S T A T E O F A R I Z O N A

S T A T E T R E A S U R E R ' S O F F I C E

W A T E R M A R K I N V E N T O R Y

INVESTMENTS OUTSTANDING AS OF 4/30/07 (SETTLEMENT BASIS)

CARRY-BASIS IS BOOK-VALUE AMORTIZED THROUGH 4/30/07

LGIP (5)

==============================================================================================================================================

==============================================================================================================================================

Pos# Sec-Id Description RATE Maturity YIELD MOO S&P POSITION-SIZE # PRICE $ CARRY-BASIS MARKET-VALUE * $-ABOVE/BELOW

------ -------- ------------------ ------ -------- ------ ---- ---- -------------- - --------- - -------------- -------------- - -------------

TRI-PARTY REPO-TSY COLLAT ( 7)

--------------------------------

57865 TPBA0398 BANK OF AMERICA SE 5.090 5/01/07 5.090 Aaa AAA 75,000,000.00 100.00000 2 75,000,000.00 75,000,000.00

====== -------------- -------------- -------------- -------------

5.090 75,000,000.00 75,000,000.00 75,000,000.00

1 ITEM IN SUBTOTAL FOR: TRI-PARTY REPO-TSY COLLATERAL (TYPE 7)

AGENCY NOTES-VAR (30/360) ( 8)

--------------------------------

51919 3128X4XS FHLMC Float Monthl 4.710 6/28/07 4.710 Aaa AAA 20,000,000.00 99.98100 2 20,000,000.00 19,996,200.00 -3,800.00

====== -------------- -------------- -------------- -------------

4.710 20,000,000.00 20,000,000.00 19,996,200.00 -3,800.00

1 ITEM IN SUBTOTAL FOR: AGENCY NOTES-VAR (30/360) 12X (TYPE 8)

U.S. TREASURY BILLS ( 11)

--------------------------------

56661 912795ZE U.S. TREASURY BILL 5.015 5/03/07 5.081 Aaa AAA 25,000,000.00 99.97214 2 24,993,034.72 24,993,034.75

====== -------------- -------------- -------------- -------------

5.081 25,000,000.00 24,993,034.72 24,993,034.75

1 ITEM IN SUBTOTAL FOR: U.S. TREASURY BILLS (TYPE 11)

U.S. TREASURY NOTES & BON ( 12)

--------------------------------

57178 912828ER U S TREASURY NOTE 4.375 12/31/07 5.013 Aaa AAA 10,000,000.00 99.57813 2 9,958,280.72 9,957,812.50 -468.22

56650 912828FJ U S TREASURY NOTE 5.125 6/30/08 5.052 Aaa AAA 10,000,000.00 100.28900 2 10,007,724.85 10,028,900.00 21,175.15

56656 912828FM U S TREASURY NOTE 5.000 7/31/08 5.046 Aaa AAA 10,000,000.00 100.20313 2 9,994,462.11 10,020,312.50 25,850.39

====== -------------- -------------- -------------- -------------

5.037 30,000,000.00 29,960,467.68 30,007,025.00 46,557.32

3 ITEMS IN SUBTOTAL FOR: U.S. TREASURY NOTES & BONDS (TYPE 12)

S T A T E O F A R I Z O N A

S T A T E T R E A S U R E R ' S O F F I C E

W A T E R M A R K I N V E N T O R Y

INVESTMENTS OUTSTANDING AS OF 4/30/07 (SETTLEMENT BASIS)

CARRY-BASIS IS BOOK-VALUE AMORTIZED THROUGH 4/30/07

LGIP (5)

==============================================================================================================================================

Pos# Sec-Id Description RATE Maturity YIELD MOO S&P POSITION-SIZE # PRICE $ CARRY-BASIS MARKET-VALUE * $-ABOVE/BELOW

------ -------- ------------------ ------ -------- ------ ---- ---- -------------- - --------- - -------------- -------------- - -------------

AGENCY STEP UP NOTE (30/3 ( 22)

--------------------------------

57487 3128X3MP FHLMC 3.755 6/01/07 5.317 Aaa AAA 50,000,000.00 99.71200 2 49,931,610.26 49,856,000.00 -75,610.26

49622 3128X4BS FHLMC Step Cpn 4.550 6/15/07 4.550 Aaa AAA 5,800,000.00 99.91500 2 5,800,000.00 5,795,070.00 -4,930.00

====== -------------- -------------- -------------- -------------

5.237 55,800,000.00 55,731,610.26 55,651,070.00 -80,540.26

2 ITEMS IN SUBTOTAL FOR: AGENCY STEP UP NOTE (30/360) 2X (TYPE 22)

AGENCY NOTES (30/360) 2X ( 23)

--------------------------------

46982 3128X3H5 FHLMC 3.250 11/02/07 3.290 Aaa AAA 10,000,000.00 98.99700 2 9,998,090.87 9,899,700.00 -98,390.87

54753 3128X47H FHLMC 5.375 5/22/08 5.444 Aaa AAA 20,000,000.00 100.01563 2 19,985,101.41 20,003,125.00 18,023.59

55343 3128X4F4 FHLMC 5.000 2/08/08 5.255 Aaa AAA 24,800,000.00 99.84300 2 24,752,233.85 24,761,064.00 8,830.15

56889 3128X5D5 FHLMC 5.500 2/13/09 5.500 Aaa AAA 15,000,000.00 100.01300 2 15,000,000.00 15,001,950.00 1,950.00

56517 31331XMF FFCB 5.300 1/26/09 5.300 Aaa AAA 15,000,000.00 100.00000 2 15,000,000.00 15,000,000.00

46997 3133X95S FHLB 3.350 11/16/07 3.350 Aaa AAA 4,575,000.00 98.96875 2 4,575,000.00 4,527,820.31 -47,179.69

54733 3133XFSX FHLB 5.500 6/13/08 5.495 Aaa AAA 20,000,000.00 100.06250 2 20,000,000.00 20,012,500.00 12,500.00

54398 3133XFUS FHLB 5.250 6/08/07 5.577 Aaa AAA 20,000,000.00 100.00000 2 19,993,317.16 20,000,000.00 6,682.84

54399 3133XFWQ FHLB 5.250 6/18/07 5.570 Aaa AAA 20,000,000.00 100.00000 2 19,991,756.65 20,000,000.00 8,243.35

54750 3133XFWQ FHLB 5.250 6/18/07 5.366 Aaa AAA 27,245,000.00 100.00000 2 27,240,640.80 27,245,000.00 4,359.20

57221 3133XKA7 FHLB 5.500 3/19/09 5.500 Aaa AAA 25,000,000.00 100.03125 2 25,000,000.00 25,007,812.50 7,812.50

57668 3134A4VD FHLMC 4.000 8/17/07 5.287 Aaa AAA 20,008,000.00 99.65625 2 19,931,307.04 19,939,222.50 7,915.46

57800 3134A4VF FHLMC 4.375 11/16/07 5.268 Aaa AAA 27,251,000.00 99.53125 2 27,121,971.21 27,123,260.94 1,289.73

54996 31359MF3 FNMA 5.000 7/25/08 5.220 Aaa AAA 15,000,000.00 99.96875 2 14,960,917.74 14,995,312.50 34,394.76

57667 31359MG5 FNMA 4.750 8/03/07 5.298 Aaa AAA 20,000,000.00 99.87500 2 19,969,711.11 19,975,000.00 5,288.89

57676 31359MG5 FNMA 4.750 8/03/07 5.298 Aaa AAA 4,840,000.00 99.87500 2 4,832,670.09 4,833,950.00 1,279.91

57675 31359MP5 FNMA 5.250 12/03/07 5.285 Aaa AAA 11,700,000.00 100.00000 2 11,696,923.41 11,700,000.00 3,076.59

57839 31359MP5 FNMA 5.250 12/03/07 5.286 Aaa AAA 30,000,000.00 100.00000 2 29,992,235.94 30,000,000.00 7,764.06

56099 31359MU9 FNMA 5.400 2/01/08 5.166 Aaa AAA 20,000,000.00 100.12500 2 20,033,259.75 20,025,000.00 -8,259.75

55022 31359MX4 FNMA 5.000 9/15/08 5.047 Aaa AAA 10,000,000.00 100.03125 2 9,993,944.73 10,003,125.00 9,180.27

53294 3136F7ZH FNMA 5.350 5/08/08 5.350 Aaa AAA 20,000,000.00 100.06250 2 20,000,000.00 20,012,500.00 12,500.00

====== -------------- -------------- -------------- -------------

5.274 380,419,000.00 380,069,081.76 380,066,342.75 -2,739.01

21 ITEMS IN SUBTOTAL FOR: AGENCY NOTES (30/360) 2X (TYPE 23)

S T A T E O F A R I Z O N A

S T A T E T R E A S U R E R ' S O F F I C E

W A T E R M A R K I N V E N T O R Y

INVESTMENTS OUTSTANDING AS OF 4/30/07 (SETTLEMENT BASIS)

CARRY-BASIS IS BOOK-VALUE AMORTIZED THROUGH 4/30/07

LGIP (5)

==============================================================================================================================================

Pos# Sec-Id Description RATE Maturity YIELD MOO S&P POSITION-SIZE # PRICE $ CARRY-BASIS MARKET-VALUE * $-ABOVE/BELOW

------ -------- ------------------ ------ -------- ------ ---- ---- -------------- - --------- - -------------- -------------- - -------------

AGENCY NOTES-VAR (30/360) ( 25)

--------------------------------

52740 3133XCZL FHLB Float Qrtly 4.525 9/14/07 4.803 Aaa AAA 10,000,000.00 99.97500 2 9,989,897.84 9,997,500.00 7,602.16

====== -------------- -------------- -------------- -------------

4.803 10,000,000.00 9,989,897.84 9,997,500.00 7,602.16

1 ITEM IN SUBTOTAL FOR: AGENCY NOTES-VAR (30/360) 4X (TYPE 25)

AGENCY NOTES (30/360) @ M ( 28)

--------------------------------

56908 3133XJYH FHLB 5.400 3/17/08 5.400 Aaa AAA 25,000,000.00 100.00000 2 25,000,000.00 25,000,000.00

====== -------------- -------------- -------------- -------------

5.400 25,000,000.00 25,000,000.00 25,000,000.00

1 ITEM IN SUBTOTAL FOR: AGENCY NOTES (30/360) @ MATURITY (TYPE 28)

AGENCY NOTE-VAR (30/360) ( 29)

--------------------------------

35123 31339XVW FHLB Step Cpn 3.750 6/26/08 3.770 Aaa AAA 25,000,000.00 99.62500 2 24,994,586.41 24,906,250.00 -88,336.41

====== -------------- -------------- -------------- -------------

3.770 25,000,000.00 24,994,586.41 24,906,250.00 -88,336.41

1 ITEM IN SUBTOTAL FOR: AGENCY NOTE-VAR (30/360) 2X (TYPE 29)

AGENCY DISCOUNT NOTES ( 35)

--------------------------------

57863 313384FA FHLB DISCOUNT 5.060 5/01/07 5.061 P-1 A-1+ 10,000,000.00 100.00000 2 10,000,000.00 10,000,000.00

57840 313384HZ FHLB DISCOUNT 5.130 7/11/07 5.183 P-1 A-1+ 11,049,000.00 98.98825 2 10,937,211.74 10,937,211.74

56470 313396GN FHLMC DISCOUNT 5.090 6/06/07 5.197 P-1 A-1+ 25,000,000.00 99.49100 2 24,872,750.00 24,872,750.00

57192 313396GT FHLMC DISCOUNT 5.145 6/11/07 5.213 P-1 A-1+ 30,000,000.00 99.41404 2 29,824,212.50 29,824,212.60

57341 313396HA FHLMC DISCOUNT 5.130 6/18/07 5.192 P-1 A-1+ 16,000,000.00 99.31600 2 15,890,560.00 15,890,560.00

57575 313396LC FHLMC DISCOUNT 5.091 8/31/07 5.195 P-1 A-1+ 15,000,000.00 98.27472 2 14,741,207.50 14,741,207.55

57187 313396LN FHLMC DISCOUNT 5.070 9/10/07 5.203 P-1 A-1+ 25,000,000.00 98.14100 2 24,535,250.00 24,535,250.00

56436 313588FJ FNMA DISCOUNT 5.108 5/09/07 5.196 P-1 A-1+ 25,000,000.00 99.88649 2 24,971,622.22 24,971,622.25

___ _&l0H

QED-V2R9.65

DELIVER TO: MALIK S T A T E O F A R I Z O N A All amounts US$ except foreign par.

PRODUCTION: 5/09/07 S T A T E T R E A S U R E R ' S O F F I C E Encumbered if # appears after par.

PROGRAM ID: Q_WATERM.FUND.ARIZONA Pending settlement if * after book.

W A T E R M A R K I N V E N T O R Y Price: 1=QMARKET, 2=QUPRFL, 9=COST.

INVESTMENTS OUTSTANDING AS OF 4/30/07 (SETTLEMENT BASIS) PAGE: 17

MKT-SOURCE: QUPRFL->D3007 *** CARRY-BASIS IS BOOK-VALUE AMORTIZED THROUGH 4/30/07 *** *** LGIP (5) ***

==============================================================================================================================================

Pos# Sec-Id Description RATE Maturity YIELD MOO S&P POSITION-SIZE # PRICE $ CARRY-BASIS MARKET-VALUE * $-ABOVE/BELOW

------ -------- ------------------ ------ -------- ------ ---- ---- -------------- - --------- - -------------- -------------- - -------------

56604 313588FQ FNMA DISCOUNT 5.110 5/15/07 5.191 P-1 A-1+ 25,000,000.00 99.80128 2 24,950,319.44 24,950,319.50

56434 313588FR FNMA DISCOUNT 5.105 5/16/07 5.198 P-1 A-1+ 26,843,000.00 99.78729 2 26,785,902.70 26,785,902.79

57237 313588GV FNMA DISCOUNT 5.135 6/13/07 5.203 P-1 A-1+ 43,050,000.00 99.38665 2 42,785,954.02 42,785,954.12

57795 313588JP FNMA DISCOUNT 5.125 7/25/07 5.192 P-1 A-1+ 30,000,000.00 98.78993 2 29,636,979.17 29,636,979.30

====== -------------- -------------- -------------- -------------

5.193 281,942,000.00 279,931,969.29 279,931,969.85

12 ITEMS IN SUBTOTAL FOR: AGENCY DISCOUNT NOTES (TYPE 35)

CORPORATE NOTES-VAR (ACT/ ( 52)

--------------------------------

35864 00878833 MERIDIAN FUNDING C 5.675 6/09/08 5.792 Aaa AAA 4,166,667.11 100.00000 2 4,159,260.65 4,166,667.11 7,406.46

56926 02666QZD AMERICAN HONDA FIN 5.320 2/20/08 5.335 Aa3 A+ 40,000,000.00 99.96400 2 40,000,000.00 39,985,600.00 -14,400.00

44723 172967CL CITIGROUP INC Floa 5.408 6/04/07 5.347 Aa1 AA 10,000,000.00 100.00400 2 10,000,000.00 10,000,400.00 400.00

46950 172967CR CITIGROUP INC Floa 5.420 11/01/07 5.441 Aa1 AA 10,000,000.00 100.06250 2 10,000,000.00 10,006,250.00 6,250.00

47135 22237LPN COUNTRYWIDE HOME L 5.610 11/16/07 5.631 A3 A 10,000,000.00 100.08000 2 10,000,000.00 10,008,000.00 8,000.00

52733 24422EPZ JOHN DEERE CAPITAL 5.406 4/15/08 5.393 A2 A 20,000,000.00 100.04800 2 20,000,000.00 20,009,600.00 9,600.00

57071 24422EQE JOHN DEERE CAP Flo 5.400 9/01/09 5.391 A2 A 25,000,000.00 100.01000 2 25,000,000.00 25,002,500.00 2,500.00

57189 36962G2H GENERAL ELECTRIC C 5.370 3/12/10 5.358 Aaa AAA 35,000,000.00 100.01700 2 35,000,000.00 35,005,950.00 5,950.00

57545 36962G2M GENERAL ELECTRIC C 5.470 4/10/12 5.468 Aaa AAA 10,000,000.00 100.00200 2 10,000,000.00 10,000,200.00 200.00

44991 36962GJ5 GENERAL ELECTRIC C 5.490 6/22/07 5.371 Aaa AAA 10,000,000.00 100.01500 2 10,000,000.00 10,001,500.00 1,500.00

48455 36962GP4 GENERAL ELEC CAP C 5.388 3/04/08 5.363 Aaa AAA 15,000,000.00 100.08600 2 15,000,000.00 15,012,900.00 12,900.00

55469 36962GP4 GENERAL ELECTRIC C 5.388 3/04/08 5.315 Aaa AAA 14,950,000.00 100.08600 2 14,957,237.15 14,962,857.00 5,619.85

45267 38141EJP GOLDMAN SACHS GROU 5.474 7/02/07 5.414 Aa3 AA- 10,000,000.00 100.02200 2 10,000,000.00 10,002,200.00 2,200.00

49846 45920QEU IBM CORP Float Qrt 5.350 6/28/07 5.234 A1 A+ 20,000,000.00 100.00700 2 20,000,000.00 20,001,400.00 1,400.00

56009 52517PQ4 LEHMAN BROTHERS HO 5.400 12/23/08 5.385 A1 A+ 25,000,000.00 100.04688 2 25,000,000.00 25,011,718.75 11,718.75

48463 617446YC MORGAN STANLEY Flo 5.484 1/18/08 5.433 Aa3 A+ 10,000,000.00 100.08300 2 10,002,078.97 10,008,300.00 6,221.03

====== -------------- -------------- -------------- -------------

5.380 269,116,667.11 269,118,576.77 269,186,042.86 67,466.09

16 ITEMS IN SUBTOTAL FOR: CORPORATE NOTES-VAR (ACT/360)4X (TYPE 52)

COMMERCIAL PAPER ( 53)

--------------------------------

57651 0075N3UB ADVANTAGE ASSET 5.270 7/11/07 5.337 P-1 A-1 30,000,000.00 98.96064 2 29,688,191.68 29,688,191.70

57638 0454E3S8 ASSET ONE SECURITI 5.290 5/08/07 5.310 NR A-1 30,112,000.00 99.89714 2 30,081,026.46 30,081,026.50

S T A T E O F A R I Z O N A

S T A T E T R E A S U R E R ' S O F F I C E

W A T E R M A R K I N V E N T O R Y

INVESTMENTS OUTSTANDING AS OF 4/30/07 (SETTLEMENT BASIS)

CARRY-BASIS IS BOOK-VALUE AMORTIZED THROUGH 4/30/07

LGIP (5)

==============================================================================================================================================

Pos# Sec-Id Description RATE Maturity YIELD MOO S&P POSITION-SIZE # PRICE $ CARRY-BASIS MARKET-VALUE * $-ABOVE/BELOW

------ -------- ------------------ ------ -------- ------ ---- ---- -------------- - --------- - -------------- -------------- - -------------

57679 0454E3SF ASSET ONE SECURITI 5.280 5/15/07 5.302 NR A-1 56,932,000.00 99.79467 2 56,815,099.63 56,815,099.82

57747 0454E3SH ASSET ONE SECURITI 5.280 5/17/07 5.299 NR A-1 32,053,000.00 99.76533 2 31,977,782.29 31,977,782.19

57659 04821USP ATLANTIC ASSET FUN 5.270 5/23/07 5.299 P-1 A-1 4,241,000.00 99.67794 2 4,227,341.62 4,227,341.61

57671 04821UTF ATLANTIC ASSET FUN 5.250 6/15/07 5.296 P-1 A-1 50,000,000.00 99.34375 2 49,671,874.99 49,671,875.00

57749 04821UTN ATLANTIC ASSET FUN 5.250 6/22/07 5.296 P-1 A-1 25,222,000.00 99.24167 2 25,030,733.17 25,030,733.25

57746 5705X5UP MARKET STREET FUND 5.230 7/23/07 5.300 P-1 A-1 60,705,000.00 98.79419 2 59,973,015.74 59,973,015.47

56741 64072MS4 NEPTUNE FUNDING CO 5.265 5/04/07 5.336 NR A-1 30,396,000.00 99.95613 2 30,382,663.76 30,382,663.76

57716 64072MSP NEPTUNE FUNDING CO 5.280 5/23/07 5.306 NR A-1 15,000,000.00 99.67733 2 14,951,600.00 14,951,599.95

57029 64072MSW NEPTUNE FUNDING CO 5.260 5/30/07 5.332 NR A-1 40,000,000.00 99.57628 2 39,830,511.12 39,830,511.20

57837 70017FS1 PARK AVE REC 5.285 5/01/07 5.288 P-1 A-1 25,015,000.00 100.00000 2 25,015,000.00 25,015,000.00

57636 70017FSA PARK AVE REC 5.280 5/10/07 5.301 P-1 A-1 22,220,000.00 99.86800 2 22,190,669.60 22,190,669.60

57378 70050FPW PARK GRANADA LLC 5.260 5/29/07 5.308 P-1 A-1+ 1,000,000.00 99.59089 2 995,908.89 995,908.89

57808 70050FXC PARK GRANADA LLC 5.260 6/27/07 5.308 P-1 A-1+ 18,167,000.00 99.16717 2 18,015,699.17 18,015,699.23

56767 9026X1T6 UBS AMERICAS INC 5.220 6/06/07 5.312 P-1 A-1+ 30,000,000.00 99.47800 2 29,843,400.00 29,843,400.00

57721 9415E3SJ WATERFRONT FUNDING 5.280 5/18/07 5.302 P-1 A-1 28,000,000.00 99.75067 2 27,930,186.66 27,930,186.76

====== -------------- -------------- -------------- -------------

5.308 499,063,000.00 496,620,704.78 496,620,704.93

17 ITEMS IN SUBTOTAL FOR: COMMERCIAL PAPER (TYPE 53)

CORPORATE MTN-VAR (ACT/36 ( 57)

--------------------------------

55889 36962GT6 GENERAL ELECTRIC C 5.360 12/12/08 5.313 Aaa AAA 30,000,000.00 100.08500 2 30,018,604.36 30,025,500.00 6,895.64

57530 637432DD NATIONAL RURAL UTI 5.310 5/01/08 5.310 A1 A+ 27,000,000.00 100.00200 2 27,000,000.00 27,000,540.00 540.00

====== -------------- -------------- -------------- -------------

5.311 57,000,000.00 57,018,604.36 57,026,040.00 7,435.64

2 ITEMS IN SUBTOTAL FOR: CORPORATE MTN-VAR (ACT/360) 12X (TYPE 57)

CORPORATE MTN-VAR (ACT/36 ( 58)

--------------------------------

55443 02666QYR AMERICAN HONDA FIN 5.325 10/30/07 5.295 Aa3 A+ 25,000,000.00 99.98500 2 25,000,000.00 24,996,250.00 -3,750.00

56737 02666QZA AMERICAN HONDA FIN 5.350 8/05/08 5.343 Aa3 A+ 40,000,000.00 99.99200 2 40,000,000.00 39,996,800.00 -3,200.00

46914 59018YUN MERRILL LYNCH & CO 5.485 10/19/07 5.456 NR AA- 15,000,000.00 100.07500 2 14,999,884.27 15,011,250.00 11,365.73

48503 949746JP WELLS FARGO COMPAN 5.380 3/10/08 5.355 Aa1 AA+ 8,000,000.00 100.06250 2 8,000,000.00 8,005,000.00 5,000.00

48583 949746JP WELLS FARGO COMPAN 5.380 3/10/08 5.351 Aa1 AA+ 6,650,000.00 100.06250 2 6,650,283.16 6,654,156.25 3,873.09

====== -------------- -------------- -------------- -------------

5.350 94,650,000.00 94,650,167.43 94,663,456.25 13,288.82

5 ITEMS IN SUBTOTAL FOR: CORPORATE MTN-VAR (ACT/360) 4X (TYPE 58)

S T A T E O F A R I Z O N A

S T A T E T R E A S U R E R ' S O F F I C E

W A T E R M A R K I N V E N T O R Y

INVESTMENTS OUTSTANDING AS OF 4/30/07 (SETTLEMENT BASIS)

CARRY-BASIS IS BOOK-VALUE AMORTIZED THROUGH 4/30/07

LGIP (5)

==============================================================================================================================================

Pos# Sec-Id Description RATE Maturity YIELD MOO S&P POSITION-SIZE # PRICE $ CARRY-BASIS MARKET-VALUE * $-ABOVE/BELOW

------ -------- ------------------ ------ -------- ------ ---- ---- -------------- - --------- - -------------- -------------- - -------------

ASSET BACKED COMMERCIAL P ( 135)

--------------------------------

57741 04529UT7 ASPEN FUNDING CORP 5.260 6/07/07 5.295 P-1 A-1+ 24,287,000.00 99.45939 2 24,155,701.78 24,155,701.81

57793 06945MS2 BARTON CAPITAL LLC 5.270 5/02/07 5.275 P-1 A-1+ 45,058,000.00 99.98536 2 45,051,404.01 45,051,403.96

57571 06945MSE BARTON CAPITAL LLC 5.260 5/14/07 5.286 P-1 A-1+ 4,360,000.00 99.81006 2 4,351,718.42 4,351,718.44

57550 09151SSB BISHOPS GATE RESID 5.300 5/11/07 5.325 P-1 A-1 11,000,000.00 99.85278 2 10,983,805.56 10,983,805.58

57740 09151SSE BISHOPS GATE RESID