-----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, D34GpsGESzRAbXu2SW2sAjMBuad3gcMoxRC8QnM60Mq/OQPMASOehtnFVDz04bPl UXZSYrYobrwZ1iZcHOZVnQ== 0001056404-04-003235.txt : 20041001 0001056404-04-003235.hdr.sgml : 20041001 20041001101435 ACCESSION NUMBER: 0001056404-04-003235 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 DATE AS OF CHANGE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORTGAGE ASSET SEC TRANS INC MORT PAS THR CERTS SE 2003 9 CENTRAL INDEX KEY: 0001265229 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-101254-14 FILM NUMBER: 041056814 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mst03009_sep.txt SEPTEMBER 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): September 27, 2004 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2003-9 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-101254-14 54-2126391 Pooling and Servicing Agreement) (Commission 54-2126392 (State or other File Number) 54-2126393 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A., 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2003-9 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 2003-9 Trust, relating to the September 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 2003-9 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: 9/30/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2003-9 Trust, relating to the September 27, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 MASTR Series: 2003-9 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 55265KP37 SEN 5.00000% 170,676,155.52 711,150.70 1,401,363.18 A-R 55265KS26 SEN 5.00000% 0.00 0.00 0.00 2-A-1 55265KP45 SEN 5.50000% 51,027,005.05 233,873.79 551,457.28 2-A-2 55265KP52 SEN 5.50000% 7,475,000.00 34,260.42 0.00 2-A-3 55265KP60 SEN 5.50000% 5,230,000.00 23,970.84 0.00 2-A-4 55265KP78 SEN 5.50000% 8,314,052.31 38,106.08 104,844.87 2-A-5 55265KP86 SEN 5.50000% 2,224,000.00 10,193.33 0.00 2-A-6 55265KP94 SEN 5.50000% 784,476.54 3,595.52 (3,595.52) 2-A-7 55265KQ28 SEN 5.50000% 89,086,170.14 408,311.64 701,649.12 2-A-8 55265KQ36 LOCK 5.50000% 10,350,000.00 47,437.50 0.00 2-A-9 55265KQ44 LOCK 5.50000% 1,150,000.00 5,270.83 0.00 2-A-10 55265KQ51 SEN 5.50000% 1,135,000.00 5,202.08 0.00 2-A-11 55265KQ69 SEN 5.50000% 8,342,844.50 38,238.04 101,844.53 2-A-12 55265KQ77 SEN 5.50000% 417,142.23 1,911.90 5,092.23 3-A-1 55265KQ85 SEN 4.75000% 17,157,510.49 67,915.15 160,095.63 4-A-1 55265KQ93 SEN 5.50000% 21,402,474.79 98,094.68 59,465.49 4-A-2 55265KR27 SEN 5.50000% 1,337,654.67 6,130.92 3,716.59 5-A-1 55265KR35 SEN 4.75000% 30,900,510.54 122,314.53 241,484.40 5-A-2 55265KR43 SEN 4.75000% 90,935,788.15 359,954.19 710,654.09 5-A-3 55265KR50 SEN 4.75000% 2,030,604.98 8,037.81 15,868.97 15-PO 55265KR68 PO 0.00000% 10,829,048.97 0.00 72,767.80 30-PO 55265KR76 PO 0.00000% 6,858,080.17 0.00 39,943.90 15-AX 55265KR84 IO 5.00000% 0.00 14,707.50 0.00 30-AX 55265KR92 IO 5.50000% 0.00 8,672.94 0.00 B-1 55265KS34 SUB 5.15843% 5,495,457.47 23,623.26 16,876.07 B-2 55265KS42 SUB' 5.15843% 2,133,245.49 9,170.16 6,551.01 B-3 55265KS59 SUB 5.15843% 1,523,608.32 6,549.52 4,678.87 B-4 55265KS67 SUB 5.15843% 913,971.15 3,928.88 2,806.73 B-5 55265KS75 SUB 5.15843% 609,637.17 2,620.64 1,872.14 B-6 55265KS83 SUB 5.15843% 610,058.78 2,622.45 1,873.44 Totals 548,949,497.43 2,295,865.30 4,201,310.82
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 169,274,792.34 2,112,513.88 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 50,475,547.77 785,331.07 0.00 2-A-2 0.00 7,475,000.00 34,260.42 0.00 2-A-3 0.00 5,230,000.00 23,970.84 0.00 2-A-4 0.00 8,209,207.44 142,950.95 0.00 2-A-5 0.00 2,224,000.00 10,193.33 0.00 2-A-6 0.00 788,072.06 0.00 0.00 2-A-7 0.00 88,384,521.02 1,109,960.76 0.00 2-A-8 0.00 10,350,000.00 47,437.50 0.00 2-A-9 0.00 1,150,000.00 5,270.83 0.00 2-A-10 0.00 1,135,000.00 5,202.08 0.00 2-A-11 0.00 8,240,999.97 140,082.57 0.00 2-A-12 0.00 412,050.00 7,004.13 0.00 3-A-1 0.00 16,997,414.87 228,010.78 0.00 4-A-1 0.00 21,343,009.30 157,560.17 0.00 4-A-2 0.00 1,333,938.08 9,847.51 0.00 5-A-1 0.00 30,659,026.13 363,798.93 0.00 5-A-2 0.00 90,225,134.05 1,070,608.28 0.00 5-A-3 0.00 2,014,736.00 23,906.78 0.00 15-PO 0.00 10,756,281.17 72,767.80 0.00 30-PO 0.00 6,818,136.28 39,943.90 0.00 15-AX 0.00 0.00 14,707.50 0.00 30-AX 0.00 0.00 8,672.94 0.00 B-1 0.00 5,478,581.41 40,499.33 0.00 B-2 0.00 2,126,694.48 15,721.17 0.00 B-3 0.00 1,518,929.45 11,228.39 0.00 B-4 0.00 911,164.42 6,735.61 0.00 B-5 0.00 607,765.03 4,492.78 0.00 B-6 0.00 608,185.34 4,495.89 0.00 Totals 0.00 544,748,186.61 6,497,176.12 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-1 203,956,000.00 170,676,155.52 712,208.65 689,154.53 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 60,000,000.00 51,027,005.05 81,180.27 470,277.01 0.00 0.00 2-A-2 7,475,000.00 7,475,000.00 0.00 0.00 0.00 0.00 2-A-3 5,230,000.00 5,230,000.00 0.00 0.00 0.00 0.00 2-A-4 10,000,000.00 8,314,052.31 15,434.26 89,410.61 0.00 0.00 2-A-5 2,224,000.00 2,224,000.00 0.00 0.00 0.00 0.00 2-A-6 746,000.00 784,476.54 0.00 0.00 (3,595.52) 0.00 2-A-7 100,503,000.00 89,086,170.14 103,290.08 598,359.03 0.00 0.00 2-A-8 10,350,000.00 10,350,000.00 0.00 0.00 0.00 0.00 2-A-9 1,150,000.00 1,150,000.00 0.00 0.00 0.00 0.00 2-A-10 1,135,000.00 1,135,000.00 0.00 0.00 0.00 0.00 2-A-11 10,000,000.00 8,342,844.50 14,992.58 86,851.95 0.00 0.00 2-A-12 500,000.00 417,142.23 749.63 4,342.60 0.00 0.00 3-A-1 19,000,000.00 17,157,510.49 129,193.80 30,901.83 0.00 0.00 4-A-1 24,000,000.00 21,402,474.79 53,134.41 6,331.08 0.00 0.00 4-A-2 1,500,000.00 1,337,654.67 3,320.90 395.69 0.00 0.00 5-A-1 35,000,000.00 30,900,510.54 130,400.83 111,083.57 0.00 0.00 5-A-2 103,000,000.00 90,935,788.15 383,751.02 326,903.08 0.00 0.00 5-A-3 2,300,000.00 2,030,604.98 8,569.20 7,299.78 0.00 0.00 15-PO 11,884,481.89 10,829,048.97 46,176.79 26,591.02 0.00 0.00 30-PO 7,211,290.44 6,858,080.17 9,196.16 30,747.73 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 5,670,000.00 5,495,457.47 16,876.07 0.00 0.00 0.00 B-2 2,201,000.00 2,133,245.49 6,551.01 0.00 0.00 0.00 B-3 1,572,000.00 1,523,608.32 4,678.87 0.00 0.00 0.00 B-4 943,000.00 913,971.15 2,806.73 0.00 0.00 0.00 B-5 629,000.00 609,637.17 1,872.14 0.00 0.00 0.00 B-6 629,435.00 610,058.78 1,873.44 0.00 0.00 0.00 Totals 628,809,307.33 548,949,497.43 1,726,256.84 2,478,649.51 (3,595.52) 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 1,401,363.18 169,274,792.34 0.82995740 1,401,363.18 A-R 0.00 0.00 0.00000000 0.00 2-A-1 551,457.28 50,475,547.77 0.84125913 551,457.28 2-A-2 0.00 7,475,000.00 1.00000000 0.00 2-A-3 0.00 5,230,000.00 1.00000000 0.00 2-A-4 104,844.87 8,209,207.44 0.82092074 104,844.87 2-A-5 0.00 2,224,000.00 1.00000000 0.00 2-A-6 (3,595.52) 788,072.06 1.05639686 (3,595.52) 2-A-7 701,649.12 88,384,521.02 0.87942172 701,649.12 2-A-8 0.00 10,350,000.00 1.00000000 0.00 2-A-9 0.00 1,150,000.00 1.00000000 0.00 2-A-10 0.00 1,135,000.00 1.00000000 0.00 2-A-11 101,844.53 8,240,999.97 0.82410000 101,844.53 2-A-12 5,092.23 412,050.00 0.82410000 5,092.23 3-A-1 160,095.63 16,997,414.87 0.89460078 160,095.63 4-A-1 59,465.49 21,343,009.30 0.88929205 59,465.49 4-A-2 3,716.59 1,333,938.08 0.88929205 3,716.59 5-A-1 241,484.40 30,659,026.13 0.87597218 241,484.40 5-A-2 710,654.09 90,225,134.05 0.87597218 710,654.09 5-A-3 15,868.97 2,014,736.00 0.87597217 15,868.97 15-PO 72,767.80 10,756,281.17 0.90506942 72,767.80 30-PO 39,943.90 6,818,136.28 0.94548075 39,943.90 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 B-1 16,876.07 5,478,581.41 0.96624011 16,876.07 B-2 6,551.01 2,126,694.48 0.96624011 6,551.01 B-3 4,678.87 1,518,929.45 0.96624011 4,678.87 B-4 2,806.73 911,164.42 0.96624011 2,806.73 B-5 1,872.14 607,765.03 0.96624011 1,872.14 B-6 1,873.44 608,185.34 0.96624010 1,873.44 Totals 4,201,310.82 544,748,186.61 0.86631699 4,201,310.82
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 203,956,000.00 836.82831356 3.49197204 3.37893727 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 60,000,000.00 850.45008417 1.35300450 7.83795017 0.00000000 2-A-2 7,475,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-3 5,230,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-4 10,000,000.00 831.40523100 1.54342600 8.94106100 0.00000000 2-A-5 2,224,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 746,000.00 1051.57713137 0.00000000 0.00000000 (4.81973190) 2-A-7 100,503,000.00 886.40309384 1.02773131 5.95364347 0.00000000 2-A-8 10,350,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-9 1,150,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-10 1,135,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-11 10,000,000.00 834.28445000 1.49925800 8.68519500 0.00000000 2-A-12 500,000.00 834.28446000 1.49926000 8.68520000 0.00000000 3-A-1 19,000,000.00 903.02686789 6.79967368 1.62641211 0.00000000 4-A-1 24,000,000.00 891.76978292 2.21393375 0.26379500 0.00000000 4-A-2 1,500,000.00 891.76978000 2.21393333 0.26379333 0.00000000 5-A-1 35,000,000.00 882.87172971 3.72573800 3.17381629 0.00000000 5-A-2 103,000,000.00 882.87172961 3.72573806 3.17381631 0.00000000 5-A-3 2,300,000.00 882.87173043 3.72573913 3.17381739 0.00000000 15-PO 11,884,481.89 911.19234900 3.88546934 2.23745724 0.00000000 30-PO 7,211,290.44 951.01982468 1.27524471 4.26383187 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 5,670,000.00 969.21648501 2.97637919 0.00000000 0.00000000 B-2 2,201,000.00 969.21648796 2.97637892 0.00000000 0.00000000 B-3 1,572,000.00 969.21648855 2.97638041 0.00000000 0.00000000 B-4 943,000.00 969.21648993 2.97638388 0.00000000 0.00000000 B-5 629,000.00 969.21648649 2.97637520 0.00000000 0.00000000 B-6 629,435.00 969.21648780 2.97638358 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 6.87090931 829.95740424 0.82995740 6.87090931 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 9.19095467 841.25912950 0.84125913 9.19095467 2-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-4 0.00000000 10.48448700 820.92074400 0.82092074 10.48448700 2-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 (4.81973190) 1,056.39686327 1.05639686 (4.81973190) 2-A-7 0.00000000 6.98137488 879.42171895 0.87942172 6.98137488 2-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-11 0.00000000 10.18445300 824.09999700 0.82410000 10.18445300 2-A-12 0.00000000 10.18446000 824.10000000 0.82410000 10.18446000 3-A-1 0.00000000 8.42608579 894.60078263 0.89460078 8.42608579 4-A-1 0.00000000 2.47772875 889.29205417 0.88929205 2.47772875 4-A-2 0.00000000 2.47772667 889.29205333 0.88929205 2.47772667 5-A-1 0.00000000 6.89955429 875.97217514 0.87597218 6.89955429 5-A-2 0.00000000 6.89955427 875.97217524 0.87597218 6.89955427 5-A-3 0.00000000 6.89955217 875.97217391 0.87597217 6.89955217 15-PO 0.00000000 6.12292573 905.06942327 0.90506942 6.12292573 30-PO 0.00000000 5.53907797 945.48074810 0.94548075 5.53907797 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 2.97637919 966.24010758 0.96624011 2.97637919 B-2 0.00000000 2.97637892 966.24010904 0.96624011 2.97637892 B-3 0.00000000 2.97638041 966.24010814 0.96624011 2.97638041 B-4 0.00000000 2.97638388 966.24010604 0.96624011 2.97638388 B-5 0.00000000 2.97637520 966.24011129 0.96624011 2.97637520 B-6 0.00000000 2.97638358 966.24010422 0.96624010 2.97638358 (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-1 203,956,000.00 5.00000% 170,676,155.52 711,150.70 0.00 0.00 A-R 100.00 5.00000% 0.00 0.00 0.00 0.00 2-A-1 60,000,000.00 5.50000% 51,027,005.05 233,873.79 0.00 0.00 2-A-2 7,475,000.00 5.50000% 7,475,000.00 34,260.42 0.00 0.00 2-A-3 5,230,000.00 5.50000% 5,230,000.00 23,970.84 0.00 0.00 2-A-4 10,000,000.00 5.50000% 8,314,052.31 38,106.08 0.00 0.00 2-A-5 2,224,000.00 5.50000% 2,224,000.00 10,193.33 0.00 0.00 2-A-6 746,000.00 5.50000% 784,476.54 3,595.52 0.00 0.00 2-A-7 100,503,000.00 5.50000% 89,086,170.14 408,311.64 0.00 0.00 2-A-8 10,350,000.00 5.50000% 10,350,000.00 47,437.50 0.00 0.00 2-A-9 1,150,000.00 5.50000% 1,150,000.00 5,270.83 0.00 0.00 2-A-10 1,135,000.00 5.50000% 1,135,000.00 5,202.08 0.00 0.00 2-A-11 10,000,000.00 5.50000% 8,342,844.50 38,238.04 0.00 0.00 2-A-12 500,000.00 5.50000% 417,142.23 1,911.90 0.00 0.00 3-A-1 19,000,000.00 4.75000% 17,157,510.49 67,915.15 0.00 0.00 4-A-1 24,000,000.00 5.50000% 21,402,474.79 98,094.68 0.00 0.00 4-A-2 1,500,000.00 5.50000% 1,337,654.67 6,130.92 0.00 0.00 5-A-1 35,000,000.00 4.75000% 30,900,510.54 122,314.53 0.00 0.00 5-A-2 103,000,000.00 4.75000% 90,935,788.15 359,954.19 0.00 0.00 5-A-3 2,300,000.00 4.75000% 2,030,604.98 8,037.81 0.00 0.00 15-PO 11,884,481.89 0.00000% 10,829,048.97 0.00 0.00 0.00 30-PO 7,211,290.44 0.00000% 6,858,080.17 0.00 0.00 0.00 15-AX 0.00 5.00000% 3,529,800.16 14,707.50 0.00 0.00 30-AX 0.00 5.50000% 1,892,278.42 8,672.94 0.00 0.00 B-1 5,670,000.00 5.15843% 5,495,457.47 23,623.26 0.00 0.00 B-2 2,201,000.00 5.15843% 2,133,245.49 9,170.16 0.00 0.00 B-3 1,572,000.00 5.15843% 1,523,608.32 6,549.52 0.00 0.00 B-4 943,000.00 5.15843% 913,971.15 3,928.88 0.00 0.00 B-5 629,000.00 5.15843% 609,637.17 2,620.64 0.00 0.00 B-6 629,435.00 5.15843% 610,058.78 2,622.45 0.00 0.00 Totals 628,809,307.33 2,295,865.30 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 0.00 711,150.70 0.00 169,274,792.34 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 233,873.79 0.00 50,475,547.77 2-A-2 0.00 0.00 34,260.42 0.00 7,475,000.00 2-A-3 0.00 0.00 23,970.84 0.00 5,230,000.00 2-A-4 0.00 0.00 38,106.08 0.00 8,209,207.44 2-A-5 0.00 0.00 10,193.33 0.00 2,224,000.00 2-A-6 0.00 0.00 3,595.52 0.00 788,072.06 2-A-7 0.00 0.00 408,311.64 0.00 88,384,521.02 2-A-8 0.00 0.00 47,437.50 0.00 10,350,000.00 2-A-9 0.00 0.00 5,270.83 0.00 1,150,000.00 2-A-10 0.00 0.00 5,202.08 0.00 1,135,000.00 2-A-11 0.00 0.00 38,238.04 0.00 8,240,999.97 2-A-12 0.00 0.00 1,911.90 0.00 412,050.00 3-A-1 0.00 0.00 67,915.15 0.00 16,997,414.87 4-A-1 0.00 0.00 98,094.68 0.00 21,343,009.30 4-A-2 0.00 0.00 6,130.92 0.00 1,333,938.08 5-A-1 0.00 0.00 122,314.53 0.00 30,659,026.13 5-A-2 0.00 0.00 359,954.19 0.00 90,225,134.05 5-A-3 0.00 0.00 8,037.81 0.00 2,014,736.00 15-PO 0.00 0.00 0.00 0.00 10,756,281.17 30-PO 0.00 0.00 0.00 0.00 6,818,136.28 15-AX 0.00 0.00 14,707.50 0.00 3,489,872.57 30-AX 0.00 0.00 8,672.94 0.00 1,889,854.97 B-1 0.00 0.00 23,623.26 0.00 5,478,581.41 B-2 0.00 0.00 9,170.16 0.00 2,126,694.48 B-3 0.00 0.00 6,549.52 0.00 1,518,929.45 B-4 0.00 0.00 3,928.88 0.00 911,164.42 B-5 0.00 0.00 2,620.64 0.00 607,765.03 B-6 0.00 0.00 2,622.45 0.00 608,185.34 Totals 0.00 0.00 2,295,865.30 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-1 203,956,000.00 5.00000% 836.82831356 3.48678489 0.00000000 0.00000000 A-R 100.00 5.00000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 60,000,000.00 5.50000% 850.45008417 3.89789650 0.00000000 0.00000000 2-A-2 7,475,000.00 5.50000% 1000.00000000 4.58333378 0.00000000 0.00000000 2-A-3 5,230,000.00 5.50000% 1000.00000000 4.58333461 0.00000000 0.00000000 2-A-4 10,000,000.00 5.50000% 831.40523100 3.81060800 0.00000000 0.00000000 2-A-5 2,224,000.00 5.50000% 1000.00000000 4.58333183 0.00000000 0.00000000 2-A-6 746,000.00 5.50000% 1051.57713137 4.81973190 0.00000000 0.00000000 2-A-7 100,503,000.00 5.50000% 886.40309384 4.06268111 0.00000000 0.00000000 2-A-8 10,350,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 2-A-9 1,150,000.00 5.50000% 1000.00000000 4.58333043 0.00000000 0.00000000 2-A-10 1,135,000.00 5.50000% 1000.00000000 4.58333040 0.00000000 0.00000000 2-A-11 10,000,000.00 5.50000% 834.28445000 3.82380400 0.00000000 0.00000000 2-A-12 500,000.00 5.50000% 834.28446000 3.82380000 0.00000000 0.00000000 3-A-1 19,000,000.00 4.75000% 903.02686789 3.57448158 0.00000000 0.00000000 4-A-1 24,000,000.00 5.50000% 891.76978292 4.08727833 0.00000000 0.00000000 4-A-2 1,500,000.00 5.50000% 891.76978000 4.08728000 0.00000000 0.00000000 5-A-1 35,000,000.00 4.75000% 882.87172971 3.49470086 0.00000000 0.00000000 5-A-2 103,000,000.00 4.75000% 882.87172961 3.49470087 0.00000000 0.00000000 5-A-3 2,300,000.00 4.75000% 882.87173043 3.49470000 0.00000000 0.00000000 15-PO 11,884,481.89 0.00000% 911.19234900 0.00000000 0.00000000 0.00000000 30-PO 7,211,290.44 0.00000% 951.01982468 0.00000000 0.00000000 0.00000000 15-AX 0.00 5.00000% 789.24314367 3.28851295 0.00000000 0.00000000 30-AX 0.00 5.50000% 747.43695876 3.42575164 0.00000000 0.00000000 B-1 5,670,000.00 5.15843% 969.21648501 4.16635979 0.00000000 0.00000000 B-2 2,201,000.00 5.15843% 969.21648796 4.16636075 0.00000000 0.00000000 B-3 1,572,000.00 5.15843% 969.21648855 4.16636132 0.00000000 0.00000000 B-4 943,000.00 5.15843% 969.21648993 4.16636267 0.00000000 0.00000000 B-5 629,000.00 5.15843% 969.21648649 4.16635930 0.00000000 0.00000000 B-6 629,435.00 5.15843% 969.21648780 4.16635554 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 3.48678489 0.00000000 829.95740424 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.89789650 0.00000000 841.25912950 2-A-2 0.00000000 0.00000000 4.58333378 0.00000000 1000.00000000 2-A-3 0.00000000 0.00000000 4.58333461 0.00000000 1000.00000000 2-A-4 0.00000000 0.00000000 3.81060800 0.00000000 820.92074400 2-A-5 0.00000000 0.00000000 4.58333183 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 4.81973190 0.00000000 1056.39686327 2-A-7 0.00000000 0.00000000 4.06268111 0.00000000 879.42171895 2-A-8 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 2-A-9 0.00000000 0.00000000 4.58333043 0.00000000 1000.00000000 2-A-10 0.00000000 0.00000000 4.58333040 0.00000000 1000.00000000 2-A-11 0.00000000 0.00000000 3.82380400 0.00000000 824.09999700 2-A-12 0.00000000 0.00000000 3.82380000 0.00000000 824.10000000 3-A-1 0.00000000 0.00000000 3.57448158 0.00000000 894.60078263 4-A-1 0.00000000 0.00000000 4.08727833 0.00000000 889.29205417 4-A-2 0.00000000 0.00000000 4.08728000 0.00000000 889.29205333 5-A-1 0.00000000 0.00000000 3.49470086 0.00000000 875.97217514 5-A-2 0.00000000 0.00000000 3.49470087 0.00000000 875.97217524 5-A-3 0.00000000 0.00000000 3.49470000 0.00000000 875.97217391 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 905.06942327 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 945.48074810 15-AX 0.00000000 0.00000000 3.28851295 0.00000000 780.31556273 30-AX 0.00000000 0.00000000 3.42575164 0.00000000 746.47971268 B-1 0.00000000 0.00000000 4.16635979 0.00000000 966.24010758 B-2 0.00000000 0.00000000 4.16636075 0.00000000 966.24010904 B-3 0.00000000 0.00000000 4.16636132 0.00000000 966.24010814 B-4 0.00000000 0.00000000 4.16636267 0.00000000 966.24010604 B-5 0.00000000 0.00000000 4.16635930 0.00000000 966.24011129 B-6 0.00000000 0.00000000 4.16635554 0.00000000 966.24010422 (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 15-PO-1 0.00000% 0.00 0.00 6,906,597.12 6,874,290.60 89.88382494% 30-PO-2 0.00000% 0.00 0.00 6,136,631.46 6,098,772.77 94.82899112% 15-PO-3 0.00000% 0.00 0.00 73,904.00 73,218.37 88.48094342% 30-PO-4 0.00000% 0.00 0.00 721,448.71 719,363.51 92.23169351% 15-PO-5 0.00000% 0.00 0.00 3,848,547.84 3,808,772.19 91.69459832% 15-AX-1 5.00000% 1,602,453.95 1,575,194.14 0.00 0.00 76.02187826% 15-AX-3 5.00000% 675,654.09 668,628.49 0.00 0.00 88.76622593% 15-AX-5 5.00000% 1,251,692.11 1,246,049.94 0.00 0.00 75.65057448% 30-AX-2 5.50000% 1,692,314.72 1,690,471.15 0.00 0.00 73.44115980% 30-AX-4 5.50000% 199,963.70 199,383.82 0.00 0.00 86.73152687%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 6,596,175.80 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 17,264.81 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 6,613,440.61 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 116,264.49 Payment of Interest and Principal 6,497,176.12 Total Withdrawals (Pool Distribution Amount) 6,613,440.61 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 113,303.10 Master Servicing Fee 2,961.39 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 116,264.49
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 5 0 0 0 5 2,227,182.87 0.00 0.00 0.00 2,227,182.87 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 1 0 1 0.00 0.00 332,161.00 0.00 332,161.00 Totals 5 0 1 0 6 2,227,182.87 0.00 332,161.00 0.00 2,559,343.87 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 0.423012% 0.000000% 0.000000% 0.000000% 0.423012% 0.407870% 0.000000% 0.000000% 0.000000% 0.407870% 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% 0.084602% 0.000000% 0.084602% 0.000000% 0.000000% 0.060830% 0.000000% 0.060830% Totals 0.423012% 0.000000% 0.084602% 0.000000% 0.507614% 0.407870% 0.000000% 0.060830% 0.000000% 0.468700%
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 2 0 0 0 2 958,632.82 0.00 0.00 0.00 958,632.82 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 2 958,632.82 0.00 0.00 0.00 958,632.82 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.529275% 0.000000% 0.000000% 0.000000% 0.529275% 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 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.529275% 0.000000% 0.000000% 0.000000% 0.529275% 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 3 0 0 0 3 1,268,550.05 0.00 0.00 0.00 1,268,550.05 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 1 0 1 0.00 0.00 332,161.00 0.00 332,161.00 Totals 3 0 1 0 4 1,268,550.05 0.00 332,161.00 0.00 1,600,711.05 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.731707% 0.000000% 0.000000% 0.000000% 0.731707% 0.652628% 0.000000% 0.000000% 0.000000% 0.652628% 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% 0.243902% 0.000000% 0.243902% 0.000000% 0.000000% 0.170886% 0.000000% 0.170886% Totals 0.731707% 0.000000% 0.243902% 0.000000% 0.975610% 0.652628% 0.000000% 0.170886% 0.000000% 0.823514% 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 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 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 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 17,264.81
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.01590307% 100,000.00 0.01835711% Fraud 6,288,093.00 0.99999999% 6,288,093.00 1.15431187% Special Hazard 6,288,093.00 0.99999999% 6,288,093.00 1.15431187% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.272900% Weighted Average Pass-Through Rate 5.018746% Weighted Average Maturity(Stepdown Calculation) 231 Beginning Scheduled Collateral Loan Count 1,188 Number Of Loans Paid In Full 6 Ending Scheduled Collateral Loan Count 1,182 Beginning Scheduled Collateral Balance 548,949,497.56 Ending Scheduled Collateral Balance 544,748,186.74 Ending Actual Collateral Balance at 31-Aug-2004 546,051,647.65 Monthly P &I Constant 4,137,857.37 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 6,188,579.57 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 544,748,186.74 Scheduled Principal 1,725,727.53 Unscheduled Principal 2,475,583.29
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 1 Senior % 97.467930% Group 2 Senior % 97.880083% Group 3 Senior % 98.838176% Group 4 Senior % 97.222569% Group 5 Senior % 98.424812% Group 1 Junior % 2.532070% Group 2 Junior % 2.119917% Group 3 Junior % 1.161824% Group 4 Junior % 2.777431% Group 5 Junior % 1.575188%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description d 15 Year Ratio Strip d 30 Year Ratio Strip d 10 Year Ratio Strip Weighted Average Coupon Rate 5.098420 5.643854 5.168316 Weighted Average Net Rate 4.860143 5.386573 4.923647 Weighted Average Maturity 166 346 106 Beginning Loan Count 390 413 50 Loans Paid In Full 2 3 0 Ending Loan Count 388 410 50 Beginning Scheduled Balance 182,016,662.02 195,690,711.51 17,433,097.83 Ending scheduled Balance 180,564,490.21 194,186,901.22 17,270,797.92 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 1,533,226.02 1,147,530.83 206,355.02 Scheduled Principal 759,894.87 227,155.94 131,271.89 Unscheduled Principal 692,276.94 1,276,654.35 31,028.02 Scheduled Interest 773,331.15 920,374.89 75,083.13 Servicing Fees 36,141.91 41,956.38 3,554.44 Master Servicing Fees 887.00 1,872.46 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 736,302.24 876,546.05 71,528.69 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 4.854296 5.375090 4.923647
Group Level Collateral Statement Group Group 4 Group 5 Total Collateral Description d 20 Year Ratio Strip d 15 Year Ratio Strip xed Fixed Ratio Strip Weighted Average Coupon Rate 5.610314 4.909391 5.272900 Weighted Average Net Rate 5.381044 4.659175 5.025220 Weighted Average Maturity 227 166 231 Beginning Loan Count 52 283 1,188 Loans Paid In Full 0 1 6 Ending Loan Count 52 282 1,182 Beginning Scheduled Balance 24,111,212.69 129,697,813.51 548,949,497.56 Ending scheduled Balance 24,044,332.61 128,681,664.78 544,748,186.74 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 172,611.16 1,078,134.34 4,137,857.37 Scheduled Principal 59,884.94 547,519.89 1,725,727.53 Unscheduled Principal 6,995.14 468,628.84 2,475,583.29 Scheduled Interest 112,726.22 530,614.45 2,412,129.84 Servicing Fees 4,606.63 27,043.74 113,303.10 Master Servicing Fees 0.00 201.93 2,961.39 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 108,119.59 503,368.78 2,295,865.35 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 5.381044 4.657307 5.018746
-----END PRIVACY-ENHANCED MESSAGE-----