All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee. PRINCIPAL DISTRIBUTION STATEMENT
(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 FACTORS STATEMENT
(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
(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
(5) Per $1 denomination (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 11,786,346.65 Liquidations, Insurance Proceeds, Reserve Funds 38.41 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 800.15 Realized Losses 0.00 Prepayment Penalties 0.00 ------------- Total Deposits 11,787,185.21 Withdrawals Reimbursement for Servicer Advances 967.60 Payment of Service Fee 163,206.17 Payment of Interest and Principal 11,623,011.44 ------------- Total Withdrawals (Pool Distribution Amount) 11,787,185.21 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 0.01 ====
Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance - ----------------------------- --------- ----------- -------- -------- Basis Risk Reserve Fund - X-1 1,512.84 6.10 5.82 1,512.56 Basis Risk Reserve Fund - X-2 8,487.16 32.31 32.59 8,487.44
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT
DELINQUENT BANKRUPTCY FORECLOSURE - -------------------------------- ------------------------------- ------------------------------- No. of Principal No. of Principal No. of Principal Loans Balance Loans Balance Loans Balance 30 Days 2 332,519.19 30 Days 0 0.00 30 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 2 332,519.19 0 0.00 0 0.00 No. of Principal No. of Principal No. of Principal Loans Balance Loans Balance Loans Balance 30 Days 0.145560% 0.066824% 30 Days 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.145560% 0.066824% 0.000000% 0.000000% 0.000000% 0.000000%
REO TOTAL - -------------------------------- -------------------------------- No. of Principal No. of Principal Loans Balance Loans Balance 30 Days 0 0.00 30 Days 2 332,519.19 60 Days 0 0.00 60 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 0 0.00 2 332,519.19 No. of Principal No. of Principal Loans Balance Loans Balance 30 Days 0.000000% 0.000000% 30 Days 0.145560% 0.066824% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.145560% 0.066824%
Current Period Class A Insufficient Funds: 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 800.15
Original $ Original % Current $ Current % Bankruptcy 100,261.00 0.01737033% 100,261.00 0.02014848% Fraud 17,315,901.00 3.00000001% 17,315,901.00 3.47980829% Special Hazard 5,771,967.00 1.00000000% 4,976,107.75 1.00000000%
Limit of subordinate's exposure to certain types of losses DELINQUENCY STATUS BY GROUP ONE-MONTH LIBOR
DELINQUENT BANKRUPTCY FORECLOSURE - -------------------------------- ------------------------------- ------------------------------- No. of Principal No. of Principal No. of Principal Loans Balance Loans Balance Loans Balance 30 Days 0 0.00 30 Days 0 0.00 30 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 ------- --------- ------ --------- ------- --------- 0 0.00 0 0.00 0 0.00 No. of Principal No. of Principal No. of Principal Loans Balance Loans Balance Loans Balance 30 Days 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% --------- --------- --------- --------- --------- --------- 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
REO TOTAL - -------------------------------- ------------------------------- No. of Principal No. of Principal Loans Balance Loans Balance 30 Days 0 0.00 30 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 ------- ---------- ------- --------- 0 0.00 0 0.00 No. of Principal No. of Principal Loans Balance Loans Balance 30 Days 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% --------- --------- --------- --------- 0.000000% 0.000000% 0.000000% 0.000000%
SIX-MONTH LIBOR
DELINQUENT BANKRUPTCY FORECLOSURE - --------------------------------- --------------------------------- --------------------------------- No. of Principal No. of Principal No. of Principal Loans Balance Loans Balance Loans Balance 30 Days 2 332,519.19 30 Days 0 0.00 30 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 60 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 ------- ---------- ------ --------- ------- ---------- 2 332,519.19 0 0.00 0 0.00 No. of Principal No. of Principal No. of Principal Loans Balance Loans Balance Loans Balance 30 Days 0.173010% 0.080893% 30 Days 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% --------- --------- --------- --------- --------- --------- 0.173010% 0.080893% 0.000000% 0.000000% 0.000000% 0.000000%
REO TOTAL - -------------------------------- ---------------------------------- No. of Principal No. of Principal Loans Balance Loans Balance 30 Days 0 0.00 30 Days 2 332,519.19 60 Days 0 0.00 60 Days 0 0.00 90 Days 0 0.00 90 Days 0 0.00 120 Days 0 0.00 120 Days 0 0.00 150 Days 0 0.00 150 Days 0 0.00 180+ Days 0 0.00 180+ Days 0 0.00 ------- --------- ------- ---------- 0 0.00 2 332,519.19 No. of Principal No. of Principal Loans Balance Loans Balance 30 Days 0.000000% 0.000000% 30 Days 0.173010% 0.080893% 60 Days 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% --------- --------- --------- --------- 0.000000% 0.000000% 0.173010% 0.080893%
COLLATERAL STATEMENT
Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 3.168448% Weighted Average Net Coupon 2.792963% Weighted Average Pass-Through Rate 2.782963% Weighted Average Maturity (Stepdown Calculation) 346 Beginning Scheduled Collateral Loan Count 1,398 Number of Loans Paid in Full 24 Ending Scheduled Collateral Loan Count 1,374 Beginning Scheduled Collateral Balance 508,055,498.50 Ending Scheduled Collateral Balance 497,610,775.27 Ending Actual Collateral Balance at 30-June-2003 497,607,912.70 Monthly P&I Constant 1,341,658.42 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realization Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 202.41 Unscheduled Principal 10,444,520.82
MISCELLANEOUS REPORTING
Pro Rata Senior Percent 95.569284% Senior Percent 100.000000% Senior Prepay Percent 100.000000% Subordinate Percent 0.000000% Subordinate Prepay Percent 0.000000%
GROUP ONE MONTH LIBOR SIX MONTH LIBOR TOTAL Collateral Description Monthly 6 Month Arm Mixed Fixed & Arm Weighted Average Coupon Rate 3.065068 3.189939 3.168448 Weighted Average Net Rate 2.690068 2.814354 2.792963 Pass-Through Rate 2.680068 2.804354 2.782963 Weighted Average Maturity 306 307 346 Record Date 06/30/2003 06/30/2003 06/30/2003 Principal and Interest Constant 223,572.12 1,118,086.30 1,341,658.42 Beginning Loan Count 220 1,178 1,398 Loans Paid in Full 2 22 24 Ending Loan Count 218 1,156 1,374 Beginning Scheduled Balance 87,442,008.86 420,613,489.64 508,055,498.50 Ending Scheduled Balance 86,546,216.97 411,064,558.30 497,610,775.27 Scheduled Principal 225.68 (23.27) 202.41 Unscheduled Principal 895,566.21 9,548,954.61 10,444,520.82 Scheduled Interest 223,346.44 1,118,109.57 1,341,456.01 Servicing Fee 27,325.62 131,646.77 158,972.39 Master Servicing Fee 728.68 3,505.10 4,233.78 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 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 195,292.14 982,957.70 1,178,249.84 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