GREENPOINT MORTGAGE SECURITIES INC/
8-K, EX-99.2, 2000-09-20
ASSET-BACKED SECURITIES
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<PAGE>


Scenario 1 - pricing cashflows
Scenario 2 - pricing except HELOCs run at 28 CPR

Lehman Brothers                                         arandmer:GP0002-PRICING1

                                GREENPOINT 2000-2
                               Settlement 20000926

<TABLE>
<CAPTION>

                                                 Class A1
--------------------------------------------------------------------------------------------------------
                                  SCENARIO 1 PRICING SPEEDS and TO CALL
                                         Prepayment: 30.00000 CPR
                                      Default: 0.00000 %CURR.BAL/MON
                                                 LAG: 0;
                       CPI: 20.0000 LIB_1M: 6.6200 LIB_3M: 6.6200 OTHER_1: 40.0000
--------------------------------------------------------------------------------------------------------
Prd   Date       Balance           Interest        Principal Pmt         Total       Eff.Coupon Percent
--------------------------------------------------------------------------------------------------------
<S> <C>         <C>                   <C>             <C>               <C>              <C>         <C>
  1 20001015    275,831,000.00        982,647.94      7,563,194.79      8,545,842.73     4.2750      100
  2 20001115    268,267,805.21      1,559,306.62      6,778,112.32      8,337,418.93     6.9750       97
  3 20001215    261,489,692.90      1,470,879.52      7,345,219.92      8,816,099.44     6.7500       95
  4 20010115    254,144,472.98      1,477,214.75      6,728,489.18      8,205,703.92     6.9750       92
  5 20010215    247,415,983.80      1,438,105.41      6,310,377.28      7,748,482.68     6.9750       90
  6 20010315    241,105,606.52      1,265,804.43      6,202,605.72      7,468,410.15     6.3000       87
  7 20010415    234,903,000.80      1,365,373.69      6,008,276.03      7,373,649.72     6.9750       85
  8 20010515    228,894,724.77      1,287,532.83      5,877,027.32      7,164,560.15     6.7500       83
  9 20010615    223,017,697.45      1,296,290.37      5,720,771.37      7,017,061.73     6.9750       81
 10 20010715    217,296,926.09      1,222,295.21      5,595,855.66      6,818,150.87     6.7500       79
 11 20010815    211,701,070.42      1,230,512.47      5,447,206.02      6,677,718.49     6.9750       77
 12 20010915    206,253,864.41      1,198,850.59      5,315,423.14      6,514,273.73     6.9750       75
 13 20011015    200,938,441.27      1,130,278.73      5,199,429.79      6,329,708.52     6.7500       73
 14 20011115    195,739,011.48      1,137,733.00      5,061,498.90      6,199,231.90     6.9750       71
 15 20011215    190,677,512.58      1,072,561.01      4,951,090.66      6,023,651.67     6.7500       69
 16 20020115    185,726,421.91      1,079,534.83      5,326,093.01      6,405,627.83     6.9750       67
 17 20020215    180,400,328.91      1,048,576.91      5,201,893.42      6,250,470.33     6.9750       65
 18 20020315    175,198,435.49        919,791.79      5,179,313.14      6,099,104.92     6.3000       64
 19 20020415    170,019,122.35        988,236.15      4,572,125.35      5,560,361.50     6.9750       62
 20 20020515    165,446,997.00        930,639.36      4,138,903.45      5,069,542.81     6.7500       60
 21 20020615    161,308,093.55        937,603.29      4,038,397.28      4,976,000.57     6.9750       58
 22 20020715    157,269,696.27        884,642.04      3,940,351.17      4,824,993.21     6.7500       57
 23 20020815    153,329,345.10        891,226.82      3,844,704.37      4,735,931.18     6.9750       56
 24 20020915    149,484,640.74        868,879.47      3,751,397.61      4,620,277.09     6.9750       54
 25 20021015    145,733,243.13        819,749.49      3,660,373.13      4,480,122.62     6.7500       53
 26 20021115    142,072,869.99        825,798.56      3,571,574.60      4,397,373.15     6.9750       52
 27 20021215    138,501,295.40        779,069.79      3,484,947.07      4,264,016.86     6.7500       50
 28 20030115    135,016,348.32        784,782.52      3,400,437.01      4,185,219.53     6.9750       49
 29 20030215    131,615,911.32        765,017.48      3,317,992.17      4,083,009.66     6.9750       48
 30 20030315    128,297,919.14        673,564.08      3,237,561.65      3,911,125.72     6.3000       47
 31 20030415    125,060,357.50        726,913.33      3,159,095.77      3,886,009.10     6.9750       45
 32 20030515    121,901,261.72        685,694.60      3,082,546.14      3,768,240.74     6.7500       44
 33 20030615    118,818,715.58        690,633.78      3,007,865.53      3,698,499.31     6.9750       43
 34 20030715    115,810,850.05        651,436.03      2,935,007.90      3,586,443.94     6.7500       42
 35 20030815    112,875,842.15        656,090.83      2,863,928.37      3,520,019.21     6.9750       41
 36 20030915    110,011,913.78        639,444.25      2,794,583.16      3,434,027.41     6.9750       40
 37 20031015    107,217,330.62        603,097.48      1,560,756.68      2,163,854.17     6.7500       39
 38 20031115    105,656,573.94        614,128.84      2,541,184.33      3,155,313.17     6.9750       38
 39 20031215    103,115,389.60        580,024.07      2,479,687.91      3,059,711.98     6.7500       37
 40 20040115    100,635,701.69        584,945.02      2,419,690.68      3,004,635.69     6.9750       36
 41 20040215     98,216,011.02        570,880.56      2,361,155.77      2,932,036.33     6.9750       36
 42 20040315     95,854,855.25        521,210.78      2,304,047.23      2,825,258.01     6.5250       35
 43 20040415     93,550,808.02        543,764.07      2,248,330.02      2,792,094.10     6.9750       34
 44 20040515     91,302,477.99        513,576.44      2,193,969.95      2,707,546.39     6.7500       33
 45 20040615     89,108,508.04        517,943.20      2,140,933.68      2,658,876.88     6.9750       32
 46 20040715     86,967,574.36        489,192.61      2,089,188.70      2,578,381.31     6.7500       32
 47 20040815     84,878,385.66        493,355.62      2,038,703.31      2,532,058.92     6.9750       31
 48 20040915     82,839,682.35        481,505.65      1,989,446.58      2,470,952.23     6.9750       30
 49 20041015     80,850,235.78        454,782.58      1,941,388.37      2,396,170.94     6.7500       29
 50 20041115     78,908,847.41        458,657.68      1,894,499.27      2,353,156.94     6.9750       29
 51 20041215     77,014,348.14        433,205.71      1,848,750.60      2,281,956.31     6.7500       28
 52 20050115     75,165,597.54        436,900.04      1,804,114.40      2,241,014.44     6.9750       27
 53 20050215     73,361,483.14        426,413.62      1,760,563.40      2,186,977.02     6.9750       27
 54 20050315     71,600,919.75        375,904.83      1,718,070.98      2,093,975.81     6.3000       26
 55 20050415     69,882,848.76        406,194.06      1,676,611.23      2,082,805.29     6.9750       25
 56 20050515     68,206,237.54        383,660.09      1,636,158.82      2,019,818.91     6.7500       25
 57 20050615     66,570,078.71        386,938.58      1,596,689.10      1,983,627.68     6.9750       24
 58 20050715     64,973,389.61        365,475.32      1,558,177.99      1,923,653.31     6.7500       24
 59 20050815     63,415,211.62        368,600.92      1,520,602.03      1,889,202.95     6.9750       23
 60 20050915     61,894,609.59        359,762.42      1,483,938.33      1,843,700.74     6.9750       22
 61 20051015     60,410,671.27        339,810.03      2,256,164.88      2,595,974.90     6.7500       22
 62 20051115     58,154,506.39        338,023.07      2,168,797.85      2,506,820.92     6.9750       21
 63 20051215     55,985,708.54        314,919.61      2,084,900.96      2,399,820.57     6.7500       20
 64 20060115     53,900,807.58        313,298.44      2,004,334.00      2,317,632.44     6.9750       20
 65 20060215     51,896,473.59        301,648.25      1,926,962.52      2,228,610.77     6.9750       19
 66 20060315     49,969,511.07        262,339.93      1,852,657.54      2,114,997.47     6.3000       18
 67 20060415     48,116,853.53        279,679.21      1,781,295.35      2,060,974.56     6.9750       17
 68 20060515     46,335,558.18        260,637.51      1,712,757.29      1,973,394.80     6.7500       17
 69 20060615     44,622,800.89        259,370.03      1,646,929.55      1,906,299.58     6.9750       16
 70 20060715     42,975,871.35        241,739.28      1,583,702.94      1,825,442.21     6.7500       16
 71 20060815     41,392,168.41        240,591.98      1,522,972.74      1,763,564.72     6.9750       15
 72 20060915     39,869,195.67        231,739.70      1,464,638.49      1,696,378.19     6.9750       14
 73 20061015     38,404,557.18        216,025.63      1,408,603.84      1,624,629.47     6.7500       14
 74 20061115     36,995,953.34        215,038.98      1,354,776.34      1,569,815.31     6.9750       13
 75 20061215     35,641,177.00        200,481.62      1,303,067.31      1,503,548.93     6.7500       13
 76 20070115     34,338,109.70        199,590.26      1,253,391.69      1,452,981.95     6.9750       12
 77 20070215     33,084,718.01        192,304.92      1,205,667.87      1,397,972.80     6.9750       12
 78 20070315     31,879,050.13        167,365.01      1,159,817.58      1,327,182.59     6.3000       12
 79 20070415     30,719,232.56        178,555.54      1,115,765.70      1,294,321.24     6.9750       11
 80 20070515     29,603,466.86        166,519.50      1,094,594.47      1,261,113.97     6.7500       11
 81 20070615     28,508,872.38        165,707.82      1,081,436.56      1,247,144.38     6.9750       10
 82 20070715     27,427,435.82        154,279.33     27,427,435.82     27,581,715.15     6.7500       10
--------------------------------------------------------------------------------------------------------
       Total                       52,992,497.79    275,831,000.00    328,823,497.79
</TABLE>

AVG LIFE :              2.807

<PAGE>

Lehman Brothers                                         arandmer:GP0002-PRICING1

                                GREENPOINT 2000-2
                               Settlement 20000926

<TABLE>
<CAPTION>

                                                 Class A1
--------------------------------------------------------------------------------------------------------
                        SCENARIO 2 HELOCS 28 CPR and CLOSED END 30 CPR and TO CALL
                                         Prepayment: 30.00000 CPR
                                      Default: 0.00000 %CURR.BAL/MON
                                                 LAG: 0;
                       CPI: 20.0000 LIB_1M: 6.6200 LIB_3M: 6.6200 OTHER_1: 28.0000
--------------------------------------------------------------------------------------------------------
Prd   Date       Balance           Interest        Principal Pmt         Total       Eff.Coupon Percent
--------------------------------------------------------------------------------------------------------
<S> <C>         <C>                   <C>             <C>               <C>              <C>         <C>
  1 20001015    275,831,000.00        982,647.94      4,091,194.56      5,073,842.50     4.2750      100
  2 20001115    271,739,805.44      1,579,487.62      3,419,844.73      4,999,332.35     6.9750       99
  3 20001215    268,319,960.71      1,509,299.78      4,119,701.90      5,629,001.68     6.7500       97
  4 20010115    264,200,258.81      1,535,664.00      3,571,994.20      5,107,658.20     6.9750       96
  5 20010215    260,628,264.61      1,514,901.79      3,281,238.84      4,796,140.62     6.9750       94
  6 20010315    257,347,025.77      1,351,071.89      3,280,175.31      4,631,247.20     6.3000       93
  7 20010415    254,066,850.46      1,476,763.57      3,183,783.52      4,660,547.08     6.9750       92
  8 20010515    250,883,066.95      1,411,217.25      3,152,264.27      4,563,481.52     6.7500       91
  9 20010615    247,730,802.68      1,439,935.29      3,090,434.13      4,530,369.42     6.9750       90
 10 20010715    244,640,368.55      1,376,102.07      3,060,528.11      4,436,630.18     6.7500       89
 11 20010815    241,579,840.44      1,404,182.82      3,001,038.05      4,405,220.87     6.9750       88
 12 20010915    238,578,802.39      1,386,739.29      2,957,743.15      4,344,482.43     6.9750       86
 13 20011015    235,621,059.25      1,325,368.46      2,930,085.78      4,255,454.24     6.7500       85
 14 20011115    232,690,973.47      1,352,516.28      2,873,897.08      4,226,413.36     6.9750       84
 15 20011215    229,817,076.39      1,292,721.05      2,847,631.76      4,140,352.82     6.7500       83
 16 20020115    226,969,444.62      1,319,259.90      3,411,076.05      4,730,335.94     6.9750       82
 17 20020215    223,558,368.58      1,299,433.02      3,370,683.60      4,670,116.62     6.9750       81
 18 20020315    220,187,684.97      1,155,985.35      2,801,837.29      3,957,822.63     6.3000       80
 19 20020415    217,385,847.68      1,263,555.24      2,377,853.64      3,641,408.88     6.9750       79
 20 20020515    215,007,994.05      1,209,419.97      2,343,679.71      3,553,099.68     6.7500       78
 21 20020615    212,664,314.34      1,236,111.33      2,310,208.28      3,546,319.60     6.9750       77
 22 20020715    210,354,106.06      1,183,241.85      2,277,421.20      3,460,663.04     6.7500       76
 23 20020815    208,076,684.86      1,209,445.73      2,245,300.86      3,454,746.59     6.9750       75
 24 20020915    205,831,384.00      1,196,394.92      2,213,830.14      3,410,225.06     6.9750       75
 25 20021015    203,617,553.86      1,145,348.74      2,182,992.41      3,328,341.15     6.7500       74
 26 20021115    201,434,561.45      1,170,838.39      2,152,771.48      3,323,609.87     6.9750       73
 27 20021215    199,281,789.97      1,120,960.07      2,123,151.66      3,244,111.73     6.7500       72
 28 20030115    197,158,638.31      1,145,984.59      2,094,117.66      3,240,102.24     6.9750       71
 29 20030215    195,064,520.65      1,133,812.53      2,065,654.65      3,199,467.17     6.9750       71
 30 20030315    192,998,866.01      1,013,244.05      2,037,748.19      3,050,992.24     6.3000       70
 31 20030415    190,961,117.82      1,109,961.50      2,010,384.28      3,120,345.78     6.9750       69
 32 20030515    188,950,733.54      1,062,847.88      1,983,549.28      3,046,397.15     6.7500       69
 33 20030615    186,967,184.26      1,086,746.76      1,957,229.94      3,043,976.70     6.9750       68
 34 20030715    185,009,954.32      1,040,680.99      1,931,413.39      2,972,094.38     6.7500       67
 35 20030815    183,078,540.93      1,064,144.02      1,906,087.12      2,970,231.14     6.9750       66
 36 20030915    181,172,453.82      1,053,064.89      1,881,238.95      2,934,303.84     6.9750       66
 37 20031015    179,291,214.87      1,008,513.08      1,856,857.06      2,865,370.15     6.7500       65
 38 20031115    177,434,357.80      1,031,337.20      1,832,929.96      2,864,267.17     6.9750       64
 39 20031215    175,601,427.84        987,758.03      1,809,446.46      2,797,204.49     6.7500       64
 40 20040115    173,791,981.38      1,010,165.89      1,786,395.70      2,796,561.59     6.9750       63
 41 20040215    172,005,585.68        999,782.47      1,763,767.11      2,763,549.58     6.9750       62
 42 20040315    170,241,818.57        925,689.89      1,741,550.42      2,667,240.31     6.5250       62
 43 20040415    168,500,268.14        979,407.81      1,719,735.64      2,699,143.45     6.9750       61
 44 20040515    166,780,532.50        938,140.50      1,698,313.06      2,636,453.56     6.7500       60
 45 20040615    165,082,219.44        959,540.40      1,677,273.24      2,636,813.64     6.9750       60
 46 20040715    163,404,946.20        919,152.82      1,656,606.99      2,575,759.81     6.7500       59
 47 20040815    161,748,339.22        940,162.22      1,636,305.37      2,576,467.60     6.9750       59
 48 20040915    160,112,033.84        930,651.20      1,616,359.72      2,547,010.92     6.9750       58
 49 20041015    158,495,674.12        891,538.17      1,596,761.58      2,488,299.75     6.7500       57
 50 20041115    156,898,912.54        911,974.93      1,577,502.73      2,489,477.66     6.9750       57
 51 20041215    155,321,409.81        873,682.93      1,558,575.20      2,432,258.13     6.7500       56
 52 20050115    153,762,834.61        893,746.48      1,539,971.20      2,433,717.67     6.9750       56
 53 20050215    152,222,863.41        884,795.39      1,521,683.18      2,406,478.57     6.9750       55
 54 20050315    150,701,180.24        791,181.20      1,503,703.78      2,294,884.98     6.3000       55
 55 20050415    149,197,476.45        867,210.33      1,486,025.86      2,353,236.19     6.9750       54
 56 20050515    147,711,450.59        830,876.91      1,468,642.46      2,299,519.37     6.7500       54
 57 20050615    146,242,808.13        850,036.32      1,451,546.81      2,301,583.13     6.9750       53
 58 20050715    144,791,261.32        814,450.84      1,434,732.32      2,249,183.16     6.7500       52
 59 20050815    143,356,529.01        833,259.82      1,418,192.58      2,251,452.41     6.9750       52
 60 20050915    141,938,336.42        825,016.58      1,401,921.37      2,226,937.95     6.9750       51
 61 20051015    140,536,415.05        790,517.33      3,455,587.73      4,246,105.06     6.7500       51
 62 20051115    137,080,827.33        796,782.31      3,366,186.98      4,162,969.29     6.9750       50
 63 20051215    133,714,640.34        752,144.85      3,279,178.24      4,031,323.09     6.7500       48
 64 20060115    130,435,462.10        758,156.12      3,052,099.27      3,810,255.40     6.9750       47
 65 20060215    127,383,362.83        740,415.80      2,972,036.05      3,712,451.85     6.9750       46
 66 20060315    124,411,326.77        653,159.47      2,895,431.62      3,548,591.08     6.3000       45
 67 20060415    121,515,895.16        706,311.14      2,820,874.20      3,527,185.34     6.9750       44
 68 20060515    118,695,020.96        667,659.49      2,748,308.45      3,415,967.95     6.7500       43
 69 20060615    115,946,712.50        673,940.27      2,677,680.51      3,351,620.78     6.9750       42
 70 20060715    113,269,031.99        637,138.30      2,608,937.98      3,246,076.29     6.7500       41
 71 20060815    110,660,094.01        643,211.80      2,542,029.89      3,185,241.68     6.9750       40
 72 20060915    108,118,064.12        628,436.25      2,476,906.65      3,105,342.89     6.9750       39
 73 20061015    105,641,157.48        594,231.51      2,413,520.01      3,007,751.52     6.7500       38
 74 20061115    103,227,637.47        600,010.64      2,351,823.05      2,951,833.69     6.9750       37
 75 20061215    100,875,814.42        567,426.46      2,291,770.10      2,859,196.56     6.7500       37
 76 20070115     98,584,044.32        573,019.76      2,233,316.75      2,806,336.51     6.9750       36
 77 20070215     96,350,727.57        560,038.60      2,176,419.78      2,736,458.38     6.9750       35
 78 20070315     94,174,307.79        494,415.12      2,121,037.15      2,615,452.27     6.3000       34
 79 20070415     92,053,270.64        535,059.64      2,067,127.96      2,602,187.60     6.9750       33
 80 20070515     89,986,142.67        506,172.05      2,014,652.42      2,520,824.48     6.7500       33
 81 20070615     87,971,490.25        511,334.29      1,963,571.83      2,474,906.11     6.9750       32
 82 20070715     86,007,918.43        483,794.54      1,913,848.51      2,397,643.05     6.7500       31
 83 20070815     84,094,069.92        488,796.78      1,865,445.83      2,354,242.62     6.9750       30
 84 20070915     82,228,624.08        477,953.88      1,818,328.16      2,296,282.04     6.9750       30
 85 20071015     80,410,295.92        452,307.91      1,772,460.81      2,224,768.72     6.7500       29
 86 20071115     78,637,835.12        457,082.42      1,727,810.04      2,184,892.46     6.9750       29
 87 20071215     76,910,025.07        432,618.89      1,684,343.05      2,116,961.94     6.7500       28
 88 20080115     75,225,682.03        437,249.28      1,642,027.89      2,079,277.16     6.9750       27
 89 20080215     73,583,654.14        427,704.99      1,600,833.50      2,028,538.49     6.9750       27
 90 20080315     71,982,820.64        391,406.59      1,560,729.66      1,952,136.25     6.5250       26
 91 20080415     70,422,090.98        409,328.40      1,521,686.98      1,931,015.38     6.9750       26
 92 20080515     68,900,404.01        387,564.77      1,483,676.84      1,871,241.61     6.7500       25
 93 20080615     67,416,727.17        391,859.73      1,446,671.41      1,838,531.14     6.9750       24
 94 20080715     65,970,055.76        371,081.56      1,410,643.63      1,781,725.20     6.7500       24
 95 20080815     64,559,412.13        375,251.58      1,375,567.16      1,750,818.74     6.9750       23
 96 20080915     63,183,844.97        367,256.10      1,341,416.36      1,708,672.46     6.9750       23
 97 20081015     61,842,428.60        347,863.66      1,308,166.32      1,656,029.98     6.7500       22
 98 20081115     60,534,262.29        351,855.40      1,275,792.76      1,627,648.16     6.9750       22
 99 20081215     59,258,469.52        333,328.89      1,244,272.11      1,577,601.00     6.7500       21
100 20090115     58,014,197.41        337,207.52      1,213,581.39      1,550,788.91     6.9750       21
101 20090215     56,800,616.02        330,153.58      1,183,698.28      1,513,851.86     6.9750       21
102 20090315     55,616,917.74        291,988.82      1,154,601.04      1,446,589.86     6.3000       20
103 20090415     54,462,316.70        316,562.22      1,126,268.54      1,442,830.76     6.9750       20
104 20090515     53,336,048.16        300,015.27      1,098,680.21      1,398,695.48     6.7500       19
105 20090615     52,237,367.95        303,629.70      1,071,816.03      1,375,445.73     6.9750       19
106 20090715     51,165,551.92        287,806.23      1,045,656.54      1,333,462.77     6.7500       19
107 20090815     50,119,895.38        291,321.89      1,020,182.79      1,311,504.69     6.9750       18
108 20090915     49,099,712.59        285,392.08        995,376.37      1,280,768.45     6.9750       18
109 20091015     48,104,336.22        270,586.89        971,219.34      1,241,806.23     6.7500       17
110 20091115     47,133,116.88        273,961.24        947,694.26      1,221,655.50     6.9750       17
111 20091215     46,185,422.62        259,793.00        924,784.16      1,184,577.16     6.7500       17
112 20100115     45,260,638.46        263,077.46        902,472.52      1,165,549.99     6.9750       16
113 20100215     44,358,165.94        257,831.84        880,743.30      1,138,575.14     6.9750       16
114 20100315     43,477,422.64        228,256.47        859,580.85      1,087,837.32     6.3000       16
115 20100415     42,617,841.79        247,716.21        838,969.97      1,086,686.18     6.9750       15
116 20100515     41,778,871.82        235,006.15        818,895.87      1,053,902.03     6.7500       15
117 20100615     40,959,975.95        238,079.86        799,344.16      1,037,424.02     6.9750       15
118 20100715     40,160,631.78        225,903.55        780,300.83      1,006,204.39     6.7500       15
119 20100815     39,380,330.95        228,898.17        761,752.26        990,650.44     6.9750       14
120 20100915     38,618,578.69        224,470.49        743,685.20        968,155.69     6.9750       14
121 20101015     37,874,893.49        213,046.28        726,086.74        939,133.01     6.7500       14
122 20101115     37,148,806.75        215,927.44        708,944.34        924,871.78     6.9750       13
123 20101215     36,439,862.42        204,974.23        692,245.79        897,220.01     6.7500       13
124 20110115     35,747,616.63        207,783.02        675,979.21        883,762.23     6.9750       13
125 20110215     35,071,637.41        203,853.89        660,133.05        863,986.95     6.9750       13
126 20110315     34,411,504.36        180,660.40        644,696.07        825,356.47     6.3000       12
127 20110415     33,766,808.29        196,269.57        629,657.32        825,926.89     6.9750       12
128 20110515     33,137,150.98        186,396.47        615,006.15        801,402.63     6.7500       12
129 20110615     32,522,144.82        189,034.97        600,732.22        789,767.19     6.9750       12
130 20110715     31,921,412.60        179,557.95        586,825.45        766,383.40     6.7500       12
131 20110815     31,334,587.15        182,132.29        573,276.03        755,408.32     6.9750       11
132 20110915     30,761,311.11        178,800.12        560,074.43        738,874.55     6.9750       11
133 20111015     30,201,236.68        169,881.96        547,211.36        717,093.32     6.7500       11
134 20111115     29,654,025.32        172,364.02        534,677.80        707,041.82     6.9750       11
135 20111215     29,119,347.52        163,796.33        540,468.97        704,265.30     6.7500       11
136 20120115     28,578,878.55        166,114.73        534,622.29        700,737.02     6.9750       10
137 20120215     28,044,256.26        163,007.24        522,479.02        685,486.26     6.9750       10
138 20120315     27,521,777.24        149,649.66     27,521,777.24     27,671,426.90     6.5250       10
--------------------------------------------------------------------------------------------------------
       Total                       96,851,967.98    275,831,000.00    372,682,967.98
</TABLE>

AVG LIFE :               5.129



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