-----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, BsZdkWarrU7CqIYYyerubs8WWuhcoqg9GLwLFiEnFsVAQRt5FnuXIyVhvYt5DJVc vvmXXezhvXiNVX9sLSkeZQ== 0001056404-05-000356.txt : 20050106 0001056404-05-000356.hdr.sgml : 20050106 20050106153815 ACCESSION NUMBER: 0001056404-05-000356 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050106 DATE AS OF CHANGE: 20050106 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: 05515711 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_dec.txt DEC. 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): December 27, 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 December 27, 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 December 27, 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: 1/6/05 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 December 27, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 11/30/04 Distribution Date: 12/27/04 Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates 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% 333,314,715.02 1,527,692.44 5,453,117.40 A-R 55265KN47 SEN 5.50000% 0.00 0.00 0.00 2-A-1 55265KK24 SEN 4.50000% 207,064,511.92 776,491.92 3,635,607.85 3-A-1 55265KK32 SEN 5.00000% 134,020,916.00 558,420.48 2,504,710.37 3-A-2 55265KK40 SEN 2.58000% 12,183,719.05 26,195.00 227,700.93 3-A-3 55265KK57 IO 5.42000% 0.00 55,029.80 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% 21,653,625.45 94,734.61 404,683.55 3-A-8 55265KL23 SEN 5.25000% 18,033,155.79 78,895.06 383,121.74 3-A-9 55265KL31 SEN 5.25000% 784,050.25 3,430.22 16,657.47 3-A-10 55265KL49 SEN 5.25000% 25,726,077.37 112,551.59 792,487.74 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% 16,124,456.46 60,466.71 81,921.67 4-A-2 55265KL98 SEN 4.75000% 16,124,456.46 63,825.97 81,921.67 5-A-1 55265KM22 SEN 5.25000% 32,046,448.67 140,203.21 394,056.88 5-A-2 55265KM30 SEN 5.25000% 1,602,601.22 7,011.38 19,706.27 6-A-1 55265KM48 SEN 5.50000% 14,637,453.18 67,088.33 461,804.91 7-A-1 55265KM55 SEN 4.75000% 16,932,221.10 67,023.38 200,501.38 8-A-1 55265KM63 SEN 5.50000% 122,978,181.37 563,650.00 932,685.94 15-PO 55265KM71 PO 0.00000% 60,825.25 0.00 271.35 30-PO 55265KM89 PO 0.00000% 9,080,400.72 0.00 116,922.26 PP-AX 55265KM97 IO 5.50000% 0.00 3,641.50 0.00 15-AX 55265KN21 IO 4.75000% 0.00 102,906.03 0.00 30-AX 55265KN39 IO 5.25000% 0.00 84,542.16 0.00 B-1 55265KN54 SUB 5.16938% 17,991,130.01 77,502.41 38,465.73 B-2 55265KN62 SUB 5.16938% 5,535,135.14 23,844.32 11,834.33 B-3 55265KN70 SUB 5.16938% 3,459,459.46 14,902.70 7,396.46 B-4 55265KN88 SUB 5.16938% 2,075,675.68 8,941.62 4,437.88 B-5 55265KN96 SUB 5.16938% 1,383,783.79 5,961.08 2,958.58 B-6 55265KP29 SUB 5.16938% 2,076,726.62 8,946.15 4,440.12 MBIA FEE 0.07000% 0.00 1,166.67 0.00 Totals 1,135,610,725.98 5,062,052.45 15,777,412.48
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 327,861,597.63 6,980,809.84 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 203,428,904.07 4,412,099.77 0.00 3-A-1 0.00 131,516,205.63 3,063,130.85 0.00 3-A-2 0.00 11,956,018.12 253,895.93 0.00 3-A-3 0.00 0.00 55,029.80 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 21,248,941.90 499,418.16 0.00 3-A-8 0.00 17,650,034.05 462,016.80 0.00 3-A-9 0.00 767,392.78 20,087.69 0.00 3-A-10 0.00 24,933,589.64 905,039.33 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 16,042,534.79 142,388.38 0.00 4-A-2 0.00 16,042,534.79 145,747.64 0.00 5-A-1 0.00 31,652,391.79 534,260.09 0.00 5-A-2 0.00 1,582,894.94 26,717.65 0.00 6-A-1 0.00 14,175,648.27 528,893.24 0.00 7-A-1 0.00 16,731,719.71 267,524.76 0.00 8-A-1 0.00 122,045,495.42 1,496,335.94 0.00 15-PO 0.00 60,553.90 271.35 0.00 30-PO 0.00 8,963,478.46 116,922.26 0.00 PP-AX 0.00 0.00 3,641.50 0.00 15-AX 0.00 0.00 102,906.03 0.00 30-AX 0.00 0.00 84,542.16 0.00 B-1 0.00 17,952,664.27 115,968.14 0.00 B-2 0.00 5,523,300.81 35,678.65 0.00 B-3 0.00 3,452,063.01 22,299.16 0.00 B-4 0.00 2,071,237.80 13,379.50 0.00 B-5 0.00 1,380,825.20 8,919.66 0.00 B-6 0.00 2,072,286.49 13,386.27 0.00 MBIA 0.00 0.00 1,166.67 0.00 Totals 0.00 1,119,833,313.47 20,839,464.93 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-1 425,614,000.00 333,314,715.02 391,376.27 5,061,741.12 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 282,017,000.00 207,064,511.92 896,715.73 2,738,892.12 0.00 0.00 3-A-1 166,492,334.00 134,020,916.00 230,357.12 2,274,353.25 0.00 0.00 3-A-2 15,135,666.00 12,183,719.05 20,941.56 206,759.38 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 21,653,625.45 37,218.57 367,464.98 0.00 0.00 3-A-8 23,000,000.00 18,033,155.79 35,235.54 347,886.20 0.00 0.00 3-A-9 1,000,000.00 784,050.25 1,531.98 15,125.49 0.00 0.00 3-A-10 36,000,000.00 25,726,077.37 72,884.75 719,602.99 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 16,124,456.46 68,784.86 13,136.81 0.00 0.00 4-A-2 24,625,000.00 16,124,456.46 68,784.86 13,136.81 0.00 0.00 5-A-1 40,233,000.00 32,046,448.67 82,571.29 311,485.59 0.00 0.00 5-A-2 2,012,000.00 1,602,601.22 4,129.28 15,576.99 0.00 0.00 6-A-1 16,058,000.00 14,637,453.18 16,211.99 445,592.92 0.00 0.00 7-A-1 25,020,000.00 16,932,221.10 135,122.67 65,378.71 0.00 0.00 8-A-1 153,219,000.00 122,978,181.37 144,024.03 788,661.92 0.00 0.00 15-PO 78,139.82 60,825.25 269.21 2.14 0.00 0.00 30-PO 9,832,796.29 9,080,400.72 11,302.56 105,619.70 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 17,991,130.01 38,465.73 0.00 0.00 0.00 B-2 5,704,000.00 5,535,135.14 11,834.33 0.00 0.00 0.00 B-3 3,565,000.00 3,459,459.46 7,396.46 0.00 0.00 0.00 B-4 2,139,000.00 2,075,675.68 4,437.88 0.00 0.00 0.00 B-5 1,426,000.00 1,383,783.79 2,958.58 0.00 0.00 0.00 B-6 2,140,083.00 2,076,726.62 4,440.12 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 1,135,610,725.98 2,286,995.37 13,490,417.12 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 5,453,117.40 327,861,597.63 0.77032616 5,453,117.40 A-R 0.00 0.00 0.00000000 0.00 2-A-1 3,635,607.85 203,428,904.07 0.72133561 3,635,607.85 3-A-1 2,504,710.37 131,516,205.63 0.78992349 2,504,710.37 3-A-2 227,700.93 11,956,018.12 0.78992349 227,700.93 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-7 404,683.55 21,248,941.90 0.78992349 404,683.55 3-A-8 383,121.74 17,650,034.05 0.76739278 383,121.74 3-A-9 16,657.47 767,392.78 0.76739278 16,657.47 3-A-10 792,487.74 24,933,589.64 0.69259971 792,487.74 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 81,921.67 16,042,534.79 0.65147349 81,921.67 4-A-2 81,921.67 16,042,534.79 0.65147349 81,921.67 5-A-1 394,056.88 31,652,391.79 0.78672711 394,056.88 5-A-2 19,706.27 1,582,894.94 0.78672711 19,706.27 6-A-1 461,804.91 14,175,648.27 0.88277795 461,804.91 7-A-1 200,501.38 16,731,719.71 0.66873380 200,501.38 8-A-1 932,685.94 122,045,495.42 0.79654283 932,685.94 15-PO 271.35 60,553.90 0.77494292 271.35 30-PO 116,922.26 8,963,478.46 0.91158997 116,922.26 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 38,465.73 17,952,664.27 0.96832062 38,465.73 B-2 11,834.33 5,523,300.81 0.96832062 11,834.33 B-3 7,396.46 3,452,063.01 0.96832062 7,396.46 B-4 4,437.88 2,071,237.80 0.96832062 4,437.88 B-5 2,958.58 1,380,825.20 0.96832062 2,958.58 B-6 4,440.12 2,072,286.49 0.96832062 4,440.12 MBIA 0.00 0.00 0.00000000 0.00 Totals 15,777,412.48 1,119,833,313.47 0.78524337 15,777,412.48
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 425,614,000.00 783.13851288 0.91955685 11.89279751 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 282,017,000.00 734.22705695 3.17965133 9.71179794 0.00000000 3-A-1 166,492,334.00 804.96748877 1.38358995 13.66040823 0.00000000 3-A-2 15,135,666.00 804.96748871 1.38359026 13.66040847 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 26,900,000.00 804.96748885 1.38358996 13.66040818 0.00000000 3-A-8 23,000,000.00 784.05025174 1.53198000 15.12548696 0.00000000 3-A-9 1,000,000.00 784.05025000 1.53198000 15.12549000 0.00000000 3-A-10 36,000,000.00 714.61326028 2.02457639 19.98897194 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 24,625,000.00 654.80026234 2.79329381 0.53347452 0.00000000 4-A-2 24,625,000.00 654.80026234 2.79329381 0.53347452 0.00000000 5-A-1 40,233,000.00 796.52147913 2.05232744 7.74204235 0.00000000 5-A-2 2,012,000.00 796.52148111 2.05232604 7.74204274 0.00000000 6-A-1 16,058,000.00 911.53650392 1.00958961 27.74896749 0.00000000 7-A-1 25,020,000.00 676.74744604 5.40058633 2.61305795 0.00000000 8-A-1 153,219,000.00 802.63010051 0.93998806 5.14728539 0.00000000 15-PO 78,139.82 778.41553769 3.44523445 0.02738680 0.00000000 30-PO 9,832,796.29 923.48101722 1.14947566 10.74157309 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 18,540,000.00 970.39536192 2.07474272 0.00000000 0.00000000 B-2 5,704,000.00 970.39536115 2.07474229 0.00000000 0.00000000 B-3 3,565,000.00 970.39536045 2.07474334 0.00000000 0.00000000 B-4 2,139,000.00 970.39536232 2.07474521 0.00000000 0.00000000 B-5 1,426,000.00 970.39536466 2.07474053 0.00000000 0.00000000 B-6 2,140,083.00 970.39536317 2.07474196 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 12.81235439 770.32615851 0.77032616 12.81235439 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 12.89144927 721.33560768 0.72133561 12.89144927 3-A-1 0.00000000 15.04399818 789.92349059 0.78992349 15.04399818 3-A-2 0.00000000 15.04399806 789.92349065 0.78992349 15.04399806 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 15.04399814 789.92349071 0.78992349 15.04399814 3-A-8 0.00000000 16.65746696 767.39278478 0.76739278 16.65746696 3-A-9 0.00000000 16.65747000 767.39278000 0.76739278 16.65747000 3-A-10 0.00000000 22.01354833 692.59971222 0.69259971 22.01354833 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 3.32676832 651.47349401 0.65147349 3.32676832 4-A-2 0.00000000 3.32676832 651.47349401 0.65147349 3.32676832 5-A-1 0.00000000 9.79436980 786.72710934 0.78672711 9.79436980 5-A-2 0.00000000 9.79436879 786.72710736 0.78672711 9.79436879 6-A-1 0.00000000 28.75855711 882.77794682 0.88277795 28.75855711 7-A-1 0.00000000 8.01364428 668.73380136 0.66873380 8.01364428 8-A-1 0.00000000 6.08727338 796.54282706 0.79654283 6.08727338 15-PO 0.00000000 3.47262126 774.94291643 0.77494292 3.47262126 30-PO 0.00000000 11.89104875 911.58996847 0.91158997 11.89104875 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 2.07474272 968.32061866 0.96832062 2.07474272 B-2 0.00000000 2.07474229 968.32061886 0.96832062 2.07474229 B-3 0.00000000 2.07474334 968.32061992 0.96832062 2.07474334 B-4 0.00000000 2.07474521 968.32061711 0.96832062 2.07474521 B-5 0.00000000 2.07474053 968.32061711 0.96832062 2.07474053 B-6 0.00000000 2.07474196 968.32061654 0.96832062 2.07474196 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% 333,314,715.02 1,527,692.44 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% 207,064,511.92 776,491.92 0.00 0.00 3-A-1 166,492,334.00 5.00000% 134,020,916.00 558,420.48 0.00 0.00 3-A-2 15,135,666.00 2.58000% 12,183,719.05 26,195.00 0.00 0.00 3-A-3 0.00 5.42000% 12,183,719.05 55,029.80 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% 21,653,625.45 94,734.61 0.00 0.00 3-A-8 23,000,000.00 5.25000% 18,033,155.79 78,895.06 0.00 0.00 3-A-9 1,000,000.00 5.25000% 784,050.25 3,430.22 0.00 0.00 3-A-10 36,000,000.00 5.25000% 25,726,077.37 112,551.59 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% 16,124,456.46 60,466.71 0.00 0.00 4-A-2 24,625,000.00 4.75000% 16,124,456.46 63,825.97 0.00 0.00 5-A-1 40,233,000.00 5.25000% 32,046,448.67 140,203.21 0.00 0.00 5-A-2 2,012,000.00 5.25000% 1,602,601.22 7,011.38 0.00 0.00 6-A-1 16,058,000.00 5.50000% 14,637,453.18 67,088.33 0.00 0.00 7-A-1 25,020,000.00 4.75000% 16,932,221.10 67,023.38 0.00 0.00 8-A-1 153,219,000.00 5.50000% 122,978,181.37 563,650.00 0.00 0.00 15-PO 78,139.82 0.00000% 60,825.25 0.00 0.00 0.00 30-PO 9,832,796.29 0.00000% 9,080,400.72 0.00 0.00 0.00 PP-AX 0.00 5.50000% 794,508.92 3,641.50 0.00 0.00 15-AX 0.00 4.75000% 25,997,311.89 102,906.03 0.00 0.00 30-AX 0.00 5.25000% 19,323,923.26 84,542.16 0.00 0.00 B-1 18,540,000.00 5.16938% 17,991,130.01 77,502.41 0.00 0.00 B-2 5,704,000.00 5.16938% 5,535,135.14 23,844.32 0.00 0.00 B-3 3,565,000.00 5.16938% 3,459,459.46 14,902.70 0.00 0.00 B-4 2,139,000.00 5.16938% 2,075,675.68 8,941.62 0.00 0.00 B-5 1,426,000.00 5.16938% 1,383,783.79 5,961.08 0.00 0.00 B-6 2,140,083.00 5.16938% 2,076,726.62 8,946.15 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 5,062,052.45 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 1,527,692.44 0.00 327,861,597.63 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 776,491.92 0.00 203,428,904.07 3-A-1 0.00 0.00 558,420.48 0.00 131,516,205.63 3-A-2 0.00 0.00 26,195.00 0.00 11,956,018.12 3-A-3 0.00 0.00 55,029.80 0.00 11,956,018.12 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 94,734.61 0.00 21,248,941.90 3-A-8 0.00 0.00 78,895.06 0.00 17,650,034.05 3-A-9 0.00 0.00 3,430.22 0.00 767,392.78 3-A-10 0.00 0.00 112,551.59 0.00 24,933,589.64 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 60,466.71 0.00 16,042,534.79 4-A-2 0.00 0.00 63,825.97 0.00 16,042,534.79 5-A-1 0.00 0.00 140,203.21 0.00 31,652,391.79 5-A-2 0.00 0.00 7,011.38 0.00 1,582,894.94 6-A-1 0.00 0.00 67,088.33 0.00 14,175,648.27 7-A-1 0.00 0.00 67,023.38 0.00 16,731,719.71 8-A-1 0.00 0.00 563,650.00 0.00 122,045,495.42 15-PO 0.00 0.00 0.00 0.00 60,553.90 30-PO 0.00 0.00 0.00 0.00 8,963,478.46 PP-AX 0.00 0.00 3,641.50 0.00 757,651.04 15-AX 0.00 0.00 102,906.03 0.00 25,478,470.21 30-AX 0.00 0.00 84,542.16 0.00 19,031,206.24 B-1 0.00 0.00 77,502.41 0.00 17,952,664.27 B-2 0.00 0.00 23,844.32 0.00 5,523,300.81 B-3 0.00 0.00 14,902.70 0.00 3,452,063.01 B-4 0.00 0.00 8,941.62 0.00 2,071,237.80 B-5 0.00 0.00 5,961.08 0.00 1,380,825.20 B-6 0.00 0.00 8,946.15 0.00 2,072,286.49 MBIA 0.00 0.00 1,166.67 0.00 20,000,000.00 Totals 0.00 0.00 5,062,052.45 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% 783.13851288 3.58938484 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% 734.22705695 2.75335146 0.00000000 0.00000000 3-A-1 166,492,334.00 5.00000% 804.96748877 3.35403118 0.00000000 0.00000000 3-A-2 15,135,666.00 2.58000% 804.96748871 1.73068037 0.00000000 0.00000000 3-A-3 0.00 5.42000% 804.96748871 3.63576998 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% 804.96748885 3.52173271 0.00000000 0.00000000 3-A-8 23,000,000.00 5.25000% 784.05025174 3.43022000 0.00000000 0.00000000 3-A-9 1,000,000.00 5.25000% 784.05025000 3.43022000 0.00000000 0.00000000 3-A-10 36,000,000.00 5.25000% 714.61326028 3.12643306 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% 654.80026234 2.45550091 0.00000000 0.00000000 4-A-2 24,625,000.00 4.75000% 654.80026234 2.59191756 0.00000000 0.00000000 5-A-1 40,233,000.00 5.25000% 796.52147913 3.48478140 0.00000000 0.00000000 5-A-2 2,012,000.00 5.25000% 796.52148111 3.48478131 0.00000000 0.00000000 6-A-1 16,058,000.00 5.50000% 911.53650392 4.17787583 0.00000000 0.00000000 7-A-1 25,020,000.00 4.75000% 676.74744604 2.67879217 0.00000000 0.00000000 8-A-1 153,219,000.00 5.50000% 802.63010051 3.67872131 0.00000000 0.00000000 15-PO 78,139.82 0.00000% 778.41553769 0.00000000 0.00000000 0.00000000 30-PO 9,832,796.29 0.00000% 923.48101722 0.00000000 0.00000000 0.00000000 PP-AX 0.00 5.50000% 945.98090564 4.33574675 0.00000000 0.00000000 15-AX 0.00 4.75000% 700.49077044 2.77277607 0.00000000 0.00000000 30-AX 0.00 5.25000% 737.80115597 3.22787989 0.00000000 0.00000000 B-1 18,540,000.00 5.16938% 970.39536192 4.18028101 0.00000000 0.00000000 B-2 5,704,000.00 5.16938% 970.39536115 4.18028050 0.00000000 0.00000000 B-3 3,565,000.00 5.16938% 970.39536045 4.18028050 0.00000000 0.00000000 B-4 2,139,000.00 5.16938% 970.39536232 4.18028050 0.00000000 0.00000000 B-5 1,426,000.00 5.16938% 970.39536466 4.18028050 0.00000000 0.00000000 B-6 2,140,083.00 5.16938% 970.39536317 4.18028179 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 3.58938484 0.00000000 770.32615851 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 2.75335146 0.00000000 721.33560768 3-A-1 0.00000000 0.00000000 3.35403118 0.00000000 789.92349059 3-A-2 0.00000000 0.00000000 1.73068037 0.00000000 789.92349065 3-A-3 0.00000000 0.00000000 3.63576998 0.00000000 789.92349065 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 3.52173271 0.00000000 789.92349071 3-A-8 0.00000000 0.00000000 3.43022000 0.00000000 767.39278478 3-A-9 0.00000000 0.00000000 3.43022000 0.00000000 767.39278000 3-A-10 0.00000000 0.00000000 3.12643306 0.00000000 692.59971222 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 2.45550091 0.00000000 651.47349401 4-A-2 0.00000000 0.00000000 2.59191756 0.00000000 651.47349401 5-A-1 0.00000000 0.00000000 3.48478140 0.00000000 786.72710934 5-A-2 0.00000000 0.00000000 3.48478131 0.00000000 786.72710736 6-A-1 0.00000000 0.00000000 4.17787583 0.00000000 882.77794682 7-A-1 0.00000000 0.00000000 2.67879217 0.00000000 668.73380136 8-A-1 0.00000000 0.00000000 3.67872131 0.00000000 796.54282706 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 774.94291643 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 911.58996847 PP-AX 0.00000000 0.00000000 4.33574675 0.00000000 902.09612370 15-AX 0.00000000 0.00000000 2.77277607 0.00000000 686.51071706 30-AX 0.00000000 0.00000000 3.22787989 0.00000000 726.62501162 B-1 0.00000000 0.00000000 4.18028101 0.00000000 968.32061866 B-2 0.00000000 0.00000000 4.18028050 0.00000000 968.32061886 B-3 0.00000000 0.00000000 4.18028050 0.00000000 968.32061992 B-4 0.00000000 0.00000000 4.18028050 0.00000000 968.32061711 B-5 0.00000000 0.00000000 4.18028050 0.00000000 968.32061711 B-6 0.00000000 0.00000000 4.18028179 0.00000000 968.32061654 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 4,529,249.06 4,454,042.75 91.80513719% 15-PO-2 0.00000% 0.00 0.00 60,825.25 60,553.90 77.49429164% 30-PO-3 0.00000% 0.00 0.00 1,939,556.70 1,910,789.77 92.32442251% 30-PO-5 0.00000% 0.00 0.00 80,150.67 79,940.88 96.00183307% 30-PO-6 0.00000% 0.00 0.00 103,971.28 103,670.55 98.02767511% 30-PO-8 0.00000% 0.00 0.00 2,427,473.00 2,415,034.51 88.70664315% PP-AX-6 5.50000% 794,508.92 757,651.04 0.00 0.00 90.20961237% 15-AX-2 4.75000% 21,924,727.54 21,431,863.37 0.00 0.00 69.41397196% 15-AX-4 4.75000% 2,725,948.45 2,712,779.14 0.00 0.00 64.44623756% 15-AX-7 4.75000% 1,346,635.89 1,333,827.69 0.00 0.00 65.76418252% 30-AX-1 5.25000% 4,828,427.63 4,698,266.10 0.00 0.00 63.31089421% 30-AX-3 5.25000% 11,848,152.47 11,706,272.99 0.00 0.00 77.11335077% 30-AX-5 5.25000% 1,459,516.32 1,440,252.28 0.00 0.00 74.07372693% 30-AX-8 5.25000% 1,187,826.83 1,186,414.88 0.00 0.00 72.10775058%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 21,037,249.63 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 48,060.85 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 21,085,310.48 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 245,845.55 Payment of Interest and Principal 20,839,464.93 Total Withdrawals (Pool Distribution Amount) 21,085,310.48 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 244,400.47 LPMI 0.00 Master Servicing Fee 1,445.08 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 245,845.55
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 6,456,308.97 0.00 0.00 0.00 6,456,308.97 60 Days 2 0 0 0 2 863,411.00 0.00 0.00 0.00 863,411.00 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 16 0 0 0 16 7,319,719.97 0.00 0.00 0.00 7,319,719.97 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 0.581154% 0.000000% 0.000000% 0.000000% 0.581154% 0.575619% 0.000000% 0.000000% 0.000000% 0.575619% 60 Days 0.083022% 0.000000% 0.000000% 0.000000% 0.083022% 0.076978% 0.000000% 0.000000% 0.000000% 0.076978% 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 0.664176% 0.000000% 0.000000% 0.000000% 0.664176% 0.652597% 0.000000% 0.000000% 0.000000% 0.652597%
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 3 0 0 0 3 1,229,515.05 0.00 0.00 0.00 1,229,515.05 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 1,229,515.05 0.00 0.00 0.00 1,229,515.05 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.431655% 0.000000% 0.000000% 0.000000% 0.431655% 0.358653% 0.000000% 0.000000% 0.000000% 0.358653% 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 0.431655% 0.000000% 0.000000% 0.000000% 0.431655% 0.358653% 0.000000% 0.000000% 0.000000% 0.358653% 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 2 840,704.83 0.00 0.00 0.00 840,704.83 60 Days 1 0 0 0 1 425,122.05 0.00 0.00 0.00 425,122.05 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 1,265,826.88 0.00 0.00 0.00 1,265,826.88 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.423729% 0.000000% 0.000000% 0.000000% 0.423729% 0.399717% 0.000000% 0.000000% 0.000000% 0.399717% 60 Days 0.211864% 0.000000% 0.000000% 0.000000% 0.211864% 0.202126% 0.000000% 0.000000% 0.000000% 0.202126% 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 0.635593% 0.000000% 0.000000% 0.000000% 0.635593% 0.601843% 0.000000% 0.000000% 0.000000% 0.601843% 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 6 0 0 0 6 2,863,426.20 0.00 0.00 0.00 2,863,426.20 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 6 0 0 0 6 2,863,426.20 0.00 0.00 0.00 2,863,426.20 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.807537% 0.000000% 0.000000% 0.000000% 0.807537% 0.841504% 0.000000% 0.000000% 0.000000% 0.841504% 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 0.807537% 0.000000% 0.000000% 0.000000% 0.807537% 0.841504% 0.000000% 0.000000% 0.000000% 0.841504% 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 1 0 0 0 1 749,173.79 0.00 0.00 0.00 749,173.79 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 1 749,173.79 0.00 0.00 0.00 749,173.79 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.538462% 0.000000% 0.000000% 0.000000% 1.538462% 2.231917% 0.000000% 0.000000% 0.000000% 2.231917% 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 1.538462% 0.000000% 0.000000% 0.000000% 1.538462% 2.231917% 0.000000% 0.000000% 0.000000% 2.231917% 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 1 395,110.16 0.00 0.00 0.00 395,110.16 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 1 395,110.16 0.00 0.00 0.00 395,110.16 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.190476% 0.000000% 0.000000% 0.000000% 1.190476% 1.092791% 0.000000% 0.000000% 0.000000% 1.092791% 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 1.190476% 0.000000% 0.000000% 0.000000% 1.190476% 1.092791% 0.000000% 0.000000% 0.000000% 1.092791% 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 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 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 1 0 0 0 1 378,378.94 0.00 0.00 0.00 378,378.94 60 Days 1 0 0 0 1 438,288.95 0.00 0.00 0.00 438,288.95 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 2 816,667.89 0.00 0.00 0.00 816,667.89 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.364964% 0.000000% 0.000000% 0.000000% 0.364964% 0.299246% 0.000000% 0.000000% 0.000000% 0.299246% 60 Days 0.364964% 0.000000% 0.000000% 0.000000% 0.364964% 0.346627% 0.000000% 0.000000% 0.000000% 0.346627% 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 0.729927% 0.000000% 0.000000% 0.000000% 0.729927% 0.645873% 0.000000% 0.000000% 0.000000% 0.645873%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 48,060.85
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 238,221.00 0.01670440% 238,221.00 0.02127290% Fraud 14,260,971.00 0.99999999% 14,260,971.00 1.27349051% Special Hazard 14,260,971.00 0.99999999% 11,768,482.62 1.05091378% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.608857% Weighted Average Pass-Through Rate 5.349071% Weighted Average Maturity(Stepdown Calculation ) 295 Beginning Scheduled Collateral Loan Count 2,441 Number Of Loans Paid In Full 32 Ending Scheduled Collateral Loan Count 2,409 Beginning Scheduled Collateral Balance 1,135,610,726.94 Ending Scheduled Collateral Balance 1,119,833,314.43 Ending Actual Collateral Balance at 30-Nov-2004 1,121,628,997.63 Monthly P &I Constant 7,594,893.45 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 20,394,279.68 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 1,119,833,314.43 Scheduled Principal 2,286,995.39 Unscheduled Principal 13,490,417.12
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 % 97.033859% Group 2 Senior % 97.116914% Group 3 Senior % 97.295040% Group 4 Senior % 95.947787% Group 5 Senior % 92.395143% Group 6 Senior % 97.451932% Group 7 Senior % 96.901852% Group 8 Senior % 98.502938% Group 1 Junior % 2.966141% Group 2 Junior % 2.883086% Group 3 Junior % 2.704960% Group 4 Junior % 4.052213% Group 5 Junior % 7.604857% Group 6 Junior % 2.548068% Group 7 Junior % 3.098148% Group 8 Junior % 1.497062%
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 5.751260 5.245938 5.677329 Weighted Average Net Rate 5.501260 4.988708 5.405072 Weighted Average Maturity 342 162 342 Beginning Loan Count 707 478 753 Loans Paid In Full 12 6 10 Ending Loan Count 695 472 743 Beginning Scheduled Balance 348,032,763.72 213,272,410.19 344,323,446.92 Ending scheduled Balance 342,492,476.38 209,609,910.41 339,954,248.43 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 2,076,917.78 1,855,950.38 2,040,722.90 Scheduled Principal 408,895.37 923,605.52 411,691.59 Unscheduled Principal 5,131,391.97 2,738,894.26 3,957,506.90 Scheduled Interest 1,668,022.41 932,344.86 1,629,031.31 Servicing Fees 72,506.81 45,716.71 78,120.48 Master Servicing Fees 0.00 299.43 1,145.65 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 1,595,515.60 886,328.72 1,549,765.18 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 5.501260 4.987023 5.401079
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 5.260241 5.698409 6.012507 Weighted Average Net Rate 5.010241 5.448409 5.751118 Weighted Average Maturity 163 223 342 Beginning Loan Count 65 85 34 Loans Paid In Full 0 1 1 Ending Loan Count 65 84 33 Beginning Scheduled Balance 33,610,898.06 36,498,785.66 15,124,148.82 Ending scheduled Balance 33,441,244.66 36,077,676.56 14,661,619.29 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 290,714.30 267,367.36 92,537.30 Scheduled Principal 143,379.78 94,046.52 16,758.92 Unscheduled Principal 26,273.62 327,062.58 445,770.61 Scheduled Interest 147,334.52 173,320.84 75,778.38 Servicing Fees 7,002.26 7,603.90 3,294.41 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 140,332.26 165,716.94 72,483.97 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 5.010241 5.448409 5.751118
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 5.366069 5.694097 5.608857 Weighted Average Net Rate 5.116069 5.444097 5.350599 Weighted Average Maturity 102.00 343.00 295.00 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 217,579.84 753,103.59 7,594,893.45 Beginning Loan Count 43 276 2,441 Loans Paid In Full 0 2 32 Ending Loan Count 43 274 2,409 Beginning Scheduled Balance 17,473,578.47 127,274,695.10 1,135,610,726.94 Ending Scheduled Balance 17,268,756.94 126,327,381.76 1,119,833,314.43 Scheduled Principal 139,442.82 149,174.87 2,286,995.39 Unscheduled Principal 65,378.71 798,138.47 13,490,417.12 Scheduled Interest 78,137.02 603,928.72 5,307,898.06 Servicing Fee 3,640.33 26,515.57 244,400.47 Master Servicing Fee 0.00 0.00 1,445.08 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 74,496.69 577,413.15 5,062,052.51 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 5.116069 5.444097 5.349071
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