-----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, QyiHR6W9yRCOIv8CQcOCvOK9QJ0f3Wv7uQ5b31mTlSPp97YaiWiR5BeFXek1Id/Z BToauxdECrly3yQ94ry9qg== 0000950149-03-001304.txt : 20030606 0000950149-03-001304.hdr.sgml : 20030606 20030606142445 ACCESSION NUMBER: 0000950149-03-001304 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20030529 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20030606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEQUOIA RESIDENTIAL FUNDING INC CENTRAL INDEX KEY: 0001176320 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 352170972 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-90772-01 FILM NUMBER: 03735681 BUSINESS ADDRESS: STREET 1: 591 REDWOOD HWY STREET 2: SUITE 3160 CITY: MILL VALLEY STATE: CA ZIP: 94941 BUSINESS PHONE: 4153897373 MAIL ADDRESS: STREET 1: 591 REDWOOD HWY STREET 2: SUITE 3160 CITY: MILL VALLEY STATE: CA ZIP: 94941 8-K 1 f90727e8vk.htm FORM 8-K e8vk
Table of Contents

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

May 29, 2003
Date of Report (Date of Earliest Event Reported)

SEQUOIA RESIDENTIAL FUNDING, INC.

(as Depositor with respect to the issuance of Sequoia Mortgage Trust 2003-2,
Mortgage Pass-Through Certificates)

SEQUOIA RESIDENTIAL FUNDING, INC.

(Exact Name of Registrant as Specified in Its Charter)
         
Delaware   333-103634   35-2170972  
 
 
(State or Other Jurisdiction of Incorporation)   (Commission File Number)   (I.R.S. Employer Identification No.)

591 Redwood Highway, Suite 3160

Mill Valley, CA 94941
(Address of Principal Executive Offices)

(415) 389-7373

(Registrant’s Telephone Number,
Including Area Code)

Not Applicable

(Former Name or Former Address, if Changed Since Last Report)

 

Item 5. Other Events
Item 7(c). Exhibits
SIGNATURE
EXHIBIT INDEX
Exhibit 99.1
Exhibit 99.2

Table of Contents

INFORMATION TO BE INCLUDED IN THE REPORT

Item 5.     Other Events

     On April 1, 2003, Sequoia Residential Funding, Inc. (the “Depositor”), Wells Fargo Bank Minnesota, National Association (the “Master Servicer” and “Securities Administrator”), and HSBC Bank USA (the “Trustee”) entered into a Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”), pursuant to which the Sequoia Mortgage Trust 2003-2 Mortgage Pass-Through Certificates in the approximate aggregate principal amount of $820,000,000 were issued. In connection with the offering of Mortgage Pass-Through Certificates, RWT Holdings, Inc. (the “RWT”) and the Depositor entered into a Mortgage Loan Purchase and Sale Agreement dated April 1, 2003 (the “Mortgage Loan Purchase Agreement”), pursuant to which RWT conveyed to the Depositor as of the initial closing on April 29, 2003, all of its interest in the Initial Mortgage Loans.

     Also pursuant to the Mortgage Loan Purchase Agreement between RWT and the Depositor, RWT conveyed to the Depositor as of the Subsequent Transfer Date on May 29, 2003 (the “Subsequent Closing”), the Subsequent Mortgage Loans. A description of the Subsequent Mortgage Loan Collateral is attached hereto as Exhibit 99.1. The opinion as to federal income tax matters in connection with the Subsequent Closing is attached hereto as Exhibit 99.2.

Item 7(c).     Exhibits

             
      99.1     Description of the Subsequent Mortgage Loan Collateral.
             
      99.2     Opinion of GnazzoThill, A Professional Corporation, dated May 29, 2003, as to federal income tax matters in connection with the issuance of the Sequoia Mortgage Trust 2003-2 Mortgage Pass-Through Certificates and the Subsequent Closing.

 

Table of Contents

SIGNATURE

     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 thereunto duly authorized.

Date: May 29, 2003

         
    SEQUOIA RESIDENTIAL FUNDING, INC.
         
      By:     /s/ Harold F. Zagunis
       
        Harold F. Zagunis
Secretary

 

Table of Contents

EXHIBIT INDEX

     
Exhibit Number
     
99.1   Description of Subsequent Mortgage Loan Collateral.
     
99.2   Opinion of GnazzoThill, a Professional Corporation, dated May 29, 2003, as to federal income tax matters in connection with the issuance of the Sequoia Mortgage Trust 2003-2 Mortgage Pass-Through Certificates and the Subsequent Closing.

  EX-99.1 3 f90727exv99w1.txt EXHIBIT 99.1 . . . EXHIBIT 99.1
Loan No Index Type Original Balance Current Balance Cut Off Date Current Coupon 105732291 LIBOR 6 M 120,000.00 120,000.00 5/1/03 3.125 9402390465736 LIBOR 6 M 301,800.00 301,800.00 5/1/03 3.000 107487803 LIBOR 6 M 308,000.00 308,000.00 5/1/03 3.250 80649002 LIBOR 6 M 112,000.00 111,929.54 5/1/03 3.875 106649049 LIBOR 6 M 150,000.00 149,641.83 5/1/03 3.125 107035214 LIBOR 6 M 226,500.00 225,378.37 5/1/03 2.875 107507238 LIBOR 6 M 320,000.00 317,589.85 5/1/03 3.375 107666844 LIBOR 6 M 322,400.00 322,400.00 5/1/03 3.375 80955545 LIBOR 6 M 230,000.00 227,994.17 5/1/03 3.500 9402390467955 LIBOR 1 M 665,000.00 663,276.76 5/1/03 2.875 107666430 LIBOR 6 M 288,000.00 288,000.00 5/1/03 3.000 107779159 LIBOR 6 M 460,000.00 458,750.80 5/1/03 3.250 81119547 LIBOR 6 M 500,000.00 499,999.62 5/1/03 3.375 107844862 LIBOR 6 M 157,500.00 157,449.85 5/1/03 3.500 107863557 LIBOR 6 M 357,500.00 357,500.00 5/1/03 3.500 81240418 LIBOR 6 M 400,000.00 400,000.00 5/1/03 3.375 81282170 LIBOR 6 M 399,000.00 398,799.44 5/1/03 3.250 81343642 LIBOR 6 M 315,100.00 315,100.00 5/1/03 2.875 81357139 LIBOR 6 M 177,000.00 176,999.98 5/1/03 3.250 107877771 LIBOR 6 M 116,800.00 115,607.65 5/1/03 3.250 107942757 LIBOR 6 M 445,700.00 445,700.00 5/1/03 3.500 81366221 LIBOR 1 M 550,000.00 550,000.00 5/1/03 3.000 81466617 LIBOR 6 M 247,500.00 247,500.00 5/1/03 3.250 81504532 LIBOR 6 M 311,250.00 311,250.00 5/1/03 3.250 108022955 LIBOR 6 M 303,000.00 302,999.99 5/1/03 3.250 108024696 LIBOR 6 M 375,000.00 375,000.00 5/1/03 3.500 107960189 LIBOR 6 M 357,000.00 356,999.99 5/1/03 3.250 81427056 LIBOR 6 M 112,000.00 109,005.40 5/1/03 3.250 108049842 LIBOR 6 M 295,000.00 295,000.00 5/1/03 3.375 81390007 LIBOR 6 M 408,750.00 408,706.63 5/1/03 3.125 81245292 LIBOR 6 M 540,000.00 540,000.00 5/1/03 3.250 108097320 LIBOR 1 M 167,000.00 167,000.00 5/1/03 3.000 81352817 LIBOR 6 M 304,000.00 304,000.00 5/1/03 3.250 81264897 LIBOR 6 M 220,400.00 220,400.00 5/1/03 3.375 81389868 LIBOR 6 M 999,000.00 998,999.99 5/1/03 3.250 81573594 LIBOR 6 M 999,950.00 999,950.00 5/1/03 3.250 81572513 LIBOR 6 M 79,000.00 78,700.00 5/1/03 3.375 108089160 LIBOR 6 M 94,500.00 94,248.00 5/1/03 3.375 81533861 LIBOR 6 M 108,750.00 108,750.00 5/1/03 3.375 108028606 LIBOR 6 M 155,000.00 154,335.16 5/1/03 3.375 81217168 LIBOR 6 M 840,000.00 840,000.00 5/1/03 3.500 81253056 LIBOR 6 M 277,000.00 277,000.00 5/1/03 3.125 108040080 LIBOR 6 M 87,500.00 87,500.00 5/1/03 3.125 107906810 LIBOR 6 M 120,000.00 119,596.00 5/1/03 3.125 81483018 LIBOR 6 M 200,000.00 200,000.00 5/1/03 3.125 81594210 LIBOR 6 M 204,800.00 204,800.00 5/1/03 3.125 81374555 LIBOR 6 M 272,000.00 272,000.00 5/1/03 3.125 81538662 LIBOR 6 M 473,000.00 473,000.00 5/1/03 3.125 81407801 LIBOR 6 M 84,000.00 84,000.00 5/1/03 3.250 81305468 LIBOR 6 M 180,000.00 180,000.00 5/1/03 3.250
81374241 LIBOR 6 M 186,000.00 186,000.00 5/1/03 3.250 108033986 LIBOR 6 M 208,800.00 208,800.00 5/1/03 3.250 81429177 LIBOR 6 M 271,000.00 270,000.00 5/1/03 3.250 107946709 LIBOR 6 M 282,750.00 282,750.00 5/1/03 3.250 81337693 LIBOR 6 M 320,000.00 320,000.00 5/1/03 3.250 81526790 LIBOR 1 M 338,600.00 338,400.00 5/1/03 3.250 108103763 LIBOR 1 M 360,000.00 360,000.00 5/1/03 3.250 108094566 LIBOR 6 M 590,000.00 588,597.92 5/1/03 3.250 108085309 LIBOR 6 M 158,500.00 158,495.44 5/1/03 3.375 81546822 LIBOR 6 M 161,000.00 161,000.00 5/1/03 3.375 108112657 LIBOR 6 M 181,600.00 181,600.00 5/1/03 3.375 108092255 LIBOR 6 M 242,000.00 242,000.00 5/1/03 3.375 81423709 LIBOR 1 M 300,000.00 300,000.00 5/1/03 3.375 81313710 LIBOR 6 M 359,250.00 359,250.00 5/1/03 3.375 81421877 LIBOR 6 M 367,500.00 367,500.00 5/1/03 3.375 81417651 LIBOR 6 M 435,000.00 435,000.00 5/1/03 3.375 108076084 LIBOR 6 M 468,000.00 468,000.00 5/1/03 3.375 108052390 LIBOR 6 M 1,490,000.00 1,490,000.00 5/1/03 3.375 108091323 LIBOR 1 M 262,000.00 262,000.00 5/1/03 3.500 107971194 LIBOR 6 M 1,000,000.00 1,000,000.00 5/1/03 3.500 107761975 LIBOR 1 M 105,600.00 105,600.00 5/1/03 3.625 81481939 LIBOR 1 M 515,000.00 515,000.00 5/1/03 3.375 108105602 LIBOR 6 M 992,000.00 992,000.00 5/1/03 3.375 81393456 LIBOR 6 M 199,500.00 199,500.00 5/1/03 2.750 107936031 LIBOR 6 M 95,000.00 94,500.00 5/1/03 2.750 108062290 LIBOR 6 M 170,700.00 170,700.00 5/1/03 3.500 81427668 LIBOR 6 M 93,200.00 93,198.00 5/1/03 3.000 81326852 LIBOR 6 M 164,500.00 163,973.39 5/1/03 3.125 81429664 LIBOR 6 M 166,350.00 166,350.00 5/1/03 3.125 81419806 LIBOR 6 M 198,000.00 198,000.00 5/1/03 3.250 81354318 LIBOR 6 M 241,000.00 241,000.00 5/1/03 3.125 81452062 LIBOR 6 M 280,350.00 280,349.08 5/1/03 3.125 81535213 LIBOR 6 M 295,000.00 294,500.00 5/1/03 3.125 108038373 LIBOR 6 M 308,000.00 308,000.00 5/1/03 3.125 108034125 LIBOR 6 M 418,000.00 418,000.00 5/1/03 3.125 108038571 LIBOR 6 M 572,000.00 572,000.00 5/1/03 3.125 81328171 LIBOR 6 M 63,000.00 62,999.99 5/1/03 3.250 108074097 LIBOR 6 M 128,000.00 127,495.00 5/1/03 3.250 81442980 LIBOR 6 M 319,000.00 319,000.00 5/1/03 3.250 108125303 LIBOR 6 M 487,500.00 487,500.00 5/1/03 3.250 108063488 LIBOR 6 M 585,000.00 584,999.99 5/1/03 3.250 108110214 LIBOR 6 M 1,000,000.00 1,000,000.00 5/1/03 3.250 81474801 LIBOR 6 M 96,000.00 96,000.00 5/1/03 3.375 81330789 LIBOR 6 M 117,000.00 117,000.00 5/1/03 3.375 81202343 LIBOR 6 M 141,000.00 141,000.00 5/1/03 3.375 108115205 LIBOR 6 M 195,300.00 195,300.00 5/1/03 3.375 81527194 LIBOR 6 M 217,000.00 217,000.00 5/1/03 3.375 81475279 LIBOR 6 M 294,000.00 294,000.00 5/1/03 3.375 108044702 LIBOR 6 M 325,000.00 325,000.00 5/1/03 3.375 81380578 LIBOR 6 M 650,000.00 650,000.00 5/1/03 3.375 81357527 LIBOR 6 M 664,000.00 664,000.00 5/1/03 3.375
108102682 LIBOR 6 M 840,000.00 840,000.00 5/1/03 3.375 107955189 LIBOR 1 M 102,900.00 102,410.46 5/1/03 3.500 81539926 LIBOR 1 M 167,930.00 167,930.00 5/1/03 3.500 108082736 LIBOR 6 M 321,100.00 321,100.00 5/1/03 3.500 108030768 LIBOR 6 M 473,700.00 459,183.54 5/1/03 3.000 107827099 LIBOR 6 M 115,900.00 115,900.00 5/1/03 3.500 107906802 LIBOR 6 M 542,500.00 542,500.00 5/1/03 3.500 106569684 LIBOR 6 M 108,000.00 106,142.75 5/1/03 3.250 108096033 LIBOR 6 M 278,000.00 277,923.96 5/1/03 3.125 81361164 LIBOR 1 M 232,500.00 232,500.00 5/1/03 3.250 81465593 LIBOR 6 M 400,000.00 400,000.00 5/1/03 3.250 108107186 LIBOR 6 M 640,050.00 640,050.00 5/1/03 3.250 81598757 LIBOR 6 M 125,000.00 125,000.00 5/1/03 3.375 81479396 LIBOR 6 M 650,000.00 650,000.00 5/1/03 3.375 107983652 LIBOR 6 M 148,640.00 148,640.00 5/1/03 3.500 81366973 LIBOR 6 M 559,500.00 559,500.00 5/1/03 2.875 81623365 LIBOR 6 M 735,000.00 735,000.00 5/1/03 2.875 81627788 LIBOR 6 M 127,400.00 127,400.00 5/1/03 3.000 108015678 LIBOR 6 M 199,000.00 198,897.50 5/1/03 3.000 81517203 LIBOR 6 M 164,800.00 164,800.00 5/1/03 3.125 81411860 LIBOR 6 M 176,250.00 176,250.00 5/1/03 3.250 108010356 LIBOR 6 M 250,000.00 250,000.00 5/1/03 3.250 81302945 LIBOR 6 M 362,000.00 362,000.00 5/1/03 3.250 108007378 LIBOR 1 M 461,400.00 461,399.99 5/1/03 3.250 81466856 LIBOR 6 M 98,000.00 97,500.00 5/1/03 3.375 81617839 LIBOR 6 M 148,500.00 148,500.00 5/1/03 3.375 108115510 LIBOR 6 M 185,500.00 185,500.00 5/1/03 3.375 108036732 LIBOR 6 M 191,750.00 191,750.00 5/1/03 3.375 108141599 LIBOR 6 M 195,000.00 195,000.00 5/1/03 3.375 81410631 LIBOR 6 M 220,500.00 220,500.00 5/1/03 3.375 108167032 LIBOR 6 M 301,900.00 301,900.00 5/1/03 3.375 81336190 LIBOR 6 M 342,000.00 342,000.00 5/1/03 3.375 81569188 LIBOR 6 M 358,750.00 357,750.00 5/1/03 3.375 81527160 LIBOR 6 M 424,600.00 424,000.00 5/1/03 3.375 108148776 LIBOR 6 M 618,750.00 618,750.00 5/1/03 3.375 81482606 LIBOR 6 M 72,000.00 72,000.00 5/1/03 3.500 108020025 LIBOR 1 M 174,000.00 174,000.00 5/1/03 3.500 81381543 LIBOR 6 M 566,000.00 566,000.00 5/1/03 3.375 81456469 LIBOR 6 M 245,600.00 245,600.00 5/1/03 3.500 81376386 LIBOR 6 M 224,000.00 224,000.00 5/1/03 3.000 108106451 LIBOR 6 M 487,500.00 487,500.00 5/1/03 3.000 106648777 LIBOR 6 M 180,000.00 180,000.00 5/1/03 3.375 108050949 LIBOR 1 M 181,400.00 181,400.00 5/1/03 3.500 107947392 LIBOR 6 M 535,000.00 533,000.00 5/1/03 3.500 107671588 LIBOR 6 M 215,000.00 196,000.00 5/1/03 2.875 107979999 LIBOR 6 M 399,000.00 398,999.99 5/1/03 3.250 107937070 LIBOR 6 M 228,000.00 227,999.99 5/1/03 3.375 108040601 LIBOR 6 M 435,000.00 434,000.00 5/1/03 3.000 81475204 LIBOR 6 M 650,000.00 649,000.00 5/1/03 3.125 107739955 LIBOR 6 M 144,000.00 143,914.33 5/1/03 3.000 81465353 LIBOR 6 M 233,750.00 233,750.00 5/1/03 2.625
108064718 LIBOR 6 M 425,000.00 425,000.00 5/1/03 3.125 81586521 LIBOR 6 M 484,400.00 484,400.00 5/1/03 3.125 108025719 LIBOR 6 M 628,600.00 628,600.00 5/1/03 3.125 81412850 LIBOR 6 M 136,500.00 136,500.00 5/1/03 3.250 108031006 LIBOR 6 M 399,000.00 398,999.99 5/1/03 3.250 81488660 LIBOR 6 M 525,000.00 525,000.00 5/1/03 3.375 81392961 LIBOR 6 M 568,000.00 568,000.00 5/1/03 3.375 81353518 LIBOR 6 M 273,000.00 270,000.00 5/1/03 3.500 108105776 LIBOR 6 M 598,000.00 598,000.00 5/1/03 3.125 108043597 LIBOR 6 M 50,000.00 50,000.00 5/1/03 3.250 108115395 LIBOR 1 M 650,000.00 650,000.00 5/1/03 2.750 106509417 LIBOR 6 M 304,000.00 302,641.76 5/1/03 3.500 106676083 LIBOR 6 M 309,600.00 307,152.70 5/1/03 3.125 106665151 LIBOR 1 M 131,220.00 131,192.51 5/1/03 3.250 80236656 LIBOR 6 M 240,000.00 239,459.87 5/1/03 4.000 106345937 LIBOR 6 M 194,750.00 194,750.00 5/1/03 3.500 9402390471624 LIBOR 6 M 400,000.00 399,926.76 5/1/03 2.875 81480816 LIBOR 6 M 335,000.00 335,000.00 5/1/03 3.125 81204372 LIBOR 6 M 1,151,017.00 1,151,017.00 5/1/03 3.375 81387813 LIBOR 1 M 156,000.00 156,000.00 5/1/03 3.250 81430316 LIBOR 6 M 307,000.00 307,000.00 5/1/03 3.375 81518904 LIBOR 6 M 82,800.00 82,800.00 5/1/03 3.375 81544876 LIBOR 6 M 201,000.00 201,000.00 5/1/03 3.375 81550261 LIBOR 6 M 163,000.00 163,000.00 5/1/03 3.375 81559874 LIBOR 6 M 440,000.00 440,000.00 5/1/03 2.875 81569683 LIBOR 1 M 120,000.00 120,000.00 5/1/03 3.250 81570137 LIBOR 6 M 163,000.00 163,000.00 5/1/03 3.375 81610552 LIBOR 6 M 248,000.00 248,000.00 5/1/03 3.125 81610958 LIBOR 6 M 460,000.00 460,000.00 5/1/03 3.375 81636227 LIBOR 6 M 50,000.00 50,000.00 5/1/03 3.250 107909269 LIBOR 1 M 383,000.00 383,000.00 5/1/03 3.250 108035064 LIBOR 6 M 1,860,000.00 1,860,000.00 5/1/03 3.250 108116484 LIBOR 6 M 124,200.00 124,200.00 5/1/03 3.250 108171166 LIBOR 6 M 534,000.00 534,000.00 5/1/03 3.250 108187154 LIBOR 1 M 200,000.00 200,000.00 5/1/03 3.250 108189762 LIBOR 6 M 125,500.00 125,439.25 5/1/03 3.375 108190406 LIBOR 6 M 999,950.00 999,950.00 5/1/03 3.250 108208836 LIBOR 6 M 100,000.00 100,000.00 5/1/03 3.375 108209867 LIBOR 6 M 180,500.00 180,500.00 5/1/03 3.250 108213513 LIBOR 6 M 245,000.00 245,000.00 5/1/03 3.375 108224684 LIBOR 6 M 350,000.00 350,000.00 5/1/03 3.375 9402390474502 LIBOR 1 M 707,680.00 707,680.00 5/1/03 2.750 9402390473069 LIBOR 1 M 700,000.00 700,000.00 5/1/03 2.750 9402390476344 LIBOR 1 M 700,000.00 700,000.00 5/1/03 2.875 9402390473486 LIBOR 1 M 610,000.00 610,000.00 5/1/03 2.750 9402390472181 LIBOR 1 M 593,000.00 593,000.00 5/1/03 2.875 9402390476384 LIBOR 1 M 584,000.00 584,000.00 5/1/03 2.875 9402390472824 LIBOR 1 M 565,000.00 565,000.00 5/1/03 2.750 9402390472864 LIBOR 1 M 560,000.00 560,000.00 5/1/03 2.750 9402390475807 LIBOR 1 M 540,000.00 540,000.00 5/1/03 2.875 9402390476192 LIBOR 1 M 500,000.00 500,000.00 5/1/03 2.750
9402390468882 LIBOR 1 M 491,600.00 491,600.00 5/1/03 2.750 9402390471195 LIBOR 1 M 484,500.00 484,500.00 5/1/03 2.750 9402390474457 LIBOR 1 M 480,000.00 480,000.00 5/1/03 2.750 9402390473065 LIBOR 1 M 422,000.00 422,000.00 5/1/03 2.750 9402390475215 LIBOR 1 M 420,000.00 420,000.00 5/1/03 3.000 9402390473046 LIBOR 1 M 412,000.00 412,000.00 5/1/03 2.750 9402390473462 LIBOR 1 M 400,000.00 400,000.00 5/1/03 2.750 9402390474489 LIBOR 1 M 400,000.00 400,000.00 5/1/03 2.750 9402390474488 LIBOR 1 M 395,000.00 395,000.00 5/1/03 2.750 9402390474400 LIBOR 1 M 384,000.00 384,000.00 5/1/03 2.750 9402390474971 LIBOR 1 M 369,000.00 369,000.00 5/1/03 2.875 9402390473080 LIBOR 1 M 340,000.00 340,000.00 5/1/03 2.750 9402390474779 LIBOR 1 M 333,000.00 333,000.00 5/1/03 2.750 9402390474855 LIBOR 1 M 327,000.00 327,000.00 5/1/03 2.875 9402390475084 LIBOR 1 M 320,800.00 320,800.00 5/1/03 2.875 9402390474578 LIBOR 1 M 313,800.00 313,800.00 5/1/03 2.750 9402390473532 LIBOR 1 M 313,600.00 313,600.00 5/1/03 2.750 9402390476295 LIBOR 1 M 297,200.00 297,200.00 5/1/03 2.750 9402390476365 LIBOR 1 M 287,000.00 287,000.00 5/1/03 2.750 9402390474893 LIBOR 1 M 282,100.00 282,100.00 5/1/03 2.875 9402390474748 LIBOR 1 M 276,000.00 276,000.00 5/1/03 2.750 9402390476363 LIBOR 1 M 273,000.00 273,000.00 5/1/03 2.875 9402390476461 LIBOR 1 M 265,980.00 265,980.00 5/1/03 2.875 9402390475829 LIBOR 1 M 218,000.00 218,000.00 5/1/03 2.875 9402390474678 LIBOR 1 M 200,000.00 200,000.00 5/1/03 2.750 9402390474787 LIBOR 1 M 200,000.00 200,000.00 5/1/03 2.750 9402390475027 LIBOR 1 M 200,000.00 200,000.00 5/1/03 2.750 9402390475082 LIBOR 1 M 200,000.00 200,000.00 5/1/03 2.875 9402390472807 LIBOR 1 M 160,000.00 160,000.00 5/1/03 2.750 9402390473418 LIBOR 1 M 156,000.00 156,000.00 5/1/03 2.750 9402390473481 LIBOR 1 M 140,000.00 140,000.00 5/1/03 2.750 9402390475880 LIBOR 1 M 90,000.00 90,000.00 5/1/03 2.750 9402390475881 LIBOR 1 M 90,000.00 90,000.00 5/1/03 2.750 9402390474586 LIBOR 6 M 2,000,000.00 2,000,000.00 5/1/03 2.875 9402390474641 LIBOR 6 M 2,000,000.00 2,000,000.00 5/1/03 2.875 9402390476219 LIBOR 6 M 1,852,000.00 1,852,000.00 5/1/03 2.875 9402390475785 LIBOR 6 M 1,785,000.00 1,785,000.00 5/1/03 2.875 9402390473491 LIBOR 6 M 1,400,000.00 1,400,000.00 5/1/03 2.875 9402390472087 LIBOR 6 M 1,260,000.00 1,260,000.00 5/1/03 2.875 9402390476131 LIBOR 6 M 999,999.00 999,999.00 5/1/03 2.875 9402390473611 LIBOR 6 M 995,000.00 995,000.00 5/1/03 3.375 9402390475888 LIBOR 6 M 960,000.00 960,000.00 5/1/03 3.000 9402390474891 LIBOR 6 M 772,500.00 772,500.00 5/1/03 3.000 9402390473467 LIBOR 6 M 640,000.00 640,000.00 5/1/03 2.875 9402390474991 LIBOR 6 M 640,000.00 640,000.00 5/1/03 2.875 9402390476135 LIBOR 6 M 640,000.00 640,000.00 5/1/03 2.875 9402390476308 LIBOR 6 M 615,000.00 615,000.00 5/1/03 2.875 9402390476656 LIBOR 6 M 552,000.00 552,000.00 5/1/03 2.875 9402390472292 LIBOR 6 M 544,000.00 544,000.00 5/1/03 2.875 9402390473526 LIBOR 6 M 535,000.00 535,000.00 5/1/03 3.375 9402390476290 LIBOR 6 M 499,200.00 499,200.00 5/1/03 3.000
9402390475672 LIBOR 6 M 476,000.00 476,000.00 5/1/03 3.000 9402390476156 LIBOR 6 M 440,000.00 440,000.00 5/1/03 2.875 9402390476038 LIBOR 6 M 412,000.00 412,000.00 5/1/03 3.000 9402390476191 LIBOR 6 M 387,800.00 387,800.00 5/1/03 2.875 9402390476150 LIBOR 6 M 373,000.00 373,000.00 5/1/03 2.875 9402390474577 LIBOR 6 M 369,600.00 369,600.00 5/1/03 2.875 9402390476206 LIBOR 6 M 355,000.00 355,000.00 5/1/03 2.875 9402390473339 LIBOR 6 M 340,000.00 340,000.00 5/1/03 2.875 9402390474721 LIBOR 6 M 328,000.00 328,000.00 5/1/03 3.000 9402390475668 LIBOR 6 M 316,000.00 316,000.00 5/1/03 2.875 9402390476428 LIBOR 6 M 312,000.00 312,000.00 5/1/03 3.000 9402390473093 LIBOR 6 M 300,000.00 300,000.00 5/1/03 2.875 9402390473022 LIBOR 6 M 297,500.00 297,500.00 5/1/03 2.875 9402390475955 LIBOR 6 M 293,500.00 293,500.00 5/1/03 3.000 9402390475720 LIBOR 6 M 270,520.00 270,520.00 5/1/03 2.875 9402390474768 LIBOR 6 M 260,000.00 260,000.00 5/1/03 2.875 9402390474918 LIBOR 6 M 260,000.00 260,000.00 5/1/03 2.875 9402390474412 LIBOR 6 M 259,000.00 259,000.00 5/1/03 2.875 9402390468884 LIBOR 6 M 257,600.00 257,600.00 5/1/03 2.875 9402390474706 LIBOR 6 M 256,000.00 256,000.00 5/1/03 2.875 9402390474996 LIBOR 6 M 253,000.00 253,000.00 5/1/03 2.875 9402390475225 LIBOR 6 M 233,384.00 233,384.00 5/1/03 2.875 9402390474077 LIBOR 6 M 232,000.00 232,000.00 5/1/03 2.875 9402390474783 LIBOR 6 M 226,320.00 226,320.00 5/1/03 2.875 9402390472805 LIBOR 6 M 220,000.00 220,000.00 5/1/03 2.875 9402390475073 LIBOR 6 M 219,000.00 219,000.00 5/1/03 3.000 9402390473383 LIBOR 6 M 218,000.00 218,000.00 5/1/03 2.750 9402390472829 LIBOR 6 M 217,600.00 217,600.00 5/1/03 2.875 9402390476504 LIBOR 6 M 216,000.00 216,000.00 5/1/03 3.000 9402390475685 LIBOR 6 M 213,500.00 213,500.00 5/1/03 2.875 9402390474823 LIBOR 6 M 213,000.00 213,000.00 5/1/03 3.000 9402390473427 LIBOR 6 M 212,000.00 212,000.00 5/1/03 2.875 9402390474767 LIBOR 6 M 212,000.00 212,000.00 5/1/03 2.875 9402390474729 LIBOR 6 M 210,000.00 210,000.00 5/1/03 2.875 9402390474998 LIBOR 6 M 209,000.00 209,000.00 5/1/03 2.875 9402390475124 LIBOR 6 M 208,000.00 208,000.00 5/1/03 3.000 9402390476246 LIBOR 6 M 208,000.00 208,000.00 5/1/03 2.875 9402390473064 LIBOR 6 M 205,000.00 205,000.00 5/1/03 2.875 9402390475676 LIBOR 6 M 203,860.00 203,860.00 5/1/03 2.875 9402390475188 LIBOR 6 M 202,000.00 202,000.00 5/1/03 2.875 9402390473020 LIBOR 6 M 200,000.00 200,000.00 5/1/03 2.875 9402390474460 LIBOR 6 M 200,000.00 200,000.00 5/1/03 2.875 9402390474481 LIBOR 6 M 200,000.00 200,000.00 5/1/03 2.875 9402390474612 LIBOR 6 M 200,000.00 200,000.00 5/1/03 2.875 9402390474861 LIBOR 6 M 200,000.00 200,000.00 5/1/03 3.000 9402390475772 LIBOR 6 M 200,000.00 200,000.00 5/1/03 2.875 9402390473463 LIBOR 6 M 195,000.00 195,000.00 5/1/03 2.875 9402390475661 LIBOR 6 M 192,500.00 192,500.00 5/1/03 2.875 9402390474388 LIBOR 6 M 185,000.00 185,000.00 5/1/03 2.875 9402390476258 LIBOR 6 M 184,000.00 184,000.00 5/1/03 2.875 9402390474899 LIBOR 6 M 180,000.00 180,000.00 5/1/03 3.000
9402390474600 LIBOR 6 M 175,000.00 175,000.00 5/1/03 2.875 9402390474374 LIBOR 6 M 174,400.00 174,400.00 5/1/03 2.875 9402390472163 LIBOR 6 M 173,900.00 173,900.00 5/1/03 2.875 9402390473097 LIBOR 6 M 172,000.00 172,000.00 5/1/03 2.875 9402390473473 LIBOR 6 M 170,000.00 170,000.00 5/1/03 2.875 9402390476460 LIBOR 6 M 170,000.00 170,000.00 5/1/03 3.000 9402390474635 LIBOR 6 M 169,040.00 169,040.00 5/1/03 2.875 9402390472870 LIBOR 6 M 169,000.00 169,000.00 5/1/03 2.875 9402390473485 LIBOR 6 M 169,000.00 169,000.00 5/1/03 2.875 9402390474741 LIBOR 6 M 168,000.00 168,000.00 5/1/03 2.875 9402390476377 LIBOR 6 M 165,500.00 165,500.00 5/1/03 3.000 9402390474681 LIBOR 6 M 165,000.00 165,000.00 5/1/03 2.875 9402390473429 LIBOR 6 M 164,800.00 164,800.00 5/1/03 2.875 9402390473355 LIBOR 6 M 160,000.00 160,000.00 5/1/03 2.875 9402390474776 LIBOR 6 M 160,000.00 160,000.00 5/1/03 2.875 9402390475035 LIBOR 6 M 160,000.00 160,000.00 5/1/03 2.875 9402390476182 LIBOR 6 M 160,000.00 160,000.00 5/1/03 2.875 9402390475878 LIBOR 6 M 158,000.00 158,000.00 5/1/03 3.000 9402390473569 LIBOR 6 M 157,600.00 157,600.00 5/1/03 2.875 9402390473320 LIBOR 6 M 156,000.00 156,000.00 5/1/03 2.875 9402390474634 LIBOR 6 M 155,000.00 155,000.00 5/1/03 2.875 9402390474679 LIBOR 6 M 152,800.00 152,800.00 5/1/03 2.875 9402390475230 LIBOR 6 M 152,000.00 152,000.00 5/1/03 2.875 9402390475904 LIBOR 6 M 151,440.00 151,440.00 5/1/03 2.875 9402390475165 LIBOR 6 M 150,600.00 150,600.00 5/1/03 3.000 9402390473516 LIBOR 6 M 150,000.00 150,000.00 5/1/03 2.875 9402390474683 LIBOR 6 M 150,000.00 150,000.00 5/1/03 2.875 9402390475689 LIBOR 6 M 150,000.00 150,000.00 5/1/03 3.500 9402390475827 LIBOR 6 M 150,000.00 150,000.00 5/1/03 3.000 9402390472811 LIBOR 6 M 148,000.00 148,000.00 5/1/03 2.875 9402390474631 LIBOR 6 M 148,000.00 148,000.00 5/1/03 2.875 9402390475719 LIBOR 6 M 147,400.00 147,400.00 5/1/03 2.875 9402390474760 LIBOR 6 M 147,000.00 147,000.00 5/1/03 2.875 9402390475630 LIBOR 6 M 145,400.00 145,400.00 5/1/03 2.875 9402390474636 LIBOR 6 M 145,000.00 145,000.00 5/1/03 2.875 9402390475707 LIBOR 6 M 144,000.00 144,000.00 5/1/03 2.875 9402390475219 LIBOR 6 M 143,000.00 143,000.00 5/1/03 3.000 9402390473614 LIBOR 6 M 142,400.00 142,400.00 5/1/03 2.875 9402390474702 LIBOR 6 M 141,000.00 141,000.00 5/1/03 2.875 9402390473620 LIBOR 6 M 140,000.00 140,000.00 5/1/03 2.875 9402390476289 LIBOR 6 M 140,000.00 140,000.00 5/1/03 3.000 9402390476429 LIBOR 6 M 140,000.00 140,000.00 5/1/03 3.000 9402390474710 LIBOR 6 M 136,000.00 136,000.00 5/1/03 2.875 9402390474792 LIBOR 6 M 134,400.00 134,400.00 5/1/03 2.875 9402390472334 LIBOR 6 M 131,200.00 131,200.00 5/1/03 2.875 9402390473583 LIBOR 6 M 131,000.00 131,000.00 5/1/03 2.875 9402390472944 LIBOR 6 M 129,000.00 129,000.00 5/1/03 2.875 9402390476209 LIBOR 6 M 127,000.00 127,000.00 5/1/03 2.875 9402390476325 LIBOR 6 M 124,400.00 124,400.00 5/1/03 3.000 9402390473183 LIBOR 6 M 124,000.00 124,000.00 5/1/03 2.875 9402390474796 LIBOR 6 M 123,200.00 123,200.00 5/1/03 2.875
9402390475112 LIBOR 6 M 122,312.00 122,312.00 5/1/03 3.000 9402390475693 LIBOR 6 M 121,800.00 121,800.00 5/1/03 2.875 9402390473415 LIBOR 6 M 110,000.00 110,000.00 5/1/03 2.875 9402390476068 LIBOR 6 M 110,000.00 110,000.00 5/1/03 3.000 9402390476210 LIBOR 6 M 93,000.00 93,000.00 5/1/03 2.875 9402390468965 LIBOR 6 M 91,700.00 91,700.00 5/1/03 2.875 9402390474456 LIBOR 6 M 90,000.00 90,000.00 5/1/03 2.875 9402390473461 LIBOR 6 M 82,500.00 82,500.00 5/1/03 2.875 9402390473314 LIBOR 6 M 81,600.00 81,600.00 5/1/03 2.875 9402390475658 LIBOR 6 M 80,000.00 80,000.00 5/1/03 2.875 9402390475039 LIBOR 6 M 69,000.00 69,000.00 5/1/03 2.875 9402390476471 LIBOR 6 M 139,920.00 139,920.00 5/1/03 3.250 9402390474498 LIBOR 1 M 350,000.00 350,000.00 5/1/03 3.250 9402390475040 LIBOR 6 M 301,000.00 301,000.00 5/1/03 3.250 9402390475041 LIBOR 6 M 200,000.00 200,000.00 5/1/03 3.250 9402390475684 LIBOR 6 M 1,480,000.00 1,480,000.00 5/1/03 3.375 9402390476153 LIBOR 6 M 1,000,000.00 1,000,000.00 5/1/03 3.375 9402390475111 LIBOR 6 M 689,000.00 689,000.00 5/1/03 3.375 9402390474997 LIBOR 6 M 600,000.00 600,000.00 5/1/03 3.375 9402390474972 LIBOR 6 M 540,000.00 540,000.00 5/1/03 3.500 9402390473592 LIBOR 6 M 530,000.00 530,000.00 5/1/03 3.375 9402390475897 LIBOR 6 M 234,400.00 234,400.00 5/1/03 3.375 - ------------- --------------------------------- 378 127,898,162.00 127,828,745.18 ============= =================================
Net Coupon Original P&I Gross Margin Maximum Rate Origination Date First Payment Date 2.750 312.50 1.750 12.00 3/28/02 5/1/02 2.625 754.50 1.625 12.00 11/11/02 1/1/03 2.875 834.17 1.875 12.00 11/13/02 1/1/03 3.500 361.44 2.125 12.00 11/25/02 1/1/03 2.750 389.82 1.750 12.00 8/27/02 10/1/02 2.500 541.31 1.500 12.00 8/26/02 10/1/02 3.000 896.62 1.875 12.00 12/5/02 2/1/03 3.000 906.75 2.000 12.00 12/16/02 2/1/03 3.125 664.98 2.000 12.00 12/12/02 2/1/03 2.500 1,589.10 1.500 12.00 12/20/02 2/1/03 2.625 720.00 1.625 12.00 1/10/03 3/1/03 2.875 1,245.83 1.875 12.00 1/17/03 3/1/03 3.000 1,406.25 2.000 12.00 1/24/03 3/1/03 3.125 459.38 2.125 12.00 1/27/03 3/1/03 3.125 1,042.71 2.125 12.00 1/22/03 3/1/03 3.000 1,125.00 2.000 12.00 1/28/03 3/1/03 2.875 1,080.63 1.875 12.00 3/3/03 4/1/03 2.500 754.93 1.500 12.00 3/10/03 5/1/03 2.875 479.38 1.875 12.00 2/28/03 4/1/03 2.875 316.33 1.875 12.00 2/25/03 4/1/03 3.125 1,299.96 2.125 12.00 3/13/03 5/1/03 2.625 1,375.00 1.625 12.00 3/5/03 5/1/03 2.875 670.31 2.000 12.00 3/17/03 5/1/03 2.875 842.97 2.000 12.00 3/18/03 5/1/03 2.875 820.63 1.875 12.00 3/7/03 5/1/03 3.125 1,093.75 2.125 12.00 3/5/03 5/1/03 2.875 966.88 1.875 12.00 2/13/03 4/1/03 2.875 303.33 1.875 12.00 3/14/03 5/1/03 3.000 829.69 2.125 12.00 3/19/03 5/1/03 2.750 1,064.45 1.875 12.00 3/17/03 5/1/03 2.875 1,462.50 1.875 12.00 3/18/03 5/1/03 2.625 417.50 1.625 12.00 3/20/03 5/1/03 2.875 823.33 2.125 12.00 3/18/03 5/1/03 3.000 619.88 2.125 12.00 3/20/03 5/1/03 2.875 2,705.63 2.125 12.00 3/17/03 5/1/03 2.875 2,708.20 2.000 12.00 3/24/03 5/1/03 3.000 222.19 2.125 12.00 3/24/03 5/1/03 3.000 265.78 2.000 12.00 3/17/03 5/1/03 3.000 305.86 2.125 12.00 3/24/03 5/1/03 3.000 435.94 2.125 12.00 3/11/03 5/1/03 3.125 2,450.00 2.125 12.00 1/27/03 3/1/03 2.750 721.35 1.750 12.00 1/30/03 3/1/03 2.750 227.86 1.875 12.00 3/24/03 5/1/03 2.750 312.50 1.875 12.00 3/24/03 5/1/03 2.750 520.83 1.875 12.00 3/25/03 5/1/03 2.750 533.33 1.875 12.00 3/24/03 5/1/03 2.750 708.33 1.875 12.00 3/20/03 5/1/03 2.750 1,231.77 1.875 12.00 3/21/03 5/1/03 2.875 227.50 2.125 12.00 3/26/03 5/1/03 2.875 487.50 1.875 12.00 3/10/03 5/1/03
2.875 503.75 1.875 12.00 3/25/03 5/1/03 2.875 565.50 1.875 12.00 3/24/03 5/1/03 2.875 733.96 1.875 12.00 3/18/03 5/1/03 2.875 765.78 1.875 12.00 3/18/03 5/1/03 2.875 866.67 2.125 12.00 3/25/03 5/1/03 2.875 917.04 1.875 12.00 3/19/03 5/1/03 2.875 975.00 1.875 12.00 3/17/03 5/1/03 2.875 1,597.92 2.125 12.00 3/17/03 5/1/03 3.000 445.78 2.125 12.00 3/19/03 5/1/03 3.000 452.81 2.125 12.00 3/20/03 5/1/03 3.000 510.75 2.125 12.00 3/21/03 5/1/03 3.000 680.63 2.125 12.00 3/18/03 5/1/03 3.000 843.75 2.000 12.00 3/18/03 5/1/03 3.000 1,010.39 2.125 12.00 3/12/03 5/1/03 3.000 1,033.59 2.000 12.00 3/14/03 5/1/03 3.000 1,223.44 2.125 12.00 3/18/03 5/1/03 3.000 1,316.25 2.000 12.00 3/25/03 5/1/03 3.000 4,190.63 2.125 12.00 3/24/03 5/1/03 3.125 764.17 2.125 12.00 3/20/03 5/1/03 3.125 2,916.67 2.125 12.00 3/20/03 5/1/03 3.250 319.00 2.125 12.00 3/19/03 5/1/03 3.000 1,448.44 2.000 12.00 3/6/03 5/1/03 3.000 2,790.00 2.125 12.00 3/22/03 5/1/03 2.375 457.19 1.500 12.00 3/25/03 5/1/03 2.375 217.71 1.500 12.00 3/25/03 5/1/03 3.125 497.88 2.125 12.00 3/7/03 5/1/03 2.625 233.00 1.750 12.00 3/21/03 5/1/03 2.750 428.39 2.000 12.00 3/20/03 5/1/03 2.750 433.20 1.875 12.00 3/26/03 5/1/03 2.875 536.25 2.000 12.00 3/20/03 5/1/03 2.750 627.60 1.875 12.00 3/25/03 5/1/03 2.750 730.08 1.875 12.00 3/26/03 5/1/03 2.750 768.23 1.875 12.00 3/25/03 5/1/03 2.750 802.08 2.000 12.00 3/24/03 5/1/03 2.750 1,088.54 1.875 12.00 3/24/03 5/1/03 2.750 1,489.58 1.875 12.00 3/20/03 5/1/03 2.875 170.63 1.875 12.00 3/14/03 5/1/03 2.875 346.67 2.125 12.00 3/27/03 5/1/03 2.875 863.96 1.875 12.00 3/11/03 5/1/03 2.875 1,320.31 2.125 12.00 3/25/03 5/1/03 2.875 1,584.38 2.125 12.00 3/17/03 5/1/03 2.875 2,708.33 2.125 12.00 3/19/03 5/1/03 3.000 270.00 2.000 12.00 3/18/03 5/1/03 3.000 329.06 2.125 12.00 3/26/03 5/1/03 3.000 396.56 2.125 12.00 3/21/03 5/1/03 3.000 549.28 1.875 12.00 3/21/03 5/1/03 3.000 610.31 2.125 12.00 3/26/03 5/1/03 3.000 826.88 2.125 12.00 3/19/03 5/1/03 3.000 914.06 2.125 12.00 3/27/03 5/1/03 3.000 1,828.13 2.000 12.00 3/17/03 5/1/03 3.000 1,867.50 2.000 12.00 3/10/03 5/1/03
3.000 2,362.50 2.125 12.00 3/22/03 5/1/03 3.125 300.13 2.125 12.00 3/19/03 5/1/03 3.125 472.30 2.125 12.00 3/25/03 5/1/03 3.125 936.54 2.125 12.00 3/20/03 5/1/03 2.625 1,184.25 1.625 12.00 3/5/03 5/1/03 3.125 338.04 2.125 12.00 1/13/03 3/1/03 3.125 1,582.29 2.125 12.00 1/24/03 3/1/03 2.875 288.96 1.875 12.00 7/3/02 9/1/02 2.750 723.96 1.875 12.00 3/20/03 5/1/03 2.875 629.69 1.875 12.00 3/24/03 5/1/03 2.875 1,083.33 2.000 12.00 3/24/03 5/1/03 2.875 1,733.47 2.000 12.00 3/27/03 5/1/03 3.000 351.56 2.125 12.00 3/31/03 5/1/03 3.000 1,828.13 2.000 12.00 3/25/03 5/1/03 3.125 433.53 2.125 12.00 3/21/03 5/1/03 2.500 1,340.47 1.625 12.00 3/24/03 5/1/03 2.500 1,760.94 1.625 12.00 4/7/03 6/1/03 2.625 318.50 1.750 12.00 3/31/03 5/1/03 2.625 497.50 1.625 12.00 3/31/03 5/1/03 2.750 429.17 1.875 12.00 3/14/03 5/1/03 2.875 477.34 2.000 12.00 3/24/03 5/1/03 2.875 677.08 2.000 12.00 3/27/03 5/1/03 2.875 980.42 1.875 12.00 3/24/03 5/1/03 2.875 1,249.63 1.875 12.00 3/26/03 5/1/03 3.000 275.63 2.125 12.00 3/24/03 5/1/03 3.000 417.66 2.125 12.00 3/31/03 5/1/03 3.000 521.72 2.125 12.00 4/1/03 6/1/03 3.000 539.30 2.125 12.00 3/21/03 5/1/03 3.000 548.44 2.125 12.00 3/27/03 5/1/03 3.000 620.16 2.125 12.00 3/21/03 5/1/03 3.000 849.09 2.125 12.00 4/3/03 5/1/03 3.000 961.88 2.125 12.00 3/27/03 5/1/03 3.000 1,008.98 2.125 12.00 3/24/03 5/1/03 3.000 1,194.19 2.125 12.00 4/1/03 5/1/03 3.000 1,740.23 2.125 12.00 4/3/03 5/1/03 3.125 210.00 2.125 12.00 4/2/03 6/1/03 3.125 507.50 2.125 12.00 3/26/03 5/1/03 3.000 1,591.88 2.125 12.00 3/31/03 5/1/03 3.125 716.33 2.125 12.00 3/19/03 5/1/03 2.625 560.00 1.625 12.00 3/25/03 5/1/03 2.625 1,218.75 1.750 12.00 4/2/03 6/1/03 3.000 450.00 1.625 12.00 8/15/02 10/1/02 3.125 529.08 2.125 12.00 3/17/03 5/1/03 3.125 1,560.42 2.125 12.00 3/14/03 5/1/03 2.500 469.58 1.750 12.00 3/17/03 5/1/03 2.875 1,080.63 1.875 12.00 3/22/03 5/1/03 3.000 641.25 2.000 12.00 2/26/03 4/1/03 2.625 1,087.50 1.875 12.00 3/20/03 5/1/03 2.750 1,692.71 1.875 12.00 3/20/03 5/1/03 2.625 360.00 1.625 12.00 3/14/03 5/1/03 2.250 511.33 1.375 12.00 3/21/03 5/1/03
2.750 1,106.77 1.750 12.00 3/24/03 5/1/03 2.750 1,261.46 1.875 12.00 3/26/03 5/1/03 2.750 1,636.98 2.000 12.00 3/17/03 5/1/03 2.875 369.69 1.875 12.00 3/18/03 5/1/03 2.875 1,080.63 2.125 12.00 3/20/03 5/1/03 3.000 1,476.56 2.125 12.00 3/24/03 5/1/03 3.000 1,597.50 2.125 12.00 3/20/03 5/1/03 3.125 796.25 2.125 12.00 3/18/03 5/1/03 2.750 1,557.29 1.875 12.00 3/14/03 5/1/03 2.875 135.42 1.875 12.00 3/5/03 5/1/03 2.375 1,489.58 1.375 12.00 3/20/03 5/1/03 3.125 883.05 2.125 12.00 7/8/02 9/1/02 2.750 800.66 1.750 12.00 7/15/02 9/1/02 2.875 355.31 1.875 12.00 7/10/02 9/1/02 3.625 699.88 2.000 12.00 6/24/02 8/1/02 3.125 568.02 2.125 12.00 7/18/02 9/1/02 2.500 958.33 1.625 12.00 3/20/03 5/1/03 2.750 872.40 1.875 12.00 4/1/03 6/1/03 3.000 3,237.24 2.125 12.00 4/7/03 5/1/03 2.875 422.50 1.875 12.00 4/2/03 5/1/03 3.000 863.44 2.125 12.00 4/4/03 6/1/03 3.000 232.88 2.125 12.00 3/28/03 6/1/03 3.000 565.31 2.125 12.00 4/4/03 6/1/03 3.000 458.44 2.125 12.00 4/4/03 6/1/03 2.500 1,054.17 1.625 12.00 4/4/03 6/1/03 2.875 325.00 1.875 12.00 4/1/03 5/1/03 3.000 458.44 2.125 12.00 4/1/03 6/1/03 2.750 645.83 1.875 12.00 4/4/03 6/1/03 3.000 1,293.75 2.125 12.00 4/8/03 6/1/03 2.875 135.42 2.000 12.00 4/11/03 6/1/03 2.875 1,037.29 1.875 12.00 4/2/03 6/1/03 2.875 8,094.84 2.125 12.00 3/25/03 5/1/03 2.875 336.38 2.000 12.00 4/4/03 6/1/03 2.875 1,446.25 2.000 12.00 4/2/03 6/1/03 2.875 541.67 1.875 12.00 4/4/03 6/1/03 3.000 352.97 2.125 12.00 4/2/03 6/1/03 2.875 2,708.20 2.000 12.00 4/4/03 6/1/03 3.000 281.25 2.125 12.00 3/31/03 5/1/03 2.875 488.85 2.000 12.00 4/4/03 5/1/03 3.000 689.06 2.125 12.00 4/3/03 6/1/03 3.000 984.38 2.125 12.00 4/1/03 6/1/03 2.375 1,621.77 1.500 12.00 4/3/03 6/1/03 2.375 1,604.17 1.500 12.00 4/4/03 6/1/03 2.500 1,677.08 1.500 12.00 4/22/03 6/1/03 2.375 1,397.92 1.500 12.00 4/8/03 6/1/03 2.500 1,420.73 1.500 12.00 3/28/03 6/1/03 2.500 1,399.17 1.500 12.00 4/22/03 6/1/03 2.375 1,294.79 1.500 12.00 4/7/03 6/1/03 2.375 1,283.33 1.500 12.00 4/7/03 6/1/03 2.500 1,293.75 1.500 12.00 4/23/03 6/1/03 2.375 1,145.83 1.500 12.00 4/14/03 6/1/03
2.375 1,126.58 1.500 12.00 4/17/03 6/1/03 2.375 1,110.31 1.500 12.00 4/16/03 6/1/03 2.375 1,100.00 1.500 12.00 4/1/03 6/1/03 2.375 967.08 1.500 12.00 4/3/03 6/1/03 2.625 1,050.00 1.500 12.00 4/29/03 6/1/03 2.375 944.17 1.500 12.00 4/4/03 6/1/03 2.375 916.67 1.500 12.00 4/5/03 6/1/03 2.375 916.67 1.500 12.00 4/3/03 6/1/03 2.375 905.21 1.500 12.00 4/3/03 6/1/03 2.375 880.00 1.500 12.00 3/27/03 5/1/03 2.500 884.06 1.500 12.00 4/25/03 6/1/03 2.375 779.17 1.500 12.00 4/7/03 6/1/03 2.375 763.13 1.500 12.00 4/4/03 6/1/03 2.500 783.44 1.500 12.00 4/18/03 6/1/03 2.500 768.58 1.500 12.00 4/24/03 6/1/03 2.375 719.13 1.500 12.00 4/9/03 6/1/03 2.375 718.67 1.500 12.00 4/8/03 6/1/03 2.375 681.08 1.500 12.00 4/21/03 6/1/03 2.375 657.71 1.500 12.00 4/23/03 6/1/03 2.500 675.86 1.500 12.00 4/25/03 6/1/03 2.375 632.50 1.500 12.00 4/15/03 6/1/03 2.500 654.06 1.500 12.00 4/28/03 6/1/03 2.500 637.24 1.500 12.00 4/28/03 6/1/03 2.500 522.29 1.500 12.00 4/24/03 6/1/03 2.375 458.33 1.500 12.00 4/10/03 6/1/03 2.375 458.33 1.500 12.00 4/7/03 6/1/03 2.375 458.33 1.500 12.00 4/17/03 6/1/03 2.500 479.17 1.500 12.00 4/24/03 6/1/03 2.375 366.67 1.500 12.00 4/2/03 6/1/03 2.375 357.50 1.500 12.00 4/18/03 6/1/03 2.375 320.83 1.500 12.00 4/10/03 6/1/03 2.375 206.25 1.500 12.00 4/18/03 6/1/03 2.375 206.25 1.500 12.00 4/18/03 6/1/03 2.500 4,791.67 1.625 12.00 4/7/03 6/1/03 2.500 4,791.67 1.625 12.00 4/9/03 6/1/03 2.500 4,437.08 1.625 12.00 4/16/03 6/1/03 2.500 4,276.56 1.625 12.00 4/16/03 6/1/03 2.500 3,354.17 1.625 12.00 4/5/03 6/1/03 2.500 3,018.75 1.625 12.00 4/11/03 6/1/03 2.500 2,395.83 1.625 12.00 4/10/03 6/1/03 3.000 2,798.44 1.625 12.00 4/9/03 6/1/03 2.625 2,400.00 1.625 12.00 4/22/03 6/1/03 2.625 1,931.25 1.625 12.00 4/24/03 6/1/03 2.500 1,533.33 1.625 12.00 4/15/03 6/1/03 2.500 1,533.33 1.625 12.00 4/10/03 6/1/03 2.500 1,533.33 1.625 12.00 4/15/03 6/1/03 2.500 1,473.44 1.625 12.00 4/21/03 6/1/03 2.500 1,322.50 1.625 12.00 4/22/03 6/1/03 2.500 1,303.33 1.625 12.00 4/9/03 6/1/03 3.000 1,504.69 1.625 12.00 4/4/03 6/1/03 2.625 1,248.00 1.625 12.00 4/21/03 6/1/03
2.625 1,190.00 1.625 12.00 4/22/03 6/1/03 2.500 1,054.17 1.625 12.00 4/11/03 6/1/03 2.625 1,030.00 1.625 12.00 4/25/03 6/1/03 2.500 929.10 1.625 12.00 4/15/03 6/1/03 2.500 893.65 1.625 12.00 4/11/03 6/1/03 2.500 885.50 1.625 12.00 4/9/03 6/1/03 2.500 850.52 1.625 12.00 4/14/03 6/1/03 2.500 814.58 1.625 12.00 4/4/03 6/1/03 2.625 820.00 1.625 12.00 4/22/03 6/1/03 2.500 757.08 1.625 12.00 4/18/03 6/1/03 2.625 780.00 1.625 12.00 4/25/03 6/1/03 2.500 718.75 1.625 12.00 4/3/03 6/1/03 2.500 712.76 1.625 12.00 4/8/03 6/1/03 2.625 733.75 1.625 12.00 4/25/03 6/1/03 2.500 648.12 1.625 12.00 4/16/03 6/1/03 2.500 622.92 1.625 12.00 4/3/03 6/1/03 2.500 622.92 1.625 12.00 4/18/03 6/1/03 2.500 620.52 1.625 12.00 3/28/03 6/1/03 2.500 617.17 1.625 12.00 4/14/03 6/1/03 2.500 613.33 1.625 12.00 4/11/03 6/1/03 2.500 606.15 1.625 12.00 4/11/03 6/1/03 2.500 559.15 1.625 12.00 4/30/03 6/1/03 2.500 555.83 1.625 12.00 3/27/03 5/1/03 2.500 542.23 1.625 12.00 4/9/03 6/1/03 2.500 527.08 1.625 12.00 4/1/03 6/1/03 2.625 547.50 1.625 12.00 4/23/03 6/1/03 2.375 499.58 1.625 12.00 4/7/03 6/1/03 2.500 521.33 1.625 12.00 3/28/03 6/1/03 2.625 540.00 1.625 12.00 4/30/03 6/1/03 2.500 511.51 1.625 12.00 4/16/03 6/1/03 2.625 532.50 1.625 12.00 4/22/03 6/1/03 2.500 507.92 1.625 12.00 4/14/03 6/1/03 2.500 507.92 1.625 12.00 4/3/03 6/1/03 2.500 503.13 1.625 12.00 4/9/03 6/1/03 2.500 500.73 1.625 12.00 4/11/03 6/1/03 2.625 520.00 1.625 12.00 4/30/03 6/1/03 2.500 498.33 1.625 12.00 4/16/03 6/1/03 2.500 491.15 1.625 12.00 4/1/03 6/1/03 2.500 488.41 1.625 12.00 4/14/03 6/1/03 2.500 483.96 1.625 12.00 4/30/03 6/1/03 2.500 479.17 1.625 12.00 4/7/03 6/1/03 2.500 479.17 1.625 12.00 4/2/03 6/1/03 2.500 479.17 1.625 12.00 4/2/03 6/1/03 2.500 479.17 1.625 12.00 4/10/03 6/1/03 2.625 500.00 1.625 12.00 4/21/03 6/1/03 2.500 479.17 1.625 12.00 4/22/03 6/1/03 2.500 467.19 1.625 12.00 4/25/03 6/1/03 2.500 461.20 1.625 12.00 4/16/03 6/1/03 2.500 443.23 1.625 12.00 3/31/03 6/1/03 2.500 440.83 1.625 12.00 4/17/03 6/1/03 2.625 450.00 1.625 12.00 4/25/03 6/1/03
2.500 419.27 1.625 12.00 4/8/03 6/1/03 2.500 417.83 1.625 12.00 3/27/03 5/1/03 2.500 416.64 1.625 12.00 3/27/03 5/1/03 2.500 412.08 1.625 12.00 4/3/03 6/1/03 2.500 407.29 1.625 12.00 4/4/03 6/1/03 2.625 425.00 1.625 12.00 4/25/03 6/1/03 2.500 404.99 1.625 12.00 4/1/03 5/1/03 2.500 404.90 1.625 12.00 4/10/03 6/1/03 2.500 404.90 1.625 12.00 4/4/03 6/1/03 2.500 402.50 1.625 12.00 4/14/03 6/1/03 2.625 413.75 1.625 12.00 4/23/03 6/1/03 2.500 395.31 1.625 12.00 4/10/03 6/1/03 2.500 394.83 1.625 12.00 3/28/03 6/1/03 2.500 383.33 1.625 12.00 4/7/03 6/1/03 2.500 383.33 1.625 12.00 4/4/03 6/1/03 2.500 383.33 1.625 12.00 4/21/03 6/1/03 2.500 383.33 1.625 12.00 4/14/03 6/1/03 2.625 395.00 1.625 12.00 4/23/03 6/1/03 2.500 377.58 1.625 12.00 4/15/03 6/1/03 2.500 373.75 1.625 12.00 4/15/03 6/1/03 2.500 371.35 1.625 12.00 4/1/03 6/1/03 2.500 366.08 1.625 12.00 4/9/03 6/1/03 2.500 364.17 1.625 12.00 4/30/03 6/1/03 2.500 362.83 1.625 12.00 4/21/03 6/1/03 2.625 376.50 1.625 12.00 4/25/03 6/1/03 2.500 359.38 1.625 12.00 4/2/03 6/1/03 2.500 359.38 1.625 12.00 4/11/03 6/1/03 3.125 437.50 1.625 12.00 4/21/03 6/1/03 2.625 375.00 1.625 12.00 4/24/03 6/1/03 2.500 354.58 1.625 12.00 4/3/03 6/1/03 2.500 354.58 1.625 12.00 3/29/03 6/1/03 2.500 353.15 1.625 12.00 4/18/03 6/1/03 2.500 352.19 1.625 12.00 4/18/03 6/1/03 2.500 348.35 1.625 12.00 4/9/03 6/1/03 2.500 347.40 1.625 12.00 4/1/03 6/1/03 2.500 345.00 1.625 12.00 4/19/03 6/1/03 2.625 357.50 1.625 12.00 4/29/03 6/1/03 2.500 341.17 1.625 12.00 4/7/03 6/1/03 2.500 337.81 1.625 12.00 4/17/03 6/1/03 2.500 335.42 1.625 12.00 4/10/03 6/1/03 2.625 350.00 1.625 12.00 4/18/03 6/1/03 2.625 350.00 1.625 12.00 4/25/03 6/1/03 2.500 325.83 1.625 12.00 4/17/03 6/1/03 2.500 322.00 1.625 12.00 4/7/03 6/1/03 2.500 314.33 1.625 12.00 4/11/03 6/1/03 2.500 313.85 1.625 12.00 4/15/03 6/1/03 2.500 309.06 1.625 12.00 4/3/03 6/1/03 2.500 304.27 1.625 12.00 4/16/03 6/1/03 2.625 311.00 1.625 12.00 4/22/03 6/1/03 2.500 297.08 1.625 12.00 4/17/03 6/1/03 2.500 295.17 1.625 12.00 4/9/03 6/1/03
2.625 305.78 1.625 12.00 4/25/03 6/1/03 2.500 291.81 1.625 12.00 4/16/03 6/1/03 2.500 263.54 1.625 12.00 4/11/03 6/1/03 2.625 275.00 1.625 12.00 4/30/03 6/1/03 2.500 222.81 1.625 12.00 4/15/03 6/1/03 2.500 219.70 1.625 12.00 4/2/03 6/1/03 2.500 215.63 1.625 12.00 4/1/03 5/1/03 2.500 197.66 1.625 12.00 4/11/03 6/1/03 2.500 195.50 1.625 12.00 4/15/03 6/1/03 2.500 191.67 1.625 12.00 4/11/03 6/1/03 2.500 165.31 1.625 12.00 4/21/03 6/1/03 2.875 378.95 1.875 12.00 4/29/03 6/1/03 2.875 947.92 2.000 12.00 4/7/03 6/1/03 2.875 815.21 2.000 12.00 4/21/03 6/1/03 2.875 541.67 2.000 12.00 4/21/03 6/1/03 3.000 4,162.50 2.125 12.00 4/22/03 6/1/03 3.000 2,812.50 2.125 12.00 4/11/03 6/1/03 3.000 1,937.81 2.125 12.00 4/30/03 6/1/03 3.000 1,687.50 2.125 12.00 4/11/03 6/1/03 3.125 1,575.00 2.125 12.00 4/25/03 6/1/03 3.000 1,490.63 2.125 12.00 4/16/03 6/1/03 3.000 659.25 2.125 12.00 4/18/03 6/1/03
Maturity Date Original LTV Original ELTV Property Type Group 4/1/32 75.00 75.00 SF Pool1 12/1/27 73.97 74.00 SF Pool1 12/1/32 80.00 80.00 PD Pool2 12/1/32 80.00 80.00 4F Pool1 9/1/32 85.71 86.00 SF Pool2 9/1/32 77.84 78.00 PD Pool2 1/1/33 80.00 80.00 PD Pool2 1/1/33 74.99 75.00 PD Pool2 1/1/33 73.95 74.00 SF Pool1 1/1/28 70.00 70.00 2F Pool1 2/1/33 80.00 80.00 SF Pool2 2/1/33 80.00 80.00 SF Pool2 2/1/33 80.00 80.00 SF Pool2 2/1/33 78.36 78.36 SF Pool1 2/1/33 65.00 65.00 SF Pool2 2/1/33 72.73 72.73 PD Pool1 3/1/33 72.55 72.55 SF Pool1 4/1/33 76.85 76.85 SF Pool1 3/1/33 78.67 78.67 SF Pool1 3/1/33 80.00 80.00 PA Pool2 4/1/33 73.67 73.67 SF Pool2 4/1/33 53.66 53.66 SF Pool1 4/1/33 75.00 75.00 SF Pool2 4/1/33 75.00 75.00 SF Pool2 4/1/33 79.74 79.74 PD Pool2 4/1/33 78.45 78.45 PD Pool2 3/1/33 63.75 63.75 PD Pool2 4/1/33 76.71 76.71 SF Pool2 4/1/33 71.08 71.08 SF Pool2 4/1/33 75.00 75.00 SF Pool2 4/1/33 79.41 79.41 SF Pool2 4/1/33 79.15 79.15 PD Pool1 4/1/33 80.00 80.00 SF Pool2 4/1/33 94.94 94.94 SF Pool2 4/1/33 28.54 28.54 SF Pool2 4/1/33 69.20 69.20 PD Pool2 4/1/33 60.77 60.77 PD Pool2 4/1/33 73.83 73.83 SF Pool2 4/1/33 75.00 75.00 SF Pool1 4/1/33 58.49 58.49 PD Pool2 2/1/33 60.00 60.00 SF Pool2 2/1/33 55.40 55.40 SF Pool2 4/1/33 51.92 51.92 PD Pool2 4/1/33 75.00 75.00 SF Pool1 4/1/33 80.00 80.00 LC Pool2 4/1/33 68.27 68.27 SF Pool2 4/1/33 80.00 80.00 PD Pool1 4/1/33 78.83 78.83 PD Pool1 4/1/33 93.33 93.33 LC Pool2 4/1/33 49.32 49.32 SF Pool2
4/1/33 70.45 70.45 PD Pool2 4/1/33 80.00 80.00 SF Pool2 4/1/33 84.69 84.69 SF Pool2 4/1/33 74.80 74.80 PD Pool2 4/1/33 80.00 80.00 SF Pool1 4/1/33 71.28 71.28 PD Pool1 4/1/33 80.00 80.00 LC Pool1 4/1/33 67.82 67.82 SF Pool2 4/1/33 68.32 68.32 SF Pool1 4/1/33 76.67 76.67 PD Pool2 4/1/33 80.00 80.00 SF Pool1 4/1/33 76.83 76.83 PD Pool2 4/1/33 33.33 33.33 PD Pool1 4/1/33 75.63 75.63 PD Pool1 4/1/33 75.00 75.00 SF Pool2 4/1/33 57.24 57.24 SF Pool1 4/1/33 80.00 80.00 PD Pool2 4/1/33 54.58 54.58 SF Pool1 4/1/33 45.02 45.02 SF Pool1 4/1/33 45.45 45.45 SF Pool1 4/1/33 80.00 80.00 SF Pool1 4/1/33 64.38 64.38 SF Pool1 4/1/33 34.81 34.81 SF Pool1 4/1/33 79.80 79.80 SF Pool1 4/1/33 51.35 51.35 PD Pool1 4/1/33 79.95 79.95 LC Pool2 4/1/33 80.00 80.00 LC Pool1 4/1/33 70.00 70.00 SF Pool1 4/1/33 87.09 87.09 LC Pool2 4/1/33 45.52 45.52 PD Pool1 4/1/33 70.88 70.88 SF Pool1 4/1/33 76.81 76.81 SF Pool1 4/1/33 75.64 75.64 SF Pool1 4/1/33 70.00 70.00 SF Pool1 4/1/33 78.87 78.87 SF Pool1 4/1/33 80.00 80.00 SF Pool2 4/1/33 63.00 63.00 SF Pool2 4/1/33 63.05 63.05 PD Pool2 4/1/33 61.94 61.94 PA Pool2 4/1/33 75.00 75.00 PD Pool2 4/1/33 65.00 65.00 SF Pool2 4/1/33 42.55 42.55 PD Pool1 4/1/33 74.42 74.42 SF Pool2 4/1/33 60.00 60.00 LC Pool2 4/1/33 61.70 61.70 SF Pool2 4/1/33 74.03 74.03 SF Pool1 4/1/33 62.00 62.00 SF Pool2 4/1/33 70.00 70.00 SF Pool1 4/1/33 52.00 52.00 SF Pool1 4/1/33 43.48 43.48 SF Pool1 4/1/33 80.00 80.00 SF Pool2
4/1/33 70.00 70.00 SF Pool2 4/1/33 58.14 58.14 SF Pool1 4/1/33 70.00 70.00 PD Pool1 4/1/33 54.89 54.89 PD Pool1 4/1/33 48.84 48.84 SF Pool1 2/1/33 28.98 28.98 PD Pool1 2/1/33 70.00 70.00 PD Pool1 8/1/32 75.00 75.00 SF Pool1 4/1/33 69.50 69.50 SF Pool1 4/1/33 75.73 75.73 SF Pool1 4/1/33 33.33 33.33 SF Pool1 4/1/33 55.66 55.66 SF Pool1 4/1/33 44.64 44.64 PD Pool1 4/1/33 68.42 68.42 2F Pool1 4/1/33 80.00 80.00 SF Pool1 4/1/33 79.93 79.93 SF Pool1 5/1/33 70.00 70.00 SF Pool1 4/1/33 70.00 70.00 PA Pool1 4/1/33 54.90 54.90 LC Pool1 4/1/33 80.00 80.00 SF Pool1 4/1/33 75.00 75.00 SF Pool1 4/1/33 68.49 68.49 SF Pool1 4/1/33 60.33 60.33 PD Pool1 4/1/33 75.02 75.02 SF Pool1 4/1/33 74.58 74.58 SF Pool1 4/1/33 90.00 90.00 PD Pool1 5/1/33 70.00 70.00 SF Pool1 4/1/33 65.00 65.00 PD Pool1 4/1/33 75.00 75.00 SF Pool1 4/1/33 70.00 70.00 LC Pool1 4/1/33 74.73 74.73 PD Pool1 4/1/33 65.77 65.77 LC Pool1 4/1/33 77.82 77.82 PD Pool1 4/1/33 65.32 65.32 SF Pool1 4/1/33 75.00 75.00 PD Pool1 5/1/33 75.79 75.79 LC Pool1 4/1/33 48.33 48.33 PA Pool1 4/1/33 62.89 62.89 SF Pool2 4/1/33 80.00 80.00 SF Pool1 4/1/33 80.00 80.00 PD Pool2 5/1/33 75.00 75.00 LC Pool2 9/1/32 80.00 80.00 SF Pool2 4/1/33 67.69 67.69 SF Pool1 4/1/33 66.88 66.88 SF Pool1 4/1/33 87.76 87.76 SF Pool2 4/1/33 75.00 75.00 SF Pool2 3/1/33 80.00 80.00 PD Pool2 4/1/33 76.32 76.32 SF Pool2 4/1/33 70.44 70.44 PD Pool2 4/1/33 80.00 80.00 SF Pool2 4/1/33 85.00 85.00 SF Pool2
4/1/33 35.42 35.42 PD Pool1 4/1/33 70.00 70.00 SF Pool1 4/1/33 69.93 69.93 PD Pool2 4/1/33 40.15 40.15 SF Pool1 4/1/33 68.91 68.91 PD Pool1 4/1/33 70.00 70.00 SF Pool1 4/1/33 80.00 80.00 SF Pool1 4/1/33 45.81 45.81 SF Pool1 4/1/33 48.03 48.03 SF Pool1 4/1/33 24.39 24.39 SF Pool1 4/1/33 79.17 79.17 PD Pool1 8/1/32 80.00 80.00 PD Pool1 8/1/32 80.00 80.00 PD Pool1 8/1/32 59.65 59.65 PD Pool1 7/1/32 43.64 43.64 SF Pool2 8/1/32 94.99 94.99 SF Pool1 4/1/28 80.00 80.00 SF Pool1 5/1/33 25.77 25.77 SF Pool1 4/1/33 69.99 69.99 PD Pool1 4/1/33 79.19 79.19 PD Pool1 5/1/33 81.87 81.87 SF Pool1 5/1/33 87.16 87.16 SF Pool1 5/1/33 47.74 47.74 SF Pool1 5/1/33 77.62 77.62 PD Pool1 5/1/33 23.72 23.72 SF Pool2 4/1/33 74.07 74.07 SF Pool1 5/1/33 56.21 56.21 PD Pool1 5/1/33 50.61 50.61 SF Pool2 5/1/33 70.34 70.34 SF Pool1 5/1/33 50.00 50.00 SF Pool1 5/1/33 77.53 77.53 SF Pool1 4/1/33 60.00 60.00 PD Pool1 5/1/33 90.00 90.00 SF Pool1 5/1/33 77.39 77.39 SF Pool1 5/1/33 65.57 65.57 PD Pool1 5/1/33 76.06 76.06 SF Pool1 5/1/33 42.68 42.68 SF Pool1 4/1/33 44.44 44.44 PA Pool1 4/1/33 86.78 86.78 SF Pool1 5/1/33 70.00 70.00 PD Pool1 5/1/33 70.00 70.00 SF Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 73.34 73.34 SF Pool1 5/1/28 23.33 23.33 SF Pool1 5/1/28 43.57 43.57 SF Pool1 5/1/28 63.42 63.42 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 68.90 68.90 SF Pool1 5/1/28 80.00 80.00 PU Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 41.67 41.67 SF Pool1
5/1/28 80.00 80.00 CU Pool1 5/1/28 40.38 40.38 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 67.74 67.74 SF Pool1 5/1/28 100.00 70.00 SF Pool1 5/1/28 80.00 80.00 PU Pool1 5/1/28 75.47 75.47 SF Pool1 5/1/28 51.61 51.61 SF Pool1 5/1/28 78.22 78.22 SF Pool1 4/1/28 80.00 80.00 SF Pool1 5/1/28 61.50 61.50 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 56.92 56.92 SF Pool1 5/1/28 60.22 60.22 SF Pool1 5/1/28 80.00 80.00 CU Pool1 5/1/28 33.92 33.92 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 68.32 68.32 SF Pool1 5/1/28 53.15 53.15 SF Pool1 5/1/28 48.47 48.47 PU Pool1 5/1/28 80.00 80.00 CU Pool1 5/1/28 39.00 39.00 SF Pool1 5/1/28 80.00 80.00 PU Pool1 5/1/28 53.17 53.17 PU Pool1 5/1/28 27.51 27.51 SF Pool1 5/1/28 78.43 78.43 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 27.78 27.78 SF Pool1 5/1/28 78.05 78.05 CU Pool1 5/1/28 34.67 34.67 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 69.90 69.90 PU Pool1 5/1/28 69.90 69.90 PU Pool1 5/1/28 62.50 62.50 SF Pool1 5/1/28 65.57 65.57 PU Pool1 5/1/28 80.00 80.00 CU Pool1 5/1/28 70.00 70.00 PU Pool1 5/1/28 54.11 54.11 PU Pool2 5/1/28 42.00 42.00 SF Pool2 5/1/28 79.37 79.37 SF Pool1 5/1/28 56.06 56.06 PU Pool1 5/1/28 80.00 80.00 CU Pool1 5/1/28 100.00 39.94 SF Pool2 5/1/28 80.00 80.00 CU Pool1 5/1/28 80.00 80.00 PU Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 72.35 72.35 SF Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 57.84 57.84 SF Pool1 5/1/28 40.75 40.75 CU Pool1
5/1/28 74.38 74.38 SF Pool1 5/1/28 76.92 76.92 PU Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 70.00 70.00 SF Pool1 5/1/28 79.36 79.36 CU Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 78.71 78.71 SF Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 80.00 80.00 SF Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 67.26 67.26 SF Pool1 5/1/28 70.00 70.00 SF Pool2 5/1/28 77.24 77.24 PU Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 100.00 70.00 SF Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 70.00 70.00 CU Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 76.67 76.67 TH Pool2 5/1/28 80.00 80.00 PU Pool2 4/1/28 80.00 80.00 SF Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 62.86 62.86 PU Pool2 5/1/28 61.69 61.69 PU Pool2 5/1/28 39.28 39.28 SF Pool2 5/1/28 80.00 80.00 PU Pool1 5/1/28 80.00 80.00 SF Pool2 5/1/28 70.00 70.00 SF Pool1 5/1/28 79.78 79.78 PU Pool2 5/1/28 49.07 49.07 SF Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 70.00 70.00 PU Pool1 5/1/28 48.60 48.60 PU Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 15.77 15.77 SF Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 100.00 59.90 SF Pool1 5/1/28 50.00 50.00 SF Pool2 5/1/28 64.94 64.94 PU Pool2 5/1/28 27.40 27.40 SF Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 68.97 68.97 PU Pool2 5/1/28 61.90 61.90 SF Pool1 5/1/28 70.00 70.00 SF Pool1 5/1/28 53.62 53.62 SF Pool2 5/1/28 80.00 80.00 PU Pool1 5/1/28 79.82 79.82 SF Pool1
5/1/28 73.53 73.53 SF Pool2 4/1/28 80.00 80.00 CU Pool2 4/1/28 64.41 64.41 SF Pool2 5/1/28 33.40 33.40 SF Pool2 5/1/28 75.56 75.56 SF Pool2 5/1/28 79.07 79.07 PU Pool2 4/1/28 80.00 80.00 CU Pool2 5/1/28 76.82 76.82 SF Pool1 5/1/28 67.06 67.06 SF Pool2 5/1/28 70.29 70.29 SF Pool2 5/1/28 71.96 71.96 SF Pool2 5/1/28 56.90 56.90 PU Pool2 5/1/28 80.00 80.00 PU Pool1 5/1/28 80.00 80.00 CU Pool2 5/1/28 55.18 55.18 PU Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 24.50 24.50 SF Pool2 5/1/28 80.00 80.00 CU Pool2 5/1/28 80.00 80.00 PU Pool2 5/1/28 43.06 43.06 SF Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 100.00 69.74 SF Pool2 5/1/28 79.71 79.71 PU Pool1 5/1/28 79.97 79.97 SF Pool2 5/1/28 19.87 19.87 SF Pool2 5/1/28 69.44 69.44 SF Pool2 5/1/28 50.00 50.00 SF Pool2 5/1/28 16.67 16.67 SF Pool2 5/1/28 55.85 55.85 PU Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 56.91 56.91 SF Pool2 5/1/28 28.54 28.54 PU Pool2 5/1/28 38.77 38.77 SF Pool2 5/1/28 69.05 69.05 SF Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 39.51 39.51 SF Pool2 5/1/28 80.00 80.00 PU Pool1 5/1/28 56.40 56.40 SF Pool2 5/1/28 24.78 24.78 SF Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 48.28 48.28 SF Pool1 5/1/28 80.00 80.00 PU Pool2 5/1/28 80.00 80.00 SF Pool1 5/1/28 80.00 80.00 SF Pool1 5/1/28 79.39 79.39 PU Pool2 5/1/28 58.64 58.64 PU Pool2 5/1/28 47.92 47.92 CU Pool2 5/1/28 72.75 72.75 SF Pool2 5/1/28 80.00 80.00 SF Pool2 5/1/28 80.00 80.00 PU Pool2
5/1/28 80.00 80.00 PU Pool1 5/1/28 70.00 70.00 SF Pool1 5/1/28 75.34 75.34 SF Pool1 5/1/28 64.19 64.19 PU Pool2 5/1/28 62.00 62.00 SF Pool1 5/1/28 70.00 70.00 SF Pool1 4/1/28 36.00 36.00 SF Pool2 5/1/28 47.69 47.69 SF Pool1 5/1/28 80.00 80.00 CU Pool1 5/1/28 42.83 42.83 PU Pool1 5/1/28 42.07 42.07 SF Pool2 5/1/28 80.00 80.00 CP Pool1 5/1/28 56.45 56.45 PU Pool1 5/1/28 70.00 70.00 SF Pool1 5/1/28 57.14 57.14 SF Pool1 5/1/28 78.93 78.93 2F Pool2 5/1/28 67.80 67.80 SF Pool2 5/1/28 100.00 69.96 CU Pool2 5/1/28 63.83 63.83 PU Pool2 5/1/28 61.36 61.36 SF Pool2 5/1/28 75.50 75.50 SF Pool2 5/1/28 80.00 80.00 CU Pool1
EX-99.2 4 f90727exv99w2.txt EXHIBIT 99.2 EXHIBIT 99.2 [Letterhead of GnazzoThill, A Professional Corporation] May 29, 2003 TO THE PARTIES LISTED ON SCHEDULE A HERETO Re: Sequoia Mortgage Trust 2003-2 Ladies and Gentlemen: You have requested our supplemental opinion in connection with certain federal income tax matters related to the transfer on May 29, 2003 of Subsequent Mortgage Loans to Sequoia Mortgage Trust 2003-2 (the "Trust Fund") pursuant to (a) that certain Pooling and Servicing Agreement, dated as of April 1, 2003 (the "Pooling and Servicing Agreement"), among Sequoia Residential Funding, Inc. (the "Depositor"), HSBC Bank USA, as Trustee, and Wells Fargo Bank Minnesota, National Association, as Master Servicer and Securities Administrator, and (b) that certain Mortgage Loan Purchase and Sale Agreement, dated as of April 1, 2003 (the "Mortgage Loan Purchase Agreement"), between RWT Holdings, Inc. and the Depositor. The $820,000,000 Sequoia Mortgage Trust 2003-2 Mortgage Pass-Through Certificates (the "Certificates") were issued pursuant to the Pooling and Servicing Agreement. Each capitalized term used but not defined herein has the meaning assigned thereto in the Pooling and Servicing Agreement. We have acted as special tax counsel to the Depositor in connection with the above transaction. In formulating our opinions, we have reviewed final copies, dated on or before the date hereof, of (i) the Prospectus for this transaction, (ii) the Pooling and Servicing Agreement and the forms of Certificates issued pursuant thereto, (iii) the Mortgage Loan Purchase Agreement, (iv) the Purchase Agreements and the Servicing Agreements, (v) the Acknowledgments, dated as of April 29, 2003, assigning rights under the Purchase Agreements and the Servicing Agreements, and (vi) such resolutions, certificates, records, and other documents provided by the Depositor as we have deemed necessary or appropriate as a basis for the opinions set forth below. In our examination, we have assumed the legal capacity of all natural persons, the genuineness of all signatures, the authenticity of all documents submitted to us as originals or finals, the conformity to original documents of all documents submitted to us as certified, conformed or other copies, and the authenticity of the originals of such copies. In rendering our opinions, we have assumed that the transactions described in or contemplated by the foregoing documents have been and will be consummated in accordance with the terms of such operative documents, and that such documents accurately reflect the material facts of such transactions. Our opinion is also based on the Internal Revenue Code of 1986, as amended, administrative rulings, judicial decisions, Treasury regulations and other applicable authorities. The statutory provisions, regulations, and interpretations on which our opinion is based are subject to change, possibly retroactively. In addition, there can be no complete assurance that the Internal Revenue Service will not take positions contrary to the conclusions stated in our opinion. TO THE PARTIES LISTED ON SCHEDULE A HERETO May 29, 2003 Page 2 Based on the foregoing, we are of the opinion that, assuming (i) the making of a timely election to treat the Trust Fund as consisting of an Upper Tier REMIC and a Lower Tier REMIC, each comprised of the assets and interests specified in the Pooling and Servicing Agreement (and, in particular, excluding from the assets of each of the Upper Tier REMIC and Lower Tier REMIC the Reserve Fund, the Capitalized Interest Account, the Pre-Funding Accounts and the Additional Collateral) and (ii) compliance with the provisions of the Pooling and Servicing Agreement, the Mortgage Loan Purchase Agreement, the Purchase Agreements, the Servicing Agreements and the Acknowledgments, for federal income tax purposes: 1. the Trust Fund will continue to consist of two segregated asset pools, the Lower Tier REMIC and the Upper Tier REMIC, each of which qualifies as a REMIC within the meaning of Section 860D of the Code; 2. the Class A-1, Class A-2, Class M-1, Class M-2 and Class X Certificates will continue to represent "regular interests" in the Upper Tier REMIC, the Class R Certificate will continue to represent the sole "residual interest" in the Upper Tier REMIC and the Class LT-R Certificate will continue to represent the sole "residual interest" in the Lower Tier REMIC, each within the meaning of Section 860G of the Code as in effect on the date hereof; 3. the Reserve Fund will continue to be an "outside reserve fund" that is beneficially owned by the Class X Certificate Owners; and 4. the rights of the Certificate Owners with respect to the Reserve Fund will continue to represent, for federal income tax purposes, contractual rights that are separate from their regular interests within the meaning of Treasury Regulations Section 1.860G-2(i). Other than as expressly stated above, we express no opinion on any issue relating to the Depositor, the Trust Fund, or to any other securities issued by them, or under any law other than the federal income tax laws. We are furnishing this opinion to you solely in connection with the transfer of the Subsequent Mortgage Loans and it is not to be relied upon, used, circulated, quoted or otherwise referred to for any other purpose without our express written permission. Very truly yours, /s/ GnazzoThill, A Professional Corporation SCHEDULE A Redwood Trust, Inc. 591 Redwood Highway Suite 3100 Mill Valley, CA 94941 Sequoia Residential Funding, Inc. 591 Redwood Highway Suite 3160 Mill Valley, CA 94941 Greenwich Capital Markets, Inc. 600 Steamboat Road Greenwich, CT 06830 Morgan Stanley & Co. Incorporated 1585 Broadway New York, NY 10036 Banc of America Securities LLC 214 North Tryon StreetNC1-027-21-04Charlotte, North Carolina 28255 Merrill Lynch, Pierce, Fenner & Smith Incorporated 4 World Financial Center, 10/F New York, NY 10080 Wells Fargo Bank Minnesota, National Association 6th and Marquette Minneapolis, MN 55479 HSBC Bank USA 452 Fifth Avenue New York, NY 10018 -----END PRIVACY-ENHANCED MESSAGE-----