-----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, SZWdlL2PYYKj5Vhs2eUClar/t4YQRybcF+yzQ/IvX77h5IvlOv6EucmWDnOkweNI LH0QP8uIb82X5HiwRdwvTw== 0001056404-04-001402.txt : 20040408 0001056404-04-001402.hdr.sgml : 20040408 20040408152827 ACCESSION NUMBER: 0001056404-04-001402 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040326 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040408 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GS MORTGAGE SECURITIES CORP FREMONT HOME LOAN TRUST 2004-A CENTRAL INDEX KEY: 0001280907 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: 333-100818-23 FILM NUMBER: 04724845 BUSINESS ADDRESS: STREET 1: 85 BROAD STREET CITY: NEW YORK STATE: NY ZIP: 10004 MAIL ADDRESS: STREET 1: 85 BROAD STREET CITY: NEW YORK STATE: NY ZIP: 10004 8-K 1 fom0400a.txt MARCH 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): March 25, 2004 FREMONT HOME LOAN TRUST Mortgage-Backed Certificates, Series 2004-A (Exact name of registrant as specified in its charter) New York (governing law of 333-100818-23 54-2147303 Pooling and Servicing Agreement) (Commission 54-2147304 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, 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 March 25, 2004 a distribution was made to holders of FREMONT HOME LOAN TRUST, Mortgage-Backed Certificates, Series 2004-A. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Certificates, Series 2004-A Trust, relating to the March 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. FREMONT HOME LOAN TRUST Mortgage-Backed Certificates, Series 2004-A By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 4/6/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage- Backed Certificates, Series 2004-A Trust, relating to the March 25, 2004 distribution. EX-99.1
Fremont Home Loan Trust Mortgage-Backed Certificates Record Date: 2/29/2004 Distribution Date: 3/25/2004 FREMONT Series: 2004-A Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A-1A 35729PCR9 SEN 1.37125% 212,726,000.00 275,494.94 1,737,002.16 A-1B 35729PCG3 SEN 1.46125% 23,637,000.00 32,620.70 193,006.59 A-2 35729PCH1 SEN 1.39125% 237,239,000.00 311,722.16 2,162,487.49 A-3 35729PCJ7 SEN 1.39125% 189,451,000.00 248,930.72 4,934,665.89 M-1 35729PCK4 MEZ 1.64125% 58,419,000.00 90,553.51 0.00 M-2 35729PCL2 MEZ 2.24125% 47,987,000.00 101,575.82 0.00 M-3 35729PCM0 MEZ 2.49125% 14,604,000.00 34,360.98 0.00 B-1 35729PCN8 JUN 2.78125% 14,605,000.00 38,363.48 0.00 B-2 35729PCP3 JUN 2.84125% 10,432,000.00 27,993.26 0.00 B-3 35729PCQ1 JUN 3.94125% 10,432,000.00 38,830.95 0.00 X 35729PCS7 OC 0.00000% 15,022,301.10 3,752,913.85 0.00 P 35729PCT5 PrePay 0.00000% 100.00 107,989.95 0.00 R-1 35729PCU2 RES 0.00000% 0.00 0.00 0.00 R-2 FOM040AR2 RES 0.00000% 0.00 0.00 0.00 Totals 834,554,401.10 5,061,350.32 9,027,162.13
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1A 0.00 210,988,997.84 2,012,497.10 0.00 A-1B 0.00 23,443,993.41 225,627.29 0.00 A-2 0.00 235,076,512.51 2,474,209.65 0.00 A-3 0.00 184,516,334.11 5,183,596.61 0.00 M-1 0.00 58,419,000.00 90,553.51 0.00 M-2 0.00 47,987,000.00 101,575.82 0.00 M-3 0.00 14,604,000.00 34,360.98 0.00 B-1 0.00 14,605,000.00 38,363.48 0.00 B-2 0.00 10,432,000.00 27,993.26 0.00 B-3 0.00 10,432,000.00 38,830.95 0.00 X 0.00 15,021,979.22 3,752,913.85 0.00 P 0.00 100.00 107,989.95 0.00 R-1 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 Totals 0.00 825,526,917.09 14,088,512.45 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-1A 212,726,000.00 212,726,000.00 0.00 1,737,002.16 0.00 0.00 A-1B 23,637,000.00 23,637,000.00 0.00 193,006.59 0.00 0.00 A-2 237,239,000.00 237,239,000.00 0.00 2,162,487.49 0.00 0.00 A-3 189,451,000.00 189,451,000.00 0.00 4,934,665.89 0.00 0.00 M-1 58,419,000.00 58,419,000.00 0.00 0.00 0.00 0.00 M-2 47,987,000.00 47,987,000.00 0.00 0.00 0.00 0.00 M-3 14,604,000.00 14,604,000.00 0.00 0.00 0.00 0.00 B-1 14,605,000.00 14,605,000.00 0.00 0.00 0.00 0.00 B-2 10,432,000.00 10,432,000.00 0.00 0.00 0.00 0.00 B-3 10,432,000.00 10,432,000.00 0.00 0.00 0.00 0.00 X 15,022,301.10 15,022,301.10 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R-1 0.00 0.00 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 0.00 Totals 834,554,401.10 834,554,401.10 0.00 9,027,162.13 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-1A 1,737,002.16 210,988,997.84 0.99183456 1,737,002.16 A-1B 193,006.59 23,443,993.41 0.99183456 193,006.59 A-2 2,162,487.49 235,076,512.51 0.99088477 2,162,487.49 A-3 4,934,665.89 184,516,334.11 0.97395281 4,934,665.89 M-1 0.00 58,419,000.00 1.00000000 0.00 M-2 0.00 47,987,000.00 1.00000000 0.00 M-3 0.00 14,604,000.00 1.00000000 0.00 B-1 0.00 14,605,000.00 1.00000000 0.00 B-2 0.00 10,432,000.00 1.00000000 0.00 B-3 0.00 10,432,000.00 1.00000000 0.00 X 0.00 15,021,979.22 0.99997857 0.00 P 0.00 100.00 1.00000000 0.00 R-1 0.00 0.00 0.00000000 0.00 R-2 0.00 0.00 0.00000000 0.00 Totals 9,027,162.13 825,526,917.09 0.98918287 9,027,162.13
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1A 212,726,000.00 1000.00000000 0.00000000 8.16544362 0.00000000 A-1B 23,637,000.00 1000.00000000 0.00000000 8.16544358 0.00000000 A-2 237,239,000.00 1000.00000000 0.00000000 9.11522764 0.00000000 A-3 189,451,000.00 1000.00000000 0.00000000 26.04718840 0.00000000 M-1 58,419,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 47,987,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 14,604,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 14,605,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 10,432,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 10,432,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 15,022,301.10 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1A 0.00000000 8.16544362 991.83455638 0.99183456 8.16544362 A-1B 0.00000000 8.16544358 991.83455642 0.99183456 8.16544358 A-2 0.00000000 9.11522764 990.88477236 0.99088477 9.11522764 A-3 0.00000000 26.04718840 973.95281160 0.97395281 26.04718840 M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.97857319 0.99997857 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1A 212,726,000.00 1.37125% 212,726,000.00 275,494.94 0.00 0.00 A-1B 23,637,000.00 1.46125% 23,637,000.00 32,620.70 0.00 0.00 A-2 237,239,000.00 1.39125% 237,239,000.00 311,722.16 0.00 0.00 A-3 189,451,000.00 1.39125% 189,451,000.00 248,930.72 0.00 0.00 M-1 58,419,000.00 1.64125% 58,419,000.00 90,553.51 0.00 0.00 M-2 47,987,000.00 2.24125% 47,987,000.00 101,575.82 0.00 0.00 M-3 14,604,000.00 2.49125% 14,604,000.00 34,360.98 0.00 0.00 B-1 14,605,000.00 2.78125% 14,605,000.00 38,363.48 0.00 0.00 B-2 10,432,000.00 2.84125% 10,432,000.00 27,993.26 0.00 0.00 B-3 10,432,000.00 3.94125% 10,432,000.00 38,830.95 0.00 0.00 X 15,022,301.10 0.00000% 15,022,301.10 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R-1 0.00 0.00000% 0.00 0.00 0.00 0.00 R-2 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 834,554,401.10 1,200,446.52 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-1A 0.00 0.00 275,494.94 0.00 210,988,997.84 A-1B 0.00 0.00 32,620.70 0.00 23,443,993.41 A-2 0.00 0.00 311,722.16 0.00 235,076,512.51 A-3 0.00 0.00 248,930.72 0.00 184,516,334.11 M-1 0.00 0.00 90,553.51 0.00 58,419,000.00 M-2 0.00 0.00 101,575.82 0.00 47,987,000.00 M-3 0.00 0.00 34,360.98 0.00 14,604,000.00 B-1 0.00 0.00 38,363.48 0.00 14,605,000.00 B-2 0.00 0.00 27,993.26 0.00 10,432,000.00 B-3 0.00 0.00 38,830.95 0.00 10,432,000.00 X 0.00 0.00 3,752,913.85 0.00 15,021,979.22 P 0.00 0.00 107,989.95 0.00 100.00 R-1 0.00 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 5,061,350.32 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1A 212,726,000.00 1.37125% 1000.00000000 1.29506943 0.00000000 0.00000000 A-1B 23,637,000.00 1.46125% 1000.00000000 1.38006938 0.00000000 0.00000000 A-2 237,239,000.00 1.39125% 1000.00000000 1.31395833 0.00000000 0.00000000 A-3 189,451,000.00 1.39125% 1000.00000000 1.31395833 0.00000000 0.00000000 M-1 58,419,000.00 1.64125% 1000.00000000 1.55006950 0.00000000 0.00000000 M-2 47,987,000.00 2.24125% 1000.00000000 2.11673620 0.00000000 0.00000000 M-3 14,604,000.00 2.49125% 1000.00000000 2.35284717 0.00000000 0.00000000 B-1 14,605,000.00 2.78125% 1000.00000000 2.62673605 0.00000000 0.00000000 B-2 10,432,000.00 2.84125% 1000.00000000 2.68340299 0.00000000 0.00000000 B-3 10,432,000.00 3.94125% 1000.00000000 3.72229199 0.00000000 0.00000000 X 15,022,301.10 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R-1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1A 0.00000000 0.00000000 1.29506943 0.00000000 991.83455638 A-1B 0.00000000 0.00000000 1.38006938 0.00000000 991.83455642 A-2 0.00000000 0.00000000 1.31395833 0.00000000 990.88477236 A-3 0.00000000 0.00000000 1.31395833 0.00000000 973.95281160 M-1 0.00000000 0.00000000 1.55006950 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 2.11673620 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 2.35284717 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 2.62673605 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 2.68340299 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 3.72229199 0.00000000 1000.00000000 X 0.00000000 0.00000000 249.82283506 0.00000000 999.97857319 P 0.00000000 0.00000000 1079899.50000000 0.00000000 1000.00000000 R-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,099,206.54 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 237,740.11 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 107,989.95 Total Deposits 14,444,936.60 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 356,424.15 Payment of Interest and Principal 14,088,512.45 Total Withdrawals (Pool Distribution Amount) 14,444,936.60 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 347,731.03 Master Servicing 1,738.32 Trust Administration 6,954.80 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 356,424.15
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 13 0 1 0 14 2,183,872.70 0.00 150,000.00 0.00 2,333,872.70 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 13 0 1 0 14 2,183,872.70 0.00 150,000.00 0.00 2,333,872.70 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 0.307474% 0.000000% 0.023652% 0.000000% 0.331126% 0.264375% 0.000000% 0.018159% 0.000000% 0.282533% 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 0.307474% 0.000000% 0.023652% 0.000000% 0.331126% 0.264375% 0.000000% 0.018159% 0.000000% 0.282533%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 237,740.11
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.634440% Weighted Average Net Coupon 7.134439% Weighted Average Pass-Through Rate 7.121940% Weighted Average Maturity(Stepdown Calculation ) 356 Beginning Scheduled Collateral Loan Count 4,261 Number Of Loans Paid In Full 33 Ending Scheduled Collateral Loan Count 4,228 Beginning Scheduled Collateral Balance 834,553,979.22 Ending Scheduled Collateral Balance 825,526,917.09 Ending Actual Collateral Balance at 29-Feb-2004 826,052,238.97 Monthly P &I Constant 5,867,881.09 Special Servicing Fee 0.00 Prepayment Penalties 107,989.95 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 825,526,917.09 Scheduled Principal 558,418.32 Unscheduled Principal 8,469,065.69
Other Income 0.00
Miscellaneous Reporting Excess Cash Amount 3,752,591.97 Overcollateralization Deficiency 0.00 Extra Principal Amount 0.00 Overcollateralization Release 321.88 Overcollateralization Amount 15,021,979.22 Target Overcollateralization Amount 15,021,979.22 Group 1 Credit Enhancement 0.207748% Group 2 Credit Enhancement 0.205500% Step Down NO Trigger Event NO Yield Maintenance Payment 0.00
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.642880 7.549702 7.759374 Weighted Average Net Rate 7.142880 7.049702 7.259374 Weighted Average Maturity 358 347 358 Beginning Loan Count 1,356 324 1,619 Loans Paid In Full 9 1 10 Ending Loan Count 1,347 323 1,609 Beginning Scheduled Balance 241,608,262.17 55,891,153.99 257,383,563.24 Ending scheduled Balance 239,863,391.32 55,705,947.27 255,257,576.22 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 1,698,420.58 400,724.27 1,828,225.68 Scheduled Principal 159,601.53 49,089.62 163,946.29 Unscheduled Principal 1,585,269.32 136,117.10 1,962,040.73 Scheduled Interest 1,538,819.05 351,634.65 1,664,279.39 Servicing Fees 100,670.10 23,287.98 107,243.17 Master Servicing Fees 503.16 116.49 536.01 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 2,013.37 465.73 2,145.03 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 1,438,148.84 328,346.63 1,557,036.36 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 25,820.88 0.00 16,816.14 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 7.130380 7.037202 7.246874
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 7.729466 7.521692 7.343525 Weighted Average Net Rate 7.229466 7.021692 6.843524 Weighted Average Maturity 347 358 352 Beginning Loan Count 270 592 100 Loans Paid In Full 0 12 1 Ending Loan Count 270 580 99 Beginning Scheduled Balance 41,219,220.13 202,019,857.85 36,432,343.72 Ending scheduled Balance 41,182,642.55 197,487,978.44 36,029,381.29 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 301,095.89 1,385,114.75 254,299.92 Scheduled Principal 35,593.75 118,838.72 31,348.41 Unscheduled Principal 983.83 4,413,040.69 371,614.02 Scheduled Interest 265,502.14 1,266,276.03 222,951.51 Servicing Fees 17,174.68 84,174.95 15,180.15 Master Servicing Fees 85.90 420.90 75.86 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 343.49 1,683.58 303.60 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 248,327.41 1,182,100.91 207,771.41 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 65,352.93 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 7.216966 7.009192 6.831025
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.634440 Weighted Average Net Rate 7.134439 Weighted Average Maturity 356.00 Record Date 02/29/2004 Principal And Interest Constant 5,867,881.09 Beginning Loan Count 4,261 Loans Paid In Full 33 Ending Loan Count 4,228 Beginning Scheduled Balance 834,554,401.10 Ending Scheduled Balance 825,526,917.09 Scheduled Principal 558,418.32 Unscheduled Principal 8,469,065.69 Scheduled Interest 5,309,462.77 Servicing Fee 347,731.03 Master Servicing Fee 1,738.32 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 6,954.80 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,961,731.56 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 107,989.95 Special Servicing Fee 0.00 Pass-Through Rate 7.121940
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