-----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, Lwz//O64NsaJHFoRrWE4rDdlpRYWnXv0JRo3wdg+3T/r+qSkt3RNfUmIoMGG5qnh fKEQ+Dk52FMbQIqEEfRriA== 0001056404-03-001809.txt : 20031006 0001056404-03-001809.hdr.sgml : 20031006 20031006145145 ACCESSION NUMBER: 0001056404-03-001809 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030925 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20031006 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SALOMON BRO MOR SEC VII INC CITIGROUP MOR LN TR SER 2003-UP2 CENTRAL INDEX KEY: 0001257613 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-83816-11 FILM NUMBER: 03929595 BUSINESS ADDRESS: STREET 1: 388 GREENWICH ST CITY: NEW YORK STATE: NY ZIP: 10013 8-K 1 sal03up2_sep.txt SEPTEMBER 8K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 25, 2003 SALOMON BROTHERS MORTGAGE SECURITIES VII, INC. Mortgage Pass-Through Certificates, Series 2003-UP2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-83816-11 54-2121767 Pooling and Servicing Agreement) (Commission 54-2121768 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank Minnesota, N.A. 9062 Old Annapolis Road Columbia, Maryland 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) ITEM 5. Other Events On September 25, 2003 a distribution was made to holders of SALOMON BROTHERS MORTGAGE SECURITIES VII, INC., Mortgage Pass-Through Certificates, Series 2003-UP2 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-UP2 Trust, relating to the September 25, 2003 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. SALOMON BROTHERS MORTGAGE SECURITIES VII, INC. Mortgage Pass-Through Certificates, Series 2003-UP2 Trust By: Wells Fargo Bank Minnesota, N.A. as Trustee By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: 10/4/03 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-UP2 Trust, relating to the September 25, 2003 distribution. EX-99.1
Salomon Brothers Mortgage Securities VII, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/03 Distribution Date: 9/25/03 SBMSVII Series: 2003-UP2 Contact: Customer Service - CTSLink Wells Fargo Bank Minnesota, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A-1 79549AXP9 SEN 4.00000% 121,787,680.25 405,958.93 6,963,149.90 A-2 79549AXT1 SEN 4.00000% 88,316,117.40 294,387.06 5,368,304.34 A-3 79549AXU8 SEN 4.00000% 5,801,128.85 19,337.10 2,535,386.44 A-4 79549AXV6 SEN 4.00000% 45,311,500.00 151,038.33 571,500.00 S-1 79549AXQ7 SEN 3.00000% 0.00 304,469.20 0.00 S-2 79549AXW4 SEN 3.00000% 0.00 348,571.86 0.00 PO-1 79549AXS3 SEN 0.00000% 7,744,384.95 0.00 142,898.11 IO-1 79549AXR5 SEN 0.63795% 0.00 72,356.84 0.00 PO-2 79549AXY0 SEN 0.00000% 5,193,283.95 0.00 237,243.97 IO-2 79549AXX2 SEN 0.55866% 0.00 70,732.94 0.00 B-1 79549AXZ7 SUB 7.00000% 4,319,526.90 25,197.24 14,306.85 B-2 79549AYA1 SUB 7.00000% 3,393,899.75 19,797.75 11,241.05 B-3 79549AYB9 SUB 7.00000% 2,468,272.61 14,398.26 8,175.25 B-4 79549AYD5 SUB 7.00000% 1,079,831.88 6,299.02 3,576.55 B-5 79549AYE3 SUB 7.00000% 771,223.05 4,498.80 2,554.39 B-6 79549AYF0 SUB 7.00000% 1,851,921.60 10,802.88 6,133.81 R-II ALOMO03UP2R SEN 7.00000% 0.00 0.00 0.00 Totals 288,038,771.19 1,747,846.21 15,864,470.66
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 114,824,530.35 7,369,108.83 0.00 A-2 0.00 82,947,813.06 5,662,691.40 0.00 A-3 0.00 3,265,742.41 2,554,723.54 0.00 A-4 0.00 44,740,000.00 722,538.33 0.00 S-1 0.00 0.00 304,469.20 0.00 S-2 0.00 0.00 348,571.86 0.00 PO-1 0.00 7,601,486.84 142,898.11 0.00 IO-1 0.00 0.00 72,356.84 0.00 PO-2 0.00 4,956,039.99 237,243.97 0.00 IO-2 0.00 0.00 70,732.94 0.00 B-1 0.00 4,305,220.05 39,504.09 0.00 B-2 0.00 3,382,658.70 31,038.80 0.00 B-3 0.00 2,460,097.36 22,573.51 0.00 B-4 0.00 1,076,255.34 9,875.57 0.00 B-5 0.00 768,668.66 7,053.19 0.00 B-6 0.00 1,845,787.79 16,936.69 0.00 R-II 0.00 0.00 0.00 0.00 Totals 0.00 272,174,300.55 17,612,316.87 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) A-1 131,586,000.00 121,787,680.25 596,669.86 6,366,480.03 0.00 0.00 A-2 95,033,000.00 88,316,117.40 166,539.75 5,201,764.60 0.00 0.00 A-3 9,117,000.00 5,801,128.85 78,654.75 2,456,731.69 0.00 0.00 A-4 45,883,000.00 45,311,500.00 17,729.52 553,770.48 0.00 0.00 PO-1 8,564,365.00 7,744,384.95 39,710.65 103,187.47 0.00 0.00 IO-1 0.00 0.00 0.00 0.00 0.00 0.00 PO-2 5,424,762.00 5,193,283.95 9,851.41 227,392.56 0.00 0.00 B-1 4,333,400.00 4,319,526.90 14,306.85 0.00 0.00 0.00 B-2 3,404,800.00 3,393,899.75 11,241.05 0.00 0.00 0.00 B-3 2,476,200.00 2,468,272.61 8,175.25 0.00 0.00 0.00 B-4 1,083,300.00 1,079,831.88 3,576.55 0.00 0.00 0.00 B-5 773,700.00 771,223.05 2,554.39 0.00 0.00 0.00 B-6 1,857,869.45 1,851,921.60 6,133.81 0.00 0.00 0.00 R-II 100.00 0.00 0.00 0.00 0.00 0.00 Totals 309,537,496.45 288,038,771.19 955,143.84 14,909,326.83 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution A-1 6,963,149.90 114,824,530.35 0.87261966 6,963,149.90 A-2 5,368,304.34 82,947,813.06 0.87283168 5,368,304.34 A-3 2,535,386.44 3,265,742.41 0.35820362 2,535,386.44 A-4 571,500.00 44,740,000.00 0.97508881 571,500.00 PO-1 142,898.11 7,601,486.84 0.88757156 142,898.11 IO-1 0.00 0.00 0.00000000 0.00 PO-2 237,243.97 4,956,039.99 0.91359584 237,243.97 B-1 14,306.85 4,305,220.05 0.99349703 14,306.85 B-2 11,241.05 3,382,658.70 0.99349703 11,241.05 B-3 8,175.25 2,460,097.36 0.99349704 8,175.25 B-4 3,576.55 1,076,255.34 0.99349704 3,576.55 B-5 2,554.39 768,668.66 0.99349704 2,554.39 B-6 6,133.81 1,845,787.79 0.99349704 6,133.81 R-II 0.00 0.00 0.00000000 0.00 Totals 15,864,470.66 272,174,300.55 0.87929347 15,864,470.66
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 131,586,000.00 925.53676113 4.53444789 48.38265492 0.00000000 A-2 95,033,000.00 929.32052445 1.75244126 54.73640314 0.00000000 A-3 9,117,000.00 636.29799825 8.62726226 269.46711528 0.00000000 A-4 45,883,000.00 987.54440643 0.38640717 12.06918641 0.00000000 S-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 S-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO-1 8,564,365.00 904.25676043 4.63673022 12.04846711 0.00000000 IO-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 PO-2 5,424,762.00 957.32936302 1.81600778 41.91751822 0.00000000 IO-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 4,333,400.00 996.79856464 3.30152998 0.00000000 0.00000000 B-2 3,404,800.00 996.79856379 3.30153019 0.00000000 0.00000000 B-3 2,476,200.00 996.79856635 3.30153057 0.00000000 0.00000000 B-4 1,083,300.00 996.79855996 3.30153235 0.00000000 0.00000000 B-5 773,700.00 996.79856534 3.30152514 0.00000000 0.00000000 B-6 1,857,869.45 996.79856408 3.30152907 0.00000000 0.00000000 R-II 100.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All classes are per $1,000.00 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 52.91710288 872.61965825 0.87261966 52.91710288 A-2 0.00000000 56.48884430 872.83168015 0.87283168 56.48884430 A-3 0.00000000 278.09437754 358.20362071 0.35820362 278.09437754 A-4 0.00000000 12.45559357 975.08881285 0.97508881 12.45559357 S-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 S-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO-1 0.00000000 16.68519616 887.57156427 0.88757156 16.68519616 IO-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 PO-2 0.00000000 43.73352601 913.59583886 0.91359584 43.73352601 IO-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 3.30152998 993.49703466 0.99349703 3.30152998 B-2 0.00000000 3.30153019 993.49703360 0.99349703 3.30153019 B-3 0.00000000 3.30153057 993.49703578 0.99349704 3.30153057 B-4 0.00000000 3.30153235 993.49703683 0.99349704 3.30153235 B-5 0.00000000 3.30152514 993.49704020 0.99349704 3.30152514 B-6 0.00000000 3.30152907 993.49703500 0.99349704 3.30152907 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1 131,586,000.00 4.00000% 121,787,680.25 405,958.93 0.00 0.00 A-2 95,033,000.00 4.00000% 88,316,117.40 294,387.06 0.00 0.00 A-3 9,117,000.00 4.00000% 5,801,128.85 19,337.10 0.00 0.00 A-4 45,883,000.00 4.00000% 45,311,500.00 151,038.33 0.00 0.00 S-1 0.00 3.00000% 121,787,680.25 304,469.20 0.00 0.00 S-2 0.00 3.00000% 139,428,746.25 348,571.87 0.00 0.00 PO-1 8,564,365.00 0.00000% 7,744,384.95 0.00 0.00 0.00 IO-1 0.00 0.63795% 136,104,151.74 72,356.84 0.00 0.00 PO-2 5,424,762.00 0.00000% 5,193,283.95 0.00 0.00 0.00 IO-2 0.00 0.55866% 151,934,619.45 70,732.94 0.00 0.00 B-1 4,333,400.00 7.00000% 4,319,526.90 25,197.24 0.00 0.00 B-2 3,404,800.00 7.00000% 3,393,899.75 19,797.75 0.00 0.00 B-3 2,476,200.00 7.00000% 2,468,272.61 14,398.26 0.00 0.00 B-4 1,083,300.00 7.00000% 1,079,831.88 6,299.02 0.00 0.00 B-5 773,700.00 7.00000% 771,223.05 4,498.80 0.00 0.00 B-6 1,857,869.45 7.00000% 1,851,921.60 10,802.88 0.00 0.00 R-II 100.00 7.00000% 0.00 0.00 0.00 0.00 Totals 309,537,496.45 1,747,846.22 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance A-1 0.00 0.00 405,958.93 0.00 114,824,530.35 A-2 0.00 0.00 294,387.06 0.00 82,947,813.06 A-3 0.00 0.00 19,337.10 0.00 3,265,742.41 A-4 0.00 0.00 151,038.33 0.00 44,740,000.00 S-1 0.00 0.00 304,469.20 0.00 114,824,530.35 S-2 0.00 0.00 348,571.86 0.00 130,953,555.47 PO-1 0.00 0.00 0.00 0.00 7,601,486.84 IO-1 0.00 0.00 72,356.84 0.00 128,965,905.35 PO-2 0.00 0.00 0.00 0.00 4,956,039.99 IO-2 0.00 0.00 70,732.94 0.00 143,208,395.18 B-1 0.00 0.00 25,197.24 0.00 4,305,220.05 B-2 0.00 0.00 19,797.75 0.00 3,382,658.70 B-3 0.00 0.00 14,398.26 0.00 2,460,097.36 B-4 0.00 0.00 6,299.02 0.00 1,076,255.34 B-5 0.00 0.00 4,498.80 0.00 768,668.66 B-6 0.00 0.00 10,802.88 0.00 1,845,787.79 R-II 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1,747,846.21 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankrupcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1 131,586,000.00 4.00000% 925.53676113 3.08512251 0.00000000 0.00000000 A-2 95,033,000.00 4.00000% 929.32052445 3.09773510 0.00000000 0.00000000 A-3 9,117,000.00 4.00000% 636.29799825 2.12099375 0.00000000 0.00000000 A-4 45,883,000.00 4.00000% 987.54440643 3.29181462 0.00000000 0.00000000 S-1 0.00 3.00000% 925.53676113 2.31384190 0.00000000 0.00000000 S-2 0.00 3.00000% 929.32052448 2.32330134 0.00000000 0.00000000 PO-1 8,564,365.00 0.00000% 904.25676043 0.00000000 0.00000000 0.00000000 IO-1 0.00 0.63795% 927.42827257 0.49304726 0.00000000 0.00000000 PO-2 5,424,762.00 0.00000% 957.32936302 0.00000000 0.00000000 0.00000000 IO-2 0.00 0.55866% 933.35607100 0.43452255 0.00000000 0.00000000 B-1 4,333,400.00 7.00000% 996.79856464 5.81465824 0.00000000 0.00000000 B-2 3,404,800.00 7.00000% 996.79856379 5.81465872 0.00000000 0.00000000 B-3 2,476,200.00 7.00000% 996.79856635 5.81465956 0.00000000 0.00000000 B-4 1,083,300.00 7.00000% 996.79855996 5.81465891 0.00000000 0.00000000 B-5 773,700.00 7.00000% 996.79856534 5.81465684 0.00000000 0.00000000 B-6 1,857,869.45 7.00000% 996.79856408 5.81466044 0.00000000 0.00000000 R-II 100.00 7.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All classes are per $1,000.00 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 0.00000000 0.00000000 3.08512251 0.00000000 872.61965825 A-2 0.00000000 0.00000000 3.09773510 0.00000000 872.83168015 A-3 0.00000000 0.00000000 2.12099375 0.00000000 358.20362071 A-4 0.00000000 0.00000000 3.29181462 0.00000000 975.08881285 S-1 0.00000000 0.00000000 2.31384190 0.00000000 872.61965825 S-2 0.00000000 0.00000000 2.32330127 0.00000000 872.83168016 PO-1 0.00000000 0.00000000 0.00000000 0.00000000 887.57156427 IO-1 0.00000000 0.00000000 0.49304726 0.00000000 878.78749685 PO-2 0.00000000 0.00000000 0.00000000 0.00000000 913.59583886 IO-2 0.00000000 0.00000000 0.43452255 0.00000000 879.74962878 B-1 0.00000000 0.00000000 5.81465824 0.00000000 993.49703466 B-2 0.00000000 0.00000000 5.81465872 0.00000000 993.49703360 B-3 0.00000000 0.00000000 5.81465956 0.00000000 993.49703578 B-4 0.00000000 0.00000000 5.81465891 0.00000000 993.49703683 B-5 0.00000000 0.00000000 5.81465684 0.00000000 993.49704020 B-6 0.00000000 0.00000000 5.81466044 0.00000000 993.49703500 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankrupcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 17,672,324.95 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 17,672,324.95 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 60,008.08 Payment of Interest and Principal 17,612,316.87 Total Withdrawals (Pool Distribution Amount) 17,672,324.95 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 60,008.08 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 60,008.08
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.00 0.00 0.00 0.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 1,252.90
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.04845940% 150,000.00 0.05511174% Fraud 6,190,749.93 2.00000000% 6,190,749.93 2.27455345% Special Hazard 3,095,374.96 1.00000000% 3,095,374.96 1.13727672% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.531712% Weighted Average Pass-Through Rate 7.281712% Weighted Average Maturity(Stepdown Calculation ) 210 Beginning Scheduled Collateral Loan Count 2,815 Number Of Loans Paid In Full 132 Ending Scheduled Collateral Loan Count 2,683 Beginning Scheduled Collateral Balance 288,038,771.19 Ending Scheduled Collateral Balance 272,174,300.53 Ending Actual Collateral Balance at 31-Aug-2003 272,174,300.53 Monthly P &I Constant 2,762,998.16 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 16,381,418.94 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 272,174,300.53 Scheduled Principal 955,143.83 Unscheduled Principal 14,909,326.83
Group Level Collateral Statement Group 1 2 Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.489652 7.569391 7.531712 Weighted Average Net Rate 7.239652 7.319391 7.281712 Weighted Average Maturity 143 271 210 Beginning Loan Count 1,601 1,214 2,815 Loans Paid In Full 69 63 132 Ending Loan Count 1,532 1,151 2,683 Beginning Scheduled Balance 136,104,151.74 151,934,619.45 288,038,771.19 Ending scheduled Balance 128,965,905.35 143,208,395.18 272,174,300.53 Record Date 08/31/2003 08/31/2003 08/31/2003 Principal And Interest Constant 1,518,056.13 1,244,942.03 2,762,998.16 Scheduled Principal 668,578.89 286,564.94 955,143.83 Unscheduled Principal 6,469,667.50 8,439,659.33 14,909,326.83 Scheduled Interest 849,477.24 958,377.09 1,807,854.33 Servicing Fees 28,355.04 31,653.04 60,008.08 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 821,122.20 926,724.05 1,747,846.25 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.00 0.00 0.00 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 7.239652 7.319391 7.281712
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