-----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, R+Rxc90BJp/r2rhQlAHSFGmEyw+nU1lhdnM1OslDnK8gpflEhZWOzXkXGdSs9eze MQ0q+N0WupHyq0AlT2AKiw== 0001056404-04-004405.txt : 20041206 0001056404-04-004405.hdr.sgml : 20041206 20041206153114 ACCESSION NUMBER: 0001056404-04-004405 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: MASTR ASSET SECURITIZATION TRUST 2003-10 CENTRAL INDEX KEY: 0001268607 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: 333-101254-15 FILM NUMBER: 041186259 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mst03010_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 2003-10 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-101254-15 Pooling and Servicing Agreement) (Commission 54-2132856 (State or other File Number) 54-2132857 jurisdiction 54-2132858 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 2003-10 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 2003-10 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 2003-10 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 2003-10 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: 2003-10 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 55265KS91 SEN 5.25000% 39,913,215.85 174,620.33 107,835.03 1-A-2 55265KT25 SEN 5.25000% 1,995,660.79 8,731.02 5,391.75 A-R 55265KV22 SEN 5.25000% 0.00 0.00 0.00 2-A-1 55265KT33 SEN 4.50000% 22,552,397.36 84,571.50 208,425.82 3-A-1 55265KT41 SEN 5.50000% 332,354,038.87 1,523,289.45 3,691,957.05 3-A-2 55265KT58 SEN 5.25000% 84,205,477.49 368,398.99 1,303,573.41 3-A-3 55265KT66 SEN 2.38250% 8,420,547.75 16,718.30 130,357.34 3-A-4 55265KT74 IO 5.61750% 0.00 39,418.69 0.00 3-A-5 55265KT82 SEN 5.50000% 14,483,000.00 66,380.42 0.00 3-A-6 55265KT90 SEN 5.50000% 6,915,000.00 31,693.75 0.00 3-A-7 55265KU23 LOCK 5.50000% 15,060,000.00 69,025.00 0.00 4-A-1 55265KU31 SEN 4.50000% 163,635,575.48 613,633.45 1,678,118.17 5-A-1 55265KU49 SEN 5.50000% 22,923,487.14 105,065.99 28,202.63 6-A-1 55265KU56 SEN 4.75000% 70,848,990.20 280,443.94 658,714.11 15-PO 55265KU64 PO 0.00000% 1,342,724.45 0.00 15,192.31 30-PO 55265KU72 PO 0.00000% 16,904,252.15 0.00 154,135.71 15-AX 55265KU80 IO 4.50000% 0.00 50,277.78 0.00 30-AX 55265KU98 IO 5.50000% 0.00 22,698.89 0.00 B-1 55265KV30 SUB 5.17623% 11,377,690.62 49,077.94 27,114.57 B-2 55265KV48 SUB 5.17623% 3,185,558.72 13,740.98 7,591.62 B-3 55265KV55 SUB 5.17623% 2,276,511.41 9,819.79 5,425.23 B-4 55265KV63 SUB 5.17623% 1,365,517.53 5,890.19 3,254.21 B-5 55265KV71 SUB 5.17623% 910,020.59 3,925.40 2,168.70 B-6 55265KV89 SUB 5.17623% 1,366,366.24 5,893.85 3,256.23 Totals 822,036,032.64 3,543,315.65 8,030,713.89
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 39,805,380.82 282,455.36 0.00 1-A-2 0.00 1,990,269.04 14,122.77 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 22,343,971.54 292,997.32 0.00 3-A-1 0.00 328,662,081.82 5,215,246.50 0.00 3-A-2 0.00 82,901,904.08 1,671,972.40 0.00 3-A-3 0.00 8,290,190.41 147,075.64 0.00 3-A-4 0.00 0.00 39,418.69 0.00 3-A-5 0.00 14,483,000.00 66,380.42 0.00 3-A-6 0.00 6,915,000.00 31,693.75 0.00 3-A-7 0.00 15,060,000.00 69,025.00 0.00 4-A-1 0.00 161,957,457.31 2,291,751.62 0.00 5-A-1 0.00 22,895,284.51 133,268.62 0.00 6-A-1 0.00 70,190,276.09 939,158.05 0.00 15-PO 0.00 1,327,532.13 15,192.31 0.00 30-PO 0.00 16,750,116.44 154,135.71 0.00 15-AX 0.00 0.00 50,277.78 0.00 30-AX 0.00 0.00 22,698.89 0.00 B-1 0.00 11,350,576.05 76,192.51 0.00 B-2 0.00 3,177,967.10 21,332.60 0.00 B-3 0.00 2,271,086.17 15,245.02 0.00 B-4 0.00 1,362,263.32 9,144.40 0.00 B-5 0.00 907,851.89 6,094.10 0.00 B-6 0.00 1,363,110.00 9,150.08 0.00 Totals 0.00 814,005,318.72 11,574,029.54 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 45,000,000.00 39,913,215.85 100,540.54 7,294.48 0.00 0.00 1-A-2 2,250,000.00 1,995,660.79 5,027.03 364.72 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 27,000,000.00 22,552,397.36 175,919.35 32,506.47 0.00 0.00 3-A-1 377,087,000.00 332,354,038.87 393,984.89 3,297,972.16 0.00 0.00 3-A-2 100,000,000.00 84,205,477.49 139,110.02 1,164,463.39 0.00 0.00 3-A-3 10,000,000.00 8,420,547.75 13,911.00 116,446.34 0.00 0.00 3-A-4 0.00 0.00 0.00 0.00 0.00 0.00 3-A-5 14,483,000.00 14,483,000.00 0.00 0.00 0.00 0.00 3-A-6 6,915,000.00 6,915,000.00 0.00 0.00 0.00 0.00 3-A-7 15,060,000.00 15,060,000.00 0.00 0.00 0.00 0.00 4-A-1 192,000,000.00 163,635,575.48 706,291.57 971,826.60 0.00 0.00 5-A-1 25,000,000.00 22,923,487.14 26,351.55 1,851.08 0.00 0.00 6-A-1 80,000,000.00 70,848,990.20 299,893.73 358,820.38 0.00 0.00 15-PO 1,462,856.00 1,342,724.45 5,894.61 9,297.70 0.00 0.00 30-PO 17,976,274.00 16,904,252.15 21,228.14 132,907.58 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 11,690,000.00 11,377,690.62 27,114.57 0.00 0.00 0.00 B-2 3,273,000.00 3,185,558.72 7,591.62 0.00 0.00 0.00 B-3 2,339,000.00 2,276,511.41 5,425.23 0.00 0.00 0.00 B-4 1,403,000.00 1,365,517.53 3,254.21 0.00 0.00 0.00 B-5 935,000.00 910,020.59 2,168.70 0.00 0.00 0.00 B-6 1,403,872.00 1,366,366.24 3,256.23 0.00 0.00 0.00 Totals 935,278,102.00 822,036,032.64 1,936,962.99 6,093,750.90 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-1 107,835.03 39,805,380.82 0.88456402 107,835.03 1-A-2 5,391.75 1,990,269.04 0.88456402 5,391.75 A-R 0.00 0.00 0.00000000 0.00 2-A-1 208,425.82 22,343,971.54 0.82755450 208,425.82 3-A-1 3,691,957.05 328,662,081.82 0.87158158 3,691,957.05 3-A-2 1,303,573.41 82,901,904.08 0.82901904 1,303,573.41 3-A-3 130,357.34 8,290,190.41 0.82901904 130,357.34 3-A-4 0.00 0.00 0.00000000 0.00 3-A-5 0.00 14,483,000.00 1.00000000 0.00 3-A-6 0.00 6,915,000.00 1.00000000 0.00 3-A-7 0.00 15,060,000.00 1.00000000 0.00 4-A-1 1,678,118.17 161,957,457.31 0.84352842 1,678,118.17 5-A-1 28,202.63 22,895,284.51 0.91581138 28,202.63 6-A-1 658,714.11 70,190,276.09 0.87737845 658,714.11 15-PO 15,192.31 1,327,532.13 0.90749338 15,192.31 30-PO 154,135.71 16,750,116.44 0.93179023 154,135.71 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 B-1 27,114.57 11,350,576.05 0.97096459 27,114.57 B-2 7,591.62 3,177,967.10 0.97096459 7,591.62 B-3 5,425.23 2,271,086.17 0.97096459 5,425.23 B-4 3,254.21 1,362,263.32 0.97096459 3,254.21 B-5 2,168.70 907,851.89 0.97096459 2,168.70 B-6 3,256.23 1,363,110.00 0.97096459 3,256.23 Totals 8,030,713.89 814,005,318.72 0.87033506 8,030,713.89
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 45,000,000.00 886.96035222 2.23423422 0.16209956 0.00000000 1-A-2 2,250,000.00 886.96035111 2.23423556 0.16209778 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 27,000,000.00 835.27397630 6.51553148 1.20394333 0.00000000 3-A-1 377,087,000.00 881.37230631 1.04481165 8.74591848 0.00000000 3-A-2 100,000,000.00 842.05477490 1.39110020 11.64463390 0.00000000 3-A-3 10,000,000.00 842.05477500 1.39110000 11.64463400 0.00000000 3-A-4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-5 14,483,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 6,915,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 15,060,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 192,000,000.00 852.26862229 3.67860193 5.06159688 0.00000000 5-A-1 25,000,000.00 916.93948560 1.05406200 0.07404320 0.00000000 6-A-1 80,000,000.00 885.61237750 3.74867163 4.48525475 0.00000000 15-PO 1,462,856.00 917.87875908 4.02952170 6.35585457 0.00000000 30-PO 17,976,274.00 940.36462450 1.18089767 7.39349990 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 11,690,000.00 973.28405646 2.31946707 0.00000000 0.00000000 B-2 3,273,000.00 973.28405744 2.31946838 0.00000000 0.00000000 B-3 2,339,000.00 973.28405729 2.31946558 0.00000000 0.00000000 B-4 1,403,000.00 973.28405560 2.31946543 0.00000000 0.00000000 B-5 935,000.00 973.28405348 2.31946524 0.00000000 0.00000000 B-6 1,403,872.00 973.28406009 2.31946360 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 2.39633400 884.56401822 0.88456402 2.39633400 1-A-2 0.00000000 2.39633333 884.56401778 0.88456402 2.39633333 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 7.71947481 827.55450148 0.82755450 7.71947481 3-A-1 0.00000000 9.79073012 871.58157619 0.87158158 9.79073012 3-A-2 0.00000000 13.03573410 829.01904080 0.82901904 13.03573410 3-A-3 0.00000000 13.03573400 829.01904100 0.82901904 13.03573400 3-A-4 0.00000000 0.00000000 0.00000000 0.00000000 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 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 8.74019880 843.52842349 0.84352842 8.74019880 5-A-1 0.00000000 1.12810520 915.81138040 0.91581138 1.12810520 6-A-1 0.00000000 8.23392637 877.37845112 0.87737845 8.23392637 15-PO 0.00000000 10.38537628 907.49337597 0.90749338 10.38537628 30-PO 0.00000000 8.57439701 931.79022750 0.93179023 8.57439701 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 2.31946707 970.96458939 0.97096459 2.31946707 B-2 0.00000000 2.31946838 970.96458906 0.97096459 2.31946838 B-3 0.00000000 2.31946558 970.96458743 0.97096459 2.31946558 B-4 0.00000000 2.31946543 970.96459016 0.97096459 2.31946543 B-5 0.00000000 2.31946524 970.96458824 0.97096459 2.31946524 B-6 0.00000000 2.31946360 970.96458936 0.97096459 2.31946360 (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 45,000,000.00 5.25000% 39,913,215.85 174,620.33 0.00 0.00 1-A-2 2,250,000.00 5.25000% 1,995,660.79 8,731.02 0.00 0.00 A-R 100.00 5.25000% 0.00 0.00 0.00 0.00 2-A-1 27,000,000.00 4.50000% 22,552,397.36 84,571.50 0.00 0.00 3-A-1 377,087,000.00 5.50000% 332,354,038.87 1,523,289.45 0.00 0.00 3-A-2 100,000,000.00 5.25000% 84,205,477.49 368,398.99 0.00 0.00 3-A-3 10,000,000.00 2.38250% 8,420,547.75 16,718.30 0.00 0.00 3-A-4 0.00 5.61750% 8,420,547.75 39,418.69 0.00 0.00 3-A-5 14,483,000.00 5.50000% 14,483,000.00 66,380.42 0.00 0.00 3-A-6 6,915,000.00 5.50000% 6,915,000.00 31,693.75 0.00 0.00 3-A-7 15,060,000.00 5.50000% 15,060,000.00 69,025.00 0.00 0.00 4-A-1 192,000,000.00 4.50000% 163,635,575.48 613,633.45 0.00 0.00 5-A-1 25,000,000.00 5.50000% 22,923,487.14 105,065.99 0.00 0.00 6-A-1 80,000,000.00 4.75000% 70,848,990.20 280,443.94 0.00 0.00 15-PO 1,462,856.00 0.00000% 1,342,724.45 0.00 0.00 0.00 30-PO 17,976,274.00 0.00000% 16,904,252.15 0.00 0.00 0.00 15-AX 0.00 4.50000% 13,407,406.96 50,277.78 0.00 0.00 30-AX 0.00 5.50000% 4,952,484.97 22,698.89 0.00 0.00 B-1 11,690,000.00 5.17623% 11,377,690.62 49,077.94 0.00 0.00 B-2 3,273,000.00 5.17623% 3,185,558.72 13,740.98 0.00 0.00 B-3 2,339,000.00 5.17623% 2,276,511.41 9,819.79 0.00 0.00 B-4 1,403,000.00 5.17623% 1,365,517.53 5,890.19 0.00 0.00 B-5 935,000.00 5.17623% 910,020.59 3,925.40 0.00 0.00 B-6 1,403,872.00 5.17623% 1,366,366.24 5,893.85 0.00 0.00 Totals 935,278,102.00 3,543,315.65 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 0.00 174,620.33 0.00 39,805,380.82 1-A-2 0.00 0.00 8,731.02 0.00 1,990,269.04 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 84,571.50 0.00 22,343,971.54 3-A-1 0.00 0.00 1,523,289.45 0.00 328,662,081.82 3-A-2 0.00 0.00 368,398.99 0.00 82,901,904.08 3-A-3 0.00 0.00 16,718.30 0.00 8,290,190.41 3-A-4 0.00 0.00 39,418.69 0.00 8,290,190.41 3-A-5 0.00 0.00 66,380.42 0.00 14,483,000.00 3-A-6 0.00 0.00 31,693.75 0.00 6,915,000.00 3-A-7 0.00 0.00 69,025.00 0.00 15,060,000.00 4-A-1 0.00 0.00 613,633.45 0.00 161,957,457.31 5-A-1 0.00 0.00 105,065.99 0.00 22,895,284.51 6-A-1 0.00 0.00 280,443.94 0.00 70,190,276.09 15-PO 0.00 0.00 0.00 0.00 1,327,532.13 30-PO 0.00 0.00 0.00 0.00 16,750,116.44 15-AX 0.00 0.00 50,277.78 0.00 13,304,784.74 30-AX 0.00 0.00 22,698.89 0.00 4,877,536.59 B-1 0.00 0.00 49,077.94 0.00 11,350,576.05 B-2 0.00 0.00 13,740.98 0.00 3,177,967.10 B-3 0.00 0.00 9,819.79 0.00 2,271,086.17 B-4 0.00 0.00 5,890.19 0.00 1,362,263.32 B-5 0.00 0.00 3,925.40 0.00 907,851.89 B-6 0.00 0.00 5,893.85 0.00 1,363,110.00 Totals 0.00 0.00 3,543,315.65 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 45,000,000.00 5.25000% 886.96035222 3.88045178 0.00000000 0.00000000 1-A-2 2,250,000.00 5.25000% 886.96035111 3.88045333 0.00000000 0.00000000 A-R 100.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 27,000,000.00 4.50000% 835.27397630 3.13227778 0.00000000 0.00000000 3-A-1 377,087,000.00 5.50000% 881.37230631 4.03962335 0.00000000 0.00000000 3-A-2 100,000,000.00 5.25000% 842.05477490 3.68398990 0.00000000 0.00000000 3-A-3 10,000,000.00 2.38250% 842.05477500 1.67183000 0.00000000 0.00000000 3-A-4 0.00 5.61750% 842.05477500 3.94186900 0.00000000 0.00000000 3-A-5 14,483,000.00 5.50000% 1000.00000000 4.58333356 0.00000000 0.00000000 3-A-6 6,915,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 3-A-7 15,060,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 4-A-1 192,000,000.00 4.50000% 852.26862229 3.19600755 0.00000000 0.00000000 5-A-1 25,000,000.00 5.50000% 916.93948560 4.20263960 0.00000000 0.00000000 6-A-1 80,000,000.00 4.75000% 885.61237750 3.50554925 0.00000000 0.00000000 15-PO 1,462,856.00 0.00000% 917.87875908 0.00000000 0.00000000 0.00000000 30-PO 17,976,274.00 0.00000% 940.36462450 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 784.92505824 2.94346920 0.00000000 0.00000000 30-AX 0.00 5.50000% 725.51328041 3.32526928 0.00000000 0.00000000 B-1 11,690,000.00 5.17623% 973.28405646 4.19828400 0.00000000 0.00000000 B-2 3,273,000.00 5.17623% 973.28405744 4.19828292 0.00000000 0.00000000 B-3 2,339,000.00 5.17623% 973.28405729 4.19828559 0.00000000 0.00000000 B-4 1,403,000.00 5.17623% 973.28405560 4.19828225 0.00000000 0.00000000 B-5 935,000.00 5.17623% 973.28405348 4.19828877 0.00000000 0.00000000 B-6 1,403,872.00 5.17623% 973.28406009 4.19828161 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 3.88045178 0.00000000 884.56401822 1-A-2 0.00000000 0.00000000 3.88045333 0.00000000 884.56401778 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.13227778 0.00000000 827.55450148 3-A-1 0.00000000 0.00000000 4.03962335 0.00000000 871.58157619 3-A-2 0.00000000 0.00000000 3.68398990 0.00000000 829.01904080 3-A-3 0.00000000 0.00000000 1.67183000 0.00000000 829.01904100 3-A-4 0.00000000 0.00000000 3.94186900 0.00000000 829.01904100 3-A-5 0.00000000 0.00000000 4.58333356 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 3-A-7 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 3.19600755 0.00000000 843.52842349 5-A-1 0.00000000 0.00000000 4.20263960 0.00000000 915.81138040 6-A-1 0.00000000 0.00000000 3.50554925 0.00000000 877.37845112 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 907.49337597 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 931.79022750 15-AX 0.00000000 0.00000000 2.94346920 0.00000000 778.91712902 30-AX 0.00000000 0.00000000 3.32526928 0.00000000 714.53373270 B-1 0.00000000 0.00000000 4.19828400 0.00000000 970.96458939 B-2 0.00000000 0.00000000 4.19828292 0.00000000 970.96458906 B-3 0.00000000 0.00000000 4.19828559 0.00000000 970.96458743 B-4 0.00000000 0.00000000 4.19828225 0.00000000 970.96459016 B-5 0.00000000 0.00000000 4.19828877 0.00000000 970.96458824 B-6 0.00000000 0.00000000 4.19828161 0.00000000 970.96458936 (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-2 0.00000% 0.00 0.00 19,974.69 19,800.01 89.91691318% 15-PO-4 0.00000% 0.00 0.00 550,708.08 548,100.58 88.94295058% 15-PO-6 0.00000% 0.00 0.00 772,041.67 759,631.54 92.12151677% 30-PO-1 0.00000% 0.00 0.00 295,170.19 294,358.48 87.91964254% 30-PO-3 0.00000% 0.00 0.00 16,146,495.97 15,993,751.17 93.31731754% 30-PO-5 0.00000% 0.00 0.00 462,586.00 462,006.79 91.96599100% 15-AX-2 4.50000% 1,618,969.89 1,602,433.74 0.00 0.00 80.89118543% 15-AX-4 4.50000% 10,266,467.60 10,187,718.77 0.00 0.00 76.93386623% 15-AX-6 4.50000% 1,521,969.47 1,514,632.23 0.00 0.00 81.52043989% 30-AX-1 5.50000% 929,323.55 926,939.48 0.00 0.00 79.99409438% 30-AX-3 5.50000% 3,844,436.80 3,772,071.08 0.00 0.00 68.85618290% 30-AX-5 5.50000% 178,724.62 178,526.03 0.00 0.00 94.34180713%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 11,576,905.66 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 172,580.46 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 11,749,486.12 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 175,456.58 Payment of Interest and Principal 11,574,029.54 Total Withdrawals (Pool Distribution Amount) 11,749,486.12 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 171,257.45 Master Servicing Fee 4,199.13 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 175,456.58
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 1 0 0 1 393,857.20 0.00 0.00 393,857.20 30 Days 45 0 0 0 45 21,996,131.42 0.00 0.00 0.00 21,996,131.42 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 45 1 0 0 46 21,996,131.42 393,857.20 0.00 0.00 22,389,988.62 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 0.056657% 0.000000% 0.000000% 0.056657% 0.048292% 0.000000% 0.000000% 0.048292% 30 Days 2.549575% 0.000000% 0.000000% 0.000000% 2.549575% 2.697015% 0.000000% 0.000000% 0.000000% 2.697015% 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 2.549575% 0.056657% 0.000000% 0.000000% 2.606232% 2.697015% 0.048292% 0.000000% 0.000000% 2.745307%
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 14 0 0 0 14 7,858,032.59 0.00 0.00 0.00 7,858,032.59 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 7,858,032.59 0.00 0.00 0.00 7,858,032.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 14.141414% 0.000000% 0.000000% 0.000000% 14.141414% 18.048035% 0.000000% 0.000000% 0.000000% 18.048035% 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 14.141414% 0.000000% 0.000000% 0.000000% 14.141414% 18.048035% 0.000000% 0.000000% 0.000000% 18.048035% 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 13 0 0 0 13 5,930,744.33 0.00 0.00 0.00 5,930,744.33 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 13 0 0 0 13 5,930,744.33 0.00 0.00 0.00 5,930,744.33 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 23.636364% 0.000000% 0.000000% 0.000000% 23.636364% 25.777068% 0.000000% 0.000000% 0.000000% 25.777068% 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 23.636364% 0.000000% 0.000000% 0.000000% 23.636364% 25.777068% 0.000000% 0.000000% 0.000000% 25.777068% 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 1 0 0 1 393,857.20 0.00 0.00 393,857.20 30 Days 14 0 0 0 14 6,531,591.39 0.00 0.00 0.00 6,531,591.39 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 1 0 0 15 6,531,591.39 393,857.20 0.00 0.00 6,925,448.59 0-29 Days 0.097087% 0.000000% 0.000000% 0.097087% 0.081288% 0.000000% 0.000000% 0.081288% 30 Days 1.359223% 0.000000% 0.000000% 0.000000% 1.359223% 1.348058% 0.000000% 0.000000% 0.000000% 1.348058% 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 1.359223% 0.097087% 0.000000% 0.000000% 1.456311% 1.348058% 0.081288% 0.000000% 0.000000% 1.429347% 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 3 0 0 0 3 1,205,934.75 0.00 0.00 0.00 1,205,934.75 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 1,205,934.75 0.00 0.00 0.00 1,205,934.75 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.828729% 0.000000% 0.000000% 0.000000% 0.828729% 0.720528% 0.000000% 0.000000% 0.000000% 0.720528% 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 0.828729% 0.000000% 0.000000% 0.000000% 0.828729% 0.720528% 0.000000% 0.000000% 0.000000% 0.720528% 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% 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 1 469,828.36 0.00 0.00 0.00 469,828.36 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 1 469,828.36 0.00 0.00 0.00 469,828.36 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.645161% 0.000000% 0.000000% 0.000000% 0.645161% 0.642104% 0.000000% 0.000000% 0.000000% 0.642104% 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 0.645161% 0.000000% 0.000000% 0.000000% 0.645161% 0.642104% 0.000000% 0.000000% 0.000000% 0.642104%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 172,580.46
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 136,536.00 0.01459844% 136,536.00 0.01677335% Fraud 18,705,562.00 2.00000000% 18,705,562.00 2.29796557% Special Hazard 9,352,781.00 1.00000000% 8,220,360.34 1.00986568% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.428627% Weighted Average Pass-Through Rate 5.172497% Weighted Average Maturity(Stepdown Calculation ) 279 Beginning Scheduled Collateral Loan Count 1,779 Number Of Loans Paid In Full 14 Ending Scheduled Collateral Loan Count 1,765 Beginning Scheduled Collateral Balance 822,036,034.33 Ending Scheduled Collateral Balance 814,005,320.42 Ending Actual Collateral Balance at 31-Oct-2004 815,573,080.56 Monthly P &I Constant 5,655,735.27 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 11,098,214.78 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 814,005,320.42 Scheduled Principal 1,936,963.01 Unscheduled Principal 6,093,750.90
Miscellaneous Reporting Group 1 Senior % 96.897082% Group 2 Senior % 97.926532% Group 3 Senior % 97.515141% Group 4 Senior % 97.421864% Group 5 Senior % 97.492815% Group 6 Senior % 97.276039% Group 1 Junior % 3.102918% Group 2 Junior % 2.073468% Group 3 Junior % 2.484859% Group 4 Junior % 2.578136% Group 5 Junior % 2.507185% Group 6 Junior % 2.723961% 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 Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 20 Year Ratio Strip Fixed 10 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 5.582453 5.063118 5.621426 Weighted Average Net Rate 5.332454 4.813118 5.371426 Weighted Average Maturity 225 105 344 Beginning Loan Count 99 55 1,042 Loans Paid In Full 0 0 12 Ending Loan Count 99 55 1,030 Beginning Scheduled Balance 43,546,087.59 23,049,890.04 489,342,821.36 Ending scheduled Balance 43,428,668.53 22,837,564.67 484,050,250.08 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 312,292.92 277,054.35 2,873,189.78 Scheduled Principal 109,714.58 179,800.76 580,852.73 Unscheduled Principal 7,704.48 32,524.61 4,711,718.55 Scheduled Interest 202,578.34 97,253.59 2,292,337.05 Servicing Fees 9,072.09 4,802.06 101,946.42 Master Servicing Fees 24.09 18.21 3,953.68 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 193,482.16 92,433.32 2,186,436.95 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 5.331790 4.812170 5.361731
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Fixed 15 Year Ratio Strip Weighted Average Coupon Rate 5.010326 5.684883 5.044525 Weighted Average Net Rate 4.760326 5.434883 4.794525 Weighted Average Maturity 165 345 165 Beginning Loan Count 363 64 156 Loans Paid In Full 1 0 1 Ending Loan Count 362 64 155 Beginning Scheduled Balance 168,516,674.64 23,975,588.15 73,604,972.55 Ending scheduled Balance 166,817,257.93 23,946,128.64 72,925,450.57 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,430,998.03 141,164.80 621,035.39 Scheduled Principal 727,395.20 27,582.79 311,616.95 Unscheduled Principal 972,021.51 1,876.72 367,905.03 Scheduled Interest 703,602.83 113,582.01 309,418.44 Servicing Fees 35,107.61 4,994.91 15,334.36 Master Servicing Fees 123.48 0.00 79.67 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 668,371.74 108,587.10 294,004.41 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 4.759446 5.434883 4.793226
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.428627 Weighted Average Net Rate 5.178627 Weighted Average Maturity 279.00 Record Date 10/31/2004 Principal And Interest Constant 5,655,735.27 Beginning Loan Count 1,779 Loans Paid In Full 14 Ending Loan Count 1,765 Beginning Scheduled Balance 822,036,034.33 Ending Scheduled Balance 814,005,320.42 Scheduled Principal 1,936,963.01 Unscheduled Principal 6,093,750.90 Scheduled Interest 3,718,772.26 Servicing Fee 171,257.45 Master Servicing Fee 4,199.13 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,543,315.68 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.172497
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