-----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, T3y7JsT4fmj0Z98591MyJCi/wadwXCmOCQuZstoFUfcw8Ux5kixQWWJIHeRckke1 EuCkrq+Y/SOTullo/hPYJg== 0001056404-04-001374.txt : 20040408 0001056404-04-001374.hdr.sgml : 20040408 20040408083936 ACCESSION NUMBER: 0001056404-04-001374 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040325 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040408 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR ASSET SECURITIZATION TRUST 2004-1 CENTRAL INDEX KEY: 0001278401 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: 333-106982-15 FILM NUMBER: 04723542 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 MAIL ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mst04001.txt MARCH 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): March 25, 2004 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-15 54-2142337 Pooling and Servicing Agreement) (Commission 54-2142338 (State or other File Number) 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) ITEM 5. Other Events On March 25, 2004 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2004-1 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the March 25, 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 2004-1 Trust 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: 3/31/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-1 Trust, relating to the March 25, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 2/29/2004 Distribution Date: 3/25/2004 MASTR Series: 2004-1 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 55265K5B1 SEN 5.00000% 91,070,000.00 379,458.33 920,000.00 1-A-2 55265K5C9 SEN 5.25000% 28,711,116.92 125,611.14 1,366,744.94 1-A-3 55265K5D7 SEN 5.50000% 22,221,000.00 101,846.25 0.00 1-A-4 55265K5E5 SEN 5.50000% 29,865,501.82 136,883.55 1,421,697.51 1-A-5 55265K5F2 SEN 5.75000% 28,711,116.92 137,574.10 1,366,744.94 1-A-6 55265K5G0 SEN 1.49000% 18,214,000.00 22,615.72 184,000.00 1-A-7 55265K5H8 SEN 6.51000% 0.00 98,810.95 0.00 1-A-8 55265K5J4 ACCR 5.50000% 12,928,967.50 59,257.77 71,358.07 1-A-9 55265K5K1 ACCR 5.50000% 11,500,000.00 52,708.33 0.00 1-A-10 55265K5L9 SEN 5.50000% 15,569,032.50 71,358.07 (71,358.07) 1-A-11 55265K5M7 LOCK 5.50000% 29,787,000.00 136,523.75 0.00 1-A-12 55265K5N5 LOCK 5.50000% 440,000.00 2,016.67 0.00 2-A-1 55265K5P0 SEN 5.00000% 19,922,400.26 83,010.00 519,463.33 3-A-1 55265K5Q8 SEN 4.75000% 49,921,864.51 197,607.38 379,734.31 3-A-2 55265K5R6 SEN 1.59000% 9,076,701.55 12,026.63 69,042.59 3-A-3 55265K5S4 SEN 6.41000% 0.00 48,484.72 0.00 3-A-4 55265K5T2 ACCR 5.25000% 4,338,965.85 18,982.98 25,143.68 3-A-5 55265K5U9 ACCR 5.25000% 3,575,000.00 15,640.63 0.00 3-A-6 55265K5V7 SEN 5.25000% 5,747,126.15 25,143.68 (25,143.68) 3-A-7 55265K5W5 LOCK 5.25000% 7,248,000.00 31,710.00 0.00 3-A-8 55265K5X3 LOCK 5.25000% 1,000,000.00 4,375.00 0.00 4-A-1 55265K5Y1 SEN 4.50000% 47,695,053.69 178,856.46 202,443.04 4-A-2 55265K5Z8 SEN 4.50000% 1,490,470.43 5,589.26 6,326.35 5-A-1 55265K6B0 SEN 5.50000% 14,663,383.01 67,207.17 1,409,147.95 5-A-2 55265K6C8 SEN 5.50000% 5,584,000.00 25,593.33 0.00 5-A-3 55265K6D6 SEN 5.50000% 5,231,000.00 23,975.42 0.00 5-A-4 55265K6E4 SEN 5.50000% 10,722,000.00 49,142.50 0.00 5-A-5 55265K6F1 SEN 5.50000% 978,000.00 4,482.50 94,000.00 5-A-6 55265K6G9 SEN 5.50000% 1,000,000.00 4,583.33 0.00 5-A-7 55265K6H7 SEN 5.50000% 1,500,000.00 6,875.00 0.00 5-A-8 55265K6J3 SEN 5.50000% 1,500,000.00 6,875.00 0.00 5-A-9 55265K6K0 SEN 2.70000% 15,628,151.59 35,163.34 1,501,862.01 5-A-10 55265K6L8 SEN 8.30000% 3,425,795.38 23,695.09 329,218.20 5-A-11 55265K6M6 SEN 13.78470% 3,894,894.43 44,741.63 374,298.52 5-A-12 55265K6N4 SEN 9.00000% 542,326.90 4,067.45 52,117.50 5-A-13 55265K6P9 LOCK 5.25000% 19,783,000.00 86,550.63 0.00 5-A-14 55265K6Q7 LOCK 5.25000% 192,000.00 840.00 0.00 5-A-15 55265K6R5 PAC 4.50000% 65,017,643.77 243,816.16 304,767.67 5-A-16 55265K6S3 PAC 1.49000% 26,007,056.91 32,292.10 121,907.06 5-A-17 55265K6T1 SEN 6.51000% 0.00 141,088.29 0.00 5-A-18 55265K6U8 PAC 5.50000% 11,560,000.00 52,983.33 0.00 5-A-19 55265K6V6 PAC 5.50000% 3,720,000.00 17,050.00 0.00 5-A-20 55265K7J2 SEN 5.50000% 0.00 4,161.46 0.00 15-PO 55265K6W4 PO 0.00000% 621,843.20 0.00 2,570.78 30-PO 55265K6X2 PO 0.00000% 3,546,366.20 0.00 4,587.74 15-AX 55265K6Y0 IO 4.50000% 0.00 7,336.61 0.00 30-AX 55265K6Z7 IO 5.50000% 0.00 125,660.14 0.00 A-UR 55265K7B9 SEN 5.00000% 0.00 3.96 0.00 A-LR 55265K7A1 SEN 5.00000% 0.00 0.00 0.00 B-1 55265K7C7 SUB 5.41640% 9,828,729.93 44,363.62 12,348.89 B-2 55265K7D5 SUB 5.41640% 2,948,319.35 13,307.73 3,704.29 B-3 55265K7E3 SUB 5.41640% 2,294,136.03 10,354.97 2,882.37 B-4 55265K7F0 SUB 5.41640% 1,310,364.16 5,914.55 1,646.35 B-5 55265K7G8 SUB 5.41640% 982,773.12 4,435.91 1,234.76 B-6 55265K7H6 SUB 5.41640% 983,159.41 4,437.65 1,235.25 Totals 652,498,261.49 3,037,090.24 10,653,726.35
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 90,150,000.00 1,299,458.33 0.00 1-A-2 0.00 27,344,371.98 1,492,356.08 0.00 1-A-3 0.00 22,221,000.00 101,846.25 0.00 1-A-4 0.00 28,443,804.31 1,558,581.06 0.00 1-A-5 0.00 27,344,371.98 1,504,319.04 0.00 1-A-6 0.00 18,030,000.00 206,615.72 0.00 1-A-7 0.00 0.00 98,810.95 0.00 1-A-8 0.00 12,857,609.43 130,615.84 0.00 1-A-9 0.00 11,500,000.00 52,708.33 0.00 1-A-10 0.00 15,640,390.57 0.00 0.00 1-A-11 0.00 29,787,000.00 136,523.75 0.00 1-A-12 0.00 440,000.00 2,016.67 0.00 2-A-1 0.00 19,402,936.93 602,473.33 0.00 3-A-1 0.00 49,542,130.20 577,341.69 0.00 3-A-2 0.00 9,007,658.96 81,069.22 0.00 3-A-3 0.00 0.00 48,484.72 0.00 3-A-4 0.00 4,313,822.17 44,126.66 0.00 3-A-5 0.00 3,575,000.00 15,640.63 0.00 3-A-6 0.00 5,772,269.83 0.00 0.00 3-A-7 0.00 7,248,000.00 31,710.00 0.00 3-A-8 0.00 1,000,000.00 4,375.00 0.00 4-A-1 0.00 47,492,610.65 381,299.50 0.00 4-A-2 0.00 1,484,144.08 11,915.61 0.00 5-A-1 0.00 13,254,235.06 1,476,355.12 0.00 5-A-2 0.00 5,584,000.00 25,593.33 0.00 5-A-3 0.00 5,231,000.00 23,975.42 0.00 5-A-4 0.00 10,722,000.00 49,142.50 0.00 5-A-5 0.00 884,000.00 98,482.50 0.00 5-A-6 0.00 1,000,000.00 4,583.33 0.00 5-A-7 0.00 1,500,000.00 6,875.00 0.00 5-A-8 0.00 1,500,000.00 6,875.00 0.00 5-A-9 0.00 14,126,289.58 1,537,025.35 0.00 5-A-10 0.00 3,096,577.18 352,913.29 0.00 5-A-11 0.00 3,520,595.91 419,040.15 0.00 5-A-12 0.00 490,209.40 56,184.95 0.00 5-A-13 0.00 19,783,000.00 86,550.63 0.00 5-A-14 0.00 192,000.00 840.00 0.00 5-A-15 0.00 64,712,876.10 548,583.83 0.00 5-A-16 0.00 25,885,149.85 154,199.16 0.00 5-A-17 0.00 0.00 141,088.29 0.00 5-A-18 0.00 11,560,000.00 52,983.33 0.00 5-A-19 0.00 3,720,000.00 17,050.00 0.00 5-A-20 0.00 0.00 4,161.46 0.00 15-PO 0.00 619,272.42 2,570.78 0.00 30-PO 0.00 3,541,778.45 4,587.74 0.00 15-AX 0.00 0.00 7,336.61 0.00 30-AX 0.00 0.00 125,660.14 0.00 A-UR 0.00 0.00 3.96 0.00 A-LR 0.00 0.00 0.00 0.00 B-1 0.00 9,816,381.05 56,712.51 0.00 B-2 0.00 2,944,615.06 17,012.02 0.00 B-3 0.00 2,291,253.66 13,237.34 0.00 B-4 0.00 1,308,717.81 7,560.90 0.00 B-5 0.00 981,538.35 5,670.67 0.00 B-6 0.00 981,924.16 5,672.90 0.00 Totals 0.00 641,844,535.13 13,690,816.59 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 91,990,000.00 91,070,000.00 51,848.85 868,151.15 0.00 0.00 1-A-2 29,000,000.00 28,711,116.92 77,026.25 1,289,718.69 0.00 0.00 1-A-3 22,221,000.00 22,221,000.00 0.00 0.00 0.00 0.00 1-A-4 30,166,000.00 29,865,501.82 80,123.23 1,341,574.28 0.00 0.00 1-A-5 29,000,000.00 28,711,116.92 77,026.25 1,289,718.69 0.00 0.00 1-A-6 18,398,000.00 18,214,000.00 10,369.77 173,630.23 0.00 0.00 1-A-7 0.00 0.00 0.00 0.00 0.00 0.00 1-A-8 13,000,000.00 12,928,967.50 4,021.56 67,336.51 0.00 0.00 1-A-9 11,500,000.00 11,500,000.00 0.00 0.00 0.00 0.00 1-A-10 15,498,000.00 15,569,032.50 0.00 0.00 (71,358.07) 0.00 1-A-11 29,787,000.00 29,787,000.00 0.00 0.00 0.00 0.00 1-A-12 440,000.00 440,000.00 0.00 0.00 0.00 0.00 2-A-1 20,000,000.00 19,922,400.26 75,328.69 444,134.64 0.00 0.00 3-A-1 50,000,000.00 49,921,864.51 75,657.29 304,077.02 0.00 0.00 3-A-2 9,090,908.00 9,076,701.55 13,755.87 55,286.72 0.00 0.00 3-A-3 0.00 0.00 0.00 0.00 0.00 0.00 3-A-4 4,364,000.00 4,338,965.85 5,009.56 20,134.12 0.00 0.00 3-A-5 3,575,000.00 3,575,000.00 0.00 0.00 0.00 0.00 3-A-6 5,722,092.00 5,747,126.15 0.00 0.00 (25,143.68) 0.00 3-A-7 7,248,000.00 7,248,000.00 0.00 0.00 0.00 0.00 3-A-8 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 4-A-1 48,000,000.00 47,695,053.69 188,106.67 14,336.37 0.00 0.00 4-A-2 1,500,000.00 1,490,470.43 5,878.33 448.01 0.00 0.00 5-A-1 14,981,000.00 14,663,383.01 66,539.08 1,342,608.87 0.00 0.00 5-A-2 5,584,000.00 5,584,000.00 0.00 0.00 0.00 0.00 5-A-3 5,231,000.00 5,231,000.00 0.00 0.00 0.00 0.00 5-A-4 10,722,000.00 10,722,000.00 0.00 0.00 0.00 0.00 5-A-5 1,000,000.00 978,000.00 4,438.62 89,561.38 0.00 0.00 5-A-6 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 5-A-7 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00 5-A-8 1,500,000.00 1,500,000.00 0.00 0.00 0.00 0.00 5-A-9 15,966,666.00 15,628,151.59 70,916.98 1,430,945.03 0.00 0.00 5-A-10 3,500,000.00 3,425,795.38 15,545.48 313,672.72 0.00 0.00 5-A-11 3,979,260.00 3,894,894.43 17,674.14 356,624.38 0.00 0.00 5-A-12 554,074.00 542,326.90 2,460.96 49,656.54 0.00 0.00 5-A-13 19,783,000.00 19,783,000.00 0.00 0.00 0.00 0.00 5-A-14 192,000.00 192,000.00 0.00 0.00 0.00 0.00 5-A-15 65,171,429.00 65,017,643.77 14,390.94 290,376.73 0.00 0.00 5-A-16 26,068,571.00 26,007,056.91 5,756.37 116,150.69 0.00 0.00 5-A-17 0.00 0.00 0.00 0.00 0.00 0.00 5-A-18 11,560,000.00 11,560,000.00 0.00 0.00 0.00 0.00 5-A-19 3,720,000.00 3,720,000.00 0.00 0.00 0.00 0.00 5-A-20 0.00 0.00 0.00 0.00 0.00 0.00 15-PO 624,495.36 621,843.20 2,459.17 111.61 0.00 0.00 30-PO 3,550,880.29 3,546,366.20 4,074.93 512.81 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 A-UR 50.00 0.00 0.00 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 B-1 9,841,000.00 9,828,729.93 12,348.89 0.00 0.00 0.00 B-2 2,952,000.00 2,948,319.35 3,704.29 0.00 0.00 0.00 B-3 2,297,000.00 2,294,136.03 2,882.37 0.00 0.00 0.00 B-4 1,312,000.00 1,310,364.16 1,646.35 0.00 0.00 0.00 B-5 984,000.00 982,773.12 1,234.76 0.00 0.00 0.00 B-6 984,386.77 983,159.41 1,235.25 0.00 0.00 0.00 Totals 656,058,862.42 652,498,261.49 891,460.90 9,858,767.19 (96,501.75) 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-1 920,000.00 90,150,000.00 0.97999783 920,000.00 1-A-2 1,366,744.94 27,344,371.98 0.94290938 1,366,744.94 1-A-3 0.00 22,221,000.00 1.00000000 0.00 1-A-4 1,421,697.51 28,443,804.31 0.94290938 1,421,697.51 1-A-5 1,366,744.94 27,344,371.98 0.94290938 1,366,744.94 1-A-6 184,000.00 18,030,000.00 0.97999783 184,000.00 1-A-7 0.00 0.00 0.00000000 0.00 1-A-8 71,358.07 12,857,609.43 0.98904688 71,358.07 1-A-9 0.00 11,500,000.00 1.00000000 0.00 1-A-10 (71,358.07) 15,640,390.57 1.00918767 (71,358.07) 1-A-11 0.00 29,787,000.00 1.00000000 0.00 1-A-12 0.00 440,000.00 1.00000000 0.00 2-A-1 519,463.33 19,402,936.93 0.97014685 519,463.33 3-A-1 379,734.31 49,542,130.20 0.99084260 379,734.31 3-A-2 69,042.59 9,007,658.96 0.99084260 69,042.59 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 25,143.68 4,313,822.17 0.98850187 25,143.68 3-A-5 0.00 3,575,000.00 1.00000000 0.00 3-A-6 (25,143.68) 5,772,269.83 1.00876914 (25,143.68) 3-A-7 0.00 7,248,000.00 1.00000000 0.00 3-A-8 0.00 1,000,000.00 1.00000000 0.00 4-A-1 202,443.04 47,492,610.65 0.98942939 202,443.04 4-A-2 6,326.35 1,484,144.08 0.98942939 6,326.35 5-A-1 1,409,147.95 13,254,235.06 0.88473634 1,409,147.95 5-A-2 0.00 5,584,000.00 1.00000000 0.00 5-A-3 0.00 5,231,000.00 1.00000000 0.00 5-A-4 0.00 10,722,000.00 1.00000000 0.00 5-A-5 94,000.00 884,000.00 0.88400000 94,000.00 5-A-6 0.00 1,000,000.00 1.00000000 0.00 5-A-7 0.00 1,500,000.00 1.00000000 0.00 5-A-8 0.00 1,500,000.00 1.00000000 0.00 5-A-9 1,501,862.01 14,126,289.58 0.88473634 1,501,862.01 5-A-10 329,218.20 3,096,577.18 0.88473634 329,218.20 5-A-11 374,298.52 3,520,595.91 0.88473634 374,298.52 5-A-12 52,117.50 490,209.40 0.88473633 52,117.50 5-A-13 0.00 19,783,000.00 1.00000000 0.00 5-A-14 0.00 192,000.00 1.00000000 0.00 5-A-15 304,767.67 64,712,876.10 0.99296390 304,767.67 5-A-16 121,907.06 25,885,149.85 0.99296390 121,907.06 5-A-17 0.00 0.00 0.00000000 0.00 5-A-18 0.00 11,560,000.00 1.00000000 0.00 5-A-19 0.00 3,720,000.00 1.00000000 0.00 5-A-20 0.00 0.00 0.00000000 0.00 15-PO 2,570.78 619,272.42 0.99163654 2,570.78 30-PO 4,587.74 3,541,778.45 0.99743674 4,587.74 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 B-1 12,348.89 9,816,381.05 0.99749833 12,348.89 B-2 3,704.29 2,944,615.06 0.99749833 3,704.29 B-3 2,882.37 2,291,253.66 0.99749833 2,882.37 B-4 1,646.35 1,308,717.81 0.99749833 1,646.35 B-5 1,234.76 981,538.35 0.99749832 1,234.76 B-6 1,235.25 981,924.16 0.99749833 1,235.25 Totals 10,653,726.35 641,844,535.13 0.97833376 10,653,726.35
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 91,990,000.00 989.99891293 0.56363572 9.43745135 0.00000000 1-A-2 29,000,000.00 990.03851448 2.65607759 44.47305828 0.00000000 1-A-3 22,221,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 30,166,000.00 990.03851422 2.65607737 44.47305841 0.00000000 1-A-5 29,000,000.00 990.03851448 2.65607759 44.47305828 0.00000000 1-A-6 18,398,000.00 989.99891293 0.56363572 9.43745135 0.00000000 1-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 13,000,000.00 994.53596154 0.30935077 5.17973154 0.00000000 1-A-9 11,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-10 15,498,000.00 1004.58333333 0.00000000 0.00000000 (4.60434056) 1-A-11 29,787,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-12 440,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 20,000,000.00 996.12001300 3.76643450 22.20673200 0.00000000 3-A-1 50,000,000.00 998.43729020 1.51314580 6.08154040 0.00000000 3-A-2 9,090,908.00 998.43729031 1.51314588 6.08153993 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 4,364,000.00 994.26348533 1.14792851 4.61368469 0.00000000 3-A-5 3,575,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 5,722,092.00 1004.37499956 0.00000000 0.00000000 (4.39414116) 3-A-7 7,248,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-8 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 48,000,000.00 993.64695188 3.91888896 0.29867438 0.00000000 4-A-2 1,500,000.00 993.64695333 3.91888667 0.29867333 0.00000000 5-A-1 14,981,000.00 978.79867899 4.44156465 89.62077765 0.00000000 5-A-2 5,584,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-3 5,231,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-4 10,722,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-5 1,000,000.00 978.00000000 4.43862000 89.56138000 0.00000000 5-A-6 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-7 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-8 1,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-9 15,966,666.00 978.79867907 4.44156469 89.62077806 0.00000000 5-A-10 3,500,000.00 978.79868000 4.44156571 89.62077714 0.00000000 5-A-11 3,979,260.00 978.79867865 4.44156451 89.62077874 0.00000000 5-A-12 554,074.00 978.79868032 4.44157279 89.62077268 0.00000000 5-A-13 19,783,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-14 192,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-15 65,171,429.00 997.64029679 0.22081670 4.45558329 0.00000000 5-A-16 26,068,571.00 997.64029682 0.22081648 4.45558332 0.00000000 5-A-17 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-18 11,560,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-19 3,720,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-20 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-PO 624,495.36 995.75311496 3.93785152 0.17872030 0.00000000 30-PO 3,550,880.29 998.72874059 1.14758304 0.14441771 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 A-UR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 9,841,000.00 998.75316838 1.25484097 0.00000000 0.00000000 B-2 2,952,000.00 998.75316734 1.25484079 0.00000000 0.00000000 B-3 2,297,000.00 998.75316935 1.25484110 0.00000000 0.00000000 B-4 1,312,000.00 998.75317073 1.25483994 0.00000000 0.00000000 B-5 984,000.00 998.75317073 1.25483740 0.00000000 0.00000000 B-6 984,386.77 998.75317300 1.25484214 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 10.00108707 979.99782585 0.97999783 10.00108707 1-A-2 0.00000000 47.12913586 942.90937862 0.94290938 47.12913586 1-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 47.12913578 942.90937844 0.94290938 47.12913578 1-A-5 0.00000000 47.12913586 942.90937862 0.94290938 47.12913586 1-A-6 0.00000000 10.00108707 979.99782585 0.97999783 10.00108707 1-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 0.00000000 5.48908231 989.04687923 0.98904688 5.48908231 1-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-10 0.00000000 (4.60434056) 1,009.18767389 1.00918767 (4.60434056) 1-A-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 25.97316650 970.14684650 0.97014685 25.97316650 3-A-1 0.00000000 7.59468620 990.84260400 0.99084260 7.59468620 3-A-2 0.00000000 7.59468581 990.84260450 0.99084260 7.59468581 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 5.76161320 988.50187214 0.98850187 5.76161320 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 (4.39414116) 1,008.76914073 1.00876914 (4.39414116) 3-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 4.21756333 989.42938854 0.98942939 4.21756333 4-A-2 0.00000000 4.21756667 989.42938667 0.98942939 4.21756667 5-A-1 0.00000000 94.06234230 884.73633669 0.88473634 94.06234230 5-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-5 0.00000000 94.00000000 884.00000000 0.88400000 94.00000000 5-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-9 0.00000000 94.06234276 884.73633631 0.88473634 94.06234276 5-A-10 0.00000000 94.06234286 884.73633714 0.88473634 94.06234286 5-A-11 0.00000000 94.06234325 884.73633540 0.88473634 94.06234325 5-A-12 0.00000000 94.06234546 884.73633486 0.88473633 94.06234546 5-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-14 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-15 0.00000000 4.67639999 992.96389680 0.99296390 4.67639999 5-A-16 0.00000000 4.67639979 992.96389702 0.99296390 4.67639979 5-A-17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-18 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-19 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-PO 0.00000000 4.11657182 991.63654314 0.99163654 4.11657182 30-PO 0.00000000 1.29200075 997.43673702 0.99743674 1.29200075 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.25484097 997.49832842 0.99749833 1.25484097 B-2 0.00000000 1.25484079 997.49832656 0.99749833 1.25484079 B-3 0.00000000 1.25484110 997.49832825 0.99749833 1.25484110 B-4 0.00000000 1.25483994 997.49833079 0.99749833 1.25483994 B-5 0.00000000 1.25483740 997.49832317 0.99749832 1.25483740 B-6 0.00000000 1.25484214 997.49833086 0.99749833 1.25484214 (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 91,990,000.00 5.00000% 91,070,000.00 379,458.33 0.00 0.00 1-A-2 29,000,000.00 5.25000% 28,711,116.92 125,611.14 0.00 0.00 1-A-3 22,221,000.00 5.50000% 22,221,000.00 101,846.25 0.00 0.00 1-A-4 30,166,000.00 5.50000% 29,865,501.82 136,883.55 0.00 0.00 1-A-5 29,000,000.00 5.75000% 28,711,116.92 137,574.10 0.00 0.00 1-A-6 18,398,000.00 1.49000% 18,214,000.00 22,615.72 0.00 0.00 1-A-7 0.00 6.51000% 18,214,000.00 98,810.95 0.00 0.00 1-A-8 13,000,000.00 5.50000% 12,928,967.50 59,257.77 0.00 0.00 1-A-9 11,500,000.00 5.50000% 11,500,000.00 52,708.33 0.00 0.00 1-A-10 15,498,000.00 5.50000% 15,569,032.50 71,358.07 0.00 0.00 1-A-11 29,787,000.00 5.50000% 29,787,000.00 136,523.75 0.00 0.00 1-A-12 440,000.00 5.50000% 440,000.00 2,016.67 0.00 0.00 2-A-1 20,000,000.00 5.00000% 19,922,400.26 83,010.00 0.00 0.00 3-A-1 50,000,000.00 4.75000% 49,921,864.51 197,607.38 0.00 0.00 3-A-2 9,090,908.00 1.59000% 9,076,701.55 12,026.63 0.00 0.00 3-A-3 0.00 6.41000% 9,076,701.55 48,484.71 0.00 0.00 3-A-4 4,364,000.00 5.25000% 4,338,965.85 18,982.98 0.00 0.00 3-A-5 3,575,000.00 5.25000% 3,575,000.00 15,640.63 0.00 0.00 3-A-6 5,722,092.00 5.25000% 5,747,126.15 25,143.68 0.00 0.00 3-A-7 7,248,000.00 5.25000% 7,248,000.00 31,710.00 0.00 0.00 3-A-8 1,000,000.00 5.25000% 1,000,000.00 4,375.00 0.00 0.00 4-A-1 48,000,000.00 4.50000% 47,695,053.69 178,856.45 0.00 0.00 4-A-2 1,500,000.00 4.50000% 1,490,470.43 5,589.26 0.00 0.00 5-A-1 14,981,000.00 5.50000% 14,663,383.01 67,207.17 0.00 0.00 5-A-2 5,584,000.00 5.50000% 5,584,000.00 25,593.33 0.00 0.00 5-A-3 5,231,000.00 5.50000% 5,231,000.00 23,975.42 0.00 0.00 5-A-4 10,722,000.00 5.50000% 10,722,000.00 49,142.50 0.00 0.00 5-A-5 1,000,000.00 5.50000% 978,000.00 4,482.50 0.00 0.00 5-A-6 1,000,000.00 5.50000% 1,000,000.00 4,583.33 0.00 0.00 5-A-7 1,500,000.00 5.50000% 1,500,000.00 6,875.00 0.00 0.00 5-A-8 1,500,000.00 5.50000% 1,500,000.00 6,875.00 0.00 0.00 5-A-9 15,966,666.00 2.70000% 15,628,151.59 35,163.34 0.00 0.00 5-A-10 3,500,000.00 8.30000% 3,425,795.38 23,695.08 0.00 0.00 5-A-11 3,979,260.00 13.78470% 3,894,894.43 44,741.63 0.00 0.00 5-A-12 554,074.00 9.00000% 542,326.90 4,067.45 0.00 0.00 5-A-13 19,783,000.00 5.25000% 19,783,000.00 86,550.63 0.00 0.00 5-A-14 192,000.00 5.25000% 192,000.00 840.00 0.00 0.00 5-A-15 65,171,429.00 4.50000% 65,017,643.77 243,816.16 0.00 0.00 5-A-16 26,068,571.00 1.49000% 26,007,056.91 32,292.10 0.00 0.00 5-A-17 0.00 6.51000% 26,007,056.91 141,088.28 0.00 0.00 5-A-18 11,560,000.00 5.50000% 11,560,000.00 52,983.33 0.00 0.00 5-A-19 3,720,000.00 5.50000% 3,720,000.00 17,050.00 0.00 0.00 5-A-20 0.00 5.50000% 907,954.54 4,161.46 0.00 0.00 15-PO 624,495.36 0.00000% 621,843.20 0.00 0.00 0.00 30-PO 3,550,880.29 0.00000% 3,546,366.20 0.00 0.00 0.00 15-AX 0.00 4.50000% 1,956,429.69 7,336.61 0.00 0.00 30-AX 0.00 5.50000% 27,416,758.15 125,660.14 0.00 0.00 A-UR 50.00 5.00000% 0.00 0.00 0.00 0.00 A-LR 50.00 5.00000% 0.00 0.00 0.00 0.00 B-1 9,841,000.00 5.41640% 9,828,729.93 44,363.62 0.00 0.00 B-2 2,952,000.00 5.41640% 2,948,319.35 13,307.73 0.00 0.00 B-3 2,297,000.00 5.41640% 2,294,136.03 10,354.97 0.00 0.00 B-4 1,312,000.00 5.41640% 1,310,364.16 5,914.55 0.00 0.00 B-5 984,000.00 5.41640% 982,773.12 4,435.91 0.00 0.00 B-6 984,386.77 5.41640% 983,159.41 4,437.65 0.00 0.00 Totals 656,058,862.42 3,037,086.24 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 0.00 379,458.33 0.00 90,150,000.00 1-A-2 0.00 0.00 125,611.14 0.00 27,344,371.98 1-A-3 0.00 0.00 101,846.25 0.00 22,221,000.00 1-A-4 0.00 0.00 136,883.55 0.00 28,443,804.31 1-A-5 0.00 0.00 137,574.10 0.00 27,344,371.98 1-A-6 0.00 0.00 22,615.72 0.00 18,030,000.00 1-A-7 0.00 0.00 98,810.95 0.00 18,030,000.00 1-A-8 0.00 0.00 59,257.77 0.00 12,857,609.43 1-A-9 0.00 0.00 52,708.33 0.00 11,500,000.00 1-A-10 0.00 0.00 71,358.07 0.00 15,640,390.57 1-A-11 0.00 0.00 136,523.75 0.00 29,787,000.00 1-A-12 0.00 0.00 2,016.67 0.00 440,000.00 2-A-1 0.00 0.00 83,010.00 0.00 19,402,936.93 3-A-1 0.00 0.00 197,607.38 0.00 49,542,130.20 3-A-2 0.00 0.00 12,026.63 0.00 9,007,658.96 3-A-3 0.00 0.00 48,484.72 0.00 9,007,658.96 3-A-4 0.00 0.00 18,982.98 0.00 4,313,822.17 3-A-5 0.00 0.00 15,640.63 0.00 3,575,000.00 3-A-6 0.00 0.00 25,143.68 0.00 5,772,269.83 3-A-7 0.00 0.00 31,710.00 0.00 7,248,000.00 3-A-8 0.00 0.00 4,375.00 0.00 1,000,000.00 4-A-1 0.00 0.00 178,856.46 0.00 47,492,610.65 4-A-2 0.00 0.00 5,589.26 0.00 1,484,144.08 5-A-1 0.00 0.00 67,207.17 0.00 13,254,235.06 5-A-2 0.00 0.00 25,593.33 0.00 5,584,000.00 5-A-3 0.00 0.00 23,975.42 0.00 5,231,000.00 5-A-4 0.00 0.00 49,142.50 0.00 10,722,000.00 5-A-5 0.00 0.00 4,482.50 0.00 884,000.00 5-A-6 0.00 0.00 4,583.33 0.00 1,000,000.00 5-A-7 0.00 0.00 6,875.00 0.00 1,500,000.00 5-A-8 0.00 0.00 6,875.00 0.00 1,500,000.00 5-A-9 0.00 0.00 35,163.34 0.00 14,126,289.58 5-A-10 0.00 0.00 23,695.09 0.00 3,096,577.18 5-A-11 0.00 0.00 44,741.63 0.00 3,520,595.91 5-A-12 0.00 0.00 4,067.45 0.00 490,209.40 5-A-13 0.00 0.00 86,550.63 0.00 19,783,000.00 5-A-14 0.00 0.00 840.00 0.00 192,000.00 5-A-15 0.00 0.00 243,816.16 0.00 64,712,876.10 5-A-16 0.00 0.00 32,292.10 0.00 25,885,149.85 5-A-17 0.00 0.00 141,088.29 0.00 25,885,149.85 5-A-18 0.00 0.00 52,983.33 0.00 11,560,000.00 5-A-19 0.00 0.00 17,050.00 0.00 3,720,000.00 5-A-20 0.00 0.00 4,161.46 0.00 907,954.54 15-PO 0.00 0.00 0.00 0.00 619,272.42 30-PO 0.00 0.00 0.00 0.00 3,541,778.45 15-AX 0.00 0.00 7,336.61 0.00 1,935,702.37 30-AX 0.00 0.00 125,660.14 0.00 26,505,450.67 A-UR 0.00 0.00 3.96 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 44,363.62 0.00 9,816,381.05 B-2 0.00 0.00 13,307.73 0.00 2,944,615.06 B-3 0.00 0.00 10,354.97 0.00 2,291,253.66 B-4 0.00 0.00 5,914.55 0.00 1,308,717.81 B-5 0.00 0.00 4,435.91 0.00 981,538.35 B-6 0.00 0.00 4,437.65 0.00 981,924.16 Totals 0.00 0.00 3,037,090.24 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 91,990,000.00 5.00000% 989.99891293 4.12499543 0.00000000 0.00000000 1-A-2 29,000,000.00 5.25000% 990.03851448 4.33141862 0.00000000 0.00000000 1-A-3 22,221,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A-4 30,166,000.00 5.50000% 990.03851422 4.53767652 0.00000000 0.00000000 1-A-5 29,000,000.00 5.75000% 990.03851448 4.74393448 0.00000000 0.00000000 1-A-6 18,398,000.00 1.49000% 989.99891293 1.22924883 0.00000000 0.00000000 1-A-7 0.00 6.51000% 989.99891293 5.37074410 0.00000000 0.00000000 1-A-8 13,000,000.00 5.50000% 994.53596154 4.55829000 0.00000000 0.00000000 1-A-9 11,500,000.00 5.50000% 1000.00000000 4.58333304 0.00000000 0.00000000 1-A-10 15,498,000.00 5.50000% 1004.58333333 4.60434056 0.00000000 0.00000000 1-A-11 29,787,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 1-A-12 440,000.00 5.50000% 1000.00000000 4.58334091 0.00000000 0.00000000 2-A-1 20,000,000.00 5.00000% 996.12001300 4.15050000 0.00000000 0.00000000 3-A-1 50,000,000.00 4.75000% 998.43729020 3.95214760 0.00000000 0.00000000 3-A-2 9,090,908.00 1.59000% 998.43729031 1.32292946 0.00000000 0.00000000 3-A-3 0.00 6.41000% 998.43729031 5.33331874 0.00000000 0.00000000 3-A-4 4,364,000.00 5.25000% 994.26348533 4.34990376 0.00000000 0.00000000 3-A-5 3,575,000.00 5.25000% 1000.00000000 4.37500140 0.00000000 0.00000000 3-A-6 5,722,092.00 5.25000% 1004.37499956 4.39414116 0.00000000 0.00000000 3-A-7 7,248,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-8 1,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 4-A-1 48,000,000.00 4.50000% 993.64695188 3.72617604 0.00000000 0.00000000 4-A-2 1,500,000.00 4.50000% 993.64695333 3.72617333 0.00000000 0.00000000 5-A-1 14,981,000.00 5.50000% 978.79867899 4.48616047 0.00000000 0.00000000 5-A-2 5,584,000.00 5.50000% 1000.00000000 4.58333274 0.00000000 0.00000000 5-A-3 5,231,000.00 5.50000% 1000.00000000 4.58333397 0.00000000 0.00000000 5-A-4 10,722,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 5-A-5 1,000,000.00 5.50000% 978.00000000 4.48250000 0.00000000 0.00000000 5-A-6 1,000,000.00 5.50000% 1000.00000000 4.58333000 0.00000000 0.00000000 5-A-7 1,500,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 5-A-8 1,500,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 5-A-9 15,966,666.00 2.70000% 978.79867907 2.20229696 0.00000000 0.00000000 5-A-10 3,500,000.00 8.30000% 978.79868000 6.77002286 0.00000000 0.00000000 5-A-11 3,979,260.00 13.78470% 978.79867865 11.24370612 0.00000000 0.00000000 5-A-12 554,074.00 9.00000% 978.79868032 7.34098694 0.00000000 0.00000000 5-A-13 19,783,000.00 5.25000% 1000.00000000 4.37500025 0.00000000 0.00000000 5-A-14 192,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 5-A-15 65,171,429.00 4.50000% 997.64029679 3.74115105 0.00000000 0.00000000 5-A-16 26,068,571.00 1.49000% 997.64029682 1.23873687 0.00000000 0.00000000 5-A-17 0.00 6.51000% 997.64029682 5.41219847 0.00000000 0.00000000 5-A-18 11,560,000.00 5.50000% 1000.00000000 4.58333304 0.00000000 0.00000000 5-A-19 3,720,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 5-A-20 0.00 5.50000% 1000.00000000 4.58333520 0.00000000 0.00000000 15-PO 624,495.36 0.00000% 995.75311496 0.00000000 0.00000000 0.00000000 30-PO 3,550,880.29 0.00000% 998.72874059 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 992.84367677 3.72316311 0.00000000 0.00000000 30-AX 0.00 5.50000% 992.86964647 4.55065249 0.00000000 0.00000000 A-UR 50.00 5.00000% 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 5.00000% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 9,841,000.00 5.41640% 998.75316838 4.50803983 0.00000000 0.00000000 B-2 2,952,000.00 5.41640% 998.75316734 4.50803862 0.00000000 0.00000000 B-3 2,297,000.00 5.41640% 998.75316935 4.50804092 0.00000000 0.00000000 B-4 1,312,000.00 5.41640% 998.75317073 4.50804116 0.00000000 0.00000000 B-5 984,000.00 5.41640% 998.75317073 4.50803862 0.00000000 0.00000000 B-6 984,386.77 5.41640% 998.75317300 4.50803499 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 4.12499543 0.00000000 979.99782585 1-A-2 0.00000000 0.00000000 4.33141862 0.00000000 942.90937862 1-A-3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A-4 0.00000000 0.00000000 4.53767652 0.00000000 942.90937844 1-A-5 0.00000000 0.00000000 4.74393448 0.00000000 942.90937862 1-A-6 0.00000000 0.00000000 1.22924883 0.00000000 979.99782585 1-A-7 0.00000000 0.00000000 5.37074410 0.00000000 979.99782585 1-A-8 0.00000000 0.00000000 4.55829000 0.00000000 989.04687923 1-A-9 0.00000000 0.00000000 4.58333304 0.00000000 1000.00000000 1-A-10 0.00000000 0.00000000 4.60434056 0.00000000 1009.18767389 1-A-11 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A-12 0.00000000 0.00000000 4.58334091 0.00000000 1000.00000000 2-A-1 0.00000000 0.00000000 4.15050000 0.00000000 970.14684650 3-A-1 0.00000000 0.00000000 3.95214760 0.00000000 990.84260400 3-A-2 0.00000000 0.00000000 1.32292946 0.00000000 990.84260450 3-A-3 0.00000000 0.00000000 5.33331984 0.00000000 990.84260450 3-A-4 0.00000000 0.00000000 4.34990376 0.00000000 988.50187214 3-A-5 0.00000000 0.00000000 4.37500140 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 4.39414116 0.00000000 1008.76914073 3-A-7 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 3-A-8 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 3.72617625 0.00000000 989.42938854 4-A-2 0.00000000 0.00000000 3.72617333 0.00000000 989.42938667 5-A-1 0.00000000 0.00000000 4.48616047 0.00000000 884.73633669 5-A-2 0.00000000 0.00000000 4.58333274 0.00000000 1000.00000000 5-A-3 0.00000000 0.00000000 4.58333397 0.00000000 1000.00000000 5-A-4 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 5-A-5 0.00000000 0.00000000 4.48250000 0.00000000 884.00000000 5-A-6 0.00000000 0.00000000 4.58333000 0.00000000 1000.00000000 5-A-7 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 5-A-8 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 5-A-9 0.00000000 0.00000000 2.20229696 0.00000000 884.73633631 5-A-10 0.00000000 0.00000000 6.77002571 0.00000000 884.73633714 5-A-11 0.00000000 0.00000000 11.24370612 0.00000000 884.73633540 5-A-12 0.00000000 0.00000000 7.34098694 0.00000000 884.73633486 5-A-13 0.00000000 0.00000000 4.37500025 0.00000000 1000.00000000 5-A-14 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 5-A-15 0.00000000 0.00000000 3.74115105 0.00000000 992.96389680 5-A-16 0.00000000 0.00000000 1.23873687 0.00000000 992.96389702 5-A-17 0.00000000 0.00000000 5.41219885 0.00000000 992.96389702 5-A-18 0.00000000 0.00000000 4.58333304 0.00000000 1000.00000000 5-A-19 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 5-A-20 0.00000000 0.00000000 4.58333520 0.00000000 1000.00000000 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 991.63654314 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 997.43673702 15-AX 0.00000000 0.00000000 3.72316311 0.00000000 982.32503216 30-AX 0.00000000 0.00000000 4.55065249 0.00000000 959.86758508 A-UR 0.00000000 0.00000000 79.20000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 4.50803983 0.00000000 997.49832842 B-2 0.00000000 0.00000000 4.50803862 0.00000000 997.49832656 B-3 0.00000000 0.00000000 4.50804092 0.00000000 997.49832825 B-4 0.00000000 0.00000000 4.50804116 0.00000000 997.49833079 B-5 0.00000000 0.00000000 4.50803862 0.00000000 997.49832317 B-6 0.00000000 0.00000000 4.50803499 0.00000000 997.49833086 (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 0.00 356,820.12 355,319.21 99.14216944% 15-PO-4 0.00000% 0.00 0.00 265,023.08 263,953.20 99.19258702% 30-PO-1 0.00000% 0.00 0.00 1,074,592.60 1,073,351.10 99.76095131% 30-PO-3 0.00000% 0.00 0.00 223,678.11 223,386.78 99.76142033% 30-PO-5 0.00000% 0.00 0.00 2,248,095.48 2,245,040.57 99.73365022% 15-AX-2 4.50000% 590,946.61 576,152.41 0.00 0.00 97.12982279% 15-AX-4 4.50000% 1,365,483.08 1,359,549.96 0.00 0.00 98.70738875% 30-AX-1 5.50000% 16,466,823.31 15,979,800.91 0.00 0.00 96.40021215% 30-AX-3 5.50000% 1,849,408.23 1,839,334.82 0.00 0.00 99.34767466% 30-AX-5 5.50000% 9,100,526.60 8,686,314.94 0.00 0.00 94.56323783%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 13,782,595.15 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 48,894.30 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 13,831,489.45 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 140,672.86 Payment of Interest and Principal 13,690,816.59 Total Withdrawals (Pool Distribution Amount) 13,831,489.45 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 135,937.25 Master Servicing Fee 665.41 WMMSC Master Servicing Fee 4,070.20 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 140,672.86
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance 5-A-5 Reserve Fund Rounding Account 201.31 813.09 798.68 186.90 5-A-6 Reserve Fund Rounding Account 999.99 0.00 0.00 999.99 5-A-7 Reserve Fund Rounding Account 999.99 0.00 0.00 999.99 5-A-8 Reserve Fund Rounding Account 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 18 0 0 0 18 8,298,591.40 0.00 0.00 0.00 8,298,591.40 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 18 0 0 0 18 8,298,591.40 0.00 0.00 0.00 8,298,591.40 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 1.375095% 0.000000% 0.000000% 0.000000% 1.375095% 1.291446% 0.000000% 0.000000% 0.000000% 1.291446% 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 1.375095% 0.000000% 0.000000% 0.000000% 1.375095% 1.291446% 0.000000% 0.000000% 0.000000% 1.291446%
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 6 0 0 0 6 2,536,493.82 0.00 0.00 0.00 2,536,493.82 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 6 0 0 0 6 2,536,493.82 0.00 0.00 0.00 2,536,493.82 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.013514% 0.000000% 0.000000% 0.000000% 1.013514% 0.859090% 0.000000% 0.000000% 0.000000% 0.859090% 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 1.013514% 0.000000% 0.000000% 0.000000% 1.013514% 0.859090% 0.000000% 0.000000% 0.000000% 0.859090% 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 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 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 1 0 0 0 1 396,737.10 0.00 0.00 0.00 396,737.10 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 1 396,737.10 0.00 0.00 0.00 396,737.10 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.598802% 0.000000% 0.000000% 0.000000% 0.598802% 0.483696% 0.000000% 0.000000% 0.000000% 0.483696% 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 0.598802% 0.000000% 0.000000% 0.000000% 0.598802% 0.483696% 0.000000% 0.000000% 0.000000% 0.483696% 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 11 0 0 0 11 5,365,360.48 0.00 0.00 0.00 5,365,360.48 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 11 0 0 0 11 5,365,360.48 0.00 0.00 0.00 5,365,360.48 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.722772% 0.000000% 0.000000% 0.000000% 2.722772% 2.756195% 0.000000% 0.000000% 0.000000% 2.756195% 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 2.722772% 0.000000% 0.000000% 0.000000% 2.722772% 2.756195% 0.000000% 0.000000% 0.000000% 2.756195%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 48,894.30
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 123,376.00 0.01880563% 123,376.00 0.01922208% Fraud 13,121,177.00 1.99999996% 13,121,177.00 2.04428949% Special Hazard 6,560,589.00 1.00000006% 6,560,589.00 1.02214482% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.844171% Weighted Average Pass-Through Rate 5.585461% Weighted Average Maturity(Stepdown Calculation ) 336 Beginning Scheduled Collateral Loan Count 1,327 Number Of Loans Paid In Full 18 Ending Scheduled Collateral Loan Count 1,309 Beginning Scheduled Collateral Balance 652,499,060.16 Ending Scheduled Collateral Balance 641,845,348.22 Ending Actual Collateral Balance at 29-Feb-2004 642,581,278.30 Monthly P &I Constant 4,060,192.97 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 13,570,629.18 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 641,845,348.22 Scheduled Principal 882,429.78 Unscheduled Principal 9,771,282.16
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 6.038460 5.302739 5.615553 Weighted Average Net Rate 5.788460 5.052740 5.365553 Weighted Average Maturity 354 175 354 Beginning Loan Count 600 44 168 Loans Paid In Full 8 1 1 Ending Loan Count 592 43 167 Beginning Scheduled Balance 300,269,541.06 20,684,265.74 82,393,003.89 Ending scheduled Balance 294,998,675.21 20,161,769.98 81,942,541.35 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 1,819,039.99 169,656.13 476,635.70 Scheduled Principal 308,068.54 78,253.41 91,067.14 Unscheduled Principal 4,962,797.31 444,242.35 359,395.40 Scheduled Interest 1,510,971.45 91,402.72 385,568.56 Servicing Fees 62,556.16 4,309.21 17,165.19 Master Servicing Fees 192.23 11.06 62.88 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 1,439.82 168.73 373.16 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 1,446,783.24 86,913.72 367,967.33 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 5.781938 5.042309 5.359202
Group Level Collateral Statement Group Group 4 Group 5 Total Collateral Description Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 4.857735 5.952272 5.844171 Weighted Average Net Rate 4.607735 5.702273 5.594171 Weighted Average Maturity 175 354 336 Beginning Loan Count 103 412 1,327 Loans Paid In Full 0 8 18 Ending Loan Count 103 404 1,309 Beginning Scheduled Balance 50,466,509.17 198,685,740.30 652,499,060.16 Ending scheduled Balance 50,252,663.01 194,489,698.67 641,845,348.22 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 403,351.97 1,191,509.18 4,060,192.97 Scheduled Principal 199,057.87 205,982.82 882,429.78 Unscheduled Principal 14,788.29 3,990,058.81 9,771,282.16 Scheduled Interest 204,294.10 985,526.36 3,177,763.19 Servicing Fees 10,513.87 41,392.82 135,937.25 Master Servicing Fees 57.47 341.77 665.41 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 346.64 1,741.85 4,070.20 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 193,376.12 942,049.92 3,037,090.33 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 4.598126 5.689688 5.585461
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