Government National Mortgage Association 5% 5%, 4.76%

2 Year Treasury Note Future June 22, 1.61%

Securitized Asset Backed Receivables Llc Trust 1.41657% 1.41657%, 1.48%

Bear Stearns Asset Backed Securities Trust 0.69657% 0.69657%, 1.36%

Master A/Bkd 07he2 1.60657% 1.60657%, 1.32%