|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|------------------------------------------ | ---------- | --------- | ------------- | ----- | -------------- |  | ----------------------- |  | --------------- |  | --------- |  |  |  | -------------- | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |               
|CDC Mortgage Capital Trust Series 2003-HE1
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|2003 Annual Statement                     
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | DISTRIBUTION IN DOLLARS |  |                 |  |           |  | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  | ENDING BALANCE | 
|PERIOD                                     |            | CLASS     |               | CUSIP |                |  | INTEREST                |  |                 |  | PRINCIPAL |  | 
|200304                                     | A-1        | 12506YAW9 | $255,111.11   |       | $2,134,891.90  |  | $197,865,108.10         | 
|200305                                     | A-1        | 12506YAW9 | $290,202.16   |       | $3,267,134.62  |  | $194,597,973.48         | 
|200306                                     | A-1        | 12506YAW9 | $258,653.14   |       | $3,984,332.08  |  | $190,613,641.40         | 
|200307                                     | A-1        | 12506YAW9 | $216,823.02   |       | $5,320,120.43  |  | $185,293,520.97         | 
|200308                                     | A-1        | 12506YAW9 | $228,168.38   |       | $6,748,969.21  |  | $178,544,551.76         | 
|200309                                     | A-1        | 12506YAW9 | $221,395.24   |       | $7,228,316.02  |  | $171,316,235.74         | 
|200310                                     | A-1        | 12506YAW9 | $220,807.59   |       | $8,563,368.86  |  | $162,752,866.88         | 
|200311                                     | A-1        | 12506YAW9 | $190,104.39   |       | $9,431,218.12  |  | $153,321,648.76         | 
|200312                                     | A-1        | 12506YAW9 | $191,274.08   |       | $9,028,013.10  |  | $144,293,635.66         | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $2,072,539.11           |  | $55,706,364.34  |  |           |  | 
|200304                                     | A-2        | 12506YAX7 | $437,811.73   |       | $3,576,584.40  |  | $331,483,415.60         | 
|200305                                     | A-2        | 12506YAX7 | $497,961.75   |       | $5,473,430.63  |  | $326,009,984.97         | 
|200306                                     | A-2        | 12506YAX7 | $443,826.37   |       | $6,674,951.54  |  | $319,335,033.43         | 
|200307                                     | A-2        | 12506YAX7 | $373,888.10   |       | $8,912,797.75  |  | $310,422,235.68         | 
|200308                                     | A-2        | 12506YAX7 | $392,942.81   |       | $11,306,548.13 |  | $299,115,687.55         | 
|200309                                     | A-2        | 12506YAX7 | $381,206.33   |       | $12,109,597.82 |  | $287,006,089.73         | 
|200310                                     | A-2        | 12506YAX7 | $380,123.62   |       | $14,346,211.85 |  | $272,659,877.88         | 
|200311                                     | A-2        | 12506YAX7 | $327,267.59   |       | $15,800,119.72 |  | $256,859,758.16         | 
|200312                                     | A-2        | 12506YAX7 | $329,288.86   |       | $15,124,630.35 |  | $241,735,127.81         | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $3,564,317.16           |  | $93,324,872.19  |  |           |  | 
|200304                                     | B-1        | 12506YBB4 | $71,493.30    |       | $0.00          |  | $18,166,000.00          | 
|200305                                     | B-1        | 12506YBB4 | $81,868.11    |       | $0.00          |  | $18,166,000.00          | 
|200306                                     | B-1        | 12506YBB4 | $74,192.97    |       | $17.28         |  | $18,165,982.72          | 
|200307                                     | B-1        | 12506YBB4 | $72,436.86    |       | $0.00          |  | $18,165,982.72          | 
|200308                                     | B-1        | 12506YBB4 | $75,868.21    |       | $0.00          |  | $18,165,982.72          | 
|200309                                     | B-1        | 12506YBB4 | $76,024.64    |       | $0.00          |  | $18,165,982.72          | 
|200310                                     | B-1        | 12506YBB4 | $78,638.52    |       | $0.00          |  | $18,165,982.72          | 
|200311                                     | B-1        | 12506YBB4 | $71,266.16    |       | $0.00          |  | $18,165,982.72          | 
|200312                                     | B-1        | 12506YBB4 | $76,161.51    |       | $0.00          |  | $18,165,982.72          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $677,950.28             |  | $17.28          |  |           |  | 
|200304                                     | B-2        | 12506YBC2 | $44,196.29    |       | $0.00          |  | $11,230,000.00          | 
|200305                                     | B-2        | 12506YBC2 | $50,609.87    |       | $0.00          |  | $11,230,000.00          | 
|200306                                     | B-2        | 12506YBC2 | $45,865.19    |       | $10.68         |  | $11,229,989.32          | 
|200307                                     | B-2        | 12506YBC2 | $44,779.58    |       | $0.00          |  | $11,229,989.32          | 
|200308                                     | B-2        | 12506YBC2 | $46,900.80    |       | $0.00          |  | $11,229,989.32          | 
|200309                                     | B-2        | 12506YBC2 | $46,997.51    |       | $0.00          |  | $11,229,989.32          | 
|200310                                     | B-2        | 12506YBC2 | $48,613.38    |       | $0.00          |  | $11,229,989.32          | 
|200311                                     | B-2        | 12506YBC2 | $44,055.87    |       | $0.00          |  | $11,229,989.32          | 
|200312                                     | B-2        | 12506YBC2 | $47,082.12    |       | $0.00          |  | $11,229,989.32          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $419,100.61             |  | $10.68          |  |           |  | 
|200304                                     | LT-ACCRUAL | DC03M1201 | $1,638,913.73 |       | $2,855,738.31  |  | $332,713,367.54         | 
|200305                                     | LT-ACCRUAL | DC03M1201 | $1,837,947.17 |       | $4,370,282.62  |  | $328,343,084.92         | 
|200306                                     | LT-ACCRUAL | DC03M1201 | $1,937,424.06 |       | $5,329,701.67  |  | $323,013,383.11         | 
|200307                                     | LT-ACCRUAL | DC03M1201 | $2,006,064.19 |       | $7,116,459.23  |  | $315,896,923.88         | 
|200308                                     | LT-ACCRUAL | DC03M1201 | $1,975,871.65 |       | $9,027,758.67  |  | $306,869,165.20         | 
|200309                                     | LT-ACCRUAL | DC03M1201 | $1,914,867.38 |       | $9,668,947.47  |  | $297,200,217.73         | 
|200310                                     | LT-ACCRUAL | DC03M1201 | $1,853,044.87 |       | $11,454,790.36 |  | $285,745,427.37         | 
|200311                                     | LT-ACCRUAL | DC03M1201 | $1,771,608.84 |       | $12,612,052.19 |  | $273,129,758.44         | 
|200312                                     | LT-ACCRUAL | DC03M1201 | $1,692,749.55 |       | $12,070,008.69 |  | $261,053,436.42         | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $16,628,491.44          |  | $74,505,739.21  |  |           |  | 
|200304                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200305                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200306                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200307                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200308                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200309                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200310                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200311                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|200312                                     | LT-R       | DC03M1209 | $0.00         |       | $0.00          |  | $0.00                   | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $0.00                   |  | $0.00           |  |           |  | 
|200304                                     | LT1-A-1    | DC03M1202 | $488,398.28   |       | $1,067,445.95  |  | $98,932,554.05          | 
|200305                                     | LT1-A-1    | DC03M1202 | $546,514.89   |       | $1,633,567.31  |  | $97,298,986.74          | 
|200306                                     | LT1-A-1    | DC03M1202 | $574,123.29   |       | $1,992,166.04  |  | $95,306,820.70          | 
|200307                                     | LT1-A-1    | DC03M1202 | $591,896.33   |       | $2,660,060.22  |  | $92,646,760.48          | 
|200308                                     | LT1-A-1    | DC03M1202 | $579,486.83   |       | $3,374,484.60  |  | $89,272,275.88          | 
|200309                                     | LT1-A-1    | DC03M1202 | $557,060.10   |       | $3,614,158.01  |  | $85,658,117.87          | 
|200310                                     | LT1-A-1    | DC03M1202 | $534,078.80   |       | $4,281,684.43  |  | $81,376,433.44          | 
|200311                                     | LT1-A-1    | DC03M1202 | $505,560.24   |       | $4,715,609.06  |  | $76,660,824.38          | 
|200312                                     | LT1-A-1    | DC03M1202 | $476,885.28   |       | $4,514,006.55  |  | $72,146,817.83          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $4,854,004.04           |  | $27,853,182.17  |  |           |  | 
|200304                                     | LT1-A-2    | DC03M1203 | $818,213.63   |       | $1,788,292.20  |  | $165,741,707.80         | 
|200305                                     | LT1-A-2    | DC03M1203 | $915,576.39   |       | $2,736,715.31  |  | $163,004,992.49         | 
|200306                                     | LT1-A-2    | DC03M1203 | $961,828.74   |       | $3,337,475.77  |  | $159,667,516.72         | 
|200307                                     | LT1-A-2    | DC03M1203 | $991,603.93   |       | $4,456,398.88  |  | $155,211,117.84         | 
|200308                                     | LT1-A-2    | DC03M1203 | $970,814.29   |       | $5,653,274.06  |  | $149,557,843.78         | 
|200309                                     | LT1-A-2    | DC03M1203 | $933,242.79   |       | $6,054,798.91  |  | $143,503,044.87         | 
|200310                                     | LT1-A-2    | DC03M1203 | $894,742.21   |       | $7,173,105.93  |  | $136,329,938.94         | 
|200311                                     | LT1-A-2    | DC03M1203 | $846,965.06   |       | $7,900,059.86  |  | $128,429,879.08         | 
|200312                                     | LT1-A-2    | DC03M1203 | $798,925.91   |       | $7,562,315.17  |  | $120,867,563.91         | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $8,131,912.95           |  | $46,662,436.09  |  |           |  | 
|200304                                     | LT1-B-1    | DC03M1207 | $44,361.22    |       | $0.00          |  | $9,083,000.00           | 
|200305                                     | LT1-B-1    | DC03M1207 | $50,175.54    |       | $0.00          |  | $9,083,000.00           | 
|200306                                     | LT1-B-1    | DC03M1207 | $53,595.23    |       | $8.64          |  | $9,082,991.36           | 
|200307                                     | LT1-B-1    | DC03M1207 | $56,409.28    |       | $0.00          |  | $9,082,991.36           | 
|200308                                     | LT1-B-1    | DC03M1207 | $56,812.28    |       | $0.00          |  | $9,082,991.36           | 
|200309                                     | LT1-B-1    | DC03M1207 | $56,677.98    |       | $0.00          |  | $9,082,991.36           | 
|200310                                     | LT1-B-1    | DC03M1207 | $56,632.50    |       | $0.00          |  | $9,082,991.36           | 
|200311                                     | LT1-B-1    | DC03M1207 | $56,429.10    |       | $0.00          |  | $9,082,991.36           | 
|200312                                     | LT1-B-1    | DC03M1207 | $56,502.72    |       | $0.00          |  | $9,082,991.36           | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $487,595.85             |  | $8.64           |  |           |  | 
|200304                                     | LT1-B-2    | DC03M1208 | $27,423.56    |       | $0.00          |  | $5,615,000.00           | 
|200305                                     | LT1-B-2    | DC03M1208 | $31,017.91    |       | $0.00          |  | $5,615,000.00           | 
|200306                                     | LT1-B-2    | DC03M1208 | $33,131.92    |       | $5.34          |  | $5,614,994.66           | 
|200307                                     | LT1-B-2    | DC03M1208 | $34,871.53    |       | $0.00          |  | $5,614,994.66           | 
|200308                                     | LT1-B-2    | DC03M1208 | $35,120.66    |       | $0.00          |  | $5,614,994.66           | 
|200309                                     | LT1-B-2    | DC03M1208 | $35,037.64    |       | $0.00          |  | $5,614,994.66           | 
|200310                                     | LT1-B-2    | DC03M1208 | $35,009.52    |       | $0.00          |  | $5,614,994.66           | 
|200311                                     | LT1-B-2    | DC03M1208 | $34,883.79    |       | $0.00          |  | $5,614,994.66           | 
|200312                                     | LT1-B-2    | DC03M1208 | $34,929.29    |       | $0.00          |  | $5,614,994.66           | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $301,425.82             |  | $5.34           |  |           |  | 
|200304                                     | LT1-M-1    | DC03M1204 | $96,788.33    |       | $0.00          |  | $19,817,500.00          | 
|200305                                     | LT1-M-1    | DC03M1204 | $109,474.16   |       | $0.00          |  | $19,817,500.00          | 
|200306                                     | LT1-M-1    | DC03M1204 | $116,935.32   |       | $18.85         |  | $19,817,481.15          | 
|200307                                     | LT1-M-1    | DC03M1204 | $123,075.08   |       | $0.00          |  | $19,817,481.15          | 
|200308                                     | LT1-M-1    | DC03M1204 | $123,954.35   |       | $0.00          |  | $19,817,481.15          | 
|200309                                     | LT1-M-1    | DC03M1204 | $123,661.33   |       | $0.00          |  | $19,817,481.15          | 
|200310                                     | LT1-M-1    | DC03M1204 | $123,562.10   |       | $0.00          |  | $19,817,481.15          | 
|200311                                     | LT1-M-1    | DC03M1204 | $123,118.33   |       | $0.00          |  | $19,817,481.15          | 
|200312                                     | LT1-M-1    | DC03M1204 | $123,278.94   |       | $0.00          |  | $19,817,481.15          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $1,063,847.94           |  | $18.85          |  |           |  | 
|200304                                     | LT1-M-2    | DC03M1205 | $88,719.99    |       | $0.00          |  | $18,165,500.00          | 
|200305                                     | LT1-M-2    | DC03M1205 | $100,348.33   |       | $0.00          |  | $18,165,500.00          | 
|200306                                     | LT1-M-2    | DC03M1205 | $107,187.51   |       | $17.28         |  | $18,165,482.72          | 
|200307                                     | LT1-M-2    | DC03M1205 | $112,815.46   |       | $0.00          |  | $18,165,482.72          | 
|200308                                     | LT1-M-2    | DC03M1205 | $113,621.44   |       | $0.00          |  | $18,165,482.72          | 
|200309                                     | LT1-M-2    | DC03M1205 | $113,352.84   |       | $0.00          |  | $18,165,482.72          | 
|200310                                     | LT1-M-2    | DC03M1205 | $113,261.88   |       | $0.00          |  | $18,165,482.72          | 
|200311                                     | LT1-M-2    | DC03M1205 | $112,855.10   |       | $0.00          |  | $18,165,482.72          | 
|200312                                     | LT1-M-2    | DC03M1205 | $113,002.32   |       | $0.00          |  | $18,165,482.72          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $975,164.87             |  | $17.28          |  |           |  | 
|200304                                     | LT1-M-3    | DC03M1206 | $23,389.39    |       | $0.00          |  | $4,789,000.00           | 
|200305                                     | LT1-M-3    | DC03M1206 | $26,454.99    |       | $0.00          |  | $4,789,000.00           | 
|200306                                     | LT1-M-3    | DC03M1206 | $28,258.02    |       | $8.64          |  | $4,788,991.36           | 
|200307                                     | LT1-M-3    | DC03M1206 | $29,741.70    |       | $0.00          |  | $4,788,991.36           | 
|200308                                     | LT1-M-3    | DC03M1206 | $29,954.18    |       | $0.00          |  | $4,788,991.36           | 
|200309                                     | LT1-M-3    | DC03M1206 | $29,883.37    |       | $0.00          |  | $4,788,991.36           | 
|200310                                     | LT1-M-3    | DC03M1206 | $29,859.39    |       | $0.00          |  | $4,788,991.36           | 
|200311                                     | LT1-M-3    | DC03M1206 | $29,752.15    |       | $0.00          |  | $4,788,991.36           | 
|200312                                     | LT1-M-3    | DC03M1206 | $29,790.96    |       | $0.00          |  | $4,788,991.36           | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $257,084.15             |  | $8.64           |  |           |  | 
|200304                                     | M-1        | 12506YAY5 | $68,128.16    |       | $0.00          |  | $39,635,000.00          | 
|200305                                     | M-1        | 12506YAY5 | $78,213.07    |       | $0.00          |  | $39,635,000.00          | 
|200306                                     | M-1        | 12506YAY5 | $70,880.59    |       | $37.69         |  | $39,634,962.31          | 
|200307                                     | M-1        | 12506YAY5 | $63,911.38    |       | $0.00          |  | $39,634,962.31          | 
|200308                                     | M-1        | 12506YAY5 | $68,260.21    |       | $0.00          |  | $39,634,962.31          | 
|200309                                     | M-1        | 12506YAY5 | $68,601.51    |       | $0.00          |  | $39,634,962.31          | 
|200310                                     | M-1        | 12506YAY5 | $71,166.78    |       | $0.00          |  | $39,634,962.31          | 
|200311                                     | M-1        | 12506YAY5 | $64,494.89    |       | $0.00          |  | $39,634,962.31          | 
|200312                                     | M-1        | 12506YAY5 | $68,900.15    |       | $0.00          |  | $39,634,962.31          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $622,556.74             |  | $37.69          |  |           |  | 
|200304                                     | M-2        | 12506YAZ2 | $92,119.27    |       | $0.00          |  | $36,331,000.00          | 
|200305                                     | M-2        | 12506YAZ2 | $105,602.11   |       | $0.00          |  | $36,331,000.00          | 
|200306                                     | M-2        | 12506YAZ2 | $95,701.91    |       | $34.55         |  | $36,330,965.45          | 
|200307                                     | M-2        | 12506YAZ2 | $90,373.28    |       | $0.00          |  | $36,330,965.45          | 
|200308                                     | M-2        | 12506YAZ2 | $95,419.24    |       | $0.00          |  | $36,330,965.45          | 
|200309                                     | M-2        | 12506YAZ2 | $95,732.09    |       | $0.00          |  | $36,330,965.45          | 
|200310                                     | M-2        | 12506YAZ2 | $99,143.17    |       | $0.00          |  | $36,330,965.45          | 
|200311                                     | M-2        | 12506YAZ2 | $89,848.50    |       | $0.00          |  | $36,330,965.45          | 
|200312                                     | M-2        | 12506YAZ2 | $96,005.84    |       | $0.00          |  | $36,330,965.45          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $859,945.41             |  | $34.55          |  |           |  | 
|200304                                     | M-3        | 12506YBA6 | $26,147.94    |       | $0.00          |  | $9,578,000.00           | 
|200305                                     | M-3        | 12506YBA6 | $29,968.50    |       | $0.00          |  | $9,578,000.00           | 
|200306                                     | M-3        | 12506YBA6 | $27,158.95    |       | $9.11          |  | $9,577,990.89           | 
|200307                                     | M-3        | 12506YBA6 | $25,820.67    |       | $0.00          |  | $9,577,990.89           | 
|200308                                     | M-3        | 12506YBA6 | $27,217.46    |       | $0.00          |  | $9,577,990.89           | 
|200309                                     | M-3        | 12506YBA6 | $27,299.93    |       | $0.00          |  | $9,577,990.89           | 
|200310                                     | M-3        | 12506YBA6 | $28,265.72    |       | $0.00          |  | $9,577,990.89           | 
|200311                                     | M-3        | 12506YBA6 | $25,615.80    |       | $0.00          |  | $9,577,990.89           | 
|200312                                     | M-3        | 12506YBA6 | $27,372.10    |       | $0.00          |  | $9,577,990.89           | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $244,867.07             |  | $9.11           |  |           |  | 
|200304                                     | P          | DC03M1102 | $70,875.54    |       | $0.00          |  | $100.00                 | 
|200305                                     | P          | DC03M1102 | $173,019.26   |       | $0.00          |  | $100.00                 | 
|200306                                     | P          | DC03M1102 | $228,186.92   |       | $0.00          |  | $100.00                 | 
|200307                                     | P          | DC03M1102 | $261,283.27   |       | $0.00          |  | $100.00                 | 
|200308                                     | P          | DC03M1102 | $375,139.09   |       | $0.00          |  | $100.00                 | 
|200309                                     | P          | DC03M1102 | $447,099.30   |       | $0.00          |  | $100.00                 | 
|200310                                     | P          | DC03M1102 | $458,226.69   |       | $0.00          |  | $100.00                 | 
|200311                                     | P          | DC03M1102 | $466,954.35   |       | $0.00          |  | $100.00                 | 
|200312                                     | P          | DC03M1102 | $394,004.01   |       | $0.00          |  | $100.00                 | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $2,874,788.43           |  | $0.00           |  |           |  | 
|200304                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200305                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200306                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200307                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200308                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200309                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200310                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200311                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|200312                                     | R          | DC03M1103 | $0.00         |       | $0.00          |  | $0.00                   | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $0.00                   |  | $0.00           |  |           |  | 
|200304                                     | X          | DC03M1101 | $2,231,200.33 |       | $0.00          |  | $10,569,005.69          | 
|200305                                     | X          | DC03M1101 | $2,483,083.80 |       | $0.00          |  | $10,569,005.69          | 
|200306                                     | X          | DC03M1101 | $2,796,204.84 |       | $0.00          |  | $10,569,005.69          | 
|200307                                     | X          | DC03M1101 | $3,058,444.62 |       | $0.14          |  | $10,569,005.55          | 
|200308                                     | X          | DC03M1101 | $2,950,858.55 |       | $0.01          |  | $10,569,005.54          | 
|200309                                     | X          | DC03M1101 | $2,846,516.73 |       | $0.00          |  | $10,569,005.54          | 
|200310                                     | X          | DC03M1101 | $2,713,432.49 |       | $0.01          |  | $10,569,005.54          | 
|200311                                     | X          | DC03M1101 | $2,664,902.68 |       | $0.00          |  | $10,569,005.54          | 
|200312                                     | X          | DC03M1101 | $2,483,667.27 |       | $0.00          |  | $10,569,005.54          | 
|                                           |            |           |               |       |                |  |                         |  |                 |  |           |  |  |  |                | 
|                                           |            |           |               |       |                |  | $24,228,311.31          |  | $0.15           |  |           |  | 
|                                           |            |           |               |       |                |  | $68,263,903.18          |  | $298,052,762.22 |  |           |  |