-----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, P/3qjGoIwDvvH7FRLSbgtYYqHhU49Gj8MZGmYkeAjUvK/6bKihO68N4AI2AhxxxS VqNhPxcmatsFWFObEX4DmA== 0001056404-04-004403.txt : 20041206 0001056404-04-004403.hdr.sgml : 20041206 20041206153038 ACCESSION NUMBER: 0001056404-04-004403 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041206 DATE AS OF CHANGE: 20041206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORTGAGE ASSET SECZT TRANS INC MORT PASS THRU CERTS 2003-8 CENTRAL INDEX KEY: 0001262016 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-101254-13 FILM NUMBER: 041186255 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 MAIL ADDRESS: STREET 1: 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 mst03008_nov.txt NOV 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): November 26, 2004 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2003-8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-101254-13 Pooling and Servicing Agreement) (Commission 54-2123777 (State or other File Number) 54-2123778 jurisdiction 54-2123779 of Incorporation) IRS EIN 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 On November 26, 2004 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2003-8 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-8 Trust, relating to the November 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. MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2003-8 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/6/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-8 Trust, relating to the November 26, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 MASTR Series: 2003-8 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 1-A-1 55265KJ91 SEN 5.50000% 339,164,034.92 1,554,501.83 5,849,319.90 A-R 55265KN47 SEN 5.50000% 0.00 0.00 0.00 2-A-1 55265KK24 SEN 4.50000% 210,600,719.39 789,752.70 3,536,207.46 3-A-1 55265KK32 SEN 5.00000% 135,498,669.83 564,577.79 1,477,753.83 3-A-2 55265KK40 SEN 2.33250% 12,318,060.30 23,943.23 134,341.25 3-A-3 55265KK57 IO 5.66750% 0.00 58,177.17 0.00 3-A-4 55265KK65 SEN 5.25000% 41,202,334.00 180,260.21 0.00 3-A-5 55265KK73 RTL 5.25000% 20,000,000.00 87,500.00 0.00 3-A-6 55265KK81 PO 0.00000% 266,666.00 0.00 0.00 3-A-7 55265KK99 SEN 5.25000% 21,892,384.66 95,779.18 238,759.21 3-A-8 55265KL23 SEN 5.25000% 18,259,193.75 79,883.97 226,037.96 3-A-9 55265KL31 SEN 5.25000% 793,877.99 3,473.22 9,827.74 3-A-10 55265KL49 SEN 5.25000% 26,193,637.14 114,597.16 467,559.76 3-A-11 55265KL56 SEN 5.25000% 19,252,000.00 84,227.50 0.00 3-A-12 55265KL64 LOCK 5.25000% 36,000,000.00 157,500.00 0.00 3-A-13 55265KL72 LOCK 5.25000% 4,000,000.00 17,500.00 0.00 4-A-1 55265KL80 SEN 4.50000% 16,828,170.49 63,105.64 703,714.03 4-A-2 55265KL98 SEN 4.75000% 16,828,170.49 66,611.51 703,714.03 5-A-1 55265KM22 SEN 5.25000% 33,434,340.50 146,275.24 1,387,891.82 5-A-2 55265KM30 SEN 5.25000% 1,672,007.88 7,315.03 69,406.66 6-A-1 55265KM48 SEN 5.50000% 14,654,420.84 67,166.10 16,967.67 7-A-1 55265KM55 SEN 4.75000% 18,278,587.35 72,352.74 1,346,366.25 8-A-1 55265KM63 SEN 5.50000% 123,511,280.61 566,093.37 533,099.24 15-PO 55265KM71 PO 0.00000% 61,095.58 0.00 270.33 30-PO 55265KM89 PO 0.00000% 9,133,938.61 0.00 53,537.89 PP-AX 55265KM97 IO 5.50000% 0.00 3,645.56 0.00 15-AX 55265KN21 IO 4.75000% 0.00 105,333.55 0.00 30-AX 55265KN39 IO 5.25000% 0.00 85,888.48 0.00 B-1 55265KN54 SUB 5.16887% 18,029,382.48 77,659.64 38,252.47 B-2 55265KN62 SUB 5.16887% 5,546,903.87 23,892.70 11,768.72 B-3 55265KN70 SUB 5.16887% 3,466,814.92 14,932.93 7,355.45 B-4 55265KN88 SUB 5.16887% 2,080,088.95 8,959.76 4,413.27 B-5 55265KN96 SUB 5.16887% 1,386,725.97 5,973.17 2,942.18 B-6 55265KP29 SUB 5.16887% 2,081,142.12 8,964.30 4,415.51 MBIA FEE 0.07000% 0.00 1,166.67 0.00 Totals 1,152,434,648.64 5,137,010.35 16,823,922.63
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 333,314,715.02 7,403,821.73 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 207,064,511.92 4,325,960.16 0.00 3-A-1 0.00 134,020,916.00 2,042,331.62 0.00 3-A-2 0.00 12,183,719.05 158,284.48 0.00 3-A-3 0.00 0.00 58,177.17 0.00 3-A-4 0.00 41,202,334.00 180,260.21 0.00 3-A-5 0.00 20,000,000.00 87,500.00 0.00 3-A-6 0.00 266,666.00 0.00 0.00 3-A-7 0.00 21,653,625.45 334,538.39 0.00 3-A-8 0.00 18,033,155.79 305,921.93 0.00 3-A-9 0.00 784,050.25 13,300.96 0.00 3-A-10 0.00 25,726,077.37 582,156.92 0.00 3-A-11 0.00 19,252,000.00 84,227.50 0.00 3-A-12 0.00 36,000,000.00 157,500.00 0.00 3-A-13 0.00 4,000,000.00 17,500.00 0.00 4-A-1 0.00 16,124,456.46 766,819.67 0.00 4-A-2 0.00 16,124,456.46 770,325.54 0.00 5-A-1 0.00 32,046,448.67 1,534,167.06 0.00 5-A-2 0.00 1,602,601.22 76,721.69 0.00 6-A-1 0.00 14,637,453.18 84,133.77 0.00 7-A-1 0.00 16,932,221.10 1,418,718.99 0.00 8-A-1 0.00 122,978,181.37 1,099,192.61 0.00 15-PO 0.00 60,825.25 270.33 0.00 30-PO 0.00 9,080,400.72 53,537.89 0.00 PP-AX 0.00 0.00 3,645.56 0.00 15-AX 0.00 0.00 105,333.55 0.00 30-AX 0.00 0.00 85,888.48 0.00 B-1 0.00 17,991,130.01 115,912.11 0.00 B-2 0.00 5,535,135.14 35,661.42 0.00 B-3 0.00 3,459,459.46 22,288.38 0.00 B-4 0.00 2,075,675.68 13,373.03 0.00 B-5 0.00 1,383,783.79 8,915.35 0.00 B-6 0.00 2,076,726.62 13,379.81 0.00 MBIA 0.00 0.00 1,166.67 0.00 Totals 0.00 1,135,610,725.98 21,960,932.98 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) 1-A-1 425,614,000.00 339,164,034.92 396,571.51 5,452,748.39 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 282,017,000.00 210,600,719.39 902,380.63 2,633,826.83 0.00 0.00 3-A-1 166,492,334.00 135,498,669.83 230,416.30 1,247,337.53 0.00 0.00 3-A-2 15,135,666.00 12,318,060.30 20,946.94 113,394.32 0.00 0.00 3-A-3 0.00 0.00 0.00 0.00 0.00 0.00 3-A-4 41,202,334.00 41,202,334.00 0.00 0.00 0.00 0.00 3-A-5 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 3-A-6 266,666.00 266,666.00 0.00 0.00 0.00 0.00 3-A-7 26,900,000.00 21,892,384.66 37,228.13 201,531.08 0.00 0.00 3-A-8 23,000,000.00 18,259,193.75 35,244.59 190,793.37 0.00 0.00 3-A-9 1,000,000.00 793,877.99 1,532.37 8,295.36 0.00 0.00 3-A-10 36,000,000.00 26,193,637.14 72,903.47 394,656.29 0.00 0.00 3-A-11 19,252,000.00 19,252,000.00 0.00 0.00 0.00 0.00 3-A-12 36,000,000.00 36,000,000.00 0.00 0.00 0.00 0.00 3-A-13 4,000,000.00 4,000,000.00 0.00 0.00 0.00 0.00 4-A-1 24,625,000.00 16,828,170.49 71,151.81 632,562.21 0.00 0.00 4-A-2 24,625,000.00 16,828,170.49 71,151.81 632,562.21 0.00 0.00 5-A-1 40,233,000.00 33,434,340.50 85,348.33 1,302,543.50 0.00 0.00 5-A-2 2,012,000.00 1,672,007.88 4,268.16 65,138.51 0.00 0.00 6-A-1 16,058,000.00 14,654,420.84 16,127.21 840.46 0.00 0.00 7-A-1 25,020,000.00 18,278,587.35 143,924.67 1,202,441.58 0.00 0.00 8-A-1 153,219,000.00 123,511,280.61 143,716.50 389,382.74 0.00 0.00 15-PO 78,139.82 61,095.58 268.19 2.14 0.00 0.00 30-PO 9,832,796.29 9,133,938.61 11,293.47 42,244.42 0.00 0.00 PP-AX 0.00 0.00 0.00 0.00 0.00 0.00 15-AX 0.00 0.00 0.00 0.00 0.00 0.00 30-AX 0.00 0.00 0.00 0.00 0.00 0.00 B-1 18,540,000.00 18,029,382.48 38,252.47 0.00 0.00 0.00 B-2 5,704,000.00 5,546,903.87 11,768.72 0.00 0.00 0.00 B-3 3,565,000.00 3,466,814.92 7,355.45 0.00 0.00 0.00 B-4 2,139,000.00 2,080,088.95 4,413.27 0.00 0.00 0.00 B-5 1,426,000.00 1,386,725.97 2,942.18 0.00 0.00 0.00 B-6 2,140,083.00 2,081,142.12 4,415.51 0.00 0.00 0.00 MBIA 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,426,097,119.11 1,152,434,648.64 2,313,621.69 14,510,300.94 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 1-A-1 5,849,319.90 333,314,715.02 0.78313851 5,849,319.90 A-R 0.00 0.00 0.00000000 0.00 2-A-1 3,536,207.46 207,064,511.92 0.73422706 3,536,207.46 3-A-1 1,477,753.83 134,020,916.00 0.80496749 1,477,753.83 3-A-2 134,341.25 12,183,719.05 0.80496749 134,341.25 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 0.00 41,202,334.00 1.00000000 0.00 3-A-5 0.00 20,000,000.00 1.00000000 0.00 3-A-6 0.00 266,666.00 1.00000000 0.00 3-A-7 238,759.21 21,653,625.45 0.80496749 238,759.21 3-A-8 226,037.96 18,033,155.79 0.78405025 226,037.96 3-A-9 9,827.74 784,050.25 0.78405025 9,827.74 3-A-10 467,559.76 25,726,077.37 0.71461326 467,559.76 3-A-11 0.00 19,252,000.00 1.00000000 0.00 3-A-12 0.00 36,000,000.00 1.00000000 0.00 3-A-13 0.00 4,000,000.00 1.00000000 0.00 4-A-1 703,714.03 16,124,456.46 0.65480026 703,714.03 4-A-2 703,714.03 16,124,456.46 0.65480026 703,714.03 5-A-1 1,387,891.82 32,046,448.67 0.79652148 1,387,891.82 5-A-2 69,406.66 1,602,601.22 0.79652148 69,406.66 6-A-1 16,967.67 14,637,453.18 0.91153650 16,967.67 7-A-1 1,346,366.25 16,932,221.10 0.67674745 1,346,366.25 8-A-1 533,099.24 122,978,181.37 0.80263010 533,099.24 15-PO 270.33 60,825.25 0.77841554 270.33 30-PO 53,537.89 9,080,400.72 0.92348102 53,537.89 PP-AX 0.00 0.00 0.00000000 0.00 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 B-1 38,252.47 17,991,130.01 0.97039536 38,252.47 B-2 11,768.72 5,535,135.14 0.97039536 11,768.72 B-3 7,355.45 3,459,459.46 0.97039536 7,355.45 B-4 4,413.27 2,075,675.68 0.97039536 4,413.27 B-5 2,942.18 1,383,783.79 0.97039536 2,942.18 B-6 4,415.51 2,076,726.62 0.97039536 4,415.51 MBIA 0.00 0.00 0.00000000 0.00 Totals 16,823,922.63 1,135,610,725.98 0.79630672 16,823,922.63
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 425,614,000.00 796.88176357 0.93176331 12.81148738 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 282,017,000.00 746.76604386 3.19973842 9.33924845 0.00000000 3-A-1 166,492,334.00 813.84329581 1.38394540 7.49186164 0.00000000 3-A-2 15,135,666.00 813.84329570 1.38394571 7.49186194 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 41,202,334.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 266,666.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 26,900,000.00 813.84329591 1.38394535 7.49186171 0.00000000 3-A-8 23,000,000.00 793.87798913 1.53237348 8.29536391 0.00000000 3-A-9 1,000,000.00 793.87799000 1.53237000 8.29536000 0.00000000 3-A-10 36,000,000.00 727.60103167 2.02509639 10.96267472 0.00000000 3-A-11 19,252,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-12 36,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-13 4,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 24,625,000.00 683.37748183 2.88941360 25.68780548 0.00000000 4-A-2 24,625,000.00 683.37748183 2.88941360 25.68780548 0.00000000 5-A-1 40,233,000.00 831.01783362 2.12135138 32.37500311 0.00000000 5-A-2 2,012,000.00 831.01783300 2.12135189 32.37500497 0.00000000 6-A-1 16,058,000.00 912.59315232 1.00431000 0.05233902 0.00000000 7-A-1 25,020,000.00 730.55904676 5.75238489 48.05921583 0.00000000 8-A-1 153,219,000.00 806.10942905 0.93798093 2.54134761 0.00000000 15-PO 78,139.82 781.87510542 3.43218093 0.02738680 0.00000000 30-PO 9,832,796.29 928.92584577 1.14855120 4.29627735 0.00000000 PP-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 18,540,000.00 972.45860194 2.06324002 0.00000000 0.00000000 B-2 5,704,000.00 972.45860273 2.06323983 0.00000000 0.00000000 B-3 3,565,000.00 972.45860309 2.06323983 0.00000000 0.00000000 B-4 2,139,000.00 972.45860215 2.06323983 0.00000000 0.00000000 B-5 1,426,000.00 972.45860449 2.06323983 0.00000000 0.00000000 B-6 2,140,083.00 972.45860090 2.06324241 0.00000000 0.00000000 MBIA 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 1-A-1 0.00000000 13.74325069 783.13851288 0.78313851 13.74325069 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 12.53898687 734.22705695 0.73422706 12.53898687 3-A-1 0.00000000 8.87580704 804.96748877 0.80496749 8.87580704 3-A-2 0.00000000 8.87580698 804.96748871 0.80496749 8.87580698 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-7 0.00000000 8.87580706 804.96748885 0.80496749 8.87580706 3-A-8 0.00000000 9.82773739 784.05025174 0.78405025 9.82773739 3-A-9 0.00000000 9.82774000 784.05025000 0.78405025 9.82774000 3-A-10 0.00000000 12.98777111 714.61326028 0.71461326 12.98777111 3-A-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 28.57721949 654.80026234 0.65480026 28.57721949 4-A-2 0.00000000 28.57721949 654.80026234 0.65480026 28.57721949 5-A-1 0.00000000 34.49635424 796.52147913 0.79652148 34.49635424 5-A-2 0.00000000 34.49635189 796.52148111 0.79652148 34.49635189 6-A-1 0.00000000 1.05664902 911.53650392 0.91153650 1.05664902 7-A-1 0.00000000 53.81160072 676.74744604 0.67674745 53.81160072 8-A-1 0.00000000 3.47932854 802.63010051 0.80263010 3.47932854 15-PO 0.00000000 3.45956773 778.41553769 0.77841554 3.45956773 30-PO 0.00000000 5.44482855 923.48101722 0.92348102 5.44482855 PP-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 2.06324002 970.39536192 0.97039536 2.06324002 B-2 0.00000000 2.06323983 970.39536115 0.97039536 2.06323983 B-3 0.00000000 2.06323983 970.39536045 0.97039536 2.06323983 B-4 0.00000000 2.06323983 970.39536232 0.97039536 2.06323983 B-5 0.00000000 2.06323983 970.39536466 0.97039536 2.06323983 B-6 0.00000000 2.06324241 970.39536317 0.97039536 2.06324241 MBIA 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 1-A-1 425,614,000.00 5.50000% 339,164,034.92 1,554,501.83 0.00 0.00 A-R 100.00 5.50000% 0.00 0.00 0.00 0.00 2-A-1 282,017,000.00 4.50000% 210,600,719.39 789,752.70 0.00 0.00 3-A-1 166,492,334.00 5.00000% 135,498,669.83 564,577.79 0.00 0.00 3-A-2 15,135,666.00 2.33250% 12,318,060.30 23,943.23 0.00 0.00 3-A-3 0.00 5.66750% 12,318,060.30 58,177.17 0.00 0.00 3-A-4 41,202,334.00 5.25000% 41,202,334.00 180,260.21 0.00 0.00 3-A-5 20,000,000.00 5.25000% 20,000,000.00 87,500.00 0.00 0.00 3-A-6 266,666.00 0.00000% 266,666.00 0.00 0.00 0.00 3-A-7 26,900,000.00 5.25000% 21,892,384.66 95,779.18 0.00 0.00 3-A-8 23,000,000.00 5.25000% 18,259,193.75 79,883.97 0.00 0.00 3-A-9 1,000,000.00 5.25000% 793,877.99 3,473.22 0.00 0.00 3-A-10 36,000,000.00 5.25000% 26,193,637.14 114,597.16 0.00 0.00 3-A-11 19,252,000.00 5.25000% 19,252,000.00 84,227.50 0.00 0.00 3-A-12 36,000,000.00 5.25000% 36,000,000.00 157,500.00 0.00 0.00 3-A-13 4,000,000.00 5.25000% 4,000,000.00 17,500.00 0.00 0.00 4-A-1 24,625,000.00 4.50000% 16,828,170.49 63,105.64 0.00 0.00 4-A-2 24,625,000.00 4.75000% 16,828,170.49 66,611.51 0.00 0.00 5-A-1 40,233,000.00 5.25000% 33,434,340.50 146,275.24 0.00 0.00 5-A-2 2,012,000.00 5.25000% 1,672,007.88 7,315.03 0.00 0.00 6-A-1 16,058,000.00 5.50000% 14,654,420.84 67,166.10 0.00 0.00 7-A-1 25,020,000.00 4.75000% 18,278,587.35 72,352.74 0.00 0.00 8-A-1 153,219,000.00 5.50000% 123,511,280.61 566,093.37 0.00 0.00 15-PO 78,139.82 0.00000% 61,095.58 0.00 0.00 0.00 30-PO 9,832,796.29 0.00000% 9,133,938.61 0.00 0.00 0.00 PP-AX 0.00 5.50000% 795,394.53 3,645.56 0.00 0.00 15-AX 0.00 4.75000% 26,610,582.25 105,333.55 0.00 0.00 30-AX 0.00 5.25000% 19,631,653.34 85,888.48 0.00 0.00 B-1 18,540,000.00 5.16887% 18,029,382.48 77,659.64 0.00 0.00 B-2 5,704,000.00 5.16887% 5,546,903.87 23,892.70 0.00 0.00 B-3 3,565,000.00 5.16887% 3,466,814.92 14,932.93 0.00 0.00 B-4 2,139,000.00 5.16887% 2,080,088.95 8,959.76 0.00 0.00 B-5 1,426,000.00 5.16887% 1,386,725.97 5,973.17 0.00 0.00 B-6 2,140,083.00 5.16887% 2,081,142.12 8,964.30 0.00 0.00 MBIA 0.00 0.07000% 20,000,000.00 1,166.67 0.00 0.00 Totals 1,426,097,119.11 5,137,010.35 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 1-A-1 0.00 0.00 1,554,501.83 0.00 333,314,715.02 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 789,752.70 0.00 207,064,511.92 3-A-1 0.00 0.00 564,577.79 0.00 134,020,916.00 3-A-2 0.00 0.00 23,943.23 0.00 12,183,719.05 3-A-3 0.00 0.00 58,177.17 0.00 12,183,719.05 3-A-4 0.00 0.00 180,260.21 0.00 41,202,334.00 3-A-5 0.00 0.00 87,500.00 0.00 20,000,000.00 3-A-6 0.00 0.00 0.00 0.00 266,666.00 3-A-7 0.00 0.00 95,779.18 0.00 21,653,625.45 3-A-8 0.00 0.00 79,883.97 0.00 18,033,155.79 3-A-9 0.00 0.00 3,473.22 0.00 784,050.25 3-A-10 0.00 0.00 114,597.16 0.00 25,726,077.37 3-A-11 0.00 0.00 84,227.50 0.00 19,252,000.00 3-A-12 0.00 0.00 157,500.00 0.00 36,000,000.00 3-A-13 0.00 0.00 17,500.00 0.00 4,000,000.00 4-A-1 0.00 0.00 63,105.64 0.00 16,124,456.46 4-A-2 0.00 0.00 66,611.51 0.00 16,124,456.46 5-A-1 0.00 0.00 146,275.24 0.00 32,046,448.67 5-A-2 0.00 0.00 7,315.03 0.00 1,602,601.22 6-A-1 0.00 0.00 67,166.10 0.00 14,637,453.18 7-A-1 0.00 0.00 72,352.74 0.00 16,932,221.10 8-A-1 0.00 0.00 566,093.37 0.00 122,978,181.37 15-PO 0.00 0.00 0.00 0.00 60,825.25 30-PO 0.00 0.00 0.00 0.00 9,080,400.72 PP-AX 0.00 0.00 3,645.56 0.00 794,508.92 15-AX 0.00 0.00 105,333.55 0.00 25,997,311.89 30-AX 0.00 0.00 85,888.48 0.00 19,323,923.26 B-1 0.00 0.00 77,659.64 0.00 17,991,130.01 B-2 0.00 0.00 23,892.70 0.00 5,535,135.14 B-3 0.00 0.00 14,932.93 0.00 3,459,459.46 B-4 0.00 0.00 8,959.76 0.00 2,075,675.68 B-5 0.00 0.00 5,973.17 0.00 1,383,783.79 B-6 0.00 0.00 8,964.30 0.00 2,076,726.62 MBIA 0.00 0.00 1,166.67 0.00 20,000,000.00 Totals 0.00 0.00 5,137,010.35 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 1-A-1 425,614,000.00 5.50000% 796.88176357 3.65237476 0.00000000 0.00000000 A-R 100.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 282,017,000.00 4.50000% 746.76604386 2.80037267 0.00000000 0.00000000 3-A-1 166,492,334.00 5.00000% 813.84329581 3.39101373 0.00000000 0.00000000 3-A-2 15,135,666.00 2.33250% 813.84329570 1.58190793 0.00000000 0.00000000 3-A-3 0.00 5.66750% 813.84329570 3.84371391 0.00000000 0.00000000 3-A-4 41,202,334.00 5.25000% 1000.00000000 4.37499997 0.00000000 0.00000000 3-A-5 20,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-6 266,666.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 26,900,000.00 5.25000% 813.84329591 3.56056431 0.00000000 0.00000000 3-A-8 23,000,000.00 5.25000% 793.87798913 3.47321609 0.00000000 0.00000000 3-A-9 1,000,000.00 5.25000% 793.87799000 3.47322000 0.00000000 0.00000000 3-A-10 36,000,000.00 5.25000% 727.60103167 3.18325444 0.00000000 0.00000000 3-A-11 19,252,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-12 36,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-13 4,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 4-A-1 24,625,000.00 4.50000% 683.37748183 2.56266558 0.00000000 0.00000000 4-A-2 24,625,000.00 4.75000% 683.37748183 2.70503594 0.00000000 0.00000000 5-A-1 40,233,000.00 5.25000% 831.01783362 3.63570303 0.00000000 0.00000000 5-A-2 2,012,000.00 5.25000% 831.01783300 3.63570080 0.00000000 0.00000000 6-A-1 16,058,000.00 5.50000% 912.59315232 4.18271889 0.00000000 0.00000000 7-A-1 25,020,000.00 4.75000% 730.55904676 2.89179616 0.00000000 0.00000000 8-A-1 153,219,000.00 5.50000% 806.10942905 3.69466822 0.00000000 0.00000000 15-PO 78,139.82 0.00000% 781.87510542 0.00000000 0.00000000 0.00000000 30-PO 9,832,796.29 0.00000% 928.92584577 0.00000000 0.00000000 0.00000000 PP-AX 0.00 5.50000% 947.03535592 4.34058078 0.00000000 0.00000000 15-AX 0.00 4.75000% 717.01517992 2.83818496 0.00000000 0.00000000 30-AX 0.00 5.25000% 749.55050964 3.27928335 0.00000000 0.00000000 B-1 18,540,000.00 5.16887% 972.45860194 4.18876160 0.00000000 0.00000000 B-2 5,704,000.00 5.16887% 972.45860273 4.18876227 0.00000000 0.00000000 B-3 3,565,000.00 5.16887% 972.45860309 4.18876017 0.00000000 0.00000000 B-4 2,139,000.00 5.16887% 972.45860215 4.18876110 0.00000000 0.00000000 B-5 1,426,000.00 5.16887% 972.45860449 4.18875877 0.00000000 0.00000000 B-6 2,140,083.00 5.16887% 972.45860090 4.18876277 0.00000000 0.00000000 MBIA 0.00 0.07000% 1000.00000000 0.05833350 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 1-A-1 0.00000000 0.00000000 3.65237476 0.00000000 783.13851288 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 2.80037267 0.00000000 734.22705695 3-A-1 0.00000000 0.00000000 3.39101373 0.00000000 804.96748877 3-A-2 0.00000000 0.00000000 1.58190793 0.00000000 804.96748871 3-A-3 0.00000000 0.00000000 3.84371391 0.00000000 804.96748871 3-A-4 0.00000000 0.00000000 4.37499997 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 3-A-7 0.00000000 0.00000000 3.56056431 0.00000000 804.96748885 3-A-8 0.00000000 0.00000000 3.47321609 0.00000000 784.05025174 3-A-9 0.00000000 0.00000000 3.47322000 0.00000000 784.05025000 3-A-10 0.00000000 0.00000000 3.18325444 0.00000000 714.61326028 3-A-11 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 3-A-12 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 3-A-13 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 2.56266558 0.00000000 654.80026234 4-A-2 0.00000000 0.00000000 2.70503594 0.00000000 654.80026234 5-A-1 0.00000000 0.00000000 3.63570303 0.00000000 796.52147913 5-A-2 0.00000000 0.00000000 3.63570080 0.00000000 796.52148111 6-A-1 0.00000000 0.00000000 4.18271889 0.00000000 911.53650392 7-A-1 0.00000000 0.00000000 2.89179616 0.00000000 676.74744604 8-A-1 0.00000000 0.00000000 3.69466822 0.00000000 802.63010051 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 778.41553769 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 923.48101722 PP-AX 0.00000000 0.00000000 4.34058078 0.00000000 945.98090564 15-AX 0.00000000 0.00000000 2.83818496 0.00000000 700.49077044 30-AX 0.00000000 0.00000000 3.27928335 0.00000000 737.80115597 B-1 0.00000000 0.00000000 4.18876160 0.00000000 970.39536192 B-2 0.00000000 0.00000000 4.18876227 0.00000000 970.39536115 B-3 0.00000000 0.00000000 4.18876017 0.00000000 970.39536045 B-4 0.00000000 0.00000000 4.18876110 0.00000000 970.39536232 B-5 0.00000000 0.00000000 4.18875877 0.00000000 970.39536466 B-6 0.00000000 0.00000000 4.18876277 0.00000000 970.39536317 MBIA 0.00000000 0.00000000 0.05833350 0.00000000 1000.00000000 (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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage 30-PO-1 0.00000% 0.00 0.00 4,576,417.46 4,529,249.06 93.35526277% 15-PO-2 0.00000% 0.00 0.00 61,095.58 60,825.25 77.84155377% 30-PO-3 0.00000% 0.00 0.00 1,942,347.01 1,939,556.70 93.71436621% 30-PO-5 0.00000% 0.00 0.00 80,366.90 80,150.67 96.25377206% 30-PO-6 0.00000% 0.00 0.00 104,093.74 103,971.28 98.31203612% 30-PO-8 0.00000% 0.00 0.00 2,430,713.50 2,427,473.00 89.16352138% PP-AX-6 5.50000% 795,394.53 794,508.92 0.00 0.00 94.59809056% 15-AX-2 4.75000% 22,329,814.55 21,924,727.54 0.00 0.00 71.01027085% 15-AX-4 4.75000% 2,868,503.24 2,725,948.45 0.00 0.00 64.75909476% 15-AX-7 4.75000% 1,412,264.47 1,346,635.89 0.00 0.00 66.39568898% 30-AX-1 5.25000% 4,867,477.08 4,828,427.63 0.00 0.00 65.06486954% 30-AX-3 5.25000% 12,014,198.01 11,848,152.47 0.00 0.00 78.04796097% 30-AX-5 5.25000% 1,560,756.09 1,459,516.32 0.00 0.00 75.06449727% 30-AX-8 5.25000% 1,189,222.17 1,187,826.83 0.00 0.00 72.19356587%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 22,170,514.39 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 39,801.86 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 22,210,316.25 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 249,383.27 Payment of Interest and Principal 21,960,932.98 Total Withdrawals (Pool Distribution Amount) 22,210,316.25 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 247,927.27 LPMI 0.00 Master Servicing Fee 1,456.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 249,383.27
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance 3-A-5 NSIS Reserve Fund 29,895.23 0.00 0.00 29,895.23 3-A-5 Retail Reserve Fund 999.99 0.00 0.00 999.99
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 14 0 0 0 14 6,406,339.96 0.00 0.00 0.00 6,406,339.96 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 14 0 0 0 14 6,406,339.96 0.00 0.00 0.00 6,406,339.96 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 0.573535% 0.000000% 0.000000% 0.000000% 0.573535% 0.563255% 0.000000% 0.000000% 0.000000% 0.563255% 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 0.573535% 0.000000% 0.000000% 0.000000% 0.573535% 0.563255% 0.000000% 0.000000% 0.000000% 0.563255%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 5 0 0 0 5 2,254,991.40 0.00 0.00 0.00 2,254,991.40 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 5 0 0 0 5 2,254,991.40 0.00 0.00 0.00 2,254,991.40 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.707214% 0.000000% 0.000000% 0.000000% 0.707214% 0.647318% 0.000000% 0.000000% 0.000000% 0.647318% 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 0.707214% 0.000000% 0.000000% 0.000000% 0.707214% 0.647318% 0.000000% 0.000000% 0.000000% 0.647318% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 2 0 0 0 2 823,813.04 0.00 0.00 0.00 823,813.04 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 2 0 0 0 2 823,813.04 0.00 0.00 0.00 823,813.04 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.418410% 0.000000% 0.000000% 0.000000% 0.418410% 0.384992% 0.000000% 0.000000% 0.000000% 0.384992% 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 0.418410% 0.000000% 0.000000% 0.000000% 0.418410% 0.384992% 0.000000% 0.000000% 0.000000% 0.384992% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 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 3 0 0 0 3 1,210,702.87 0.00 0.00 0.00 1,210,702.87 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 3 0 0 0 3 1,210,702.87 0.00 0.00 0.00 1,210,702.87 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.398406% 0.000000% 0.000000% 0.000000% 0.398406% 0.351290% 0.000000% 0.000000% 0.000000% 0.351290% 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 0.398406% 0.000000% 0.000000% 0.000000% 0.398406% 0.351290% 0.000000% 0.000000% 0.000000% 0.351290% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 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 Group 5 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 1 0 0 0 1 349,628.80 0.00 0.00 0.00 349,628.80 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 1 0 0 0 1 349,628.80 0.00 0.00 0.00 349,628.80 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.176471% 0.000000% 0.000000% 0.000000% 1.176471% 0.956023% 0.000000% 0.000000% 0.000000% 0.956023% 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 1.176471% 0.000000% 0.000000% 0.000000% 1.176471% 0.956023% 0.000000% 0.000000% 0.000000% 0.956023% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 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 1 0 0 0 1 984,568.34 0.00 0.00 0.00 984,568.34 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 1 0 0 0 1 984,568.34 0.00 0.00 0.00 984,568.34 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.941176% 0.000000% 0.000000% 0.000000% 2.941176% 6.503746% 0.000000% 0.000000% 0.000000% 6.503746% 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 2.941176% 0.000000% 0.000000% 0.000000% 2.941176% 6.503746% 0.000000% 0.000000% 0.000000% 6.503746% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 7 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 Group 8 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 2 0 0 0 2 782,635.51 0.00 0.00 0.00 782,635.51 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 2 0 0 0 2 782,635.51 0.00 0.00 0.00 782,635.51 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.724638% 0.000000% 0.000000% 0.000000% 0.724638% 0.614330% 0.000000% 0.000000% 0.000000% 0.614330% 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 0.724638% 0.000000% 0.000000% 0.000000% 0.724638% 0.614330% 0.000000% 0.000000% 0.000000% 0.614330%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 39,801.86
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 238,221.00 0.01670440% 238,221.00 0.02097735% Fraud 14,260,971.00 0.99999999% 14,260,971.00 1.25579749% Special Hazard 14,260,971.00 0.99999999% 11,768,482.62 1.03631309% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.608711% Weighted Average Pass-Through Rate 5.349034% Weighted Average Maturity(Stepdown Calculation ) 296 Beginning Scheduled Collateral Loan Count 2,470 Number Of Loans Paid In Full 29 Ending Scheduled Collateral Loan Count 2,441 Beginning Scheduled Collateral Balance 1,152,434,649.57 Ending Scheduled Collateral Balance 1,135,610,726.94 Ending Actual Collateral Balance at 31-Oct-2004 1,137,379,037.43 Monthly P &I Constant 7,700,015.55 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 21,642,619.76 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 1,135,610,726.94 Scheduled Principal 2,313,621.70 Unscheduled Principal 14,510,300.93
Miscellaneous Reporting Group 1 Senior Prepayment % 100.000000% Group 2 Senior Prepayment % 100.000000% Group 3 Senior Prepayment % 100.000000% Group 4 Senior Prepayment % 100.000000% Group 5 Senior Prepayment % 100.000000% Group 6 Senior Prepayment % 100.000000% Group 7 Senior Prepayment % 100.000000% Group 8 Senior Prepayment % 100.000000% Group 1 Senior % 97.080207% Group 2 Senior % 97.152095% Group 3 Senior % 97.311967% Group 4 Senior % 96.094781% Group 5 Senior % 92.670402% Group 6 Senior % 97.452074% Group 7 Senior % 97.101324% Group 8 Senior % 98.507592% Group 1 Junior % 2.919793% Group 2 Junior % 2.847905% Group 3 Junior % 2.688033% Group 4 Junior % 3.905219% Group 5 Junior % 7.329598% Group 6 Junior % 2.547926% Group 7 Junior % 2.898676% Group 8 Junior % 1.492408%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 30 Year Ratio Strip Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 5.751085 5.246745 5.678545 Weighted Average Net Rate 5.501085 4.989598 5.406400 Weighted Average Maturity 343 163 343 Beginning Loan Count 717 484 758 Loans Paid In Full 10 6 5 Ending Loan Count 707 478 753 Beginning Scheduled Balance 353,941,179.34 216,835,340.26 346,891,518.37 Ending scheduled Balance 348,032,763.72 213,272,410.19 344,323,446.92 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 2,110,361.94 1,877,167.57 2,053,245.89 Scheduled Principal 414,073.78 929,101.10 411,713.22 Unscheduled Principal 5,494,341.84 2,633,828.97 2,156,358.23 Scheduled Interest 1,696,288.16 948,066.47 1,641,532.67 Servicing Fees 73,737.74 46,465.43 78,670.64 Master Servicing Fees 0.00 308.77 1,147.23 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 1,622,550.42 901,292.27 1,561,714.80 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 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.501085 4.987889 5.402432
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Fixed 30 Year Fixed 20 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 5.264029 5.704724 6.012496 Weighted Average Net Rate 5.014028 5.454724 5.751106 Weighted Average Maturity 164 224 343 Beginning Loan Count 67 87 34 Loans Paid In Full 2 2 0 Ending Loan Count 65 85 34 Beginning Scheduled Balance 35,024,109.23 37,963,388.43 15,141,660.60 Ending scheduled Balance 33,610,898.06 36,498,785.66 15,124,148.82 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 301,726.67 277,388.91 92,537.30 Scheduled Principal 148,086.74 96,913.38 16,671.32 Unscheduled Principal 1,265,124.43 1,367,689.39 840.46 Scheduled Interest 153,639.93 180,475.53 75,865.98 Servicing Fees 7,296.70 7,909.04 3,298.23 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 146,343.23 172,566.49 72,567.75 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 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.014029 5.454724 5.751106
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 10 Year Fixed 30 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.356363 5.694252 5.608711 Weighted Average Net Rate 5.106362 5.444252 5.350551 Weighted Average Maturity 103.00 344.00 296.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 232,245.67 755,341.60 7,700,015.55 Beginning Loan Count 46 277 2,470 Loans Paid In Full 3 1 29 Ending Loan Count 43 276 2,441 Beginning Scheduled Balance 18,824,241.17 127,813,212.17 1,152,434,649.57 Ending Scheduled Balance 17,473,578.47 127,274,695.10 1,135,610,726.94 Scheduled Principal 148,221.12 148,841.04 2,313,621.70 Unscheduled Principal 1,202,441.58 389,676.03 14,510,300.93 Scheduled Interest 84,024.55 606,500.56 5,386,393.85 Servicing Fee 3,921.73 26,627.76 247,927.27 Master Servicing Fee 0.00 0.00 1,456.00 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 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 80,102.82 579,872.80 5,137,010.58 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 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.106363 5.444252 5.349034
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