-----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, PtypxNfLWVvTuoGP4E+IT7/mnbF4JDaFDWAj1OqfEK5PJxBrl0lRs25QdvGTOD/K hopKc4UlKGScGoIDT2DuEA== 0001056404-05-001054.txt : 20050208 0001056404-05-001054.hdr.sgml : 20050208 20050208075415 ACCESSION NUMBER: 0001056404-05-001054 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040426 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050208 DATE AS OF CHANGE: 20050208 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GS MORTGAGE SEC CORP MORTGA MORT PASSTHR CERTS SER 2004-FM2 CENTRAL INDEX KEY: 0001285096 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K/A SEC ACT: 1934 Act SEC FILE NUMBER: 333-100818-27 FILM NUMBER: 05582131 BUSINESS ADDRESS: STREET 1: 85 BROAD STREET CITY: NEW YORK STATE: NY ZIP: 10004 8-K/A 1 gsp04fm2_10404.txt APRIL 8K/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K/A CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): April 26, 2004 GOLDMAN SACHS MORTGAGE SECURITIES CORP. Mortgage Pass-Through Certificates, Series 2004-FM2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-100818-27 54-2150431 Pooling and Servicing Agreement) (Commission 54-2150432 (State or other File Number) 54-6601036 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events Subsequent to filing the 8-K relating to the payment date on April 26, 2004, a revision was made to the GOLDMAN SACHS MORTGAGE SECURITIES CORP., Mortgage Pass-Through Certificates, Series 2004-FM2 which was not included in the original 8-K filed. The 8-K is being amended because the Servicer reported incorrect delinquency information. This revision was not previously disclosed in a 1934 Act filing. The revised data has been and will continue to be available on the Wells Fargo Bank, website at www.ctslink.com. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-FM2 Trust, relating to the April 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. GOLDMAN SACHS MORTGAGE SECURITIES CORP. Mortgage Pass-Through Certificates, Series 2004-FM2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 1/31/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-FM2 Trust, relating to the April 26, 2004 distribution. EX-99.1
GS Mortgage Securities Corp Mortgage Pass-Through Certificates Record Date: 3/31/2004 Distribution Date: 4/26/2004 GS Mortgage Securities Corp Mortgage Pass-Through Certificates Series 2004-FM2 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-1 36228FN85 SEN 1.32000% 241,162,000.00 238,750.38 3,792,955.40 A-2A 36228FM60 SEN 1.30000% 271,687,000.00 264,894.83 3,747,602.58 A-2B 36228FM78 SEN 1.45000% 30,188,000.00 32,829.45 0.00 A-3A 36228FM86 SEN 1.22000% 210,187,000.00 192,321.11 5,293,143.58 A-3B 36228FM94 SEN 1.51000% 44,069,000.00 49,908.14 0.00 M-1 36228FN28 MEZ 1.59000% 67,695,000.00 80,726.29 0.00 M-2 36228FN36 MEZ 2.19000% 55,159,000.00 90,598.66 0.00 M-3 36228FN44 MEZ 2.39000% 17,550,000.00 31,458.38 0.00 B-1 36228FN51 SUB 2.84000% 15,044,000.00 32,043.72 0.00 B-2 36228FN69 SUB 2.94000% 14,542,000.00 32,065.11 0.00 B-3 36228FN77 SUB 4.09000% 13,037,000.00 39,991.00 0.00 B-4 36228FN93 SUB 4.59000% 12,536,000.00 43,155.18 0.00 X 362260AL5 SEN 0.00000% 10,029,495.99 4,627,524.53 0.00 P 362260AJ0 SEN 0.00000% 0.00 207,225.49 0.00 R GSP04FM2R RES 0.00000% 0.00 0.00 0.00 Totals 1,002,885,495.99 5,963,492.27 12,833,701.56
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 237,369,044.60 4,031,705.78 0.00 A-2A 0.00 267,939,397.42 4,012,497.41 0.00 A-2B 0.00 30,188,000.00 32,829.45 0.00 A-3A 0.00 204,893,856.42 5,485,464.69 0.00 A-3B 0.00 44,069,000.00 49,908.14 0.00 M-1 0.00 67,695,000.00 80,726.29 0.00 M-2 0.00 55,159,000.00 90,598.66 0.00 M-3 0.00 17,550,000.00 31,458.38 0.00 B-1 0.00 15,044,000.00 32,043.72 0.00 B-2 0.00 14,542,000.00 32,065.11 0.00 B-3 0.00 13,037,000.00 39,991.00 0.00 B-4 0.00 12,536,000.00 43,155.18 0.00 X 0.00 10,028,854.96 4,627,524.53 0.00 P 0.00 0.00 207,225.49 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 990,051,153.40 18,797,193.83 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-1 241,162,000.00 241,162,000.00 0.00 3,792,955.40 0.00 0.00 A-2A 271,687,000.00 271,687,000.00 0.00 3,747,602.58 0.00 0.00 A-2B 30,188,000.00 30,188,000.00 0.00 0.00 0.00 0.00 A-3A 210,187,000.00 210,187,000.00 0.00 5,293,143.58 0.00 0.00 A-3B 44,069,000.00 44,069,000.00 0.00 0.00 0.00 0.00 M-1 67,695,000.00 67,695,000.00 0.00 0.00 0.00 0.00 M-2 55,159,000.00 55,159,000.00 0.00 0.00 0.00 0.00 M-3 17,550,000.00 17,550,000.00 0.00 0.00 0.00 0.00 B-1 15,044,000.00 15,044,000.00 0.00 0.00 0.00 0.00 B-2 14,542,000.00 14,542,000.00 0.00 0.00 0.00 0.00 B-3 13,037,000.00 13,037,000.00 0.00 0.00 0.00 0.00 B-4 12,536,000.00 12,536,000.00 0.00 0.00 0.00 0.00 X 10,029,495.99 10,029,495.99 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,002,885,495.99 1,002,885,495.99 0.00 12,833,701.56 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 3,792,955.40 237,369,044.60 0.98427217 3,792,955.40 A-2A 3,747,602.58 267,939,397.42 0.98620618 3,747,602.58 A-2B 0.00 30,188,000.00 1.00000000 0.00 A-3A 5,293,143.58 204,893,856.42 0.97481698 5,293,143.58 A-3B 0.00 44,069,000.00 1.00000000 0.00 M-1 0.00 67,695,000.00 1.00000000 0.00 M-2 0.00 55,159,000.00 1.00000000 0.00 M-3 0.00 17,550,000.00 1.00000000 0.00 B-1 0.00 15,044,000.00 1.00000000 0.00 B-2 0.00 14,542,000.00 1.00000000 0.00 B-3 0.00 13,037,000.00 1.00000000 0.00 B-4 0.00 12,536,000.00 1.00000000 0.00 X 0.00 10,028,854.96 0.99993609 0.00 P 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 12,833,701.56 990,051,153.40 0.98720258 12,833,701.56
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 241,162,000.00 1000.00000000 0.00000000 15.72783191 0.00000000 A-2A 271,687,000.00 1000.00000000 0.00000000 13.79382370 0.00000000 A-2B 30,188,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-3A 210,187,000.00 1000.00000000 0.00000000 25.18302074 0.00000000 A-3B 44,069,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 67,695,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 55,159,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 17,550,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 15,044,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 14,542,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 13,037,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-4 12,536,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 10,029,495.99 1000.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 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-1 0.00000000 15.72783191 984.27216809 0.98427217 15.72783191 A-2A 0.00000000 13.79382370 986.20617630 0.98620618 13.79382370 A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-3A 0.00000000 25.18302074 974.81697926 0.97481698 25.18302074 A-3B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 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 B-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.93608552 0.99993609 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 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-1 241,162,000.00 1.32000% 241,162,000.00 238,750.38 0.00 0.00 A-2A 271,687,000.00 1.30000% 271,687,000.00 264,894.83 0.00 0.00 A-2B 30,188,000.00 1.45000% 30,188,000.00 32,829.45 0.00 0.00 A-3A 210,187,000.00 1.22000% 210,187,000.00 192,321.10 0.00 0.00 A-3B 44,069,000.00 1.51000% 44,069,000.00 49,908.14 0.00 0.00 M-1 67,695,000.00 1.59000% 67,695,000.00 80,726.29 0.00 0.00 M-2 55,159,000.00 2.19000% 55,159,000.00 90,598.66 0.00 0.00 M-3 17,550,000.00 2.39000% 17,550,000.00 31,458.38 0.00 0.00 B-1 15,044,000.00 2.84000% 15,044,000.00 32,043.72 0.00 0.00 B-2 14,542,000.00 2.94000% 14,542,000.00 32,065.11 0.00 0.00 B-3 13,037,000.00 4.09000% 13,037,000.00 39,991.00 0.00 0.00 B-4 12,536,000.00 4.59000% 12,536,000.00 43,155.18 0.00 0.00 X 10,029,495.99 0.00000% 10,029,495.99 0.00 0.00 0.00 P 0.00 0.00000% 0.01 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,002,885,495.99 1,128,742.24 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 0.00 238,750.38 0.00 237,369,044.60 A-2A 0.00 0.00 264,894.83 0.00 267,939,397.42 A-2B 0.00 0.00 32,829.45 0.00 30,188,000.00 A-3A 0.00 0.00 192,321.11 0.00 204,893,856.42 A-3B 0.00 0.00 49,908.14 0.00 44,069,000.00 M-1 0.00 0.00 80,726.29 0.00 67,695,000.00 M-2 0.00 0.00 90,598.66 0.00 55,159,000.00 M-3 0.00 0.00 31,458.38 0.00 17,550,000.00 B-1 0.00 0.00 32,043.72 0.00 15,044,000.00 B-2 0.00 0.00 32,065.11 0.00 14,542,000.00 B-3 0.00 0.00 39,991.00 0.00 13,037,000.00 B-4 0.00 0.00 43,155.18 0.00 12,536,000.00 X 0.00 0.00 4,627,524.53 0.00 10,028,854.96 P 0.00 0.00 207,225.49 0.00 0.01 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 5,963,492.27 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-1 241,162,000.00 1.32000% 1000.00000000 0.99000000 0.00000000 0.00000000 A-2A 271,687,000.00 1.30000% 1000.00000000 0.97500002 0.00000000 0.00000000 A-2B 30,188,000.00 1.45000% 1000.00000000 1.08750000 0.00000000 0.00000000 A-3A 210,187,000.00 1.22000% 1000.00000000 0.91499998 0.00000000 0.00000000 A-3B 44,069,000.00 1.51000% 1000.00000000 1.13249994 0.00000000 0.00000000 M-1 67,695,000.00 1.59000% 1000.00000000 1.19250004 0.00000000 0.00000000 M-2 55,159,000.00 2.19000% 1000.00000000 1.64250005 0.00000000 0.00000000 M-3 17,550,000.00 2.39000% 1000.00000000 1.79250028 0.00000000 0.00000000 B-1 15,044,000.00 2.84000% 1000.00000000 2.13000000 0.00000000 0.00000000 B-2 14,542,000.00 2.94000% 1000.00000000 2.20500000 0.00000000 0.00000000 B-3 13,037,000.00 4.09000% 1000.00000000 3.06750019 0.00000000 0.00000000 B-4 12,536,000.00 4.59000% 1000.00000000 3.44250000 0.00000000 0.00000000 X 10,029,495.99 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 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-1 0.00000000 0.00000000 0.99000000 0.00000000 984.27216809 A-2A 0.00000000 0.00000000 0.97500002 0.00000000 986.20617630 A-2B 0.00000000 0.00000000 1.08750000 0.00000000 1000.00000000 A-3A 0.00000000 0.00000000 0.91500002 0.00000000 974.81697926 A-3B 0.00000000 0.00000000 1.13249994 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 1.19250004 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 1.64250005 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 1.79250028 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 2.13000000 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 2.20500000 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 3.06750019 0.00000000 1000.00000000 B-4 0.00000000 0.00000000 3.44250000 0.00000000 1000.00000000 X 0.00000000 0.00000000 461.39153300 0.00000000 999.93608552 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 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 19,012,016.00 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 207,225.49 Total Deposits 19,219,241.49 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 422,047.66 Payment of Interest and Principal 18,797,193.83 Total Withdrawals (Pool Distribution Amount) 19,219,241.49 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 417,868.97 Trustee Fee 4,178.69 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 422,047.66
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 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 7 0 0 7 528,972.00 0.00 0.00 528,972.00 30 Days 28 0 0 0 28 2,994,869.00 0.00 0.00 0.00 2,994,869.00 60 Days 5 0 0 0 5 541,412.00 0.00 0.00 0.00 541,412.00 90 Days 1 0 0 0 1 25,895.00 0.00 0.00 0.00 25,895.00 120 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 34 7 0 0 41 3,562,176.00 528,972.00 0.00 0.00 4,091,148.00 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 0.125583% 0.000000% 0.000000% 0.125583% 0.053429% 0.000000% 0.000000% 0.053429% 30 Days 0.502332% 0.000000% 0.000000% 0.000000% 0.502332% 0.302496% 0.000000% 0.000000% 0.000000% 0.302496% 60 Days 0.089702% 0.000000% 0.000000% 0.000000% 0.089702% 0.054685% 0.000000% 0.000000% 0.000000% 0.054685% 90 Days 0.017940% 0.000000% 0.000000% 0.000000% 0.017940% 0.002616% 0.000000% 0.000000% 0.000000% 0.002616% 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 0.609975% 0.125583% 0.000000% 0.000000% 0.735558% 0.359797% 0.053429% 0.000000% 0.000000% 0.413226%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.391343% Weighted Average Net Coupon 6.891343% Weighted Average Pass-Through Rate 6.886343% Weighted Average Maturity(Stepdown Calculation ) 348 Beginning Scheduled Collateral Loan Count 5,641 Number Of Loans Paid In Full 67 Ending Scheduled Collateral Loan Count 5,574 Beginning Scheduled Collateral Balance 1,002,885,495.99 Ending Scheduled Collateral Balance 990,051,153.40 Ending Actual Collateral Balance at 31-Mar-2004 990,051,153.40 Monthly P &I Constant 6,954,399.00 Special Servicing Fee 0.00 Prepayment Penalties 207,225.49 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 990,051,153.40 Scheduled Principal 777,173.34 Unscheduled Principal 12,057,169.25 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 641.03 Specified O/C Amount 10,028,854.96 Overcollateralized Amount 10,028,854.96 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 4,626,883.50
Miscellaneous Reporting Excess Cash Amount 4,626,883.50 Extra Principal Amount 0.00 Overcollateralization Amount 10,028,854.96 Overcollateralization Deficiency Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Release Amount 641.03 Specified Overcollateralization Amount 10,028,854.96 Stepdown NO Overcollateralization Target Amount 10,028,854.96 Trigger Event NO Cap Payment 0.00
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