-----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, LeiEiLJq2RJiclSIPvB0+b9/kNDsYB6l3pE1ZCwTYqRVoYqY1EpsKFrvfw0z5g9j dahBBHFsRG4riJFJyK8H9Q== 0001056404-04-004359.txt : 20041206 0001056404-04-004359.hdr.sgml : 20041206 20041206110111 ACCESSION NUMBER: 0001056404-04-004359 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041206 DATE AS OF CHANGE: 20041206 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: 041185488 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_nov.txt NOV 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): November 26, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2003-23 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-06 Pooling and Servicing Agreement) (Commission 54-2126376 (State or other File Number) 54-2126377 jurisdiction 54-2126378 of Incorporation) 54-2126379 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) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On November 26, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2003-23 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2003-23 Trust, relating to the November 26, 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 P/T Certificates, Series 2003-23 Trust (Registrant) 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: 12/3/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2003-23 Trust, relating to the November 26, 2004 distribution . EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 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% 44,163,537.55 202,416.23 841,787.09 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% 478,166.01 2,390.83 478,166.01 I-A-9 22541QVM1 SEN 6.00000% 5,795,000.00 28,975.00 267,621.87 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% 388,000.00 1,940.00 388,000.00 I-A-13 22541QVR0 SEN 6.00000% 2,000,000.00 10,000.00 93,000.00 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% 116,834,778.00 425,960.13 1,211,699.60 I-A-17 22541QVV1 IO 5.50000% 0.00 109,532.60 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% 4,442,149.97 0.00 111,468.27 I-A-20 22541QVY5 IO 5.50000% 0.00 3,853.03 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% 18,494,563.28 80,913.71 352,518.97 II-A-1 22541QWB4 SEN 5.00000% 6,016,264.83 25,061.69 137,776.61 II-A-2 22541QWC2 SEN 5.00000% 4,639,874.66 19,328.12 65,655.58 II-A-3 22541QWD0 SEN 5.00000% 4,312,228.44 17,963.26 131,770.75 II-A-4 22541QWE8 SEN 5.00000% 5,000,000.00 20,828.28 0.00 II-A-5 22541QWF5 SEN 5.00000% 12,232,592.01 50,956.78 402,935.52 II-A-6 22541QWG3 SEN 5.00000% 26,388.54 109.93 (109.95) II-A-7 22541QWH1 SEN 5.00000% 0.00 0.00 0.00 II-A-8 22541QWJ7 SEN 4.50000% 128,909,308.15 483,292.73 2,952,112.08 III-A-1 22541QWK4 SEN 5.25000% 31,555,665.05 138,056.03 1,887,990.18 III-A-2 22541QWL2 SEN 5.75000% 4,000,000.00 19,166.67 0.00 III-A-3 22541QWM0 SEN 5.75000% 4,000,000.00 19,166.67 0.00 III-A-4 22541QWN8 SEN 5.75000% 29,835,000.00 142,959.38 0.00 III-A-5 22541QWP3 SEN 5.75000% 4,000,000.00 19,166.67 0.00 III-A-6 22541QWQ1 SEN 5.75000% 5,000,000.00 23,958.33 0.00 III-A-7 22541QWR9 SEN 4.50000% 46,941,921.19 176,032.20 1,624,147.98 III-A-8 22541QWS7 SEN 5.75000% 15,760,000.00 75,516.67 0.00 III-A-9 22541QWT5 SEN 5.75000% 3,314,988.00 15,884.32 0.00 III-A-10 22541QWU2 SEN 5.75000% 29,000,000.00 138,958.33 0.00 III-A-11 22541QWVO SEN 2.43250% 33,309,191.77 67,520.51 1,334,899.47 III-A-12 22541QWW8 IO 5.56750% 0.00 154,540.77 0.00 III-A-13 22541QWX6 SEN 5.25000% 980,899.08 4,291.43 58,687.65 IV-A-1 22541QWY4 SEN 5.50000% 76,860,212.94 352,275.98 1,528,298.85 V-A-1 22541QWZ1 SEN 6.00000% 107,159,107.95 535,795.54 5,074,300.61 VI-A-1 22541QXA5 SEN 6.50000% 75,731,317.39 408,964.51 4,051,872.62 VII-A-1 22541QXB3 SEN 5.00000% 29,007,125.51 120,863.02 540,316.81 VIII-A-1 22541QXC1 SEN 5.00000% 39,228,367.75 163,218.70 603,261.04 I-X 22541QXD9 IO 5.50000% 0.00 26,563.77 0.00 II-X 22541QXE7 IO 4.60000% 0.00 33,705.02 0.00 III-X 22541QXF4 IO 5.75000% 0.00 52,350.19 0.00 VII-X 22541QXG2 IO 5.00000% 0.00 18,242.04 0.00 VIII-X 22541QXH0 IO 5.00000% 0.00 10,217.87 0.00 D-X 22541QXJ6 IO 6.00000% 0.00 78,196.94 0.00 I-P 22541QXK3 PO 0.00000% 9,454,005.73 0.00 23,037.07 III-P 22541QXL1 PO 0.00000% 3,527,448.67 0.00 43,215.27 A-P 22541QXM9 PO 0.00000% 1,034,549.45 0.00 5,797.05 D-P 22541QXN7 PO 0.00000% 3,003,834.89 0.00 147,897.05 AR 22541QXW7 SEN 4.60000% 0.00 1.02 0.00 AR-L 22541QXX5 SEN 4.60000% 0.00 0.94 0.00 C-B-1 22541QXP2 SUB 5.21878% 7,347,589.76 31,946.76 15,797.43 C-B-2 22541QXQ0 SUB 5.21878% 2,645,132.00 11,500.83 5,687.08 C-B-3 22541QXR8 SUB 5.21878% 2,057,324.78 8,945.09 4,423.28 C-B-4 22541QXY3 SUB 5.21878% 881,710.34 3,833.61 1,895.69 C-B-5 22541QXZ0 SUB 5.21878% 881,710.34 3,833.61 1,895.69 C-B-6 22541QYA4 SUB 5.21878% 881,712.30 3,833.62 1,895.70 D-B-1 22541QXS6 SUB 5.80144% 27,182,595.50 130,762.52 37,223.12 D-B-2 22541QXT4 SUB 5.80144% 6,472,046.41 31,133.93 8,862.65 D-B-3 22541QXU1 SUB 5.80144% 2,157,348.15 10,377.97 2,954.22 D-B-4 22541QXV9 SUB 5.80144% 4,746,166.91 22,831.55 6,499.27 D-B-5 22541QYB2 SUB 5.80144% 6,040,576.78 29,058.34 8,271.81 D-B-6 22541QYC0 SUB 5.80144% 4,314,697.28 20,755.95 5,908.43 D-B-7 22541QYD8 SUB 5.80144% 2,157,353.64 10,378.00 2,954.22 Totals 1,102,217,215.00 5,201,813.00 24,462,392.64
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 43,321,750.46 1,044,203.32 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 0.00 480,556.84 0.00 I-A-9 0.00 5,527,378.13 296,596.87 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 0.00 389,940.00 0.00 I-A-13 0.00 1,907,000.00 103,000.00 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 0.00 115,623,078.40 1,637,659.73 0.00 I-A-17 0.00 0.00 109,532.60 0.00 I-A-18 0.00 21,650,000.00 99,229.17 0.00 I-A-19 0.00 4,330,681.70 111,468.27 0.00 I-A-20 0.00 0.00 3,853.03 0.00 I-A-21 0.00 4,370,264.00 20,030.38 0.00 I-A-22 0.00 18,142,044.31 433,432.68 0.00 II-A-1 0.00 5,878,488.21 162,838.30 0.00 II-A-2 0.00 4,574,219.08 84,983.70 0.00 II-A-3 0.00 4,180,457.69 149,734.01 0.00 II-A-4 0.00 5,000,000.00 20,828.28 0.00 II-A-5 0.00 11,829,656.49 453,892.30 0.00 II-A-6 0.00 26,498.50 (0.02) 0.00 II-A-7 0.00 0.00 0.00 0.00 II-A-8 0.00 125,957,196.07 3,435,404.81 0.00 III-A-1 0.00 29,667,674.87 2,026,046.21 0.00 III-A-2 0.00 4,000,000.00 19,166.67 0.00 III-A-3 0.00 4,000,000.00 19,166.67 0.00 III-A-4 0.00 29,835,000.00 142,959.38 0.00 III-A-5 0.00 4,000,000.00 19,166.67 0.00 III-A-6 0.00 5,000,000.00 23,958.33 0.00 III-A-7 0.00 45,317,773.21 1,800,180.18 0.00 III-A-8 0.00 15,760,000.00 75,516.67 0.00 III-A-9 0.00 3,314,988.00 15,884.32 0.00 III-A-10 0.00 29,000,000.00 138,958.33 0.00 III-A-11 0.00 31,974,292.31 1,402,419.98 0.00 III-A-12 0.00 0.00 154,540.77 0.00 III-A-13 0.00 922,211.43 62,979.08 0.00 IV-A-1 0.00 75,331,914.09 1,880,574.83 0.00 V-A-1 0.00 102,084,807.33 5,610,096.15 0.00 VI-A-1 0.00 71,679,444.77 4,460,837.13 0.00 VII-A-1 0.00 28,466,808.70 661,179.83 0.00 VIII-A-1 0.00 38,625,106.71 766,479.74 0.00 I-X 0.00 0.00 26,563.77 0.00 II-X 0.00 0.00 33,705.02 0.00 III-X 0.00 0.00 52,350.19 0.00 VII-X 0.00 0.00 18,242.04 0.00 VIII-X 0.00 0.00 10,217.87 0.00 D-X 0.00 0.00 78,196.94 0.00 I-P 0.00 9,430,968.66 23,037.07 0.00 III-P 0.00 3,484,233.40 43,215.27 0.00 A-P 0.00 1,028,752.40 5,797.05 0.00 D-P 0.00 2,855,937.85 147,897.05 0.00 AR 0.00 0.00 1.02 0.00 AR-L 0.00 0.00 0.94 0.00 C-B-1 0.00 7,331,792.32 47,744.19 0.00 C-B-2 0.00 2,639,444.93 17,187.91 0.00 C-B-3 0.00 2,052,901.50 13,368.37 0.00 C-B-4 0.00 879,814.65 5,729.30 0.00 C-B-5 0.00 879,814.65 5,729.30 0.00 C-B-6 0.00 879,816.60 5,729.32 0.00 D-B-1 0.00 27,145,372.38 167,985.64 0.00 D-B-2 0.00 6,463,183.76 39,996.58 0.00 D-B-3 0.00 2,154,393.93 13,332.19 0.00 D-B-4 0.00 4,739,667.63 29,330.82 0.00 D-B-5 0.00 6,032,304.97 37,330.15 0.00 D-B-6 0.00 4,308,788.85 26,664.38 0.00 D-B-7 0.00 2,154,399.06 13,332.22 0.00 Totals 0.00 1,077,754,822.00 29,664,205.64 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 44,163,537.55 85,143.25 756,643.84 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 18,849,000.00 478,166.01 48,364.49 429,801.52 0.00 0.00 I-A-9 5,795,000.00 5,795,000.00 27,066.24 240,529.99 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 15,296,000.00 388,000.00 39,244.58 348,755.42 0.00 0.00 I-A-13 2,000,000.00 2,000,000.00 9,406.56 83,593.44 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-16 127,576,000.00 116,834,778.00 122,558.35 1,089,141.25 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 4,442,149.97 11,274.55 100,193.72 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 18,494,563.28 35,655.82 316,863.15 0.00 0.00 II-A-1 7,019,068.00 6,016,264.83 25,759.37 112,017.24 0.00 0.00 II-A-2 5,000,000.00 4,639,874.66 12,275.28 53,380.30 0.00 0.00 II-A-3 5,035,000.00 4,312,228.44 24,636.48 107,134.26 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 12,232,592.01 75,334.74 327,600.78 0.00 0.00 II-A-6 25,000.00 26,388.54 0.00 0.00 (109.95) 0.00 II-A-7 770,000.00 0.00 0.00 0.00 0.00 0.00 II-A-8 150,396,172.00 128,909,308.15 551,940.89 2,400,171.19 0.00 0.00 III-A-1 79,200,000.00 31,555,665.05 85,530.74 1,802,459.44 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 46,941,921.19 73,578.02 1,550,569.96 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 33,309,191.77 60,474.33 1,274,425.14 0.00 0.00 III-A-12 0.00 0.00 0.00 0.00 0.00 0.00 III-A-13 2,461,910.00 980,899.08 2,658.70 56,028.95 0.00 0.00 IV-A-1 99,307,618.00 76,860,212.94 88,438.26 1,439,860.60 0.00 0.00 V-A-1 164,103,820.00 107,159,107.95 111,573.79 4,962,726.82 0.00 0.00 VI-A-1 124,504,827.00 75,731,317.39 68,802.97 3,983,069.65 0.00 0.00 VII-A-1 41,570,309.00 29,007,125.51 110,578.35 429,738.46 0.00 0.00 VIII-A-1 54,147,339.00 39,228,367.75 155,432.53 447,828.51 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 9,454,005.73 11,896.32 11,140.75 0.00 0.00 III-P 4,015,559.00 3,527,448.67 4,220.49 38,994.78 0.00 0.00 A-P 1,181,411.68 1,034,549.45 4,762.10 1,034.95 0.00 0.00 D-P 3,857,979.92 3,003,834.89 3,368.13 144,528.91 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 7,347,589.76 15,797.43 0.00 0.00 0.00 C-B-2 2,716,186.00 2,645,132.00 5,687.08 0.00 0.00 0.00 C-B-3 2,112,589.00 2,057,324.78 4,423.28 0.00 0.00 0.00 C-B-4 905,395.00 881,710.34 1,895.69 0.00 0.00 0.00 C-B-5 905,395.00 881,710.34 1,895.69 0.00 0.00 0.00 C-B-6 905,397.01 881,712.30 1,895.70 0.00 0.00 0.00 D-B-1 27,640,188.00 27,182,595.50 37,223.12 0.00 0.00 0.00 D-B-2 6,580,997.00 6,472,046.41 8,862.65 0.00 0.00 0.00 D-B-3 2,193,665.00 2,157,348.15 2,954.22 0.00 0.00 0.00 D-B-4 4,826,064.00 4,746,166.91 6,499.27 0.00 0.00 0.00 D-B-5 6,142,264.00 6,040,576.78 8,271.81 0.00 0.00 0.00 D-B-6 4,387,331.00 4,314,697.28 5,908.43 0.00 0.00 0.00 D-B-7 2,193,669.04 2,157,353.64 2,954.22 0.00 0.00 0.00 Totals 1,481,063,275.65 1,102,217,215.00 1,954,243.92 22,508,233.02 (109.95) 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-1 841,787.09 43,321,750.46 0.72568177 841,787.09 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-8 478,166.01 0.00 0.00000000 478,166.01 I-A-9 267,621.87 5,527,378.13 0.95381849 267,621.87 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-12 388,000.00 0.00 0.00000000 388,000.00 I-A-13 93,000.00 1,907,000.00 0.95350000 93,000.00 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 1,211,699.60 115,623,078.40 0.90630744 1,211,699.60 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-19 111,468.27 4,330,681.70 0.57993729 111,468.27 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-22 352,518.97 18,142,044.31 0.72568177 352,518.97 II-A-1 137,776.61 5,878,488.21 0.83750267 137,776.61 II-A-2 65,655.58 4,574,219.08 0.91484382 65,655.58 II-A-3 131,770.75 4,180,457.69 0.83027958 131,770.75 II-A-4 0.00 5,000,000.00 1.00000000 0.00 II-A-5 402,935.52 11,829,656.49 0.80201061 402,935.52 II-A-6 (109.95) 26,498.50 1.05994000 (109.95) II-A-7 0.00 0.00 0.00000000 0.00 II-A-8 2,952,112.08 125,957,196.07 0.83750267 2,952,112.08 III-A-1 1,887,990.18 29,667,674.87 0.37459185 1,887,990.18 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 1,624,147.98 45,317,773.21 0.51539596 1,624,147.98 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 1,334,899.47 31,974,292.31 0.47725661 1,334,899.47 III-A-12 0.00 0.00 0.00000000 0.00 III-A-13 58,687.65 922,211.43 0.37459185 58,687.65 IV-A-1 1,528,298.85 75,331,914.09 0.75857135 1,528,298.85 V-A-1 5,074,300.61 102,084,807.33 0.62207453 5,074,300.61 VI-A-1 4,051,872.62 71,679,444.77 0.57571619 4,051,872.62 VII-A-1 540,316.81 28,466,808.70 0.68478704 540,316.81 VIII-A-1 603,261.04 38,625,106.71 0.71333342 603,261.04 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 23,037.07 9,430,968.66 0.93074421 23,037.07 III-P 43,215.27 3,484,233.40 0.86768328 43,215.27 A-P 5,797.05 1,028,752.40 0.87078232 5,797.05 D-P 147,897.05 2,855,937.85 0.74026768 147,897.05 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 C-B-1 15,797.43 7,331,792.32 0.97174675 15,797.43 C-B-2 5,687.08 2,639,444.93 0.97174675 5,687.08 C-B-3 4,423.28 2,052,901.50 0.97174675 4,423.28 C-B-4 1,895.69 879,814.65 0.97174675 1,895.69 C-B-5 1,895.69 879,814.65 0.97174675 1,895.69 C-B-6 1,895.70 879,816.60 0.97174675 1,895.70 D-B-1 37,223.12 27,145,372.38 0.98209796 37,223.12 D-B-2 8,862.65 6,463,183.76 0.98209796 8,862.65 D-B-3 2,954.22 2,154,393.93 0.98209796 2,954.22 D-B-4 6,499.27 4,739,667.63 0.98209796 6,499.27 D-B-5 8,271.81 6,032,304.97 0.98209796 8,271.81 D-B-6 5,908.43 4,308,788.85 0.98209797 5,908.43 D-B-7 2,954.22 2,154,399.06 0.98209849 2,954.22 Totals 24,462,392.64 1,077,754,822.00 0.72768992 24,462,392.64
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 59,698,000.00 739.78253124 1.42623287 12.67452578 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 25.36824288 2.56589156 22.80235132 0.00000000 I-A-9 5,795,000.00 1000.00000000 4.67061950 41.50646937 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 25.36610879 2.56567599 22.80043279 0.00000000 I-A-13 2,000,000.00 1000.00000000 4.70328000 41.79672000 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-16 127,576,000.00 915.80530821 0.96066933 8.53719548 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 7,467,500.00 594.86440844 1.50981587 13.41730432 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 25,000,000.00 739.78253120 1.42623280 12.67452600 0.00000000 II-A-1 7,019,068.00 857.13157787 3.66991316 15.95899057 0.00000000 II-A-2 5,000,000.00 927.97493200 2.45505600 10.67606000 0.00000000 II-A-3 5,035,000.00 856.45053426 4.89304469 21.27790665 0.00000000 II-A-4 5,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-5 14,750,000.00 829.32827186 5.10744000 22.21022237 0.00000000 II-A-6 25,000.00 1055.54160000 0.00000000 0.00000000 (4.39800000) II-A-7 770,000.00 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 150,396,172.00 857.13157746 3.66991315 15.95899123 0.00000000 III-A-1 79,200,000.00 398.43011427 1.07993359 22.75832626 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 87,928,072.00 533.86728632 0.83679783 17.63452700 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 66,996,018.00 497.18166489 0.90265559 19.02240130 0.00000000 III-A-12 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A-13 2,461,910.00 398.43011320 1.07993387 22.75832585 0.00000000 IV-A-1 99,307,618.00 773.96089533 0.89054860 14.49899443 0.00000000 V-A-1 164,103,820.00 652.99581661 0.67989758 30.24138512 0.00000000 VI-A-1 124,504,827.00 608.26009091 0.55261287 31.99128697 0.00000000 VII-A-1 41,570,309.00 697.78469797 2.66003195 10.33762968 0.00000000 VIII-A-1 54,147,339.00 724.47452589 2.87054790 8.27055435 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 10,132,718.00 933.01774805 1.17405024 1.09948288 0.00000000 III-P 4,015,559.00 878.44523515 1.05103424 9.71092194 0.00000000 A-P 1,181,411.68 875.68920091 4.03085570 0.87602824 0.00000000 D-P 3,857,979.92 778.60303897 0.87302943 37.46232821 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 7,544,962.00 973.84052564 2.09377198 0.00000000 0.00000000 C-B-2 2,716,186.00 973.84052491 2.09377414 0.00000000 0.00000000 C-B-3 2,112,589.00 973.84052459 2.09377214 0.00000000 0.00000000 C-B-4 905,395.00 973.84052264 2.09377123 0.00000000 0.00000000 C-B-5 905,395.00 973.84052264 2.09377123 0.00000000 0.00000000 C-B-6 905,397.01 973.84052549 2.09377762 0.00000000 0.00000000 D-B-1 27,640,188.00 983.44466760 1.34670285 0.00000000 0.00000000 D-B-2 6,580,997.00 983.44466803 1.34670324 0.00000000 0.00000000 D-B-3 2,193,665.00 983.44466908 1.34670517 0.00000000 0.00000000 D-B-4 4,826,064.00 983.44466837 1.34670199 0.00000000 0.00000000 D-B-5 6,142,264.00 983.44466796 1.34670376 0.00000000 0.00000000 D-B-6 4,387,331.00 983.44466830 1.34670259 0.00000000 0.00000000 D-B-7 2,193,669.04 983.44536056 1.34670269 0.00000000 0.00000000 (2) Per $1,000 denomination.
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 14.10075865 725.68177259 0.72568177 14.10075865 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 25.36824288 0.00000000 0.00000000 25.36824288 I-A-9 0.00000000 46.18151337 953.81848663 0.95381849 46.18151337 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 25.36610879 0.00000000 0.00000000 25.36610879 I-A-13 0.00000000 46.50000000 953.50000000 0.95350000 46.50000000 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 9.49786480 906.30744341 0.90630744 9.49786480 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 14.92712019 579.93728825 0.57993729 14.92712019 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 14.10075880 725.68177240 0.72568177 14.10075880 II-A-1 0.00000000 19.62890372 837.50267272 0.83750267 19.62890372 II-A-2 0.00000000 13.13111600 914.84381600 0.91484382 13.13111600 II-A-3 0.00000000 26.17095333 830.27958093 0.83027958 26.17095333 II-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-5 0.00000000 27.31766237 802.01060949 0.80201061 27.31766237 II-A-6 0.00000000 (4.39800000) 1,059.94000000 1.05994000 (4.39800000) II-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 0.00000000 19.62890438 837.50267307 0.83750267 19.62890438 III-A-1 0.00000000 23.83825985 374.59185442 0.37459185 23.83825985 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 18.47132483 515.39596149 0.51539596 18.47132483 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 19.92505689 477.25660815 0.47725661 19.92505689 III-A-12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A-13 0.00000000 23.83825973 374.59185348 0.37459185 23.83825973 IV-A-1 0.00000000 15.38954293 758.57135240 0.75857135 15.38954293 V-A-1 0.00000000 30.92128270 622.07453385 0.62207453 30.92128270 VI-A-1 0.00000000 32.54389984 575.71619107 0.57571619 32.54389984 VII-A-1 0.00000000 12.99766162 684.78703634 0.68478704 12.99766162 VIII-A-1 0.00000000 11.14110224 713.33342364 0.71333342 11.14110224 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 2.27353312 930.74421493 0.93074421 2.27353312 III-P 0.00000000 10.76195618 867.68327897 0.86768328 10.76195618 A-P 0.00000000 4.90688394 870.78231697 0.87078232 4.90688394 D-P 0.00000000 38.33536023 740.26768133 0.74026768 38.33536023 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 2.09377198 971.74675234 0.97174675 2.09377198 C-B-2 0.00000000 2.09377414 971.74675446 0.97174675 2.09377414 C-B-3 0.00000000 2.09377214 971.74675244 0.97174675 2.09377214 C-B-4 0.00000000 2.09377123 971.74675142 0.97174675 2.09377123 C-B-5 0.00000000 2.09377123 971.74675142 0.97174675 2.09377123 C-B-6 0.00000000 2.09377762 971.74674787 0.97174675 2.09377762 D-B-1 0.00000000 1.34670285 982.09796475 0.98209796 1.34670285 D-B-2 0.00000000 1.34670324 982.09796479 0.98209796 1.34670324 D-B-3 0.00000000 1.34670517 982.09796391 0.98209796 1.34670517 D-B-4 0.00000000 1.34670199 982.09796430 0.98209796 1.34670199 D-B-5 0.00000000 1.34670376 982.09796420 0.98209796 1.34670376 D-B-6 0.00000000 1.34670259 982.09796571 0.98209797 1.34670259 D-B-7 0.00000000 1.34670269 982.09849376 0.98209849 1.34670269 (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% 44,163,537.55 202,416.21 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% 478,166.01 2,390.83 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% 388,000.00 1,940.00 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% 116,834,778.00 425,960.13 0.00 0.00 I-A-17 0.00 5.50000% 23,898,022.77 109,532.60 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% 4,442,149.97 0.00 0.00 0.00 I-A-20 0.00 5.50000% 840,661.97 3,853.03 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% 18,494,563.28 80,913.71 0.00 0.00 II-A-1 7,019,068.00 5.00000% 6,016,264.83 25,067.77 0.00 0.00 II-A-2 5,000,000.00 5.00000% 4,639,874.66 19,332.81 0.00 0.00 II-A-3 5,035,000.00 5.00000% 4,312,228.44 17,967.62 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% 12,232,592.01 50,969.13 0.00 0.00 II-A-6 25,000.00 5.00000% 26,388.54 109.95 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% 128,909,308.15 483,409.91 0.00 0.00 III-A-1 79,200,000.00 5.25000% 31,555,665.05 138,056.03 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% 46,941,921.19 176,032.20 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 2.43250% 33,309,191.77 67,520.51 0.00 0.00 III-A-12 0.00 5.56750% 33,309,191.77 154,540.77 0.00 0.00 III-A-13 2,461,910.00 5.25000% 980,899.08 4,291.43 0.00 0.00 IV-A-1 99,307,618.00 5.50000% 76,860,212.94 352,275.98 0.00 0.00 V-A-1 164,103,820.00 6.00000% 107,159,107.95 535,795.54 0.00 0.00 VI-A-1 124,504,827.00 6.50000% 75,731,317.39 410,211.30 0.00 0.00 VII-A-1 41,570,309.00 5.00000% 29,007,125.51 120,863.02 0.00 0.00 VIII-A-1 54,147,339.00 5.00000% 39,228,367.75 163,451.53 0.00 0.00 I-X 0.00 5.50000% 5,795,730.92 26,563.77 0.00 0.00 II-X 0.00 4.60000% 8,794,744.51 33,713.19 0.00 0.00 III-X 0.00 5.75000% 10,925,257.66 52,350.19 0.00 0.00 VII-X 0.00 5.00000% 4,386,541.11 18,277.25 0.00 0.00 VIII-X 0.00 5.00000% 2,452,289.31 10,217.87 0.00 0.00 D-X 0.00 6.00000% 15,664,124.68 78,320.62 0.00 0.00 I-P 10,132,718.00 0.00000% 9,454,005.73 0.00 0.00 0.00 III-P 4,015,559.00 0.00000% 3,527,448.67 0.00 0.00 0.00 A-P 1,181,411.68 0.00000% 1,034,549.45 0.00 0.00 0.00 D-P 3,857,979.92 0.00000% 3,003,834.89 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 5.21878% 7,347,589.76 31,954.51 0.00 0.00 C-B-2 2,716,186.00 5.21878% 2,645,132.00 11,503.62 0.00 0.00 C-B-3 2,112,589.00 5.21878% 2,057,324.78 8,947.26 0.00 0.00 C-B-4 905,395.00 5.21878% 881,710.34 3,834.54 0.00 0.00 C-B-5 905,395.00 5.21878% 881,710.34 3,834.54 0.00 0.00 C-B-6 905,397.01 5.21878% 881,712.30 3,834.55 0.00 0.00 D-B-1 27,640,188.00 5.80144% 27,182,595.50 131,415.11 0.00 0.00 D-B-2 6,580,997.00 5.80144% 6,472,046.41 31,289.31 0.00 0.00 D-B-3 2,193,665.00 5.80144% 2,157,348.15 10,429.77 0.00 0.00 D-B-4 4,826,064.00 5.80144% 4,746,166.91 22,945.49 0.00 0.00 D-B-5 6,142,264.00 5.80144% 6,040,576.78 29,203.36 0.00 0.00 D-B-6 4,387,331.00 5.80144% 4,314,697.28 20,859.54 0.00 0.00 D-B-7 2,193,669.04 5.80144% 2,157,353.64 10,429.79 0.00 0.00 Totals 1,481,063,275.65 5,204,897.04 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 0.00 202,416.23 0.00 43,321,750.46 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 2,390.83 0.00 0.00 I-A-9 0.00 0.00 28,975.00 0.00 5,527,378.13 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 1,940.00 0.00 0.00 I-A-13 0.00 0.00 10,000.00 0.00 1,907,000.00 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 0.00 425,960.13 0.00 115,623,078.40 I-A-17 0.00 0.00 109,532.60 0.00 23,650,175.13 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 4,330,681.70 I-A-20 0.00 0.00 3,853.03 0.00 824,638.38 I-A-21 0.00 0.00 20,030.38 0.00 4,370,264.00 I-A-22 0.00 0.00 80,913.71 0.00 18,142,044.31 II-A-1 6.08 0.00 25,061.69 0.00 5,878,488.21 II-A-2 4.69 0.00 19,328.12 0.00 4,574,219.08 II-A-3 4.36 0.00 17,963.26 0.00 4,180,457.69 II-A-4 5.05 0.00 20,828.28 0.00 5,000,000.00 II-A-5 12.35 0.00 50,956.78 0.00 11,829,656.49 II-A-6 0.03 0.00 109.93 0.00 26,498.50 II-A-7 0.00 0.00 0.00 0.00 0.00 II-A-8 117.18 0.00 483,292.73 0.00 125,957,196.07 III-A-1 0.00 0.00 138,056.03 0.00 29,667,674.87 III-A-2 0.00 0.00 19,166.67 0.00 4,000,000.00 III-A-3 0.00 0.00 19,166.67 0.00 4,000,000.00 III-A-4 0.00 0.00 142,959.38 0.00 29,835,000.00 III-A-5 0.00 0.00 19,166.67 0.00 4,000,000.00 III-A-6 0.00 0.00 23,958.33 0.00 5,000,000.00 III-A-7 0.00 0.00 176,032.20 0.00 45,317,773.21 III-A-8 0.00 0.00 75,516.67 0.00 15,760,000.00 III-A-9 0.00 0.00 15,884.32 0.00 3,314,988.00 III-A-10 0.00 0.00 138,958.33 0.00 29,000,000.00 III-A-11 0.00 0.00 67,520.51 0.00 31,974,292.31 III-A-12 0.00 0.00 154,540.77 0.00 31,974,292.31 III-A-13 0.00 0.00 4,291.43 0.00 922,211.43 IV-A-1 0.00 0.00 352,275.98 0.00 75,331,914.09 V-A-1 0.00 0.00 535,795.54 0.00 102,084,807.33 VI-A-1 1,246.79 0.00 408,964.51 0.00 71,679,444.77 VII-A-1 0.00 0.00 120,863.02 0.00 28,466,808.70 VIII-A-1 232.84 0.00 163,218.70 0.00 38,625,106.71 I-X 0.00 0.00 26,563.77 0.00 5,637,008.96 II-X 8.17 0.00 33,705.02 0.00 8,504,148.02 III-X 0.00 0.00 52,350.19 0.00 10,525,907.03 VII-X 35.21 0.00 18,242.04 0.00 4,289,323.96 VIII-X 0.00 0.00 10,217.87 0.00 2,387,956.59 D-X 123.69 0.00 78,196.94 0.00 15,007,803.70 I-P 0.00 0.00 0.00 0.00 9,430,968.66 III-P 0.00 0.00 0.00 0.00 3,484,233.40 A-P 0.00 0.00 0.00 0.00 1,028,752.40 D-P 0.00 0.00 0.00 0.00 2,855,937.85 AR 0.00 0.00 1.02 0.00 0.00 AR-L 0.00 0.00 0.94 0.00 0.00 C-B-1 7.75 0.00 31,946.76 0.00 7,331,792.32 C-B-2 2.79 0.00 11,500.83 0.00 2,639,444.93 C-B-3 2.17 0.00 8,945.09 0.00 2,052,901.50 C-B-4 0.93 0.00 3,833.61 0.00 879,814.65 C-B-5 0.93 0.00 3,833.61 0.00 879,814.65 C-B-6 0.93 0.00 3,833.62 0.00 879,816.60 D-B-1 652.59 0.00 130,762.52 0.00 27,145,372.38 D-B-2 155.38 0.00 31,133.93 0.00 6,463,183.76 D-B-3 51.79 0.00 10,377.97 0.00 2,154,393.93 D-B-4 113.94 0.00 22,831.55 0.00 4,739,667.63 D-B-5 145.02 0.00 29,058.34 0.00 6,032,304.97 D-B-6 103.59 0.00 20,755.95 0.00 4,308,788.85 D-B-7 51.79 0.00 10,378.00 0.00 2,154,399.06 Totals 3,086.04 0.00 5,201,813.00 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% 739.78253124 3.39066987 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% 25.36824288 0.12684121 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% 25.36610879 0.12683054 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% 915.80530821 3.33887353 0.00000000 0.00000000 I-A-17 0.00 5.50000% 915.80530807 4.19744083 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% 594.86440844 0.00000000 0.00000000 0.00000000 I-A-20 0.00 5.50000% 739.78253123 3.39066639 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% 739.78253120 3.23654840 0.00000000 0.00000000 II-A-1 7,019,068.00 5.00000% 857.13157787 3.57138156 0.00000000 0.00000000 II-A-2 5,000,000.00 5.00000% 927.97493200 3.86656200 0.00000000 0.00000000 II-A-3 5,035,000.00 5.00000% 856.45053426 3.56854419 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% 829.32827186 3.45553424 0.00000000 0.00000000 II-A-6 25,000.00 5.00000% 1055.54160000 4.39800000 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% 857.13157746 3.21424344 0.00000000 0.00000000 III-A-1 79,200,000.00 5.25000% 398.43011427 1.74313169 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% 533.86728632 2.00200227 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 2.43250% 497.18166489 1.00782870 0.00000000 0.00000000 III-A-12 0.00 5.56750% 497.18166489 2.30671575 0.00000000 0.00000000 III-A-13 2,461,910.00 5.25000% 398.43011320 1.74313033 0.00000000 0.00000000 IV-A-1 99,307,618.00 5.50000% 773.96089533 3.54732081 0.00000000 0.00000000 V-A-1 164,103,820.00 6.00000% 652.99581661 3.26497908 0.00000000 0.00000000 VI-A-1 124,504,827.00 6.50000% 608.26009091 3.29474214 0.00000000 0.00000000 VII-A-1 41,570,309.00 5.00000% 697.78469797 2.90743617 0.00000000 0.00000000 VIII-A-1 54,147,339.00 5.00000% 724.47452589 3.01864382 0.00000000 0.00000000 I-X 0.00 5.50000% 663.22189061 3.03976737 0.00000000 0.00000000 II-X 0.00 4.60000% 814.37939721 3.12178794 0.00000000 0.00000000 III-X 0.00 5.75000% 413.59725000 1.98182004 0.00000000 0.00000000 VII-X 0.00 5.00000% 652.89857795 2.72041005 0.00000000 0.00000000 VIII-X 0.00 5.00000% 533.35458569 2.22231031 0.00000000 0.00000000 D-X 0.00 6.00000% 605.72442582 3.02862200 0.00000000 0.00000000 I-P 10,132,718.00 0.00000% 933.01774805 0.00000000 0.00000000 0.00000000 III-P 4,015,559.00 0.00000% 878.44523515 0.00000000 0.00000000 0.00000000 A-P 1,181,411.68 0.00000% 875.68920091 0.00000000 0.00000000 0.00000000 D-P 3,857,979.92 0.00000% 778.60303897 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 5.21878% 973.84052564 4.23521152 0.00000000 0.00000000 C-B-2 2,716,186.00 5.21878% 973.84052491 4.23521070 0.00000000 0.00000000 C-B-3 2,112,589.00 5.21878% 973.84052459 4.23521092 0.00000000 0.00000000 C-B-4 905,395.00 5.21878% 973.84052264 4.23521226 0.00000000 0.00000000 C-B-5 905,395.00 5.21878% 973.84052264 4.23521226 0.00000000 0.00000000 C-B-6 905,397.01 5.21878% 973.84052549 4.23521390 0.00000000 0.00000000 D-B-1 27,640,188.00 5.80144% 983.44466760 4.75449407 0.00000000 0.00000000 D-B-2 6,580,997.00 5.80144% 983.44466803 4.75449389 0.00000000 0.00000000 D-B-3 2,193,665.00 5.80144% 983.44466908 4.75449533 0.00000000 0.00000000 D-B-4 4,826,064.00 5.80144% 983.44466837 4.75449352 0.00000000 0.00000000 D-B-5 6,142,264.00 5.80144% 983.44466796 4.75449443 0.00000000 0.00000000 D-B-6 4,387,331.00 5.80144% 983.44466830 4.75449425 0.00000000 0.00000000 D-B-7 2,193,669.04 5.80144% 983.44536056 4.75449569 0.00000000 0.00000000 (5) Per $1,000 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 3.39067021 0.00000000 725.68177259 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 0.12684121 0.00000000 0.00000000 I-A-9 0.00000000 0.00000000 5.00000000 0.00000000 953.81848663 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 0.12683054 0.00000000 0.00000000 I-A-13 0.00000000 0.00000000 5.00000000 0.00000000 953.50000000 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 3.33887353 0.00000000 906.30744341 I-A-17 0.00000000 0.00000000 4.19744083 0.00000000 906.30744348 I-A-18 0.00000000 0.00000000 4.58333349 0.00000000 1000.00000000 I-A-19 0.00000000 0.00000000 0.00000000 0.00000000 579.93728825 I-A-20 0.00000000 0.00000000 3.39066639 0.00000000 725.68177208 I-A-21 0.00000000 0.00000000 4.58333410 0.00000000 1000.00000000 I-A-22 0.00000000 0.00000000 3.23654840 0.00000000 725.68177240 II-A-1 0.00086621 0.00000000 3.57051534 0.00000000 837.50267272 II-A-2 0.00093800 0.00000000 3.86562400 0.00000000 914.84381600 II-A-3 0.00086594 0.00000000 3.56767825 0.00000000 830.27958093 II-A-4 0.00101000 0.00000000 4.16565600 0.00000000 1000.00000000 II-A-5 0.00083729 0.00000000 3.45469695 0.00000000 802.01060949 II-A-6 0.00120000 0.00000000 4.39720000 0.00000000 1059.94000000 II-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-8 0.00077914 0.00000000 3.21346430 0.00000000 837.50267307 III-A-1 0.00000000 0.00000000 1.74313169 0.00000000 374.59185442 III-A-2 0.00000000 0.00000000 4.79166750 0.00000000 1000.00000000 III-A-3 0.00000000 0.00000000 4.79166750 0.00000000 1000.00000000 III-A-4 0.00000000 0.00000000 4.79166683 0.00000000 1000.00000000 III-A-5 0.00000000 0.00000000 4.79166750 0.00000000 1000.00000000 III-A-6 0.00000000 0.00000000 4.79166600 0.00000000 1000.00000000 III-A-7 0.00000000 0.00000000 2.00200227 0.00000000 515.39596149 III-A-8 0.00000000 0.00000000 4.79166688 0.00000000 1000.00000000 III-A-9 0.00000000 0.00000000 4.79166742 0.00000000 1000.00000000 III-A-10 0.00000000 0.00000000 4.79166655 0.00000000 1000.00000000 III-A-11 0.00000000 0.00000000 1.00782870 0.00000000 477.25660815 III-A-12 0.00000000 0.00000000 2.30671575 0.00000000 477.25660815 III-A-13 0.00000000 0.00000000 1.74313033 0.00000000 374.59185348 IV-A-1 0.00000000 0.00000000 3.54732081 0.00000000 758.57135240 V-A-1 0.00000000 0.00000000 3.26497908 0.00000000 622.07453385 VI-A-1 0.01001399 0.00000000 3.28472815 0.00000000 575.71619107 VII-A-1 0.00000000 0.00000000 2.90743617 0.00000000 684.78703634 VIII-A-1 0.00430012 0.00000000 3.01434388 0.00000000 713.33342364 I-X 0.00000000 0.00000000 3.03976737 0.00000000 645.05888756 II-X 0.00075653 0.00000000 3.12103141 0.00000000 787.47062299 III-X 0.00000000 0.00000000 1.98182004 0.00000000 398.47904158 VII-X 0.00524070 0.00000000 2.71516935 0.00000000 638.42864882 VIII-X 0.00000000 0.00000000 2.22231031 0.00000000 519.36270019 D-X 0.00478303 0.00000000 3.02383935 0.00000000 580.34479837 I-P 0.00000000 0.00000000 0.00000000 0.00000000 930.74421493 III-P 0.00000000 0.00000000 0.00000000 0.00000000 867.68327897 A-P 0.00000000 0.00000000 0.00000000 0.00000000 870.78231697 D-P 0.00000000 0.00000000 0.00000000 0.00000000 740.26768133 AR 0.00000000 0.00000000 20.40000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 18.80000000 0.00000000 0.00000000 C-B-1 0.00102718 0.00000000 4.23418435 0.00000000 971.74675234 C-B-2 0.00102718 0.00000000 4.23418352 0.00000000 971.74675446 C-B-3 0.00102718 0.00000000 4.23418374 0.00000000 971.74675244 C-B-4 0.00102718 0.00000000 4.23418508 0.00000000 971.74675142 C-B-5 0.00102718 0.00000000 4.23418508 0.00000000 971.74675142 C-B-6 0.00102717 0.00000000 4.23418672 0.00000000 971.74674787 D-B-1 0.02361019 0.00000000 4.73088389 0.00000000 982.09796475 D-B-2 0.02361040 0.00000000 4.73088348 0.00000000 982.09796479 D-B-3 0.02360889 0.00000000 4.73088188 0.00000000 982.09796391 D-B-4 0.02360930 0.00000000 4.73088422 0.00000000 982.09796430 D-B-5 0.02361019 0.00000000 4.73088425 0.00000000 982.09796420 D-B-6 0.02361117 0.00000000 4.73088308 0.00000000 982.09796571 D-B-7 0.02360885 0.00000000 4.73088684 0.00000000 982.09849376 (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.
Original $ Original % Current $ Current % Bankruptcy 410,760.00 0.02773143% 410,760.00 0.03811254% Fraud 29,621,265.54 2.00000000% 29,621,265.54 2.74842167% Special Hazard 14,810,633.00 1.00000002% 14,810,633.00 1.37421056% Limit of Subordinate's Exposure to Certain Types of Losses
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 29,860,417.55 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 114,413.31 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 29,974,830.86 Withdrawals Reimbursement for Servicer Advances 114,889.60 Payment of Service Fee 271,608.58 Payment of Interest and Principal 29,588,332.68 Total Withdrawals (Pool Distribution Amount) 29,974,830.86 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 3,086.04
SERVICING FEES Gross Servicing Fee 229,649.56 External Master Servicing Fee 11,853.75 PMI Fee 30,105.27 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 271,608.58
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance I-A-12 Special Retail Rounding Acct 965.47 999.98 34.51 0.00 I-A-13 Special Retail Rounding Acct 999.99 645.82 0.00 354.17 I-A-14 Special Retail Rounding Acct 999.99 0.00 0.00 999.99
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 2 0 0 0 2 806,146.46 0.00 0.00 0.00 806,146.46 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 1 0 0 1 0.00 463,410.81 0.00 0.00 463,410.81 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 1 0 0 3 806,146.46 463,410.81 0.00 0.00 1,269,557.27 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.275103% 0.000000% 0.000000% 0.000000% 0.275103% 0.239469% 0.000000% 0.000000% 0.000000% 0.239469% 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% 0.137552% 0.000000% 0.000000% 0.137552% 0.000000% 0.137658% 0.000000% 0.000000% 0.137658% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.275103% 0.137552% 0.000000% 0.000000% 0.412655% 0.239469% 0.137658% 0.000000% 0.000000% 0.377126% 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 2 0 0 2 846,806.04 0.00 0.00 846,806.04 30 Days 1 0 0 0 1 425,021.31 0.00 0.00 0.00 425,021.31 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 1 0 1 0.00 0.00 331,450.65 0.00 331,450.65 150 Days 0 1 3 0 4 0.00 332,878.67 1,514,636.61 0.00 1,847,515.28 180 Days 0 0 4 0 4 0.00 0.00 2,159,809.74 0.00 2,159,809.74 Totals 1 3 8 0 12 425,021.31 1,179,684.71 4,005,897.00 0.00 5,610,603.02 0-29 Days 0.410678% 0.000000% 0.000000% 0.410678% 0.371206% 0.000000% 0.000000% 0.371206% 30 Days 0.205339% 0.000000% 0.000000% 0.000000% 0.205339% 0.186312% 0.000000% 0.000000% 0.000000% 0.186312% 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% 0.205339% 0.000000% 0.205339% 0.000000% 0.000000% 0.145295% 0.000000% 0.145295% 150 Days 0.000000% 0.205339% 0.616016% 0.000000% 0.821355% 0.000000% 0.145921% 0.663955% 0.000000% 0.809876% 180 Days 0.000000% 0.000000% 0.821355% 0.000000% 0.821355% 0.000000% 0.000000% 0.946773% 0.000000% 0.946773% Totals 0.205339% 0.616016% 1.642710% 0.000000% 2.464066% 0.186312% 0.517126% 1.756023% 0.000000% 2.459461% 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 1 0 0 1 124,095.93 0.00 0.00 124,095.93 30 Days 2 0 0 0 2 235,902.71 0.00 0.00 0.00 235,902.71 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 1 0 1 0.00 0.00 167,196.98 0.00 167,196.98 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 3 0 3 0.00 0.00 515,979.29 0.00 515,979.29 Totals 2 1 4 0 7 235,902.71 124,095.93 683,176.27 0.00 1,043,174.91 0-29 Days 0.222717% 0.000000% 0.000000% 0.222717% 0.150757% 0.000000% 0.000000% 0.150757% 30 Days 0.445434% 0.000000% 0.000000% 0.000000% 0.445434% 0.286584% 0.000000% 0.000000% 0.000000% 0.286584% 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% 0.222717% 0.000000% 0.222717% 0.000000% 0.000000% 0.203118% 0.000000% 0.203118% 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% 0.668151% 0.000000% 0.668151% 0.000000% 0.000000% 0.626833% 0.000000% 0.626833% Totals 0.445434% 0.222717% 0.890869% 0.000000% 1.559020% 0.286584% 0.150757% 0.829950% 0.000000% 1.267291% 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 7 0 0 7 808,720.30 0.00 0.00 808,720.30 30 Days 5 0 0 0 5 803,247.43 0.00 0.00 0.00 803,247.43 60 Days 2 0 0 0 2 542,715.86 0.00 0.00 0.00 542,715.86 90 Days 0 0 3 0 3 0.00 0.00 597,257.29 0.00 597,257.29 120 Days 0 1 0 0 1 0.00 225,627.56 0.00 0.00 225,627.56 150 Days 0 1 4 0 5 0.00 173,749.43 708,010.53 0.00 881,759.96 180 Days 0 1 0 0 1 0.00 99,626.56 0.00 0.00 99,626.56 Totals 7 10 7 0 24 1,345,963.29 1,307,723.85 1,305,267.82 0.00 3,958,954.96 0-29 Days 1.004304% 0.000000% 0.000000% 1.004304% 0.715118% 0.000000% 0.000000% 0.715118% 30 Days 0.717360% 0.000000% 0.000000% 0.000000% 0.717360% 0.710278% 0.000000% 0.000000% 0.000000% 0.710278% 60 Days 0.286944% 0.000000% 0.000000% 0.000000% 0.286944% 0.479901% 0.000000% 0.000000% 0.000000% 0.479901% 90 Days 0.000000% 0.000000% 0.430416% 0.000000% 0.430416% 0.000000% 0.000000% 0.528130% 0.000000% 0.528130% 120 Days 0.000000% 0.143472% 0.000000% 0.000000% 0.143472% 0.000000% 0.199513% 0.000000% 0.000000% 0.199513% 150 Days 0.000000% 0.143472% 0.573888% 0.000000% 0.717360% 0.000000% 0.153639% 0.626064% 0.000000% 0.779704% 180 Days 0.000000% 0.143472% 0.000000% 0.000000% 0.143472% 0.000000% 0.088096% 0.000000% 0.000000% 0.088096% Totals 1.004304% 1.434720% 1.004304% 0.000000% 3.443329% 1.190180% 1.156366% 1.154194% 0.000000% 3.500740% 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 5 0 0 5 569,995.32 0.00 0.00 569,995.32 30 Days 4 0 0 0 4 1,032,563.94 0.00 0.00 0.00 1,032,563.94 60 Days 3 0 0 0 3 398,251.60 0.00 0.00 0.00 398,251.60 90 Days 1 0 2 0 3 90,360.41 0.00 681,375.35 0.00 771,735.76 120 Days 1 1 1 0 3 99,598.60 108,350.59 106,633.34 0.00 314,582.53 150 Days 0 0 2 0 2 0.00 0.00 252,106.61 0.00 252,106.61 180 Days 1 2 12 6 21 335,319.13 366,320.35 2,211,787.14 830,069.76 3,743,496.38 Totals 10 8 17 6 41 1,956,093.68 1,044,666.26 3,251,902.44 830,069.76 7,082,732.14 0-29 Days 0.871080% 0.000000% 0.000000% 0.871080% 0.693918% 0.000000% 0.000000% 0.693918% 30 Days 0.696864% 0.000000% 0.000000% 0.000000% 0.696864% 1.257053% 0.000000% 0.000000% 0.000000% 1.257053% 60 Days 0.522648% 0.000000% 0.000000% 0.000000% 0.522648% 0.484835% 0.000000% 0.000000% 0.000000% 0.484835% 90 Days 0.174216% 0.000000% 0.348432% 0.000000% 0.522648% 0.110006% 0.000000% 0.829513% 0.000000% 0.939518% 120 Days 0.174216% 0.174216% 0.174216% 0.000000% 0.522648% 0.121252% 0.131907% 0.129816% 0.000000% 0.382976% 150 Days 0.000000% 0.000000% 0.348432% 0.000000% 0.348432% 0.000000% 0.000000% 0.306917% 0.000000% 0.306917% 180 Days 0.174216% 0.348432% 2.090592% 1.045296% 3.658537% 0.408221% 0.445962% 2.692651% 1.010535% 4.557368% Totals 1.742160% 1.393728% 2.961672% 1.045296% 7.142857% 2.381367% 1.271787% 3.958897% 1.010535% 8.622585% 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 2 0 0 2 282,900.88 0.00 0.00 282,900.88 30 Days 1 0 0 0 1 148,811.34 0.00 0.00 0.00 148,811.34 60 Days 1 0 0 0 1 72,844.70 0.00 0.00 0.00 72,844.70 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 1 0 1 0.00 0.00 81,083.33 0.00 81,083.33 180 Days 0 0 1 1 2 0.00 0.00 131,081.82 112,872.59 243,954.41 Totals 2 2 2 1 7 221,656.04 282,900.88 212,165.15 112,872.59 829,594.66 0-29 Days 0.869565% 0.000000% 0.000000% 0.869565% 0.902181% 0.000000% 0.000000% 0.902181% 30 Days 0.434783% 0.000000% 0.000000% 0.000000% 0.434783% 0.474564% 0.000000% 0.000000% 0.000000% 0.474564% 60 Days 0.434783% 0.000000% 0.000000% 0.000000% 0.434783% 0.232304% 0.000000% 0.000000% 0.000000% 0.232304% 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% 0.434783% 0.000000% 0.434783% 0.000000% 0.000000% 0.258578% 0.000000% 0.258578% 180 Days 0.000000% 0.000000% 0.434783% 0.434783% 0.869565% 0.000000% 0.000000% 0.418024% 0.359955% 0.777979% Totals 0.869565% 0.869565% 0.869565% 0.434783% 3.043478% 0.706869% 0.902181% 0.676602% 0.359955% 2.645606% 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 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%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 5.962352% Weighted Average Pass-Through Rate 5.666648% Weighted Average Maturity(Stepdown Calculation ) 345 Beginning Scheduled Collateral Loan Count 3,716 Number Of Loans Paid In Full 89 Ending Scheduled Collateral Loan Count 3,627 Beginning Scheduled Collateral Balance 1,102,217,249.15 Ending Scheduled Collateral Balance 1,077,755,493.47 Ending Actual Collateral Balance at 31-Oct-2004 1,079,042,251.27 Monthly P &I Constant 7,430,729.73 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 29,022,567.62 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 1,077,755,493.47 Scheduled Principal 1,954,223.36 Unscheduled Principal 22,507,532.32
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 5.704235 5.094462 6.302729 Weighted Average Net Rate 5.454235 4.844462 6.052729 Weighted Average Maturity 343 164 341 Beginning Loan Count 734 374 499 Loans Paid In Full 7 5 12 Ending Loan Count 727 369 487 Beginning Scheduled Balance 340,168,331.86 166,365,164.85 232,927,156.30 Ending scheduled Balance 336,389,735.62 162,651,661.05 227,954,994.01 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 2,019,544.63 1,418,673.71 1,473,081.20 Scheduled Principal 402,544.48 712,389.52 249,684.01 Unscheduled Principal 3,376,051.76 3,001,114.28 4,722,478.28 Scheduled Interest 1,617,000.15 706,284.19 1,223,397.19 Servicing Fees 70,868.35 34,659.41 48,526.45 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 3,793.93 2,618.94 23,313.44 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 1,542,337.87 669,005.84 1,151,557.30 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 5.440852 4.825571 5.932622
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 5.911318 6.547399 7.209684 Weighted Average Net Rate 5.661317 6.297399 6.959561 Weighted Average Maturity 341 341 341 Beginning Loan Count 458 723 600 Loans Paid In Full 9 26 26 Ending Loan Count 449 697 574 Beginning Scheduled Balance 83,782,768.99 118,086,580.66 86,237,434.10 Ending scheduled Balance 82,245,377.10 112,992,309.38 82,040,721.24 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 509,196.41 767,245.52 596,890.78 Scheduled Principal 96,474.27 122,945.56 78,770.22 Unscheduled Principal 1,440,917.62 4,971,325.72 4,117,942.64 Scheduled Interest 412,722.14 644,299.96 518,120.56 Servicing Fees 17,454.76 24,601.36 17,974.96 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 1,083.06 5,409.64 4,500.36 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 394,184.32 614,288.96 495,645.24 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 5.645805 6.242426 6.896938
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 5.931549 5.530705 5.962352 Weighted Average Net Rate 5.681088 5.280705 5.712330 Weighted Average Maturity 160.00 162.00 345.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 278,874.26 367,223.22 7,430,729.73 Beginning Loan Count 233 95 3,716 Loans Paid In Full 3 1 89 Ending Loan Count 230 94 3,627 Beginning Scheduled Balance 31,814,179.85 42,835,632.54 1,102,217,249.15 Ending Scheduled Balance 31,262,708.35 42,217,986.72 1,077,755,493.47 Scheduled Principal 121,618.12 169,797.18 1,954,223.36 Unscheduled Principal 429,853.38 447,848.64 22,507,532.32 Scheduled Interest 157,256.14 197,426.04 5,476,506.37 Servicing Fee 6,640.17 8,924.10 229,649.56 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 554.99 684.66 41,959.02 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 150,060.98 187,817.28 5,204,897.79 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 5.660154 5.261525 5.666648
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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