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Residential Mortgage Backed Securities

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 Issuer Issue Series Class Rating
Park Place Securities, Inc.   US$3,000 million asset-backed pass-through certificates series 2004-WCW2    2004-WCW2 M-7   BBB+  
      M-8   BBB  
      M-9   BB  
  US$2,000 million asset-backed pass-through certiicates, series 2004-WHQ1    2004-WHQ1 A-1   AAA/Watch Neg  
      A-2   AAA  
      A-5   AAA  
      M-1   AA+  
      M-10   B  
      M-2   AA  
      M-3   AA-  
51-60 of 1008
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