Exhibit 99.1
List of classes of securities under review by Moody’s Investors Service
| • | $4,000,000,000 Newcastle Certificate Program, Series 2000-A, rated Prime-1 | |
| • | $600,000,000 6.05% Class A Certificates, Series 1996-3, rated Aaa | |
| • | $31,579,000 6.25% Class B Certificates, Series 1996-3, rated A2 | |
| • | $1,000,000,000 Floating Rate Class A Certificates, Series 1996-4, rated Aaa | |
| • | $52,632,000 Floating Rate Class B Certificates, Series 1996-4, rated A2 | |
| • | $671,980,000 Floating Rate Class A Certificates, Series 1998-5, rated Aaa | |
| • | $35,368,000 Floating Rate Class B Certificates, Series 1998-5, rated A2 | |
| • | $650,000,000 Floating Rate Class A Certificates, Series 2000-4, rated Aaa | |
| • | $34,211,000 Floating Rate Class B Certificates, Series 2000-4, rated A2 | |
| • | $850,000,000 Floating Rate Class A Certificates, Series 2000-7, rated Aaa | |
| • | $44,737,000 Floating Rate Class B Certificates, Series 2000-7, rated A2 | |
| • | $500,000,000 6.35% Class A Certificates, Series 2000-9, rated Aaa | |
| • | $26,316,000 Floating Rate Class B Certificates, Series 2000-9, rated A2 | |
| • | $1,200,000,000 Floating Rate Class A Certificates, Series 2001-1, rated Aaa | |
| • | $63,158,000 Floating Rate Class B Certificates, Series 2001-1, rated A2 | |
| • | $1,100,000,000 Floating Rate Class A Certificates, Series 2001-2, rated Aaa | |
| • | $57,895,000 Floating Rate Class B Certificates, Series 2001-2 rated A2 | |
| • | $750,000,000 Floating Rate Class A Certificates, Series 2001-3, rated Aaa | |
| • | $39,474,000 Floating Rate Class B Certificates, Series 2001-3, rated A2 | |
| • | $500,000,000 5.75% Class A Certificates, Series 2001-6, rated Aaa | |
| • | $26,316,000 Floating Rate Class B Certificates, Series 2001-6, rated A2 | |
| • | $750,000,000 5.15% Class A Certificates, Series 2002-2, rated Aaa | |
| • | $39,474,000 5.45% Class B Certificates, Series 2002-2, rated A2 | |
| • | $900,000,000 Floating Rate Class A Certificates, Series 2002-3, rated Aaa | |
| • | $47,369,000 Floating Rate Class B Certificates, Series 2002-3, rated A2 | |
| • | $750,000,000 Floating Rate Class A Certificates, Series 2002-4, rated Aaa | |
| • | $39,474,000 Floating Rate Class B Certificates, Series 2002-4, rated A2 | |
| • | $500,000,000 Floating Rate Class A Certificates, Subseries 1, Series 2003-1, rated Aaa | |
| • | $26,316,000 Floating Rate Class B Certificates, Subseries 1, Series 2003-1, rated A2 | |
| • | $500,000,000 Floating Rate Class A Certificates, Subseries 2, Series 2003-1, rated Aaa | |
| • | $26,316,000 3.45% Class B Certificates, Subseries 2, Series 2003-1, rated A2 | |
| • | $500,000,000 Floating Rate Class A Certificates, Subseries 3, Series 2003-1, rated Aaa | |
| • | $26,316,000 Floating Rate Class B Certificates, Subseries 3, Series 2003-1, rated A2 | |
| • | $1,000,000,000 Floating Rate Class A Certificates, Series 2003-2, rated Aaa | |
| • | $52,632,000 3.85% Class B Certificates, Series 2003-2, rated A2 | |
| • | $900,000,000 Floating Rate Class A Certificates, Series 2003-3, rated Aaa | |
| • | $47,369,000 Floating Rate Class B Certificates, Series 2003-3, rated A2 | |
| • | $1,100,000,000 Floating Rate Class A Certificates, Subseries 1, Series 2003-4, rated Aaa | |
| • | $57,895,000 Floating Rate Class B Certificates, Subseries 1, Series 2003-4, rated A2 | |
| • | $750,000,000 Floating Rate Class A Certificates, Subseries 2, Series 2003-4, rated Aaa | |
| • | $39,474,000 Floating Rate Class B Certificates, Subseries 2, Series 2003-4, rated A2 | |
| • | $1,250,000,000 Floating Rate Class A Certificates, Series 2004-1, rated Aaa | |
| • | $65,790,000 Floating Rate Class B Certificates, Series 2004-1, rated A2 | |
| • | $1,250,000,000 Floating Rate Class A Certificates, Subseries 1, Series 2004-2, rated Aaa | |
| • | $65,790,000 Floating Rate Class B Certificates, Subseries 1, Series 2004-2, rated A2 | |
| • | $500,000,000 Floating Rate Class A Certificates, Subseries 2, Series 2004-2, rated Aaa | |
| • | $26,316,000 Floating Rate Class B Certificates, Subseries 2, Series 2004-2, rated A2 | |
| • | $1,500,000,000 Floating Rate Class A Certificates, Series 2005-1, rated Aaa | |
| • | $78,948,000 Floating Rate Class B Certificates, Series 2005-1, rated A2 |
