Exhibit A
Underlying Certificates
Trust
Asset
Group
Issuer
Series
Class
Issue
Date
CUSIP
Number
Interest
Rate
Interest
Type(1)
Final
Distribution
Date
Principal
Type(1)
Original
Principal
or Notional
Balance
of Class
Underlying
Certificate
Factor(2)
Principal
or Notional
Balance
in the
Trust
Percentage
of Class
in Trust
Approximate
Weighted Average
Coupon of
Mortgage Loans
Approximate
Weighted Average
Remaining Term
to Maturity of
Mortgage Loans
(in months)
Approximate
Weighted Average
Loan Age of
Mortgage Loans
(in months)
Ginnie
Mae
I or II
3
Ginnie Mae 2003-070
KO
8/29/2003 38374BC84
0.0%
PO
August 2033
SUP
$
5,225,000 1.00000000 $ 5,225,000
100.0000000000%
5.417%
347
10
II
3
Ginnie Mae 2003-070
BP
8/29/2003 38374BM34
0.0
PO
May 2031
SUP
1,316,667
1.00000000
359,091
27.2727272727%
5.417
347
10
II
3
Ginnie Mae 2003-070
BO
8/29/2003 38374BL68
0.0
PO
November 2030
SUP
4,200,000
0.68466296
784,250
27.2727380952%
5.417
347
10
II
3
Ginnie Mae 2004-021
YD
4/30/2004 38374FX33
5.0
FIX
April 2034
PAC II
2,860,000
1.00000000
1,280,000
44.7552447552%
5.588
355
2
II
4
Ginnie Mae 2003-113
AI
12/30/2003 38374EJ32
4.5
FIX/IO
August 2026
NTL (SEQ/AD)
472,640,000
0.95613538
796,780
0.1763147427%
5.000
345
9
I
4
Ginnie Mae 2003-097
IV
11/28/2003 38374EYM3
4.5
FIX/IO September 2025
NTL (PAC)
9,888,888
1.00000000
4,944,444
50.0000000000%
5.000
346
9
I
7
Ginnie Mae 2003-062
IB
7/30/2003 38374BEZ2
5.0
FIX/IO
May 2033
NTL (PAC)
12,764,882
1.00000000
1,500,000
11.7509899426%
5.595
346
11
II
7
Ginnie Mae 2004-021
PI
4/30/2004 38374FY24
5.0
FIX/IO
June 2025
NTL (PAC I)
20,430,000
0.99214881
1,488,223
7.3421439060%
5.588
355
2
II
7
Ginnie Mae 2003-070
IL
8/29/2003 38374BH71
5.0
FIX/IO September 2021
NTL (PAC)
12,000,000
0.74706685
4,482,401
50.0000000000%
5.417
347
10
II
8
Ginnie Mae 2003-018
IC
3/28/2003 38373SM38
5.5
FIX/IO September 2024
NTL (PAC I)
13,272,727
1.00000000
454,545
3.4246541800%
6.271
340
15
II
8
Ginnie Mae 2003-010
IC
2/28/2003 38373SGD3
5.5
FIX/IO
June 2028
NTL (PAC I)
75,600,000
1.00000000
5,054,545
6.6859060847%
6.260
340
16
II
8
Ginnie Mae
2002-79
IA
11/29/2002 38373YCM4
5.5
FIX/IO September 2026
NTL (SEQ)
246,000,000
0.39686965
2,705,929
2.7716186992%
6.292
337
20
II
8
Ginnie Mae 2003-010
MI
2/28/2003 38373SGB7
5.5
FIX/IO
August 2025
NTL (PAC I)
42,960,000
1.00000000
9,443,636
21.9823929236%
6.260
340
16
II
8
Ginnie Mae
2002-79
ID
11/29/2002 38373YEC4
5.5
FIX/IO
February 2030
NTL (SEQ)
328,000,000
0.54765224
5,437,689
3.0271618902%
6.292
337
20
II
9
Ginnie Mae 2003-070
NI
8/29/2003 38374BW58
5.5
FIX/IO
August 2029
NTL (PAC I)
66,300,000
1.00000000
4,104,545
6.1908672700%
5.954
345
11
II
9
Ginnie Mae 2003-046
IA
6/30/2003 38373Q4L2
5.5
FIX/IO
April 2023
NTL (PAC I)
10,487,272
1.00000000
7,865,455
75.0000095354%
6.252
342
13
II
9
Ginnie Mae 2003-028
IN
4/30/2003 38373QBR1
5.5
FIX/IO December 2026
NTL (PAC I)
23,181,818
1.00000000
9,865,000
42.5549022945%
6.256
342
14
II
10
Ginnie Mae 2003-046
IG
6/30/2003 38373Q4Z1
5.5
FIX/IO
August 2030
NTL (PAC I)
3,168,727
1.00000000
125,000
3.9448018084%
6.252
342
13
II
10
Ginnie Mae 2003-076
IE
9/30/2003 38374CNK3
5.5
FIX/IO
February 2033
NTL (PAC I)
21,876,363
1.00000000
145,454
0.6648911430%
5.913
346
10
II
10
Ginnie Mae 2003-040
IN
5/30/2003 38373QZZ7
5.5
FIX/IO November 2032
NTL (PAC I)
15,045,454
1.00000000
4,795,455
31.8731159591%
6.251
342
13
II
11
Ginnie Mae 2003-062
KI
7/30/2003 38374BMB6
5.5
FIX/IO
June 2033
NTL (PAC/AD)
196,200,000
0.93823169
2,132,345
1.1583730887%
6.256
344
12
II
11
Ginnie Mae 2003-062
MI
7/30/2003 38374BGR8
5.5
FIX/IO
June 2033
NTL (PAC/AD)
28,800,000
0.93185805
7,319,322
27.2727291667%
6.256
344
12
II
12
Ginnie Mae 2003-040
IB
5/30/2003 38373QD32
5.5
FIX/IO
March 2030
NTL (PAC)
17,150,356
1.00000000
195,487
1.1398422283%
6.000
342
13
I
12
Ginnie Mae 2004-017
MI
3/30/2004 38374FG65
5.5
FIX/IO
February 2032
NTL (PAC/AD)
115,909,090
0.99066289
28,706,709
25.0000004314%
6.000
345
10
I
13
Ginnie Mae 2003-097
LI
11/28/2003 38374EXS1
6.0
FIX/IO
April 2033
NTL (PAC/AD)
14,583,333
0.92222371
5,379,638
39.9999986286%
6.790
326
29
II
13
Ginnie Mae
2002-60
KI
8/30/2002 38373VJP6
6.0
FIX/IO
March 2027
NTL (SEQ/AD)
50,000,000
0.29404173
1,837,761
12.5000000000%
6.803
300
52
II
13
Ginnie Mae 2003-076
UI
9/30/2003 38374CJS1
7.5
FIX/IO
February 2027 NTL (PAC I/AD)
107,360,000
0.74939530
11,990,324
14.9031296572%
6.791
323
31
II
(1) As defined under "Class Types" in Appendix I to the Base Offering Circular.
(2) Underlying Certificate Factors are as of May 2004.
A-1