11/1/2011 N BALLOON SERIES3 480/3/480 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103622567 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103622604 0 N BALLOON SERIES1 360/3/360 0 1.00175E+17 FIX-2 1103622620 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 1103622621 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103622633 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103622810 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103622858 0 N FIXEDRATE SERIES0 360/2/360 0 1.00094E+17 FIX-1 1103622866 0 N FIXEDRATE SERIES0 240/3/240 0 1.00078E+17 FIX-2 1103622877 0 N FIXEDRATE A 360/3/360 0 1.00094E+17 FIX-2 1103622927 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103622928 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103623038 0 N BALLOON SERIES1 360/3/360 0 1.0029E+17 FIX-2 1103623102 0 N BALLOON SERIES1 360/3/360 0 1.00139E+17 FIX-2 1103623219 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103623222 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103623293 0 N BALLOON SERIES1 360/3/360 0 1.0041E+17 FIX-2 1103623297 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103623305 0 N FIXEDRATE SERIES0 360/3/360 0 1.00079E+17 FIX-1 1103623336 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 ARM-1 1103623600 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103623632 0 N BALLOON SERIES0 360/3/360 0 1.00122E+17 FIX-2 1103623674 0 N BALLOON SERIES2 360/3/360 0 1.00145E+17 FIX-2 1103623692 0 N BALLOON SERIES0 360/2/360 0 1.00104E+17 FIX-2 1103623733 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103623771 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103623807 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103623883 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00079E+17 FIX-1 1103623895 0 N BALLOON SERIES2 360/2/360 0 FIX-2 1103623896 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103623918 0 N FIX-INTONLY SERIES1 360/3/360 60 1.00063E+17 FIX-2 1103623958 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00033E+17 ARM-1 1103623967 0 12/1/2013 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103624006 0 N FIX-INTONLY SERIES0 360/3/360 60 1.00079E+17 FIX-1 1103624018 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00079E+17 ARM-1 1103624031 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103624034 0 N BALLOON SERIES2 360/3/360 0 FIX-2 1103624055 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00267E+17 ARM-1 1103624115 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103624200 0 N BALLOON SERIES1 360/3/360 0 1.00185E+17 FIX-2 1103624250 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103624323 0 N BALLOON SERIES2 360/3/360 0 1.00078E+17 FIX-2 1103624327 0 N BALLOON SERIES2 360/3/360 0 1.00067E+17 FIX-2 1103624329 0 N BALLOON SERIES1 360/3/360 0 1.00058E+17 FIX-2 1103624510 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103624624 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103624640 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103624676 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103624683 0 N BALLOON SERIES1 360/3/360 0 1.00122E+17 FIX-2 1103624697 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103624732 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103624739 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103624740 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103624792 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00047E+17 ARM-1 1103624821 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103624899 0 N BALLOON SERIES2 360/3/360 0 1.00183E+17 FIX-2 1103624908 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103624910 0 N BALLOON SERIES1 360/2/360 0 1.00109E+17 FIX-2 1103625029 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103625032 0 N BALLOON SERIES0 360/2/360 0 1.00094E+17 FIX-2 1103625121 0 N BALLOON SERIES1 360/3/360 0 1.00063E+17 FIX-2 1103625144 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103625158 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00365E+17 ARM-1 1103625159 0 N BALLOON SERIES1 360/3/360 0 1.00365E+17 FIX-2 1103625169 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103625174 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 ARM-1 1103625175 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103625259 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103625280 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.004E+17 ARM-1 1103625295 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103625326 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103625342 0 N BALLOON SERIES1 360/3/360 0 1.00122E+17 FIX-2 1103625621 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00302E+17 ARM-1 1103625657 0 N FIXEDRATE SERIES0 180/3/180 0 1.00079E+17 FIX-1 1103625682 0 1/1/2012 N ARM SERIES3 360/1/360 6MOLIBORWSJ 0 ARM-1 1103625686 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00079E+17 ARM-1 1103625693 0 N BALLOON SERIES1 360/3/360 0 1.00104E+17 FIX-2 1103625712 0 N BALLOON SERIES1 360/3/360 0 1.00453E+17 FIX-2 1103625731 0 N FIX-INTONLY SERIES0 360/3/360 60 1.00158E+17 FIX-2 1103625789 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103625798 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103625825 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00039E+17 ARM-1 1103625837 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103625842 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103625845 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103625864 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103625937 0 N BALLOON SERIES2 360/4/360 0 1.00366E+17 FIX-2 1103625938 0 N FIXEDRATE ADAPT0 360/4/360 0 1.00366E+17 FIX-2 1103625958 0 12/1/2013 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00079E+17 ARM-1 1103625995 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103625997 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103626019 0 N BALLOON SERIES0 360/2/360 0 1.00039E+17 FIX-2 1103626046 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 ARM-1 1103626113 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00365E+17 ARM-1 1103626114 0 N BALLOON SERIES1 360/3/360 0 1.00365E+17 FIX-2 1103626160 0 N BALLOON SERIES1 360/3/360 0 1.00173E+17 FIX-2 1103626279 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00399E+17 ARM-1 1103626343 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0009E+17 ARM-1 1103626369 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103626390 0 10/1/2011 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626397 0 10/1/2011 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626399 0 10/1/2008 N ARM-INTONLY ADAPT3 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626400 0 10/1/2011 N ARM-INTONLY EXPRESS1+ 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626424 0 10/1/2011 N ARM-INTONLY EXPRESS1+ 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626428 0 10/1/2011 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626436 0 10/1/2011 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103626530 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103626531 0 N BALLOON SERIES1 360/3/360 0 1.00317E+17 FIX-2 1103626582 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103626583 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103626597 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00058E+17 ARM-1 1103626604 0 N BALLOON SERIES1 360/3/360 0 1.00125E+17 FIX-2 1103626621 0 N BALLOON SERIES1 360/3/360 0 1.00058E+17 FIX-2 1103626644 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103626647 0 N BALLOON SERIES2 360/3/360 0 1.00125E+17 FIX-2 1103626676 0 N BALLOON SERIES1 360/2/360 0 1.004E+17 FIX-2 1103626691 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103626750 0 N BALLOON SERIES0 360/3/360 0 1.0036E+17 FIX-2 1103626965 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103626981 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103626983 0 N BALLOON SERIES0 360/2/360 0 1.00109E+17 FIX-2 1103626998 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103627010 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103627013 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103627018 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103627019 0 N FIX-INTONLY EXPRESS1 360/2/360 60 1.00453E+17 FIX-1 1103627090 0 N FIXEDRATE SERIES0 360/2/360 0 1.00104E+17 FIX-1 1103627120 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103627219 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00079E+17 ARM-1 1103627291 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103627352 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627353 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627354 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627375 0 N FIXEDRATE ADAPT1 360/4/360 0 1.00024E+17 FIX-1 1103627385 0 N FIXEDRATE ADAPT2 360/4/360 0 1.00024E+17 FIX-1 1103627405 0 N FIXEDRATE SERIES0 360/4/360 0 1.00252E+17 FIX-1 1103627467 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627469 0 N FIXEDRATE EXPRESS3 360/4/360 0 1.00024E+17 FIX-1 1103627472 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103627491 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103627514 0 N FIXEDRATE SERIES2 360/4/360 0 1.00024E+17 FIX-1 1103627541 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627567 0 N FIXEDRATE EXPRESS2 360/4/360 0 1.00024E+17 FIX-1 1103627633 0 N FIXEDRATE SERIES1 360/3/360 0 1.00024E+17 FIX-1 1103627661 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627697 0 N FIXEDRATE SERIES1 360/4/360 0 1.00024E+17 FIX-1 1103627716 0 N FIXEDRATE EXPRESS1 360/5/360 0 1.00437E+17 FIX-1 1103627743 0 N FIXEDRATE SERIES1 360/4/360 0 1.00214E+17 FIX-1 1103627777 0 N FIXEDRATE SERIES2 360/4/360 0 1.00024E+17 FIX-1 1103627841 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103627853 0 N FIX-INTONLY ADAPT1 360/4/360 120 1.00024E+17 FIX-1 1103627897 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103627898 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103627907 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00024E+17 FIX-1 1103628034 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00214E+17 FIX-1 1103628036 0 N FIX-INTONLY SERIES2 360/4/360 120 1.00024E+17 FIX-1 1103628059 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103628090 0 N FIX-INTONLY EXPRESS2 360/4/360 120 1.00024E+17 FIX-1 1103628173 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00024E+17 FIX-1 1103628176 0 N FIX-INTONLY SERIES2 360/4/360 120 1.00187E+17 FIX-1 1103628184 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103628206 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103628216 0 N FIX-INTONLY SERIES2 360/3/360 120 1.00024E+17 FIX-1 1103628279 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103628316 0 N FIX-INTONLY EXPRESS1 360/4/360 120 1.00024E+17 FIX-1 1103628320 0 N FIX-INTONLY ADAPT1 360/4/360 120 1.00024E+17 FIX-1 1103628435 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00188E+17 FIX-1 1103628461 0 N FIX-INTONLY SERIES1 360/4/360 120 1.00024E+17 FIX-1 1103628467 0 N FIX-INTONLY EXPRESS1 360/4/360 120 1.00024E+17 FIX-1 1103628499 0 N FIX-INTONLY EXPRESS1 360/4/360 120 1.00024E+17 FIX-1 1103628532 0 N FIX-INTONLY SERIES2 360/4/360 120 1.00024E+17 FIX-1 1103628583 0 N BALLOON SERIES1 360/2/360 0 1.00113E+17 FIX-2 1103628592 0 N FIXEDRATE SERIES1 180/3/180 0 1.0009E+17 FIX-2 1103628629 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103628658 0 N FIX-INTONLY SERIES1 360/3/360 60 1.00097E+17 FIX-2 1103628662 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103628665 0 N BALLOON SERIES1 360/3/360 0 1.00109E+17 FIX-2 1103628766 0 N BALLOON SERIES1 360/3/360 0 1.00063E+17 FIX-2 1103628787 0 10/1/2009 N ARM-INTONLY SERIES2 360/4/360 6MOLIBORWSJ 60 1.00029E+17 ARM-1 1103628810 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 6MOLIBORWSJ 120 1.00029E+17 ARM-1 1103628873 0 11/1/2011 N BALLOON SERIES3 480/3/480 6MOLIBORWSJ 0 1.00104E+17 ARM-1 1103628924 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00474E+17 ARM-1 1103628930 0 12/1/2013 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00176E+17 ARM-1 1103628996 0 N BALLOON SERIES1 360/3/360 0 1.00182E+17 FIX-2 1103629015 0 N BALLOON SERIES0 360/1/360 0 1.0009E+17 FIX-2 1103629099 0 N BALLOON SERIES1 360/2/360 0 1.00099E+17 FIX-2 1103629150 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103629156 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103629182 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629183 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629184 0 11/1/2011 N ARM-INTONLY SERIES3 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629187 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629191 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629194 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629195 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629196 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629199 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629202 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629209 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629210 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629215 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629216 0 11/1/2013 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103629217 0 10/1/2011 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103629243 0 N BALLOON SERIES1 360/3/360 0 1.00066E+17 FIX-2 1103629247 2.46 9/1/2008 N ARM ADAPT2 360/5/360 6MOLIBORWSJ 0 1.00039E+17 ARM-1 1103629251 1.2 9/1/2008 N ARM ADAPT1 360/5/360 6MOLIBORWSJ 0 1.00077E+17 ARM-1 1103629268 0 12/1/2009 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103629317 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629321 0 N FIXEDRATE SERIES0 360/2/360 0 1.00094E+17 FIX-1 1103629407 0 N FIXEDRATE SERIES1 360/2/360 0 1.00421E+17 FIX-1 1103629430 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103629473 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629529 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103629531 0 N FIX-INTONLY SERIES2 360/2/360 60 1.00175E+17 FIX-2 1103629561 0 12/1/2011 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00094E+17 ARM-1 1103629603 0 12/1/2011 N ARM SERIES2 360/2/360 6MOLIBORWSJ 0 1.00419E+17 ARM-1 1103629625 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103629696 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629714 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103629768 0 N BALLOON SERIES0 360/2/360 0 1.00099E+17 FIX-2 1103629843 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00125E+17 ARM-1 1103629852 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00047E+17 ARM-1 1103629866 0 N FIX-INTONLY A1 360/3/360 120 1.00273E+17 FIX-2 1103629923 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00316E+17 FIX-1 1103629925 0 N BALLOON SERIES1 360/2/360 0 1.004E+17 FIX-2 1103629946 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103629956 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103630032 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00104E+17 ARM-1 1103630058 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00364E+17 ARM-1 1103630059 0 N BALLOON SERIES1 360/2/360 0 1.00364E+17 FIX-2 1103630062 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103630063 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103630085 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103630155 0 N BALLOON SERIES0 360/2/360 0 1.0036E+17 FIX-2 1103630161 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103630260 1.41 N FIXEDRATE SERIES2 360/2/360 0 1.00078E+17 FIX-1 1103630318 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103630324 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103630326 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 1103630331 0 N BALLOON SERIES0 360/2/360 0 1.00316E+17 FIX-2 1103630375 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 1103630429 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103630433 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103630475 0 N FIXEDRATE A+ 360/2/360 0 1.00348E+17 FIX-2 1103630571 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103630597 0 N BALLOON SERIES0 360/3/360 0 1.0047E+17 FIX-2 1103630680 0 N FIXEDRATE SERIES0 360/3/360 0 1.00212E+17 FIX-1 1103630686 0 N FIXEDRATE SERIES1 360/3/360 0 1.00212E+17 FIX-1 1103630694 0 N FIXEDRATE SERIES0 360/5/360 0 1.00212E+17 FIX-1 1103630703 0 N FIX-INTONLY ADAPT1 360/6/360 60 1.00212E+17 FIX-1 1103630706 0 N FIXEDRATE ADAPT2 360/5/360 0 1.00212E+17 FIX-1 1103630718 0 N FIXEDRATE EXPRESS1+ 360/3/360 0 1.00212E+17 FIX-1 1103630733 0 N FIXEDRATE ADAPT1 360/3/360 0 1.00212E+17 FIX-1 1103630745 0 N FIX-INTONLY EXPRESS1+ 360/3/360 120 1.00212E+17 FIX-1 1103630778 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00419E+17 ARM-1 1103630819 0 12/1/2011 N ARM EXPRESS1+ 360/2/360 6MOLIBORWSJ 0 1.00419E+17 ARM-1 1103630825 0 N BALLOON SERIES0 360/3/360 0 1.00078E+17 FIX-2 1103630837 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103630838 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103630847 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00357E+17 ARM-1 1103630896 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103630929 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103630936 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103630970 0 N FIXEDRATE SERIES0 360/2/360 0 1.00078E+17 FIX-1 1103631031 0 12/1/2009 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00094E+17 ARM-1 1103631039 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631071 0 N FIXEDRATE SERIES0 360/3/360 0 1.00079E+17 FIX-1 1103631139 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631162 0 N FIXEDRATE SERIES1 180/3/180 0 1.00366E+17 FIX-2 1103631166 0 N BALLOON ADAPT0 360/3/360 0 1.00366E+17 FIX-2 1103631175 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 ARM-1 1103631208 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00079E+17 ARM-1 1103631217 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631230 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103631253 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 ARM-1 1103631255 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631267 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631271 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631273 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631274 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631278 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631286 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631291 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103631292 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00096E+17 ARM-1 1103631297 0 N BALLOON SERIES0 360/3/360 0 FIX-2 1103631306 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631310 0 N BALLOON SERIES0 360/2/360 0 1.0036E+17 FIX-2 1103631311 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103631312 0 N BALLOON SERIES1 360/3/360 0 1.00078E+17 FIX-2 1103631315 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103631321 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103631360 0 N FIXEDRATE A 360/2/360 0 1.00058E+17 FIX-2 1103631384 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103631393 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103631427 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631429 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631435 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631458 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103631475 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00365E+17 ARM-1 1103631525 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103631526 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103631528 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00039E+17 ARM-1 1103631529 0 N BALLOON SERIES0 360/2/360 0 1.00039E+17 FIX-2 1103631531 0 N BALLOON SERIES0 360/2/360 0 1.00182E+17 FIX-2 1103631556 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00399E+17 ARM-1 1103631591 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631884 0 11/16/2008 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 1103631885 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103631899 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103631900 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103631921 0 N FIXEDRATE A+ 360/2/360 0 1.00134E+17 FIX-2 1103631940 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103631952 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103631967 0 N FIXEDRATE SERIES1 360/2/360 0 1.00094E+17 FIX-1 1103631997 0 N BALLOON SERIES0 360/2/360 0 1.00415E+17 FIX-2 1103632006 0 N FIXEDRATE SERIES3 360/2/360 0 1.00437E+17 FIX-1 1103632012 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 ARM-1 1103632049 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00316E+17 ARM-1 1103632053 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103632066 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00306E+17 ARM-1 1103632067 0 N BALLOON SERIES0 360/2/360 0 1.00306E+17 FIX-2 1103632070 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632071 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103632083 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 1103632091 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103632110 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103632112 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103632183 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103632199 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00317E+17 ARM-1 1103632210 0 9/1/2011 N ARM-INTONLY SERIES0 360/5/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103632219 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103632263 0 N BALLOON SERIES1 360/2/360 0 1.00066E+17 FIX-2 1103632271 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103632312 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00478E+17 ARM-1 1103632319 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632354 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103632386 0.64 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103632436 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103632448 0 N FIXEDRATE SERIES1 360/2/360 0 1.0009E+17 FIX-1 1103632491 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0041E+17 ARM-1 1103632500 0 N BALLOON SERIES1 360/2/360 0 1.0041E+17 FIX-2 1103632508 0 N FIXEDRATE SERIES1 360/2/360 0 1.00061E+17 FIX-1 1103632522 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632533 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632534 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103632561 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00317E+17 ARM-1 1103632562 0 N BALLOON SERIES0 360/2/360 0 1.00317E+17 FIX-2 1103632591 0 N BALLOON SERIES1 360/2/360 0 1.00152E+17 FIX-2 1103632594 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00415E+17 ARM-1 1103632600 0 N BALLOON SERIES1 360/2/360 0 1.00415E+17 FIX-2 1103632683 0 N BALLOON SERIES1 360/3/360 0 1.0036E+17 FIX-2 1103632695 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103632696 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103632703 0.67 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00058E+17 ARM-1 1103632725 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103632747 0 N BALLOON SERIES0 360/2/360 0 1.00306E+17 FIX-2 1103632764 0 10/1/2008 N ARM SERIES0 360/4/360 6MOLIBORWSJ 0 1.00024E+17 ARM-1 1103632768 0 10/1/2008 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103632791 0 10/1/2007 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00024E+17 ARM-1 1103632803 0 11/1/2007 N ARM ADAPT2 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632804 0 9/1/2007 N ARM ADAPT1 360/5/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632811 0 11/1/2007 N ARM ADAPT1 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632812 0 8/1/2009 N ARM-INTONLY ADAPT0 360/6/360 1YLIBOR 120 1.00024E+17 ARM-1 1103632817 0 10/1/2009 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00111E+17 ARM-1 1103632828 0 9/1/2009 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.0013E+17 ARM-1 1103632830 0 8/1/2007 N ARM ADAPT0 360/6/360 1YLIBOR 0 1.00024E+17 ARM-1 1103632836 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632837 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632840 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00037E+17 ARM-1 1103632846 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632848 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103632873 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00037E+17 FIX-1 1103632940 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103632967 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103632978 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103633010 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633013 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103633019 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00071E+17 ARM-1 1103633036 0 N BALLOON SERIES2 360/2/360 0 1.0036E+17 FIX-2 1103633086 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103633093 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103633095 0 10/1/2011 N ARM-INTONLY SERIES1 360/4/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103633164 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633174 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103633180 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103633213 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103633274 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00273E+17 ARM-1 1103633289 0 N FIX-INTONLY SERIES1 360/2/360 60 1.00273E+17 FIX-2 1103633307 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103633351 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633374 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633456 0 12/1/2009 N ARM EXPRESS2 360/2/360 6MOLIBORWSJ 0 1.00061E+17 ARM-1 1103633469 0 N BALLOON SERIES0 360/2/360 0 1.0036E+17 FIX-2 1103633471 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103633522 0 5/1/2007 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633525 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633528 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633537 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633542 0 5/1/2007 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633543 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633548 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633551 0 5/1/2007 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633552 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633553 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633554 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633555 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633557 0 11/1/2013 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633558 0 11/1/2013 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633559 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103633584 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633590 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633593 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633595 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103633629 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00145E+17 ARM-1 1103633660 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103633663 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00453E+17 ARM-1 1103633676 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103633677 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103633688 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103633741 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103633750 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.0013E+17 ARM-1 1103633758 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633780 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633782 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103633800 0 12/1/2013 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.0011E+17 ARM-1 1103633853 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103633932 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103633936 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103633944 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103633979 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103634019 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103634032 0 N FIXEDRATE SERIES0 360/1/360 0 1.00366E+17 FIX-1 1103634065 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00361E+17 ARM-1 1103634153 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103634154 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103634165 0 N FIXEDRATE EXPRESS1+ 360/360 0 1.00062E+17 FIX-1 1103634206 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103634214 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103634216 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103634227 0 N FIX-INTONLY SERIES1 360/2/360 60 1.00078E+17 FIX-1 1103634233 0 N FIXEDRATE SERIES1 360/1/360 0 1.0036E+17 FIX-1 1103634276 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103634313 0 N BALLOON SERIES0 360/4/360 0 1.0036E+17 FIX-2 1103634325 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 1103634351 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 ARM-1 1103634353 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103634355 0 N BALLOON SERIES2 360/2/360 0 1.00109E+17 FIX-2 1103634372 0 N FIX-INTONLY SERIES0 360/2/360 60 1.00078E+17 FIX-1 1103634381 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103634406 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103634414 0 N BALLOON SERIES0 360/2/360 0 1.00099E+17 FIX-2 1103634440 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103634456 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103634528 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103634534 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103634539 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103634553 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103634597 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103634609 0.73 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103634640 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00158E+17 ARM-1 1103634677 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103634678 0 N BALLOON SERIES0 360/1/360 0 1.00099E+17 FIX-2 1103634684 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103634691 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00058E+17 ARM-1 1103634696 0 N BALLOON SERIES1 360/2/360 0 1.00058E+17 FIX-2 1103634703 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103634723 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103634741 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103634753 0 N FIX-INTONLY SERIES1 360/2/360 60 1.00055E+17 FIX-1 1103634773 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103634774 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103634780 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103634786 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103634787 0 N BALLOON SERIES0 360/2/360 0 1.00306E+17 FIX-2 1103634790 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103634922 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00113E+17 ARM-1 1103634924 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634925 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634926 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634928 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634929 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634930 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634931 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634932 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634933 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634935 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634936 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634937 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634938 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634939 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634940 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634942 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634943 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103634945 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634946 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634948 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634949 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634950 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634951 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634954 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634956 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634958 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634959 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634961 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634962 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634963 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634964 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634966 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634967 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634970 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634971 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634973 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634974 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634976 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103634981 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103635036 1.24 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00097E+17 ARM-1 1103635039 0 N BALLOON ADAPT3 360/5/360 0 1.00061E+17 FIX-2 1103635043 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103635055 0 N FIX-INTONLY SERIES0 360/2/360 60 1.0036E+17 FIX-1 1103635065 0.83 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635071 1.55 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635072 0.87 11/1/2009 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635073 0.97 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635074 0.63 11/1/2011 N BALLOON ADAPT0 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635078 1.15 11/1/2009 N BALLOON ADAPT0 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635083 1.56 11/1/2013 N BALLOON ADAPT1 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635085 1.92 11/1/2009 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635088 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00063E+17 ARM-1 1103635089 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635090 0 11/1/2011 N ARM EXPRESS1+ 360/3/360 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635091 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635092 0 11/1/2011 N BALLOON EXPRESS2 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635093 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635094 0 11/1/2009 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635095 0 11/1/2009 N BALLOON ADAPT0 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635096 0 11/1/2011 N ARM ADAPT2 360/3/360 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635098 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00063E+17 ARM-1 1103635102 0 11/1/2009 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635103 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635105 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635106 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635107 0 11/1/2009 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635108 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635109 0 11/1/2009 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635110 0 11/1/2011 N BALLOON ADAPT0 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635111 0 11/1/2011 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635112 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635113 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635116 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00063E+17 ARM-1 1103635117 0 11/1/2009 N BALLOON EXPRESS2 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635121 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635122 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635123 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635125 0 11/1/2009 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635126 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635127 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635128 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635129 0 11/1/2013 N ARM EXPRESS2 360/3/360 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635130 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635131 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635132 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635136 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635137 0 11/1/2009 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635138 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635139 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635142 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635143 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635144 0 11/1/2013 N BALLOON ADAPT0 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635145 0 11/1/2009 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635146 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635148 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635149 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635151 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635152 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635155 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635156 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635157 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635160 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635161 0 11/1/2011 N BALLOON SERIES0 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635162 0 9/1/2011 N BALLOON EXPRESS2 480/5/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635163 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635164 0 11/1/2011 N BALLOON EXPRESS1+ 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635165 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635166 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635167 0 11/1/2011 N ARM EXPRESS1+ 360/3/360 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635168 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635170 0 11/1/2011 N BALLOON ADAPT2 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635171 0 11/1/2013 N BALLOON ADAPT1 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635172 0 11/1/2011 N BALLOON ADAPT2 480/3/480 6MOLIBORWSJ 0 1.00063E+17 ARM-1 1103635174 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635175 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635177 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103635178 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00063E+17 ARM-1 1103635200 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00123E+17 ARM-1 1103635204 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00123E+17 ARM-1 1103635213 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 36 1.00123E+17 ARM-1 1103635215 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 60 1.00123E+17 ARM-1 1103635231 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635232 0 N BALLOON SERIES2 360/3/360 0 1.00123E+17 FIX-2 1103635233 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635235 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635236 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635238 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635240 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635242 0 N BALLOON SERIES1 360/3/360 0 1.00123E+17 FIX-2 1103635243 0 N BALLOON SERIES2 360/3/360 0 1.00123E+17 FIX-2 1103635342 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103635343 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.0001E+17 ARM-1 1103635354 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103635358 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 ARM-1 1103635370 0 12/1/2011 N BALLOON SERIES0 480/2/480 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103635377 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103635383 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103635400 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00058E+17 ARM-1 1103635411 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103635447 0 N FIXEDRATE EXPRESS1+ 360/4/360 0 1.00037E+17 FIX-1 1103635494 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635495 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635496 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635497 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635498 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635499 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635500 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635501 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635502 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00193E+17 ARM-1 1103635513 0 11/1/2009 N ARM EXPRESS2 360/3/360 6MOLIBORWSJ 0 1.00197E+17 ARM-1 1103635520 0 11/1/2009 N BALLOON EXPRESS1 480/3/480 6MOLIBORWSJ 0 1.00197E+17 ARM-1 1103635524 0 11/1/2009 N ARM EXPRESS2 360/3/360 6MOLIBORWSJ 0 1.00197E+17 ARM-1 1103635543 0 11/1/2013 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00197E+17 ARM-1 1103635544 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00197E+17 ARM-1 1103635547 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00197E+17 ARM-1 1103635549 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 120 1.00197E+17 ARM-1 1103635566 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00197E+17 ARM-1 1103635574 0.53 11/1/2011 N BALLOON SERIES0 480/3/480 6MOLIBORWSJ 0 1.00197E+17 ARM-1 1103635610 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103635640 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00306E+17 ARM-1 1103635642 0 11/1/2009 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103635643 0 11/1/2009 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103635644 0 10/1/2009 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00024E+17 ARM-1 1103635645 0 11/1/2009 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103635646 0 11/1/2009 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00024E+17 ARM-1 1103635666 0 N FIXEDRATE SERIES1 360/2/360 0 1.00421E+17 FIX-1 1103635763 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103635793 0 1/1/2014 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103635829 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 ARM-1 1103635834 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103635853 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103635855 0 N BALLOON SERIES1 360/2/360 0 1.00364E+17 FIX-2 1103635876 0 N FIXEDRATE SERIES0 360/1/360 0 1.00079E+17 FIX-1 1103635879 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103635904 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00467E+17 FIX-1 1103635930 0 N FIX-INTONLY SERIES0 360/2/360 60 FIX-2 1103635955 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103635989 0.52 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 1103636009 0 N FIX-INTONLY SERIES2 360/2/360 120 1.00056E+17 FIX-1 1103636022 0 1/1/2014 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103636029 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00176E+17 ARM-1 1103636033 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103636049 0 12/1/2008 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103636052 0 11/1/2008 N ARM-INTONLY ADAPT1 360/3/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103636053 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103636054 0 11/1/2008 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103636056 0 11/1/2008 N ARM-INTONLY ADAPT1 360/3/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103636063 0 12/1/2013 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103636064 0 11/1/2013 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103636086 0 N FIX-INTONLY EXPRESS1 360/2/360 120 1.00056E+17 FIX-1 1103636147 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103636152 0 N BALLOON SERIES1 360/2/360 0 1.00078E+17 FIX-2 1103636162 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103636165 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636167 0 10/1/2011 N ARM-INTONLY EXPRESS1+ 360/4/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636170 0 10/1/2011 N ARM-INTONLY EXPRESS1 360/4/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636172 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636173 0 10/1/2011 N ARM-INTONLY EXPRESS1+ 360/4/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636174 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636175 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636176 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636177 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636179 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636181 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636182 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636183 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636184 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636186 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636188 0 11/1/2011 N ARM EXPRESS1 360/3/360 6MOLIBORWSJ 0 1.00183E+17 ARM-1 1103636189 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636190 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636191 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636192 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636194 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636195 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636197 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636198 0 11/1/2011 N ARM EXPRESS1 360/3/360 6MOLIBORWSJ 0 1.00183E+17 ARM-1 1103636200 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636201 0 11/1/2011 N ARM-INTONLY EXPRESS1 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636205 0 11/1/2011 N ARM-INTONLY ADAPT3 360/3/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103636211 0 9/1/2011 N ARM-INTONLY SERIES2 360/5/360 6MOLIBORWSJ 60 1.00306E+17 ARM-1 1103636212 0 10/1/2011 N ARM EXPRESS1+ 360/4/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636214 0 8/1/2011 N ARM SERIES1 360/6/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636215 0 8/1/2011 N ARM SERIES1 360/6/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636216 0 11/1/2011 Y ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 60 1.00306E+17 ARM-1 1103636217 0 11/1/2011 N ARM ADAPT0 360/3/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636218 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636220 0 9/1/2011 N ARM SERIES2 360/5/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636221 0 10/1/2011 Y ARM SERIES0 360/4/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636223 0 9/1/2008 N ARM SERIES1 360/5/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636224 0 10/1/2008 N ARM SERIES3 360/4/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636225 0 11/1/2011 Y ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636226 0 9/1/2009 N ARM SERIES2 360/5/360 6MOLIBORWSJ 0 1.00306E+17 ARM-1 1103636233 0 N FIXEDRATE SERIES0 360/5/360 0 1.00306E+17 FIX-1 1103636234 0 Y FIXEDRATE SERIES0 360/3/360 0 1.00306E+17 FIX-1 1103636247 0 N BALLOON SERIES2 360/5/360 0 1.00306E+17 FIX-2 1103636249 0 N BALLOON SERIES1 360/5/360 0 1.00306E+17 FIX-2 1103636250 0 N BALLOON SERIES1 360/6/360 0 1.00306E+17 FIX-2 1103636251 0 N BALLOON SERIES1 360/6/360 0 1.00306E+17 FIX-2 1103636252 0 N BALLOON SERIES0 360/5/360 0 1.00306E+17 FIX-2 1103636253 0 N FIXEDRATE ADAPT2 360/5/360 0 1.00306E+17 FIX-2 1103636263 0 N FIXEDRATE EXPRESS1 360/2/360 0 1.00332E+17 FIX-1 1103636323 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00122E+17 ARM-1 1103636348 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103636394 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00056E+17 ARM-1 1103636421 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103636423 0 3/1/2007 N ARM-INTONLY ADAPT0 360/11/360 1YLIBOR 120 ARM-1 1103636424 0 9/1/2007 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.00024E+17 ARM-1 1103636426 0 11/1/2009 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00024E+17 ARM-1 1103636427 0 11/1/2009 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00024E+17 ARM-1 1103636428 0 11/1/2009 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00024E+17 ARM-1 1103636429 0 12/1/2007 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00024E+17 ARM-1 1103636430 0 10/1/2008 N ARM-INTONLY SERIES1 360/4/360 6MOLIBORWSJ 120 1.00307E+17 ARM-1 1103636431 0 11/1/2008 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636432 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636433 0 11/1/2009 N ARM-INTONLY ADAPT1 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636434 0 11/1/2009 N ARM ADAPT1 360/3/360 6MOLIBORWSJ 0 1.00024E+17 ARM-1 1103636435 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636436 0 11/1/2009 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636437 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636439 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636440 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636441 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636442 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636443 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636444 0 11/1/2009 N ARM EXPRESS1 360/3/360 6MOLIBORWSJ 0 1.00024E+17 ARM-1 1103636445 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636446 0 11/1/2009 N ARM-INTONLY ADAPT1 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636447 0 11/1/2009 N ARM-INTONLY ADAPT1 360/3/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636450 0 12/1/2009 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636451 0 12/1/2009 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636452 0 12/1/2009 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00024E+17 ARM-1 1103636461 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00056E+17 ARM-1 1103636507 0 N FIXEDRATE SERIES0 360/1/360 0 1.0036E+17 FIX-1 1103636522 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103636556 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103636603 0 N FIXEDRATE SERIES0 360/2/360 0 1.00079E+17 FIX-1 1103636670 0 N BALLOON SERIES1 480/2/480 0 1.00453E+17 FIX-1 1103636673 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00399E+17 ARM-1 1103636678 0 N FIXEDRATE SERIES0 360/1/360 0 1.00079E+17 FIX-1 1103636685 0 N FIXEDRATE SERIES1 360/2/360 0 1.00062E+17 FIX-1 1103636752 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103636762 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00467E+17 FIX-1 1103636764 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00079E+17 ARM-1 1103636765 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103636797 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103636804 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103636865 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00317E+17 ARM-1 1103636916 0 N FIXEDRATE SERIES0 360/2/360 0 1.00366E+17 FIX-1 1103636922 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00096E+17 FIX-1 1103636937 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103636938 0 N FIXEDRATE SERIES0 360/1/360 0 1.00434E+17 FIX-1 1103636939 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103636950 0 12/1/2008 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103636993 0 1/1/2014 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103637039 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103637085 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103637118 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103637121 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103637122 0 12/1/2011 Y ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103637125 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637126 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00037E+17 ARM-1 1103637127 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637128 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637129 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637130 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637131 0 12/1/2009 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637132 0 12/1/2009 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00037E+17 ARM-1 1103637133 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637134 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637136 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637138 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00037E+17 ARM-1 1103637140 0 11/1/2009 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00037E+17 ARM-1 1103637141 0 11/1/2009 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00037E+17 ARM-1 1103637142 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00037E+17 ARM-1 1103637143 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637144 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00037E+17 ARM-1 1103637146 0 12/1/2016 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00037E+17 ARM-1 1103637148 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00253E+17 ARM-1 1103637150 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637151 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637152 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637153 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637154 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637155 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637156 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637158 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637159 0 11/1/2011 N ARM ADAPT3 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637160 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637161 0 11/1/2011 N ARM ADAPT2 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637163 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637165 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637167 0 11/1/2013 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637168 0 11/1/2013 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 84 1.00197E+17 ARM-1 1103637169 0 11/1/2011 N ARM ADAPT1 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637170 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637171 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00197E+17 ARM-1 1103637172 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637173 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637174 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637175 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637176 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00197E+17 ARM-1 1103637179 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103637182 0 N FIXEDRATE SERIES1 360/2/360 0 1.00197E+17 FIX-1 1103637183 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00197E+17 FIX-1 1103637184 0 N FIXEDRATE SERIES0 240/2/240 0 1.00197E+17 FIX-1 1103637185 0 N FIXEDRATE SERIES0 360/3/360 0 1.00197E+17 FIX-1 1103637186 0 N FIXEDRATE SERIES0 360/2/360 0 1.00197E+17 FIX-1 1103637187 0 N FIXEDRATE SERIES0 360/3/360 0 1.00197E+17 FIX-1 1103637188 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00197E+17 FIX-1 1103637189 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00197E+17 FIX-1 1103637190 0 N FIXEDRATE SERIES0 360/2/360 0 1.00197E+17 FIX-1 1103637191 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00197E+17 FIX-1 1103637192 0 N FIX-INTONLY SERIES1 360/3/360 120 1.00197E+17 FIX-1 1103637193 0 N FIXEDRATE SERIES0 360/3/360 0 1.00197E+17 FIX-1 1103637195 0 N FIXEDRATE SERIES0 360/2/360 0 1.00197E+17 FIX-1 1103637197 0 N FIXEDRATE SERIES3 360/3/360 0 1.00197E+17 FIX-1 1103637198 0 N FIXEDRATE SERIES0 360/2/360 0 1.00197E+17 FIX-1 1103637199 0 N FIXEDRATE SERIES1 360/2/360 0 1.00197E+17 FIX-1 1103637200 0 N FIX-INTONLY EXPRESS2 360/2/360 120 1.00197E+17 FIX-1 1103637201 0 N FIXEDRATE SERIES2 360/2/360 0 1.00197E+17 FIX-1 1103637202 0 N FIXEDRATE EXPRESS1+ 360/3/360 0 1.00197E+17 FIX-1 1103637203 0 N FIXEDRATE SERIES0 360/3/360 0 1.00197E+17 FIX-1 1103637204 0 N FIXEDRATE SERIES0 360/3/360 0 1.00197E+17 FIX-1 1103637205 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00197E+17 FIX-1 1103637206 0 N FIXEDRATE SERIES0 360/2/360 0 1.00197E+17 FIX-1 1103637212 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00302E+17 ARM-1 1103637219 0 N BALLOON SERIES1 480/1/480 0 1.0036E+17 FIX-1 1103637240 0 N BALLOON SERIES1 480/1/480 0 1.0036E+17 FIX-1 1103637252 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.0029E+17 ARM-1 1103637259 0 10/1/2009 N ARM SERIES1 360/4/360 6MOLIBORWSJ 0 1.00091E+17 ARM-1 1103637260 0 10/1/2008 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637265 0 8/1/2009 N ARM-INTONLY SERIES0 360/6/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637268 0 10/1/2009 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637269 0 9/1/2009 N ARM-INTONLY SERIES1 360/5/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637270 0 11/1/2009 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637271 0 10/1/2009 N ARM-INTONLY EXPRESS2 360/4/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637273 0 11/1/2009 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00091E+17 ARM-1 1103637274 0 11/1/2009 N ARM SERIES1 360/3/360 6MOLIBORWSJ 0 1.00091E+17 ARM-1 1103637282 0 N BALLOON SERIES1 360/2/360 0 1.0036E+17 FIX-2 1103637292 0 N FIXEDRATE ADAPT1 120/2/120 0 FIX-1 1103637293 1.29 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637294 0.72 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637295 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637296 1.29 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637297 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637298 1.39 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637299 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637301 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637303 0 N FIXEDRATE SERIES0 180/2/180 0 FIX-1 1103637304 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637305 0 N FIXEDRATE SERIES0 180/3/180 0 1.00162E+17 FIX-1 1103637306 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637307 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637308 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637310 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637311 0 N FIXEDRATE SERIES0 180/4/180 0 1.00024E+17 FIX-1 1103637312 0 N FIXEDRATE SERIES0 180/3/180 0 FIX-1 1103637313 0 N FIXEDRATE SERIES0 180/2/180 0 FIX-1 1103637314 0 N FIXEDRATE SERIES0 180/3/180 0 1.00024E+17 FIX-1 1103637315 0 N FIXEDRATE SERIES0 180/3/180 0 1.00024E+17 FIX-1 1103637316 0 N FIXEDRATE SERIES0 180/2/180 0 FIX-1 1103637317 0 N FIXEDRATE SERIES0 180/3/180 0 1.00024E+17 FIX-1 1103637318 0 N FIXEDRATE SERIES0 240/3/240 0 FIX-1 1103637319 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637320 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637321 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637322 0 N FIXEDRATE SERIES0 360/6/360 0 1.00024E+17 FIX-1 1103637323 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637324 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637325 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637326 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637327 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637328 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637329 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637330 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637331 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637332 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637333 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637334 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637336 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637337 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637338 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637339 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637340 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637341 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637342 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637343 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637344 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637345 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637346 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637347 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637348 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637349 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637350 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637351 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637352 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637353 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637354 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637355 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637356 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637357 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637358 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637359 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637360 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637361 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637362 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637363 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637364 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637365 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637366 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637367 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637368 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637370 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637372 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637373 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637374 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637375 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637376 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637377 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637378 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637379 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637380 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637381 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637382 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637383 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637384 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637385 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637386 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637387 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637388 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637389 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637390 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637391 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637392 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637393 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637394 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637395 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637396 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637397 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637398 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637399 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637400 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637401 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637402 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637403 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637404 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637405 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637406 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637409 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637410 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637411 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637412 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637413 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637414 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637415 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637416 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637417 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637418 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637419 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637420 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637421 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637422 0 N FIXEDRATE SERIES0 360/5/360 0 FIX-1 1103637423 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637424 0 N FIXEDRATE SERIES0 360/3/360 0 1.00207E+17 FIX-1 1103637426 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637427 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637428 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637429 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637430 0 N FIXEDRATE SERIES0 360/3/360 0 1.0002E+17 FIX-1 1103637431 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637432 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637433 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637434 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637435 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637436 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637437 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637438 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637439 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637440 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637441 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637442 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637443 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637444 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637445 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637446 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637447 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637448 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637449 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637450 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637451 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637452 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637453 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637455 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637456 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637458 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637459 0 N FIXEDRATE SERIES0 360/2/360 0 1.00024E+17 FIX-1 1103637460 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637461 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637462 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637463 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637464 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637465 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637466 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637467 0 N FIXEDRATE SERIES0 360/3/360 0 1.00031E+17 FIX-1 1103637469 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637470 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637471 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637472 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637473 0 N FIXEDRATE SERIES0 360/3/360 0 1.00024E+17 FIX-1 1103637475 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637476 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637477 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637478 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637479 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637480 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637481 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637482 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637483 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637484 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637485 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637486 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637487 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637488 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637489 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637490 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637491 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637492 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637493 0 N FIXEDRATE SERIES0 360/4/360 0 FIX-1 1103637494 0 N FIXEDRATE SERIES0 360/4/360 0 1.00024E+17 FIX-1 1103637495 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637496 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637497 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103637498 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637499 0 N FIXEDRATE SERIES0 360/3/360 0 FIX-1 1103637500 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637501 0 N FIX-INTONLY SERIES0 360/5/360 120 1.00024E+17 FIX-1 1103637502 0.66 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637503 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637504 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00072E+17 FIX-1 1103637505 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637506 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637507 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637508 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637509 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637510 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637512 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637513 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637514 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637515 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637516 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637517 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637518 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637519 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637520 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637521 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637522 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637523 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637524 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637525 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637526 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637527 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637528 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637529 0 N FIX-INTONLY SERIES0 360/4/360 120 FIX-1 1103637530 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637531 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637532 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637533 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637534 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637535 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637536 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637537 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637538 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637539 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637540 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637541 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637542 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637543 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637544 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637545 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637546 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637547 0 N FIX-INTONLY SERIES0 360/6/360 120 FIX-1 1103637548 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637549 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637550 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637551 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637552 0 N FIX-INTONLY SERIES0 360/4/360 120 1.00024E+17 FIX-1 1103637553 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637554 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637555 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637556 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637557 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00024E+17 FIX-1 1103637558 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637559 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637560 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637561 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637562 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637563 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637564 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637565 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637566 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637567 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637568 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637569 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637571 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637572 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637573 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637574 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637575 0 N FIX-INTONLY SERIES0 360/3/360 120 1.00024E+17 FIX-1 1103637576 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637577 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637578 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637579 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637580 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637581 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637582 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637583 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637584 0 N FIX-INTONLY SERIES0 360/5/360 120 1.00024E+17 FIX-1 1103637585 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103637586 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637587 0 N FIX-INTONLY SERIES0 360/3/360 120 FIX-1 1103637588 0 N FIXEDRATE SERIES1 180/3/180 0 FIX-1 1103637589 0 N FIXEDRATE SERIES1 360/3/360 0 1.00024E+17 FIX-1 1103637590 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637591 0 N FIXEDRATE SERIES1 360/2/360 0 FIX-1 1103637592 0 N FIXEDRATE SERIES1 360/2/360 0 1.00024E+17 FIX-1 1103637593 0 N FIXEDRATE SERIES1 360/3/360 0 1.00024E+17 FIX-1 1103637594 0 N FIXEDRATE SERIES1 360/4/360 0 1.00437E+17 FIX-1 1103637595 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637596 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637597 0 N FIXEDRATE SERIES1 360/2/360 0 FIX-1 1103637598 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637600 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637601 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637602 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637603 0 N FIXEDRATE SERIES1 360/3/360 0 1.00024E+17 FIX-1 1103637604 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637605 0 N FIXEDRATE SERIES1 360/3/360 0 FIX-1 1103637606 0 N FIXEDRATE SERIES1 360/5/360 0 FIX-1 1103637607 0.58 N FIX-INTONLY SERIES1 360/3/360 120 1.00024E+17 FIX-1 1103637608 0 N FIX-INTONLY SERIES1 360/2/360 120 FIX-1 1103637609 0 N FIX-INTONLY SERIES1 360/3/360 120 1.00024E+17 FIX-1 1103637610 0 N FIX-INTONLY SERIES1 360/3/360 120 FIX-1 1103637611 0 N FIX-INTONLY SERIES1 360/2/360 120 FIX-1 1103637612 0 N FIX-INTONLY SERIES1 360/3/360 120 FIX-1 1103637613 0 N FIX-INTONLY SERIES1 360/2/360 120 FIX-1 1103637614 0 N FIX-INTONLY SERIES1 360/2/360 120 1.00024E+17 FIX-1 1103637615 0 N FIX-INTONLY SERIES1 360/3/360 120 1.00024E+17 FIX-1 1103637616 0 N FIX-INTONLY SERIES1 360/3/360 120 FIX-1 1103637617 0 N FIX-INTONLY SERIES1 360/3/360 120 FIX-1 1103637618 0 N FIX-INTONLY SERIES1 360/2/360 120 1.00024E+17 FIX-1 1103637619 0 N FIXEDRATE SERIES2 360/3/360 0 FIX-1 1103637620 0 N FIXEDRATE SERIES2 360/5/360 0 FIX-1 1103637621 0 N FIX-INTONLY SERIES2 360/3/360 120 1.00214E+17 FIX-1 1103637622 0 N FIX-INTONLY SERIES2 360/3/360 120 FIX-1 1103637623 1.54 N FIXEDRATE ADAPT0 360/3/360 0 FIX-1 1103637624 1.64 N FIX-INTONLY ADAPT0 360/3/360 120 FIX-1 1103637625 0 N FIXEDRATE ADAPT0 360/3/360 0 FIX-1 1103637626 0 N FIX-INTONLY ADAPT0 360/2/360 120 FIX-1 1103637627 0 N FIXEDRATE ADAPT1 360/3/360 0 FIX-1 1103637628 0 N FIXEDRATE ADAPT1 360/3/360 0 FIX-1 1103637629 0 N FIX-INTONLY ADAPT1 360/3/360 120 1.00024E+17 FIX-1 1103637630 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00467E+17 ARM-1 1103637636 0 N BALLOON ADAPT0 360/6/360 0 1.00091E+17 FIX-2 1103637657 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00453E+17 ARM-1 1103637706 0 N FIXEDRATE SERIES1 360/1/360 0 1.00176E+17 FIX-1 1103637736 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103637759 0 N FIX-INTONLY SERIES0 360/1/360 120 1.0036E+17 FIX-1 1103637769 0 N BALLOON SERIES0 360/1/360 0 1.0036E+17 FIX-2 1103637790 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00094E+17 ARM-1 1103637803 0 N FIX-INTONLY EXPRESS1+ 360/1/360 120 1.00096E+17 FIX-1 1103637814 0 N BALLOON SERIES1 360/2/360 0 1.00197E+17 FIX-2 1103637816 0 N BALLOON SERIES1 360/3/360 0 1.00197E+17 FIX-2 1103637817 0 N BALLOON SERIES1 360/2/360 0 1.00197E+17 FIX-2 1103637866 0 N FIX-INTONLY SERIES0 360/4/360 60 1.00061E+17 FIX-2 1103637867 0 N BALLOON ADAPT0 360/4/360 0 1.00061E+17 FIX-2 1103637873 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00306E+17 ARM-1 1103637960 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00399E+17 ARM-1 1103637961 0 N FIX-INTONLY EXPRESS1+ 360/1/360 120 1.00096E+17 FIX-1 1103637966 0.88 1/1/2012 N ARM EXPRESS1+ 360/1/360 6MOLIBORWSJ 0 1.00058E+17 ARM-1 1103637985 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00316E+17 ARM-1 1103637989 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103638006 0 N FIX-INTONLY SERIES0 360/1/360 60 1.0036E+17 FIX-1 1103638014 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638015 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638016 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638017 0 12/1/2016 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00142E+17 ARM-1 1103638018 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103638019 0 12/1/2016 N ARM ADAPT3 360/2/360 1YLIBOR 0 1.00142E+17 ARM-1 1103638020 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638021 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638022 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638023 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638024 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638025 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638026 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638028 0 12/1/2011 N ARM ADAPT1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103638029 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638032 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638033 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103638034 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638035 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638036 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638037 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638038 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638039 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638040 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638041 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638042 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638043 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638044 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638047 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638048 0 12/1/2011 N ARM ADAPT1 360/2/360 6MOLIBORWSJ 0 ARM-1 1103638049 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638051 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638052 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638054 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638055 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638056 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638057 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638058 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638061 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638062 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638063 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638064 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638065 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103638084 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103638087 0 N BALLOON SERIES0 360/1/360 0 1.0036E+17 FIX-2 1103638138 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00074E+17 ARM-1 1103638139 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638140 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638141 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638142 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638143 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638145 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638146 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638147 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638148 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638149 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638150 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638151 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638153 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638154 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638155 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638157 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638158 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638159 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638161 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638162 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638163 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638164 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638165 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.004E+17 ARM-1 1103638166 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638167 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638169 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638170 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638171 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638172 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638173 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638174 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638179 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638180 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638181 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103638202 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638203 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638205 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638206 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638207 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638208 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638209 0 11/1/2011 N ARM EXPRESS1+ 360/3/360 6MOLIBORWSJ 0 1.00183E+17 ARM-1 1103638210 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638211 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638212 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638213 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638214 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638215 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638216 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638217 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00183E+17 ARM-1 1103638218 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00183E+17 ARM-1 1103638219 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638220 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638221 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638222 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638223 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638224 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638225 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638226 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638227 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638229 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638230 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638231 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638232 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638233 0 11/1/2011 N ARM-INTONLY ADAPT2 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638235 0 11/1/2011 N ARM EXPRESS1+ 360/3/360 6MOLIBORWSJ 0 1.00183E+17 ARM-1 1103638236 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638237 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638238 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638239 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638240 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638241 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00183E+17 ARM-1 1103638268 1.21 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103638269 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103638273 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00317E+17 ARM-1 1103638289 0 N FIXEDRATE SERIES0 360/1/360 0 1.00361E+17 FIX-1 1103638291 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103638337 0 9/1/2008 N BALLOON SERIES2 480/5/480 6MOLIBORWSJ 0 1.00061E+17 ARM-1 1103638342 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103638385 0 N FIX-INTONLY SERIES1 360/2/360 60 1.00145E+17 FIX-1 1103638395 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103638396 0 N BALLOON SERIES0 360/2/360 0 1.00078E+17 FIX-2 1103638429 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00158E+17 ARM-1 1103638449 0 N BALLOON ADAPT0 360/6/360 0 1.00091E+17 FIX-2 1103638487 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103638527 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00467E+17 ARM-1 1103638580 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00302E+17 FIX-1 1103638607 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638608 0 11/1/2011 N ARM ADAPT0 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638609 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638610 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638611 0 11/1/2009 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638612 0 11/1/2011 N ARM SERIES1 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638613 0 11/1/2011 N ARM SERIES1 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638614 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638616 0 11/1/2009 N ARM EXPRESS2 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638618 0 11/1/2011 N ARM SERIES1 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638619 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638622 0 12/1/2011 N ARM EXPRESS1+ 360/2/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638624 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638625 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 6MOLIBORWSJ 120 1.00212E+17 ARM-1 1103638626 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 60 1.00212E+17 ARM-1 1103638627 0 11/1/2011 N ARM ADAPT0 360/3/360 6MOLIBORWSJ 0 1.00212E+17 ARM-1 1103638631 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103638637 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103638694 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103638723 0 1/1/2012 N ARM EXPRESS1 360/1/360 6MOLIBORWSJ 0 1.00185E+17 ARM-1 1103638730 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 ARM-1 1103638747 0 N FIXEDRATE SERIES0 360/1/360 0 1.00478E+17 FIX-1 1103638754 0 N BALLOON SERIES0 360/1/360 0 1.00478E+17 FIX-2 1103638759 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103638784 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00158E+17 ARM-1 1103638804 0 N FIXEDRATE EXPRESS1 360/1/360 0 1.00175E+17 FIX-1 1103638808 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.0013E+17 ARM-1 1103638814 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00104E+17 FIX-1 1103638833 0 1/1/2012 N ARM-INTONLY EXPRESS1 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103638862 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638863 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638864 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638865 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638866 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638867 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638868 0 12/1/2011 N BALLOON SERIES0 480/2/480 6MOLIBORWSJ 0 1.00136E+17 ARM-1 1103638869 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638870 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638871 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638872 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00136E+17 ARM-1 1103638873 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638874 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638875 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638876 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638877 0 12/1/2009 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00136E+17 ARM-1 1103638878 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638879 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638880 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638881 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638882 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638883 0 12/1/2011 N BALLOON SERIES0 480/2/480 6MOLIBORWSJ 0 1.00136E+17 ARM-1 1103638884 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638885 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638886 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638887 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638888 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638889 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638890 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638891 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638892 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638893 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638894 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638895 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638896 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638897 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638898 0 10/1/2013 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 84 1.00136E+17 ARM-1 1103638899 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638900 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638901 0 12/1/2013 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 84 1.00136E+17 ARM-1 1103638902 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638903 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638907 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103638910 0 12/1/2016 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00136E+17 ARM-1 1103638911 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638912 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638913 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638914 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638915 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638916 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638917 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638918 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638919 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638920 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638921 0 12/1/2009 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638922 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638923 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638924 0 12/1/2016 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638926 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638927 0 11/1/2013 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 84 1.00136E+17 ARM-1 1103638928 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638929 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00136E+17 ARM-1 1103638930 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638931 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638932 0 12/1/2013 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 84 1.00136E+17 ARM-1 1103638933 0 12/1/2016 N ARM ADAPT1 360/2/360 1YLIBOR 0 1.00136E+17 ARM-1 1103638934 0 12/1/2013 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 84 1.00136E+17 ARM-1 1103638935 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638936 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 60 1.00136E+17 ARM-1 1103638937 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00136E+17 ARM-1 1103638938 0 11/1/2013 N ARM-INTONLY ADAPT2 360/3/360 1YLIBOR 84 1.00136E+17 ARM-1 1103638939 0 12/1/2009 N BALLOON SERIES2 480/2/480 6MOLIBORWSJ 0 1.00136E+17 ARM-1 1103638954 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103638976 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00176E+17 ARM-1 1103638986 0 N FIXEDRATE A+ 360/2/360 0 1.00176E+17 FIX-2 1103639022 0 1/1/2014 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00094E+17 ARM-1 1103639050 0 N FIXEDRATE SERIES0 360/1/360 0 1.00399E+17 FIX-1 1103639066 0 N FIX-INTONLY EXPRESS1+ 360/1/360 120 1.0036E+17 FIX-1 1103639071 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 ARM-1 1103639115 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103639173 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103639182 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 60 1.00096E+17 ARM-1 1103639184 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639185 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639187 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00096E+17 ARM-1 1103639188 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639189 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639190 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639191 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639193 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639196 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639197 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639198 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639199 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639201 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639202 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639203 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639205 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639206 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639207 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639208 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639209 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639210 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103639216 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103639220 0 N BALLOON SERIES0 360/2/360 0 1.00364E+17 FIX-2 1103639222 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103639223 0 N BALLOON SERIES1 360/1/360 0 1.00099E+17 FIX-2 1103639266 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103639267 0 N BALLOON SERIES0 360/1/360 0 1.00364E+17 FIX-2 1103639275 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103639283 0 N BALLOON SERIES0 360/1/360 0 1.00364E+17 FIX-2 1103639344 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00097E+17 FIX-1 1103639397 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00097E+17 FIX-1 1103639419 0.72 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 ARM-1 1103639443 0 1/1/2012 Y ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103639466 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00364E+17 ARM-1 1103639472 0 N BALLOON SERIES0 360/1/360 0 1.00364E+17 FIX-2 1103639509 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639510 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639511 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103639513 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639515 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639517 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639518 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639519 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639520 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639521 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639524 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639525 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639527 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639529 0 12/1/2016 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639530 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103639531 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639532 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639533 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639534 0 12/1/2011 N ARM EXPRESS2 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103639535 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639536 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639537 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639538 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639539 0 12/1/2011 N ARM EXPRESS1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103639541 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639542 0 12/1/2016 N ARM EXPRESSNODOC2 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103639543 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639544 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639545 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639566 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639569 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639570 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639574 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639576 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639577 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639578 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639581 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00183E+17 ARM-1 1103639594 0 N BALLOON ADAPT1 360/2/360 0 1.00183E+17 FIX-2 1103639624 0 12/1/2011 N ARM ADAPT1 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103639625 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639626 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639627 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639628 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639629 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639630 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639631 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639632 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639633 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639634 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639635 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639636 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639637 0 12/1/2011 N ARM ADAPT2 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103639638 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103639639 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639640 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639641 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639642 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639643 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639644 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103639645 0 12/1/2011 N ARM ADAPT1 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103639646 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639647 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639648 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639649 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639650 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639651 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639652 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639653 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639654 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639655 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639656 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639657 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639658 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639659 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639660 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639661 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639662 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639663 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639664 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639666 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639667 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639668 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639669 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103639675 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639679 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639680 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639682 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639684 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639685 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00142E+17 ARM-1 1103639686 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639687 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639688 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639689 0 12/1/2009 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103639691 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103639727 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103639769 0 1/1/2014 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103639778 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103639816 0 N FIXEDRATE SERIES0 360/1/360 0 1.00096E+17 FIX-1 1103639826 1.09 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00099E+17 ARM-1 1103639833 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.0036E+17 ARM-1 1103639881 0 N FIXEDRATE SERIES0 360/1/360 0 1.00097E+17 FIX-1 1103639893 0 1/1/2014 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00448E+17 ARM-1 1103639912 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103639918 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103639920 0 1/1/2010 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103639938 0 N FIX-INTONLY EXPRESS2 360/4/360 120 1.00063E+17 FIX-1 1103639940 0 N FIXEDRATE EXPRESS1 360/2/360 0 1.00063E+17 FIX-1 1103639941 0 N BALLOON EXPRESS1 480/2/480 0 1.00063E+17 FIX-1 1103639942 0 N FIXEDRATE SERIES0 360/2/360 0 1.00063E+17 FIX-1 1103639944 0.87 N FIXEDRATE EXPRESS1 360/2/360 0 1.00063E+17 FIX-1 1103639945 0 N FIX-INTONLY EXPRESS2 360/2/360 120 1.00197E+17 FIX-1 1103639946 0 N FIXEDRATE EXPRESS1 360/2/360 0 1.00063E+17 FIX-1 1103639947 0 N FIXEDRATE EXPRESS1 360/2/360 0 1.00063E+17 FIX-1 1103639948 0 N FIX-INTONLY EXPRESS1 360/2/360 120 1.00063E+17 FIX-1 1103639949 0 N FIXEDRATE EXPRESS2 360/2/360 0 1.00063E+17 FIX-1 1103639950 0 N BALLOON EXPRESS2 480/2/480 0 1.00063E+17 FIX-1 1103639951 0 N BALLOON EXPRESS1 480/2/480 0 1.00063E+17 FIX-1 1103639952 0 N BALLOON EXPRESS2 480/2/480 0 1.00063E+17 FIX-1 1103639953 0 N FIXEDRATE EXPRESS2 360/2/360 0 1.00063E+17 FIX-1 1103639954 0 N BALLOON EXPRESS1 480/2/480 0 1.00063E+17 FIX-1 1103639955 0 N FIXEDRATE EXPRESS2 360/2/360 0 1.00197E+17 FIX-1 1103639956 0 N BALLOON EXPRESS1 480/2/480 0 1.00063E+17 FIX-1 1103639957 0 N FIXEDRATE ADAPT2 360/2/360 0 1.00063E+17 FIX-1 1103639959 1.38 N BALLOON ADAPT1 480/2/480 0 1.00063E+17 FIX-1 1103639960 0 N FIX-INTONLY EXPRESS1 360/2/360 120 1.00197E+17 FIX-1 1103639962 0 N BALLOON EXPRESS2 480/2/480 0 1.00063E+17 FIX-1 1103639963 1.59 N BALLOON ADAPT3 480/3/480 0 1.00063E+17 FIX-1 1103639965 0 N BALLOON EXPRESS2 480/3/480 0 1.00063E+17 FIX-1 1103639967 0.87 N BALLOON SERIES0 480/3/480 0 1.00063E+17 FIX-1 1103639968 0 N BALLOON EXPRESS1 480/4/480 0 1.00063E+17 FIX-1 1103639970 0 N BALLOON EXPRESS1 480/2/480 0 1.00063E+17 FIX-1 1103639971 0 N BALLOON SERIES1 480/2/480 0 1.00063E+17 FIX-1 1103639972 0 N BALLOON SERIES0 480/2/480 0 1.00063E+17 FIX-1 1103639973 0 N BALLOON SERIES0 480/2/480 0 1.00063E+17 FIX-1 1103640007 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00383E+17 ARM-1 1103640039 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640040 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00177E+17 ARM-1 1103640041 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640042 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00139E+17 ARM-1 1103640043 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640044 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640045 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00059E+17 ARM-1 1103640046 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00177E+17 ARM-1 1103640047 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00177E+17 ARM-1 1103640048 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00177E+17 ARM-1 1103640049 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00177E+17 ARM-1 1103640050 0 11/1/2009 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00239E+17 ARM-1 1103640051 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.23031E+17 ARM-1 1103640052 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00177E+17 ARM-1 1103640053 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00014E+17 ARM-1 1103640054 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640055 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00097E+17 ARM-1 1103640056 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.23183E+17 ARM-1 1103640057 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640058 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00144E+17 ARM-1 1103640059 0 12/1/2011 N ARM ADAPT0 360/2/360 6MOLIBORWSJ 0 1.00014E+17 ARM-1 1103640061 0 11/1/2011 N ARM-INTONLY SERIES2 360/3/360 6MOLIBORWSJ 120 1.00239E+17 ARM-1 1103640062 0 10/1/2011 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.23342E+17 ARM-1 1103640064 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00097E+17 ARM-1 1103640066 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00239E+17 ARM-1 1103640067 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00128E+17 ARM-1 1103640068 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.0006E+17 ARM-1 1103640069 0 11/1/2011 N ARM-INTONLY SERIES1 360/3/360 6MOLIBORWSJ 120 1.00099E+17 ARM-1 1103640070 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640072 0 12/1/2009 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640073 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.23219E+17 ARM-1 1103640074 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640075 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640076 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640077 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00014E+17 ARM-1 1103640078 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00059E+17 ARM-1 1103640089 0 1/1/2014 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103640161 0 N FIXEDRATE EXPRESS2 360/1/360 0 1.0036E+17 FIX-1 1103640175 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00332E+17 FIX-1 1103640179 0 N FIX-INTONLY EXPRESS1 360/1/360 120 1.00434E+17 FIX-1 1103640181 0 1/1/2012 N ARM EXPRESS1+ 360/1/360 6MOLIBORWSJ 0 1.00078E+17 ARM-1 1103640210 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103640216 0 N FIXEDRATE SERIES0 180/1/180 0 1.00365E+17 FIX-1 1103640221 0 N FIXEDRATE SERIES0 360/1/360 0 1.0036E+17 FIX-1 1103640283 0 N FIXEDRATE SERIES1 360/1/360 0 1.00079E+17 FIX-1 1103640284 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00122E+17 ARM-1 1103640290 0 N BALLOON SERIES0 360/1/360 0 1.00122E+17 FIX-2 1103640293 0 N FIXEDRATE SERIES0 180/1/180 0 1.0036E+17 FIX-1 1103640317 0 1/1/2012 N ARM-INTONLY EXPRESS1 360/1/360 6MOLIBORWSJ 60 ARM-1 1103640333 0 N FIX-INTONLY SERIES0 360/1/360 60 FIX-1 1103640349 0 1/1/2012 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 60 ARM-1 1103640467 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640468 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640469 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640470 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640471 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 60 1.00142E+17 ARM-1 1103640472 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103640473 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640474 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640476 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640477 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 ARM-1 1103640478 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103640480 0 12/1/2013 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 84 1.00142E+17 ARM-1 1103640481 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640482 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640483 0 1/1/2012 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640484 0 12/1/2011 N ARM ADAPT1 360/2/360 1YLIBOR 0 1.00142E+17 ARM-1 1103640485 0 12/1/2011 N ARM ADAPT1 360/2/360 1YLIBOR 0 1.00142E+17 ARM-1 1103640486 0 11/1/2011 N ARM-INTONLY EXPRESS2 360/3/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103640498 0 N FIXEDRATE SERIES0 180/1/180 0 1.00313E+17 FIX-1 1103640520 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103640545 0 N FIXEDRATE SERIES2 360/1/360 0 1.00158E+17 FIX-1 1103640574 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 ARM-1 1103640579 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00113E+17 ARM-1 1103640611 0 N FIX-INTONLY SERIES0 360/1/360 120 1.0036E+17 FIX-1 1103640614 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103640623 0 N BALLOON SERIES0 360/1/360 0 1.0036E+17 FIX-2 1103640673 0 N FIXEDRATE EXPRESS1 180/2/180 0 1.00096E+17 FIX-1 1103640674 0 N FIX-INTONLY ADAPT1 360/2/360 120 1.00096E+17 FIX-1 1103640675 0 N FIXEDRATE SERIES0 360/2/360 0 1.00096E+17 FIX-1 1103640676 0 N FIX-INTONLY SERIES2 360/2/360 120 1.00096E+17 FIX-1 1103640677 0 N FIXEDRATE SERIES0 360/2/360 0 1.00096E+17 FIX-1 1103640678 0 N FIXEDRATE SERIES0 360/2/360 0 1.00096E+17 FIX-1 1103640679 0 N FIX-INTONLY SERIES1 360/2/360 120 1.00096E+17 FIX-1 1103640680 0 N FIXEDRATE SERIES1 360/2/360 0 1.00096E+17 FIX-1 1103640681 0 N FIXEDRATE EXPRESS1 360/2/360 0 1.00096E+17 FIX-1 1103640682 0 N FIX-INTONLY EXPRESS2 360/2/360 120 1.00096E+17 FIX-1 1103640683 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00096E+17 FIX-1 1103640685 0 N FIX-INTONLY EXPRESS1 360/2/360 120 1.00096E+17 FIX-1 1103640686 0 N FIXEDRATE SERIES0 360/2/360 0 1.00096E+17 FIX-1 1103640687 0 N FIXEDRATE SERIES0 180/2/180 0 1.00096E+17 FIX-1 1103640688 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00096E+17 FIX-1 1103640689 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00096E+17 FIX-1 1103640690 0 N FIXEDRATE SERIES0 180/1/180 0 1.00383E+17 FIX-1 1103640694 0 N FIXEDRATE EXPRESS1+ 180/1/180 0 1.0036E+17 FIX-1 1103640696 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103640757 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640758 0 12/1/2011 Y ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640759 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640760 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640761 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640763 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640764 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640765 0 12/1/2013 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640768 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640769 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640771 0 12/1/2013 N ARM EXPRESS2 360/2/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103640773 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640776 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640777 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640779 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640780 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640781 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640782 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640783 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640785 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640786 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640787 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640788 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640789 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640790 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640791 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640792 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640795 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640796 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640797 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640799 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640802 0 12/1/2011 N ARM ADAPT2 360/2/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103640804 0 12/1/2011 N ARM EXPRESS1+ 360/2/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103640805 0 12/1/2011 N ARM EXPRESS2 360/2/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103640807 0 12/1/2011 N ARM ADAPT2 360/2/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103640808 0 12/1/2009 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 120 1.00187E+17 ARM-1 1103640809 0 12/1/2009 N ARM EXPRESS2 360/2/360 6MOLIBORWSJ 0 1.00187E+17 ARM-1 1103640813 0 N BALLOON EXPRESS1+ 480/2/480 0 1.00187E+17 FIX-1 1103640814 0 N FIXEDRATE ADAPT0 360/2/360 0 1.00187E+17 FIX-1 1103640815 0 N FIXEDRATE SERIES1 360/2/360 0 1.00187E+17 FIX-1 1103640817 0 N FIXEDRATE SERIES1 360/2/360 0 1.00187E+17 FIX-1 1103640819 0 N FIXEDRATE SERIES0 360/2/360 0 1.00187E+17 FIX-1 1103640820 0 N FIXEDRATE SERIES1 360/2/360 0 1.00187E+17 FIX-1 1103640821 0 N FIXEDRATE SERIES0 180/2/180 0 1.00187E+17 FIX-1 1103640824 0 N BALLOON EXPRESS1+ 480/2/480 0 1.00187E+17 FIX-1 1103640894 0 N FIXEDRATE SERIES0 360/1/360 0 1.0036E+17 FIX-1 1103640897 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103640921 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103641010 0 N FIXEDRATE SERIES0 360/1/360 0 FIX-1 1103641054 0 N FIXEDRATE EXPRESS1+ 360/2/360 0 1.00366E+17 FIX-1 1103641055 0 N FIXEDRATE EXPRESS1+ 360/2/360 0 1.00366E+17 FIX-1 1103641056 0 N FIXEDRATE ADAPT0 360/2/360 0 1.00366E+17 FIX-1 1103641057 0 N FIXEDRATE EXPRESS1+ 360/2/360 0 1.00366E+17 FIX-1 1103641058 0 N FIXEDRATE SERIES0 360/1/360 0 1.00366E+17 FIX-1 1103641059 0 N FIXEDRATE SERIES1 360/2/360 0 1.00366E+17 FIX-1 1103641073 0 N BALLOON SERIES0 360/2/360 0 1.00366E+17 FIX-2 1103641081 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641082 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641083 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641084 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641085 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00096E+17 ARM-1 1103641086 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641087 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641088 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641089 0 11/1/2011 N ARM SERIES0 360/3/360 6MOLIBORWSJ 0 1.00096E+17 ARM-1 1103641090 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00096E+17 ARM-1 1103641092 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641093 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641094 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641095 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00096E+17 ARM-1 1103641096 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641097 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641098 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641099 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641100 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641101 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641102 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641103 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103641128 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00097E+17 FIX-1 1103641148 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103641153 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641155 0 12/1/2016 N ARM-INTONLY ADAPT0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641157 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641159 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641160 0 12/1/2011 N ARM-INTONLY ADAPT3 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641161 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641162 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641163 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641164 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641165 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641166 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103641168 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641169 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641170 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641171 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641172 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641173 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00142E+17 ARM-1 1103641174 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641175 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641176 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641177 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641178 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641180 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641181 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641183 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641185 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641186 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641187 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641190 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641192 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641193 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641194 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00142E+17 ARM-1 1103641230 0.44 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 ARM-1 1103641304 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103641339 0 N FIX-INTONLY SERIES2 360/1/360 60 1.00434E+17 FIX-1 1103641369 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00097E+17 ARM-1 1103641411 0 1/1/2014 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 ARM-1 1103641456 0 N FIXEDRATE EXPRESS1 360/1/360 0 1.00063E+17 FIX-1 1103641480 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00109E+17 ARM-1 1103641486 0 1/1/2012 N ARM-INTONLY EXPRESS1 360/1/360 6MOLIBORWSJ 60 1.00173E+17 ARM-1 1103641539 0 N FIXEDRATE SERIES1 360/1/360 0 FIX-1 1103641542 0 N FIXEDRATE EXPRESS1+ 360/1/360 0 1.00078E+17 FIX-1 1103641559 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00175E+17 ARM-1 1103641600 0 N FIXEDRATE EXPRESS1+ 360/2/360 0 1.00037E+17 FIX-1 1103641602 0 N FIX-INTONLY ADAPT0 360/2/360 120 1.00037E+17 FIX-1 1103641608 0 N FIXEDRATE ADAPT0 360/2/360 0 1.00037E+17 FIX-1 1103641609 0 N FIXEDRATE EXPRESS1+ 360/2/360 0 1.00037E+17 FIX-1 1103641610 0 N FIXEDRATE SERIES0 360/2/360 0 1.00037E+17 FIX-1 1103641611 0 N FIX-INTONLY ADAPT0 360/2/360 120 1.00037E+17 FIX-1 1103641612 0 N FIXEDRATE ADAPT0 360/2/360 0 1.00037E+17 FIX-1 1103641622 0 N FIXEDRATE SERIES1 360/2/360 0 1.00037E+17 FIX-1 1103641643 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00139E+17 ARM-1 1103641709 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.0036E+17 ARM-1 1103641834 0 N FIX-INTONLY SERIES0 360/1/360 60 FIX-2 1103641919 0 N FIXEDRATE EXPRESS2 360/360 0 1.00332E+17 FIX-1 1103642004 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103642005 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103642006 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103642009 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103642010 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00096E+17 ARM-1 1103642045 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00158E+17 FIX-1 1103642092 0 11/1/2011 N ARM-INTONLY EXPRESS1+ 360/3/360 6MOLIBORWSJ 120 1.00291E+17 ARM-1 1103642094 0 12/1/2011 N ARM EXPRESS1 360/2/360 6MOLIBORWSJ 0 1.00291E+17 ARM-1 1103642095 0 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00291E+17 ARM-1 1103642096 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00291E+17 ARM-1 1103642097 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 6MOLIBORWSJ 120 1.00291E+17 ARM-1 1103642099 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00291E+17 ARM-1 1103642201 1.71 1/1/2009 N ARM-INTONLY EXPRESS1 360/1/360 6MOLIBORWSJ 60 1.00332E+17 ARM-1 1103642204 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103642223 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642225 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642226 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642227 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642228 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642229 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642230 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642231 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642232 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642233 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642234 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642235 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642236 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642237 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642238 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642239 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642240 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642241 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642242 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00096E+17 ARM-1 1103642281 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00097E+17 FIX-1 1103642295 0 N FIX-INTONLY EXPRESS2 360/3/360 120 1.00306E+17 FIX-1 1103642296 0 N FIX-INTONLY ADAPT0 360/3/360 120 1.00306E+17 FIX-1 1103642309 0 N FIXEDRATE EXPRESS1+ 360/3/360 0 1.00306E+17 FIX-1 1103642312 0 N FIXEDRATE EXPRESS2 360/3/360 0 1.00306E+17 FIX-1 1103642316 0 N FIXEDRATE ADAPT2 360/3/360 0 1.00306E+17 FIX-1 1103642320 0 N FIXEDRATE EXPRESS1+ 360/3/360 0 1.00306E+17 FIX-1 1103642322 0 N FIXEDRATE ADAPT2 360/2/360 0 1.00306E+17 FIX-1 1103642324 0 N FIXEDRATE EXPRESS2 360/2/360 0 1.00306E+17 FIX-1 1103642327 0 N FIXEDRATE ADAPT3 360/2/360 0 1.00306E+17 FIX-1 1103642329 0 N FIXEDRATE EXPRESS1+ 360/1/360 0 1.00306E+17 FIX-1 1103642331 0 N FIXEDRATE EXPRESS2 180/3/180 0 1.00306E+17 FIX-1 1103642333 0 N FIXEDRATE EXPRESS2 180/3/180 0 1.00306E+17 FIX-1 1103642357 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103642372 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00079E+17 ARM-1 1103642375 0 N FIXEDRATE ADAPT0 360/2/360 0 FIX-1 1103642376 0 N FIXEDRATE ADAPT2 360/2/360 0 FIX-1 1103642377 0 N FIXEDRATE SERIES1 360/2/360 0 FIX-1 1103642378 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103642379 0 N FIXEDRATE ADAPT1 360/2/360 0 FIX-1 1103642380 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103642382 0 N FIXEDRATE SERIES1 360/2/360 0 FIX-1 1103642383 0 N FIXEDRATE SERIES1 360/2/360 0 FIX-1 1103642384 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103642385 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103642386 0 N FIXEDRATE ADAPT0 360/2/360 0 FIX-1 1103642387 0 N FIXEDRATE SERIES1 360/2/360 0 FIX-1 1103642388 0 N FIXEDRATE SERIES0 360/2/360 0 FIX-1 1103642389 0 N FIXEDRATE SERIES0 360/1/360 0 FIX-1 1103642390 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103642391 0 N FIX-INTONLY EXPRESS1+ 360/2/360 120 FIX-1 1103642393 0 N FIX-INTONLY SERIES0 360/2/360 120 FIX-1 1103642394 0 N BALLOON SERIES0 480/2/480 0 FIX-1 1103642517 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642518 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642519 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642520 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642521 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642522 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642523 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642524 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642526 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642527 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642528 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642529 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642530 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642531 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642532 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642533 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642534 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642535 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642536 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642538 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642539 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642540 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642542 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642544 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642545 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642546 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642547 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642548 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642549 0 1/1/2012 N ARM-INTONLY ADAPT2 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642550 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642551 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642552 0 12/1/2011 N ARM-INTONLY ADAPT2 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642553 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642554 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642556 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.004E+17 ARM-1 1103642557 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642558 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642559 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642560 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642561 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.004E+17 ARM-1 1103642562 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642563 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642564 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642565 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642567 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103642568 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642569 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642570 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00074E+17 ARM-1 1103642571 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642572 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642586 0 9/1/2011 N ARM-INTONLY ADAPT1 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642587 0 9/1/2011 N ARM ADAPT0 360/5/360 1YLIBOR 0 1.00131E+17 ARM-1 1103642588 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00039E+17 ARM-1 1103642589 0 9/1/2011 N ARM-INTONLY EXPRESS1 360/5/360 6MOLIBORWSJ 120 1.00061E+17 ARM-1 1103642590 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642591 0 9/1/2011 N ARM-INTONLY EXPRESS2 360/5/360 6MOLIBORWSJ 120 1.00032E+17 ARM-1 1103642592 0 9/1/2011 N ARM-INTONLY EXPRESS1 360/5/360 6MOLIBORWSJ 120 1.0011E+17 ARM-1 1103642593 0 9/1/2011 N ARM-INTONLY EXPRESS1 360/5/360 6MOLIBORWSJ 120 1.0011E+17 ARM-1 1103642594 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642595 0 9/1/2011 N ARM ADAPT1 360/5/360 1YLIBOR 0 1.00131E+17 ARM-1 1103642596 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00028E+17 ARM-1 1103642597 0 10/1/2011 N ARM EXPRESS2 360/4/360 6MOLIBORWSJ 0 1.00173E+17 ARM-1 1103642598 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00053E+17 ARM-1 1103642599 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00053E+17 ARM-1 1103642600 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00061E+17 ARM-1 1103642601 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00301E+17 ARM-1 1103642602 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00149E+17 ARM-1 1103642603 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.0013E+17 ARM-1 1103642604 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00033E+17 ARM-1 1103642605 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00033E+17 ARM-1 1103642606 0 10/1/2011 N ARM-INTONLY EXPRESS1 360/4/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642607 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.0002E+17 ARM-1 1103642608 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642609 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.0002E+17 ARM-1 1103642610 0 10/1/2011 N ARM ADAPT1 360/4/360 1YLIBOR 0 1.00074E+17 ARM-1 1103642611 0 10/1/2011 N ARM SERIES0 360/4/360 6MOLIBORWSJ 0 1.00378E+17 ARM-1 1103642612 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642613 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00074E+17 ARM-1 1103642614 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642616 0 10/1/2011 N ARM ADAPT1 360/4/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642617 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642618 0 10/1/2011 N ARM ADAPT1 360/4/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642619 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642620 0 8/1/2011 N ARM ADAPT0 360/6/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642621 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642623 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642624 0 9/1/2011 N ARM-INTONLY ADAPT1 360/5/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642625 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642626 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642627 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642629 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642630 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642631 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642632 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642634 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642635 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642636 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642637 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642638 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642639 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642640 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642641 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642642 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642643 0 10/1/2011 N ARM EXPRESS1 360/4/360 6MOLIBORWSJ 0 1.00378E+17 ARM-1 1103642644 0 9/1/2011 N ARM-INTONLY SERIES1 360/5/360 6MOLIBORWSJ 120 1.00312E+17 ARM-1 1103642645 0 9/1/2011 N ARM ADAPT1 360/5/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642646 0 8/1/2011 N ARM-INTONLY ADAPT0 360/6/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642647 0 8/1/2011 N ARM ADAPT0 360/6/360 1YLIBOR 0 1.00207E+17 ARM-1 1103642648 0 8/1/2011 N ARM-INTONLY ADAPT0 360/6/360 1YLIBOR 120 1.00063E+17 ARM-1 1103642649 0 8/1/2011 N ARM-INTONLY ADAPT0 360/6/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642650 0 8/1/2011 N ARM ADAPT0 360/6/360 1YLIBOR 0 1.00147E+17 ARM-1 1103642651 0 8/1/2011 N ARM-INTONLY SERIES1 360/6/360 6MOLIBORWSJ 120 1.00497E+17 ARM-1 1103642652 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642653 0 9/1/2011 N ARM SERIES0 360/5/360 6MOLIBORWSJ 0 1.00099E+17 ARM-1 1103642654 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00094E+17 ARM-1 1103642655 0 10/1/2011 N ARM-INTONLY SERIES0 360/4/360 6MOLIBORWSJ 120 1.00317E+17 ARM-1 1103642656 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00167E+17 ARM-1 1103642657 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.002E+17 ARM-1 1103642658 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00447E+17 ARM-1 1103642659 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00197E+17 ARM-1 1103642660 0 10/1/2011 N ARM ADAPT1 360/4/360 1YLIBOR 0 1.2321E+17 ARM-1 1103642661 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00053E+17 ARM-1 1103642662 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.0007E+17 ARM-1 1103642663 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00065E+17 ARM-1 1103642664 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00147E+17 ARM-1 1103642665 0 8/1/2011 N ARM-INTONLY EXPRESS1 360/6/360 6MOLIBORWSJ 120 1.00053E+17 ARM-1 1103642666 0 9/1/2011 N ARM-INTONLY SERIES1 360/5/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642667 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642668 0 9/1/2011 N ARM-INTONLY ADAPT1 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642670 0 10/1/2011 N ARM EXPRESS1 360/4/360 6MOLIBORWSJ 0 1.00312E+17 ARM-1 1103642671 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00063E+17 ARM-1 1103642672 0 10/1/2011 N ARM-INTONLY SERIES1 360/4/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642673 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00063E+17 ARM-1 1103642674 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642675 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642677 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642678 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642679 0 10/1/2011 N ARM-INTONLY ADAPT0 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642680 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642681 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642682 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642683 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642685 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642686 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642687 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642688 0 10/1/2011 N ARM ADAPT0 360/4/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642689 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642690 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642691 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642692 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642693 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642694 0 11/1/2011 N ARM ADAPT0 360/3/360 1YLIBOR 0 1.00016E+17 ARM-1 1103642695 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642696 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642698 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642699 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642700 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00134E+17 ARM-1 1103642701 0 11/1/2011 N ARM ADAPT1 360/3/360 1YLIBOR 0 1.00259E+17 ARM-1 1103642702 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642706 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00244E+17 ARM-1 1103642707 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642708 0 9/1/2011 N ARM-INTONLY ADAPT1 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642709 0 9/1/2011 N ARM-INTONLY ADAPT0 360/5/360 1YLIBOR 120 1.00131E+17 ARM-1 1103642710 0 9/1/2011 N ARM-INTONLY EXPRESS2 360/5/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642711 0 9/1/2011 N ARM ADAPT0 360/5/360 1YLIBOR 0 1.00131E+17 ARM-1 1103642712 0 9/1/2011 N ARM ADAPT1 360/5/360 1YLIBOR 0 1.00131E+17 ARM-1 1103642713 0 9/1/2011 N ARM-INTONLY ADAPT1 360/5/360 1YLIBOR 120 1.00149E+17 ARM-1 1103642714 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00319E+17 ARM-1 1103642716 0 9/1/2011 N ARM ADAPT0 360/5/360 1YLIBOR 0 1.00131E+17 ARM-1 1103642717 0 9/1/2011 N ARM-INTONLY SERIES1 360/5/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642718 0 9/1/2011 N ARM-INTONLY EXPRESS1 360/5/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642720 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00083E+17 ARM-1 1103642721 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00155E+17 ARM-1 1103642722 0 10/1/2011 N ARM-INTONLY ADAPT1 360/4/360 1YLIBOR 120 1.00016E+17 ARM-1 1103642723 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.00063E+17 ARM-1 1103642724 0 11/1/2011 N ARM-INTONLY ADAPT0 360/3/360 1YLIBOR 120 1.0004E+17 ARM-1 1103642725 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642726 0 11/1/2011 N ARM-INTONLY SERIES0 360/3/360 6MOLIBORWSJ 120 1.00063E+17 ARM-1 1103642727 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642728 0 11/1/2011 N ARM-INTONLY ADAPT1 360/3/360 1YLIBOR 120 1.00383E+17 ARM-1 1103642729 0 12/1/2011 N ARM ADAPT0 360/2/360 1YLIBOR 0 1.00134E+17 ARM-1 1103642827 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00078E+17 ARM-1 1103642926 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00037E+17 ARM-1 1103642974 0 12/1/2009 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103642979 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103642981 0 1/1/2012 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 120 1.00366E+17 ARM-1 1103643045 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00453E+17 FIX-1 1103643070 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00099E+17 FIX-1 1103643160 0 N FIXEDRATE EXPRESS2 360/1/360 0 1.00332E+17 FIX-1 1103643568 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.0036E+17 ARM-1 1103643667 0 1/1/2012 N ARM ADAPT0 360/1/360 1YLIBOR 0 1.00074E+17 ARM-1 1103643669 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643670 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643671 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643672 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643673 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643674 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643675 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643676 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643678 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643681 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643683 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643684 0 6/1/2007 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 120 1.00074E+17 ARM-1 1103643685 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643686 0 1/1/2012 N ARM-INTONLY ADAPT2 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643687 0 1/1/2012 N ARM ADAPT1 360/1/360 1YLIBOR 0 1.00074E+17 ARM-1 1103643688 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643689 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643690 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643691 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643692 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643693 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643694 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643695 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643696 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643698 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643699 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643700 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643701 0 12/1/2011 N ARM-INTONLY ADAPT1 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643702 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643703 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643704 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643705 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643706 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643707 0 1/1/2012 N ARM-INTONLY ADAPT1 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643708 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643709 0 1/1/2012 N ARM-INTONLY ADAPT0 360/1/360 1YLIBOR 120 1.00074E+17 ARM-1 1103643710 0 12/1/2011 N ARM-INTONLY ADAPT0 360/2/360 1YLIBOR 120 1.00074E+17 ARM-1 1103644600 0 1/1/2012 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 60 1.00067E+17 ARM-1 1103646604 0 2/1/2009 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 ARM-1 1103647943 0 N FIXEDRATE ADAPT1 360/1/360 0 1.00061E+17 FIX-1 2503161584 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503161588 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503178287 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503178866 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503179897 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503180695 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503182837 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503182942 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503183583 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503183972 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503184597 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503184739 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503184950 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503185063 0 1/1/2012 Y ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503185199 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503185200 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503185223 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503185827 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503185828 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503186132 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503186162 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503186472 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503186545 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503186678 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503186740 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503186933 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503187002 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503187198 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503187241 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00054E+17 FIX-1 2503187276 0 2/1/2012 N ARM-INTONLY SERIES1 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503187421 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503187715 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503187716 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503187746 0 N BALLOON SERIES2 360/3/360 0 FIX-2 2503187759 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503187908 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503188012 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503188140 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503188393 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503188489 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503188558 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503188590 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503188620 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503188630 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503188834 0 N FIXEDRATE A1 360/2/360 0 1.00054E+17 FIX-2 2503188888 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503188970 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503188973 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503188985 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189039 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503189040 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503189068 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503189069 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503189129 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503189217 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503189397 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503189427 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189448 0 12/1/2011 Y ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503189459 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503189535 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503189537 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503189540 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189555 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189606 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503189639 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503189641 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189706 0 N FIX-INTONLY SERIES0 360/2/360 120 1.00054E+17 FIX-1 2503189711 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503189756 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503189777 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189802 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503189908 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503190029 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190156 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190173 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503190251 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190422 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503190448 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503190463 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190525 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503190549 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190552 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503190574 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190675 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503190696 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190780 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503190805 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503190809 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503190816 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190844 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503190871 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503190896 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503190898 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503190899 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503190929 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190934 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503190998 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503190999 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503191044 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191128 1.26 12/1/2011 N ARM EXPRESS1+ 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503191167 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503191218 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503191220 0 N FIXEDRATE A+ 360/3/360 0 1.00054E+17 FIX-2 2503191313 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191318 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503191337 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503191379 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503191384 0 N FIX-INTONLY SERIES1 360/3/360 60 1.00054E+17 FIX-2 2503191416 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503191417 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191472 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503191487 0 1/1/2010 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503191508 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503191521 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503191538 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503191551 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503191563 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503191596 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191676 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191757 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503191788 0.94 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503191795 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503191796 0 N FIXEDRATE A 360/3/360 0 1.00054E+17 FIX-2 2503191801 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191823 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503191861 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503191867 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503191868 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503191878 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503191879 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503191880 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503191893 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503191911 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503191917 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503191970 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503192004 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503192032 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192037 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503192096 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192100 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192104 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503192175 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192185 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192261 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192290 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503192312 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503192316 0 12/1/2011 Y ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503192331 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503192354 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192365 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503192366 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503192376 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192397 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192429 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192496 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192520 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503192559 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192560 0 1/1/2012 N ARM EXPRESS1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503192566 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503192578 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192591 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192612 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503192691 0 12/1/2011 N BALLOON SERIES0 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503192715 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503192736 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192738 1.41 12/1/2011 N BALLOON SERIES2 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503192780 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192790 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503192791 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503192799 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192818 0 N FIX-INTONLY SERIES1 360/1/360 60 1.00054E+17 FIX-1 2503192819 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503192881 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503192917 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192941 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503192974 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503192976 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503193020 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503193022 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503193031 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503193035 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503193130 0 1/1/2012 N BALLOON SERIES0 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503193135 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503193140 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193143 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503193158 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193161 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503193170 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193174 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503193269 0 N BALLOON SERIES2 360/3/360 0 1.00054E+17 FIX-2 2503193301 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193302 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193304 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503193357 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193379 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193385 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193400 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503193427 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193442 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193444 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193450 0 N FIX-INTONLY SERIES1 360/1/360 60 1.00054E+17 FIX-1 2503193461 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193487 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193493 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193498 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193558 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193574 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193575 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503193609 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193627 0 N BALLOON SERIES0 360/3/360 0 1.00054E+17 FIX-2 2503193669 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193735 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193745 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193806 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193826 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503193839 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503193852 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193871 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193884 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503193910 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503193935 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503193981 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194017 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194019 0.72 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503194147 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503194157 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194201 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194241 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194291 0 1/1/2009 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194307 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503194313 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194375 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503194376 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194415 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194473 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194474 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194495 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503194500 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194502 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194540 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194541 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194550 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194587 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503194588 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194626 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194658 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194673 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194696 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194697 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194704 0 12/1/2011 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503194706 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194714 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194720 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194737 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194742 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194762 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503194766 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194769 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503194770 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194805 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194809 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194827 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194835 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194897 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503194899 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503194920 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194921 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194930 0 N BALLOON SERIES1 360/3/360 0 1.00054E+17 FIX-2 2503194940 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194945 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194947 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194955 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503194958 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503194959 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503194962 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194981 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503194984 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195015 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503195026 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195038 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195043 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503195044 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503195046 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195074 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195100 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195106 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195125 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195136 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195145 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195146 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195164 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195166 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195169 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195216 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195243 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195245 0 12/1/2011 N BALLOON SERIES2 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503195246 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503195252 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195267 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195273 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503195338 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503195359 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195360 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195373 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195374 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503195414 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503195447 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503195476 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503195492 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195500 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195525 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195574 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195594 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195618 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503195663 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195668 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195674 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503195705 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195725 0 12/1/2009 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195729 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195740 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195759 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195778 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503195815 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195816 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195823 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195825 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195827 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195828 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195845 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195916 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195926 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503195927 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195929 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195957 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503195974 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195975 1.14 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503195983 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503195998 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196015 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196026 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196060 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503196062 0 12/1/2009 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196063 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196064 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196091 0 12/1/2011 N BALLOON SERIES0 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196092 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196097 0 12/1/2011 N ARM SERIES0 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196099 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196126 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196200 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196206 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196239 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196242 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503196246 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196253 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196254 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196255 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196257 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196258 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503196263 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503196265 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196273 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196274 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196276 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196280 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503196322 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196364 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196386 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196392 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196394 0 12/1/2013 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196448 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196449 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196462 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196466 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196467 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503196476 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196504 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196516 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196527 0 12/1/2011 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196528 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503196584 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196602 0 1/1/2012 N ARM EXPRESS1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196605 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196608 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196636 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503196640 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196648 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196654 0 12/1/2011 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196655 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196656 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196672 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503196677 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196678 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503196722 0 12/1/2013 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196740 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196750 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503196754 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196762 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196776 0 12/1/2011 N BALLOON SERIES2 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196779 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196782 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196829 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196851 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196859 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503196860 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503196920 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503196930 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196932 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503196986 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503196997 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197005 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197016 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197026 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197045 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197053 1.12 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197055 1.14 12/1/2011 N ARM-INTONLY EXPRESS1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197066 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197068 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503197093 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197157 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197162 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197195 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197198 0 12/1/2011 N BALLOON SERIES1 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503197199 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197204 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503197222 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197223 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197232 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197254 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197255 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197275 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197294 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197296 0 N FIX-INTONLY SERIES2 360/1/360 120 1.00054E+17 FIX-1 2503197309 0 12/1/2013 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197311 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197351 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197359 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197369 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197385 0 2/1/2012 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197396 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197409 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503197412 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197443 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197444 0 N FIXEDRATE SERIES0 360/2/360 0 1.00054E+17 FIX-1 2503197445 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197466 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197502 0 1/1/2012 N ARM SERIES2 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503197503 0 N BALLOON SERIES2 360/1/360 0 1.00054E+17 FIX-2 2503197519 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197525 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197547 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197570 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197584 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197585 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197648 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197655 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503197659 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197668 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197678 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197679 0 N FIXEDRATE A 360/1/360 0 1.00054E+17 FIX-2 2503197705 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197706 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197718 0 12/1/2011 N ARM EXPRESS1+ 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503197742 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197766 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197788 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197796 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197807 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503197830 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197833 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197834 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503197848 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197849 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503197855 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197859 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197860 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197864 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197878 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197879 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197880 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197891 0 N FIX-INTONLY SERIES1 360/1/360 60 1.00054E+17 FIX-1 2503197895 0 12/1/2011 N BALLOON SERIES3 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503197897 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197930 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503197931 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197949 0 1/1/2012 N BALLOON SERIES0 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503197987 0 12/1/2011 N ARM SERIES1 360/2/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503197988 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503197990 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503197991 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198003 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198004 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198007 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198009 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198012 0 12/1/2011 N ARM-INTONLY EXPRESS2 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198021 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198054 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198078 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503198095 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198099 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198120 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198121 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198124 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198134 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198135 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198136 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198141 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198150 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198151 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198156 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198160 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198165 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198178 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198179 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198187 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198189 0 12/1/2009 N ARM-INTONLY SERIES2 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198190 0 N BALLOON SERIES2 360/2/360 0 1.00054E+17 FIX-2 2503198192 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198201 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198207 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198210 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198257 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198261 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198271 0 1/1/2012 Y ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198274 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198277 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198278 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198280 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198317 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198334 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198335 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198339 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198340 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198346 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503198353 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198356 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198365 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198366 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198384 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503198391 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198398 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198399 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198410 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198430 0 12/1/2008 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198460 0 1/1/2014 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198467 0 N BALLOON SERIES0 480/1/480 0 1.00054E+17 FIX-1 2503198470 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198474 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503198484 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503198495 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198500 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198501 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198502 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198525 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503198535 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198536 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503198543 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198580 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198582 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198589 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198594 0 12/1/2011 N ARM-INTONLY EXPRESS1+ 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198597 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198620 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198631 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198636 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198648 0 1/1/2010 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198652 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198654 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503198655 0 N FIXEDRATE SERIES3 360/1/360 0 1.00054E+17 FIX-1 2503198671 0 1/1/2014 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198692 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198704 1.21 12/1/2011 N BALLOON SERIES2 480/2/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503198707 0 N FIX-INTONLY SERIES2 360/1/360 120 1.00054E+17 FIX-1 2503198711 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503198712 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198715 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198720 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503198737 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198748 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198768 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198769 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198782 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198807 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198809 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198810 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198832 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198840 0.84 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198862 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503198895 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198902 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198938 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198949 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198967 0 1/1/2012 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198979 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503198982 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503198983 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503198986 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503198987 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503198999 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199013 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199020 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503199027 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199038 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199092 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199101 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503199102 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199123 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199138 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199139 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199148 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503199156 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199158 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503199166 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199171 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199172 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199182 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503199185 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199192 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199193 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199224 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199250 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199251 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199257 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199260 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503199261 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503199263 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199264 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503199265 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199268 0 1/1/2012 N ARM EXPRESS1+ 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199272 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503199279 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199293 0 1/1/2012 N BALLOON SERIES3 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199303 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503199313 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199319 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199320 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503199322 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199323 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-2 2503199334 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503199338 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199347 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199348 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503199351 0 12/1/2011 N ARM-INTONLY SERIES1 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199358 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199366 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199377 0 1/1/2012 N ARM SERIES3 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199388 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199389 0 N BALLOON SERIES1 360/2/360 0 1.00054E+17 FIX-2 2503199392 0 1/1/2012 N ARM EXPRESS1+ 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199437 0 12/1/2011 N ARM-INTONLY SERIES0 360/2/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199461 0 1/1/2012 N ARM EXPRESS1+ 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199474 0 1/1/2009 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199480 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199485 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199489 0 N FIXEDRATE SERIES0 240/1/240 0 1.00054E+17 FIX-1 2503199514 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199530 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503199531 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503199557 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199568 0 N BALLOON SERIES0 360/2/360 0 1.00054E+17 FIX-2 2503199575 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503199577 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199670 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199672 0 1/1/2012 N BALLOON SERIES2 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199674 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199676 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199677 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503199683 0 N FIX-INTONLY SERIES2 360/1/360 120 1.00054E+17 FIX-1 2503199690 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503199698 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199699 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199714 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199731 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199732 0 1/1/2012 N ARM SERIES3 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199741 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199745 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199752 0 N BALLOON SERIES0 480/1/480 0 1.00054E+17 FIX-1 2503199756 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199807 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199808 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503199809 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503199813 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503199876 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503199877 1.75 N BALLOON SERIES2 480/1/480 0 1.00054E+17 FIX-1 2503199885 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503199896 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199897 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199900 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199901 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503199903 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199904 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503199907 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199926 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199938 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199945 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503199947 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199949 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503199966 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503199980 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503199995 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200018 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200025 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200027 0 1/1/2012 N ARM-INTONLY EXPRESS1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200038 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200049 0 N FIX-INTONLY EXPRESS1+ 360/1/360 120 1.00054E+17 FIX-1 2503200056 0 N BALLOON SERIES0 480/1/480 0 1.00054E+17 FIX-1 2503200061 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200065 0 2/1/2012 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200098 0 N FIX-INTONLY EXPRESS1+ 360/1/360 120 1.00054E+17 FIX-1 2503200106 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200113 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503200123 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200133 0 1/1/2012 N BALLOON SERIES0 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503200150 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200152 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503200155 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200158 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200160 0.62 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200181 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200189 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200191 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200193 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200204 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200219 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200236 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503200259 0 N FIX-INTONLY SERIES1 360/1/360 60 1.00054E+17 FIX-1 2503200260 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200274 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200281 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503200285 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200288 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503200289 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503200302 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503200334 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200342 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200357 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200364 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200366 0 1/1/2010 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200373 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503200382 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200406 0 N FIXEDRATE EXPRESS3 360/1/360 0 1.00054E+17 FIX-1 2503200439 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200445 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200449 0 N FIXEDRATE EXPRESS2 360/1/360 0 1.00054E+17 FIX-1 2503200458 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503200459 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503200460 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200463 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200464 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503200513 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200532 1.41 N FIX-INTONLY SERIES2 360/1/360 120 1.00054E+17 FIX-1 2503200533 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200543 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503200544 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200547 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200551 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503200566 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503200575 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200577 0.95 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200582 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503200584 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200589 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503200607 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200608 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503200612 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503200618 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200626 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200634 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200638 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503200639 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503200642 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200644 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200679 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503200686 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503200690 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200707 0 2/1/2012 N ARM-INTONLY SERIES1 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200708 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200711 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200727 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200730 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200734 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200738 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200750 0.42 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503200771 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200794 0 N FIXEDRATE EXPRESS2 360/1/360 0 1.00054E+17 FIX-1 2503200804 0 1/1/2012 N BALLOON SERIES1 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503200827 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200834 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200835 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503200843 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200852 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503200862 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200865 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200872 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200875 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200891 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200910 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200918 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200925 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200930 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503200935 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503200952 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200957 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503200959 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503200964 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503200965 0 N FIXEDRATE EXPRESS2 180/1/180 0 1.00054E+17 FIX-1 2503200987 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201008 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201024 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201025 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201029 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503201030 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503201031 0 N FIX-INTONLY EXPRESS1 360/1/360 120 1.00054E+17 FIX-1 2503201047 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503201063 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503201065 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201070 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201073 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201077 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201082 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201086 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201092 0 1/1/2012 N BALLOON SERIES0 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201094 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201106 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201113 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201128 0 N FIX-INTONLY SERIES0 240/1/240 60 1.00054E+17 FIX-1 2503201132 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503201133 0 N FIXEDRATE SERIES0 360/360 0 1.00054E+17 FIX-1 2503201137 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201140 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503201142 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201146 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201182 0 1/1/2014 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201186 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201187 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503201191 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503201195 1.22 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201197 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201198 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503201203 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201216 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201218 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201230 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201244 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503201247 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201249 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503201251 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201253 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503201266 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201289 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503201311 0 N FIXEDRATE SERIES1 180/1/180 0 1.00054E+17 FIX-1 2503201320 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201336 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201348 0 1/1/2009 N BALLOON SERIES1 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201352 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201355 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503201356 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201370 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201372 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201380 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201387 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201404 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201406 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503201433 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503201453 0 1/1/2012 Y ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201458 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201459 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201460 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201469 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201478 0 N FIX-INTONLY EXPRESS1 360/1/360 60 1.00054E+17 FIX-1 2503201518 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503201519 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201522 0 1/1/2012 Y ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201538 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201546 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201551 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503201562 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201588 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201613 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201622 0 N FIXEDRATE EXPRESS3 360/1/360 0 1.00054E+17 FIX-1 2503201633 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201636 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201645 0 1/1/2012 N ARM-INTONLY EXPRESS2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201647 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201655 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503201674 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201694 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201734 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201764 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201796 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201810 0 N FIXEDRATE SERIES0 180/1/180 0 1.00054E+17 FIX-1 2503201815 0 N FIXEDRATE SERIES1 180/1/180 0 1.00054E+17 FIX-1 2503201818 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201832 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201833 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201840 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201851 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201860 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201868 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503201874 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201877 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201882 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201892 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201898 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503201918 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201919 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201920 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503201927 0 N FIXEDRATE SERIES2 360/1/360 0 1.00054E+17 FIX-1 2503201929 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201933 0 1/1/2012 N BALLOON SERIES1 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201936 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503201945 0 N BALLOON SERIES3 480/1/480 0 1.00054E+17 FIX-1 2503201952 0 1/1/2012 N ARM SERIES2 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503201991 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202028 0 1/1/2012 N BALLOON SERIES1 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202030 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503202031 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202032 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503202045 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202073 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202077 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202102 0 N FIXEDRATE A+ 360/1/360 0 1.00054E+17 FIX-2 2503202112 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202117 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503202120 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202139 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202146 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202150 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503202152 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202153 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503202155 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503202167 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202189 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503202193 0 N FIXEDRATE EXPRESS2 360/1/360 0 1.00054E+17 FIX-1 2503202200 0 2/1/2012 N ARM SERIES0 360/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202213 0 N FIXEDRATE EXPRESS2 360/1/360 0 1.00054E+17 FIX-1 2503202220 0 N BALLOON SERIES0 480/1/480 0 1.00054E+17 FIX-1 2503202256 0.64 N FIXEDRATE EXPRESS1+ 360/1/360 0 1.00054E+17 FIX-1 2503202310 0 N FIXEDRATE SERIES0 180/1/180 0 1.00054E+17 FIX-1 2503202328 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503202342 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503202345 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202353 0 N FIX-INTONLY SERIES1 360/1/360 60 1.00054E+17 FIX-1 2503202356 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202359 1.51 1/1/2012 N BALLOON EXPRESS1 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202407 0 N FIX-INTONLY SERIES2 360/1/360 60 1.00054E+17 FIX-1 2503202411 0 2/1/2012 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202474 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202513 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503202516 0 1/1/2012 N ARM SERIES3 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202525 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202537 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202561 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503202618 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503202643 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202647 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503202681 0 1/1/2012 N BALLOON SERIES3 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202687 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202692 0.63 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503202694 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202697 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202702 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202741 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202746 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503202747 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503202780 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202786 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503202787 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202792 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202794 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503202814 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-1 2503202828 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202829 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202831 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202852 0 1/1/2012 N ARM-INTONLY EXPRESS1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202857 0 N FIX-INTONLY EXPRESS1+ 360/1/360 120 1.00054E+17 FIX-1 2503202861 0 N FIXEDRATE EXPRESS3 360/1/360 0 1.00054E+17 FIX-1 2503202874 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503202875 0 1/1/2012 N ARM SERIES1 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202878 0 1/1/2012 N BALLOON SERIES0 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503202880 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503202899 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202917 0 N FIXEDRATE SERIES3 360/1/360 0 1.00054E+17 FIX-1 2503202921 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202968 0 1/1/2012 N ARM-INTONLY EXPRESS1+ 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202976 0 N FIX-INTONLY EXPRESS1+ 360/360 120 1.00054E+17 FIX-1 2503202980 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503202987 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503202993 1.23 N BALLOON SERIES0 480/1/480 0 1.00054E+17 FIX-1 2503202999 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203039 0 N FIXEDRATE SERIES0 360/360 0 1.00054E+17 FIX-1 2503203055 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503203060 0 1/1/2012 N BALLOON SERIES3 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503203063 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203087 0 N BALLOON SERIES0 480/1/480 0 1.00054E+17 FIX-1 2503203104 0 N FIXEDRATE EXPRESS1+ 360/1/360 0 1.00054E+17 FIX-1 2503203107 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503203157 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203160 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203167 0 N BALLOON SERIES0 360/1/360 0 1.00054E+17 FIX-2 2503203170 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503203188 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203223 0 N BALLOON EXPRESS1+ 480/1/480 0 1.00054E+17 FIX-1 2503203257 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503203261 0 N FIX-INTONLY SERIES1 360/1/360 60 1.00054E+17 FIX-1 2503203287 0 2/1/2012 N ARM SERIES0 360/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503203288 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503203293 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203320 0 N FIXEDRATE EXPRESS1+ 360/1/360 0 1.00054E+17 FIX-1 2503203335 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203338 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203347 0 N FIXEDRATE SERIES0 360/1/360 0 1.00054E+17 FIX-1 2503203348 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203357 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203378 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203417 0 N FIXEDRATE SERIES0 180/1/180 0 1.00054E+17 FIX-1 2503203448 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203475 0 2/1/2012 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203489 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203523 0 2/1/2012 N ARM-INTONLY SERIES1 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203551 0 1/1/2014 N ARM-INTONLY PROA1 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503203563 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503203568 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203612 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203632 0 N FIX-INTONLY SERIES0 360/360 120 1.00054E+17 FIX-1 2503203638 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203642 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203682 0 N FIXEDRATE SERIES1 360/1/360 0 1.00054E+17 FIX-1 2503203696 0 2/1/2012 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203700 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203740 0 1/1/2012 N BALLOON SERIES0 480/1/480 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503203763 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203803 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203845 0 1/1/2012 N ARM-INTONLY SERIES2 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203888 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203890 0 1/1/2012 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503203892 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503203918 0 N FIX-INTONLY SERIES0 360/1/360 120 1.00054E+17 FIX-1 2503204124 0 1/1/2014 N ARM-INTONLY SERIES0 360/1/360 6MOLIBORWSJ 120 1.00054E+17 ARM-1 2503204128 0 N FIX-INTONLY SERIES0 360/1/360 60 1.00054E+17 FIX-2 2503204130 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503204154 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503204156 0 N BALLOON SERIES1 360/1/360 0 1.00054E+17 FIX-2 2503204208 0 1/1/2012 N ARM-INTONLY SERIES1 360/1/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503204322 0 N BALLOON SERIES1 480/1/480 0 1.00054E+17 FIX-1 2503204544 0 2/1/2009 N ARM-INTONLY SERIES1 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503204648 0 1/1/2012 N ARM SERIES0 360/1/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503204946 0 2/1/2012 N ARM EXPRESS1+ 360/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 2503206276 0 2/1/2012 N ARM-INTONLY SERIES0 360/360 6MOLIBORWSJ 60 1.00054E+17 ARM-1 2503207804 0.97 2/1/2012 N ARM SERIES0 360/360 6MOLIBORWSJ 0 1.00054E+17 ARM-1 3900013477 0 N FIXEDRATE ADAPT1 180/22/180 0 FIX-1
H-1
EXHIBIT I
SPONSOR REPRESENTATIONS AND WARRANTIES
Sponsor’s Representations Assigned by Company to Trustee
Representations and Warranties. Pursuant to the Mortgage Loan Purchase Agreement, the Sponsor has made certain representations and warranties to the Company. The Sponsor shall confirm such representations and warranties and shall deliver a Sponsor’s Warranty Certificate and an Officer’s Certificate on the Closing Date (i) reaffirming such representations and warranties and (ii) specifically restating and reaffirming the following representations and warranties as of such date. The following representations are, pursuant to the Pooling and Servicing Agreement, assigned by the Company to the Trustee for the benefit of the Certificateholders, together with the related repurchase rights specified in the Mortgage Loan Purchase Agreement. Pursuant to the Mortgage Loan Purchase Agreement, the Sponsor’s Warranty Certificate and related Officer’s Certificate, the Sponsor affirms each such representation and warranty and agrees, consents to and acknowledges the assignment thereof to the Trustee. All capitalized terms herein shall have the meanings assigned in the Pooling and Servicing Agreement and the Sponsor’s Warranty Certificate, as applicable.
The Sponsor hereby represents and warrants to the Company and Trustee, as to each Mortgage Loan, that as of the Closing Date or as of such other date specifically provided herein:
(i) the information set forth in the Mortgage Loan Schedule hereto is true and correct in all material respects;
(ii) the Mortgage Loans, individually and in the aggregate, conform in all material respects to the descriptions thereof in the Prospectus Supplement;
(iii) the terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments, (i) if required by law in the jurisdiction where the Mortgaged Property is located, or (ii) to protect the interests of the Trustee on behalf of the Certificateholders;
(iv) the Mortgage File for each Mortgage Loan contains a true and complete copy of each of the documents contained in such Mortgage File, including all amendments, modifications and, if applicable, waivers and assumptions that have been executed in connection with such Mortgage Loan;
(v) immediately prior to the transfer to the Purchaser, the Sponsor was the sole owner of beneficial title and holder of each Mortgage and Mortgage Note relating to the Mortgage Loans and is conveying the same free and clear of any and all liens, claims, encumbrances, participation interests, equities, pledges, charges or security interests of any nature and the Sponsor has full right and authority to sell or assign the same pursuant to this Agreement;
I-1
(vi) each Mortgage is a valid and enforceable first lien on the property securing the related Mortgage Note and each Mortgaged Property is owned by the Mortgagor in fee simple (except with respect to common areas in the case of condominiums, PUDs and de minimis PUDs) or by leasehold for a term at least five years longer than the term of the related Mortgage, subject only to (i) the lien of current real property taxes and assessments, (ii) covenants, conditions and restrictions, rights of way, easements and other matters of public record as of the date of recording of such Mortgage, such exceptions being acceptable to mortgage lending institutions generally or specifically reflected in the appraisal obtained in connection with the origination of the related Mortgage Loan or referred to in the lender's title insurance policy delivered to the originator of the related Mortgage Loan and (iii) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by such Mortgage;
(vii) no payment of principal of or interest on or in respect of any Mortgage Loan is 30 or more days past due;
(viii) there is no mechanics’ lien or claim for work, labor or material affecting the premises subject to any Mortgage which is or may be a lien prior to, or equal with, the lien of such Mortgage except those which are insured against by the title insurance policy referred to in (xii) below;
(ix) as of the Cut-off Date, (i) no Mortgage Loan had been 30 days or more delinquent more than once during the preceding 12 months, (ii) no Mortgage Loan had been delinquent for 60 days or more during the preceding 12 months and (iii) to Sponsor’s knowledge, there was no delinquent tax or assessment lien against the property subject to any Mortgage, except where such lien was being contested in good faith and a stay had been granted against levying on the property;
(x) there is no valid offset, defense or counterclaim to any Mortgage Note or Mortgage, including the obligation of the Mortgagor to pay the unpaid principal and interest on such Mortgage Note;
(xi) to Sponsor’s knowledge, except to the extent insurance is in place which will over such damage, the physical property subject to any Mortgage is free of material damage and is in good repair and there is no proceeding pending or threatened for the total or partial condemnation of any Mortgaged Property;
(xii) each Mortgage Loan complies in all material respects with applicable local, state and federal laws, including, without limitation, usury, equal credit opportunity, real estate settlement procedures, the Federal Truth In Lending Act and disclosure laws, including, but not limited to, any applicable predatory lending laws. The consummation of the transactions contemplated hereby, including without limitation, the receipt of interest by the owner of such Mortgage Loan or the holders of Certificates secured thereby, will not involve the violation of any such laws. Each Mortgage Loan is being serviced in all material respects in accordance with applicable local, state and federal laws, including, without limitation, the Federal Truth In Lending Act and other consumer protection laws, real estate settlement procedures, usury, equal credit opportunity and disclosure laws;
I-2
(xiii) a lender's title insurance policy (on an ALTA or CLTA form) or binder, or other assurance of title customary in the relevant jurisdiction therefor in a form acceptable to Fannie Mae or Freddie Mac, was issued on the date that each Mortgage Loan was created by a title insurance company which, to the best of Sponsor’s knowledge, was qualified to do business in the jurisdiction where the related Mortgaged Property is located, insuring the Sponsor and its successors and assigns that the Mortgage is a first priority lien on the related Mortgaged Property in the original principal amount of the Mortgage Loan. Sponsor is the sole insured under such lender's title insurance policy, and such policy, binder or assurance is valid and remains in full force and effect, and each such policy, binder or assurance shall contain all applicable endorsements including a negative amortization endorsement, if applicable;
(xiv) in the event the Mortgage constitutes a deed of trust, either a trustee, duly qualified under applicable law to serve as such, has been properly designated and currently so serves and is named in the Mortgage or if no duly qualified trustee has been properly designated and so serves, the Mortgage contains satisfactory provisions for the appointment of such trustee by the holder of the Mortgage at no cost or expense to such holder, and no fees or expenses are or will become payable by Purchaser to the trustee under the deed of trust, except in connection with a trustee's sale after default by the mortgagor;
(xv) at the time of origination, each Mortgaged Property was the subject of an appraisal which conforms to the Sponsor’s underwriting requirements, and a complete copy of such appraisal is contained in the Mortgage File;
(xvi) neither the Sponsor nor any servicer of the related Mortgage Loans has advanced funds or knowingly received any advance of funds by a party other than the Mortgagor, directly or indirectly, for the payment of any amount required by the Mortgage, except for (i) interest accruing from the date of the related Mortgage Note or date of disbursement of the Mortgage Loan proceeds, whichever is later, to the date which precedes by 30 days the first Due Date under the related Mortgage Note, and (ii) customary advances for insurance and taxes;
(xvii) each Mortgage Note, the related Mortgage and other agreements executed in connection therewith are genuine, and each is the legal, valid and binding obligation of the maker thereof, enforceable in accordance with its terms except as such enforcement may be limited by bankruptcy, insolvency, reorganization or other similar laws affecting the enforcement of creditor's rights generally and by general equity principles (regardless of whether such enforcement is considered in a proceeding in equity or at law); and, to the best of Sponsor’s knowledge, all parties to each Mortgage Note and the Mortgage had legal capacity to execute the Mortgage Note and the Mortgage and each Mortgage Note and Mortgage has been duly and properly executed by the Mortgagor;
(xviii) to the extent required under applicable law, each conduit seller and subsequent mortgagee or servicer of the Mortgage Loans was authorized to transact and do business in the jurisdiction in which the related Mortgaged Property is located at all times when it held or serviced the Mortgage Loan; and any obligations of the holder of the related Mortgage Note, Mortgage and other loan documents have been complied with in all material respects; servicing of each Mortgage Loan has been in accordance with the servicing standard set forth in Section 3.01 of the Pooling and Servicing Agreement and the terms of the Mortgage Notes, the Mortgage and other loan documents, whether the creation of such Mortgage Loan and servicing was done by the Sponsor, its affiliates, or any third party which created the Mortgage Loan on behalf of, or sold the Mortgage Loan to, any of them, or any servicing agent of any of the foregoing;
I-3
(xix) the related Mortgage Note and Mortgage contain customary and enforceable provisions such as to render the rights and remedies of the holder adequate for the realization against the Mortgaged Property of the benefits of the security, including realization by judicial, or, if applicable, non judicial foreclosure, and, to Sponsor’s knowledge, there is no homestead or other exemption available to the Mortgagor which would interfere with such right to foreclosure;
(xx) except with respect to holdbacks required by certain Mortgage Loans which holdbacks create a fund for (i) the repair of Mortgaged Property due to damage from adverse weather conditions, or (ii) the completion of new construction, or both, the proceeds of the Mortgage Loans have been fully disbursed, there is no requirement for future advances thereunder and any and all requirements as to completion of any on site or off site improvements and as to disbursements of any escrow funds therefor have been complied with; and all costs, fees and expenses incurred in making, closing or recording the Mortgage Loan have been paid, except recording fees with respect to Mortgages not recorded as of the Closing Date;
(xxi) as of the Closing Date, the improvements on each Mortgaged Property securing a Mortgage Loan is insured (by an insurer which is acceptable to the Sponsor) against loss by fire and such hazards as are covered under a standard extended coverage endorsement in the locale in which the Mortgaged Property is located, in an amount which is not less than the lesser of the maximum insurable value of the improvements securing such Mortgage Loan or the outstanding principal balance of the Mortgage Loan, but in no event in an amount less than an amount that is required to prevent the Mortgagor from being deemed to be a co insurer thereunder; if the improvement on the Mortgaged Property is a condominium unit, it is included under the coverage afforded by a blanket policy for the condominium project; if upon origination of the related Mortgage Loan, the improvements on the Mortgaged Property were in an area identified as a federally designated flood area, a flood insurance policy is in effect in an amount representing coverage not less than the least of (i) the outstanding principal balance of the Mortgage Loan, (ii) the restorable cost of improvements located on such Mortgaged Property or (iii) the maximum coverage available under federal law; and each Mortgage obligates the Mortgagor thereunder to maintain the insurance referred to above at the Mortgagor's cost and expense;
(xxii) there is no monetary default existing under any Mortgage or the related Mortgage Note and there is no material event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a default, breach or event of acceleration; and neither the Sponsor, any of its affiliates nor any servicer of any related Mortgage Loan has taken any action to waive any default, breach or event of acceleration; no foreclosure action is threatened or has been commenced with respect to the Mortgage Loan;
I-4
(xxiii) to Sponsor’s knowledge, no Mortgagor, at the time of origination of the applicable Mortgage, was a debtor in any state or federal bankruptcy or insolvency proceeding;
(xxiv) each Mortgage Loan was originated or funded by (a) a savings and loan association, savings bank, commercial bank, credit union, insurance company or similar institution which is supervised and examined by a federal or state authority (or originated by (i) a subsidiary of any of the foregoing institutions which subsidiary is actually supervised and examined by applicable regulatory authorities or (ii) a mortgage loan correspondent of any of the foregoing and that was originated pursuant to the criteria established by any of the foregoing) or (b) a mortgagee approved by the Secretary of Housing and Urban Development pursuant to sections 203 and 211 of the National Housing Act, as amended;
(xxv) all inspections, licenses and certificates required to be made or issued with respect to all occupied portions of the Mortgaged Property and, with respect to the use and occupancy of the same, including, but not limited to, certificates of occupancy and fire underwriting certificates, have been made or obtained from the appropriate authorities;
(xxvi) to Sponsor’s knowledge, the Mortgaged Property and all improvements thereon comply with all requirements of any applicable zoning and subdivision laws and ordinances;
(xxvii) no instrument of release or waiver has been executed in connection with the Mortgage Loans, and no Mortgagor has been released, in whole or in part, except in connection with an assumption agreement which has been approved by the primary mortgage guaranty insurer, if any, and which has been delivered to the Trustee;
(xxviii) [Reserved];
(xxix) no Mortgage Loan was originated based on an appraisal of the related Mortgaged Property made prior to completion of construction of the improvements thereon unless a certificate of completion was obtained prior to closing of the Mortgage Loan;
(xxx) each of the Mortgaged Properties consists of a single parcel of real property with a detached single family residence erected thereon, or a two to four family dwelling, or an individual condominium unit in a condominium project or a townhouse, a condohotel, an individual unit in a PUD or an individual unit in a de minimis PUD;
(xxxi) no Mortgaged Property consists of a single parcel of real property with a cooperative housing development erected thereon. Any condominium unit, PUD or de minimis PUD conforms with Progressive Loan Series Program requirements regarding such dwellings or is covered by a waiver confirming that such condominium unit, PUD or de minimis PUD is acceptable to the Sponsor;
(xxxii) each Mortgage Loan constitutes a “qualified mortgage” under Section 860G(a)(3)(A) of the Code and Treasury Regulation Section 1.860G 2(a)(1);
(xxxiii) with respect to each Mortgage Loan directly originated by the Sponsor (and not through a third party broker or other third party) as of the Closing Date, to the best of Sponsor’s knowledge, there has been no fraud, misrepresentation or dishonesty with respect to the origination of any Mortgage Loan;
I-5
(xxxiv) no selection procedure reasonably believed by the Sponsor to be adverse to the interests of the Certificateholders was utilized in selecting the Mortgage Loans;
(xxxv) no Mortgage Loan is subject to the Home Ownership and Equity Protection Act of 1994 or any comparable state law;
(xxxvi) no proceeds from any Mortgage Loan were used to finance single premium credit insurance policies;
(xxxvii) no Mortgage Loan provides for payment of a Prepayment Charge on Principal Prepayments made more than five years from the date of the first contractual Due Date of the related Mortgage Loan;
(xxxviii) none of the Mortgage Loans is a “high cost home loan” as defined in the Georgia Fair Lending Act, as amended (the “Georgia Act”), the New York Predatory Lending Law, codified as N.Y. Banking Law §6 I, N.Y. Gen. Bus. Law §771 a, and N.Y. Real Prop. Acts Law §1302 (together, the “New York Act”), the Arkansas Home Loan Protection Act, as amended (the “Arkansas Act”), or Kentucky Revised Statutes §360.100, as amended (the “Kentucky Act”); and all the Mortgage Loans that are subject to the Georgia Act, the New York Act, the Arkansas Act and the Kentucky Act comply with the requirements of each such act. Each Mortgage Loan for which the related Mortgaged Property is located in the State of Georgia was originated prior to October 1, 2002, or on or after March 9, 2003;
(xxxix) no mortgage loan in the trust is a “high cost home,” “covered” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees);
(l) no subprime mortgage loan originated on or after October 1, 2002 underlying the Security will impose a prepayment premium for a term in excess of three years. Any loans originated prior to such date, and any non subprime loans, will not impose prepayment penalties in excess of five years;
(li) the servicer for each mortgage loan underlying the Security has fully furnished and will fully furnish, in accordance with the Fair Credit Reporting Act and its implementing regulations, accurate and complete information (i.e., favorable and unfavorable) on its borrower credit files to Equifax, Experian, and Trans Union Credit Information Company (three of the credit repositories), on a monthly basis;
(lii) with respect to any mortgage loan originated on or after August 1, 2004 and underlying the Security, neither the related mortgage nor the related mortgage note requires the borrower to submit to arbitration to resolve any dispute arising out of or relating in any way to the mortgage loan transaction;
I-6
(liii) No mortgage loan is a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the then current Standard & Poor's LEVELS® Glossary which is now Version 5.7 Revised, Appendix E) and no mortgage loan originated on or after October 1, 2002 through March 6, 2003 is governed by the Georgia Fair Lending Act;
(liv) Information provided to the rating agencies, including the loan level detail, is true and correct according to the rating agency requirements;
(lv) The prepayment penalties included in the transaction are enforceable and were originated in compliance with all applicable federal, state and local laws; and
(lvi) The schedule of Prepayment Charges is true and correct.
I-7
EXHIBIT J
FORM OF NOTICE UNDER SECTION 3.24
February 22, 2007
Deutsche Bank National Trust Company
1761 East St. Andrew Place
Santa Ana, California 92705-4934
Re: | Impac Secured Assets Corp. |
Mortgage Pass-Through Certificates, Series 2007-1
Pursuant to Section 3.24 of the Pooling and Servicing Agreement, dated as of February 1, 2007 (the “Pooling and Servicing Agreement”), among Impac Funding Corporation, as master servicer, Impac Secured Assets Corp., as depositor (the “Depositor”), and Deutsche Bank National Trust Company, as trustee, relating to the Certificates referenced above, the undersigned does hereby notify you that:
(a) The prepayment assumption used in pricing the Certificates with respect to the Mortgage Loans in Series 2007-1 consisted of a Prepayment Assumption (the “Prepayment Assumption”) of ____% per annum.
(b) With respect to each Class of Certificates comprising the captioned series, set forth below is (i) the first price, as a percentage of the Certificate Principal Balance or Notional Amount of each Class of Certificates, at which 10% of the aggregate Certificate Principal Balance or Notional Amount of each such Class of Certificates was first sold at a single price, if applicable, or (ii) if more than 10% of a Class of Certificates have been sold but no single price is paid for at least 10% of the aggregate Certificate Principal Balance or Notional Amount of such Class of Certificates, then the weighted average price at which the Certificates of such Class were sold expressed as a percentage of the Certificate Principal Balance or Notional Amount of such Class of Certificates, or (iii) if less than 10% of the aggregate Certificate Principal Balance or Notional Amount of a Class of Certificates has been sold, the purchase price for each such Class of Certificates paid by [_____________] (the “Underwriter”), expressed as a percentage of the Certificate Principal Balance or Notional Amount of such Class of Certificates calculated by: (1) estimating the fair market value of each such Class of Certificates as of February 22, 2007; (2) adding such estimated fair market value to the aggregate purchase prices of each Class of Certificates described in clause (i) or (ii) above; (3) dividing each of the fair market values determined in clause (1) by the sum obtained in clause (2); (4) multiplying the quotient obtained for each Class of Certificates in clause (3) by the purchase price paid by the Underwriters for all the Certificates purchased by it; and (5) for each Class of Certificates, dividing the product obtained from such Class of Certificates in clause (4) by the initial Certificate Principal Balance or Notional Amount of such Class of Certificates or (iv) the fair market value (but not less than zero) as of the Closing Date of each Certificate of each Class of Certificates retained by the Company or an affiliate corporation, or delivered to the seller:
J-1
Series 2007-1
Class A-1: | ____% |
Class A-2: | ____% |
Class A-3 | ____% |
Class A-M: | ____% |
Class M-1: | ____% |
Class M-2: | ____% |
Class M-3: | ____% |
Class M-4: | ____% |
Class M-5: | ____% |
Class M-6: | ____% |
Class M-7: | ____% |
Class M-8: | ____% |
Class B: | ____% |
Class C: | ____% |
Class P: | ____% |
Class R: | ____% |
Capitalized terms not defined herein have the meanings assigned to them in the Pooling and Servicing Agreement.
[SIGNATURE PAGE FOLLOWS]
J-2
The prices and values set forth above do not include accrued interest with respect to periods before the closing.
IMPAC SECURED ASSETS CORP. By:___________________________ Name: Title: |
J-3
EXHIBIT K
IMPAC SERVICING GUIDE
(Provided Upon Request)
K-1
EXHIBIT L-1
FORM 10-K CERTIFICATION
Re: | Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
I, [identify the certifying individual], certify that:
1. I have reviewed this report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of [identify the issuing entity] (the “Exchange Act periodic reports”);
2. Based on my knowledge, the Exchange Act periodic reports, taken as a whole, do not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
3. Based on my knowledge, all of the distribution, servicing and other information required to be provided under Form 10-D for the period covered by this report is included in the Exchange Act periodic reports;
4. [I am responsible for reviewing the activities performed by the servicer(s) and based on my knowledge and the compliance review(s) conducted in preparing the servicer compliance statement(s) required in this report under Item 1123 of Regulation AB, and except as disclosed in the Exchange Act periodic reports, the servicer(s) [has/have] fulfilled [its/their] obligations under the servicing agreement(s); and] [Based on my knowledge and the servicer compliance statement(s) required in this report under Item 1123 of Regulation AB, and except as disclosed in the Exchange Act periodic reports, the servicer(s) [has/have] fulfilled [its/their] obligations under the servicing agreement(s); and]
5. All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report. Any material instances of noncompliance described in such reports have been disclosed in this report on Form 10-K.
[In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties [name of servicer, sub-servicer, co-servicer, depositor or trustee].]
Date: __________________
_______________________
[Signature]
[Title]
L-1-1
EXHIBIT L-2
FORM 10-K BACK-UP CERTIFICATION (MASTER SERVICER)
Re: | Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
I, [Identify the certifying individual], a [______________] of Deutsche Bank National Trust Company, as Trustee, hereby certify to Impac Funding Corporation and its officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:
1. I have reviewed the annual report on Form 10-K for the fiscal year [__], and all reports on Form 8-K containing distribution reports filed in respect of periods included in the year covered by that annual report, of the Issuer relating to the above-referenced trust;
2. Based on my knowledge, the information in these distribution reports prepared by the Trustee, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading as of the last day of the period covered by that annual report; and
3. Based on my knowledge, the distribution information required to be provided by the Trustee under the Agreement is included in these distribution reports.
Capitalized terms used but not defined herein have the meanings ascribed to them in the Pooling and Servicing Agreement, dated February 1, 2007 (the “Agreement”), among Impac Secured Assets Corp., as Depositor, Impac Funding Corporation, as Master Servicer, and Deutsche Bank National Trust Company, as Trustee.
DEUTSCHE BANK NATIONAL TRUST COMPANY, as
Trustee
By:__________________________
Name:
Title:
Date:
L-2-1
EXHIBIT L-3
FORM 10-K BACK-UP CERTIFICATION (TRUSTEE)
Re: | Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
I, [Identify the certifying individual], a [_________________] of Deutsche Bank National Trust Company, as Trustee, hereby certify to Impac Funding Corporation and its officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:
1. Based on my knowledge, the distribution information required to be provided by the Trustee under the Agreement is included in these distribution reports.
Capitalized terms used but not defined herein have the meanings ascribed to them in the Pooling and Servicing Agreement, dated February 1, 2007 (the “Agreement”), among Impac Secured Assets Corp., as Depositor, Impac Funding Corporation, as Master Servicer and Deutsche Bank National Trust Company, as Trustee.
DEUTSCHE BANK NATIONAL TRUST COMPANY,
as Trustee
By:__________________________
Name:
Title:
Date:
L-3-1
EXHIBIT L-4
FORM OF BACK-UP CERTIFICATION TO FORM 10-K CERTIFICATE
Re: The [ ] agreement dated as of [ ], 200[ ] (the “Agreement”), among [IDENTIFY PARTIES]
I, ________________________________, the _______________________ of [NAME OF COMPANY], certify to [the Purchaser], [the Depositor], and the [Master Servicer] [Trustee], and their officers, with the knowledge and intent that they will rely upon this certification, that:
(1) I have reviewed the servicer compliance statement of the Company provided in accordance with Item 1123 of Regulation AB (the “Compliance Statement”), the report on assessment of the Company’s compliance with the servicing criteria set forth in Item 1122(d) of Regulation AB (the “Servicing Criteria”), provided in accordance with Rules 13a-18 and 15d-18 under Securities Exchange Act of 1934, as amended (the “Exchange Act”) and Item 1122 of Regulation AB (the “Servicing Assessment”), the registered public accounting firm’s attestation report provided in accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Section 1122(b) of Regulation AB (the “Attestation Report”), and all servicing reports, officer’s certificates and other information relating to the servicing of the Mortgage Loans by the Company during 200[ ] that were delivered by the Company to the [Depositor] [Master Servicer] [Trustee] pursuant to the Agreement (collectively, the “Company Servicing Information”);
(2) Based on my knowledge, the Company Servicing Information, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in the light of the circumstances under which such statements were made, not misleading with respect to the period of time covered by the Company Servicing Information;
(3) Based on my knowledge, all of the Company Servicing Information required to be provided by the Company under the Agreement has been provided to the [Depositor] [Master Servicer] [Trustee];
(4) I am responsible for reviewing the activities performed by the Company as servicer under the Agreement, and based on my knowledge and the compliance review conducted in preparing the Compliance Statement and except as disclosed in the Compliance Statement, the Servicing Assessment or the Attestation Report, the Company has fulfilled its obligations under the Agreement in all material respects; and
L-4-1
(5) The Compliance Statement required to be delivered by the Company pursuant to the Agreement, and the Servicing Assessment and Attestation Report required to be provided by the Company and by any Subservicer or Subcontractor pursuant to the Agreement, have been provided to the [Depositor] [Master Servicer]. Any material instances of noncompliance described in such reports have been disclosed to the [Depositor] [Master Servicer]. Any material instance of noncompliance with the Servicing Criteria has been disclosed in such reports.
Date: | _________________________ |
By:
Name: | ________________________________ |
Title: | ________________________________ |
L-4-2
EXHIBIT M
FORM OF INTEREST RATE SWAP AGREEMENT AND CAP CONTRACTS
M-1
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9218 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Bear Stearns”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9218
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 5.18500% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9218
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A | |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9218
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9218
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9218
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 14,759,175 |
3/25/2007 | 4/25/2007 | 14,613,870 |
4/25/2007 | 5/25/2007 | 14,435,970 |
5/25/2007 | 6/25/2007 | 14,225,745 |
6/25/2007 | 7/25/2007 | 13,983,645 |
7/25/2007 | 8/25/2007 | 13,710,390 |
8/25/2007 | 9/25/2007 | 13,406,865 |
9/25/2007 | 10/25/2007 | 13,074,195 |
10/25/2007 | 11/25/2007 | 12,713,730 |
11/25/2007 | 12/25/2007 | 12,327,015 |
12/25/2007 | 1/25/2008 | 11,951,985 |
1/25/2008 | 2/25/2008 | 11,588,295 |
2/25/2008 | 3/25/2008 | 11,235,585 |
3/25/2008 | 4/25/2008 | 10,893,540 |
4/25/2008 | 5/25/2008 | 10,561,830 |
5/25/2008 | 6/25/2008 | 10,240,155 |
6/25/2008 | 7/25/2008 | 9,928,215 |
7/25/2008 | 8/25/2008 | 9,625,695 |
8/25/2008 | 9/25/2008 | 9,332,325 |
9/25/2008 | 10/25/2008 | 9,047,850 |
10/25/2008 | 11/25/2008 | 8,771,970 |
11/25/2008 | 12/25/2008 | 8,504,445 |
12/25/2008 | 1/25/2009 | 8,245,005 |
1/25/2009 | 2/25/2009 | 7,993,440 |
2/25/2009 | 3/25/2009 | 7,749,480 |
3/25/2009 | 4/25/2009 | 7,512,915 |
4/25/2009 | 5/25/2009 | 7,283,520 |
5/25/2009 | 6/25/2009 | 7,061,070 |
6/25/2009 | 7/25/2009 | 6,845,370 |
7/25/2009 | 8/25/2009 | 6,636,195 |
8/25/2009 | 9/25/2009 | 6,433,365 |
9/25/2009 | 10/25/2009 | 6,236,700 |
10/25/2009 | 11/25/2009 | 6,045,990 |
Reference Number: FXNCC9218
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 5,861,055 |
12/25/2009 | 1/25/2010 | 5,681,745 |
1/25/2010 | 2/25/2010 | 5,507,880 |
2/25/2010 | 3/25/2010 | 5,339,280 |
3/25/2010 | 4/25/2010 | 5,175,810 |
4/25/2010 | 5/25/2010 | 5,017,290 |
5/25/2010 | 6/25/2010 | 4,863,600 |
6/25/2010 | 7/25/2010 | 4,714,575 |
7/25/2010 | 8/25/2010 | 4,570,065 |
8/25/2010 | 9/25/2010 | 4,429,965 |
9/25/2010 | 10/25/2010 | 4,294,110 |
10/25/2010 | 11/25/2010 | 4,162,395 |
11/25/2010 | 12/25/2010 | 4,034,670 |
12/25/2010 | 1/25/2011 | 3,910,845 |
1/25/2011 | 2/25/2011 | 3,790,785 |
2/25/2011 | 3/25/2011 | 3,674,370 |
3/25/2011 | 4/25/2011 | 3,561,510 |
4/25/2011 | 5/25/2011 | 3,452,085 |
5/25/2011 | 6/25/2011 | 3,345,990 |
6/25/2011 | 7/25/2011 | 3,243,120 |
7/25/2011 | 8/25/2011 | 3,143,385 |
8/25/2011 | 9/25/2011 | 3,046,695 |
9/25/2011 | 10/25/2011 | 2,952,945 |
10/25/2011 | Termination Date | 2,862,060 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9219 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9219
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 5.18600% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9219
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9219
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9219
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: ______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: ______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9219
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 24,598,625 |
3/25/2007 | 4/25/2007 | 24,356,450 |
4/25/2007 | 5/25/2007 | 24,059,950 |
5/25/2007 | 6/25/2007 | 23,709,575 |
6/25/2007 | 7/25/2007 | 23,306,075 |
7/25/2007 | 8/25/2007 | 22,850,650 |
8/25/2007 | 9/25/2007 | 22,344,775 |
9/25/2007 | 10/25/2007 | 21,790,325 |
10/25/2007 | 11/25/2007 | 21,189,550 |
11/25/2007 | 12/25/2007 | 20,545,025 |
12/25/2007 | 1/25/2008 | 19,919,975 |
1/25/2008 | 2/25/2008 | 19,313,825 |
2/25/2008 | 3/25/2008 | 18,725,975 |
3/25/2008 | 4/25/2008 | 18,155,900 |
4/25/2008 | 5/25/2008 | 17,603,050 |
5/25/2008 | 6/25/2008 | 17,066,925 |
6/25/2008 | 7/25/2008 | 16,547,025 |
7/25/2008 | 8/25/2008 | 16,042,825 |
8/25/2008 | 9/25/2008 | 15,553,875 |
9/25/2008 | 10/25/2008 | 15,079,750 |
10/25/2008 | 11/25/2008 | 14,619,950 |
11/25/2008 | 12/25/2008 | 14,174,075 |
12/25/2008 | 1/25/2009 | 13,741,675 |
1/25/2009 | 2/25/2009 | 13,322,400 |
2/25/2009 | 3/25/2009 | 12,915,800 |
3/25/2009 | 4/25/2009 | 12,521,525 |
4/25/2009 | 5/25/2009 | 12,139,200 |
5/25/2009 | 6/25/2009 | 11,768,450 |
6/25/2009 | 7/25/2009 | 11,408,950 |
7/25/2009 | 8/25/2009 | 11,060,325 |
8/25/2009 | 9/25/2009 | 10,722,275 |
9/25/2009 | 10/25/2009 | 10,394,500 |
10/25/2009 | 11/25/2009 | 10,076,650 |
Reference Number: FXNCC9219
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 9,768,425 |
12/25/2009 | 1/25/2010 | 9,469,575 |
1/25/2010 | 2/25/2010 | 9,179,800 |
2/25/2010 | 3/25/2010 | 8,898,800 |
3/25/2010 | 4/25/2010 | 8,626,350 |
4/25/2010 | 5/25/2010 | 8,362,150 |
5/25/2010 | 6/25/2010 | 8,106,000 |
6/25/2010 | 7/25/2010 | 7,857,625 |
7/25/2010 | 8/25/2010 | 7,616,775 |
8/25/2010 | 9/25/2010 | 7,383,275 |
9/25/2010 | 10/25/2010 | 7,156,850 |
10/25/2010 | 11/25/2010 | 6,937,325 |
11/25/2010 | 12/25/2010 | 6,724,450 |
12/25/2010 | 1/25/2011 | 6,518,075 |
1/25/2011 | 2/25/2011 | 6,317,975 |
2/25/2011 | 3/25/2011 | 6,123,950 |
3/25/2011 | 4/25/2011 | 5,935,850 |
4/25/2011 | 5/25/2011 | 5,753,475 |
5/25/2011 | 6/25/2011 | 5,576,650 |
6/25/2011 | 7/25/2011 | 5,405,200 |
7/25/2011 | 8/25/2011 | 5,238,975 |
8/25/2011 | 9/25/2011 | 5,077,825 |
9/25/2011 | 10/25/2011 | 4,921,575 |
10/25/2011 | Termination Date | 4,770,100 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9220 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9220
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 5.16700% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9220
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9220
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9220
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9220
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 19,678,900 |
3/25/2007 | 4/25/2007 | 19,485,160 |
4/25/2007 | 5/25/2007 | 19,247,960 |
5/25/2007 | 6/25/2007 | 18,967,660 |
6/25/2007 | 7/25/2007 | 18,644,860 |
7/25/2007 | 8/25/2007 | 18,280,520 |
8/25/2007 | 9/25/2007 | 17,875,820 |
9/25/2007 | 10/25/2007 | 17,432,260 |
10/25/2007 | 11/25/2007 | 16,951,640 |
11/25/2007 | 12/25/2007 | 16,436,020 |
12/25/2007 | 1/25/2008 | 15,935,980 |
1/25/2008 | 2/25/2008 | 15,451,060 |
2/25/2008 | 3/25/2008 | 14,980,780 |
3/25/2008 | 4/25/2008 | 14,524,720 |
4/25/2008 | 5/25/2008 | 14,082,440 |
5/25/2008 | 6/25/2008 | 13,653,540 |
6/25/2008 | 7/25/2008 | 13,237,620 |
7/25/2008 | 8/25/2008 | 12,834,260 |
8/25/2008 | 9/25/2008 | 12,443,100 |
9/25/2008 | 10/25/2008 | 12,063,800 |
10/25/2008 | 11/25/2008 | 11,695,960 |
11/25/2008 | 12/25/2008 | 11,339,260 |
12/25/2008 | 1/25/2009 | 10,993,340 |
1/25/2009 | 2/25/2009 | 10,657,920 |
2/25/2009 | 3/25/2009 | 10,332,640 |
3/25/2009 | 4/25/2009 | 10,017,220 |
4/25/2009 | 5/25/2009 | 9,711,360 |
5/25/2009 | 6/25/2009 | 9,414,760 |
6/25/2009 | 7/25/2009 | 9,127,160 |
7/25/2009 | 8/25/2009 | 8,848,260 |
8/25/2009 | 9/25/2009 | 8,577,820 |
9/25/2009 | 10/25/2009 | 8,315,600 |
10/25/2009 | 11/25/2009 | 8,061,320 |
Reference Number: FXNCC9220
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 7,814,740 |
12/25/2009 | 1/25/2010 | 7,575,660 |
1/25/2010 | 2/25/2010 | 7,343,840 |
2/25/2010 | 3/25/2010 | 7,119,040 |
3/25/2010 | 4/25/2010 | 6,901,080 |
4/25/2010 | 5/25/2010 | 6,689,720 |
5/25/2010 | 6/25/2010 | 6,484,800 |
6/25/2010 | 7/25/2010 | 6,286,100 |
7/25/2010 | 8/25/2010 | 6,093,420 |
8/25/2010 | 9/25/2010 | 5,906,620 |
9/25/2010 | 10/25/2010 | 5,725,480 |
10/25/2010 | 11/25/2010 | 5,549,860 |
11/25/2010 | 12/25/2010 | 5,379,560 |
12/25/2010 | 1/25/2011 | 5,214,460 |
1/25/2011 | 2/25/2011 | 5,054,380 |
2/25/2011 | 3/25/2011 | 4,899,160 |
3/25/2011 | 4/25/2011 | 4,748,680 |
4/25/2011 | 5/25/2011 | 4,602,780 |
5/25/2011 | 6/25/2011 | 4,461,320 |
6/25/2011 | 7/25/2011 | 4,324,160 |
7/25/2011 | 8/25/2011 | 4,191,180 |
8/25/2011 | 9/25/2011 | 4,062,260 |
9/25/2011 | 10/25/2011 | 3,937,260 |
10/25/2011 | Termination Date | 3,816,080 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9221 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Bear Stearns”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Counterparty”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Bear Stearns and Counterparty (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9221
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 6
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2008, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Bear Stearns Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Bear Stearns Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Bear Stearns | |
Cap Rate: | 5.14125% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9221
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 6
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Bear Stearns |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN BEAR STEARNS IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Bear Stearns: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Counterparty: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9221
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 6
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Counterparty acknowledges that Bear Stearns has advised Counterparty to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Counterparty has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Bear Stearns a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9221
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 6
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9221
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 6
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 19,678,900 |
3/25/2007 | 4/25/2007 | 19,485,158 |
4/25/2007 | 5/25/2007 | 19,247,960 |
5/25/2007 | 6/25/2007 | 18,967,654 |
6/25/2007 | 7/25/2007 | 18,644,868 |
7/25/2007 | 8/25/2007 | 18,280,520 |
8/25/2007 | 9/25/2007 | 17,875,816 |
9/25/2007 | 10/25/2007 | 17,432,260 |
10/25/2007 | 11/25/2007 | 16,951,638 |
11/25/2007 | 12/25/2007 | 16,436,024 |
12/25/2007 | 1/25/2008 | 15,935,986 |
1/25/2008 | 2/25/2008 | 15,451,056 |
2/25/2008 | 3/25/2008 | 14,980,780 |
3/25/2008 | 4/25/2008 | 14,524,720 |
4/25/2008 | 5/25/2008 | 14,082,444 |
5/25/2008 | 6/25/2008 | 13,653,542 |
6/25/2008 | 7/25/2008 | 13,237,610 |
7/25/2008 | 8/25/2008 | 12,834,258 |
8/25/2008 | 9/25/2008 | 12,443,108 |
9/25/2008 | 10/25/2008 | 12,063,792 |
10/25/2008 | Termination Date | 11,695,956 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9222 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Bear Stearns”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9222
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | December 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.96800% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9222
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9222
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9222
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9222
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 34,700,960 |
3/25/2007 | 4/25/2007 | 34,438,075 |
4/25/2007 | 5/25/2007 | 34,099,030 |
5/25/2007 | 6/25/2007 | 33,683,930 |
6/25/2007 | 7/25/2007 | 33,193,405 |
7/25/2007 | 8/25/2007 | 32,628,505 |
8/25/2007 | 9/25/2007 | 31,990,910 |
9/25/2007 | 10/25/2007 | 31,282,685 |
10/25/2007 | 11/25/2007 | 30,506,455 |
11/25/2007 | 12/25/2007 | 29,665,370 |
12/25/2007 | 1/25/2008 | 28,763,035 |
1/25/2008 | 2/25/2008 | 27,887,965 |
2/25/2008 | 3/25/2008 | 27,039,355 |
3/25/2008 | 4/25/2008 | 26,216,365 |
4/25/2008 | 5/25/2008 | 25,418,260 |
5/25/2008 | 6/25/2008 | 24,644,270 |
6/25/2008 | 7/25/2008 | 23,893,695 |
7/25/2008 | 8/25/2008 | 23,165,835 |
8/25/2008 | 9/25/2008 | 22,459,955 |
9/25/2008 | 10/25/2008 | 21,775,425 |
10/25/2008 | 11/25/2008 | 21,111,650 |
11/25/2008 | 12/25/2008 | 20,467,930 |
12/25/2008 | 1/25/2009 | 19,843,705 |
1/25/2009 | 2/25/2009 | 19,238,345 |
2/25/2009 | 3/25/2009 | 18,651,360 |
3/25/2009 | 4/25/2009 | 18,082,120 |
4/25/2009 | 5/25/2009 | 17,530,135 |
5/25/2009 | 6/25/2009 | 16,994,880 |
6/25/2009 | 7/25/2009 | 16,475,830 |
7/25/2009 | 8/25/2009 | 15,972,530 |
8/25/2009 | 9/25/2009 | 15,484,455 |
9/25/2009 | 10/25/2009 | 15,011,185 |
10/25/2009 | 11/25/2009 | 14,552,300 |
Reference Number: FXNCC9222
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 14,107,310 |
12/25/2009 | 1/25/2010 | 13,675,795 |
1/25/2010 | 2/25/2010 | 13,257,405 |
2/25/2010 | 3/25/2010 | 12,851,720 |
3/25/2010 | 4/25/2010 | 12,458,320 |
4/25/2010 | 5/25/2010 | 12,076,890 |
5/25/2010 | 6/25/2010 | 11,707,010 |
6/25/2010 | 7/25/2010 | 11,348,400 |
7/25/2010 | 8/25/2010 | 11,000,675 |
8/25/2010 | 9/25/2010 | 10,663,485 |
9/25/2010 | 10/25/2010 | 10,336,585 |
10/25/2010 | 11/25/2010 | 10,019,590 |
11/25/2010 | 12/25/2010 | 9,712,255 |
12/25/2010 | 1/25/2011 | 9,414,230 |
1/25/2011 | 2/25/2011 | 9,125,305 |
2/25/2011 | 3/25/2011 | 8,845,165 |
3/25/2011 | 4/25/2011 | 8,573,530 |
4/25/2011 | 5/25/2011 | 8,310,190 |
5/25/2011 | 6/25/2011 | 8,054,865 |
6/25/2011 | 7/25/2011 | 7,807,310 |
7/25/2011 | 8/25/2011 | 7,567,280 |
8/25/2011 | 9/25/2011 | 7,334,565 |
9/25/2011 | 10/25/2011 | 7,108,955 |
10/25/2011 | 11/25/2011 | 6,890,205 |
11/25/2011 | Termination Date | 6,678,140 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9223 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Counterparty”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Counterparty (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9223
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | January 25, 2010, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, , FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.97000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9223
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Party A Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Counterparty: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9223
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Counterparty acknowledges that Party A has advised Counterparty to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Counterparty has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9223
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9223
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 9,968,000 |
3/25/2007 | 4/25/2007 | 9,914,560 |
4/25/2007 | 5/25/2007 | 9,839,450 |
5/25/2007 | 6/25/2007 | 9,742,580 |
6/25/2007 | 7/25/2007 | 9,623,980 |
7/25/2007 | 8/25/2007 | 9,483,830 |
8/25/2007 | 9/25/2007 | 9,322,430 |
9/25/2007 | 10/25/2007 | 9,140,260 |
10/25/2007 | 11/25/2007 | 8,937,910 |
11/25/2007 | 12/25/2007 | 8,716,130 |
12/25/2007 | 1/25/2008 | 8,475,820 |
1/25/2008 | 2/25/2008 | 8,218,010 |
2/25/2008 | 3/25/2008 | 7,967,990 |
3/25/2008 | 4/25/2008 | 7,725,530 |
4/25/2008 | 5/25/2008 | 7,490,390 |
5/25/2008 | 6/25/2008 | 7,262,360 |
6/25/2008 | 7/25/2008 | 7,041,220 |
7/25/2008 | 8/25/2008 | 6,826,770 |
8/25/2008 | 9/25/2008 | 6,618,810 |
9/25/2008 | 10/25/2008 | 6,417,130 |
10/25/2008 | 11/25/2008 | 6,221,550 |
11/25/2008 | 12/25/2008 | 6,031,900 |
12/25/2008 | 1/25/2009 | 5,847,980 |
1/25/2009 | 2/25/2009 | 5,669,630 |
2/25/2009 | 3/25/2009 | 5,496,670 |
3/25/2009 | 4/25/2009 | 5,328,960 |
4/25/2009 | 5/25/2009 | 5,166,320 |
5/25/2009 | 6/25/2009 | 5,008,610 |
6/25/2009 | 7/25/2009 | 4,855,680 |
7/25/2009 | 8/25/2009 | 4,707,380 |
8/25/2009 | 9/25/2009 | 4,563,580 |
9/25/2009 | 10/25/2009 | 4,424,130 |
10/25/2009 | 11/25/2009 | 4,288,910 |
11/25/2009 | 12/25/2009 | 4,157,800 |
Reference Number: FXNCC9223
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
12/25/2009 | Termination Date | 4,030,660 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9224 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Counterparty”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Counterparty (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 8
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | December 25, 2013, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.91000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 8
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Counterparty: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 8
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Counterparty acknowledges that Party A has advised Counterparty to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Counterparty has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 8
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 8
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 29,743,677 |
3/25/2007 | 4/25/2007 | 29,518,351 |
4/25/2007 | 5/25/2007 | 29,227,736 |
5/25/2007 | 6/25/2007 | 28,871,940 |
6/25/2007 | 7/25/2007 | 28,451,481 |
7/25/2007 | 8/25/2007 | 27,967,302 |
8/25/2007 | 9/25/2007 | 27,420,779 |
9/25/2007 | 10/25/2007 | 26,813,725 |
10/25/2007 | 11/25/2007 | 26,148,390 |
11/25/2007 | 12/25/2007 | 25,427,457 |
12/25/2007 | 1/25/2008 | 24,654,036 |
1/25/2008 | 2/25/2008 | 23,903,979 |
2/25/2008 | 3/25/2008 | 23,176,584 |
3/25/2008 | 4/25/2008 | 22,471,171 |
4/25/2008 | 5/25/2008 | 21,787,079 |
5/25/2008 | 6/25/2008 | 21,123,667 |
6/25/2008 | 7/25/2008 | 20,480,314 |
7/25/2008 | 8/25/2008 | 19,856,415 |
8/25/2008 | 9/25/2008 | 19,251,387 |
9/25/2008 | 10/25/2008 | 18,664,662 |
10/25/2008 | 11/25/2008 | 18,095,689 |
11/25/2008 | 12/25/2008 | 17,543,934 |
12/25/2008 | 1/25/2009 | 17,008,880 |
1/25/2009 | 2/25/2009 | 16,490,023 |
2/25/2009 | 3/25/2009 | 15,986,876 |
3/25/2009 | 4/25/2009 | 15,498,966 |
4/25/2009 | 5/25/2009 | 15,025,836 |
5/25/2009 | 6/25/2009 | 14,567,038 |
6/25/2009 | 7/25/2009 | 14,122,143 |
7/25/2009 | 8/25/2009 | 13,690,731 |
8/25/2009 | 9/25/2009 | 13,272,396 |
9/25/2009 | 10/25/2009 | 12,866,745 |
10/25/2009 | 11/25/2009 | 12,473,394 |
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 8
11/25/2009 | 12/25/2009 | 12,091,974 |
12/25/2009 | 1/25/2010 | 11,722,124 |
1/25/2010 | 2/25/2010 | 11,363,496 |
2/25/2010 | 3/25/2010 | 11,015,752 |
3/25/2010 | 4/25/2010 | 10,678,564 |
4/25/2010 | 5/25/2010 | 10,351,612 |
5/25/2010 | 6/25/2010 | 10,034,588 |
6/25/2010 | 7/25/2010 | 9,727,194 |
7/25/2010 | 8/25/2010 | 9,429,137 |
8/25/2010 | 9/25/2010 | 9,140,137 |
9/25/2010 | 10/25/2010 | 8,859,920 |
10/25/2010 | 11/25/2010 | 8,588,220 |
11/25/2010 | 12/25/2010 | 8,324,781 |
12/25/2010 | 1/25/2011 | 8,069,354 |
1/25/2011 | 2/25/2011 | 7,821,696 |
2/25/2011 | 3/25/2011 | 7,581,572 |
3/25/2011 | 4/25/2011 | 7,348,755 |
4/25/2011 | 5/25/2011 | 7,123,024 |
5/25/2011 | 6/25/2011 | 6,904,165 |
6/25/2011 | 7/25/2011 | 6,691,970 |
7/25/2011 | 8/25/2011 | 6,486,238 |
8/25/2011 | 9/25/2011 | 6,286,773 |
9/25/2011 | 10/25/2011 | 6,093,386 |
10/25/2011 | 11/25/2011 | 5,905,893 |
11/25/2011 | 12/25/2011 | 5,724,115 |
12/25/2011 | 1/25/2012 | 5,547,879 |
1/25/2012 | 2/25/2012 | 5,377,019 |
2/25/2012 | 3/25/2012 | 5,211,370 |
3/25/2012 | 4/25/2012 | 5,050,776 |
4/25/2012 | 5/25/2012 | 4,895,083 |
5/25/2012 | 6/25/2012 | 4,744,143 |
6/25/2012 | 7/25/2012 | 4,597,811 |
7/25/2012 | 8/25/2012 | 4,455,949 |
8/25/2012 | 9/25/2012 | 4,318,420 |
9/25/2012 | 10/25/2012 | 4,185,093 |
10/25/2012 | 11/25/2012 | 4,055,842 |
11/25/2012 | 12/25/2012 | 3,930,541 |
12/25/2012 | 1/25/2013 | 3,809,073 |
Reference Number: FXNCC9224
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 8 of 8
1/25/2013 | 2/25/2013 | 3,691,319 |
2/25/2013 | 3/25/2013 | 3,577,168 |
3/25/2013 | 4/25/2013 | 3,466,510 |
4/25/2013 | 5/25/2013 | 3,359,240 |
5/25/2013 | 6/25/2013 | 3,255,254 |
6/25/2013 | 7/25/2013 | 3,154,452 |
7/25/2013 | 8/25/2013 | 3,056,738 |
8/25/2013 | 9/25/2013 | 2,962,018 |
9/25/2013 | 10/25/2013 | 2,870,202 |
10/25/2013 | 11/25/2013 | 2,781,200 |
11/25/2013 | Termination Date | 2,694,928 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9225 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9225
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | January 25, 2010, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.98000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9225
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9225
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9225
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9225
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 9,968,000 |
3/25/2007 | 4/25/2007 | 9,914,560 |
4/25/2007 | 5/25/2007 | 9,839,450 |
5/25/2007 | 6/25/2007 | 9,742,580 |
6/25/2007 | 7/25/2007 | 9,623,980 |
7/25/2007 | 8/25/2007 | 9,483,830 |
8/25/2007 | 9/25/2007 | 9,322,430 |
9/25/2007 | 10/25/2007 | 9,140,260 |
10/25/2007 | 11/25/2007 | 8,937,910 |
11/25/2007 | 12/25/2007 | 8,716,130 |
12/25/2007 | 1/25/2008 | 8,475,820 |
1/25/2008 | 2/25/2008 | 8,218,010 |
2/25/2008 | 3/25/2008 | 7,967,990 |
3/25/2008 | 4/25/2008 | 7,725,530 |
4/25/2008 | 5/25/2008 | 7,490,390 |
5/25/2008 | 6/25/2008 | 7,262,360 |
6/25/2008 | 7/25/2008 | 7,041,220 |
7/25/2008 | 8/25/2008 | 6,826,770 |
8/25/2008 | 9/25/2008 | 6,618,810 |
9/25/2008 | 10/25/2008 | 6,417,130 |
10/25/2008 | 11/25/2008 | 6,221,550 |
11/25/2008 | 12/25/2008 | 6,031,900 |
12/25/2008 | 1/25/2009 | 5,847,980 |
1/25/2009 | 2/25/2009 | 5,669,630 |
2/25/2009 | 3/25/2009 | 5,496,670 |
3/25/2009 | 4/25/2009 | 5,328,960 |
4/25/2009 | 5/25/2009 | 5,166,320 |
5/25/2009 | 6/25/2009 | 5,008,610 |
6/25/2009 | 7/25/2009 | 4,855,680 |
7/25/2009 | 8/25/2009 | 4,707,380 |
8/25/2009 | 9/25/2009 | 4,563,580 |
9/25/2009 | 10/25/2009 | 4,424,130 |
10/25/2009 | 11/25/2009 | 4,288,910 |
11/25/2009 | 12/25/2009 | 4,157,800 |
Reference Number: FXNCC9225
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
12/25/2009 | Termination Date | 4,030,660 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee |
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9226 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9226
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218 FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 5.23000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9226
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9226
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9226
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9226
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 14,759,175 |
3/25/2007 | 4/25/2007 | 14,613,870 |
4/25/2007 | 5/25/2007 | 14,435,970 |
5/25/2007 | 6/25/2007 | 14,225,745 |
6/25/2007 | 7/25/2007 | 13,983,645 |
7/25/2007 | 8/25/2007 | 13,710,390 |
8/25/2007 | 9/25/2007 | 13,406,865 |
9/25/2007 | 10/25/2007 | 13,074,195 |
10/25/2007 | 11/25/2007 | 12,713,730 |
11/25/2007 | 12/25/2007 | 12,327,015 |
12/25/2007 | 1/25/2008 | 11,951,985 |
1/25/2008 | 2/25/2008 | 11,588,295 |
2/25/2008 | 3/25/2008 | 11,235,585 |
3/25/2008 | 4/25/2008 | 10,893,540 |
4/25/2008 | 5/25/2008 | 10,561,830 |
5/25/2008 | 6/25/2008 | 10,240,155 |
6/25/2008 | 7/25/2008 | 9,928,215 |
7/25/2008 | 8/25/2008 | 9,625,695 |
8/25/2008 | 9/25/2008 | 9,332,325 |
9/25/2008 | 10/25/2008 | 9,047,850 |
10/25/2008 | 11/25/2008 | 8,771,970 |
11/25/2008 | 12/25/2008 | 8,504,445 |
12/25/2008 | 1/25/2009 | 8,245,005 |
1/25/2009 | 2/25/2009 | 7,993,440 |
2/25/2009 | 3/25/2009 | 7,749,480 |
3/25/2009 | 4/25/2009 | 7,512,915 |
4/25/2009 | 5/25/2009 | 7,283,520 |
5/25/2009 | 6/25/2009 | 7,061,070 |
6/25/2009 | 7/25/2009 | 6,845,370 |
7/25/2009 | 8/25/2009 | 6,636,195 |
8/25/2009 | 9/25/2009 | 6,433,365 |
9/25/2009 | 10/25/2009 | 6,236,700 |
10/25/2009 | 11/25/2009 | 6,045,990 |
Reference Number: FXNCC9226
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 5,861,055 |
12/25/2009 | 1/25/2010 | 5,681,745 |
1/25/2010 | 2/25/2010 | 5,507,880 |
2/25/2010 | 3/25/2010 | 5,339,280 |
3/25/2010 | 4/25/2010 | 5,175,810 |
4/25/2010 | 5/25/2010 | 5,017,290 |
5/25/2010 | 6/25/2010 | 4,863,600 |
6/25/2010 | 7/25/2010 | 4,714,575 |
7/25/2010 | 8/25/2010 | 4,570,065 |
8/25/2010 | 9/25/2010 | 4,429,965 |
9/25/2010 | 10/25/2010 | 4,294,110 |
10/25/2010 | 11/25/2010 | 4,162,395 |
11/25/2010 | 12/25/2010 | 4,034,670 |
12/25/2010 | 1/25/2011 | 3,910,845 |
1/25/2011 | 2/25/2011 | 3,790,785 |
2/25/2011 | 3/25/2011 | 3,674,370 |
3/25/2011 | 4/25/2011 | 3,561,510 |
4/25/2011 | 5/25/2011 | 3,452,085 |
5/25/2011 | 6/25/2011 | 3,345,990 |
6/25/2011 | 7/25/2011 | 3,243,120 |
7/25/2011 | 8/25/2011 | 3,143,385 |
8/25/2011 | 9/25/2011 | 3,046,695 |
9/25/2011 | 10/25/2011 | 2,952,945 |
10/25/2011 | Termination Date | 2,862,060 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9227 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9227
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | January 25, 2012, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.98000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9227
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Party A Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9227
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9227
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9227
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 19,936,000 |
3/25/2007 | 4/25/2007 | 19,829,120 |
4/25/2007 | 5/25/2007 | 19,678,900 |
5/25/2007 | 6/25/2007 | 19,485,160 |
6/25/2007 | 7/25/2007 | 19,247,960 |
7/25/2007 | 8/25/2007 | 18,967,660 |
8/25/2007 | 9/25/2007 | 18,644,860 |
9/25/2007 | 10/25/2007 | 18,280,520 |
10/25/2007 | 11/25/2007 | 17,875,820 |
11/25/2007 | 12/25/2007 | 17,432,260 |
12/25/2007 | 1/25/2008 | 16,951,640 |
1/25/2008 | 2/25/2008 | 16,436,020 |
2/25/2008 | 3/25/2008 | 15,935,980 |
3/25/2008 | 4/25/2008 | 15,451,060 |
4/25/2008 | 5/25/2008 | 14,980,780 |
5/25/2008 | 6/25/2008 | 14,524,720 |
6/25/2008 | 7/25/2008 | 14,082,440 |
7/25/2008 | 8/25/2008 | 13,653,540 |
8/25/2008 | 9/25/2008 | 13,237,620 |
9/25/2008 | 10/25/2008 | 12,834,260 |
10/25/2008 | 11/25/2008 | 12,443,100 |
11/25/2008 | 12/25/2008 | 12,063,800 |
12/25/2008 | 1/25/2009 | 11,695,960 |
1/25/2009 | 2/25/2009 | 11,339,260 |
2/25/2009 | 3/25/2009 | 10,993,340 |
3/25/2009 | 4/25/2009 | 10,657,920 |
4/25/2009 | 5/25/2009 | 10,332,640 |
5/25/2009 | 6/25/2009 | 10,017,220 |
6/25/2009 | 7/25/2009 | 9,711,360 |
7/25/2009 | 8/25/2009 | 9,414,760 |
8/25/2009 | 9/25/2009 | 9,127,160 |
9/25/2009 | 10/25/2009 | 8,848,260 |
10/25/2009 | 11/25/2009 | 8,577,820 |
Reference Number: FXNCC9227
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 8,315,600 |
12/25/2009 | 1/25/2010 | 8,061,320 |
1/25/2010 | 2/25/2010 | 7,814,740 |
2/25/2010 | 3/25/2010 | 7,575,660 |
3/25/2010 | 4/25/2010 | 7,343,840 |
4/25/2010 | 5/25/2010 | 7,119,040 |
5/25/2010 | 6/25/2010 | 6,901,080 |
6/25/2010 | 7/25/2010 | 6,689,720 |
7/25/2010 | 8/25/2010 | 6,484,800 |
8/25/2010 | 9/25/2010 | 6,286,100 |
9/25/2010 | 10/25/2010 | 6,093,420 |
10/25/2010 | 11/25/2010 | 5,906,620 |
11/25/2010 | 12/25/2010 | 5,725,480 |
12/25/2010 | 1/25/2011 | 5,549,860 |
1/25/2011 | 2/25/2011 | 5,379,560 |
2/25/2011 | 3/25/2011 | 5,214,460 |
3/25/2011 | 4/25/2011 | 5,054,380 |
4/25/2011 | 5/25/2011 | 4,899,160 |
5/25/2011 | 6/25/2011 | 4,748,680 |
6/25/2011 | 7/25/2011 | 4,602,780 |
7/25/2011 | 8/25/2011 | 4,461,320 |
8/25/2011 | 9/25/2011 | 4,324,160 |
9/25/2011 | 10/25/2011 | 4,191,180 |
10/25/2011 | 11/25/2011 | 4,062,260 |
11/25/2011 | 12/25/2011 | 3,937,260 |
12/25/2011 | Termination Date | 3,816,080 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9228 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9228
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9229, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 5.18600% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9228
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9228
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9228
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9228
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 24,598,625 |
3/25/2007 | 4/25/2007 | 24,356,450 |
4/25/2007 | 5/25/2007 | 24,059,950 |
5/25/2007 | 6/25/2007 | 23,709,575 |
6/25/2007 | 7/25/2007 | 23,306,075 |
7/25/2007 | 8/25/2007 | 22,850,650 |
8/25/2007 | 9/25/2007 | 22,344,775 |
9/25/2007 | 10/25/2007 | 21,790,325 |
10/25/2007 | 11/25/2007 | 21,189,550 |
11/25/2007 | 12/25/2007 | 20,545,025 |
12/25/2007 | 1/25/2008 | 19,919,975 |
1/25/2008 | 2/25/2008 | 19,313,825 |
2/25/2008 | 3/25/2008 | 18,725,975 |
3/25/2008 | 4/25/2008 | 18,155,900 |
4/25/2008 | 5/25/2008 | 17,603,050 |
5/25/2008 | 6/25/2008 | 17,066,925 |
6/25/2008 | 7/25/2008 | 16,547,025 |
7/25/2008 | 8/25/2008 | 16,042,825 |
8/25/2008 | 9/25/2008 | 15,553,875 |
9/25/2008 | 10/25/2008 | 15,079,750 |
10/25/2008 | 11/25/2008 | 14,619,950 |
11/25/2008 | 12/25/2008 | 14,174,075 |
12/25/2008 | 1/25/2009 | 13,741,675 |
1/25/2009 | 2/25/2009 | 13,322,400 |
2/25/2009 | 3/25/2009 | 12,915,800 |
3/25/2009 | 4/25/2009 | 12,521,525 |
4/25/2009 | 5/25/2009 | 12,139,200 |
5/25/2009 | 6/25/2009 | 11,768,450 |
6/25/2009 | 7/25/2009 | 11,408,950 |
7/25/2009 | 8/25/2009 | 11,060,325 |
8/25/2009 | 9/25/2009 | 10,722,275 |
9/25/2009 | 10/25/2009 | 10,394,500 |
10/25/2009 | 11/25/2009 | 10,076,650 |
Reference Number: FXNCC9228
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 9,768,425 |
12/25/2009 | 1/25/2010 | 9,469,575 |
1/25/2010 | 2/25/2010 | 9,179,800 |
2/25/2010 | 3/25/2010 | 8,898,800 |
3/25/2010 | 4/25/2010 | 8,626,350 |
4/25/2010 | 5/25/2010 | 8,362,150 |
5/25/2010 | 6/25/2010 | 8,106,000 |
6/25/2010 | 7/25/2010 | 7,857,625 |
7/25/2010 | 8/25/2010 | 7,616,775 |
8/25/2010 | 9/25/2010 | 7,383,275 |
9/25/2010 | 10/25/2010 | 7,156,850 |
10/25/2010 | 11/25/2010 | 6,937,325 |
11/25/2010 | 12/25/2010 | 6,724,450 |
12/25/2010 | 1/25/2011 | 6,518,075 |
1/25/2011 | 2/25/2011 | 6,317,975 |
2/25/2011 | 3/25/2011 | 6,123,950 |
3/25/2011 | 4/25/2011 | 5,935,850 |
4/25/2011 | 5/25/2011 | 5,753,475 |
5/25/2011 | 6/25/2011 | 5,576,650 |
6/25/2011 | 7/25/2011 | 5,405,200 |
7/25/2011 | 8/25/2011 | 5,238,975 |
8/25/2011 | 9/25/2011 | 5,077,825 |
9/25/2011 | 10/25/2011 | 4,921,575 |
10/25/2011 | Termination Date | 4,770,100 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9229 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Counterparty”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Counterparty (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9229
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | December 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9238 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.91000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9229
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Counterparty: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9229
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Counterparty acknowledges that Party A has advised Counterparty to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Counterparty has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9229
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9229
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 9,914,560 |
3/25/2007 | 4/25/2007 | 9,839,450 |
4/25/2007 | 5/25/2007 | 9,742,580 |
5/25/2007 | 6/25/2007 | 9,623,980 |
6/25/2007 | 7/25/2007 | 9,483,830 |
7/25/2007 | 8/25/2007 | 9,322,430 |
8/25/2007 | 9/25/2007 | 9,140,260 |
9/25/2007 | 10/25/2007 | 8,937,910 |
10/25/2007 | 11/25/2007 | 8,716,130 |
11/25/2007 | 12/25/2007 | 8,475,820 |
12/25/2007 | 1/25/2008 | 8,218,010 |
1/25/2008 | 2/25/2008 | 7,967,990 |
2/25/2008 | 3/25/2008 | 7,725,530 |
3/25/2008 | 4/25/2008 | 7,490,390 |
4/25/2008 | 5/25/2008 | 7,262,360 |
5/25/2008 | 6/25/2008 | 7,041,220 |
6/25/2008 | 7/25/2008 | 6,826,770 |
7/25/2008 | 8/25/2008 | 6,618,810 |
8/25/2008 | 9/25/2008 | 6,417,130 |
9/25/2008 | 10/25/2008 | 6,221,550 |
10/25/2008 | 11/25/2008 | 6,031,900 |
11/25/2008 | 12/25/2008 | 5,847,980 |
12/25/2008 | 1/25/2009 | 5,669,630 |
1/25/2009 | 2/25/2009 | 5,496,670 |
2/25/2009 | 3/25/2009 | 5,328,960 |
3/25/2009 | 4/25/2009 | 5,166,320 |
4/25/2009 | 5/25/2009 | 5,008,610 |
5/25/2009 | 6/25/2009 | 4,855,680 |
6/25/2009 | 7/25/2009 | 4,707,380 |
7/25/2009 | 8/25/2009 | 4,563,580 |
8/25/2009 | 9/25/2009 | 4,424,130 |
9/25/2009 | 10/25/2009 | 4,288,910 |
10/25/2009 | 11/25/2009 | 4,157,800 |
Reference Number: FXNCC9229
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 4,030,660 |
12/25/2009 | 1/25/2010 | 3,907,370 |
1/25/2010 | 2/25/2010 | 3,787,830 |
2/25/2010 | 3/25/2010 | 3,671,920 |
3/25/2010 | 4/25/2010 | 3,559,520 |
4/25/2010 | 5/25/2010 | 3,450,540 |
5/25/2010 | 6/25/2010 | 3,344,860 |
6/25/2010 | 7/25/2010 | 3,242,400 |
7/25/2010 | 8/25/2010 | 3,143,050 |
8/25/2010 | 9/25/2010 | 3,046,710 |
9/25/2010 | 10/25/2010 | 2,953,310 |
10/25/2010 | 11/25/2010 | 2,862,740 |
11/25/2010 | 12/25/2010 | 2,774,930 |
12/25/2010 | 1/25/2011 | 2,689,780 |
1/25/2011 | 2/25/2011 | 2,607,230 |
2/25/2011 | 3/25/2011 | 2,527,190 |
3/25/2011 | 4/25/2011 | 2,449,580 |
4/25/2011 | 5/25/2011 | 2,374,340 |
5/25/2011 | 6/25/2011 | 2,301,390 |
6/25/2011 | 7/25/2011 | 2,230,660 |
7/25/2011 | 8/25/2011 | 2,162,080 |
8/25/2011 | 9/25/2011 | 2,095,590 |
9/25/2011 | 10/25/2011 | 2,031,130 |
10/25/2011 | 11/25/2011 | 1,968,630 |
11/25/2011 | Termination Date | 1,908,040 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9238 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Counterparty”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Counterparty (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9238
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | January 25, 2012, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229 and FXNCC9239 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 4.97000% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9238
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Counterparty: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9238
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Counterparty acknowledges that Party A has advised Counterparty to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Counterparty has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Counterparty hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9238
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Counterparty, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9238
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 19,936,000 |
3/25/2007 | 4/25/2007 | 19,829,120 |
4/25/2007 | 5/25/2007 | 19,678,900 |
5/25/2007 | 6/25/2007 | 19,485,160 |
6/25/2007 | 7/25/2007 | 19,247,960 |
7/25/2007 | 8/25/2007 | 18,967,660 |
8/25/2007 | 9/25/2007 | 18,644,860 |
9/25/2007 | 10/25/2007 | 18,280,520 |
10/25/2007 | 11/25/2007 | 17,875,820 |
11/25/2007 | 12/25/2007 | 17,432,260 |
12/25/2007 | 1/25/2008 | 16,951,640 |
1/25/2008 | 2/25/2008 | 16,436,020 |
2/25/2008 | 3/25/2008 | 15,935,980 |
3/25/2008 | 4/25/2008 | 15,451,060 |
4/25/2008 | 5/25/2008 | 14,980,780 |
5/25/2008 | 6/25/2008 | 14,524,720 |
6/25/2008 | 7/25/2008 | 14,082,440 |
7/25/2008 | 8/25/2008 | 13,653,540 |
8/25/2008 | 9/25/2008 | 13,237,620 |
9/25/2008 | 10/25/2008 | 12,834,260 |
10/25/2008 | 11/25/2008 | 12,443,100 |
11/25/2008 | 12/25/2008 | 12,063,800 |
12/25/2008 | 1/25/2009 | 11,695,960 |
1/25/2009 | 2/25/2009 | 11,339,260 |
2/25/2009 | 3/25/2009 | 10,993,340 |
3/25/2009 | 4/25/2009 | 10,657,920 |
4/25/2009 | 5/25/2009 | 10,332,640 |
5/25/2009 | 6/25/2009 | 10,017,220 |
6/25/2009 | 7/25/2009 | 9,711,360 |
7/25/2009 | 8/25/2009 | 9,414,760 |
8/25/2009 | 9/25/2009 | 9,127,160 |
9/25/2009 | 10/25/2009 | 8,848,260 |
10/25/2009 | 11/25/2009 | 8,577,820 |
Reference Number: FXNCC9238
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
11/25/2009 | 12/25/2009 | 8,315,600 |
12/25/2009 | 1/25/2010 | 8,061,320 |
1/25/2010 | 2/25/2010 | 7,814,740 |
2/25/2010 | 3/25/2010 | 7,575,660 |
3/25/2010 | 4/25/2010 | 7,343,840 |
4/25/2010 | 5/25/2010 | 7,119,040 |
5/25/2010 | 6/25/2010 | 6,901,080 |
6/25/2010 | 7/25/2010 | 6,689,720 |
7/25/2010 | 8/25/2010 | 6,484,800 |
8/25/2010 | 9/25/2010 | 6,286,100 |
9/25/2010 | 10/25/2010 | 6,093,420 |
10/25/2010 | 11/25/2010 | 5,906,620 |
11/25/2010 | 12/25/2010 | 5,725,480 |
12/25/2010 | 1/25/2011 | 5,549,860 |
1/25/2011 | 2/25/2011 | 5,379,560 |
2/25/2011 | 3/25/2011 | 5,214,460 |
3/25/2011 | 4/25/2011 | 5,054,380 |
4/25/2011 | 5/25/2011 | 4,899,160 |
5/25/2011 | 6/25/2011 | 4,748,680 |
6/25/2011 | 7/25/2011 | 4,602,780 |
7/25/2011 | 8/25/2011 | 4,461,320 |
8/25/2011 | 9/25/2011 | 4,324,160 |
9/25/2011 | 10/25/2011 | 4,191,180 |
10/25/2011 | 11/25/2011 | 4,062,260 |
11/25/2011 | 12/25/2011 | 3,937,260 |
12/25/2011 | Termination Date | 3,816,080 |
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNCC9239 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Bear Stearns”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Bear Stearns and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNCC9239
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Rate Cap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | November 25, 2009, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount (Premium): | Inapplicable. The Fixed Amounts for this Transaction and for the Transactions with the Party A Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229 and FXNCC9238 is embedded in the determination of the Additional Amount specified in the Confirmation identified by Party A Reference Number FXNSC9240. | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Cap Rate: | 5.15900% | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNCC9239
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNCC9239
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNCC9239
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNCC9239
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) |
Effective Date | 3/25/2007 | 24,598,625 |
3/25/2007 | 4/25/2007 | 24,356,450 |
4/25/2007 | 5/25/2007 | 24,059,950 |
5/25/2007 | 6/25/2007 | 23,709,575 |
6/25/2007 | 7/25/2007 | 23,306,075 |
7/25/2007 | 8/25/2007 | 22,850,650 |
8/25/2007 | 9/25/2007 | 22,344,775 |
9/25/2007 | 10/25/2007 | 21,790,325 |
10/25/2007 | 11/25/2007 | 21,189,550 |
11/25/2007 | 12/25/2007 | 20,545,025 |
12/25/2007 | 1/25/2008 | 19,919,975 |
1/25/2008 | 2/25/2008 | 19,313,825 |
2/25/2008 | 3/25/2008 | 18,725,975 |
3/25/2008 | 4/25/2008 | 18,155,900 |
4/25/2008 | 5/25/2008 | 17,603,050 |
5/25/2008 | 6/25/2008 | 17,066,925 |
6/25/2008 | 7/25/2008 | 16,547,025 |
7/25/2008 | 8/25/2008 | 16,042,825 |
8/25/2008 | 9/25/2008 | 15,553,875 |
9/25/2008 | 10/25/2008 | 15,079,750 |
10/25/2008 | 11/25/2008 | 14,619,950 |
11/25/2008 | 12/25/2008 | 14,174,075 |
12/25/2008 | 1/25/2009 | 13,741,675 |
1/25/2009 | 2/25/2009 | 13,322,400 |
2/25/2009 | 3/25/2009 | 12,915,800 |
3/25/2009 | 4/25/2009 | 12,521,525 |
4/25/2009 | 5/25/2009 | 12,139,200 |
5/25/2009 | 6/25/2009 | 11,768,450 |
6/25/2009 | 7/25/2009 | 11,408,950 |
7/25/2009 | 8/25/2009 | 11,060,325 |
8/25/2009 | 9/25/2009 | 10,722,275 |
9/25/2009 | 10/25/2009 | 10,394,500 |
10/25/2009 | Termination Date | 10,076,650 |
Reference Number: FXNCC9239
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
![](https://capedge.com/proxy/8-K/0001144204-07-012125/bearstearns_logo-horizsmall.jpg)
BEAR STEARNS FINANCIAL PRODUCTS INC.
383 MADISON AVENUE
NEW YORK, NEW YORK 10179
212-272-4009
DATE: | February 22, 2007 |
TO: | Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 |
ATTENTION: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
TELEPHONE: | 714-247-6000 |
FACSIMILE: | 714-247-6285 |
FROM: | Derivatives Documentation |
TELEPHONE: | 212-272-2711 |
FACSIMILE: | 212-272-9857 |
SUBJECT: | Fixed Income Derivatives Confirmation |
REFERENCE NUMBER(S): | FXNSC9240 |
The purpose of this letter agreement is to confirm the terms and conditions of the Transaction entered into on the Trade Date specified below (the "Transaction") between Bear Stearns Financial Products Inc. (“Party A”) and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1. (“Party B”). This letter agreement constitutes the sole and complete “Confirmation,” as referred to in the Master Agreement specified below, with respect to this Transaction.
1. | This Confirmation is subject to and incorporates the 2000 ISDA Definitions (the “Definitions”), as published by the International Swaps and Derivatives Association, Inc. (“ISDA”). This Confirmation supplements, forms a part of and is subject to the ISDA Master Agreement dated as of February 22, 2007 between Party A and Party B (the agreement, as amended and supplemented from time to time, being referred to herein as the “Master Agreement”). All provisions contained in, or incorporated by reference to, the Master Agreement shall govern the Transaction referenced in this Confirmation except as expressly modified herein. In the event of any inconsistency between this Confirmation and the Definitions or Master Agreement, this Confirmation shall prevail. |
Reference Number: FXNSC9240
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 2 of 7
2. | The terms of the particular Transaction to which this Confirmation relates are as follows: | |
Type of Transaction: | Interest Rate Swap | |
Notional Amount: | With respect to any Calculation Period, the amount set forth for such period on Schedule I attached hereto. | |
Trade Date: | February 16, 2007 | |
Effective Date: | February 26, 2007 | |
Termination Date: | December 25, 2011, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Amount: | ||
Fixed Rate Payer: | Party B | |
Fixed Rate Payer | ||
Payment Date: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Fixed Rate: | With respect to any Calculation Period, the Fixed Rate set forth for such period on Schedule I attached hereto | |
Fixed Rate Day | ||
Count Fraction: | 30/360 | |
Floating Amounts: | ||
Floating Rate Payer: | Party A | |
Floating Rate Payer | ||
Payment Dates: | The 25th calendar day of each month during the Term of this Transaction, commencing March 25, 2007 and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention. | |
Floating Rate Option: | USD-LIBOR-BBA | |
Reference Number: FXNSC9240
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 3 of 7
Designated Maturity: | One month | |
Floating Rate Day | ||
Count Fraction: | Actual/360 | |
Reset Dates: | The first day of each Calculation Period | |
Compounding: | Inapplicable | |
Business Days: | New York | |
Business Day Convention: | Following | |
Additional Amount: | In connection with entering into this Transaction, USD 80,000 is payable by Party B to Party A on February 22, 2007. The Fixed Amounts for the Transactions identified by the Party A Reference Number FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238 and FXNCC9239 are embedded in the determination of the Additional Amount. | |
Calculation Agent: | Party A |
NEITHER THE BEAR STEARNS COMPANIES INC. NOR ANY SUBSIDIARY OR AFFILIATE OF THE BEAR STEARNS COMPANIES INC. OTHER THAN PARTY A IS AN OBLIGOR OR A CREDIT SUPPORT PROVIDER ON THIS TRANSACTION.
3. | Account Details and | |
Settlement Information: | Payments to Party A: | |
Citibank, N.A., New York | ||
ABA Number: 021-0000-89, for the account of | ||
Bear, Stearns Securities Corp. | ||
Account Number: 0925-3186, for further credit to | ||
Bear Stearns Financial Products Inc. | ||
Sub-account Number: 102-04654-1-3 | ||
Attention: Derivatives Department | ||
Payments to Party B: | ||
Deutsche Bank Trust Company - Americas | ||
ABA Number: 021001033 | ||
Account Number: 014-19-663 | ||
Account Name: NYLTD Funds Control - Stars West | ||
Ref: ISAC 2007-1 Derivative Acct - SWAP/Cap pmt |
Reference Number: FXNSC9240
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 4 of 7
Additional Provisions:
Non-Reliance. Each party represents to the other party that (a) it has not received and is not relying upon any legal, tax, regulatory, accounting or other advice (whether written or oral) of the other party regarding this Transaction, other than representations expressly made by that other party in this Confirmation and in the Master Agreement and (b) in respect of this Transaction, (i) it has the capacity to evaluate (internally or through independent professional advice) this Transaction and has made its own decision to enter into this Transaction and (ii) it understands the terms, conditions and risks of this Transaction and is willing to assume (financially and otherwise) those risks. Party B acknowledges that Party A has advised Party B to consult its own tax, accounting and legal advisors in connection with this Transaction evidenced by this Confirmation and that the Party B has done so.
This Confirmation may be executed in several counterparts, each of which shall be deemed an original but all of which together shall constitute one and the same instrument.
Party B hereby agrees to check this Confirmation and to confirm that the foregoing correctly sets forth the terms of the Transaction by signing in the space provided below and returning to Party A a facsimile of the fully-executed Confirmation to 212-272-9857. For inquiries regarding U.S. Transactions, please contact Derivatives Documentation by telephone at 212-272-711. For all other inquiries please contact Derivatives Documentation by telephone at 353-1-402-6233. Originals will be provided for your execution upon your request.
Reference Number: FXNSC9240
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 5 of 7
We are very pleased to have executed this Transaction with you and we look forward to completing other transactions with you in the near future.
Very truly yours,
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
Party B, acting through its duly authorized signatory, hereby agrees to, accepts and confirms the terms of the foregoing as of the Trade Date.
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
By: _______________________________
Name:
Title:
Name:
Title:
am
Reference Number: FXNSC9240
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 6 of 7
SCHEDULE I
(All such dates adjustment in accordance with the Business Day Convention)
From and including | To but excluding | Notional Amount (USD) | Fixed Rate (%) |
Effective Date | 3/25/2007 | 690,640,149 | 5.03290 |
3/25/2007 | 4/25/2007 | 686,323,999 | 5.03319 |
4/25/2007 | 5/25/2007 | 680,503,497 | 5.03348 |
5/25/2007 | 6/25/2007 | 673,175,440 | 5.03379 |
6/25/2007 | 7/25/2007 | 664,346,530 | 5.03410 |
7/25/2007 | 8/25/2007 | 654,032,299 | 5.03442 |
8/25/2007 | 9/25/2007 | 642,259,464 | 5.03476 |
9/25/2007 | 10/25/2007 | 629,063,121 | 5.03510 |
10/25/2007 | 11/25/2007 | 614,489,765 | 5.03546 |
11/25/2007 | 12/25/2007 | 598,595,285 | 5.03583 |
12/25/2007 | 1/25/2008 | 581,614,247 | 5.03622 |
1/25/2008 | 2/25/2008 | 564,516,026 | 5.03642 |
2/25/2008 | 3/25/2008 | 547,340,337 | 5.03642 |
3/25/2008 | 4/25/2008 | 530,683,441 | 5.03642 |
4/25/2008 | 5/25/2008 | 514,530,146 | 5.03642 |
5/25/2008 | 6/25/2008 | 498,864,862 | 5.03642 |
6/25/2008 | 7/25/2008 | 483,673,406 | 5.03642 |
7/25/2008 | 8/25/2008 | 468,941,334 | 5.03642 |
8/25/2008 | 9/25/2008 | 454,654,516 | 5.03642 |
9/25/2008 | 10/25/2008 | 440,799,989 | 5.03642 |
10/25/2008 | 11/25/2008 | 427,364,774 | 5.03642 |
11/25/2008 | 12/25/2008 | 414,335,766 | 5.03643 |
12/25/2008 | 1/25/2009 | 396,031,757 | 5.03711 |
1/25/2009 | 2/25/2009 | 383,952,321 | 5.03711 |
2/25/2009 | 3/25/2009 | 360,899,810 | 5.03010 |
3/25/2009 | 4/25/2009 | 349,886,650 | 5.03010 |
4/25/2009 | 5/25/2009 | 339,207,465 | 5.03011 |
5/25/2009 | 6/25/2009 | 328,851,630 | 5.03011 |
6/25/2009 | 7/25/2009 | 318,809,530 | 5.03011 |
7/25/2009 | 8/25/2009 | 309,071,920 | 5.03011 |
8/25/2009 | 9/25/2009 | 299,629,055 | 5.03011 |
9/25/2009 | 10/25/2009 | 290,472,705 | 5.03011 |
10/25/2009 | 11/25/2009 | 281,594,090 | 5.03011 |
11/25/2009 | 12/25/2009 | 269,077,130 | 5.02952 |
12/25/2009 | 1/25/2010 | 260,848,245 | 5.02952 |
Reference Number: FXNSC9240
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1
February 22, 2007
Page 7 of 7
1/25/2010 | 2/25/2010 | 248,961,835 | 5.02818 |
2/25/2010 | 3/25/2010 | 155,382,200 | 4.92206 |
3/25/2010 | 4/25/2010 | 150,625,720 | 4.92206 |
4/25/2010 | 5/25/2010 | 146,013,870 | 4.92206 |
5/25/2010 | 6/25/2010 | 141,541,790 | 4.92206 |
6/25/2010 | 7/25/2010 | 137,205,900 | 4.92206 |
7/25/2010 | 8/25/2010 | 133,001,585 | 4.92206 |
8/25/2010 | 9/25/2010 | 128,924,775 | 4.92206 |
9/25/2010 | 10/25/2010 | 124,972,255 | 4.92206 |
10/25/2010 | 11/25/2010 | 121,139,590 | 4.92206 |
11/25/2010 | 12/25/2010 | 117,423,625 | 4.92206 |
12/25/2010 | 1/25/2011 | 113,820,350 | 4.92206 |
1/25/2011 | 2/25/2011 | 110,327,035 | 4.92206 |
2/25/2011 | 3/25/2011 | 106,939,915 | 4.92206 |
3/25/2011 | 4/25/2011 | 103,655,710 | 4.92206 |
4/25/2011 | 5/25/2011 | 100,471,750 | 4.92206 |
5/25/2011 | 6/25/2011 | 97,384,695 | 4.92206 |
6/25/2011 | 7/25/2011 | 94,391,570 | 4.92206 |
7/25/2011 | 8/25/2011 | 91,489,460 | 4.92206 |
8/25/2011 | 9/25/2011 | 88,675,815 | 4.92206 |
9/25/2011 | 10/25/2011 | 85,948,025 | 4.92206 |
10/25/2011 | 11/25/2011 | 83,303,235 | 4.92206 |
11/25/2011 | Termination Date | 69,643,460 | 4.89955 |
ANNEX A
ISDA®
CREDIT SUPPORT ANNEX
to the Schedule to the
ISDA Master Agreement
dated as of February 22, 2007 between
Bear Stearns Financial Products Inc. (hereinafter referred to as “Party A” or “Pledgor”)
And
Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1.
For the avoidance of doubt, and notwithstanding anything to the contrary that may be contained in the Agreement, this Credit Support Annex shall relate solely to the Transactions documented in the Confirmations dated February 22, 2007, between Party A and Party B, Reference Numbers FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
Paragraph 13. Elections and Variables.
(a) | Security Interest for “Obligations”. The term “Obligations” as used in this Annex includes the following additional obligations: |
With respect to Party A: not applicable.
With respect to Party B: not applicable.
(b) | Credit Support Obligations. |
(i) | Delivery Amount, Return Amount and Credit Support Amount. |
(A) | “Delivery Amount” has the meaning specified in Paragraph 3(a) as amended (I) by deleting the words “upon a demand made by the Secured Party on or promptly following a Valuation Date” and inserting in lieu thereof the words “not later than the close of business on each Valuation Date” and (II) by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Value as of that Valuation Date of all Posted Credit Support held by the Secured Party.” and inserting in lieu thereof the following: |
The “Delivery Amount” applicable to the Pledgor for any Valuation Date will equal the greatest of
Copyright © 1994 by International Swaps and Derivatives Association, Inc.
(1) | the amount by which (a) the S&P Credit Support Amount for such Valuation Date exceeds (b) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party, |
(2) | the amount by which (a) the Moody’s First Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party, and |
(3) | the amount by which (a) the Moody’s Second Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party. |
(B) | “Return Amount” has the meaning specified in Paragraph 3(b) as amended by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Credit Support Amount.” and inserting in lieu thereof the following: |
The “Return Amount” applicable to the Secured Party for any Valuation Date will equal the least of
(1) | the amount by which (a) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the S&P Credit Support Amount for such Valuation Date, |
(2) | the amount by which (a) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s First Trigger Credit Support Amount for such Valuation Date, and |
(3) | the amount by which (a) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s Second Trigger Credit Support Amount for such Valuation Date. |
(C) | “Credit Support Amount” shall not apply. For purposes of calculating any Delivery Amount or Return Amount for any Valuation Date, reference shall be made to the S&P Credit Support Amount, the Moody’s First Trigger Credit Support Amount, or the Moody’s Second Trigger Credit Support Amount, in each case for such Valuation Date, as provided in Paragraphs 13(b)(i)(A) and 13(b)(i)(B), above. |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 2 of 15
(ii) | Eligible Collateral. |
The items set forth on the schedule of Eligible Collateral attached as Schedule A hereto will qualify as “Eligible Collateral” (for the avoidance of doubt, all Eligible Collateral described in (D) and (E) of column one of the Collateral Schedule to be denominated in USD).
(iii) | Other Eligible Support. |
The following items will qualify as “Other Eligible Support” for the party specified:
Not applicable.
(iv) | Threshold. |
(A) | “Independent Amount” means zero with respect to Party A and Party B. |
(B) | “Threshold” means, with respect to Party A and any Valuation Date, zero if (i) a Collateral Event has occurred and has been continuing (x) for at least 30 days or (y) since this Annex was executed or (ii) a Required Ratings Downgrade Event has occurred and is continuing; otherwise, infinity. |
“Threshold” means, with respect to Party B and any Valuation Date, infinity.
(C) | “Minimum Transfer Amount” means USD 100,000 with respect to Party A and Party B; provided, however, that if the aggregate Certificate Principal Balance of the Certificates and the aggregate principal balance of the Notes rated by S&P is at the time of any transfer less than USD 50,000,000, the “Minimum Transfer Amount” shall be USD 50,000. |
(D) | Rounding: The Delivery Amount will be rounded up to the nearest integral multiple of USD 10,000. The Return Amount will be rounded down to the nearest integral multiple of USD 10,000. |
(c) | Valuation and Timing. |
(i) | “Valuation Agent” means Party A. |
(ii) | “Valuation Date” means each Local Business Day on which any of the S&P Credit Support Amount, the Moody’s First Trigger Credit Support Amount or the Moody’s Second Trigger Credit Support Amount is greater than zero. |
(iii) | “Valuation Time” means the close of business in the city of the Valuation Agent on the Local Business Day immediately preceding the Valuation Date or date of calculation, as applicable; provided that the calculations of Value and Exposure will be made as of approximately the same time on the same date. The Valuation Agent will notify each party (or the other party, if the Valuation Agent is a party) of its calculations not later than the Notification Time on the applicable Valuation Date (or in the case of Paragraph 6(d), the Local Business Day following the day on which such relevant calculations are performed).” |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 3 of 15
(iv) | “Notification Time” means 11:00 a.m., New York time, on a Local Business Day. |
(v) | External Calculations. At any time at which Party A (or, to the extent applicable, its Credit Support Provider) does not have a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall (at its own expense) obtain external calculations of Party B’s Exposure from at least two Reference Market-makers on the last Local Business Day of each calendar month. Any determination of the S&P Credit Support Amount shall be based on the greatest of Party B’s Exposure determined by the Valuation Agent and such Reference Market-makers. Such external calculation may not be obtained from the same Reference Market-maker more than four times in any 12-month period. |
(vi) | Notice to S&P. At any time at which Party A (or, to the extent applicable, its Credit Support Provider) does not have a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall provide to S&P not later than the Notification Time on the Local Business Day following each Valuation Date its calculations of Party B’s Exposure and the S&P Value of any Eligible Credit Support or Posted Credit Support for that Valuation Date. The Valuation Agent shall also provide to S&P any external marks of Party B’s Exposure. |
(d) | Conditions Precedent and Secured Party’s Rights and Remedies. The following Termination Events will be a “Specified Condition” for the party specified (that party being the Affected Party if the Termination Event occurs with respect to that party): With respect to Party A and Party B: None. |
(e) | Substitution. |
(i) | “Substitution Date” has the meaning specified in Paragraph 4(d)(ii). |
(ii) | Consent. If specified here as applicable, then the Pledgor must obtain the Secured Party’s consent for any substitution pursuant to Paragraph 4(d): Inapplicable. |
(f) | Dispute Resolution. |
(i) | “Resolution Time” means 1:00 p.m. New York time on the Local Business Day following the date on which the notice of the dispute is given under Paragraph 5. |
(ii) | Value. Notwithstanding anything to the contrary in Paragraph 12, for the purpose of Paragraphs 5(i)(C) and 5(ii), the S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value, on any date, of Eligible Collateral other than Cash will be calculated as follows: |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 4 of 15
For Eligible Collateral in the form of securities listed in Paragraph 13(b)(ii): the product of (1)(x) the bid-side quotation at the Valuation Time for such securities on the principal national securities exchange on which such securities are listed, or (y) if such securities are not listed on a national securities exchange, the arithmetic mean of the bid-side quotations for such securities quoted at the Valuation Time by any three principal market makers for such securities selected by the Valuation Agent, provided that if only two bid-side quotations are obtained, then the arithmetic mean of such two bid-side quotations will be used, and if only one bid-side quotation is obtained, such quotation shall be used, or (z) if no such bid price is listed or quoted for such date, the bid price listed or quoted (as the case may be) at the Valuation Time for the day next preceding such date on which such prices were available and (2) the applicable Valuation Percentage for such Eligible Collateral.
(iii) | Alternative. The provisions of Paragraph 5 will apply. |
(g) | Holding and Using Posted Collateral. |
(i) | Eligibility to Hold Posted Collateral; Custodians. Party B (or its Custodian) will be entitled to hold Posted Collateral pursuant to Paragraph 6(b), provided that the following conditions applicable to it are satisfied: |
(1) | it is not a Defaulting Party. |
(2) | Posted Collateral consisting of Cash or certificated securities that cannot be paid or delivered by book-entry may be held only in any state of the United States which has adopted the Uniform Commercial Code. |
(3) | in the case of any Custodian for Party B, such Custodian (or, to the extent applicable, its parent company or credit support provider) shall then have a short-term unsecured and unsubordinated debt rating from S&P of at least “A-1”. |
Initially, the Custodian for Party B is: Supplemental Interest Trust Trustee
(ii) | Use of Posted Collateral. The provisions of Paragraph 6(c) will not apply to Party B, and Party B shall not have any right to use Posted Collateral or take any action specified in such Paragraph 6(c). |
(h) | Distributions and Interest Amount. |
(i) | Interest Rate. The “Interest Rate” will be the actual interest rate earned on Posted Collateral in the form of Cash that is held by Party B or its Custodian. Posted Collateral in the form of Cash shall be invested in such overnight (or redeemable within two Local Business Days of demand) Permitted Investments rated at least (x) AAAm or AAAm-G by S&P and (y) Prime-1 by Moody’s or Aaa by Moody’s, as directed by Party A. Gains and losses incurred in respect of any investment of Posted Collateral in the form of Cash in Permitted Investments as directed by Party A shall be for the account of Party A. |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 5 of 15
(ii) | Amendment of Paragraph 6(d)(i) - Distributions. Clause (d)(i) of Paragraph 6 shall be amended and restated to read in its entirety as follows: |
“(i) Distributions. If Party B receives Distributions on a Local Business Day, it will Transfer to Party A not later than the following Local Business Day any Distributions it receives, and such Distributions will constitute Posted Collateral and will be subject to the security interest granted under Paragraph 2. For the avoidance of doubt, any Distributions will not be Transferred to Party A pursuant to Paragraph 6.”
(iii) | Amendment of Paragraph 6(d)(ii) - Interest Amount. Clause (d)(ii) of Paragraph 6 shall be amended and restated to read in its entirety as follows: |
“(ii) Interest Amount. In lieu of any interest, dividends or other amounts paid with respect to Posted Collateral in the form of Cash (all of which may be retained by the Secured Party), the Secured Party will Transfer to the Pledgor on the 20th day of each calendar month (or if such day is not a Local Business Day, the next Local Business Day) the Interest Amount. Any Interest Amount or portion thereof not Transferred pursuant to this Paragraph will constitute Posted Collateral in the form of Cash and will be subject to the security interest granted under Paragraph 2. For purposes of calculating the Interest Amount the amount of interest calculated for each day of the interest period shall be compounded monthly.” Secured Party shall not be obligated to transfer any Interest Amount unless and until it has received such amount.
(i) | Additional Representation(s). There are no additional representations by either party. |
(j) | Other Eligible Support and Other Posted Support. |
(i) | “Value” with respect to Other Eligible Support and Other Posted Support means: not applicable. |
(ii) | “Transfer” with respect to Other Eligible Support and Other Posted Support means: not applicable. |
(k) | Demands and Notices.All demands, specifications and notices under this Annex will be made pursuant to the Notices Section of this Agreement, except that any demand, specification or notice shall be given to or made at the following addresses, or at such other address as the relevant party may from time to time designate by giving notice (in accordance with the terms of this paragraph) to the other party: |
If to Party A, at the address specified pursuant to the Notices Section of this Agreement.
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 6 of 15
If to Party B, at the address specified pursuant to the Notices Section of this Agreement.
If to Party B’s Custodian: at the address designated in writing from time to time.
(l) | Address for Transfers. Each Transfer hereunder shall be made to the address specified below or to an address specified in writing from time to time by the party to which such Transfer will be made. |
Party A account details for holding collateral:
Citibank, N.A., New York
ABA Number: 021-0000-89, for the account of Bear, Stearns Securities Corp.
Account Number: 0925-3186, for further credit to Bear Stearns Financial Products Inc.
Sub-account Number: 102-04654-1-3
Attention: Derivatives Department
Party B’s Custodian account details for holding collateral:
Deutsche Bank Trust Company - Americas
ABA Number: 021001033
Account Number: 014-19-663
Account Name: NYLTD Funds Control - Stars West
Ref: ISAC 2007-1 Posted Collateral Acct
(m) | Other Provisions. |
(i) | Collateral Account. Party B shall open and maintain a segregated account, which shall be an Eligible Account, and hold, record and identify all Posted Collateral in such segregated account. |
(ii) | Agreement as to Single Secured Party and Single Pledgor. Party A and Party B hereby agree that, notwithstanding anything to the contrary in this Annex, (a) the term “Secured Party” as used in this Annex means only Party B, (b) the term “Pledgor” as used in this Annex means only Party A, (c) only Party A makes the pledge and grant in Paragraph 2, the acknowledgement in the final sentence of Paragraph 8(a) and the representations in Paragraph 9. |
(iii) | Calculation of Value. Paragraph 4(c) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, Moody’s Second Trigger Value”. Paragraph 4(d)(ii) is hereby amended by (A) deleting the words “a Value” and inserting in lieu thereof “an S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value” and (B) deleting the words “the Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5 (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Paragraph 5(i) (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5(i)(C) is hereby amended by deleting the word “the Value, if” and inserting in lieu thereof “any one or more of the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value, as may be”. Paragraph 5(ii) is hereby amended by (1) deleting the first instance of the words “the Value” and inserting in lieu thereof “any one or more of the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value” and (2) deleting the second instance of the words “the Value” and inserting in lieu thereof “such disputed S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Each of Paragraph 8(b)(iv)(B) and Paragraph 11(a) is hereby amended by deleting the word “Value” and inserting in lieu thereof “least of the S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 7 of 15
(iv) | Form of Annex. Party A and Party B hereby agree that the text of Paragraphs 1 through 12, inclusive, of this Annex is intended to be the printed form of ISDA Credit Support Annex (Bilateral Form - ISDA Agreements Subject to New York Law Only version) as published and copyrighted in 1994 by the International Swaps and Derivatives Association, Inc. |
(v) | Events of Default. Clause (iii) of Paragraph 7 shall not apply to Party B. |
(vi) | Expenses. Notwithstanding anything to the contrary in Paragraph 10, the Pledgor will be responsible for, and will reimburse the Secured Party for, all transfer and other taxes and other costs involved in any Transfer of Eligible Collateral. |
(vii) | Withholding. Paragraph 6(d)(ii) is hereby amended by inserting immediately after “the Interest Amount” in the fourth line thereof the words “less any applicable withholding taxes.” |
(ix) Additional Definitions. As used in this Annex:
“Collateral Event” means that no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold.
“DV01” means, with respect to a Transaction and any date of determination, the estimated change in the Secured Party’s Transaction Exposure with respect to such Transaction that would result from a one basis point change in the relevant swap curve on such date, as determined by the Valuation Agent in good faith and in a commercially reasonable manner. The Valuation Agent shall, upon request of Party B, provide to Party B a statement showing in reasonable detail such calculation.
“Exposure” has the meaning specified in Paragraph 12, except that after the word “Agreement” the words “(assuming, for this purpose only, that Part 1(f) of the Schedule is deleted)” shall be inserted.
“Local Business Day” means, for purposes of this Annex: any day on which (A) commercial banks are open for business (including dealings in foreign exchange and foreign currency deposits) in New York and the location of Party A, Party B and any Custodian, and (B) in relation to a Transfer of Eligible Collateral, any day on which the clearance system agreed between the parties for the delivery of Eligible Collateral is open for acceptance and execution of settlement instructions (or in the case of a Transfer of Cash or other Eligible Collateral for which delivery is contemplated by other means a day on which commercial banks are open for business (including dealings in foreign exchange and foreign deposits) in New York and the location of Party A, Party B and any Custodian.
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 8 of 15
“Moody’s First Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of
(I) | (A) | for any Valuation Date on which (I) a Moody’s First Trigger Ratings Event has occurred and has been continuing (x) for at least 30 Local Business Days or (y) since this Annex was executed and (II) it is not the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greater of (a) zero and (b) the sum of (i) the Secured Party’s Exposure for such Valuation Date and (ii) the sum, for each Transaction to which this Annex relates, of the lesser of (x) the product of the Moody’s First Trigger DV01 Multiplier and DV01 for such Transaction and such Valuation Date and (y) the product of (i) Moody’s First Trigger Notional Amount Multiplier, and (ii) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date, or |
(B) | for any other Valuation Date, zero, over |
(II) the Threshold for Party A such Valuation Date.
“Moody’s First Trigger DV01 Multiplier” means 15.
“Moody’s First Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s First Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).
“Moody’s First Trigger Notional Amount Multiplier” means 2%.
“Moody’s Second Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of
(I) | (A) | for any Valuation Date on which it is the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greatest of (a) zero, (b) the aggregate amount of the next payment due to be paid by Party A under each Transaction to which this Annex relates, and (c) the sum of (x) the Secured Party’s Exposure for such Valuation Date and (y) the sum, for each Transaction to which this Annex relates, of: |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 9 of 15
(1) | if such Transaction is not a Transaction-Specific Hedge, the lesser of (i) the product of the Moody’s Second Trigger DV01 Multiplier and DV01 for such Transaction and such Valuation Date and (ii) the product of (1) the Moody’s Second Trigger Notional Amount Multiplier, and (2) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or |
(2) | if such Transaction is a Transaction-Specific Hedge, the lesser of (i) the product of the Moody’s Second Trigger Transaction-Specific Hedge DV01 Multiplier and DV01 for such Transaction and such Valuation Date and (ii) the product of (1) the Moody’s Second Trigger Transaction-Specific Hedge Notional Amount Multiplier, and (2) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or |
(B) | for any other Valuation Date, zero, over |
(II) the Threshold for Party A for such Valuation Date.
“Moody’s Second Trigger DV01 Multiplier” means 50.
“Moody’s Second Trigger Notional Amount Multiplier” means 8%.
“Moody’s Second Trigger Transaction-Specific Hedge DV01 Multiplier” means 65.
“Moody’s Second Trigger Transaction-Specific Hedge Notional Amount Multiplier” means 10%.
“Moody’s Second Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s Second Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).
“Remaining Weighted Average Maturity” means, with respect to a Transaction, the expected weighted average maturity for such Transaction as determined by the Valuation Agent.
“S&P Credit Support Amount” means, for any Valuation Date, the excess, if any, of
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 10 of 15
(I) | (A) | for any Valuation Date on which (i) an S&P Approved Ratings Downgrade Event has occurred and been continuing for at least 30 days or (ii) a S&P Required Ratings Downgrade Event has occurred and is continuing, an amount equal to the sum of (1) 100.0% of the Secured Party’s Exposure for such Valuation Date and (2) the sum, for each Transaction to which this Annex relates, of the product of (i) the Volatility Buffer for such Transaction, and (ii) the Notional Amount of such Transaction for the Calculation Period of such Transaction (each as defined in the related Confirmation) which includes such Valuation Date, or |
(B) | for any other Valuation Date, zero, over |
(II) the Threshold for Party A for such Valuation Date.
“S&P Value” means, on any date and with respect to any Eligible Collateral other than Cash, the product of (A) the bid price obtained by the Valuation Agent for such Eligible Collateral and (B) the S&P Valuation Percentage for such Eligible Collateral set forth in paragraph 13(b)(ii).
“Transaction Exposure” means, for any Transaction, Exposure determined as if such Transaction were the only Transaction between the Secured Party and the Pledgor.
“Transaction-Specific Hedge” means any Transaction that is (i) an interest rate swap in respect of which (x) the notional amount of the interest rate swap is “balance guaranteed” or (y) the notional amount of the interest rate swap for any Calculation Period (as defined in the related Confirmation) otherwise is not a specific dollar amount that is fixed at the inception of the Transaction, (ii) an interest rate cap, (iii) an interest rate floor or (iv) an interest rate swaption.
“Valuation Percentage” shall mean, for purposes of determining the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value with respect to any Eligible Collateral or Posted Collateral, the applicable S&P Valuation Percentage, Moody’s First Trigger Valuation Percentage, or Moody’s Second Trigger Valuation Percentage for such Eligible Collateral or Posted Collateral, respectively, in each case as set forth in Paragraph 13(b)(ii).
“Value” shall mean, in respect of any date, the related S&P Value, the related Moody’s First Trigger Value, and the related Moody’s Second Trigger Value.
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 11 of 15
“Volatility Buffer” means, for any Transaction, the related percentage set forth in the following table.
The higher of the S&P short-term credit rating of (i) Party A and (ii) the Credit Support Provider of Party A, if applicable | Remaining Weighted Average Maturity up to 3 years | Remaining Weighted Average Maturity up to 5 years | Remaining Weighted Average Maturity up to 10 years | Remaining Weighted Average Maturity up to 30 years |
“A-2” or higher | 2.75% | 3.25% | 4.00% | 4.75% |
“A-3” | 3.25% | 4.00% | 5.00% | 6.25% |
“BB+” or lower | 3.50% | 4.50% | 6.75% | 7.50% |
[Remainder of this page intentionally left blank]
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 12 of 15
IN WITNESS WHEREOF, the parties have executed this Annex by their duly authorized representatives as of the date of the Agreement.
BEAR STEARNS FINANCIAL PRODUCTS INC. | DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1 |
By: _____________________________ Name Title: Date: | By: _____________________________ Name Title: Date: |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 13 of 15
SCHEDULE A
ELIGIBLE COLLATERAL
ISDA Collateral Asset Definition(ICAD) Code | Remaining Maturity in Years | S&P Valuation Percentage | Moody’s First Trigger ValuationPercentage | Moody’s Second Trigger Valuation Percentage |
(A) US-CASH | N/A | 100% | 100% | 100% |
(B) EU-CASH | N/A | 92.5% | 98% | 94% |
(C) GB-CASH | N/A | 94.1% | 98% | 95% |
(D) US-TBILL US-TNOTE US-TBOND | ||||
1 or less | 98.9% | 100% | 100% | |
More than 1 but not more than 2 | 98.0% | 100% | 99% | |
More than 2 but not more than 3 | 97.4% | 100% | 98% | |
More than 3 but not more than 5 | 95.5% | 100% | 97% | |
More than 5 but not more than 7 | 93.7% | 100% | 96% | |
More than 7 but not more than 10 | 92.5% | 100% | 94% | |
More than 10 but not more than 20 | 91.1% | 100% | 90% | |
More than 20 | 88.6% | 100% | 88% | |
(E) US-GNMA US-FNMA US-FHLMC | ||||
1 or less | 98.5% | 100% | 99% |
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 14 of 15
More than 1 but not more than 2 | 97.7% | 100% | 99% | |
More than 2 but not more than 3 | 97.3% | 100% | 98% | |
More than 3 but not more than 5 | 94.5% | 100% | 96% | |
More than 5 but not more than 7 | 93.1% | 100% | 93% | |
More than 7 but not more than 10 | 90.7% | 100% | 93% | |
More than 10 but not more than 20 | 87.7% | 100% | 89% | |
More than 20 | 84.4% | 100% | 87% | |
(F) Fixed-Rate GA-EUROZONE-GOV | Rated AAA or better by S&P | Rated Aa3 or better by Moody's | Rated Aa3 or better by Moody's | |
1 or less | 98.8% | 98% | 94% | |
More than 1 but not more than 2 | 97.9% | 98% | 93% | |
More than 2 but not more than 3 | 97.1% | 98% | 92% | |
More than 3 but not more than 5 | 91.2% | 98% | 90% | |
More than 5 but not more than 7 | 87.5% | 98% | 89% | |
More than 7 but not more than 10 | 83.8% | 98% | 88% | |
More than 10 but not more than 20 | 75.5% | 98% | 84% |
The ISDA Collateral Asset Definition (ICAD) Codes used in this Schedule A are taken from the Collateral Asset Definitions (First Edition - June 2003) as published and copyrighted in 2003 by the International Swaps and Derivatives Association, Inc.
REFERENCE NUMBERS: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240
Page 15 of 15
(Multicurrency - Cross Border)
ISDA®
International Swap Dealers Association, Inc.
MASTER AGREEMENT
dated as of February 22, 2007
BEAR STEARNS FINANCIAL PRODUCTS INC. and | DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1 |
have entered and/or anticipate entering into one of more transactions (each a "Transaction") that are or will be governed by this Master Agreement, which includes the schedule (the "Schedule"), and the documents and other confirming evidence (each a "Confirmation") exchanged between the parties confirming those Transactions.
Accordingly, the parties agree as follows: —
1. Interpretation
(a) Definitions. The terms defined in Section 14 and in the Schedule will have the meanings therein specified for the purpose of this Master Agreement.
(b) Inconsistency. In the event of any inconsistency between the provisions of the Schedule and the other provisions of this Master Agreement, the Schedule will prevail. In the event of any inconsistency between the provisions of any Confirmation and this Master Agreement (including the Schedule), such Confirmation will prevail for the purpose of the relevant Transaction.
(c) Single Agreement. All Transactions are entered into in reliance on the fact that this Master Agreement and all Confirmations form a single agreement between the parties (collectively referred to as this "Agreement"), and the parties would not otherwise enter into any Transactions.
2. Obligations
(a) General Conditions.
(i) Each party will make each payment or delivery specified in each Confirmation to be made by it, subject to the other provisions of this Agreement.
(ii) Payments under this Agreement will be made on the due date for value on that date in the place of the account specified in the relevant Confirmation or otherwise pursuant to this Agreement, in freely transferable funds and in the manner customary for payments in the required currency. Where settlement is by delivery (that is, other than by payment), such delivery will be made for receipt on the due date in the manner customary for the relevant obligation unless otherwise specified in the relevant Confirmation or elsewhere in this Agreement.
(iii) Each obligation of each party under Section 2(a)(i) is subject to (1) the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, (2) the condition precedent that no Early Termination Date in respect of the relevant Transaction has occurred or been effectively designated and (3) each other applicable condition precedent specified in this Agreement.
Copyright © 1992 by International Swap Dealers Association, Inc.
(b) Change of Account. Either party may change its account for receiving a payment or delivery by giving notice to the other party at least five Local Business Days prior to the scheduled date for the payment or delivery to which such change applies unless such other party gives timely notice of a reasonable objection to such change.
(c) Netting. If on any date amounts would otherwise be payable:—
(i) in the same currency; and
(ii) in respect of the same Transaction,
by each party to the other, then, on such date, each party’s obligation to make payment of any such amount will be automatically satisfied and discharged and, if the aggregate amount that would otherwise have been payable by one party exceeds the aggregate amount that would otherwise have been payable by the other party, replaced by an obligation upon the party by whom the larger aggregate amount would have been payable to pay to the other party the excess of the larger aggregate amount over the smaller aggregate amount.
The parties may elect in respect of two or more Transactions that a net amount will be determined in respect of all amounts payable on the same date in the same currency in respect of such Transactions, regardless of whether such amounts are payable in respect of the same Transaction. The election may be made in the Schedule or a Confirmation by specifying that subparagraph (ii) above will not apply to the Transactions identified as being subject to the election, together with the starting date (in which case subparagraph (ii) above will not, or will cease to, apply to such Transactions from such date). This election may be made separately for different groups of Transactions and will apply separately to each pairing of Offices through which the parties make and receive payments or deliveries.
(d) Deduction or Withholding for Tax.
(i) Gross-Up. All payments under this Agreement will be made without any deduction or withholding for or on account of any Tax unless such deduction or withholding is required by any applicable law, as modified by the practice of any relevant governmental revenue authority, then in effect. If a party is so required to deduct or withhold, then that party (“X”) will:—
(1) promptly notify the other party (“Y”) of such requirement;
(2) pay to the relevant authorities the full amount required to be deducted or withheld (including the full amount required to be deducted or withheld from any additional amount paid by X to Y under this Section 2(d)) promptly upon the earlier of determining that such deduction or withholding is required or receiving notice that such amount has been assessed against Y;
(3) promptly forward to Y an official receipt (or a certified copy), or other documentation reasonably acceptable to Y, evidencing such payment to such authorities; and
(4) if such Tax is an Indemnifiable Tax, pay to Y, in addition to the payment to which Y is otherwise entitled under this Agreement, such additional amount as is necessary to ensure that the net amount actually received by Y (free and clear of Indemnifiable Taxes, whether assessed against X or Y) will equal the full amount Y would have received had no such deduction or withholding been required. However, X will not be required to pay any additional amount to Y to the extent that it would not be required to be paid but for:—
(A) the failure by Y to comply with or perform any agreement contained in Section 4(a)(i), 4(a)(iii) or 4(d); or
(B) the failure of a representation made by Y pursuant to Section 3(f) to be accurate and true unless such failure would not have occurred but for (I) any action taken by a taxing authority, or brought in a court of competent jurisdiction, on or after the date on which a Transaction is entered into (regardless of whether such action is taken or brought with respect to a party to this Agreement) or (II) a Change in Tax Law.
ISDA® 1992
2
(ii) Liability. If: —
(1) X is required by any applicable law, as modified by the practice of any relevant governmental revenue authority, to make any deduction or withholding in respect of which X would not be required to pay an additional amount to Y under Section 2(d)(i)(4);
(2) X does not so deduct or withhold; and
(3) a liability resulting from such Tax is assessed directly against X,
then, except to the extent Y has satisfied or then satisfies the liability resulting from such Tax, Y will promptly pay to X the amount of such liability (including any related liability for interest, but including any related liability for penalties only if Y has failed to comply with or perform any agreement contained in Section 4(a)(i), 4(a)(iii) or 4(d)).
(e) Default Interest; Other Amounts. Prior to the occurrence or effective designation of an Early Termination Date in respect of the relevant Transaction, a party that defaults in the performance of any payment obligation will, to the extent permitted by law and subject to Section 6(c), be required to pay interest (before as well as after judgment) on the overdue amount to the other party on demand in the same currency as such overdue amount, for the period from (and including) the original due date for payment to (but excluding) the date of actual payment, at the Default Rate. Such interest will be calculated on the basis of daily compounding and the actual number of days elapsed. If, prior to the occurrence or effective designation of an Early Termination Date in respect of the relevant Transaction, a party defaults in the performance of any obligation required to be settled by delivery, it will compensate the other party on demand if and to the extent provided for in the relevant Confirmation or elsewhere in this Agreement.
3. | Representations |
Each party represents to the other party (which representations will be deemed to be repeated by each party on each date on which a Transaction is entered into and, in the case of the representations in Section 3(f), at all times until the termination of this Agreement) that:—
(a) Basic Representations.
(i) Status. It is duly organised and validly existing under the laws of the jurisdiction of its organisation or incorporation and, if relevant under such laws, in good standing;
(ii) Powers. It has the power to execute this Agreement and any other documentation relating to this Agreement to which it is a party, to deliver this Agreement and any other documentation relating to this Agreement that it is required by this Agreement to deliver and to perform its obligations under this Agreement and any obligations it has under any Credit Support Document to which it is a party and has taken all necessary action to authorise such execution, delivery and performance;
(iii) No Violation or Conflict. Such execution, delivery and performance do not violate or conflict with any law applicable to it, any provision of its constitutional documents, any order or judgment of any court or other agency of government applicable to it or any of its assets or any contractual restriction binding on or affecting it or any of its assets;
(iv) Consents. All governmental and other consents that are required to have been obtained by it with respect to this Agreement or any Credit Support Document to which it is a party have been obtained and are in full force and effect and all conditions of any such consents have been complied with; and
(v) Obligations Binding. Its obligations under this Agreement and any Credit Support Document to which it is a party constitute its legal, valid and binding obligations, enforceable in accordance with their respective terms (subject to applicable bankruptcy, reorganisation, insolvency, moratorium or similar laws affecting creditors’ rights generally and subject, as to enforceability, to equitable principles of general application (regardless of whether enforcement is sought in a proceeding in equity or at law)).
ISDA® 1992
3
(b) Absence of Certain Events. No Event of Default or Potential Event of Default or, to its knowledge, Termination Event with respect to it has occurred and is continuing and no such event or circumstance would occur as a result of its entering into or performing its obligations under this Agreement or any Credit Support Document to which it is a party.
(c) Absence of Litigation. There is not pending or, to its knowledge, threatened against it or any of its Affiliates any action, suit or proceeding at law or in equity or before any court, tribunal, governmental body, agency or official or any arbitrator that is likely to affect the legality, validity or enforceability against it of this Agreement or any Credit Support Document to which it is a party or its ability to perform its obligations under this Agreement or such Credit Support Document.
(d) Accuracy of Specified Information. All applicable information that is furnished in writing by or on behalf of it to the other party and is identified for the purpose of this Section 3(d) in the Schedule is, as of the date of the information, true, accurate and complete in every material respect.
(e) Payer Tax Representation. Each representation specified in the Schedule as being made by it for the purpose of this Section 3(e) is accurate and true.
(f) Payee Tax Representations. Each representation specified in the Schedule as being made by it for the purpose of this Section 3(f) is accurate and true.
4. | Agreements |
Each party agrees with the other that, so long as either party has or may have any obligation under this Agreement or under any Credit Support Document to which it is a party:—
(a) Furnish Specified Information. It will deliver to the other party or, in certain cases under subparagraph (iii) below, to such government or taxing authority as the other party reasonably directs:—
(i) any forms, documents or certificates relating to taxation specified in the Schedule or any Confirmation;
(ii) any other documents specified in the Schedule or any Confirmation; and
(iii) upon reasonable demand by such other party, any form or document that may be required or reasonably requested in writing in order to allow such other party or its Credit Support Provider to make a payment under this Agreement or any applicable Credit Support Document without any deduction or withholding for or on account of any Tax or with such deduction or withholding at a reduced rate (so long as the completion, execution or submission of such form or document would not materially prejudice the legal or commercial position of the party in receipt of such demand), with any such form or document to be accurate and completed in a manner reasonably satisfactory to such other party and to be executed and to be delivered with any reasonably required certification,
in each case by the date specified in the Schedule or such Confirmation or, if none is specified, as soon as reasonably practicable.
(b) Maintain Authorisations. It will use all reasonable efforts to maintain in full force and effect all consents of any governmental or other authority that are required to be obtained by it with respect to this Agreement or any Credit Support Document to which it is a party and will use all reasonable efforts to obtain any that may become necessary in the future.
(c) Comply with Laws. It will comply in all material respects with all applicable laws and orders to which it may be subject if failure so to comply would materially impair its ability to perform its obligations under this Agreement or any Credit Support Document to which it is a party.
(d) Tax Agreement. It will give notice of any failure of a representation made by it under Section 3(f) to be accurate and true promptly upon learning of such failure.
ISDA® 1992
4
(e) Payment of Stamp Tax. Subject to Section 11, it will pay any Stamp Tax levied or imposed upon it or in respect of its execution or performance of this Agreement by a jurisdiction in which it is incorporated, organised, managed and controlled, or considered to have its seat, or in which a branch or office through which it is acting for the purpose of this Agreement is located (“Stamp Tax Jurisdiction”) and will indemnify the other party against any Stamp Tax levied or imposed upon the other party or in respect of the other party’s execution or performance of this Agreement by any such Stamp Tax Jurisdiction which is not also a Stamp Tax Jurisdiction with respect to the other party.
5. | Events of Default and Termination Events |
(a) Events of Default. The occurrence at any time with respect to a party or, if applicable, any Credit Support Provider of such party or any Specified Entity of such party of any of the following events constitutes an event of default (an “Event of Default”) with respect to such party:—
(i) Failure to Pay or Deliver. Failure by the party to make, when due, any payment under this Agreement or delivery under Section 2(a)(i) or 2(e) required to be made by it if such failure is not remedied on or before the third Local Business Day after notice of such failure is given to the party;
(ii) Breach of Agreement. Failure by the party to comply with or perform any agreement or obligation (other than an obligation to make any payment under this Agreement or delivery under Section 2(a)(i) or 2(e) or to give notice of a Termination Event or any agreement or obligation under Section 4(a)(i), 4(a)(iii) or 4(d)) to be complied with or performed by the party in accordance with this Agreement if such failure is not remedied on or before the thirtieth day after notice of such failure is given to the party;
(iii) Credit Support Default.
(1) Failure by the party or any Credit Support Provider of such party to comply with or perform any agreement or obligation to be complied with or performed by it in accordance with any Credit Support Document if such failure is continuing after any applicable grace period has elapsed;
(2) the expiration or termination of such Credit Support Document or the failing or ceasing of such Credit Support Document to be in full force and effect for the purpose of this Agreement (in either case other than in accordance with its terms) prior to the satisfaction of all obligations of such party under each Transaction to which such Credit Support Document relates without the written consent of the other party; or
(3) the party or such Credit Support Provider disaffirms, disclaims, repudiates or rejects, in whole or in part, or challenges the validity of, such Credit Support Document;
(iv) Misrepresentation. A representation (other than a representation under Section 3(e) or (f)) made or repeated or deemed to have been made or repeated by the party or any Credit Support Provider of such party in this Agreement or any Credit Support Document proves to have been incorrect or misleading in any material respect when made or repeated or deemed to have been made or repeated;
(v) Default under Specified Transaction. The party, any Credit Support Provider of such party or any applicable Specified Entity of such party (1) defaults under a Specified Transaction and, after giving effect to any applicable notice requirement or grace period, there occurs a liquidation of, an acceleration of obligations under, or an early termination of, that Specified Transaction, (2) defaults, after giving effect to any applicable notice requirement or grace period, in making any payment or delivery due on the last payment, delivery or exchange date of, or any payment on early termination of, a Specified Transaction (or such default continues for at least three Local Business Days if there is no applicable notice requirement or grace period) or (3) disaffirms, disclaims, repudiates or rejects, in whole or in part, a Specified Transaction (or such action is taken by any person or entity appointed or empowered to operate it or act on its behalf);
ISDA® 1992
5
(vi) Cross Default. If “Cross Default” is specified in the Schedule as applying to the party, the occurrence or existence of (1) a default, event of default or other similar condition or event (however described) in respect of such party, any Credit Support Provider of such party or any applicable Specified Entity of such party under one or more agreements or instruments relating to Specified Indebtedness of any of them (individually or collectively) in an aggregate amount of not less than the applicable Threshold Amount (as specified in the Schedule) which has resulted in such Specified Indebtedness becoming, or becoming capable at such time of being declared, due and payable under such agreements or instruments, before it would otherwise have been due and payable or (2) a default by such party, such Credit Support Provider or such Specified Entity (individually or collectively) in making one or more payments on the due date thereof in an aggregate amount of not less than the applicable Threshold Amount under such agreements or instruments (after giving effect to any applicable notice requirement or grace period);
(vii) Bankruptcy. The party, any Credit Support Provider of such party or any applicable Specified Entity of such party: —
(1) is dissolved (other than pursuant to a consolidation, amalgamation or merger); (2) becomes insolvent or is unable to pay its debts or fails or admits in writing its inability generally to pay its debts as they become due; (3) makes a general assignment, arrangement or composition with or for the benefit of its creditors; (4) institutes or has instituted against it a proceeding seeking a judgment of insolvency or bankruptcy or any other relief under any bankruptcy or insolvency law or other similar law affecting creditors’ rights, or a petition is presented for its winding- up or liquidation, and, in the case of any such proceeding or petition instituted or presented against it, such proceeding or petition (A) results in a judgment of insolvency or bankruptcy or the entry of an order for relief or the making of an order for its winding-up or liquidation or (B) is not dismissed, discharged, stayed or restrained in each case within 30 days of the institution or presentation thereof; (5) has a resolution passed for its winding-up, official management or liquidation (other than pursuant to a consolidation, amalgamation or merger); (6) seeks or becomes subject to the appointment of an administrator, provisional liquidator, conservator, receiver, trustee, custodian or other similar official for it or for all or substantially all its assets; (7) has a secured party take possession of all or substantially all its assets or has a distress, execution, attachment, sequestration or other legal process levied, enforced or sued on or against all or substantially all its assets and such secured party maintains possession, or any such process is not dismissed, discharged, stayed or restrained, in each case within 30 days thereafter; (8) causes or is subject to any event with respect to it which, under the applicable laws of any jurisdiction, has an analogous effect to any of the events specified in clauses (1) to (7) (inclusive); or (9) takes any action in furtherance of, or indicating its consent to, approval of, or acquiescence in, any of the foregoing acts; or
(viii) Merger Without Assumption. The party or any Credit Support Provider of such party consolidates or amalgamates with, or merges with or into, or transfers all or substantially all its assets to, another entity and, at the time of such consolidation, amalgamation, merger or transfer: —
(1) the resulting, surviving or transferee entity fails to assume all the obligations of such party or such Credit Support Provider under this Agreement or any Credit Support Document to which it or its predecessor was a party by operation of law or pursuant to an agreement reasonably satisfactory to the other party to this Agreement; or
(2) the benefits of any Credit Support Document fail to extend (without the consent of the other party) to the performance by such resulting, surviving or transferee entity of its obligations under this Agreement.
(b) Termination Events. The occurrence at any time with respect to a party or, if applicable, any Credit Support Provider of such party or any Specified Entity of such party of any event specified below constitutes an Illegality if the event is specified in (i) below, a Tax Event if the event is specified in (ii) below or a Tax Event Upon Merger if the event is specified in (iii) below, and, if specified to be applicable, a Credit Event Upon Merger if the event is specified pursuant to (iv) below or an Additional Termination Event if the event is specified pursuant to (v) below:—
ISDA® 1992
6
(i) Illegality. Due to the adoption of, or any change in, any applicable law after the date on which a Transaction is entered into, or due to the promulgation of, or any change in, the interpretation by any court, tribunal or regulatory authority with competent jurisdiction of any applicable law after such date, it becomes unlawful (other than as a result of a breach by the party of Section 4(b)) for such party (which will be the Affected Party): —
(1) to perform any absolute or contingent obligation to make a payment or delivery or to receive a payment or delivery in respect of such Transaction or to comply with any other material provision of this Agreement relating to such Transaction; or
(2) to perform, or for any Credit Support Provider of such party to perform, any contingent or other obligation which the party (or such Credit Support Provider) has under any Credit Support Document relating to such Transaction;
(ii) Tax Event. Due to (x) any action taken by a taxing authority, or brought in a court of competent jurisdiction, on or after the date on which a Transaction is entered into (regardless of whether such action is taken or brought with respect to a party to this Agreement) or (y) a Change in Tax Law, the party (which will be the Affected Party) will, or there is a substantial likelihood that it will, on the next succeeding Scheduled Payment Date (1) be required to pay to the other party an additional amount in respect of an Indemnifiable Tax under Section 2(d)(i)(4) (except in respect of interest under Section 2(e), 6(d)(ii) or 6(e)) or (2) receive a payment from which an amount is required to be deducted or withheld for or on account of a Tax (except in respect of interest under Section 2(e), 6(d)(ii) or 6(e)) and no additional amount is required to be paid in respect of such Tax under Section 2(d)(i)(4) (other than by reason of Section 2(d)(i)(4)(A) or (B));
(iii) Tax Event Upon Merger. The party (the “Burdened Party”) on the next succeeding Scheduled Payment Date will either (1) be required to pay an additional amount in respect of an Indemnifiable Tax under Section 2(d)(i)(4) (except in respect of interest under Section 2(e), 6(d)(ii) or 6(e)) or (2) receive a payment from which an amount has been deducted or withheld for or on account of any Indemnifiable Tax in respect of which the other party is not required to pay an additional amount (other than by reason of Section 2(d)(i)(4)(A) or (B)), in either case as a result of a party consolidating or amalgamating with, or merging with or into, or transferring all or substantially all its assets to, another entity (which will be the Affected Party) where such action does not constitute an event described in Section 5(a)(viii);
(iv) Credit Event Upon Merger. If “Credit Event Upon Merger” is specified in the Schedule as applying to the party, such party (“X”), any Credit Support Provider of X or any applicable Specified Entity of X consolidates or amalgamates with, or merges with or into, or transfers all or substantially all its assets to, another entity and such action does not constitute an event described in Section 5(a)(viii) but the creditworthiness of the resulting, surviving or transferee entity is materially weaker than that of X, such Credit Support Provider or such Specified Entity, as the case may be, immediately prior to such action (and, in such event, X or its successor or transferee, as appropriate, will be the Affected Party); or
(v) Additional Termination Event. If any “Additional Termination Event” is specified in the Schedule or any Confirmation as applying, the occurrence of such event (and, in such event, the Affected Party or Affected Parties shall be as specified for such Additional Termination Event in the Schedule or such Confirmation).
(c) Event of Default and Illegality. If an event or circumstance which would otherwise constitute or give rise to an Event of Default also constitutes an Illegality, it will be treated as an Illegality and will not constitute an Event of
Default.
ISDA® 1992
7
6. | Early Termination |
(a) Right to Terminate Following Event of Default. If at any time an Event of Default with respect to a party (the “Defaulting Party”) has occurred and is then continuing, the other party (the “Non-defaulting Party”) may, by not more than 20 days notice to the Defaulting Party specifying the relevant Event of Default, designate a day not earlier than the day such notice is effective as an Early Termination Date in respect of all outstanding Transactions. If, however, “Automatic Early Termination” is specified in the Schedule as applying to a party, then an Early Termination Date in respect of all outstanding Transactions will occur immediately upon the occurrence with respect to such party of an Event of Default specified in Section 5(a)(vii)(1), (3), (5), (6) or, to the extent analogous thereto, (8), and as of the time immediately preceding the institution of the relevant proceeding or the presentation of the relevant petition upon the occurrence with respect to such party of an Event of Default specified in Section 5(a)(vii)(4) or, to the extent analogous thereto, (8).
(b) Right to Terminate Following Termination Event.
(i) Notice. If a Termination Event occurs, an Affected Party will, promptly upon becoming aware of it, notify the other party, specifying the nature of that Termination Event and each Affected Transaction and will also give such other information about that Termination Event as the other party may reasonably require.
(ii) Transfer to Avoid Termination Event. If either an Illegality under Section 5(b)(i)(1) or a Tax Event occurs and there is only one Affected Party, or if a Tax Event Upon Merger occurs and the Burdened Party is the Affected Party, the Affected Party will, as a condition to its right to designate an Early Termination Date under Section 6(b)(iv), use all reasonable efforts (which will not require such party to incur a loss, excluding immaterial, incidental expenses) to transfer within 20 days after it gives notice under Section 6(b)(i) all its rights and obligations under this Agreement in respect of the Affected Transactions to another of its Offices or Affiliates so that such Termination Event ceases to exist.
If the Affected Party is not able to make such a transfer it will give notice to the other party to that effect within such 20 day period, whereupon the other party may effect such a transfer within 30 days after the notice is given under Section 6(b)(i).
Any such transfer by a party under this Section 6(b)(ii) will be subject to and conditional upon the prior written consent of the other party, which consent will not be withheld if such other party’s policies in effect at such time would permit it to enter into transactions with the transferee on the terms proposed.
(iii) Two Affected Parties. If an Illegality under Section 5(b)(i)(1) or a Tax Event occurs and there are two Affected Parties, each party will use all reasonable efforts to reach agreement within 30 days after notice thereof is given under Section 6(b)(i) on action to avoid that Termination Event.
(iv) Right to Terminate. If: —
(1) a transfer under Section 6(b)(ii) or an agreement under Section 6(b)(iii), as the case may be, has not been effected with respect to all Affected Transactions within 30 days after an Affected Party gives notice under Section 6(b)(i); or
(2) an Illegality under Section 5(b)(i)(2), a Credit Event Upon Merger or an Additional Termination Event occurs, or a Tax Event Upon Merger occurs and the Burdened Party is not the Affected Party,
either party in the case of an Illegality, the Burdened Party in the case of a Tax Event Upon Merger, any Affected Party in the case of a Tax Event or an Additional Termination Event if there is more than one Affected Party, or the party which is not the Affected Party in the case of a Credit Event Upon Merger or an Additional Termination Event if there is only one Affected Party may, by not more than 20 days notice to the other party and provided that the relevant Termination Event is then continuing, designate a day not earlier than the day such notice is effective as an Early Termination Date in respect of all Affected Transactions.
ISDA® 1992
8
(c) Effect of Designation.
(i) If notice designating an Early Termination Date is given under Section 6(a) or (b), the Early Termination Date will occur on the date so designated, whether or not the relevant Event of Default or Termination Event is then continuing.
(ii) Upon the occurrence or effective designation of an Early Termination Date, no further payments or deliveries under Section 2(a)(i) or 2(e) in respect of the Terminated Transactions will be required to be made, but without prejudice to the other provisions of this Agreement. The amount, if any, payable in respect of an Early Termination Date shall be determined pursuant to Section 6(e).
(d) Calculations.
(i) Statement. On or as soon as reasonably practicable following the occurrence of an Early Termination Date, each party will make the calculations on its part, if any, contemplated by Section 6(e) and will provide to the other party a statement (1) showing, in reasonable detail, such calculations (including all relevant quotations and specifying any amount payable under Section 6(e)) and (2) giving details of the relevant account to which any amount payable to it is to be paid. In the absence of written confirmation from the source of a quotation obtained in determining a Market Quotation, the records of the party obtaining such quotation will be conclusive evidence of the existence and accuracy of such quotation.
(ii) Payment Date. An amount calculated as being due in respect of any Early Termination Date under Section 6(e) will be payable on the day that notice of the amount payable is effective (in the case of an Early Termination Date which is designated or occurs as a result of an Event of Default) and on the day which is two Local Business Days after the day on which notice of the amount payable is effective (in the case of an Early Termination Date which is designated as a result of a Termination Event). Such amount will be paid together with (to the extent permitted under applicable law) interest thereon (before as well as after judgment) in the Termination Currency, from (and including) the relevant Early Termination Date to (but excluding) the date such amount is paid, at the Applicable Rate. Such interest will be calculated on the basis of daily compounding and the actual number of days elapsed.
(e) Payments on Early Termination. If an Early Termination Date occurs, the following provisions shall apply based on the parties’ election in the Schedule of a payment measure, either “Market Quotation” or “Loss”, and a payment method, either the “First Method” or the “Second Method”. If the parties fail to designate a payment measure or payment method in the Schedule, it will be deemed that “Market Quotation” or the “Second Method”, as the case may be, shall apply. The amount, if any, payable in respect of an Early Termination Date and determined pursuant to this Section will be subject to any Set-off
(i) Events of Default. If the Early Termination Date results from an Event of Default: —
(1) First Method and Market Quotation. If the First Method and Market Quotation apply, the Defaulting Party will pay to the Non-defaulting Party the excess, if a positive number, of (A) the sum of the Settlement Amount (determined by the Non-defaulting Party) in respect of the Terminated Transactions and the Termination Currency Equivalent of the Unpaid Amounts owing to the Non-defaulting Party over (B) the Termination Currency Equivalent of the Unpaid Amounts owing to the Defaulting Party.
(2) First Method and Loss. If the First Method and Loss apply, the Defaulting Party will pay to the Non-defaulting Party, if a positive number, the Non- defaulting Party’s Loss in respect of this Agreement.
(3) Second Method and Market Quotation. If the Second Method and Market Quotation apply, an amount will be payable equal to (A) the sum of the Settlement Amount (determined by the Non-defaulting Party) in respect of the Terminated Transactions and the Termination Currency Equivalent of the Unpaid Amounts owing to the Non-defaulting Party less (B) the Termination Currency Equivalent of the Unpaid Amounts owing to the Defaulting Party. If that amount is a positive number, the Defaulting Party will pay it to the Non-defaulting Party; if it is a negative number, the Non-defaulting Party will pay the absolute value of that amount to the Defaulting Party.
ISDA® 1992
9
(4) Second Method and Loss. If the Second Method and Loss apply, an amount will be payable equal to the Non-defaulting Party’s Loss in respect of this Agreement. If that amount is a positive number, the Defaulting Party will pay it to the Non-defaulting Party; if it is a negative number, the Non-defaulting Party will pay the absolute value of that amount to the Defaulting Party.
(ii) Termination Events. If the Early Termination Date results from a Termination Event: —
(1) One Affected Party. If there is one Affected Party, the amount payable will be determined in accordance with Section 6(e)(i)(3), if Market Quotation applies, or Section 6(e)(i)(4), if Loss applies, except that, in either case, references to the Defaulting Party and to the Non-defaulting Party will be deemed to be references to the Affected Party and the party which is not the Affected Party, respectively, and, if Loss applies and fewer than all the Transactions are being terminated, Loss shall be calculated in respect of all Terminated Transactions.
(2) Two Affected Parties. If there are two Affected Parties: —
(A) if Market Quotation applies, each party will determine a Settlement Amount in respect of the Terminated Transactions, and an amount will be payable equal to (I) the sum of (a) one-half of the difference between the Settlement Amount of the party with the higher Settlement Amount (“X”) and the Settlement Amount of the party with the lower Settlement Amount (“Y”) and (b) the Termination Currency Equivalent of the Unpaid Amounts owing to X less (II) the Termination Currency Equivalent of the Unpaid Amounts owing to Y; and
(B) if Loss applies, each party will determine its Loss in respect of this Agreement (or, if fewer than all the Transactions are being terminated, in respect of all Terminated Transactions) and an amount will be payable equal to one-half of the difference between the Loss of the party with the higher Loss (“X”) and the Loss of the party with the lower Loss (“Y”).
If the amount payable is a positive number, Y will pay it to X; if it is a negative number, X will pay the absolute value of that amount to Y.
(iii) Adjustment for Bankruptcy. In circumstances where an Early Termination Date occurs because “Automatic Early Termination” applies in respect of a party, the amount determined under this Section 6(e) will be subject to such adjustments as are appropriate and permitted by law to reflect any payments or deliveries made by one party to the other under this Agreement (and retained by such other party) during the period from the relevant Early Termination Date to the date for payment determined under Section 6(d)(ii).
(iv) Pre-Estimate. The parties agree that if Market Quotation applies an amount recoverable under this Section 6(e) is a reasonable pre-estimate of loss and not a penalty. Such amount is payable for the loss of bargain and the loss of protection against future risks and except as otherwise provided in this Agreement neither party will be entitled to recover any additional damages as a consequence of such losses.
ISDA® 1992
10
7. | Transfer |
Subject to Section 6(b)(ii), neither this Agreement nor any interest or obligation in or under this Agreement may be transferred (whether by way of security or otherwise) by either party without the prior written consent of the other party, except that: —
(a) a party may make such a transfer of this Agreement pursuant to a consolidation or amalgamation with, or merger with or into, or transfer of all or substantially all its assets to, another entity (but without prejudice to any other right or remedy under this Agreement); and
(b) a party may make such a transfer of all or any part of its interest in any amount payable to it from a Defaulting Party under Section 6(e).
Any purported transfer that is not in compliance with this Section will be void.
8. | Contractual Currency |
(a) Payment in the Contractual Currency. Each payment under this Agreement will be made in the relevant currency specified in this Agreement for that payment (the “Contractual Currency”). To the extent permitted by applicable law, any obligation to make payments under this Agreement in the Contractual Currency will not be discharged or satisfied by any tender in any currency other than the Contractual Currency, except to the extent such tender results in the actual receipt by the party to which payment is owed, acting in a reasonable manner and in good faith in converting the currency so tendered into the Contractual Currency, of the full amount in the Contractual Currency of all amounts payable in respect of this Agreement. If for any reason the amount in the Contractual Currency so received falls short of the amount in the Contractual Currency payable in respect of this Agreement, the party required to make the payment will, to the extent permitted by applicable law, immediately pay such additional amount in the Contractual Currency as may be necessary to compensate for the shortfall. If for any reason the amount in the Contractual Currency so received exceeds the amount in the Contractual Currency payable in respect of this Agreement, the party receiving the payment will refund promptly the amount of such excess.
(b) Judgments. To the extent permitted by applicable law, if any judgment or order expressed in a currency other than the Contractual Currency is rendered (i) for the payment of any amount owing in respect of this Agreement, (ii) for the payment of any amount relating to any early termination in respect of this Agreement or (iii) in respect of a judgment or order of another court for the payment of any amount described in (i) or (ii) above, the party seeking recovery, after recovery in full of the aggregate amount to which such party is entitled pursuant to the judgment or order, will be entitled to receive immediately from the other party the amount of any shortfall of the Contractual Currency received by such party as a consequence of sums paid in such other currency and will refund promptly to the other party any excess of the Contractual Currency received by such party as a consequence of sums paid in such other currency if such shortfall or such excess arises or results from any variation between the rate of exchange at which the Contractual Currency is converted into the currency of the judgment or order for the purposes of such judgment or order and the rate of exchange at which such party is able, acting in a reasonable manner and in good faith in converting the currency received into the Contractual Currency, to purchase the Contractual Currency with the amount of the currency of the judgment or order actually received by such party. The term “rate of exchange” includes, without limitation, any premiums and costs of exchange payable in connection with the purchase of or conversion into the Contractual Currency.
(c) Separate Indemnities. To the extent permitted by applicable law, these indemnities constitute separate and independent obligations from the other obligations in this Agreement, will be enforceable as separate and independent causes of action, will apply notwithstanding any indulgence granted by the party to which any payment is owed and will not be affected by judgment being obtained or claim or proof being made for any other sums payable in respect of this Agreement.
(d) Evidence of Loss. For the purpose of this Section 8, it will be sufficient for a party to demonstrate that it would have suffered a loss had an actual exchange or purchase been made.
ISDA® 1992
11
9. | Miscellaneous |
(a) Entire Agreement. This Agreement constitutes the entire agreement and understanding of the parties with respect to its subject matter and supersedes all oral communication and prior writings with respect thereto.
(b) Amendments. No amendment, modification or waiver in respect of this Agreement will be effective unless in writing (including a writing evidenced by a facsimile transmission) and executed by each of the parties or confirmed by an exchange of telexes or electronic messages on an electronic messaging system.
(c) Survival of Obligations. Without prejudice to Sections 2(a)(iii) and 6(c)(ii), the obligations of the parties under this Agreement will survive the termination of any Transaction.
(d) Remedies Cumulative. Except as provided in this Agreement, the rights, powers, remedies and privileges provided in this Agreement are cumulative and not exclusive of any rights, powers, remedies and privileges provided by law.
(e) Counterparts and Confirmations.
(i) This Agreement (and each amendment, modification and waiver in respect of it) may be executed and delivered in counterparts (including by facsimile transmission), each of which will be deemed an original.
(ii) The parties intend that they are legally bound by the terms of each Transaction from the moment they agree to those terms (whether orally or otherwise). A Confirmation shall he entered into as soon as practicable and may he executed and delivered in counterparts (including by facsimile transmission) or be created by an exchange of telexes or by an exchange of electronic messages on an electronic messaging system, which in each case will be sufficient for all purposes to evidence a binding supplement to this Agreement. The parties will specify therein or through another effective means that any such counterpart, telex or electronic message constitutes a Confirmation.
(f) No Waiver of Rights. A failure or delay in exercising any right, power or privilege in respect of this Agreement will not be presumed to operate as a waiver, and a single or partial exercise of any right, power or privilege will not be presumed to preclude any subsequent or further exercise, of that right, power or privilege or the exercise of any other right, power or privilege.
(g) Headings. The headings used in this Agreement are for convenience of reference only and are not to affect the construction of or to be taken into consideration in interpreting this Agreement.
10. | Offices; Multibranch Parties |
(a) If Section 10(a) is specified in the Schedule as applying, each party that enters into a Transaction through an Office other than its head or home office represents to the other party that, notwithstanding the place of booking office or jurisdiction of incorporation or organisation of such party, the obligations of such party are the same as if it had entered into the Transaction through its head or home office. This representation will be deemed to be repeated by such party on each date on which a Transaction is entered into.
(b) Neither party may change the Office through which it makes and receives payments or deliveries for the purpose of a Transaction without the prior written consent of the other party.
(c) If a party is specified as a Multibranch Party in the Schedule, such Multibranch Party may make and receive payments or deliveries under any Transaction through any Office listed in the Schedule, and the Office through which it makes and receives payments or deliveries with respect to a Transaction will be specified in the relevant Confirmation.
ISDA® 1992
12
11. | Expenses |
A Defaulting Party will, on demand, indemnify and hold harmless the other party for and against all reasonable out-of-pocket expenses, including legal fees and Stamp Tax, incurred by such other party by reason of the enforcement and protection of its rights under this Agreement or any Credit Support Document to which the Defaulting Party is a party or by reason of the early termination of any Transaction, including, but not limited to, costs of collection.
12. | Notices |
(a) Effectiveness. Any notice or other communication in respect of this Agreement may be given in any manner set forth below (except that a notice or other communication under Section 5 or 6 may not be given by facsimile transmission or electronic messaging system) to the address or number or in accordance with the electronic messaging system details provided (see the Schedule) and will be deemed effective as indicated:—
(i) if in writing and delivered in person or by courier, on the date it is delivered;
(ii) if sent by telex, on the date the recipient’s answerback is received;
(iii) if sent by facsimile transmission, on the date that transmission is received by a responsible employee of the recipient in legible form (it being agreed that the burden of proving receipt will be on the sender and will not be met by a transmission report generated by the sender’s facsimile machine);
(iv) if sent by certified or registered mail (airmail, if overseas) or the equivalent (return receipt requested), on the date that mail is delivered or its delivery is attempted; or
(v) if sent by electronic messaging system, on the date that electronic message is received,
unless the date of that delivery (or attempted delivery) or that receipt, as applicable, is not a Local Business Day or that communication is delivered (or attempted) or received, as applicable, after the close of business on a Local Business Day, in which case that communication shall be deemed given and effective on the first following day that is a Local Business Day.
(b) Change of Addresses. Either party may by notice to the other change the address, telex or facsimile number or electronic messaging system details at which notices or other communications are to be given to it.
13. | Governing Law and Jurisdiction |
(a) Governing Law. This Agreement will be governed by and construed in accordance with the law specified in the Schedule.
(b) Jurisdiction. With respect to any suit, action or proceedings relating to this Agreement (“Proceedings”), each party irrevocably:—
(i) submits to the jurisdiction of the English courts, if this Agreement is expressed to be governed by English law, or to the non- exclusive jurisdiction of the courts of the State of New York and the United States District Court located in the Borough of Manhattan in New York City, if this Agreement is expressed to be governed by the laws of the State of New York; and
(ii) waives any objection which it may have at any time to the laying of venue of any Proceedings brought in any such court, waives any claim that such Proceedings have been brought in an inconvenient forum and further waives the right to object, with respect to such Proceedings, that such court does not have any jurisdiction over such party.
Nothing in this Agreement precludes either party from bringing Proceedings in any other jurisdiction (outside, if this Agreement is expressed to be governed by English law, the Contracting States, as defined in Section 1(3) of the Civil Jurisdiction and Judgments Act 1982 or any modification, extension or re- enactment thereof for the time being in force) nor will the bringing of Proceedings in any one or more jurisdictions preclude the bringing of Proceedings in any other jurisdiction.
ISDA® 1992
13
(c) Service of Process. Each party irrevocably appoints the Process Agent (if any) specified opposite its name in the Schedule to receive, for it and on its behalf, service of process in any Proceedings. If for any reason any party’s Process Agent is unable to act as such, such party will promptly notify the other party and within 30 days appoint a substitute process agent acceptable to the other party. The parties irrevocably consent to service of process given in the manner provided for notices in Section 12. Nothing in this Agreement will affect the right of either party to serve process in any other manner permitted by law.
(d) Waiver of Immunities. Each party irrevocably waives, to the fullest extent permitted by applicable law, with respect to itself and its revenues and assets (irrespective of their use or intended use), all immunity on the grounds of sovereignty or other similar grounds from (i) suit, (ii) jurisdiction of any court, (iii) relief by way of injunction, order for specific performance or for recovery of property, (iv) attachment of its assets (whether before or after judgment) and (v) execution or enforcement of any judgment to which it or its revenues or assets might otherwise be entitled in any Proceedings in the courts of any jurisdiction and irrevocably agrees, to the extent permitted by applicable law, that it will not claim any such immunity in any Proceedings.
14. | Definitions |
As used in this Agreement:—
“Additional Termination Event” has the meaning specified in Section 5(b).
“Affected Party” has the meaning specified in Section 5(b).
“Affected Transactions” means (a) with respect to any Termination Event consisting of an Illegality, Tax Event or Tax Event Upon Merger, all Transactions affected by the occurrence of such Termination Event and (b) with respect to any other Termination Event, all Transactions.
“Affiliate” means, subject to the Schedule, in relation to any person, any entity controlled, directly or indirectly, by the person, any entity that controls, directly or indirectly, the person or any entity directly or indirectly under common control with the person. For this purpose, “control” of any entity or person means ownership of a majority of the voting power of the entity or person.
“Applicable Rate” means:—
(a) in respect of obligations payable or deliverable (or which would have been but for Section 2(a)(iii)) by a Defaulting Party, the Default Rate;
(b) in respect of an obligation to pay an amount under Section 6(e) of either party from and after the date (determined in accordance with Section 6(d)(ii)) on which that amount is payable, the Default Rate;
(c) in respect of all other obligations payable or deliverable (or which would have been but for Section 2(a)(iii)) by a Non-defaulting Party, the Non-default Rate; and
(d) in all other cases, the Termination Rate.
“Burdened Party” has the meaning specified in Section 5(b).
“Change in Tax Law” means the enactment, promulgation, execution or ratification of, or any change in or amendment to, any law (or in the application or official interpretation of any law) that occurs on or after the date on which the relevant Transaction is entered into.
“consent” includes a consent, approval, action, authorisation, exemption, notice, filing, registration or exchange control consent.
“Credit Event Upon Merger” has the meaning specified in Section 5(b).
“Credit Support Document” means any agreement or instrument that is specified as such in this Agreement.
“Credit Support Provider” has the meaning specified in the Schedule.
“Default Rate” means a rate per annum equal to the cost (without proof or evidence of any actual cost) to the relevant payee (as certified by it) if it were to fund or of funding the relevant amount plus 1% per annum.
ISDA® 1992
14
“Defaulting Party” has the meaning specified in Section 6(a).
“Early Termination Date” means the date determined in accordance with Section 6(a) or 6(b)(iv).
“Event of Default” has the meaning specified in Section 5(a) and, if applicable, in the Schedule.
“Illegality” has the meaning specified in Section 5(b).
“Indemnifiable Tax” means any Tax other than a Tax that would not be imposed in respect of a payment under this Agreement but for a present or former connection between the jurisdiction of the government or taxation authority imposing such Tax and the recipient of such payment or a person related to such recipient (including, without limitation, a connection arising from such recipient or related person being or having been a citizen or resident of such jurisdiction, or being or having been organised, present or engaged in a trade or business in such jurisdiction, or having or having had a permanent establishment or fixed place of business in such jurisdiction, but excluding a connection arising solely from such recipient or related person having executed, delivered, performed its obligations or received a payment under, or enforced, this Agreement or a Credit Support Document).
“law” includes any treaty, law, rule or regulation (as modified, in the case of tax matters, by the practice of any relevant governmental revenue authority) and “lawful” and “unlawful” will be construed accordingly.
“Local Business Day” means, subject to the Schedule, a day on which commercial banks are open for business (including dealings in foreign exchange and foreign currency deposits) (a) in relation to any obligation under Section 2(a)(i), in the place(s) specified in the relevant Confirmation or, if not so specified, as otherwise agreed by the parties in writing or determined pursuant to provisions contained, or incorporated by reference, in this Agreement, (b) in relation to any other payment, in the place where the relevant account is located and, if different, in the principal financial centre, if any, of the currency of such payment, (c) in relation to any notice or other communication, including notice contemplated under Section 5(a)(i), in the city specified in the address for notice provided by the recipient and, in the case of a notice contemplated by Section 2(b), in the place where the relevant new account is to be located and (d) in relation to Section 5(a)(v)(2), in the relevant locations for performance with respect to such Specified Transaction.
“Loss” means, with respect to this Agreement or one or more Terminated Transactions, as the case may be, and a party, the Termination Currency Equivalent of an amount that party reasonably determines in good faith to be its total losses and costs (or gain, in which case expressed as a negative number) in connection with this Agreement or that Terminated Transaction or group of Terminated Transactions, as the case may be, including any loss of bargain, cost of funding or, at the election of such party but without duplication, loss or cost incurred as a result of its terminating, liquidating, obtaining or reestablishing any hedge or related trading position (or any gain resulting from any of them). Loss includes losses and costs (or gains) in respect of any payment or delivery required to have been made (assuming satisfaction of each applicable condition precedent) on or before the relevant Early Termination Date and not made, except, so as to avoid duplication, if Section 6(e)(i)(1) or (3) or 6(e)(ii)(2)(A) applies. Loss does not include a party’s legal fees and out-of-pocket expenses referred to under Section 11. A party will determine its Loss as of the relevant Early Termination Date, or, if that is not reasonably practicable, as of the earliest date thereafter as is reasonably practicable. A party may (but need not) determine its Loss by reference to quotations of relevant rates or prices from one or more leading dealers in the relevant markets.
“Market Quotation” means, with respect to one or more Terminated Transactions and a party making the determination, an amount determined on the basis of quotations from Reference Market-makers. Each quotation will be for an amount, if any, that would be paid to such party (expressed as a negative number) or by such party (expressed as a positive number) in consideration of an agreement between such party (taking into account any existing Credit Support Document with respect to the obligations of such party) and the quoting Reference Market-maker to enter into a transaction (the “Replacement Transaction”) that would have the effect of preserving for such party the economic equivalent of any payment or delivery (whether the underlying obligation was absolute or contingent and assuming the satisfaction of each applicable condition precedent) by the parties under Section 2(a)(i) in respect of such Terminated Transaction or group of Terminated Transactions that would, but for the occurrence of the relevant Early Termination Date, have been required after that date. For this purpose, Unpaid Amounts in respect of the Terminated Transaction or group of Terminated Transactions are to be excluded but, without limitation, any payment or delivery that would, but for the relevant Early Termination Date, have been required (assuming satisfaction of each applicable condition precedent) after that Early Termination Date is to be included. The Replacement Transaction would be subject to such documentation as such party and the Reference Market-maker may, in good faith, agree. The party making the determination (or its agent) will request each Reference Market-maker to provide its quotation to the extent reasonably practicable as of the same day and time (without regard to different time zones) on or as soon as reasonably practicable after the relevant Early Termination Date. The day and time as of which those quotations are to be obtained will be selected in good faith by the party obliged to make a determination under Section 6(e), and, if each party is so obliged, after consultation with the other. If more than three quotations are provided, the Market Quotation will be the arithmetic mean of the quotations, without regard to the quotations having the highest and lowest values. If exactly three such quotations are provided, the Market Quotation will be the quotation remaining after disregarding the highest and lowest quotations. For this purpose, if more than one quotation has the same highest value or lowest value, then one of such quotations shall be disregarded. If fewer than three quotations are provided, it will be deemed that the Market Quotation in respect of such Terminated Transaction or group of Terminated Transactions cannot be determined.
ISDA® 1992
15
“Non-default Rate” means a rate per annum equal to the cost (without proof or evidence of any actual cost) to the Non-defaulting Party (as certified by it) if it were to fund the relevant amount.
“Non-defaulting Party” has the meaning specified in Section 6(a).
“Office” means a branch or office of a party, which may be such party’s head or home office.
“Potential Event of Default” means any event which, with the giving of notice or the lapse of time or both, would constitute an Event of Default.
“Reference Market-makers” means four leading dealers in the relevant market selected by the party determining a Market Quotation in good faith (a) from among dealers of the highest credit standing which satisfy all the criteria that such party applies generally at the time in deciding whether to offer or to make an extension of credit and (b) to the extent practicable, from among such dealers having an office in the same city.
“Relevant Jurisdiction” means, with respect to a party, the jurisdictions (a) in which the party is incorporated, organised, managed and controlled or considered to have its seat, (b) where an Office through which the party is acting for purposes of this Agreement is located, (c) in which the party executes this Agreement and (d) in relation to any payment, from or through which such payment is made.
“Scheduled Payment Date” means a date on which a payment or delivery is to be made under Section 2(a)(i) with respect to a Transaction.
“Set-off” means set-off, offset, combination of accounts, right of retention or withholding or similar right or requirement to which the payer of an amount under Section 6 is entitled or subject (whether arising under this Agreement, another contract, applicable law or otherwise) that is exercised by, or imposed on, such payer.
“Settlement Amount” means, with respect to a party and any Early Termination Date, the sum of: —
(a) the Termination Currency Equivalent of the Market Quotations (whether positive or negative) for each Terminated Transaction or group of Terminated Transactions for which a Market Quotation is determined; and
(b) such party’s Loss (whether positive or negative and without reference to any Unpaid Amounts) for each Terminated Transaction or group of Terminated Transactions for which a Market Quotation cannot be determined or would not (in the reasonable belief of the party making the determination) produce a commercially reasonable result.
“Specified Entity” has the meanings specified in the Schedule.
“Specified Indebtedness” means, subject to the Schedule, any obligation (whether present or future, contingent or otherwise, as principal or surety or otherwise) in respect of borrowed money.
ISDA® 1992
16
“Specified Transaction” means, subject to the Schedule, (a) any transaction (including an agreement with respect thereto) now existing or hereafter entered into between one party to this Agreement (or any Credit Support Provider of such party or any applicable Specified Entity of such party) and the other party to this Agreement (or any Credit Support Provider of such other party or any applicable Specified Entity of such other party) which is a rate swap transaction, basis swap, forward rate transaction, commodity swap, commodity option, equity or equity index swap, equity or equity index option, bond option, interest rate option, foreign exchange transaction, cap transaction, floor transaction, collar transaction, currency swap transaction, cross- currency rate swap transaction, currency option or any other similar transaction (including any option with respect to any of these transactions), (b) any combination of these transactions and (c) any other transaction identified as a Specified Transaction in this Agreement or the relevant confirmation.
“Stamp Tax” means any stamp, registration, documentation or similar tax.
“Tax” means any present or future tax, levy, impost, duty, charge, assessment or fee of any nature (including interest, penalties and additions thereto) that is imposed by any government or other taxing authority in respect of any payment under this Agreement other than a stamp, registration, documentation or similar tax.
“Tax Event” has the meaning specified in Section 5(b).
“Tax Event Upon Merger” has the meaning specified in Section 5(b).
“Terminated Transactions” means with respect to any Early Termination Date (a) if resulting from a Termination Event, all Affected Transactions and (b) if resulting from an Event of Default, all Transactions (in either case) in effect immediately before the effectiveness of the notice designating that Early Termination Date (or, if “Automatic Early Termination” applies, immediately before that Early Termination Date).
“Termination Currency” has the meaning specified in the Schedule.
“Termination Currency Equivalent” means, in respect of any amount denominated in the Termination Currency, such Termination Currency amount and, in respect of any amount denominated in a currency other than the Termination Currency (the “Other Currency”), the amount in the Termination Currency determined by the party making the relevant determination as being required to purchase such amount of such Other Currency as at the relevant Early Termination Date, or, if the relevant Market Quotation or Loss (as the case may be), is determined as of a later date, that later date, with the Termination Currency at the rate equal to the spot exchange rate of the foreign exchange agent (selected as provided below) for the purchase of such Other Currency with the Termination Currency at or about 11:00 a. m. (in the city in which such foreign exchange agent is located) on such date as would be customary for the determination of such a rate for the purchase of such Other Currency for value on the relevant Early Termination Date or that later date. The foreign exchange agent will, if only one party is obliged to make a determination under Section 6(e), be selected in good faith by that party and otherwise will be agreed by the parties.
“Termination Event” means an Illegality, a Tax Event or a Tax Event Upon Merger or, if specified to be applicable, a Credit Event Upon Merger or an Additional Termination Event.
“Termination Rate” means a rate per annum equal to the arithmetic mean of the cost (without proof or evidence of any actual cost) to each party (as certified by such party) if it were to fund or of funding such amounts.
“Unpaid Amounts” owing to any party means, with respect to an Early Termination Date, the aggregate of (a) in respect of all Terminated Transactions, the amounts that became payable (or that would have become payable but for Section 2(a)(iii)) to such party under Section 2(a)(i) on or prior to such Early Termination Date and which remain unpaid as at such Early Termination Date and (b) in respect of each Terminated Transaction, for each obligation under Section 2(a)(i) which was (or would have been but for Section 2(a)(iii)) required to be settled by delivery to such party on or prior to such Early Termination Date and which has not been so settled as at such Early Termination Date, an amount equal to the fair market value of that which was (or would have been) required to be delivered as of the originally scheduled date for delivery, in each case together with (to the extent permitted under applicable law) interest, in the currency of such amounts, from (and including) the date such amounts or obligations were or would have been required to have been paid or performed to (but excluding) such Early Termination Date, at the Applicable Rate. Such amounts of interest will be calculated on the basis of daily compounding and the actual number of days elapsed. The fair market value of any obligation referred to in clause (b) above shall be reasonably determined by the party obliged to make the determination under Section 6(e) or, if each party is so obliged, it shall be the average of the Termination Currency Equivalents of the fair market values reasonably determined by both parties.
ISDA® 1992
17
IN WITNESS WHEREOF the parties have executed this document on the respective dates specified below with effect from the date specified on the first page of this document.
BEAR STEARNS FINANCIAL PRODUCTS INC. (Name of Party) | DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1 (Name of Party) |
By: _____________________________ Name: Title: Date: | By: _____________________________ Name: Title: Date: |
18
SCHEDULE
to the
ISDA®
International Swaps and Derivatives Association, Inc.
MASTER AGREEMENT
dated as of February 22, 2007
between BEAR STEARNS FINANCIAL PRODUCTS INC., a corporation organized under the laws of Delaware ("Party A"), and Deutsche Bank National Trust Company, not in its individual capacity, but solely as Supplemental Interest Trust Trustee (the “Supplemental Interest Trust Trustee”), on behalf of the Supplemental Interest Trust with respect to the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1. ("the “Supplemental Interest Trust” or “Party B").
Reference is hereby made to the Pooling and Servicing Agreement, dated as of February 1, 2007, among Impac Secured Assets Corp., as Depositor, Impac Funding Corporation, as Master Servicer and Deutsche Bank National Trust Company, as Trustee (the “Pooling and Servicing Agreement”).
Part 1. | Termination Provisions. |
For the purposes of this Agreement:-
(a) “Specified Entity” will not apply to Party A or Party B for any purpose.
(b) | “Specified Transaction” will have the meaning specified in Section 14. |
(c) | Events of Default. |
The statement below that an Event of Default will apply to a specific party means that upon the occurrence of such an Event of Default with respect to such party, the other party shall have the rights of a Non-defaulting Party under Section 6 of this Agreement; conversely, the statement below that such event will not apply to a specific party means that the other party shall not have such rights.
(i) | The “Failure to Pay or Deliver” provisions of Section 5(a)(i) will apply to Party A and will apply to Party B; provided, however, that notwithstanding anything to the contrary in Section 5(a)(i) or in Paragraph 7 of the Credit Support Annex, any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall not constitute an Event of Default under Section 5(a)(i) unless (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A. |
(ii) | The “Breach of Agreement” provisions of Section 5(a)(ii) will apply to Party A and will not apply to Party B. |
(iii) | The “Credit Support Default” provisions of Section 5(a)(iii) will apply to Party A and will not apply to Party B except that Section 5(a)(iii)(1) will apply to Party B solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex; provided, however, that notwithstanding anything to the contrary in Section 5(a)(iii)(1), any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall not constitute an Event of Default under Section 5(a)(iii) unless (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A. |
(iv) | The “Misrepresentation” provisions of Section 5(a)(iv) will apply to Party A and will not apply to Party B. |
(v) | The “Default under Specified Transaction” provisions of Section 5(a)(v) will apply to Party A and will not apply to Party B. |
(vi) | The “Cross Default” provisions of Section 5(a)(vi) will apply to Party A and will not apply to Party B. For purposes of Section 5(a)(vi), solely with respect to Party A: |
“Specified Indebtedness” will have the meaning specified in Section 14.
“Threshold Amount” means USD 100,000,000.
(vii) | The “Bankruptcy” provisions of Section 5(a)(vii) will apply to Party A and will apply to Party B except that the provisions of Section 5(a)(vii)(2), (6) (to the extent that such provisions refer to any appointment contemplated or effected by the Pooling and Servicing Agreement or any appointment to which Party B has not become subject), (7) and (9) will not apply to Party B; provided that, with respect to Party B only, Section 5(a)(vii)(4) is hereby amended by adding after the words “against it” the words “(excluding any proceeding or petition instituted or presented by Party A or its Affiliates)”, and Section 5(a)(vii)(8) is hereby amended by deleting the words “to (7) inclusive” and inserting lieu thereof “, (3), (4) as amended, (5), (6) as amended, or (7)”. |
(viii) | The “Merger Without Assumption” provisions of Section 5(a)(viii) will apply to Party A and will apply to Party B. |
(d) Termination Events.
The statement below that a Termination Event will apply to a specific party means that upon the occurrence of such a Termination Event, if such specific party is the Affected Party with respect to a Tax Event, the Burdened Party with respect to a Tax Event Upon Merger (except as noted below) or the non-Affected Party with respect to a Credit Event Upon Merger, as the case may be, such specific party shall have the right to designate an Early Termination Date in accordance with Section 6 of this Agreement; conversely, the statement below that such an event will not apply to a specific party means that such party shall not have such right; provided, however, with respect to “Illegality” the statement that such event will apply to a specific party means that upon the occurrence of such a Termination Event with respect to such party, either party shall have the right to designate an Early Termination Date in accordance with Section 6 of this Agreement.
(i) The “Illegality” provisions of Section 5(b)(i) will apply to Party A and will apply to Party B.
(ii) | The “Tax Event” provisions of Section 5(b)(ii) will apply to Party A and will apply to Party B. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(iii) | The “Tax Event Upon Merger” provisions of Section 5(b)(iii) will apply to Party A and will apply to Party B, provided that Party A shall not be entitled to designate an Early Termination Date by reason of a Tax Event upon Merger in respect of which it is the Affected Party. |
(iv) | The “Credit Event Upon Merger” provisions of Section 5(b)(iv) will not apply to Party A and will not apply to Party B. |
(e) | The “Automatic Early Termination” provision of Section 6(a) will not apply to Party A and will not apply to Party B. |
(f) Payments on Early Termination. For the purpose of Section 6(e) of this Agreement:
(i) | The Second Method will apply. |
(ii) | Market Quotation will apply, provided, however, that, if Party A is the Defaulting Party or the sole Affected Party, the following provisions will apply: |
(A) | Section 6(e) is hereby amended by inserting on the first line thereof the words “or is effectively designated” after “If an Early Termination Date occurs”; |
(B) | The definition of Market Quotation in Section 14 shall be deleted in its entirety and replaced with the following: |
“Market Quotation” means, with respect to one or more Terminated Transactions, and a party making the determination, an amount determined on the basis of one or more Firm Offers from Reference Market-makers that are Eligible Replacements. Each Firm Offer will be (1) for an amount that would be paid to Party B (expressed as a negative number) or by Party B (expressed as a positive number) in consideration of an agreement between Party B and such Reference Market-maker to enter into a Replacement Transaction, and (2) made on the basis that Unpaid Amounts in respect of the Terminated Transaction or group of Transactions are to be excluded but, without limitation, any payment or delivery that would, but for the relevant Early Termination Date, have been required (assuming satisfaction of each applicable condition precedent) after that Early Termination Date are to be included. The party making the determination (or its agent) will request each Reference Market-maker that is an Eligible Replacement to provide its Firm Offer to the extent reasonably practicable as of the same day and time (without regard to different time zones) on or as soon as reasonably practicable after the designation or occurrence of the relevant Early Termination Date. The day and time as of which those Firm Offers are to be provided (the “Bid Time”) will be selected in good faith by the party obliged to make a determination under Section 6(e), and, if each party is so obliged, after consultation with the other. If at least one Firm Offer from an Approved Replacement (which, if accepted, would determine the Market Quotation) is provided at the Bid Time, the Market Quotation will be the Firm Offer (among such Firm Offers as specified in clause (C) below) actually accepted by Party B no later than the Business Day immediately preceding the Early Termination Date. If no Firm Offer from an Approved Replacement (which, if accepted, would determine the Market Quotation) is provided at the Bid Time, it will be deemed that the Market Quotation in respect of such Terminated Transaction or group of Transactions cannot be determined.
(C) | If more than one Firm Offer from an Approved Replacement (which, if accepted, would determine the Market Quotation) is provided at the Bid Time, Party B shall accept the Firm Offer (among such Firm Offers) which would require either (x) the lowest payment by Party B to the Reference Market-maker, to the extent Party B would be required to make a payment to the Reference Market-maker or (y) the highest payment from the Reference Market-maker to Party B, to the extent the Reference Market-maker would be required to make a payment to Party B. If only one Firm Offer from an Approved Replacement (which, if accepted, would determine the Market Quotation) is provided at the Bid Time, Party B shall accept such Firm Offer. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(D) | If Party B requests Party A in writing to obtain Market Quotations, Party A shall use its reasonable efforts to do so. |
(E) | If the Settlement Amount is a negative number, Section 6(e)(i)(3) shall be deleted in its entirety and replaced with the following: |
“(3) Second Method and Market Quotation. If the Second Method and Market Quotation apply, (I) Party B shall pay to Party A an amount equal to the absolute value of the Settlement Amount in respect of the Terminated Transactions, (II) Party B shall pay to Party A the Termination Currency Equivalent of the Unpaid Amounts owing to Party A and (III) Party A shall pay to Party B the Termination Currency Equivalent of the Unpaid Amounts owing to Party B; provided, however, that (x) the amounts payable under the immediately preceding clauses (II) and (III) shall be subject to netting in accordance with Section 2(c) of this Agreement and (y) notwithstanding any other provision of this Agreement, any amount payable by Party A under the immediately preceding clause (III) shall not be netted-off against any amount payable by Party B under the immediately preceding clause (I).”
(g) “Termination Currency” means USD.
(h) Additional Termination Events. Additional Termination Events will apply as provided in Part 5(c).
Part 2. Tax Matters.
(a) Tax Representations.
(i) | Payer Representations. For the purpose of Section 3(e) of this Agreement: |
(A) Party A makes the following representation(s):
It is not required by any applicable law, as modified by the practice of any relevant governmental revenue authority, of any Relevant Jurisdiction to make any deduction or withholding for or on account of any Tax from any payment (other than interest under Section 2(e), 6(d)(ii) or 6(e) of this Agreement) to be made by it to the other party under this Agreement.
In making this representation, it may rely on:
(1) | the accuracy of any representations made by the other party pursuant to Section 3(f) of this Agreement; |
(2) | the satisfaction of the agreement contained in Section 4(a)(i) or 4(a)(iii) of this Agreement and the accuracy and effectiveness of any document provided by the other party pursuant to Section 4(a)(i) or 4(a)(iii) of this Agreement; and |
(3) | the satisfaction of the agreement of the other party contained in Section 4(d) of this Agreement, provided that it shall not be a breach of this representation where reliance is placed on clause (ii) and the other party does not deliver a form or document under Section 4(a)(iii) by reason of material prejudice to its legal or commercial position. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(B) Party B makes the following representation(s):
None.
(ii) Payee Representations. For the purpose of Section 3(f) of this Agreement:
(A) Party A makes the following representation(s):
Party A is a corporation organized under the laws of the State of Delaware and its U.S. taxpayer identification number is 13-3866307.
(B) Party B makes the following representation(s):
None.
(b) | Tax Provisions. |
(i) | Gross Up. Section 2(d)(i)(4) shall not apply to Party B as X, such that Party B shall not be required to pay any additional amounts referred to therein. |
(ii) | Indemnifiable Tax. Notwithstanding the definition of “Indemnifiable Tax” in Section 14 of this Agreement, all Taxes in relation to payments by Party A shall be Indemnifiable Taxes (including any Tax imposed in relation to a Credit Support Document or in relation to any payment thereunder) unless (i) such Taxes are assessed directly against Party B and not by deduction or withholding by Party A or (ii) arise as a result of a Change in Tax Law (in which case such Tax shall be an Indemnifiable Tax only if such Tax satisfies the definition of Indemnifiable Tax provided in Section 14). In relation to payments by Party B, no Tax shall be an Indemnifiable Tax. |
Part 3. Agreement to Deliver Documents.
(a) For the purpose of Section 4(a)(i), tax forms, documents, or certificates to be delivered are:
Party required to deliver document | Form/Document/ Certificate | Date by which to be delivered | ||
Party A | An original properly completed and executed United States Internal Revenue Service Form W-9 (or any successor thereto) with respect to any payments received or to be received by Party A that eliminates U.S. federal withholding and backup withholding Tax on payments to Party A under this Agreement. | (i) upon execution of this Agreement, (ii) on or before the first payment date under this Agreement, including any Credit Support Document, (iii) promptly upon the reasonable demand by Party B, (iv) prior to the expiration or obsolescence of any previously delivered form, and (v) promptly upon the information on any such previously delivered form becoming inaccurate or incorrect. | ||
Party B | (i) Upon execution of this Agreement, an original properly completed and executed United States Internal Revenue Service Form W-9 (or any successor thereto) with respect to any payments received or to be received by the initial beneficial owner of payments to Party B, and (ii) thereafter, the appropriate tax certification form (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto)) with respect to any payments received or to be received by the beneficial owner of payments to Party B under this Agreement from time to time. | (i) upon execution of this Agreement, (ii) on or before the first payment date under this Agreement, including any Credit Support Document, (iii) in the case of a tax certification form other than a Form W-9, before December 31 of each third succeeding calendar year, (iv) promptly upon the reasonable demand by Party B, (v) prior to the expiration or obsolescence of any previously delivered form, and (vi) promptly upon the information on any such previously delivered form becoming inaccurate or incorrect. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(b) For the purpose of Section 4(a)(ii), other documents to be delivered are:
Party required to deliver document | Form/Document/ Certificate | Date by which to be delivered | Covered by Section 3(d) Representation | |||
Party A and Party B | Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver the Agreement, this Confirmation, and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under the Agreement, this Confirmation and any Credit Support Document, as the case may be | Upon the execution and delivery of this Agreement | Yes | |||
Party A and Party B | A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing the Agreement, this Confirmation, and any relevant Credit Support Document, as the case may be | Upon the execution and delivery of this Agreement | Yes | |||
Party A | Annual Report of Party A containing consolidated financial statements certified by independent certified public accountants and prepared in accordance with generally accepted accounting principles in the country in which Party A is organized | Upon request by Party B | Yes | |||
Party A | Quarterly Financial Statements of Party A containing unaudited, consolidated financial statements of Party A’s fiscal quarter prepared in accordance with generally accepted accounting principles in the country in which Party A is organized | Upon request by Party B | Yes | |||
Party A and Party B | An opinion of counsel of such party regarding the enforceability of this Agreement in a form reasonably satisfactory to the other party. | Upon the execution and delivery of this Agreement | No | |||
Party B | An executed copy of the Pooling and Servicing Agreement | Promptly upon filing of such agreement with the U.S. Securities and Exchange Commission | No |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
Part 4. Miscellaneous.
(a) | Address for Notices: For the purposes of Section 12(a) of this Agreement: |
Address for notices or communications to Party A:
Address: | 383 Madison Avenue, New York, New York 10179 |
Attention: | DPC Manager |
Facsimile: | (212) 272-5823 |
with a copy to:
Address: | One Metrotech Center North, Brooklyn, New York 11201 |
Attention: | Derivative Operations 7th Floor |
Facsimile: | (212) 272-1634 |
(For all purposes)
Address for notices or communications to Party B:
Address: | 1761 East St. Andrew Place, Santa Ana, CA 92705-4934 |
Attention: | Impac Secured Assets Corp. Series 2007-1 |
c/o Deutsche Bank National Trust Company as Trustee
Facsimile: | (714) 247-6285 |
Phone: | (714) 247-6000 |
(For all purposes)
(b) Process Agent. For the purpose of Section 13(c):
Party A appoints as its Process Agent: Not applicable.
Party B appoints as its Process Agent: Not applicable.
(c) | Offices. The provisions of Section 10(a) will apply to this Agreement; neither Party A nor Party B has any Offices other than as set forth in the Notices Section. |
(d) | Multibranch Party. For the purpose of Section 10(c) of this Agreement: |
Party A is not a Multibranch Party.
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
Party B is not a Multibranch Party. |
(e) | Calculation Agent. The Calculation Agent is Party A. |
(f) Credit Support Document.
Party A: | The Credit Support Annex, and any guarantee in support of Party A’s obligations under this Agreement. |
Party B: The Credit Support Annex.
(g) | Credit Support Provider. |
Party A: The guarantor under any guarantee in support of Party A’s obligations under this Agreement.
Party B: None.
(h) | Governing Law. The parties to this Agreement hereby agree that the law of the State of New York shall govern their rights and duties in whole, without regard to the conflict of law provisions thereof other than New York General Obligations Law Sections 5-1401 and 5-1402. |
(i) | Netting of Payments. The parties agree that subparagraph (ii) of Section 2(c) will apply to each Transaction hereunder. |
(j) | Affiliate. Party A and Party B shall be deemed to have no Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii). |
Part 5. Others Provisions.
(a) | Definitions. Unless otherwise specified in a Confirmation, this Agreement and each Transaction under this Agreement are subject to the 2000 ISDA Definitions as published and copyrighted in 2000 by the International Swaps and Derivatives Association, Inc. (the “Definitions”), and will be governed in all relevant respects by the provisions set forth in the Definitions, without regard to any amendment to the Definitions subsequent to the date hereof. The provisions of the Definitions are hereby incorporated by reference in and shall be deemed a part of this Agreement, except that (i) references in the Definitions to a “Swap Transaction” shall be deemed references to a “Transaction” for purposes of this Agreement, and (ii) references to a “Transaction” in this Agreement shall be deemed references to a “Swap Transaction” for purposes of the Definitions. Each term capitalized but not defined in this Agreement shall have the meaning assigned thereto in the Pooling and Servicing Agreement. |
(b) Amendments to ISDA Master Agreement.
(i) | Single Agreement. Section 1(c) is hereby amended by the adding the words “including, for the avoidance of doubt, the Credit Support Annex” after the words “Master Agreement”. |
(ii) | [Reserved.] |
(iii) | [Reserved.] |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(iv) | Representations. Section 3 is hereby amended by adding at the end thereof the following subsection (g): |
“(g) | Relationship Between Parties. |
(1) | Nonreliance. (i) It is not relying on any statement or representation of the other party regarding the Transaction (whether written or oral), other than the representations expressly made in this Agreement or the Confirmation in respect of that Transaction, (ii) it has consulted with its own legal, regulatory, tax, business, investment, financial and accounting advisors to the extent it has deemed necessary, and it has made its own investment, hedging and trading decisions based upon its own judgment and upon any advice from such advisors as it has deemed necessary and not upon any view expressed by the other party, (iii) it is not relying on any communication (written or oral) of the other party as investment advice or as a recommendation to enter into this Transaction; it being understood that information and explanations related to the terms and conditions of this Transaction shall not be considered investment advice or a recommendation to enter into this Transaction, and (iv) it has not received from the other party any assurance or guaranty as to the expected results of this Transaction. |
(2) | Evaluation and Understanding. (i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction and (ii) it understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise. |
(3) | Purpose. It is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business. |
(4) | Status of Parties. The other party is not acting as an agent, fiduciary or advisor for it in respect of the Transaction. |
(5) | Eligible Contract Participant. It is an “eligible swap participant” as such term is defined in, Section 35.1(b)(2) of the regulations (17 C.F.R. 35) promulgated under, and an “eligible contract participant” as defined in Section 1(a)(12) of the Commodity Exchange Act, as amended.” |
(v) | Transfer to Avoid Termination Event. Section 6(b)(ii) is hereby amended by (i) deleting the words “or if a Tax Event Upon Merger occurs and the Burdened Party is the Affected Party,” and (ii) deleting the last paragraph thereof and inserting the following in lieu thereof: |
“Notwithstanding anything to the contrary in Section 7 (as amended herein) and Part 5(f), any transfer by Party A under this Section 6(b)(ii) shall not require the consent of Party B for such transfer if the following conditions are satisfied:
(1) | the transferee (the “Section 6 Transferee”) is an Eligible Replacement; |
(2) | if the Section 6 Transferee is domiciled in a different country or political subdivision thereof from both Party A and Party B, such transfer satisfies the Rating Agency Condition; |
(3) | the Section 6 Transferee will not, as a result of such transfer, be required on the next succeeding Scheduled Payment Date to withhold or deduct on account of any Tax (except in respect of default interest) amounts in excess of that which Party A would, on the next succeeding Scheduled Payment Date have been required to so withhold or deduct unless the Section 6 Transferee would be required to make additional payments pursuant to Section 2(d)(i)(4) corresponding to such excess; |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(4) | a Termination Event or Event of Default does not occur as a result of such transfer; and |
(5) | the Section 6 Transferee confirms in writing that it will accept all of the interests and obligations in and under this Agreement which are to be transferred to it in accordance with the terms of this provision.” |
(vi) | Jurisdiction. Section 13(b) is hereby amended by: (i) deleting in the second line of subparagraph (i) thereof the word "non-", (ii) deleting “; and” from the end of subparagraph 1 and inserting “.” in lieu thereof, and (iii) deleting the final paragraph thereof. |
(vii) | Local Business Day. The definition of Local Business Day in Section 14 is hereby amended by the addition of the words “or any Credit Support Document” after “Section 2(a)(i)” and the addition of the words “or Credit Support Document” after “Confirmation”. |
(c) | Additional Termination Events. The following Additional Termination Events will apply: |
(i) S&P First Level Downgrade. If an S&P Approved Ratings Downgrade Event has occurred and is continuing and Party A fails to take any action described under Part (5)(d)(i)(1), within the time period specified therein, then an Additional Termination Event shall have occurred with respect to Party A, Party A shall be the sole Affected Party with respect to such Additional Termination Event and all Transactions hereunder shall be Affected Transaction.
(ii) Moody’s First Rating Trigger Collateral. If (A) it is not the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for 30 or more Local Business Days and (B) Party A has failed to comply with or perform any obligation to be complied with or performed by Party A in accordance with the Credit Support Annex, then an Additional Termination Event shall have occurred with respect to Party A, Party A shall be the sole Affected Party with respect to such Additional Termination Event and all Transactions hereunder shall be Affected Transactions.
(iii) S&P Second Level Downgrade. If an S&P Required Ratings Downgrade Event has occurred and is continuing and Party A fails to take any action described under Part (5)(d)(i)(2) within the time period specified therein, then an Additional Termination Event shall have occurred with respect to Party A, Party A shall be the sole Affected Party with respect to such Additional Termination Event and all Transactions hereunder shall be Affected Transaction.
(iv) Moody’s Second Rating Trigger Replacement. If (A) a Moody’s Second Trigger Ratings Event has occurred and been continuing for 30 or more Local Business Days and (B) (i) at least one Eligible Replacement has made a Firm Offer to be the transferee of all of Party A’s rights and obligations under this Agreement (and such Firm Offer remains an offer that will become legally binding upon such Eligible Replacement upon acceptance by the offeree) and/or (ii) an Eligible Guarantor has made a Firm Offer to provide an Eligible Guarantee (and such Firm Offer remains an offer that will become legally binding upon such Eligible Guarantor immediately upon acceptance by the offeree), then an Additional Termination Event shall have occurred with respect to Party A, Party A shall be the sole Affected Party with respect to such Additional Termination Event and all Transactions hereunder shall be Affected Transactions.
(v) Amendment of the Pooling and Servicing Agreement. If, without the prior written consent of Party A where such consent is required under the Pooling and Servicing Agreement (such consent not to be unreasonably withheld), an amendment is made to the Pooling and Servicing Agreement which amendment could reasonably be expected to have a material adverse effect on the interests of Party A under this Agreement, an Additional Termination Event shall have occurred with respect to Party B, Party B shall be the sole Affected Party with respect to such Additional Termination Event and all Transactions hereunder shall be Affected Transactions.
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(vi) [Reserve]
(vii) Failure to Pay Class A Certificates. If the Trustee on behalf of the Trust is unable to pay, or fails or admits in writing its inability to pay (1) on any Distribution Date, any Accrued Certificate Interest Distribution Amount with respect to the Class A Certificates or (2) by the Distribution Date immediately following the maturity date for the Mortgage Loan with the latest maturity date, the ultimate payment of principal with respect to the Class A Certificates, in either case to the extent required pursuant to the terms of the Pooling and Servicing Agreement to be paid to the Class A Certificates, then an Additional Termination Event shall have occurred with respect to Party B, Party B shall be the sole Affected Party and all Transactions hereunder shall be Affected Transactions. This provision shall be applicable only with respect to the Transaction identified by the reference number FXNSC9230, and shall not apply to any other Transaction.
(d) | Rating Agency Downgrade. |
(i) S&P Downgrade:
(1) | In the event that an S&P Approved Ratings Downgrade Event occurs and is continuing, then within 30 days after such rating downgrade, Party A shall, subject to the Rating Agency Condition with respect to S&P, at its own expense, either (i) procure a Permitted Transfer, (ii) obtain an Eligible Guarantee or (iii) post collateral in accordance with the Credit Support Annex. |
(2) | In the event that an S&P Required Ratings Downgrade Event occurs and is continuing, then within 10 Local Business Days after such rating withdrawal or downgrade, Party A shall, subject to the Rating Agency Condition with respect to S&P, at its own expense, procure either (i) a Permitted Transfer or (ii) an Eligible Guarantee. |
(ii) Moody’s Downgrade.
(1) | In the event that a Moody’s Second Trigger Ratings Event occurs and is continuing, Party A shall, as soon as reasonably practicable thereafter, at its own expense and using commercially reasonable efforts, either (i) procure a Permitted Transfer or (ii) obtain an Eligible Guarantee. |
(e) | Item 1115 Agreement. Party A and Party B hereby agree that the terms of the Item 1115 Agreement, dated as of February 22, 2007 (the “Item 1115 Agreement”), among Impac Funding Corporation (“Sponsor”), Impac Secured Assets Corp., (“Depositor”), and Party A (the “Derivative Provider”) shall be incorporated by reference into this Agreement and Party B shall be an express third party beneficiary of the Item 1115 Agreement. A copy of the Item 1115 Agreement is annexed hereto at Annex B. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(f) | Transfers. |
(i) Section 7 is hereby amended to read in its entirety as follows:
“Except with respect to a Permitted Transfer pursuant to Section 6(b)(ii), Part 5(d), the Item 1115 Agreement, Part 5(b)(v) or the succeeding sentence, neither Party A nor Party B is permitted to assign, novate or transfer (whether by way of security or otherwise) as a whole or in part any of its rights, obligations or interests under the Agreement or any Transaction unless (a) the prior written consent of the other party is obtained and (b) the Rating Agency Condition has been satisfied with respect to S&P. At any time at which no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold, Party A may make a Permitted Transfer.”
(ii) | If an Eligible Replacement has made a Firm Offer (which remains an offer that will become legally binding upon acceptance by Party B) to be the transferee pursuant to a Permitted Transfer, Party B shall, at Party A’s written request and at Party A’s expense, execute such documentation provided to it as is reasonably deemed necessary by Party A to effect such transfer. |
(g) | Non-Recourse. Party A acknowledges and agree that, notwithstanding any provision in this Agreement to the contrary, the obligations of Party B hereunder are limited recourse obligations of Party B, payable solely from the Supplemental Interest Trust and the proceeds thereof, in accordance with the priority of payments and other terms of the Pooling and Servicing Agreement and that Party A will not have any recourse to any of the directors, officers, agents, employees, shareholders or affiliates of Party B with respect to any claims, losses, damages, liabilities, indemnities or other obligations in connection with any transactions contemplated hereby. In the event that the Supplemental Interest Trust and the proceeds thereof, should be insufficient to satisfy all claims outstanding and following the realization of the Supplemental Interest Trust and the proceeds thereof, any claims against or obligations of Party B under this Agreement or any other confirmation thereunder still outstanding shall be extinguished and thereafter not revive. The Supplemental Interest Trust Trustee shall not have liability for any failure or delay in making a payment hereunder to Party A due to any failure or delay in receiving amounts in the Supplemental Interest Trust from the Trust created pursuant to the Pooling and Servicing Agreement. This provision will survive the termination of this Agreement. |
(h) | Timing of Payments by Party B upon Early Termination. Notwithstanding anything to the contrary in Section 6(d)(ii), to the extent that all or a portion (in either case, the “Unfunded Amount”) of any amount that is calculated as being due in respect of any Early Termination Date under Section 6(e) from Party B to Party A will be paid by Party B from amounts other than any upfront payment paid to Party B by an Eligible Replacement that has entered a Replacement Transaction with Party B, then such Unfunded Amount shall be due on the next subsequent Distribution Date following the date on which the payment would have been payable as determined in accordance with Section 6(d)(ii), and on any subsequent Distribution Dates until paid in full (or if such Early Termination Date is the final Distribution Date, on such final Distribution Date); provided, however, that if the date on which the payment would have been payable as determined in accordance with Section 6(d)(ii) is a Distribution Date, such payment will be payable on such Distribution Date. |
(i) | Rating Agency Notifications. Notwithstanding any other provision of this Agreement, no Early Termination Date shall be effectively designated hereunder by Party B and no transfer of any rights or obligations under this Agreement shall be made by either party unless each Swap Rating Agency has been given prior written notice of such designation or transfer. |
(j) | No Set-off. Except as expressly provided for in Section 2(c), Section 6 or Part 1(f)(i)(D) hereof, and notwithstanding any other provision of this Agreement or any other existing or future agreement, each party irrevocably waives any and all rights it may have to set off, net, recoup or otherwise withhold or suspend or condition payment or performance of any obligation between it and the other party hereunder against any obligation between it and the other party under any other agreements. Section 6(e) shall be amended by deleting the following sentence: “The amount, if any, payable in respect of an Early Termination Date and determined pursuant to this Section will be subject to any Set-off.”. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(k) | Amendment. Notwithstanding any provision to the contrary in this Agreement, no amendment of either this Agreement or any Transaction under this Agreement shall be permitted by either party unless each of the Swap Rating Agencies has been provided prior written notice of the same and such amendment satisfies the Rating Agency Condition with respect to S&P. |
(l) | Notice of Certain Events or Circumstances. Each Party agrees, upon learning of the occurrence or existence of any event or condition that constitutes (or that with the giving of notice or passage of time or both would constitute) an Event of Default or Termination Event with respect to such party, promptly to give the other Party and to each Swap Rating Agency notice of such event or condition; provided that failure to provide notice of such event or condition pursuant to this Part 5(l) shall not constitute an Event of Default or a Termination Event. |
(m) Proceedings. No Relevant Entity shall institute against, or cause any other person to institute against, or join any other person in instituting against Party B, the Supplemental Interest Trust, or the trust formed pursuant to the Pooling and Servicing Agreement, in any bankruptcy, reorganization, arrangement, insolvency or liquidation proceedings or other proceedings under any federal or state bankruptcy or similar law for a period of one year (or, if longer, the applicable preference period) and one day following payment in full of the Certificates and any Notes. This provision will survive the termination of this Agreement.
(n) | Supplemental Interest Trust Trustee Liability Limitations. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed and delivered by Deutsche Bank National Trust Company (“Deutsche”) not in its individual capacity, but solely as Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement in the exercise of the powers and authority conferred and invested in it thereunder; (b) Deutsche has been directed pursuant to the Pooling and Servicing Agreement to enter into this Agreement and to perform its obligations hereunder; (c) each of the representations, warranties, covenants, undertakings and agreements herein made on behalf of the Supplemental Interest Trust are made and intended not as personal representations, undertakings and agreements by Deutsche but are made and intended for the purpose of binding only the Supplemental Interest Trust; and (d) nothing herein contained shall be construed as creating any liability on Deutsche Bank National Trust Company, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by the parties who are signatories to this Agreement and by any Trust company be personally liable for the payment of any indemnity, indebtedness, fees or expenses of the Supplemental Interest Trust or be liable for the breach or failure of any obligations, representation, warranty or covenant made or undertaken by the Supplemental Interest Trust under this Agreement. . |
(o) | Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) in any respect, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties; provided, however, that this severability provision shall not be applicable if any provision of Section 2, 5, 6, or 13 (or any definition or provision in Section 14 to the extent it relates to, or is used in or in connection with any such Section) shall be so held to be invalid or unenforceable. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
The parties shall endeavor to engage in good faith negotiations to replace any invalid or unenforceable term, provision, covenant or condition with a valid or enforceable term, provision, covenant or condition, the economic effect of which comes as close as possible to that of the invalid or unenforceable term, provision, covenant or condition.
(p) | Agent for Party B. Party A acknowledges that Party B has appointed the Supplemental Interest Trust Trustee as its agent under the Pooling and Servicing Agreement to carry out certain functions on behalf of Party B, and that the Supplemental Interest Trust Trustee and the Swap Administrator shall be entitled to give notices and to perform and satisfy the obligations of Party B hereunder on behalf of Party B. |
(q) | Limitation on Events of Default. Notwithstanding the provisions of Sections 5 and 6, if at any time and so long as Party B has satisfied in full all its payment obligations under Section 2(a)(i) in respect of each Transaction with the reference numbers FXNCC9210, FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228; FXNCC9229 and FXNCC9238 (each, a “Cap Transaction”) and has at the time no future payment obligations, whether absolute or contingent, under such Section in respect of such Cap Transaction, then unless Party A is required pursuant to appropriate proceedings to return to Party B or otherwise returns to Party B upon demand of Party B any portion of any such payment in respect of such Cap Transaction, (a) the occurrence of an event described in Section 5(a) with respect to Party B shall not constitute an Event of Default or Potential Event of Default with respect to Party B as Defaulting Party in respect of such Cap Transaction and (b) Party A shall be entitled to designate an Early Termination Date pursuant to Section 6 in respect of such Cap Transaction only as a result of the occurrence of a Termination Event set forth in either Section 5(b)(i) or 5(b)(ii) with respect to Party A as the Affected Party, or Section 5(b)(iii) with respect to Party A as the Burdened Party. For purposes of the Transaction to which this Agreement relates, Party B’s only obligation under Section 2(a)(i) in respect of such Cap Transaction is to pay the Fixed Amount on the Fixed Amount Payer Payment Date. |
(r) | Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between trading, marketing, and operations personnel of the parties and their Affiliates, waives any further notice of such monitoring or recording, and agrees to notify such personnel of such monitoring or recording. |
(s) | Waiver of Jury Trial. Each party waives any right it may have to a trial by jury in respect of any in respect of any suit, action or proceeding relating to this Agreement or any Credit Support Document. |
(t) | Payment Instructions. Party A hereby agrees that, unless notified in writing by Party B of other payment instructions, any and all amounts payable by Party A to Party B under this Agreement shall be paid to the account specified in Item 4 of this Confirmation, below. |
(u) | Capacity. Party A represents to Party B on the date on which Party A enters into this Agreement that it is entering into the Agreement and the Transaction as principal and not as agent of any person. The Supplemental Interest Trust Trustee represents to Party A on the date on which Party B enters into this Agreement that the Supplemental Interest Trust Trustee is executing the Agreement not in its individual capacity, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust. |
(v) | Substantial financial transactions. Each party hereto is hereby advised and acknowledges as of the date hereof that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Pooling and Servicing Agreement relating to such Transaction, as applicable. This paragraph shall be deemed repeated on the trade date of each Transaction. |
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(w) | Optional Termination. In connection with the optional termination of the trust fund pursuant to Section 9.01 of the Pooling and Servicing Agreement, with effect following all distributions on the final Distribution Date under the Pooling and Servicing Agreement (such date, the “Optional Termination Distribution Date”): |
(a) (1) (A) Party B hereby assigns all of its rights and delegates all of its liabilities and obligations to Impac Mortgage Holdings, Inc., (“IMHI”) and IMHI hereby assumes all of Party B’s rights, liabilities, and obligations, under the Confirmations arising after the final distributions on the Optional Termination Distribution Date (the “Assigned Transactions”) and (B) Party A hereby consents to such assignment, delegation and assumption;
(2) Party A and IMHI agree to enter into the Assigned Transactions as evidenced by confirmations (the “New Confirmations”) and each such New Confirmation will constitute a Confirmation (as that word is defined in the New Agreement, defined below) that supplements, forms a part of, and is subject to, an agreement (the “New Agreement”) in the form of the 1992 Multicurrency - Cross Border Master Agreement in the form published by the International Swaps and Derivatives Association, Inc. (the “ISDA Form”), executed by Party A and IMHI, but without any Schedule except for the election of the State of New York as the governing law and USD as the Termination Currency (as that word is defined in the New Agreement). Party A and IMHI further agree that such New Confirmations shall have substantially identical terms to the Assigned Transactions and Confirmations.
(b) | Party A and Party B are each released and discharged from further obligations owed under and in respect of the Assigned Transactions and their respective rights against each other thereunder are cancelled; |
(c) | Party A hereby agrees that IMHI may do one of the following with each of the Assigned Transactions and the New Confirmations: |
(i) retain such Assigned Transaction and New Confirmation;
(ii) | assign all of its rights and delegate all of its liabilities and obligations under such Assigned Transaction and New Confirmation to a third party, such assignment and delegation to be effective upon the receipt of written consent thereto from Party A (in its sole and absolute discretion); or |
(iii) | terminate such Assigned Transaction by giving three Business Days’ prior written notice to Party A (the “Optional Swap Termination”). In connection with the Optional Swap Termination, if any, a termination payment (if any) shall be payable by IMHI or Party A, as applicable, as determined by the Calculation Agent by the application of Section 6(e)(ii) of the ISDA Form Master Agreement, with Market Quotation and Second Method being the applicable method for determining the termination payment. The exercise of the right to terminate under this provision shall not be an Event of Default under any of the other Transactions between IMHI and Bear Stearns Financial Products Inc. For purposes of the Optional Swap Termination, IMHI shall be the sole Affected Party. |
(d) | If IMHI exercises its right to retain an Assigned Transaction and New Confirmation pursuant to Part 5(w)(a)(2) of this Agreement, then Party A has the right to do one of the following with each such Assigned Transaction and New Confirmation: |
(i) retain such Assigned Transaction and New Confirmation;
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
(ii) assign all of its rights and delegate all of its liabilities and obligations under such Assigned Transaction to a subsidiary of The Bear Stearns Companies, Inc. without the consent of IMHI;
or
(iii) assign all of its rights and delegate all of its liabilities and obligations under such Assigned Transaction to a third party with the consent of IMHI; provided, however, that if Party A exercises its right to assign such Assigned Transaction under (ii) or (iii) above the counterparty shall be an entity that (1) has executed an ISDA Master Agreement with IMHI and (2) agrees to accept all of the terms and conditions of such Assigned Transaction and New Confirmation without amendment or supplement.
(x) | [Reserved]. |
(y) Additional Definitions.
As used in this Agreement, the following terms shall have the meanings set forth below, unless the context clearly requires otherwise:
“Approved Ratings Threshold” means each of the S&P Approved Ratings Threshold and the Moody’s First Trigger Ratings Threshold.
“Approved Replacement” means, with respect to a Market Quotation, an entity making such Market Quotation, which entity would satisfy conditions (a), (b),(c) and (d) of the definition of Permitted Transfer (as determined by Party B in its sole discretion, acting in a commercially reasonable manner) if such entity were a Transferee, as defined in the definition of Permitted Transfer.
“Eligible Guarantee” means an unconditional and irrevocable guarantee of all present and future payment obligations and obligations to post collateral of Party A or an Eligible Replacement to Party B under this Agreement that is provided by an Eligible Guarantor as principal debtor rather than surety and that is directly enforceable by Party B, the form and substance of which guarantee are subject to the Rating Agency Condition with respect to S&P.
“Eligible Guarantor” means an entity that (A) has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold and (B) has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold, provided, for the avoidance of doubt, that an Eligible Guarantee of an Eligible Guarantor with credit ratings below the Moody’s First Trigger Ratings Threshold will not cause a Collateral Event (as defined in the Credit Support Annex) to occur or continue with respect to Moody’s. An Eligible Guarantor shall provide Party B in writing all credit ratings described in this definition, upon request of Party B.
“Eligible Replacement” means an entity (A) (i) (a) that has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold, and (b) has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold, provided, for the avoidance of doubt, that an Eligible Replacement with credit ratings below the Moody’s First Trigger Ratings Threshold will not cause a Collateral Event (as defined in the Credit Support Annex) not to occur or continue with respect to Moody’s, or (ii) the present and future obligations (for the avoidance of doubt, not limited to payment obligations) of which entity to Party B under this Agreement are guaranteed pursuant to an Eligible Guarantee and (B) that has executed an Item 1115 Agreement with Depositor and Sponsor. An Eligible Guarantor shall provide Party B in writing all credit ratings described in this definition, upon request of Party B.
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
“Estimated Swap Termination Payment” means, with respect to an Early Termination Date, an amount determined by Party A in good faith and in a commercially reasonable manner as the maximum payment that could be owed by Party B to Party A in respect of such Early Termination Date pursuant to Section 6(e) of this Agreement, taking into account then current market conditions.
“Firm Offer” means (A) with respect to an Eligible Replacement, a quotation from such Eligible Replacement (i) in an amount equal to the actual amount payable by or to Party B in consideration of an agreement between Party B and such Eligible Replacement to replace Party A as the counterparty to this Agreement by way of novation or, if such novation is not possible, an agreement between Party B and such Eligible Replacement to enter into a Replacement Transaction (assuming that all Transactions hereunder become Terminated Transactions), and (ii) that constitutes an offer by such Eligible Replacement to replace Party A as the counterparty to this Agreement or enter a Replacement Transaction that will become legally binding upon such Eligible Replacement upon acceptance by Party B, and (B) with respect to an Eligible Guarantor, an offer by such Eligible Guarantor to provide an Eligible Guarantee that will become legally binding upon such Eligible Guarantor upon acceptance by the offeree.
“Moody’s” means Moody’s Investors Service, Inc., or any successor thereto.
“Moody’s First Trigger Ratings Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s First Trigger Ratings Threshold.
“Moody’s First Trigger Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, (i) if such entity has a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A2” and a short-term unsecured and unsubordinated debt rating from Moody’s of “Prime-1”, or (ii) if such entity does not have a short-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A1”.
“Moody’s Second Trigger Ratings Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold.
“Moody’s Second Trigger Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, (i) if such entity has a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A3” and a short-term unsecured and unsubordinated debt rating from Moody’s of “Prime-2”, or (ii) if such entity does not have a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A3”.
“Permitted Transfer” means a transfer by novation by Party A pursuant to Section 6(b)(ii), Part 5(d), the Item 1115 Agreement, Part 5(b)(v), or the second sentence of Section 7 (as amended herein) to a transferee (the “Transferee”) of all, but not less than all, of Party A’s rights, liabilities, duties and obligations under this Agreement, with respect to which transfer each of the following conditions is satisfied: (a) the Transferee is an Eligible Replacement; (b) Party A and the Transferee are both “dealers in notional principal contracts” within the meaning of Treasury regulations section 1.1001-4 (in each case as certified by such entity); (c) as of the date of such transfer the Transferee would not be required to withhold or deduct on account of Tax from any payments under this Agreement or would be required to gross up for such Tax under Section 2(d)(i)(4); (d) an Event of Default or Termination Event would not occur as a result of such transfer; (e) pursuant to a written instrument (the “Transfer Agreement”), the Transferee acquires and assumes all rights and obligations of Party A under the Agreement and the relevant Transaction; (f) Party B shall have determined, in its sole discretion, acting in a commercially reasonable manner, that such Transfer Agreement is effective to transfer to the Transferee all, but not less than all, of Party A’s rights and obligations under the Agreement and all relevant Transactions; (g) Party A will be responsible for any costs or expenses incurred in connection with such transfer (including any replacement cost of entering into a replacement transaction); (h) either (A) Moody’s has been given prior written notice of such transfer and the Rating Agency Condition is satisfied with respect to S&P or (B) each Swap Rating Agency has been given prior written notice of such transfer and such transfer is in connection with the assignment and assumption of this Agreement without modification of its terms, other than party names, dates relevant to the effective date of such transfer, tax representations (provided that the representations in Part 2(a)(i) are not modified) and any other representations regarding the status of the substitute counterparty of the type included in Part 5(b)(iv), Part 5(v)(i)(2) or Part 5(v)(ii), notice information and account details; and (i) such transfer otherwise complies with the terms of the Pooling and Servicing Agreement.
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
“Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder and each Swap Rating Agency specified in connection with such proposed act or omission, that the party acting or failing to act must consult with each of the specified Swap Rating Agencies and receive from each such Swap Rating Agency a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of any Certificates or Notes.
“Relevant Entity” means Party A and, to the extent applicable, a guarantor under an Eligible Guarantee.
“Replacement Transaction” means, with respect to any Terminated Transaction or group of Terminated Transactions, a transaction or group of transactions that (i) would have the effect of preserving for Party B the economic equivalent of any payment or delivery (whether the underlying obligation was absolute or contingent and assuming the satisfaction of each applicable condition precedent) by the parties under Section 2(a)(i) in respect of such Terminated Transaction or group of Terminated Transactions that would, but for the occurrence of the relevant Early Termination Date, have been required after that Date, and (ii) has terms which are substantially the same as this Agreement, including, without limitation, rating triggers, Regulation AB compliance, and credit support documentation, save for the exclusion of provisions relating to Transactions that are not Terminated Transaction, as determined by Party B in its sole discretion, acting in a commercially reasonable manner.
“Required Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the Required Ratings Threshold. For purposes of determining whether a Required Ratings Downgrade Event has occurred, each Relevant Entity shall provide its credit ratings to Party B in writing, upon request of Party B.
“Required Ratings Threshold” means each of the S&P Required Ratings Threshold and the Moody’s Second Trigger Ratings Threshold.
“S&P” means Standard & Poor's Rating Services, a division of The McGraw-Hill Companies, Inc., or any successor thereto.
“S&P Approved Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the S&P Approved Ratings Threshold.
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
“S&P Approved Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, a short-term unsecured and unsubordinated debt rating from S&P of “A-1”, or, if such entity does not have a short-term unsecured and unsubordinated debt rating from S&P, a long-term unsecured and unsubordinated debt rating or counterparty rating from S&P of “A+”.
“S&P Required Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the S&P Required Ratings Threshold.
“S&P Required Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, a long-term unsecured and unsubordinated debt rating or counterparty rating from S&P of “BBB-”.
“Swap Rating Agencies” means, with respect to any date of determination, each of S&P and Moody’s, to the extent that each such rating agency is then providing a rating for any of the Impac Secured Assets Trust 2007-1, Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-1 (the “Certificates”) or any notes backed by the Certificates (the “Notes”).
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
IN WITNESS WHEREOF, the parties have executed this Schedule by their duly authorized officers as of the date hereof.
BEAR STEARNS FINANCIAL PRODUCTS INC.
By: _______________________________
Name:
Title:
Name:
Title:
DEUTSCHE BANK NATIONAL TRUST COMPANY, NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE IMPAC SECURED ASSETS TRUST 2007-1, IMPAC SECURED ASSETS CORP., MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1.
By: _______________________________
Name:
Title:
Name:
Title:
Agreed to by:
Impac Mortgage Holdings, Inc., solely with respect to its rights and
obligations under Part 5(w) hereof
By: _______________________________
Name:
Title:
Name:
Title:
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
Annex A
Paragraph 13 of the Credit Support Annex
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
Annex B
1115 Agreement
Reference Numbers: FXNCC9218, FXNCC9219, FXNCC9220, FXNCC9221, FXNCC9222, FXNCC9223, FXNCC9224, FXNCC9225, FXNCC9226, FXNCC9227, FXNCC9228, FXNCC9229, FXNCC9238, FXNCC9239 and FXNSC9240.
EXHIBIT N
SERVICING CRITERIA TO BE ADDRESSED
IN ASSESSMENT OF COMPLIANCE
(RMBS unless otherwise noted)
Where there are multiple checks for criteria the attesting party will identify in their management assertion that they are attesting only to the portion of the distribution chain they are responsible for in the related transaction agreements.
Key: X - obligation
Reg AB Reference | Servicing Criteria | Sub-Servicer | Master Servicer | Trustee |
General Servicing Considerations | ||||
1122(d)(1)(i) | Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements. | X | X | X |
1122(d)(1)(ii) | If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities. | To the extent applicable | X | |
1122(d)(1)(iii) | Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained. | |||
1122(d)(1)(iv) | A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements. | X | X | |
Cash Collection and Administration | ||||
1122(d)(2)(i) | Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements. | X | X | X |
1122(d)(2)(ii) | Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel. | X | X | X |
1122(d)(2)(iii) | Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements. | X | X | |
1122(d)(2)(iv) | The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements. | X | X | X |
N-1
1122(d)(2)(v) | Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act. | X | X | X |
1122(d)(2)(vi) | Unissued checks are safeguarded so as to prevent unauthorized access. | If applicable | ||
1122(d)(2)(vii) | Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements. | X | X | X |
Investor Remittances and Reporting | ||||
1122(d)(3)(i) | Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the Sub-Servicer. | X | X | |
1122(d)(3)(ii) | Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements. | X | X | |
1122(d)(3)(iii) | Disbursements made to an investor are posted within two business days to the Sub-Servicer’s investor records, or such other number of days specified in the transaction agreements. | X | X | |
1122(d)(3)(iv) | Amounts remitted to investors per the investor reports agree with cancelled checks, or other form of payment, or custodial bank statements. | X | X | |
Pool Asset Administration | ||||
1122(d)(4)(i) | Collateral or security on pool assets is maintained as required by the transaction agreements or related pool asset documents. | X | X |
N-2
1122(d)(4)(ii) | Pool assets and related documents are safeguarded as required by the transaction agreements | X | X | |
1122(d)(4)(iii) | Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements. | X | X | X |
1122(d)(4)(iv) | Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Sub-Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents. | X | ||
1122(d)(4)(v) | The Sub-Servicer’s records regarding the pool assets agree with the Sub-Servicer’s records with respect to an obligor’s unpaid principal balance. | X | ||
1122(d)(4)(vi) | Changes with respect to the terms or status of an obligor's pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents. | X | X | |
1122(d)(4)(vii) | Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements. | X | X | |
1122(d)(4)(viii) | Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment). | X | ||
1122(d)(4)(ix) | Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents. | X | X | |
1122(d)(4)(x) | Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements. | X |
N-3
1122(d)(4)(xi) | Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the Sub-Servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements. | X | ||
1122(d)(4)(xii) | Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Sub-Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission. | X | ||
1122(d)(4)(xiii) | Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the Sub-Servicer, or such other number of days specified in the transaction agreements. | X | ||
1122(d)(4)(xiv) | Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements. | X | X | |
1122(d)(4)(xv) | Any external enhancement or other support, identified in Item 1114(a)(1) through (3) or Item 1115 of Regulation AB, is maintained as set forth in the transaction agreements. | X | X |
N-4
EXHIBIT O
FORM 10-D, FORM 8-K AND FORM 10-K
REPORTING RESPONSIBILITY
As to each item described below, the entity indicated as the Responsible Party shall be primarily responsible for reporting the information to the Trustee pursuant to Section 3.25. If the Trustee is indicated below as to any item, then the Trustee is primarily responsible for obtaining that information.
Under Item 1 of Form 10-D: a) items marked “4.02 statement” are required to be included in the periodic Distribution Date statement under Section 4.02, provided by the Trustee based on information received from the Master Servicer; and b) items marked “Form 10-D report” are required to be in the Form 10-D report but not the 4.02 statement, provided by the party indicated. Information under all other Items of Form 10-D is to be included in the Form 10-D report.
Form | Item | Description | Responsible Party |
10-D | Must be filed within 15 days of the Distribution Date. | ||
1 | Distribution and Pool Performance Information | ||
Item 1121(a) - Distribution and Pool Performance Information | |||
(1) Any applicable record dates, accrual dates, determination dates for calculating distributions and actual distribution dates for the distribution period. | 4.02 statement | ||
(2) Cash flows received and the sources thereof for distributions, fees and expenses. | 4.02 statement | ||
(3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including: | 4.02 statement | ||
(i) Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses. | 4.02 statement |
O-1
Form | Item | Description | Responsible Party |
(ii) Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments. | 4.02 statement | ||
(iii) Principal, interest and other distributions accrued and paid on the asset-backed securities by type and by class or series and any principal or interest shortfalls or carryovers. | 4.02 statement | ||
(iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow. | 4.02 statement | ||
(4) Beginning and ending principal balances of the asset-backed securities. | 4.02 statement | ||
(5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable. Consider providing interest rate information for pool assets in appropriate distributional groups or incremental ranges. | 4.02 statement | ||
(6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period. | 4.02 statement | ||
(7) Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable. | 4.02 statement | ||
(8) Number and amount of pool assets at the beginning and ending of each period, and updated pool composition information, such as weighted average coupon, weighted average life, weighted average remaining term, pool factors and prepayment amounts. | 4.02 statement Updated pool composition information fields to be as specified by Depositor from time to time | ||
(9) Delinquency and loss information for the period. In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets. | 4.02 statement. Form 10-D report: Depositor | ||
(10) Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements. | 4.02 statement |
O-2
Form | Item | Description | Responsible Party |
(11) Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time. | Form 10-D report; Sub-Servicer | ||
(12) Material breaches of pool asset representations or warranties or transaction covenants. | Form 10-D report: Sub-Servicer | ||
(13) Information on ratio, coverage or other tests used for determining any early amortization, liquidation or other performance trigger and whether the trigger was met. | 4.02 statement | ||
(14) Information regarding any new issuance of asset-backed securities backed by the same asset pool, [information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a prefunding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows available for future purchases, such as the balances of any prefunding or revolving accounts, if applicable. Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets. | Form 10-D report: Depositor Form 10-D report: Depositor Form 10-D report: Depositor | ||
Item 1121(b) - Pre-Funding or Revolving Period Information Updated pool information as required under Item 1121(b). | Depositor | ||
2 | Legal Proceedings |
O-3
Form | Item | Description | Responsible Party |
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, inc luding proceedings known to be contemplated by governmental authorities: Seller Depositor Trustee Trustee Issuing entity Master Servicer Originator | Seller Depositor Trustee Trustee Depositor Master Servicer Originator | ||
3 | Sales of Securities and Use of Proceeds | ||
Information from Item 2(a) of Part II of Form 10-Q: With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K. Pricing information can be omitted if securities were not registered. | Depositor | ||
4 | Defaults Upon Senior Securities | ||
Information from Item 3 of Part II of Form 10-Q: Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice) | N/A | ||
5 | Submission of Matters to a Vote of Security Holders | ||
Information from Item 4 of Part II of Form 10-Q | Trustee | ||
6 | Significant Obligors of Pool Assets | ||
Item 1112(b) - Significant Obligor Financial Information* | N/A | ||
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item. | |||
7 | Significant Enhancement Provider Information |
O-4
Form | Item | Description | Responsible Party |
Item 1114(b)(2) - Credit Enhancement Provider Financial Information* Determining applicable disclosure threshold Obtaining required financial information or effecting incorporation by reference | N/A N/A | ||
Item 1115(b) - Derivative Counterparty Financial Information* Determining current maximum probable exposure Determining current significance percentage Obtaining required financial information or effecting incorporation by reference | Depositor | ||
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items. | |||
8 | Other Information | ||
Disclose any information required to be reported on Form 8-K during the period covered by the Form 10-D but not reported | The Responsible Party for the applicable Form 8-K item as indicated below | ||
9 | Exhibits | ||
Distribution report | Trustee | ||
Exhibits required by Item 601 of Regulation S-K, such as material agreements | Depositor | ||
8-K | Must be filed within four business days of an event reportable on Form 8-K. | ||
1.01 | Entry into a Material Definitive Agreement | ||
Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party. Examples: servicing agreement, custodial agreement. Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus | Depositor | ||
1.02 | Termination of a Material Definitive Agreement |
O-5
Form | Item | Description | Responsible Party |
Disclosure is required regarding termination of any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party. Examples: servicing agreement, custodial agreement. | Depositor | ||
1.03 | Bankruptcy or Receivership | ||
Disclosure is required regarding the bankruptcy or receivership, if known to the Depositor, Sub-Servicer or Trustee, with respect to any of the following: Sponsor (Seller), Depositor, Sub-Servicer, Trustee, Swap Provider, Custodian | Depositor/Sub-Servicer | ||
2.04 | Triggering Events that Accelerate or Increase a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement | ||
Includes an early amortization, performance trigger or other event, including event of default, that would materially alter the payment priority/distribution of cash flows/amortization schedule. Disclosure will be made of events other than waterfall triggers which are disclosed in the 4.02 statement | N/A | ||
3.03 | Material Modification to Rights of Security Holders | ||
Disclosure is required of any material modification to documents defining the rights of Certificateholders, including the Pooling and Servicing Agreement | Party requesting material modification | ||
5.03 | Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year | ||
Disclosure is required of any amendment “to the governing documents of the issuing entity” | Depositor | ||
5.06 | Change in Shell Company Status | ||
[Not applicable to ABS issuers] | Depositor | ||
6.01 | ABS Informational and Computational Material | ||
[Not included in reports to be filed under Section 3.25] | Depositor | ||
6.02 | Change of Master Servicer or Trustee |
O-6
Form | Item | Description | Responsible Party |
Requires disclosure of any removal, replacement, substitution or addition of any master servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers, certificate administrator or trustee. Reg AB disclosure about any new servicer or trustee is also required. | Trustee or Master Servicer | ||
6.03 | Change in Credit Enhancement or Other External Support | ||
Covers termination of any enhancement in manner other than by its terms, the addition of an enhancement, or a material change in the enhancement provided. Applies to external credit enhancements as well as derivatives. Reg AB disclosure about any new enhancement provider is also required. | Depositor | ||
6.04 | Failure to Make a Required Distribution | Trustee | |
6.05 | Securities Act Updating Disclosure | ||
If any material pool characteristic differs by 5% or more at the time of issuance of the securities from the description in the final prospectus, provide updated Reg AB disclosure about the actual asset pool. | Depositor | ||
If there are any new servicers or originators required to be disclosed under Regulation AB as a result of the foregoing, provide the information called for in Items 1108 and 1110 respectively. | Depositor | ||
7.01 | Regulation FD Disclosure | Depositor | |
8.01 | Other Events | ||
Any event, with respect to which information is not otherwise called for in Form 8-K, that the registrant deems of importance to security holders. | Depositor | ||
9.01 | Financial Statements and Exhibits | The Responsible Party applicable to reportable event | |
10-K | Must be filed within 90 days of the fiscal year end for the registrant. | ||
9B | Other Information | ||
Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported | The Responsible Party for the applicable Form 8-K item as indicated above |
O-7
Form | Item | Description | Responsible Party |
15 | Exhibits and Financial Statement Schedules | ||
Item 1112(b) - Significant Obligor Financial Information | N/A | ||
Item 1114(b)(2) - Credit Enhancement Provider Financial Information Determining applicable disclosure threshold Obtaining required financial information or effecting incorporation by reference | N/A N/A | ||
Item 1115(b) - Derivative Counterparty Financial Information Determining current maximum probable exposure Determining current significance percentage Obtaining required financial information or effecting incorporation by reference | Depositor | ||
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities: | |||
Seller Depositor Trustee Issuing entity Master Servicer Originator | Seller Depositor Trustee Issuing entity Master Servicer Originator | ||
Item 1119 - Affiliations and relationships between the following entities, or their respective affiliates, that are material to Certificateholders: Seller Depositor Trustee Issuing entity Master Servicer Originator Credit Enhancer/Support Provider, if any Significant Obligor, if any | Seller Depositor Trustee (only with respect to affiliations with the sponsor, depositor or issuing entity) Issuing entity Master Servicer Originator Depositor Depositor |
O-8
Form | Item | Description | Responsible Party |
Item 1122 - Assessment of Compliance with Servicing Criteria | Each Party participating in the servicing function | ||
Item 1123 -Servicer Compliance Statement | Master Servicer |
O-9
EXHIBIT P
[RESERVED]
P-1
EXHIBIT Q
FORM OF COUNTRYWIDE SERVICING AGREEMENT
(Provided Upon Request)
Q-1
EXHIBIT R
FORM OF ITEM 1115 AGREEMENT
R-1
ITEM 1115 AGREEMENT
Item 1115 Agreement (this “Agreement”), dated as of February 22, 2007, among Impac Funding Corporation (the “Sponsor”), Impac Secured Assets Corp., (the “Depositor”), and Bear Stearns Financial Products Inc. (the “Derivative Provider”).
RECITALS
WHEREAS, the Depositor has filed a Registration Statement on Form S-3 (the “Registration Statement”) with the U.S. Securities and Exchange Commission (the “Commission”) for purposes of offering mortgage-backed or asset-backed notes and/or certificates (the “Securities”) through special purpose vehicles (each, an “Issuing Entity”);
WHEREAS, from time to time, on or prior to the closing date of a securitization (the “Closing Date”) pursuant to which Securities are offered (each, a “Securitization”), the Derivative Provider may enter into certain derivative agreements with respect to such Securitization with the Issuing Entity (or a trustee or securities or swap administrator or other person acting in a similar capacity in connection with such Securitization (each, an “Administrator”)), or with the Sponsor or an affiliate of the Sponsor whereby such derivative agreements are assigned to the Issuing Entity or Administrator (each, in either case, a “Derivative Agreement”);
WHEREAS, the Derivative Provider agrees and acknowledges that the Sponsor and Depositor are required under Regulation AB (as defined herein) to disclose certain financial data and/or financial statements with respect to the Derivative Provider, depending on the applicable “significance percentage” for each Derivative Agreement as calculated from time to time in accordance with Item 1115 of Regulation AB;
WHEREAS, the Sponsor, on behalf of itself and each Issuing Entity through which it effects Securitizations, the Depositor and the Derivative Provider, desire to set forth certain rights and obligations with regard to financial data and/or financial statements and other information which the Sponsor, the Issuing Entity and Depositor may be required to disclose in accordance with Regulation AB (as defined herein) and certain related matters.
NOW, THEREFORE, in consideration of the mutual agreements set forth herein and for other good and valuable consideration the receipt and adequacy of which is hereby acknowledged, the parties hereby agree as follows:
Section 1. | Application and Definitions. |
(a) | Application. This Agreement shall apply to each Derivative Agreement entered into on or after the date hereof. |
(b) | Definitions. |
Additional Termination Event: With respect to any Derivative Agreement, as defined in the related Master Agreement, where the terms hereof are incorporated by reference in such Derivative Agreement.
Affected Party: With respect to any Derivative Agreement, as defined in the related Master Agreement.
Business Day: Any day other than a Saturday, a Sunday or any day on which banking institutions in the states where the parties are located are authorized or obligated by law, executive order or government decree to be closed.
Company Information: As defined in Addendum A.
Company Financial Information: With respect to each Securitization, the financial data described in and in accordance with Item 1115(b)(1) of Regulation AB or the financial statements described in and in accordance with Item 1115(b)(2) of Regulation AB, in either case with respect to the Derivative Provider providing derivative instruments to the related Issuing Entity and/or Administrator.
Derivative Disclosure Event: As defined in Section 2(b)(ii).
GAAP: As defined in Section 3(a)(ii).
Exchange Act: The Securities Exchange Act of 1934, as amended, and the rules and regulations promulgated thereunder.
Exchange Act Reports: With respect to an Issuing Entity, all Distribution Reports on Form 10-D, Current Reports on Form 8-K and Annual Reports on Form 10-K and any amendments thereto, required to be filed by such Issuing Entity or the Depositor with respect to such Issuing Entity pursuant to the Exchange Act.
Free Writing Prospectus: With respect to each Securitization, the free writing prospectus or prospectuses prepared in connection with the public offering and sale of the related Securities and used to price such Securities.
Master Agreement: With respect to any Derivative Agreement, the ISDA Master Agreement referenced in such Derivative Agreement, together with any Schedule, Credit Support Annex and Confirmations forming a part thereof or incorporated therein by reference, or, if no such ISDA Master Agreement exists, the ISDA Master Agreement deemed to apply to such Derivative Agreement pursuant to its terms, together with any Schedule, Credit Support Annex and Confirmations deemed to form a part thereof or to be incorporated therein by reference.
Prospectus Supplement: With respect to each Securitization, the prospectus supplement prepared in connection with the public offering and sale of the related Securities.
Regulation AB: Subpart 229.1100 - Asset Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123, as such may be amended from time to time, and subject to such clarification and interpretation as have been provided by the Commission in the adopting release (Asset-Backed Securities, Securities Act Release No. 33-8518, 70 Fed. Reg. 1,506, 1,531 (Jan. 7, 2005)) or by the staff of the Commission, or as may be provided by the Commission or its staff from time to time.
Securities Act: The Securities Act of 1933, as amended, and the rules and regulations promulgated thereunder.
Section 2. | Information to be Provided by the Derivative Provider. |
(a) | Prior to printing the Free Writing Prospectus and/or Prospectus Supplement relating to each Securitization, the Derivative Provider, at its own expense, shall: |
2
(i) | provide to the Depositor the following information and such other information as is reasonably requested by the Depositor for the purpose of compliance with Item 1115(a)(1) of Regulation AB or the Securities Act in respect of such Securitization: |
(A) | the Derivative Provider’s legal name (and any d/b/a), |
(B) | the organizational form of the Derivative Provider, |
(C) | a description of the general character of the business of the Derivative Provider, |
(D) | a description of any affiliation or relationship (as set forth in Item 1119 of Regulation AB) between the Derivative Provider and any of the following parties: |
(1) | any servicer that is not affiliated with the Sponsor (or other person acting in a similar capacity) identified as such in the related Free Writing Prospectus and/or Prospectus Supplement, |
(2) | the trustee (or other person acting in a similar capacity) identified as such in the related Free Writing Prospectus and/or Prospectus Supplement, |
(3) | any originator identified as such in the related Free Writing Prospectus and/or Prospectus Supplement, |
(4) | any enhancement or support provider identified to the Derivative Provider by the Sponsor, and |
(5) | any other material Securitization party identified to the Derivative Provider by the Sponsor in writing (including electronic mail); |
(E) | information relating to any material legal or governmental proceedings that would affect the Derivative Provider’s ability to perform its obligations under the related Derivative Agreement; and |
(F) | any other information that is material or otherwise required for the purpose of compliance with the Securities Act; and |
(ii) | if requested by the Depositor in its reasonable discretion for the purpose of compliance with Item 1115(b) of Regulation AB with respect to such Securitization, provide to the Depositor the Company Financial Information described in Item 1115(b)(1) of Regulation AB or Item 1115(b)(2) of Regulation AB (as specified by the Depositor). |
3
(b) | Following the Closing Date with respect to each Securitization: |
(i) | For the period from the closing date of the related Securitization to December 31 of the calendar year in which the closing date of the related Securitization occurs (and any additional period if notified in writing by the Sponsor that the Depositor is required to file Exchange Act reports in respect of the related Issuing entity after such period), the Derivative Provider, at its own expense, shall no later than the 25th calendar day of each month, notify the Depositor in writing of any known material affiliations or relationships that develop following the Closing Date between the Derivative Provider and any of the parties specified in Section 2(a)(i)(D) (and any other parties identified in writing by the Depositor) with respect to such Securitization, and provide to the Depositor a description of such affiliations or relationships; |
(ii) | if, on any Business Day for so long as the Depositor is required to file Exchange Act Reports in respect of the related Issuing Entity, the Depositor provides written notice to the Derivative Provider that the “significance percentage” for any Derivative Agreement relating to such Securitization (calculated separately or in the aggregate with other Derivative Agreements for such Securitization, such aggregation as determined by the Depositor in its sole discretion), is (x) 10% or more (but less than 20%) or (y) 20% or more, in each case based on a reasonable good-faith determination by the Depositor of the “significance percentage” in accordance with Item 1115 of Regulation AB (the providing of such notice, a “Derivative Disclosure Event”), the Derivative Provider, at its own expense, shall: |
(A) | provide to the Depositor the Company Financial Information described in and in accordance with (x) Item 1115(b)(1) of Regulation AB or (y) Item 1115(b)(2) of Regulation AB, respectively, |
(B) | with respect to each Derivative Agreement entered into in connection with such Securitization, cause another entity to replace the Derivative Provider as a party to such Derivative Agreement or, if such replacement cannot be effected, to enter into a replacement derivative agreement on terms substantially identical to such Derivative Agreement (as determined by the Depositor in its commercially reasonable discretion), which entity (1) meets or exceeds (or a guarantor, as applicable, for such entity meets or exceeds) any rating agency criteria set forth in, or otherwise applicable to, such Derivative Agreement (as determined by the Depositor in its sole discretion), (2) has entered into an agreement with Sponsor and Depositor substantially in the form of this Agreement, (3) has agreed to comply with the immediately preceding clause (A) and Section 2(b)(iii), and (4) has been approved by the Depositor (which approval shall not be unreasonably withheld), |
(C) | only if sufficient to satisfy the requirements of Item 1115 of Regulation AB that are applicable to the Derivative Provider as determined by the Depositor in its sole discretion, obtain a guaranty of the Derivative Provider’s obligations under each Derivative Agreement entered into in connection with the Securitization from an affiliate of the Derivative Provider, which affiliate (1) meets or exceeds any rating agency criteria set forth in, or otherwise applicable to, such Derivative Agreement (as determined by the Depositor in its commercially reasonable discretion), (2) has entered into an agreement with the Sponsor and Depositor substantially in the form of this Agreement, (3) has agreed to comply with the immediately preceding clause (A) and Section 2(b)(iii) and (4) has been approved by the Depositor (which approval shall not be unreasonably withheld), or |
4
(D) | only if sufficient to satisfy the requirements of Item 1115 of Regulation AB that are applicable to the Derivative Provider as determined by the Depositor in its commercially reasonable discretion, post collateral in an amount sufficient to reduce the “significance percentage” for purposes of Item 1115 of Regulation AB with respect to any Derivative Agreement relating to such Securitization, calculated separately or in the aggregate with other Derivative Agreements for such Securitization (1) to 5% if the Depositor has notified the Derivative Provider that the “significance percentage” is 10% or more (but less than 20%) or (2) to 15% if the Depositor has notified the Derivative Provider that the “significance percentage” is 20% or more; and |
(iii) | if the Derivative Provider has provided Company Financial Information to the Depositor pursuant to Section 2(a)(ii) or Section 2(b)(ii), the Derivate Provider, at its own expense, shall within five (5) days of the release of any updated Company Financial Information, provide to the Depositor such updated Company Financial Information if such update is released (A) during the period from the closing date of the related Securitization to December 31 of the calendar year in which the closing date of the related Securitization occurs (and any additional period if notified in writing by the Sponsor that the Depositor is required to file Exchange Act Reports in respect of the related Issuing Entity after such period) and (B) when the “significance percentage” for any Derivative Agreement relating to such Securitization (calculated separately or in the aggregate with other Derivative Agreements for such Securitization) is (x) 10% or more (but less than 20%) or (y) 20% or more, in each case based on a reasonable good-faith determination by the Depositor of the significance percentage in accordance with Item 1115 of Regulation AB. |
(iv) | In no event shall the Derivative Provider be required to calculate the “significance percentage” for purposes of this Agreement. |
(c) | The Derivative Provider shall provide any Company Financial Information provided pursuant to this Section 2 in Microsoft Word® format, Microsoft Excel® format or another format suitable for conversion to the format required for filing by the Depositor with the Commission via the Electronic Data Gathering and Retrieval System (EDGAR) (for avoidance of doubt, Company Financial Information shall not be provided in .pdf format); alternatively, if permitted by Regulation AB (as determined by the Sponsor in its sole discretion), the Derivative Provider may provide such Company Financial Information by providing to the Depositor written consent to incorporate by reference in Exchange Act Reports of the Depositor such Company Financial Information from reports filed by the Derivative Provider pursuant to the Exchange Act. In addition, the Derivative Provider shall also provide Company Financial Information provided pursuant to Section 2(a)(ii) in a format appropriate for use in the related Free Writing Prospectus and Prospectus Supplement. If required under the Securities Act as determined by the Depositor after consultation with counsel, the Derivative Provider shall cause its outside accounting firm to provide to the Depositor such accounting firm’s written consent to the filing or incorporation by reference in the Exchange Act Reports of the Depositor of such accounting firm’s report relating to its audits of such Company Financial Information. |
5
Section 3. | Representations and Warranties of the Derivative Provider. |
The Derivative Provider represents and warrants to the Depositor that:
(1) that the information provided pursuant to Section 2(a) is true and correct in all material respects and does not omit to state a material fact required to be stated therein or necessary in order to make the statements therein, in the light of the circumstances under which they were made, not misleading;
(2) as of the date on which the Derivative Provider first provides Company Financial Information to the Depositor under Section 2(a)(ii), Section 2(b)(ii) or Section 2(b)(iii), that, except as disclosed in writing to the Depositor prior to such date:
(a) | the outside accounting firm that certifies the financial statements and supporting schedules included in Company Financial Information, or which provides a procedures letter with respect to such Company Financial Information, (as applicable) is an independent registered public accounting firm as required by the Securities Act; |
(b) | the selected financial data and summary financial information included in the Company Financial Information present fairly the information shown therein and have been compiled on a basis consistent with that of the audited financial statements of the Derivative Provider; |
(c) | the financial statements included in the Company Financial Information present fairly the consolidated financial position of the Derivative Provider and its consolidated subsidiaries as of the dates indicated and the consolidated results of their operations and cash flows for the periods specified; except as otherwise stated in the Company Financial Information, such financial statements have been prepared in conformity with United States generally accepted accounting principles (“GAAP”) applied on a consistent basis; and the supporting schedules included in the Company Financial Information present fairly in accordance with GAAP the information required to be stated therein; and |
(d) | the Company Financial Information and other Company Information included in any Free Writing Prospectus or Prospectus Supplement or referenced via a website link or incorporated by reference in the Registration Statement (including through filing on an Exchange Act Report), at the time they were or hereafter are filed with the Commission, complied in all material respects with the requirements of Item 1115(b) of Regulation AB (in the case of the Company Financial Information), and did not and will not contain an untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary in order to make the statements therein, in the light of the circumstances under which they were made, not misleading. |
6
Section 4. | Third Party Beneficiaries. |
The Derivative Provider agrees that the terms of this Agreement shall be incorporated by reference into any Derivative Agreement so that each Issuing Entity or Administrator that is a party to a Derivative Agreement shall be an express third party beneficiary of this Agreement.
Section 5. | Indemnification. |
The Derivative Provider indemnification set forth in Addendum A hereto is incorporated by reference herein.
Section 6. | Additional Termination Events. |
(a) | (i) Any breach by the Derivative Provider of a representation or warranty set forth in Section 3 to the extent made as of a date prior to a Closing Date, which is not cured by such Closing Date (or, in the case of information required under Section 2(a), the date of printing of the Free Writing Prospectus or Prospectus Supplement, as applicable), or (ii) any breach by the Derivative Provider of a representation or warranty pursuant to Section 3 to the extent made as of a date subsequent to such Closing Date, or (iii) any failure by the Derivative Provider to comply with the requirements of Section 2(a), Section 2(b)(ii) or so much of Section 2(b)(iii) as relates to Section 2(a) or 2(b)(ii), shall constitute an Additional Termination Event under each Derivative Agreement, entered into in connection with the related Securitization with respect to which the Derivative Provider shall be the sole Affected Party. |
(b) | Any failure of the Derivative Provider to satisfy the requirements of Section 2(b)(ii) within ten (10) calendar days of any Derivative Disclosure Event shall constitute an Additional Termination Event under each Derivative Agreement entered into in connection with the related Securitization, which respect to which the Derivative Provider shall be the sole Affected Party. |
(c) | Following a termination of a Derivative Agreement resulting from an Additional Termination Event set forth in this Section 6, a termination payment (if any) shall be payable under such Derivative Agreement by the applicable party as determined under the related Derivative Agreement. |
(d) | In the event that a replacement entity or replacement derivative agreement has been secured in accordance with Section 2(b)(ii)(B), or a guarantor has been secured in accordance with Section 2(b)(ii)(C), the Derivative Provider shall promptly reimburse the Issuing Entity for all reasonable incidental expenses incurred by the Issuing Entity in connection with the replacement of the Derivative Provider or Derivative Agreement or addition of such guarantor. The provisions of this paragraph shall not limit whatever rights the Issuing Entity may have under other provisions of this Agreement or otherwise, whether in equity or at law, such as an action for damages, specific performance or injunctive relief. |
7
Section 7. | Miscellaneous. |
(a) | Construction. Throughout this Agreement, as the context requires, (i) the singular tense and number includes the plural, and the plural tense and number includes the singular, (ii) the past tense includes the present, and the present tense includes the past, and (iii) references to parties, sections, schedules, and exhibits mean the parties, sections, schedules, and exhibits of and to this Agreement. The section headings in this Agreement are inserted only as a matter of convenience, and in no way define, limit, extend, or interpret the scope of this Agreement or of any particular section. |
(b) | Assignment. No party to this Agreement may assign its rights under this Agreement without the prior written consent of the other parties hereto. Subject to the foregoing, this Agreement shall be binding on and inure to the benefit of the parties and their respective successors and permitted assigns. |
(c) | Notices. All notices and other communications hereunder will be in writing (including by facsimile) and effective only upon receipt, and, if sent to the Derivative Provider will be mailed or delivered to Bear Stearns Financial Products Inc., 383 Madison Avenue, 36th Floor, New York, New York 10179, Attention: DPC Manager, if sent to the Sponsor will be mailed or delivered to Impac Funding Corporation., 19500 Jamboree Road, Irvine, California 92612, and if sent to the Depositor will be mailed or delivered to Impac Secured Assets Corp., 19500 Jamboree Road, Irvine, California 92612. |
(d) | Governing Law. This Agreement shall be governed by and construed in accordance with the internal laws of the State of New York without regard to the conflict of laws principles thereof (other than Sections 5-1401 and 5-1402 of the New York General Obligations Law). |
(e) | Additional Documents. Each party hereto agrees to execute any and all further documents and writings and to perform such other actions which may be or become necessary or expedient to effectuate and carry out this Agreement. |
(f) | Amendment and Waiver. This Agreement may not be modified or amended except by an instrument in writing signed by the parties hereto. No waiver of any provision of this Agreement or of any rights or obligations of any party under this Agreement shall be effective unless in writing and signed by the party or parties waiving compliance, and shall be effective only in the specific instance and for the specific purpose stated in that writing. |
(g) | Counterparts. This Agreement may be executed in one or more counterparts, each of which shall be deemed an original, all of which together shall constitute one and the same instrument. |
8
(h) | Severability. Any provision hereof which is prohibited or unenforceable shall be ineffective only to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof. |
(i) | Integration. This Agreement contains the entire understanding of the parties with respect to the subject matter hereof. There are no restrictions, agreements, promises, representations, warranties, covenants or undertakings with respect to the subject matter hereof other than those expressly set forth or referred to herein. This Agreement supersedes all prior agreements and understandings between the parties with respect to its subject matter. |
9
IN WITNESS WHEREOF, the parties hereto have caused their names to be signed hereto by their respective officers thereunto duly authorized as of the day and year first above written.
IMPAC FUNDING CORPORATION
By: ___________________________________
Name:
Title:
IMPAC SECURED ASSETS CORP.
By: ___________________________________
Name:
Title:
BEAR STEARNS FINANCIAL PRODUCTS, INC.
By: ___________________________________
Name:
Title:
10
Addendum A
Indemnification
(a) The Derivative Provider shall indemnify Impac Funding Corporation (the “Sponsor”), the Depositor and the Issuing Entity of the relevant Securitization, each person responsible for the preparation, execution or filing of any report required to be filed with the Commission with respect to such Depositor or Issuing Entity, or for execution of a certification pursuant to Rule 13a-14(d) or Rule 15d-14(d) under the Exchange Act; each broker dealer acting as underwriter, each person who controls any of such parties (within the meaning of Section 15 of the Securities Act and Section 20 of the Exchange Act); and the respective present and former directors, officers, employees and agents of each of the foregoing, and shall hold each of them harmless from and against any losses, damages, penalties, fines, forfeitures, legal fees and expenses and related costs, judgments, and any other costs, fees and expenses that any of them may sustain arising out of or based upon:
(i) | (A) any untrue statement of a material fact contained or alleged to be contained in any information, report, accountants’ consent or other material provided in written or electronic form under Section 2 of that certain Item 1115 Agreement, dated as of February 22, 2007, among Impac Funding Corporation, the Depositor and the Derivative Provider (the “Agreement”) by or on behalf of the Derivative Provider or referenced via a website link or incorporated by reference in the Registration Statement (including through filing on an Exchange Act Report) (collectively, the “Company Information”), or (B) the omission or alleged omission to state in the Company Information a material fact required to be stated in the Company Information or necessary in order to make the statements therein, in the light of the circumstances under which they were made, not misleading; |
(ii) | any failure by the Derivative Provider to deliver any information, report, certification, accountants’ letter or other material when and as required under Section 2 of the Agreement, other than the information required by Sections 2(a)(ii) and 2(b)(ii) of the Agreement; or |
(iii) | any breach by the Derivative Provider of a representation or warranty set forth in Section 3 of the Agreement and made as of a date prior to the Closing Date, to the extent that such breach is not cured by the Closing Date, or any breach by the Derivative Provider of a representation or warranty pursuant to Section 3 to the extent made as of a date subsequent to the Closing Date. |
In the case of any failure of performance described in clause 2 of this addendum, the Derivative Provider shall promptly reimburse the Depositor, the Sponsor or the Issuing Entity, as applicable, and each Person responsible for the preparation, execution or filing of any report required to be filed with the Commission with respect to such Securitization Transaction, or for execution of a certification pursuant to Rule 13a-14(d) or Rule 15d-14(d) under the Exchange Act with respect to such Securitization Transaction, for all costs reasonably incurred by each such party in order to obtain the information, report, certification, accountants’ letter or other material not delivered as required by the Derivative Provider.
11
(b) Impac Funding Corporation and the Depositor, jointly and severally, shall indemnify the Derivative Provider, each person who controls the Derivative Provider (within the meaning of Section 15 of the Securities Act and Section 20 of the Exchange Act); and the respective present and former directors, officers, employees and agents of each of the foregoing, and shall hold each of them harmless from and against any losses, damages, penalties, fines, forfeitures, legal fees and expenses and related costs, judgments, and any other costs, fees and expenses that any of them may sustain arising out of or based upon (A) any untrue statement of a material fact contained or alleged to be contained in the related Free Writing Prospectus or Prospectus Supplement (other than the Company Information), or (B) the omission or alleged omission to state in related Free Writing Prospectus or Prospectus Supplement (other than the Company Information) a material fact required to be stated in the Free Writing Prospectus or Prospectus Supplement or necessary in order to make the statements therein, in the light of the circumstances under which they were made, not misleading.
Capitalized terms used and not otherwise defined in this addendum shall have the meanings set forth in the Agreement.
12