-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Tdrs+/pBWylfis+o6Tu/SejaWsC7Y4apPXAeAwCQC4UXGLbSwqCSuN9t5JAIKptW f6niFng0fO7GUOPhrVgbYw== 0001056404-04-001417.txt : 20040409 0001056404-04-001417.hdr.sgml : 20040409 20040409113132 ACCESSION NUMBER: 0001056404-04-001417 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030325 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040409 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE BACKED PASS THROUGH CERTIFICATES SER 2003 23 CENTRAL INDEX KEY: 0001265514 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-06 FILM NUMBER: 04726503 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 MAIL ADDRESS: STREET 1: 11 MADISON AVE STREET 2: 4TH FL CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 csf03023.txt MARCH 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): March 25, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage Backed Pass-Through Certificates, Series 2003-23 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-06 54-2126376 Pooling and Servicing Agreement) (Commission 54-2126377 (State or other File Number) 54-2126378 jurisdiction 54-2126379 of Incorporation) 54-2126380 54-2126381 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) ITEM 5. Other Events On March 25, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage Backed Pass-Through Certificates, Series 2003-23 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Backed Pass-Through Certificates, Series 2003-23 Trust, relating to the March 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage Backed Pass-Through Certificates, Series 2003-23 Trust By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 4/8/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Backed Pass-Through Certificates, Series 2003-23 Trust, relating to the March 25, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Backed Pass-Through Certificates Record Date: 2/29/2004 Distribution Date: 3/25/2004 CSF Series: 2003-23 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A-1 22541QVD1 SEN 5.50000% 56,486,143.43 258,894.83 1,848,994.74 I-A-2 22541QVE9 SEN 6.00000% 4,430,000.00 22,150.00 0.00 I-A-3 22541QVF6 SEN 6.00000% 7,631,000.00 38,155.00 0.00 I-A-4 22541QVG4 SEN 5.50000% 34,600,000.00 158,583.33 0.00 I-A-5 22541QVH2 SEN 6.00000% 1,832,000.00 9,160.00 0.00 I-A-6 22541QVJ8 SEN 6.00000% 1,565,000.00 7,825.00 0.00 I-A-7 22541QVK5 SEN 6.00000% 9,468,000.00 47,340.00 0.00 I-A-8 22541QVL3 SEN 6.00000% 15,446,803.96 77,234.02 2,442,634.30 I-A-9 22541QVM1 SEN 6.00000% 5,795,000.00 28,975.00 0.00 I-A-10 22541QVN9 SEN 6.00000% 17,000,000.00 85,000.00 0.00 I-A-11 22541QVP4 SEN 6.00000% 20,202,500.00 101,012.50 0.00 I-A-12 22541QVQ2 SEN 6.00000% 12,535,000.00 62,675.00 1,983,000.00 I-A-13 22541QVR0 SEN 6.00000% 2,000,000.00 10,000.00 0.00 I-A-14 22541QVS8 SEN 6.00000% 3,000,000.00 15,000.00 0.00 I-A-15 22541QVT6 PO 0.00000% 2,266,000.00 0.00 0.00 I-A-16 22541QVU3 SEN 4.37500% 124,572,384.96 454,170.16 772,431.70 I-A-17 22541QVV1 IO 5.50000% 0.00 116,786.61 0.00 I-A-18 22541QVW9 SEN 5.50000% 21,650,000.00 99,229.17 0.00 I-A-19 22541QVX7 PO 0.00000% 6,907,219.57 0.00 402,257.89 I-A-20 22541QVY5 IO 5.50000% 0.00 4,928.12 0.00 I-A-21 22541QVZ2 SEN 5.50000% 4,370,264.00 20,030.38 0.00 I-A-22 22541QWA6 SEN 5.25000% 23,654,956.38 103,490.44 774,311.85 II-A-1 22541QWB4 SEN 5.00000% 6,696,188.74 27,900.79 78,442.45 II-A-2 22541QWC2 SEN 5.00000% 5,000,000.00 20,833.33 0.00 II-A-3 22541QWD0 SEN 5.00000% 5,035,000.00 20,979.17 0.00 II-A-4 22541QWE8 SEN 5.00000% 5,000,000.00 20,833.33 0.00 II-A-5 22541QWF5 SEN 5.00000% 14,112,785.54 58,803.27 341,856.86 II-A-6 22541QWG3 SEN 5.00000% 25,525.19 106.35 (106.35) II-A-7 22541QWH1 SEN 5.00000% 0.00 0.00 0.00 II-A-8 22541QWJ7 SEN 4.50000% 143,477,902.44 538,042.14 1,680,770.69 III-A-1 22541QWK4 SEN 5.25000% 64,413,722.87 281,804.57 3,795,902.73 III-A-2 22541QWL2 SEN 5.75000% 4,000,000.00 19,166.29 0.00 III-A-3 22541QWM0 SEN 5.75000% 4,000,000.00 19,166.29 0.00 III-A-4 22541QWN8 SEN 5.75000% 29,835,000.00 142,956.60 0.00 III-A-5 22541QWP3 SEN 5.75000% 4,000,000.00 19,166.29 0.00 III-A-6 22541QWQ1 SEN 5.75000% 5,000,000.00 23,957.87 0.00 III-A-7 22541QWR9 SEN 4.50000% 75,208,142.44 282,025.06 3,265,434.22 III-A-8 22541QWS7 SEN 5.75000% 15,760,000.00 75,515.20 0.00 III-A-9 22541QWT5 SEN 5.75000% 3,314,988.00 15,884.01 0.00 III-A-10 22541QWU2 SEN 5.75000% 29,000,000.00 138,955.64 0.00 III-A-11 22541QWVO SEN 1.59000% 56,541,412.04 74,915.92 2,683,885.00 III-A-12 22541QWW8 IO 6.41000% 0.00 302,019.51 0.00 III-A-13 22541QWX6 SEN 5.25000% 2,002,282.68 8,759.82 117,994.58 IV-A-1 22541QWY4 SEN 5.50000% 95,879,837.84 439,440.73 813,846.36 V-A-1 22541QWZ1 SEN 6.00000% 150,930,131.39 754,636.01 2,480,312.65 VI-A-1 22541QXA5 SEN 6.50000% 113,150,683.67 612,887.64 3,298,760.62 VII-A-1 22541QXB3 SEN 5.00000% 39,033,481.94 162,636.35 675,527.55 VIII-A-1 22541QXC1 SEN 5.00000% 49,190,729.68 204,957.40 1,053,772.34 I-X 22541QXD9 IO 5.50000% 0.00 36,534.27 0.00 II-X 22541QXE7 IO 4.60000% 0.00 38,732.43 0.00 III-X 22541QXF4 IO 5.75000% 0.00 97,612.66 0.00 VII-X 22541QXG2 IO 5.00000% 0.00 25,861.91 0.00 VIII-X 22541QXH0 IO 5.00000% 0.00 14,195.27 0.00 D-X 22541QXJ6 IO 6.00000% 0.00 115,968.91 0.00 I-P 22541QXK3 PO 0.00000% 9,947,876.55 0.00 33,731.19 III-P 22541QXL1 PO 0.00000% 3,963,104.77 0.00 84,354.19 A-P 22541QXM9 PO 0.00000% 1,151,552.75 0.00 78,440.26 D-P 22541QXN7 PO 0.00000% 3,728,131.92 0.00 103,835.72 AR 22541QXW7 SEN 4.60000% 0.00 0.00 0.00 AR-L 22541QXX5 SEN 4.60000% 0.00 0.00 0.00 C-B-1 22541QXP2 SUB 5.21417% 7,470,810.09 32,461.73 15,085.99 C-B-2 22541QXQ0 SUB 5.21417% 2,689,491.32 11,686.22 5,430.96 C-B-3 22541QXR8 SUB 5.21417% 2,091,826.47 9,089.28 4,224.08 C-B-4 22541QXY3 SUB 5.21417% 896,496.78 3,895.41 1,810.32 C-B-5 22541QXZ0 SUB 5.21417% 896,496.78 3,895.41 1,810.32 C-B-6 22541QYA4 SUB 5.21417% 896,498.77 3,895.41 1,810.32 D-B-1 22541QXS6 SUB 5.79931% 27,469,728.83 132,751.91 34,901.23 D-B-2 22541QXT4 SUB 5.79931% 6,540,411.48 31,607.60 8,309.82 D-B-3 22541QXU1 SUB 5.79931% 2,180,136.50 10,535.86 2,769.94 D-B-4 22541QXV9 SUB 5.79931% 4,796,301.29 23,178.90 6,093.86 D-B-5 22541QYB2 SUB 5.79931% 6,104,384.18 29,500.42 7,755.83 D-B-6 22541QYC0 SUB 5.79931% 4,360,273.99 21,071.73 5,539.88 D-B-7 22541QYD8 SUB 5.79931% 2,180,140.51 10,535.88 2,769.94 Totals 1,383,383,749.74 6,640,000.35 28,908,704.03
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 54,637,148.69 2,107,889.57 0.00 I-A-2 0.00 4,430,000.00 22,150.00 0.00 I-A-3 0.00 7,631,000.00 38,155.00 0.00 I-A-4 0.00 34,600,000.00 158,583.33 0.00 I-A-5 0.00 1,832,000.00 9,160.00 0.00 I-A-6 0.00 1,565,000.00 7,825.00 0.00 I-A-7 0.00 9,468,000.00 47,340.00 0.00 I-A-8 0.00 13,004,169.66 2,519,868.32 0.00 I-A-9 0.00 5,795,000.00 28,975.00 0.00 I-A-10 0.00 17,000,000.00 85,000.00 0.00 I-A-11 0.00 20,202,500.00 101,012.50 0.00 I-A-12 0.00 10,552,000.00 2,045,675.00 0.00 I-A-13 0.00 2,000,000.00 10,000.00 0.00 I-A-14 0.00 3,000,000.00 15,000.00 0.00 I-A-15 0.00 2,266,000.00 0.00 0.00 I-A-16 0.00 123,799,953.26 1,226,601.86 0.00 I-A-17 0.00 0.00 116,786.61 0.00 I-A-18 0.00 21,650,000.00 99,229.17 0.00 I-A-19 0.00 6,504,961.68 402,257.89 0.00 I-A-20 0.00 0.00 4,928.12 0.00 I-A-21 0.00 4,370,264.00 20,030.38 0.00 I-A-22 0.00 22,880,644.53 877,802.29 0.00 II-A-1 0.00 6,617,746.29 106,343.24 0.00 II-A-2 0.00 5,000,000.00 20,833.33 0.00 II-A-3 0.00 5,035,000.00 20,979.17 0.00 II-A-4 0.00 5,000,000.00 20,833.33 0.00 II-A-5 0.00 13,770,928.68 400,660.13 0.00 II-A-6 0.00 25,631.55 0.00 0.00 II-A-7 0.00 0.00 0.00 0.00 II-A-8 0.00 141,797,131.74 2,218,812.83 0.00 III-A-1 0.00 60,617,820.14 4,077,707.30 0.00 III-A-2 0.00 4,000,000.00 19,166.29 0.00 III-A-3 0.00 4,000,000.00 19,166.29 0.00 III-A-4 0.00 29,835,000.00 142,956.60 0.00 III-A-5 0.00 4,000,000.00 19,166.29 0.00 III-A-6 0.00 5,000,000.00 23,957.87 0.00 III-A-7 0.00 71,942,708.22 3,547,459.28 0.00 III-A-8 0.00 15,760,000.00 75,515.20 0.00 III-A-9 0.00 3,314,988.00 15,884.01 0.00 III-A-10 0.00 29,000,000.00 138,955.64 0.00 III-A-11 0.00 53,857,527.04 2,758,800.92 0.00 III-A-12 0.00 0.00 302,019.51 0.00 III-A-13 0.00 1,884,288.10 126,754.40 0.00 IV-A-1 0.00 95,065,991.48 1,253,287.09 0.00 V-A-1 0.00 148,449,818.74 3,234,948.66 0.00 VI-A-1 0.00 109,851,923.05 3,911,648.26 0.00 VII-A-1 0.00 38,357,954.39 838,163.90 0.00 VIII-A-1 0.00 48,136,957.34 1,258,729.74 0.00 I-X 0.00 0.00 36,534.27 0.00 II-X 0.00 0.00 38,732.43 0.00 III-X 0.00 0.00 97,612.66 0.00 VII-X 0.00 0.00 25,861.91 0.00 VIII-X 0.00 0.00 14,195.27 0.00 D-X 0.00 0.00 115,968.91 0.00 I-P 0.00 9,914,145.36 33,731.19 0.00 III-P 0.00 3,878,750.57 84,354.19 0.00 A-P 0.00 1,073,112.48 78,440.26 0.00 D-P 0.00 3,624,296.19 103,835.72 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 C-B-1 0.00 7,455,724.10 47,547.72 0.00 C-B-2 0.00 2,684,060.36 17,117.18 0.00 C-B-3 0.00 2,087,602.39 13,313.36 0.00 C-B-4 0.00 894,686.46 5,705.73 0.00 C-B-5 0.00 894,686.46 5,705.73 0.00 C-B-6 0.00 894,688.44 5,705.73 0.00 D-B-1 0.00 27,434,827.61 167,653.14 0.00 D-B-2 0.00 6,532,101.67 39,917.42 0.00 D-B-3 0.00 2,177,366.56 13,305.80 0.00 D-B-4 0.00 4,790,207.43 29,272.76 0.00 D-B-5 0.00 6,096,628.36 37,256.25 0.00 D-B-6 0.00 4,354,734.12 26,611.61 0.00 D-B-7 0.00 2,177,370.76 13,305.82 0.00 Totals 0.00 1,354,475,045.90 35,548,704.38 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A-1 59,698,000.00 56,486,143.43 93,950.92 1,755,043.82 0.00 0.00 I-A-2 4,430,000.00 4,430,000.00 0.00 0.00 0.00 0.00 I-A-3 7,631,000.00 7,631,000.00 0.00 0.00 0.00 0.00 I-A-4 34,600,000.00 34,600,000.00 0.00 0.00 0.00 0.00 I-A-5 1,832,000.00 1,832,000.00 0.00 0.00 0.00 0.00 I-A-6 1,565,000.00 1,565,000.00 0.00 0.00 0.00 0.00 I-A-7 9,468,000.00 9,468,000.00 0.00 0.00 0.00 0.00 I-A-8 18,849,000.00 15,446,803.96 124,116.22 2,318,518.08 0.00 0.00 I-A-9 5,795,000.00 5,795,000.00 0.00 0.00 0.00 0.00 I-A-10 17,000,000.00 17,000,000.00 0.00 0.00 0.00 0.00 I-A-11 20,202,500.00 20,202,500.00 0.00 0.00 0.00 0.00 I-A-12 15,296,000.00 12,535,000.00 100,763.66 1,882,236.34 0.00 0.00 I-A-13 2,000,000.00 2,000,000.00 0.00 0.00 0.00 0.00 I-A-14 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 I-A-15 2,266,000.00 2,266,000.00 0.00 0.00 0.00 0.00 I-A-16 127,576,000.00 124,572,384.96 39,250.15 733,181.55 0.00 0.00 I-A-17 0.00 0.00 0.00 0.00 0.00 0.00 I-A-18 21,650,000.00 21,650,000.00 0.00 0.00 0.00 0.00 I-A-19 7,467,500.00 6,907,219.57 20,439.71 381,818.18 0.00 0.00 I-A-20 0.00 0.00 0.00 0.00 0.00 0.00 I-A-21 4,370,264.00 4,370,264.00 0.00 0.00 0.00 0.00 I-A-22 25,000,000.00 23,654,956.38 39,344.25 734,967.60 0.00 0.00 II-A-1 7,019,068.00 6,696,188.74 26,561.20 51,881.25 0.00 0.00 II-A-2 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00 II-A-3 5,035,000.00 5,035,000.00 0.00 0.00 0.00 0.00 II-A-4 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00 II-A-5 14,750,000.00 14,112,785.54 115,755.27 226,101.59 0.00 0.00 II-A-6 25,000.00 25,525.19 0.00 0.00 (106.35) 0.00 II-A-7 770,000.00 0.00 0.00 0.00 0.00 0.00 II-A-8 150,396,172.00 143,477,902.44 569,121.44 1,111,649.26 0.00 0.00 III-A-1 79,200,000.00 64,413,722.87 111,557.94 3,684,344.79 0.00 0.00 III-A-2 4,000,000.00 4,000,000.00 0.00 0.00 0.00 0.00 III-A-3 4,000,000.00 4,000,000.00 0.00 0.00 0.00 0.00 III-A-4 29,835,000.00 29,835,000.00 0.00 0.00 0.00 0.00 III-A-5 4,000,000.00 4,000,000.00 0.00 0.00 0.00 0.00 III-A-6 5,000,000.00 5,000,000.00 0.00 0.00 0.00 0.00 III-A-7 87,928,072.00 75,208,142.44 95,967.98 3,169,466.24 0.00 0.00 III-A-8 15,760,000.00 15,760,000.00 0.00 0.00 0.00 0.00 III-A-9 3,314,988.00 3,314,988.00 0.00 0.00 0.00 0.00 III-A-10 29,000,000.00 29,000,000.00 0.00 0.00 0.00 0.00 III-A-11 66,996,018.00 56,541,412.04 78,876.81 2,605,008.19 0.00 0.00 III-A-12 0.00 0.00 0.00 0.00 0.00 0.00 III-A-13 2,461,910.00 2,002,282.68 3,467.75 114,526.83 0.00 0.00 IV-A-1 99,307,618.00 95,879,837.84 103,960.72 709,885.64 0.00 0.00 V-A-1 164,103,820.00 150,930,131.39 146,584.28 2,333,728.37 0.00 0.00 VI-A-1 124,504,827.00 113,150,683.67 95,105.84 3,203,654.78 0.00 0.00 VII-A-1 41,570,309.00 39,033,481.94 133,139.77 542,387.78 0.00 0.00 VIII-A-1 54,147,339.00 49,190,729.68 180,346.15 873,426.19 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 VII-X 0.00 0.00 0.00 0.00 0.00 0.00 VIII-X 0.00 0.00 0.00 0.00 0.00 0.00 D-X 0.00 0.00 0.00 0.00 0.00 0.00 I-P 10,132,718.00 9,947,876.55 11,869.33 21,861.86 0.00 0.00 III-P 4,015,559.00 3,963,104.77 4,473.87 79,880.32 0.00 0.00 A-P 1,181,411.68 1,151,552.75 4,888.68 73,551.59 0.00 0.00 D-P 3,857,979.92 3,728,131.92 3,961.84 99,873.88 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 C-B-1 7,544,962.00 7,470,810.09 15,085.99 0.00 0.00 0.00 C-B-2 2,716,186.00 2,689,491.32 5,430.96 0.00 0.00 0.00 C-B-3 2,112,589.00 2,091,826.47 4,224.08 0.00 0.00 0.00 C-B-4 905,395.00 896,496.78 1,810.32 0.00 0.00 0.00 C-B-5 905,395.00 896,496.78 1,810.32 0.00 0.00 0.00 C-B-6 905,397.01 896,498.77 1,810.32 0.00 0.00 0.00 D-B-1 27,640,188.00 27,469,728.83 34,901.23 0.00 0.00 0.00 D-B-2 6,580,997.00 6,540,411.48 8,309.82 0.00 0.00 0.00 D-B-3 2,193,665.00 2,180,136.50 2,769.94 0.00 0.00 0.00 D-B-4 4,826,064.00 4,796,301.29 6,093.86 0.00 0.00 0.00 D-B-5 6,142,264.00 6,104,384.18 7,755.83 0.00 0.00 0.00 D-B-6 4,387,331.00 4,360,273.99 5,539.88 0.00 0.00 0.00 D-B-7 2,193,669.04 2,180,140.51 2,769.94 0.00 0.00 0.00 Totals 1,481,063,275.65 1,383,383,749.74 2,201,816.27 26,706,994.13 (106.35) 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A-1 1,848,994.74 54,637,148.69 0.91522578 1,848,994.74 I-A-2 0.00 4,430,000.00 1.00000000 0.00 I-A-3 0.00 7,631,000.00 1.00000000 0.00 I-A-4 0.00 34,600,000.00 1.00000000 0.00 I-A-5 0.00 1,832,000.00 1.00000000 0.00 I-A-6 0.00 1,565,000.00 1.00000000 0.00 I-A-7 0.00 9,468,000.00 1.00000000 0.00 I-A-8 2,442,634.30 13,004,169.66 0.68991297 2,442,634.30 I-A-9 0.00 5,795,000.00 1.00000000 0.00 I-A-10 0.00 17,000,000.00 1.00000000 0.00 I-A-11 0.00 20,202,500.00 1.00000000 0.00 I-A-12 1,983,000.00 10,552,000.00 0.68985356 1,983,000.00 I-A-13 0.00 2,000,000.00 1.00000000 0.00 I-A-14 0.00 3,000,000.00 1.00000000 0.00 I-A-15 0.00 2,266,000.00 1.00000000 0.00 I-A-16 772,431.70 123,799,953.26 0.97040159 772,431.70 I-A-17 0.00 0.00 0.00000000 0.00 I-A-18 0.00 21,650,000.00 1.00000000 0.00 I-A-19 402,257.89 6,504,961.68 0.87110300 402,257.89 I-A-20 0.00 0.00 0.00000000 0.00 I-A-21 0.00 4,370,264.00 1.00000000 0.00 I-A-22 774,311.85 22,880,644.53 0.91522578 774,311.85 II-A-1 78,442.45 6,617,746.29 0.94282407 78,442.45 II-A-2 0.00 5,000,000.00 1.00000000 0.00 II-A-3 0.00 5,035,000.00 1.00000000 0.00 II-A-4 0.00 5,000,000.00 1.00000000 0.00 II-A-5 341,856.86 13,770,928.68 0.93362228 341,856.86 II-A-6 (106.35) 25,631.55 1.02526200 (106.35) II-A-7 0.00 0.00 0.00000000 0.00 II-A-8 1,680,770.69 141,797,131.74 0.94282407 1,680,770.69 III-A-1 3,795,902.73 60,617,820.14 0.76537652 3,795,902.73 III-A-2 0.00 4,000,000.00 1.00000000 0.00 III-A-3 0.00 4,000,000.00 1.00000000 0.00 III-A-4 0.00 29,835,000.00 1.00000000 0.00 III-A-5 0.00 4,000,000.00 1.00000000 0.00 III-A-6 0.00 5,000,000.00 1.00000000 0.00 III-A-7 3,265,434.22 71,942,708.22 0.81819954 3,265,434.22 III-A-8 0.00 15,760,000.00 1.00000000 0.00 III-A-9 0.00 3,314,988.00 1.00000000 0.00 III-A-10 0.00 29,000,000.00 1.00000000 0.00 III-A-11 2,683,885.00 53,857,527.04 0.80389146 2,683,885.00 III-A-12 0.00 0.00 0.00000000 0.00 III-A-13 117,994.58 1,884,288.10 0.76537652 117,994.58 IV-A-1 813,846.36 95,065,991.48 0.95728800 813,846.36 V-A-1 2,480,312.65 148,449,818.74 0.90460916 2,480,312.65 VI-A-1 3,298,760.62 109,851,923.05 0.88231056 3,298,760.62 VII-A-1 675,527.55 38,357,954.39 0.92272478 675,527.55 VIII-A-1 1,053,772.34 48,136,957.34 0.88899950 1,053,772.34 I-X 0.00 0.00 0.00000000 0.00 II-X 0.00 0.00 0.00000000 0.00 III-X 0.00 0.00 0.00000000 0.00 VII-X 0.00 0.00 0.00000000 0.00 VIII-X 0.00 0.00 0.00000000 0.00 D-X 0.00 0.00 0.00000000 0.00 I-P 33,731.19 9,914,145.36 0.97842902 33,731.19 III-P 84,354.19 3,878,750.57 0.96593041 84,354.19 A-P 78,440.26 1,073,112.48 0.90833068 78,440.26 D-P 103,835.72 3,624,296.19 0.93942847 103,835.72 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 C-B-1 15,085.99 7,455,724.10 0.98817252 15,085.99 C-B-2 5,430.96 2,684,060.36 0.98817252 5,430.96 C-B-3 4,224.08 2,087,602.39 0.98817252 4,224.08 C-B-4 1,810.32 894,686.46 0.98817252 1,810.32 C-B-5 1,810.32 894,686.46 0.98817252 1,810.32 C-B-6 1,810.32 894,688.44 0.98817251 1,810.32 D-B-1 34,901.23 27,434,827.61 0.99257022 34,901.23 D-B-2 8,309.82 6,532,101.67 0.99257022 8,309.82 D-B-3 2,769.94 2,177,366.56 0.99257022 2,769.94 D-B-4 6,093.86 4,790,207.43 0.99257022 6,093.86 D-B-5 7,755.83 6,096,628.36 0.99257022 7,755.83 D-B-6 5,539.88 4,354,734.12 0.99257023 5,539.88 D-B-7 2,769.94 2,177,370.76 0.99257031 2,769.94 Totals 28,908,704.03 1,354,475,045.90 0.91452882 28,908,704.03
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 59,698,000.00 946.19825505 1.57376998 29.39870381 0.00000000 I-A-2 4,430,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 7,631,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-4 34,600,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-5 1,832,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-6 1,565,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-7 9,468,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-8 18,849,000.00 819.50257096 6.58476418 123.00483209 0.00000000 I-A-9 5,795,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-10 17,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-11 20,202,500.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-12 15,296,000.00 819.49529289 6.58758237 123.05415403 0.00000000 I-A-13 2,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-14 3,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-15 2,266,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-16 127,576,000.00 976.45626889 0.30766092 5.74701786 0.00000000 I-A-17 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A-18 21,650,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-19 7,467,500.00 924.97081620 2.73715567 51.13065685 0.00000000 I-A-20 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A-21 4,370,264.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-22 25,000,000.00 946.19825520 1.57377000 29.39870400 0.00000000 II-A-1 7,019,068.00 953.99969626 3.78414912 7.39147277 0.00000000 II-A-2 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-3 5,035,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-4 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-5 14,750,000.00 956.79901966 7.84781492 15.32892136 0.00000000 II-A-6 25,000.00 1021.00760000 0.00000000 0.00000000 (4.25400000) II-A-7 770,000.00 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 150,396,172.00 953.99969648 3.78414844 7.39147310 0.00000000 III-A-1 79,200,000.00 813.30458169 1.40855985 46.51950492 0.00000000 III-A-2 4,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-3 4,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-4 29,835,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-5 4,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-6 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-7 87,928,072.00 855.33710372 1.09143733 36.04612461 0.00000000 III-A-8 15,760,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-9 3,314,988.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-10 29,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A-11 66,996,018.00 843.95183069 1.17733579 38.88303018 0.00000000 III-A-12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A-13 2,461,910.00 813.30458059 1.40856083 46.51950315 0.00000000 IV-A-1 99,307,618.00 965.48321036 1.04685544 7.14835029 0.00000000 V-A-1 164,103,820.00 919.72344940 0.89324112 14.22104842 0.00000000 VI-A-1 124,504,827.00 908.80559731 0.76387271 25.73116928 0.00000000 VII-A-1 41,570,309.00 938.97502518 3.20276113 13.04748011 0.00000000 VIII-A-1 54,147,339.00 908.46070349 3.33065582 16.13054688 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 VII-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 VIII-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-P 10,132,718.00 981.75795971 1.17138659 2.15755141 0.00000000 III-P 4,015,559.00 986.93725332 1.11413380 19.89270236 0.00000000 A-P 1,181,411.68 974.72605824 4.13799870 62.25737501 0.00000000 D-P 3,857,979.92 966.34300782 1.02692085 25.88761011 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 7,544,962.00 990.17199689 1.99947859 0.00000000 0.00000000 C-B-2 2,716,186.00 990.17199853 1.99948015 0.00000000 0.00000000 C-B-3 2,112,589.00 990.17199749 1.99948026 0.00000000 0.00000000 C-B-4 905,395.00 990.17200228 1.99948089 0.00000000 0.00000000 C-B-5 905,395.00 990.17200228 1.99948089 0.00000000 0.00000000 C-B-6 905,397.01 990.17200200 1.99947645 0.00000000 0.00000000 D-B-1 27,640,188.00 993.83292292 1.26269872 0.00000000 0.00000000 D-B-2 6,580,997.00 993.83292228 1.26269925 0.00000000 0.00000000 D-B-3 2,193,665.00 993.83292344 1.26269964 0.00000000 0.00000000 D-B-4 4,826,064.00 993.83292265 1.26269772 0.00000000 0.00000000 D-B-5 6,142,264.00 993.83292219 1.26269890 0.00000000 0.00000000 D-B-6 4,387,331.00 993.83292257 1.26269935 0.00000000 0.00000000 D-B-7 2,193,669.04 993.83292112 1.26269731 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A-1 0.00000000 30.97247378 915.22578127 0.91522578 30.97247378 I-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-8 0.00000000 129.58959627 689.91297469 0.68991297 129.58959627 I-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-12 0.00000000 129.64173640 689.85355649 0.68985356 129.64173640 I-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-14 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-16 0.00000000 6.05467878 970.40159011 0.97040159 6.05467878 I-A-17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-18 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-19 0.00000000 53.86781252 871.10300368 0.87110300 53.86781252 I-A-20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-21 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-22 0.00000000 30.97247400 915.22578120 0.91522578 30.97247400 II-A-1 0.00000000 11.17562189 942.82407436 0.94282407 11.17562189 II-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-5 0.00000000 23.17673627 933.62228339 0.93362228 23.17673627 II-A-6 0.00000000 (4.25400000) 1,025.26200000 1.02526200 (4.25400000) II-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 0.00000000 11.17562148 942.82407494 0.94282407 11.17562148 III-A-1 0.00000000 47.92806477 765.37651692 0.76537652 47.92806477 III-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-7 0.00000000 37.13756194 818.19954178 0.81819954 37.13756194 III-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A-11 0.00000000 40.06036598 803.89146471 0.80389146 40.06036598 III-A-12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A-13 0.00000000 47.92806398 765.37651661 0.76537652 47.92806398 IV-A-1 0.00000000 8.19520573 957.28800463 0.95728800 8.19520573 V-A-1 0.00000000 15.11428954 904.60915986 0.90460916 15.11428954 VI-A-1 0.00000000 26.49504200 882.31055532 0.88231056 26.49504200 VII-A-1 0.00000000 16.25024125 922.72478393 0.92272478 16.25024125 VIII-A-1 0.00000000 19.46120270 888.99950079 0.88899950 19.46120270 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 VII-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 VIII-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 D-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-P 0.00000000 3.32893800 978.42902171 0.97842902 3.32893800 III-P 0.00000000 21.00683616 965.93041467 0.96593041 21.00683616 A-P 0.00000000 66.39536525 908.33068452 0.90833068 66.39536525 D-P 0.00000000 26.91453096 939.42847427 0.93942847 26.91453096 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 1.99947859 988.17251830 0.98817252 1.99947859 C-B-2 0.00000000 1.99948015 988.17251838 0.98817252 1.99948015 C-B-3 0.00000000 1.99948026 988.17251723 0.98817252 1.99948026 C-B-4 0.00000000 1.99948089 988.17252139 0.98817252 1.99948089 C-B-5 0.00000000 1.99948089 988.17252139 0.98817252 1.99948089 C-B-6 0.00000000 1.99947645 988.17251451 0.98817251 1.99947645 D-B-1 0.00000000 1.26269872 992.57022456 0.99257022 1.26269872 D-B-2 0.00000000 1.26269925 992.57022454 0.99257022 1.26269925 D-B-3 0.00000000 1.26269964 992.57022380 0.99257022 1.26269964 D-B-4 0.00000000 1.26269772 992.57022493 0.99257022 1.26269772 D-B-5 0.00000000 1.26269890 992.57022492 0.99257022 1.26269890 D-B-6 0.00000000 1.26269935 992.57022550 0.99257023 1.26269935 D-B-7 0.00000000 1.26269731 992.57031042 0.99257031 1.26269731 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A-1 59,698,000.00 5.50000% 56,486,143.43 258,894.82 0.00 0.00 I-A-2 4,430,000.00 6.00000% 4,430,000.00 22,150.00 0.00 0.00 I-A-3 7,631,000.00 6.00000% 7,631,000.00 38,155.00 0.00 0.00 I-A-4 34,600,000.00 5.50000% 34,600,000.00 158,583.33 0.00 0.00 I-A-5 1,832,000.00 6.00000% 1,832,000.00 9,160.00 0.00 0.00 I-A-6 1,565,000.00 6.00000% 1,565,000.00 7,825.00 0.00 0.00 I-A-7 9,468,000.00 6.00000% 9,468,000.00 47,340.00 0.00 0.00 I-A-8 18,849,000.00 6.00000% 15,446,803.96 77,234.02 0.00 0.00 I-A-9 5,795,000.00 6.00000% 5,795,000.00 28,975.00 0.00 0.00 I-A-10 17,000,000.00 6.00000% 17,000,000.00 85,000.00 0.00 0.00 I-A-11 20,202,500.00 6.00000% 20,202,500.00 101,012.50 0.00 0.00 I-A-12 15,296,000.00 6.00000% 12,535,000.00 62,675.00 0.00 0.00 I-A-13 2,000,000.00 6.00000% 2,000,000.00 10,000.00 0.00 0.00 I-A-14 3,000,000.00 6.00000% 3,000,000.00 15,000.00 0.00 0.00 I-A-15 2,266,000.00 0.00000% 2,266,000.00 0.00 0.00 0.00 I-A-16 127,576,000.00 4.37500% 124,572,384.96 454,170.15 0.00 0.00 I-A-17 0.00 5.50000% 25,480,715.11 116,786.61 0.00 0.00 I-A-18 21,650,000.00 5.50000% 21,650,000.00 99,229.17 0.00 0.00 I-A-19 7,467,500.00 0.00000% 6,907,219.57 0.00 0.00 0.00 I-A-20 0.00 5.50000% 1,075,225.29 4,928.12 0.00 0.00 I-A-21 4,370,264.00 5.50000% 4,370,264.00 20,030.38 0.00 0.00 I-A-22 25,000,000.00 5.25000% 23,654,956.38 103,490.43 0.00 0.00 II-A-1 7,019,068.00 5.00000% 6,696,188.74 27,900.79 0.00 0.00 II-A-2 5,000,000.00 5.00000% 5,000,000.00 20,833.33 0.00 0.00 II-A-3 5,035,000.00 5.00000% 5,035,000.00 20,979.17 0.00 0.00 II-A-4 5,000,000.00 5.00000% 5,000,000.00 20,833.33 0.00 0.00 II-A-5 14,750,000.00 5.00000% 14,112,785.54 58,803.27 0.00 0.00 II-A-6 25,000.00 5.00000% 25,525.19 106.35 0.00 0.00 II-A-7 770,000.00 5.00000% 0.00 0.00 0.00 0.00 II-A-8 150,396,172.00 4.50000% 143,477,902.44 538,042.13 0.00 0.00 III-A-1 79,200,000.00 5.25000% 64,413,722.87 281,810.04 0.00 0.00 III-A-2 4,000,000.00 5.75000% 4,000,000.00 19,166.67 0.00 0.00 III-A-3 4,000,000.00 5.75000% 4,000,000.00 19,166.67 0.00 0.00 III-A-4 29,835,000.00 5.75000% 29,835,000.00 142,959.38 0.00 0.00 III-A-5 4,000,000.00 5.75000% 4,000,000.00 19,166.67 0.00 0.00 III-A-6 5,000,000.00 5.75000% 5,000,000.00 23,958.33 0.00 0.00 III-A-7 87,928,072.00 4.50000% 75,208,142.44 282,030.53 0.00 0.00 III-A-8 15,760,000.00 5.75000% 15,760,000.00 75,516.67 0.00 0.00 III-A-9 3,314,988.00 5.75000% 3,314,988.00 15,884.32 0.00 0.00 III-A-10 29,000,000.00 5.75000% 29,000,000.00 138,958.33 0.00 0.00 III-A-11 66,996,018.00 1.59000% 56,541,412.04 74,917.37 0.00 0.00 III-A-12 0.00 6.41000% 56,541,412.04 302,025.38 0.00 0.00 III-A-13 2,461,910.00 5.25000% 2,002,282.68 8,759.99 0.00 0.00 IV-A-1 99,307,618.00 5.50000% 95,879,837.84 439,449.26 0.00 0.00 V-A-1 164,103,820.00 6.00000% 150,930,131.39 754,650.66 0.00 0.00 VI-A-1 124,504,827.00 6.50000% 113,150,683.67 612,899.54 0.00 0.00 VII-A-1 41,570,309.00 5.00000% 39,033,481.94 162,639.51 0.00 0.00 VIII-A-1 54,147,339.00 5.00000% 49,190,729.68 204,961.37 0.00 0.00 I-X 0.00 5.50000% 7,971,113.73 36,534.27 0.00 0.00 II-X 0.00 4.60000% 10,104,111.83 38,732.43 0.00 0.00 III-X 0.00 5.75000% 20,371,731.50 97,614.55 0.00 0.00 VII-X 0.00 5.00000% 6,206,979.55 25,862.41 0.00 0.00 VIII-X 0.00 5.00000% 3,406,930.62 14,195.54 0.00 0.00 D-X 0.00 6.00000% 23,194,220.79 115,971.10 0.00 0.00 I-P 10,132,718.00 0.00000% 9,947,876.55 0.00 0.00 0.00 III-P 4,015,559.00 0.00000% 3,963,104.77 0.00 0.00 0.00 A-P 1,181,411.68 0.00000% 1,151,552.75 0.00 0.00 0.00 D-P 3,857,979.92 0.00000% 3,728,131.92 0.00 0.00 0.00 AR 50.00 4.60000% 0.00 0.00 0.00 0.00 AR-L 50.00 4.60000% 0.00 0.00 0.00 0.00 C-B-1 7,544,962.00 5.21417% 7,470,810.09 32,461.73 0.00 0.00 C-B-2 2,716,186.00 5.21417% 2,689,491.32 11,686.22 0.00 0.00 C-B-3 2,112,589.00 5.21417% 2,091,826.47 9,089.28 0.00 0.00 C-B-4 905,395.00 5.21417% 896,496.78 3,895.41 0.00 0.00 C-B-5 905,395.00 5.21417% 896,496.78 3,895.41 0.00 0.00 C-B-6 905,397.01 5.21417% 896,498.77 3,895.41 0.00 0.00 D-B-1 27,640,188.00 5.79931% 27,469,728.83 132,754.48 0.00 0.00 D-B-2 6,580,997.00 5.79931% 6,540,411.48 31,608.21 0.00 0.00 D-B-3 2,193,665.00 5.79931% 2,180,136.50 10,536.07 0.00 0.00 D-B-4 4,826,064.00 5.79931% 4,796,301.29 23,179.35 0.00 0.00 D-B-5 6,142,264.00 5.79931% 6,104,384.18 29,501.00 0.00 0.00 D-B-6 4,387,331.00 5.79931% 4,360,273.99 21,072.14 0.00 0.00 D-B-7 2,193,669.04 5.79931% 2,180,140.51 10,536.09 0.00 0.00 Totals 1,481,063,275.65 6,640,079.69 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance I-A-1 0.00 0.00 258,894.83 0.00 54,637,148.69 I-A-2 0.00 0.00 22,150.00 0.00 4,430,000.00 I-A-3 0.00 0.00 38,155.00 0.00 7,631,000.00 I-A-4 0.00 0.00 158,583.33 0.00 34,600,000.00 I-A-5 0.00 0.00 9,160.00 0.00 1,832,000.00 I-A-6 0.00 0.00 7,825.00 0.00 1,565,000.00 I-A-7 0.00 0.00 47,340.00 0.00 9,468,000.00 I-A-8 0.00 0.00 77,234.02 0.00 13,004,169.66 I-A-9 0.00 0.00 28,975.00 0.00 5,795,000.00 I-A-10 0.00 0.00 85,000.00 0.00 17,000,000.00 I-A-11 0.00 0.00 101,012.50 0.00 20,202,500.00 I-A-12 0.00 0.00 62,675.00 0.00 10,552,000.00 I-A-13 0.00 0.00 10,000.00 0.00 2,000,000.00 I-A-14 0.00 0.00 15,000.00 0.00 3,000,000.00 I-A-15 0.00 0.00 0.00 0.00 2,266,000.00 I-A-16 0.00 0.00 454,170.16 0.00 123,799,953.26 I-A-17 0.00 0.00 116,786.61 0.00 25,322,717.71 I-A-18 0.00 0.00 99,229.17 0.00 21,650,000.00 I-A-19 0.00 0.00 0.00 0.00 6,504,961.68 I-A-20 0.00 0.00 4,928.12 0.00 1,040,030.58 I-A-21 0.00 0.00 20,030.38 0.00 4,370,264.00 I-A-22 0.00 0.00 103,490.44 0.00 22,880,644.53 II-A-1 0.00 0.00 27,900.79 0.00 6,617,746.29 II-A-2 0.00 0.00 20,833.33 0.00 5,000,000.00 II-A-3 0.00 0.00 20,979.17 0.00 5,035,000.00 II-A-4 0.00 0.00 20,833.33 0.00 5,000,000.00 II-A-5 0.00 0.00 58,803.27 0.00 13,770,928.68 II-A-6 0.00 0.00 106.35 0.00 25,631.55 II-A-7 0.00 0.00 0.00 0.00 0.00 II-A-8 0.00 0.00 538,042.14 0.00 141,797,131.74 III-A-1 5.47 0.00 281,804.57 0.00 60,617,820.14 III-A-2 0.37 0.00 19,166.29 0.00 4,000,000.00 III-A-3 0.37 0.00 19,166.29 0.00 4,000,000.00 III-A-4 2.77 0.00 142,956.60 0.00 29,835,000.00 III-A-5 0.37 0.00 19,166.29 0.00 4,000,000.00 III-A-6 0.46 0.00 23,957.87 0.00 5,000,000.00 III-A-7 5.47 0.00 282,025.06 0.00 71,942,708.22 III-A-8 1.47 0.00 75,515.20 0.00 15,760,000.00 III-A-9 0.31 0.00 15,884.01 0.00 3,314,988.00 III-A-10 2.70 0.00 138,955.64 0.00 29,000,000.00 III-A-11 1.45 0.00 74,915.92 0.00 53,857,527.04 III-A-12 5.86 0.00 302,019.51 0.00 53,857,527.04 III-A-13 0.17 0.00 8,759.82 0.00 1,884,288.10 IV-A-1 8.53 0.00 439,440.73 0.00 95,065,991.48 V-A-1 14.65 0.00 754,636.01 0.00 148,449,818.74 VI-A-1 11.89 0.00 612,887.64 0.00 109,851,923.05 VII-A-1 3.16 0.00 162,636.35 0.00 38,357,954.39 VIII-A-1 3.98 0.00 204,957.40 0.00 48,136,957.34 I-X 0.00 0.00 36,534.27 0.00 7,599,327.87 II-X 0.00 0.00 38,732.43 0.00 9,954,891.13 III-X 1.89 0.00 97,612.66 0.00 19,786,900.28 VII-X 0.50 0.00 25,861.91 0.00 6,033,790.13 VIII-X 0.28 0.00 14,195.27 0.00 3,295,362.45 D-X 2.25 0.00 115,968.91 0.00 22,750,860.57 I-P 0.00 0.00 0.00 0.00 9,914,145.36 III-P 0.00 0.00 0.00 0.00 3,878,750.57 A-P 0.00 0.00 0.00 0.00 1,073,112.48 D-P 0.00 0.00 0.00 0.00 3,624,296.19 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 C-B-1 0.00 0.00 32,461.73 0.00 7,455,724.10 C-B-2 0.00 0.00 11,686.22 0.00 2,684,060.36 C-B-3 0.00 0.00 9,089.28 0.00 2,087,602.39 C-B-4 0.00 0.00 3,895.41 0.00 894,686.46 C-B-5 0.00 0.00 3,895.41 0.00 894,686.46 C-B-6 0.00 0.00 3,895.41 0.00 894,688.44 D-B-1 2.58 0.00 132,751.91 0.00 27,434,827.61 D-B-2 0.61 0.00 31,607.60 0.00 6,532,101.67 D-B-3 0.20 0.00 10,535.86 0.00 2,177,366.56 D-B-4 0.45 0.00 23,178.90 0.00 4,790,207.43 D-B-5 0.57 0.00 29,500.42 0.00 6,096,628.36 D-B-6 0.41 0.00 21,071.73 0.00 4,354,734.12 D-B-7 0.20 0.00 10,535.88 0.00 2,177,370.76 Totals 79.39 0.00 6,640,000.35 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall I-A-1 59,698,000.00 5.50000% 946.19825505 4.33674193 0.00000000 0.00000000 I-A-2 4,430,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-3 7,631,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-4 34,600,000.00 5.50000% 1000.00000000 4.58333324 0.00000000 0.00000000 I-A-5 1,832,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-6 1,565,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-7 9,468,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-8 18,849,000.00 6.00000% 819.50257096 4.09751287 0.00000000 0.00000000 I-A-9 5,795,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-10 17,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-11 20,202,500.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-12 15,296,000.00 6.00000% 819.49529289 4.09747646 0.00000000 0.00000000 I-A-13 2,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-14 3,000,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 I-A-15 2,266,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-16 127,576,000.00 4.37500% 976.45626889 3.55999679 0.00000000 0.00000000 I-A-17 0.00 5.50000% 976.45626903 4.47542453 0.00000000 0.00000000 I-A-18 21,650,000.00 5.50000% 1000.00000000 4.58333349 0.00000000 0.00000000 I-A-19 7,467,500.00 0.00000% 924.97081620 0.00000000 0.00000000 0.00000000 I-A-20 0.00 5.50000% 946.19825217 4.33674559 0.00000000 0.00000000 I-A-21 4,370,264.00 5.50000% 1000.00000000 4.58333410 0.00000000 0.00000000 I-A-22 25,000,000.00 5.25000% 946.19825520 4.13961720 0.00000000 0.00000000 II-A-1 7,019,068.00 5.00000% 953.99969626 3.97499924 0.00000000 0.00000000 II-A-2 5,000,000.00 5.00000% 1000.00000000 4.16666600 0.00000000 0.00000000 II-A-3 5,035,000.00 5.00000% 1000.00000000 4.16666733 0.00000000 0.00000000 II-A-4 5,000,000.00 5.00000% 1000.00000000 4.16666600 0.00000000 0.00000000 II-A-5 14,750,000.00 5.00000% 956.79901966 3.98666237 0.00000000 0.00000000 II-A-6 25,000.00 5.00000% 1021.00760000 4.25400000 0.00000000 0.00000000 II-A-7 770,000.00 5.00000% 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 150,396,172.00 4.50000% 953.99969648 3.57749883 0.00000000 0.00000000 III-A-1 79,200,000.00 5.25000% 813.30458169 3.55820758 0.00000000 0.00000000 III-A-2 4,000,000.00 5.75000% 1000.00000000 4.79166750 0.00000000 0.00000000 III-A-3 4,000,000.00 5.75000% 1000.00000000 4.79166750 0.00000000 0.00000000 III-A-4 29,835,000.00 5.75000% 1000.00000000 4.79166683 0.00000000 0.00000000 III-A-5 4,000,000.00 5.75000% 1000.00000000 4.79166750 0.00000000 0.00000000 III-A-6 5,000,000.00 5.75000% 1000.00000000 4.79166600 0.00000000 0.00000000 III-A-7 87,928,072.00 4.50000% 855.33710372 3.20751409 0.00000000 0.00000000 III-A-8 15,760,000.00 5.75000% 1000.00000000 4.79166688 0.00000000 0.00000000 III-A-9 3,314,988.00 5.75000% 1000.00000000 4.79166742 0.00000000 0.00000000 III-A-10 29,000,000.00 5.75000% 1000.00000000 4.79166655 0.00000000 0.00000000 III-A-11 66,996,018.00 1.59000% 843.95183069 1.11823616 0.00000000 0.00000000 III-A-12 0.00 6.41000% 843.95183069 4.50810942 0.00000000 0.00000000 III-A-13 2,461,910.00 5.25000% 813.30458059 3.55820887 0.00000000 0.00000000 IV-A-1 99,307,618.00 5.50000% 965.48321036 4.42513141 0.00000000 0.00000000 V-A-1 164,103,820.00 6.00000% 919.72344940 4.59861727 0.00000000 0.00000000 VI-A-1 124,504,827.00 6.50000% 908.80559731 4.92269701 0.00000000 0.00000000 VII-A-1 41,570,309.00 5.00000% 938.97502518 3.91239598 0.00000000 0.00000000 VIII-A-1 54,147,339.00 5.00000% 908.46070349 3.78525286 0.00000000 0.00000000 I-X 0.00 5.50000% 912.15710171 4.18071991 0.00000000 0.00000000 II-X 0.00 4.60000% 935.62473499 3.58656161 0.00000000 0.00000000 III-X 0.00 5.75000% 771.21221196 3.69539197 0.00000000 0.00000000 VII-X 0.00 5.00000% 923.85504204 3.84939530 0.00000000 0.00000000 VIII-X 0.00 5.00000% 740.98193141 3.08742379 0.00000000 0.00000000 D-X 0.00 6.00000% 896.90974487 4.48454857 0.00000000 0.00000000 I-P 10,132,718.00 0.00000% 981.75795971 0.00000000 0.00000000 0.00000000 III-P 4,015,559.00 0.00000% 986.93725332 0.00000000 0.00000000 0.00000000 A-P 1,181,411.68 0.00000% 974.72605824 0.00000000 0.00000000 0.00000000 D-P 3,857,979.92 0.00000% 966.34300782 0.00000000 0.00000000 0.00000000 AR 50.00 4.60000% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.60000% 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 7,544,962.00 5.21417% 990.17199689 4.30243784 0.00000000 0.00000000 C-B-2 2,716,186.00 5.21417% 990.17199853 4.30243731 0.00000000 0.00000000 C-B-3 2,112,589.00 5.21417% 990.17199749 4.30243649 0.00000000 0.00000000 C-B-4 905,395.00 5.21417% 990.17200228 4.30244258 0.00000000 0.00000000 C-B-5 905,395.00 5.21417% 990.17200228 4.30244258 0.00000000 0.00000000 C-B-6 905,397.01 5.21417% 990.17200200 4.30243303 0.00000000 0.00000000 D-B-1 27,640,188.00 5.79931% 993.83292292 4.80295141 0.00000000 0.00000000 D-B-2 6,580,997.00 5.79931% 993.83292228 4.80295159 0.00000000 0.00000000 D-B-3 2,193,665.00 5.79931% 993.83292344 4.80295305 0.00000000 0.00000000 D-B-4 4,826,064.00 5.79931% 993.83292265 4.80295122 0.00000000 0.00000000 D-B-5 6,142,264.00 5.79931% 993.83292219 4.80295214 0.00000000 0.00000000 D-B-6 4,387,331.00 5.79931% 993.83292257 4.80295195 0.00000000 0.00000000 D-B-7 2,193,669.04 5.79931% 993.83292112 4.80295332 0.00000000 0.00000000 (5) Per $1 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A-1 0.00000000 0.00000000 4.33674210 0.00000000 915.22578127 I-A-2 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-3 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-4 0.00000000 0.00000000 4.58333324 0.00000000 1000.00000000 I-A-5 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-6 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-8 0.00000000 0.00000000 4.09751287 0.00000000 689.91297469 I-A-9 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-10 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-11 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-12 0.00000000 0.00000000 4.09747646 0.00000000 689.85355649 I-A-13 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-14 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 I-A-15 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 I-A-16 0.00000000 0.00000000 3.55999686 0.00000000 970.40159011 I-A-17 0.00000000 0.00000000 4.47542453 0.00000000 970.40158999 I-A-18 0.00000000 0.00000000 4.58333349 0.00000000 1000.00000000 I-A-19 0.00000000 0.00000000 0.00000000 0.00000000 871.10300368 I-A-20 0.00000000 0.00000000 4.33674559 0.00000000 915.22690747 I-A-21 0.00000000 0.00000000 4.58333410 0.00000000 1000.00000000 I-A-22 0.00000000 0.00000000 4.13961760 0.00000000 915.22578120 II-A-1 0.00000000 0.00000000 3.97499924 0.00000000 942.82407436 II-A-2 0.00000000 0.00000000 4.16666600 0.00000000 1000.00000000 II-A-3 0.00000000 0.00000000 4.16666733 0.00000000 1000.00000000 II-A-4 0.00000000 0.00000000 4.16666600 0.00000000 1000.00000000 II-A-5 0.00000000 0.00000000 3.98666237 0.00000000 933.62228339 II-A-6 0.00000000 0.00000000 4.25400000 0.00000000 1025.26200000 II-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 0.00000000 0.00000000 3.57749890 0.00000000 942.82407494 III-A-1 0.00006907 0.00000000 3.55813851 0.00000000 765.37651692 III-A-2 0.00009250 0.00000000 4.79157250 0.00000000 1000.00000000 III-A-3 0.00009250 0.00000000 4.79157250 0.00000000 1000.00000000 III-A-4 0.00009284 0.00000000 4.79157366 0.00000000 1000.00000000 III-A-5 0.00009250 0.00000000 4.79157250 0.00000000 1000.00000000 III-A-6 0.00009200 0.00000000 4.79157400 0.00000000 1000.00000000 III-A-7 0.00006221 0.00000000 3.20745188 0.00000000 818.19954178 III-A-8 0.00009327 0.00000000 4.79157360 0.00000000 1000.00000000 III-A-9 0.00009351 0.00000000 4.79157391 0.00000000 1000.00000000 III-A-10 0.00009310 0.00000000 4.79157379 0.00000000 1000.00000000 III-A-11 0.00002164 0.00000000 1.11821452 0.00000000 803.89146471 III-A-12 0.00008747 0.00000000 4.50802181 0.00000000 803.89146471 III-A-13 0.00006905 0.00000000 3.55813982 0.00000000 765.37651661 IV-A-1 0.00008589 0.00000000 4.42504552 0.00000000 957.28800463 V-A-1 0.00008927 0.00000000 4.59852799 0.00000000 904.60915986 VI-A-1 0.00009550 0.00000000 4.92260143 0.00000000 882.31055532 VII-A-1 0.00007602 0.00000000 3.91231997 0.00000000 922.72478393 VIII-A-1 0.00007350 0.00000000 3.78517955 0.00000000 888.99950079 I-X 0.00000000 0.00000000 4.18071991 0.00000000 869.61259363 II-X 0.00000000 0.00000000 3.58656161 0.00000000 921.80713477 III-X 0.00007155 0.00000000 3.69532042 0.00000000 749.07226873 VII-X 0.00007442 0.00000000 3.84932087 0.00000000 898.07729980 VIII-X 0.00006090 0.00000000 3.08736507 0.00000000 716.71668879 D-X 0.00008701 0.00000000 4.48446389 0.00000000 879.76521109 I-P 0.00000000 0.00000000 0.00000000 0.00000000 978.42902171 III-P 0.00000000 0.00000000 0.00000000 0.00000000 965.93041467 A-P 0.00000000 0.00000000 0.00000000 0.00000000 908.33068452 D-P 0.00000000 0.00000000 0.00000000 0.00000000 939.42847427 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 0.00000000 4.30243784 0.00000000 988.17251830 C-B-2 0.00000000 0.00000000 4.30243731 0.00000000 988.17251838 C-B-3 0.00000000 0.00000000 4.30243649 0.00000000 988.17251723 C-B-4 0.00000000 0.00000000 4.30244258 0.00000000 988.17252139 C-B-5 0.00000000 0.00000000 4.30244258 0.00000000 988.17252139 C-B-6 0.00000000 0.00000000 4.30243303 0.00000000 988.17251451 D-B-1 0.00009334 0.00000000 4.80285843 0.00000000 992.57022456 D-B-2 0.00009269 0.00000000 4.80285890 0.00000000 992.57022454 D-B-3 0.00009117 0.00000000 4.80285732 0.00000000 992.57022380 D-B-4 0.00009324 0.00000000 4.80285798 0.00000000 992.57022493 D-B-5 0.00009280 0.00000000 4.80285771 0.00000000 992.57022492 D-B-6 0.00009345 0.00000000 4.80285850 0.00000000 992.57022550 D-B-7 0.00009117 0.00000000 4.80285759 0.00000000 992.57031042 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 35,886,530.42 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 78,849.91 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 35,965,380.33 Withdrawals Reimbursement for Servicer Advances 71,670.46 Payment of Service Fee 345,005.49 Payment of Interest and Principal 35,548,704.38 Total Withdrawals (Pool Distribution Amount) 35,965,380.33 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 79.39
SERVICING FEES Gross Servicing Fee 288,226.06 External Master Servicing Fee 14,711.34 PMI Fee 42,068.09 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 345,005.49
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance I-A-12 Special Retail Rounding Acct 888.66 959.71 111.32 40.27 I-A-13 Special Retail Rounding Acct 999.99 0.00 0.00 999.99 I-A-14 Special Retail Rounding Acct 999.99 0.00 0.00 999.99 Original $ Original % Current $ Current % Bankruptcy 410,760.00 0.02773413% 410,760.00 0.03032612% Fraud 29,621,265.54 2.00000000% 29,621,265.54 2.18691696% Special Hazard 14,810,633.00 1.00000002% 14,810,633.00 1.09345850% Limit of Subordinate's Exposure to Certain Types of Losses
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Jumbo A No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 15Y Jumbo A No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Y Jumbo AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 507,049.65 0.00 0.00 507,049.65 30 Days 3 0 0 0 3 1,514,697.14 0.00 0.00 0.00 1,514,697.14 60 Days 2 0 0 0 2 942,375.81 0.00 0.00 0.00 942,375.81 90 Days 0 0 1 0 1 0.00 0.00 374,694.12 0.00 374,694.12 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 1 0 1 0.00 0.00 509,876.97 0.00 509,876.97 180 Days 0 0 1 0 1 0.00 0.00 322,205.48 0.00 322,205.48 Totals 5 1 3 0 9 2,457,072.95 507,049.65 1,206,776.57 0.00 4,170,899.17 0-29 Days 0.150602% 0.000000% 0.000000% 0.150602% 0.164019% 0.000000% 0.000000% 0.164019% 30 Days 0.451807% 0.000000% 0.000000% 0.000000% 0.451807% 0.489969% 0.000000% 0.000000% 0.000000% 0.489969% 60 Days 0.301205% 0.000000% 0.000000% 0.000000% 0.301205% 0.304836% 0.000000% 0.000000% 0.000000% 0.304836% 90 Days 0.000000% 0.000000% 0.150602% 0.000000% 0.150602% 0.000000% 0.000000% 0.121205% 0.000000% 0.121205% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.150602% 0.000000% 0.150602% 0.000000% 0.000000% 0.164933% 0.000000% 0.164933% 180 Days 0.000000% 0.000000% 0.150602% 0.000000% 0.150602% 0.000000% 0.000000% 0.104226% 0.000000% 0.104226% Totals 0.753012% 0.150602% 0.451807% 0.000000% 1.355422% 0.794805% 0.164019% 0.390364% 0.000000% 1.349187% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 1 1 0 2 0.00 150,735.26 74,106.27 0.00 224,841.53 120 Days 0 0 1 0 1 0.00 0.00 311,354.06 0.00 311,354.06 150 Days 0 0 1 0 1 0.00 0.00 174,789.44 0.00 174,789.44 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 1 3 0 4 0.00 150,735.26 560,249.77 0.00 710,985.03 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.181818% 0.181818% 0.000000% 0.363636% 0.000000% 0.147505% 0.072518% 0.000000% 0.220024% 120 Days 0.000000% 0.000000% 0.181818% 0.000000% 0.181818% 0.000000% 0.000000% 0.304683% 0.000000% 0.304683% 150 Days 0.000000% 0.000000% 0.181818% 0.000000% 0.181818% 0.000000% 0.000000% 0.171044% 0.000000% 0.171044% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.181818% 0.545455% 0.000000% 0.727273% 0.000000% 0.147505% 0.548245% 0.000000% 0.695750% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 188,110.24 0.00 0.00 188,110.24 30 Days 6 0 0 0 6 993,762.61 0.00 0.00 0.00 993,762.61 60 Days 1 0 0 0 1 248,857.67 0.00 0.00 0.00 248,857.67 90 Days 0 0 2 0 2 0.00 0.00 327,774.17 0.00 327,774.17 120 Days 0 0 1 0 1 0.00 0.00 99,626.56 0.00 99,626.56 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 1 3 0 11 1,242,620.28 188,110.24 427,400.73 0.00 1,858,131.25 0-29 Days 0.104822% 0.000000% 0.000000% 0.104822% 0.117826% 0.000000% 0.000000% 0.117826% 30 Days 0.628931% 0.000000% 0.000000% 0.000000% 0.628931% 0.622460% 0.000000% 0.000000% 0.000000% 0.622460% 60 Days 0.104822% 0.000000% 0.000000% 0.000000% 0.104822% 0.155876% 0.000000% 0.000000% 0.000000% 0.155876% 90 Days 0.000000% 0.000000% 0.209644% 0.000000% 0.209644% 0.000000% 0.000000% 0.205307% 0.000000% 0.205307% 120 Days 0.000000% 0.000000% 0.104822% 0.000000% 0.104822% 0.000000% 0.000000% 0.062403% 0.000000% 0.062403% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.733753% 0.104822% 0.314465% 0.000000% 1.153040% 0.778336% 0.117826% 0.267710% 0.000000% 1.163872% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 30Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 2 0 0 2 289,664.50 0.00 0.00 289,664.50 30 Days 7 0 0 0 7 1,024,760.90 0.00 0.00 0.00 1,024,760.90 60 Days 6 0 0 0 6 741,806.03 0.00 0.00 0.00 741,806.03 90 Days 0 0 4 0 4 0.00 0.00 762,671.54 0.00 762,671.54 120 Days 1 0 1 0 2 159,875.19 0.00 97,817.40 0.00 257,692.59 150 Days 0 0 4 1 5 0.00 0.00 1,454,072.77 83,059.82 1,537,132.59 180 Days 0 0 1 0 1 0.00 0.00 110,546.34 0.00 110,546.34 Totals 14 2 10 1 27 1,926,442.12 289,664.50 2,425,108.05 83,059.82 4,724,274.49 0-29 Days 0.244798% 0.000000% 0.000000% 0.244798% 0.239429% 0.000000% 0.000000% 0.239429% 30 Days 0.856793% 0.000000% 0.000000% 0.000000% 0.856793% 0.847040% 0.000000% 0.000000% 0.000000% 0.847040% 60 Days 0.734394% 0.000000% 0.000000% 0.000000% 0.734394% 0.613157% 0.000000% 0.000000% 0.000000% 0.613157% 90 Days 0.000000% 0.000000% 0.489596% 0.000000% 0.489596% 0.000000% 0.000000% 0.630404% 0.000000% 0.630404% 120 Days 0.122399% 0.000000% 0.122399% 0.000000% 0.244798% 0.132149% 0.000000% 0.080853% 0.000000% 0.213002% 150 Days 0.000000% 0.000000% 0.489596% 0.122399% 0.611995% 0.000000% 0.000000% 1.201898% 0.068655% 1.270553% 180 Days 0.000000% 0.000000% 0.122399% 0.000000% 0.122399% 0.000000% 0.000000% 0.091375% 0.000000% 0.091375% Totals 1.713586% 0.244798% 1.223990% 0.122399% 3.304774% 1.592346% 0.239429% 2.004530% 0.068655% 3.904961% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G7 15Y Conf AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 1 0 1 0.00 271,718.53 0.00 271,718.53 30 Days 1 0 0 0 1 149,736.36 0.00 0.00 0.00 149,736.36 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 131,264.28 0.00 0.00 0.00 131,264.28 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 1 1 0.00 0.00 0.00 112,872.59 112,872.59 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 1 1 4 281,000.64 0.00 271,718.53 112,872.59 665,591.76 0-29 Days 0.000000% 0.348432% 0.000000% 0.348432% 0.000000% 0.657130% 0.000000% 0.657130% 30 Days 0.348432% 0.000000% 0.000000% 0.000000% 0.348432% 0.362126% 0.000000% 0.000000% 0.000000% 0.362126% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.348432% 0.000000% 0.000000% 0.000000% 0.348432% 0.317452% 0.000000% 0.000000% 0.000000% 0.317452% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.348432% 0.348432% 0.000000% 0.000000% 0.000000% 0.272973% 0.272973% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.696864% 0.000000% 0.348432% 0.348432% 1.393728% 0.679578% 0.000000% 0.657130% 0.272973% 1.609681% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G8 15Y Jumbo AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 1 0 1 0.00 0.00 474,827.44 0.00 474,827.44 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 1 0 1 0.00 0.00 474,827.44 0.00 474,827.44 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.909091% 0.000000% 0.909091% 0.000000% 0.000000% 0.912864% 0.000000% 0.912864% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.909091% 0.000000% 0.909091% 0.000000% 0.000000% 0.912864% 0.000000% 0.912864%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.059130% Weighted Average Pass-Through Rate 5.759859% Weighted Average Maturity(Stepdown Calculation ) 353 Beginning Scheduled Collateral Loan Count 4,686 Number Of Loans Paid In Full 80 Ending Scheduled Collateral Loan Count 4,606 Beginning Scheduled Collateral Balance 1,383,383,862.19 Ending Scheduled Collateral Balance 1,354,476,006.57 Ending Actual Collateral Balance at 29-Feb-2004 1,355,862,009.53 Monthly P &I Constant 9,186,865.30 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 34,825,999.08 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 1,354,476,006.57 Scheduled Principal 2,201,780.21 Unscheduled Principal 26,706,075.41
Group Level Collateral Statement Group G1 30Y Jumbo A G2 15Y Jumbo A G3 30Y Jumbo AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.737301 5.103729 6.419207 Weighted Average Net Rate 5.487301 4.853729 6.169207 Weighted Average Maturity 351 172 349 Beginning Loan Count 841 400 685 Loans Paid In Full 14 3 21 Ending Loan Count 827 397 664 Beginning Scheduled Balance 395,556,561.99 184,756,857.56 318,919,374.67 Ending scheduled Balance 387,288,699.58 182,633,589.81 308,950,162.51 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 2,332,272.53 1,518,709.53 2,021,993.78 Scheduled Principal 441,083.36 732,918.82 315,985.78 Unscheduled Principal 7,826,779.05 1,390,348.93 9,653,226.38 Scheduled Interest 1,891,189.17 785,790.71 1,706,008.00 Servicing Fees 82,407.62 38,491.01 66,441.52 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 4,874.96 2,878.61 32,786.43 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 1,803,906.59 744,421.09 1,606,780.05 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.472512 4.835032 6.045842
Group Level Collateral Statement Group G4 30Y Conf AltA G5 30Y Conf AltA G6 30Y Conf AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.923786 6.552087 7.285091 Weighted Average Net Rate 5.673786 6.302087 7.035006 Weighted Average Maturity 349 349 349 Beginning Loan Count 554 966 837 Loans Paid In Full 4 12 20 Ending Loan Count 550 954 817 Beginning Scheduled Balance 102,937,284.86 162,019,821.59 124,284,979.80 Ending scheduled Balance 102,111,294.51 159,528,684.28 120,880,885.49 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 619,846.95 1,042,015.55 859,528.34 Scheduled Principal 111,698.27 157,375.56 105,005.47 Unscheduled Principal 714,292.08 2,333,761.75 3,299,088.84 Scheduled Interest 508,148.68 884,639.99 754,522.87 Servicing Fees 21,445.26 33,754.09 25,901.57 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 1,204.34 6,817.24 6,698.37 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 485,499.08 844,068.66 721,922.93 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.659746 6.251595 6.970331
Group Level Collateral Statement Group G7 15Y Conf AltA G8 15Y Jumbo AltA Total Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.980587 5.567275 6.059130 Weighted Average Net Rate 5.730236 5.317275 5.809111 Weighted Average Maturity 168.00 170.00 353.00 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 352,968.01 439,530.61 9,186,865.30 Beginning Loan Count 291 112 4,686 Loans Paid In Full 4 2 80 Ending Loan Count 287 110 4,606 Beginning Scheduled Balance 41,998,313.93 52,910,667.79 1,383,383,862.19 Ending Scheduled Balance 41,239,596.90 51,843,093.49 1,354,476,006.57 Scheduled Principal 143,655.88 194,057.07 2,201,780.21 Unscheduled Principal 615,061.15 873,517.23 26,706,075.41 Scheduled Interest 209,312.13 245,473.54 6,985,085.09 Servicing Fee 8,761.93 11,023.06 288,226.06 Master Servicing Fee 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 Fry Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 810.44 709.04 56,779.43 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 199,739.76 233,741.44 6,640,079.60 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.707079 5.301194 5.759859
Miscellaneous Reporting Group G1 30Y Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G2 15Y Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Jumbo AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G5 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G6 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G7 15Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G8 15Y Jumbo AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchased Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
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