A2 CL CB1 VAR RATE 07/25/2033 DTD 06/01/2004 939336-S2-0 D / IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NC-7 CC /CA FREDDIEMAC STRIP 303 CL C34 4.500% 12/15/2040 DTD 02/27/2013 31325U-EY-8 20.75 60,181.02 12,488.77 12,638.01 (149.24) 2,708.14 225.68 5.98% 71.00 1,500,55

032 DTD 10/30/2002 (ID: 81744A-AB-4) IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NC-7) ENTRY REVERSED ON 12/03/2013 FREDDIEMAC STRIP 303 CL C34 4.500% 12/15/2040 DTD 02/27/2013 (ID: 31325U-EY-8) STRUCTURED ASSET SECURITIES CO 2003-10 CL B2 6.000% 04/25/2033 DTD 03/28/2003 (ID:

YOU SOLD FEDERAL HOME LOAN STRIP (REPO) 07/12/05 08/12/05 3.580 -3.788.000 -7.533 -20.000.000 SERIES 227 CLASS 10 5.0000 12/01/34 YOU SOW FREDDIEMAC STRIP (REPO) 07/12/05 08/12/05 3.580 -2.818.000 -5.604 -20.000,000 SERIES 228 CLASS 10 6.0000 02/01/35 YOU SOLD GOVERNMENT NATIONAL MTG ASSOC (

OU SOLD FEDERAL HOME LOAN STRIP (REPO) 06/10(05 07/12/05 3.420 -3.756.000 -7.493 -20.000,000 SERIES 227 CLASS 10 5.0000 12/01/34 YOU SOLD FREDDIEMAC STRIP (REPO) 06/10/05 07/12/05 3.420 -2.762.000 -5.510 -20.000.000 SERIES 228 CLASS 10 6.0000 02/01/35 YOU SOLD FEDERAL HOME LOAN MTG CORP (REP

11(01/33 YOU SOLD FANNIEMAE STRIP (REPO) 03/16(05 04/15/05 3.030 -11.248,000 -15.147 -30,959,779 SERIES 329 CLASS PO 12/01/32 YOU SOLD FREDDIEMAC STRIP (REPO) 03116/05 04/15/05 3.030 -2,013,000 -2.710 -10.000,000 SERIES 228 CLASS 10 6.0000 02/01(35 YOU PROVIDED FANNIEMAE STRIP (MARGIN) 0