-----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, HGjVtMPbNFInUb4s1kn6Oxv4q6PwFW7ZaTl0eCyYEO/fFUYVLqI8ZChZglhRt7ib jprmvlb69c34tH+KZvAV9Q== 0001056404-04-003236.txt : 20041001 0001056404-04-003236.hdr.sgml : 20041001 20041001101448 ACCESSION NUMBER: 0001056404-04-003236 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: 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: 041056815 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_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 2004-1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-15 Pooling and Servicing Agreement) (Commission 54-2142337 (State or other File Number) 54-2142338 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 2004-1 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 2004-1 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 2004-1 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 2004-1 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: 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% 85,550,000.00 356,447.18 920,000.00 1-A-2 55265K5C9 SEN 5.25000% 9,639,158.27 42,170.00 293,841.03 1-A-3 55265K5D7 SEN 5.50000% 22,221,000.00 101,843.06 0.00 1-A-4 55265K5E5 SEN 5.50000% 10,026,718.90 45,954.36 305,655.47 1-A-5 55265K5F2 SEN 5.75000% 9,639,158.27 46,186.19 293,841.03 1-A-6 55265K5G0 SEN 2.01500% 17,110,000.00 28,729.64 184,000.00 1-A-7 55265K5H8 SEN 5.98500% 0.00 85,333.46 0.00 1-A-8 55265K5J4 ACCR 5.50000% 12,496,110.13 57,272.05 73,339.70 1-A-9 55265K5K1 ACCR 5.50000% 11,500,000.00 52,706.68 0.00 1-A-10 55265K5L9 SEN 5.50000% 16,001,889.87 73,339.70 (73,339.70) 1-A-11 55265K5M7 LOCK 5.50000% 29,787,000.00 136,519.48 0.00 1-A-12 55265K5N5 LOCK 5.50000% 440,000.00 2,016.60 0.00 2-A-1 55265K5P0 SEN 5.00000% 15,802,038.63 65,839.77 86,081.88 3-A-1 55265K5Q8 SEN 4.75000% 45,481,610.21 180,025.74 85,835.55 3-A-2 55265K5R6 SEN 2.11500% 8,269,382.68 14,574.33 15,606.46 3-A-3 55265K5S4 SEN 5.88500% 0.00 40,553.16 0.00 3-A-4 55265K5T2 ACCR 5.25000% 4,186,523.97 18,315.47 25,809.80 3-A-5 55265K5U9 ACCR 5.25000% 3,575,000.00 15,640.14 0.00 3-A-6 55265K5V7 SEN 5.25000% 5,899,568.03 25,809.80 (25,809.80) 3-A-7 55265K5W5 LOCK 5.25000% 7,248,000.00 31,709.01 0.00 3-A-8 55265K5X3 LOCK 5.25000% 1,000,000.00 4,374.86 0.00 4-A-1 55265K5Y1 SEN 4.50000% 45,047,798.08 168,923.96 541,453.51 4-A-2 55265K5Z8 SEN 4.50000% 1,407,743.69 5,278.87 16,920.42 5-A-1 55265K6B0 SEN 5.50000% 6,826,261.58 31,286.05 498,447.94 5-A-2 55265K6C8 SEN 5.50000% 5,584,000.00 25,592.53 0.00 5-A-3 55265K6D6 SEN 5.50000% 5,231,000.00 23,974.67 0.00 5-A-4 55265K6E4 SEN 5.50000% 10,722,000.00 49,140.96 0.00 5-A-5 55265K6F1 SEN 5.50000% 456,000.00 2,089.93 34,000.00 5-A-6 55265K6G9 SEN 5.50000% 1,000,000.00 4,583.19 0.00 5-A-7 55265K6H7 SEN 5.50000% 1,500,000.00 6,874.78 0.00 5-A-8 55265K6J3 SEN 5.50000% 1,500,000.00 6,874.78 0.00 5-A-9 55265K6K0 SEN 3.09188% 7,275,391.41 18,744.94 531,243.03 5-A-10 55265K6L8 SEN 7.90812% 1,594,814.47 10,509.66 116,452.03 5-A-11 55265K6M6 SEN 12.55694% 1,813,194.69 18,972.89 132,397.97 5-A-12 55265K6N4 SEN 9.00000% 252,470.07 1,893.47 18,435.15 5-A-13 55265K6P9 LOCK 5.25000% 19,783,000.00 86,547.92 0.00 5-A-14 55265K6Q7 LOCK 5.25000% 192,000.00 839.97 0.00 5-A-15 55265K6R5 PAC 4.50000% 62,744,912.37 235,286.06 481,183.89 5-A-16 55265K6S3 PAC 2.01500% 25,097,964.37 42,142.35 192,473.55 5-A-17 55265K6T1 SEN 5.98500% 0.00 125,172.18 0.00 5-A-18 55265K6U8 PAC 5.50000% 11,560,000.00 52,981.68 0.00 5-A-19 55265K6V6 PAC 5.50000% 3,720,000.00 17,049.47 0.00 5-A-20 55265K7J2 SEN 5.50000% 0.00 4,161.33 0.00 15-PO 55265K6W4 PO 0.00000% 555,149.57 0.00 3,018.67 30-PO 55265K6X2 PO 0.00000% 3,395,004.27 0.00 4,937.02 15-AX 55265K6Y0 IO 4.50000% 0.00 6,697.98 0.00 30-AX 55265K6Z7 IO 5.50000% 0.00 93,057.53 0.00 A-UR 55265K7B9 SEN 5.00000% 0.00 0.63 0.00 A-LR 55265K7A1 SEN 5.00000% 0.00 0.00 0.00 B-1 55265K7C7 SUB 5.41745% 9,752,606.70 44,027.16 13,038.66 B-2 55265K7D5 SUB 5.41745% 2,925,484.71 13,206.81 3,911.20 B-3 55265K7E3 SUB 5.41745% 2,276,368.01 10,276.43 3,043.37 B-4 55265K7F0 SUB 5.41745% 1,300,215.42 5,869.69 1,738.31 B-5 55265K7G8 SUB 5.41745% 975,161.57 4,402.27 1,303.73 B-6 55265K7H6 SUB 5.41745% 975,544.86 4,404.00 1,304.25 Totals 551,337,244.80 2,546,224.82 4,780,164.12
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 84,630,000.00 1,276,447.18 0.00 1-A-2 0.00 9,345,317.23 336,011.03 0.00 1-A-3 0.00 22,221,000.00 101,843.06 0.00 1-A-4 0.00 9,721,063.44 351,609.83 0.00 1-A-5 0.00 9,345,317.23 340,027.22 0.00 1-A-6 0.00 16,926,000.00 212,729.64 0.00 1-A-7 0.00 0.00 85,333.46 0.00 1-A-8 0.00 12,422,770.43 130,611.75 0.00 1-A-9 0.00 11,500,000.00 52,706.68 0.00 1-A-10 0.00 16,075,229.57 0.00 0.00 1-A-11 0.00 29,787,000.00 136,519.48 0.00 1-A-12 0.00 440,000.00 2,016.60 0.00 2-A-1 0.00 15,715,956.75 151,921.65 0.00 3-A-1 0.00 45,395,774.66 265,861.29 0.00 3-A-2 0.00 8,253,776.22 30,180.79 0.00 3-A-3 0.00 0.00 40,553.16 0.00 3-A-4 0.00 4,160,714.17 44,125.27 0.00 3-A-5 0.00 3,575,000.00 15,640.14 0.00 3-A-6 0.00 5,925,377.83 0.00 0.00 3-A-7 0.00 7,248,000.00 31,709.01 0.00 3-A-8 0.00 1,000,000.00 4,374.86 0.00 4-A-1 0.00 44,506,344.57 710,377.47 0.00 4-A-2 0.00 1,390,823.27 22,199.29 0.00 5-A-1 0.00 6,327,813.64 529,733.99 0.00 5-A-2 0.00 5,584,000.00 25,592.53 0.00 5-A-3 0.00 5,231,000.00 23,974.67 0.00 5-A-4 0.00 10,722,000.00 49,140.96 0.00 5-A-5 0.00 422,000.00 36,089.93 0.00 5-A-6 0.00 1,000,000.00 4,583.19 0.00 5-A-7 0.00 1,500,000.00 6,874.78 0.00 5-A-8 0.00 1,500,000.00 6,874.78 0.00 5-A-9 0.00 6,744,148.38 549,987.97 0.00 5-A-10 0.00 1,478,362.44 126,961.69 0.00 5-A-11 0.00 1,680,796.72 151,370.86 0.00 5-A-12 0.00 234,034.91 20,328.62 0.00 5-A-13 0.00 19,783,000.00 86,547.92 0.00 5-A-14 0.00 192,000.00 839.97 0.00 5-A-15 0.00 62,263,728.48 716,469.95 0.00 5-A-16 0.00 24,905,490.82 234,615.90 0.00 5-A-17 0.00 0.00 125,172.18 0.00 5-A-18 0.00 11,560,000.00 52,981.68 0.00 5-A-19 0.00 3,720,000.00 17,049.47 0.00 5-A-20 0.00 0.00 4,161.33 0.00 15-PO 0.00 552,130.90 3,018.67 0.00 30-PO 0.00 3,390,067.25 4,937.02 0.00 15-AX 0.00 0.00 6,697.98 0.00 30-AX 0.00 0.00 93,057.53 0.00 A-UR 0.00 0.00 0.63 0.00 A-LR 0.00 0.00 0.00 0.00 B-1 0.00 9,739,568.05 57,065.82 0.00 B-2 0.00 2,921,573.51 17,118.01 0.00 B-3 0.00 2,273,324.64 13,319.80 0.00 B-4 0.00 1,298,477.11 7,608.00 0.00 B-5 0.00 973,857.84 5,706.00 0.00 B-6 0.00 974,240.62 5,708.25 0.00 Totals 0.00 546,557,080.68 7,326,388.94 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 85,550,000.00 115,266.15 804,733.85 0.00 0.00 1-A-2 29,000,000.00 9,639,158.27 36,815.14 257,025.90 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 10,026,718.90 38,295.36 267,360.11 0.00 0.00 1-A-5 29,000,000.00 9,639,158.27 36,815.14 257,025.90 0.00 0.00 1-A-6 18,398,000.00 17,110,000.00 23,053.23 160,946.77 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 12,496,110.13 9,188.68 64,151.02 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 16,001,889.87 0.00 0.00 (73,339.70) 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 15,802,038.63 63,158.61 22,923.26 0.00 0.00 3-A-1 50,000,000.00 45,481,610.21 73,637.22 12,198.32 0.00 0.00 3-A-2 9,090,908.00 8,269,382.68 13,388.58 2,217.88 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 4,186,523.97 22,141.90 3,667.90 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 5,899,568.03 0.00 0.00 (25,809.80) 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 45,047,798.08 186,413.56 355,039.94 0.00 0.00 4-A-2 1,500,000.00 1,407,743.69 5,825.42 11,095.00 0.00 0.00 5-A-1 14,981,000.00 6,826,261.58 45,167.85 453,280.09 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 1,000,000.00 456,000.00 3,080.98 30,919.02 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 7,275,391.41 48,139.64 483,103.38 0.00 0.00 5-A-10 3,500,000.00 1,594,814.47 10,552.53 105,899.49 0.00 0.00 5-A-11 3,979,260.00 1,813,194.69 11,997.51 120,400.46 0.00 0.00 5-A-12 554,074.00 252,470.07 1,670.54 16,764.62 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 62,744,912.37 43,603.44 437,580.45 0.00 0.00 5-A-16 26,068,571.00 25,097,964.37 17,441.37 175,032.18 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 624,495.36 555,149.57 2,321.33 697.35 0.00 0.00 30-PO 3,550,880.29 3,395,004.27 4,077.57 859.45 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 9,752,606.70 13,038.66 0.00 0.00 0.00 B-2 2,952,000.00 2,925,484.71 3,911.20 0.00 0.00 0.00 B-3 2,297,000.00 2,276,368.01 3,043.37 0.00 0.00 0.00 B-4 1,312,000.00 1,300,215.42 1,738.31 0.00 0.00 0.00 B-5 984,000.00 975,161.57 1,303.73 0.00 0.00 0.00 B-6 984,386.77 975,544.86 1,304.25 0.00 0.00 0.00 Totals 656,058,862.42 551,337,244.80 836,391.27 4,042,922.34 (99,149.50) 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 84,630,000.00 0.91999130 920,000.00 1-A-2 293,841.03 9,345,317.23 0.32225232 293,841.03 1-A-3 0.00 22,221,000.00 1.00000000 0.00 1-A-4 305,655.47 9,721,063.44 0.32225232 305,655.47 1-A-5 293,841.03 9,345,317.23 0.32225232 293,841.03 1-A-6 184,000.00 16,926,000.00 0.91999130 184,000.00 1-A-7 0.00 0.00 0.00000000 0.00 1-A-8 73,339.70 12,422,770.43 0.95559773 73,339.70 1-A-9 0.00 11,500,000.00 1.00000000 0.00 1-A-10 (73,339.70) 16,075,229.57 1.03724542 (73,339.70) 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 86,081.88 15,715,956.75 0.78579784 86,081.88 3-A-1 85,835.55 45,395,774.66 0.90791549 85,835.55 3-A-2 15,606.46 8,253,776.22 0.90791549 15,606.46 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 25,809.80 4,160,714.17 0.95341755 25,809.80 3-A-5 0.00 3,575,000.00 1.00000000 0.00 3-A-6 (25,809.80) 5,925,377.83 1.03552649 (25,809.80) 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-1 541,453.51 44,506,344.57 0.92721551 541,453.51 4-A-2 16,920.42 1,390,823.27 0.92721551 16,920.42 5-A-1 498,447.94 6,327,813.64 0.42238927 498,447.94 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 34,000.00 422,000.00 0.42200000 34,000.00 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-9 531,243.03 6,744,148.38 0.42238927 531,243.03 5-A-10 116,452.03 1,478,362.44 0.42238927 116,452.03 5-A-11 132,397.97 1,680,796.72 0.42238927 132,397.97 5-A-12 18,435.15 234,034.91 0.42238927 18,435.15 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-15 481,183.89 62,263,728.48 0.95538382 481,183.89 5-A-16 192,473.55 24,905,490.82 0.95538382 192,473.55 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 3,018.67 552,130.90 0.88412330 3,018.67 30-PO 4,937.02 3,390,067.25 0.95471178 4,937.02 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 13,038.66 9,739,568.05 0.98969292 13,038.66 B-2 3,911.20 2,921,573.51 0.98969292 3,911.20 B-3 3,043.37 2,273,324.64 0.98969292 3,043.37 B-4 1,738.31 1,298,477.11 0.98969292 1,738.31 B-5 1,303.73 973,857.84 0.98969293 1,303.73 B-6 1,304.25 974,240.62 0.98969292 1,304.25 Totals 4,780,164.12 546,557,080.68 0.83309153 4,780,164.12
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 91,990,000.00 929.99239048 1.25302913 8.74805794 0.00000000 1-A-2 29,000,000.00 332.38476793 1.26948759 8.86296207 0.00000000 1-A-3 22,221,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 30,166,000.00 332.38476762 1.26948750 8.86296194 0.00000000 1-A-5 29,000,000.00 332.38476793 1.26948759 8.86296207 0.00000000 1-A-6 18,398,000.00 929.99239048 1.25302913 8.74805794 0.00000000 1-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 13,000,000.00 961.23924077 0.70682154 4.93469385 0.00000000 1-A-9 11,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-10 15,498,000.00 1032.51321913 0.00000000 0.00000000 (4.73220416) 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 20,000,000.00 790.10193150 3.15793050 1.14616300 0.00000000 3-A-1 50,000,000.00 909.63220420 1.47274440 0.24396640 0.00000000 3-A-2 9,090,908.00 909.63220396 1.47274398 0.24396683 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 4,364,000.00 959.33179881 5.07376260 0.84049038 0.00000000 3-A-5 3,575,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 5,722,092.00 1031.01593438 0.00000000 0.00000000 (4.51055313) 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 48,000,000.00 938.49579333 3.88361583 7.39666542 0.00000000 4-A-2 1,500,000.00 938.49579333 3.88361333 7.39666667 0.00000000 5-A-1 14,981,000.00 455.66127628 3.01500901 30.25699820 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 1,000,000.00 456.00000000 3.08098000 30.91902000 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 15,966,666.00 455.66127644 3.01500889 30.25699792 0.00000000 5-A-10 3,500,000.00 455.66127714 3.01500857 30.25699714 0.00000000 5-A-11 3,979,260.00 455.66127622 3.01501033 30.25699753 0.00000000 5-A-12 554,074.00 455.66128351 3.01501244 30.25700538 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 65,171,429.00 962.76717164 0.66905760 6.71429884 0.00000000 5-A-16 26,068,571.00 962.76717163 0.66905739 6.71429899 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 624,495.36 888.95707728 3.71712930 1.11666162 0.00000000 30-PO 3,550,880.29 956.10214728 1.14832652 0.24203857 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 9,841,000.00 991.01785388 1.32493243 0.00000000 0.00000000 B-2 2,952,000.00 991.01785569 1.32493225 0.00000000 0.00000000 B-3 2,297,000.00 991.01785372 1.32493252 0.00000000 0.00000000 B-4 1,312,000.00 991.01785061 1.32493140 0.00000000 0.00000000 B-5 984,000.00 991.01785569 1.32492886 0.00000000 0.00000000 B-6 984,386.77 991.01784962 1.32493654 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 919.99130340 0.91999130 10.00108707 1-A-2 0.00000000 10.13244931 322.25231828 0.32225232 10.13244931 1-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 10.13244945 322.25231850 0.32225232 10.13244945 1-A-5 0.00000000 10.13244931 322.25231828 0.32225232 10.13244931 1-A-6 0.00000000 10.00108707 919.99130340 0.91999130 10.00108707 1-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 0.00000000 5.64151538 955.59772538 0.95559773 5.64151538 1-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-10 0.00000000 (4.73220416) 1,037.24542328 1.03724542 (4.73220416) 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 4.30409400 785.79783750 0.78579784 4.30409400 3-A-1 0.00000000 1.71671100 907.91549320 0.90791549 1.71671100 3-A-2 0.00000000 1.71671081 907.91549315 0.90791549 1.71671081 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 5.91425298 953.41754583 0.95341755 5.91425298 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 (4.51055313) 1,035.52648752 1.03552649 (4.51055313) 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 11.28028146 927.21551187 0.92721551 11.28028146 4-A-2 0.00000000 11.28028000 927.21551333 0.92721551 11.28028000 5-A-1 0.00000000 33.27200721 422.38926907 0.42238927 33.27200721 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 34.00000000 422.00000000 0.42200000 34.00000000 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 33.27200744 422.38926899 0.42238927 33.27200744 5-A-10 0.00000000 33.27200857 422.38926857 0.42238927 33.27200857 5-A-11 0.00000000 33.27200786 422.38926836 0.42238927 33.27200786 5-A-12 0.00000000 33.27199977 422.38926569 0.42238927 33.27199977 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 7.38335644 955.38381520 0.95538382 7.38335644 5-A-16 0.00000000 7.38335638 955.38381525 0.95538382 7.38335638 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 4.83377491 884.12330237 0.88412330 4.83377491 30-PO 0.00000000 1.39036509 954.71178219 0.95471178 1.39036509 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 1.32493243 989.69292247 0.98969292 1.32493243 B-2 0.00000000 1.32493225 989.69292344 0.98969292 1.32493225 B-3 0.00000000 1.32493252 989.69292120 0.98969292 1.32493252 B-4 0.00000000 1.32493140 989.69291921 0.98969292 1.32493140 B-5 0.00000000 1.32492886 989.69292683 0.98969293 1.32492886 B-6 0.00000000 1.32493654 989.69292324 0.98969292 1.32493654 (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% 85,550,000.00 356,458.33 0.00 0.00 1-A-2 29,000,000.00 5.25000% 9,639,158.27 42,171.32 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% 10,026,718.90 45,955.79 0.00 0.00 1-A-5 29,000,000.00 5.75000% 9,639,158.27 46,187.63 0.00 0.00 1-A-6 18,398,000.00 2.01500% 17,110,000.00 28,730.54 0.00 0.00 1-A-7 0.00 5.98500% 17,110,000.00 85,336.12 0.00 0.00 1-A-8 13,000,000.00 5.50000% 12,496,110.13 57,273.84 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% 16,001,889.87 73,342.00 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% 15,802,038.63 65,841.83 0.00 0.00 3-A-1 50,000,000.00 4.75000% 45,481,610.21 180,031.37 0.00 0.00 3-A-2 9,090,908.00 2.11500% 8,269,382.68 14,574.79 0.00 0.00 3-A-3 0.00 5.88500% 8,269,382.68 40,554.43 0.00 0.00 3-A-4 4,364,000.00 5.25000% 4,186,523.97 18,316.04 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% 5,899,568.03 25,810.61 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% 45,047,798.08 168,929.24 0.00 0.00 4-A-2 1,500,000.00 4.50000% 1,407,743.69 5,279.04 0.00 0.00 5-A-1 14,981,000.00 5.50000% 6,826,261.58 31,287.03 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% 456,000.00 2,090.00 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 3.09188% 7,275,391.41 18,745.53 0.00 0.00 5-A-10 3,500,000.00 7.90812% 1,594,814.47 10,509.99 0.00 0.00 5-A-11 3,979,260.00 12.55694% 1,813,194.69 18,973.48 0.00 0.00 5-A-12 554,074.00 9.00000% 252,470.07 1,893.53 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% 62,744,912.37 235,293.42 0.00 0.00 5-A-16 26,068,571.00 2.01500% 25,097,964.37 42,143.67 0.00 0.00 5-A-17 0.00 5.98500% 25,097,964.37 125,176.10 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% 555,149.57 0.00 0.00 0.00 30-PO 3,550,880.29 0.00000% 3,395,004.27 0.00 0.00 0.00 15-AX 0.00 4.50000% 1,786,184.13 6,698.19 0.00 0.00 30-AX 0.00 5.50000% 20,304,096.94 93,060.44 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 5.41745% 9,752,606.70 44,028.54 0.00 0.00 B-2 2,952,000.00 5.41745% 2,925,484.71 13,207.22 0.00 0.00 B-3 2,297,000.00 5.41745% 2,276,368.01 10,276.76 0.00 0.00 B-4 1,312,000.00 5.41745% 1,300,215.42 5,869.88 0.00 0.00 B-5 984,000.00 5.41745% 975,161.57 4,402.41 0.00 0.00 B-6 984,386.77 5.41745% 975,544.86 4,404.14 0.00 0.00 Totals 656,058,862.42 2,546,303.88 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 11.15 0.00 356,447.18 0.00 84,630,000.00 1-A-2 1.32 0.00 42,170.00 0.00 9,345,317.23 1-A-3 3.19 0.00 101,843.06 0.00 22,221,000.00 1-A-4 1.44 0.00 45,954.36 0.00 9,721,063.44 1-A-5 1.44 0.00 46,186.19 0.00 9,345,317.23 1-A-6 0.90 0.00 28,729.64 0.00 16,926,000.00 1-A-7 2.67 0.00 85,333.46 0.00 16,926,000.00 1-A-8 1.79 0.00 57,272.05 0.00 12,422,770.43 1-A-9 1.65 0.00 52,706.68 0.00 11,500,000.00 1-A-10 2.29 0.00 73,339.70 0.00 16,075,229.57 1-A-11 4.27 0.00 136,519.48 0.00 29,787,000.00 1-A-12 0.06 0.00 2,016.60 0.00 440,000.00 2-A-1 2.06 0.00 65,839.77 0.00 15,715,956.75 3-A-1 5.63 0.00 180,025.74 0.00 45,395,774.66 3-A-2 0.46 0.00 14,574.33 0.00 8,253,776.22 3-A-3 1.27 0.00 40,553.16 0.00 8,253,776.22 3-A-4 0.57 0.00 18,315.47 0.00 4,160,714.17 3-A-5 0.49 0.00 15,640.14 0.00 3,575,000.00 3-A-6 0.81 0.00 25,809.80 0.00 5,925,377.83 3-A-7 0.99 0.00 31,709.01 0.00 7,248,000.00 3-A-8 0.14 0.00 4,374.86 0.00 1,000,000.00 4-A-1 5.28 0.00 168,923.96 0.00 44,506,344.57 4-A-2 0.17 0.00 5,278.87 0.00 1,390,823.27 5-A-1 0.98 0.00 31,286.05 0.00 6,327,813.64 5-A-2 0.80 0.00 25,592.53 0.00 5,584,000.00 5-A-3 0.75 0.00 23,974.67 0.00 5,231,000.00 5-A-4 1.54 0.00 49,140.96 0.00 10,722,000.00 5-A-5 0.07 0.00 2,089.93 0.00 422,000.00 5-A-6 0.14 0.00 4,583.19 0.00 1,000,000.00 5-A-7 0.22 0.00 6,874.78 0.00 1,500,000.00 5-A-8 0.22 0.00 6,874.78 0.00 1,500,000.00 5-A-9 0.59 0.00 18,744.94 0.00 6,744,148.38 5-A-10 0.33 0.00 10,509.66 0.00 1,478,362.44 5-A-11 0.59 0.00 18,972.89 0.00 1,680,796.72 5-A-12 0.06 0.00 1,893.47 0.00 234,034.91 5-A-13 2.71 0.00 86,547.92 0.00 19,783,000.00 5-A-14 0.03 0.00 839.97 0.00 192,000.00 5-A-15 7.36 0.00 235,286.06 0.00 62,263,728.48 5-A-16 1.32 0.00 42,142.35 0.00 24,905,490.82 5-A-17 3.92 0.00 125,172.18 0.00 24,905,490.82 5-A-18 1.66 0.00 52,981.68 0.00 11,560,000.00 5-A-19 0.53 0.00 17,049.47 0.00 3,720,000.00 5-A-20 0.13 0.00 4,161.33 0.00 907,954.54 15-PO 0.00 0.00 0.00 0.00 552,130.90 30-PO 0.00 0.00 0.00 0.00 3,390,067.25 15-AX 0.21 0.00 6,697.98 0.00 1,767,547.21 30-AX 2.91 0.00 93,057.53 0.00 20,121,829.75 A-UR 0.00 0.00 0.63 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 B-1 1.38 0.00 44,027.16 0.00 9,739,568.05 B-2 0.41 0.00 13,206.81 0.00 2,921,573.51 B-3 0.32 0.00 10,276.43 0.00 2,273,324.64 B-4 0.18 0.00 5,869.69 0.00 1,298,477.11 B-5 0.14 0.00 4,402.27 0.00 973,857.84 B-6 0.14 0.00 4,404.00 0.00 974,240.62 Totals 79.68 0.00 2,546,224.82 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% 929.99239048 3.87496826 0.00000000 0.00000000 1-A-2 29,000,000.00 5.25000% 332.38476793 1.45418345 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% 332.38476762 1.52343002 0.00000000 0.00000000 1-A-5 29,000,000.00 5.75000% 332.38476793 1.59267690 0.00000000 0.00000000 1-A-6 18,398,000.00 2.01500% 929.99239048 1.56161213 0.00000000 0.00000000 1-A-7 0.00 5.98500% 929.99239048 4.63833678 0.00000000 0.00000000 1-A-8 13,000,000.00 5.50000% 961.23924077 4.40568000 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% 1032.51321913 4.73235256 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% 790.10193150 3.29209150 0.00000000 0.00000000 3-A-1 50,000,000.00 4.75000% 909.63220420 3.60062740 0.00000000 0.00000000 3-A-2 9,090,908.00 2.11500% 909.63220396 1.60322709 0.00000000 0.00000000 3-A-3 0.00 5.88500% 909.63220396 4.46098784 0.00000000 0.00000000 3-A-4 4,364,000.00 5.25000% 959.33179881 4.19707608 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% 1031.01593438 4.51069469 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% 938.49579333 3.51935917 0.00000000 0.00000000 4-A-2 1,500,000.00 4.50000% 938.49579333 3.51936000 0.00000000 0.00000000 5-A-1 14,981,000.00 5.50000% 455.66127628 2.08844737 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% 456.00000000 2.09000000 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 3.09188% 455.66127644 1.17404159 0.00000000 0.00000000 5-A-10 3,500,000.00 7.90812% 455.66127714 3.00285429 0.00000000 0.00000000 5-A-11 3,979,260.00 12.55694% 455.66127622 4.76809256 0.00000000 0.00000000 5-A-12 554,074.00 9.00000% 455.66128351 3.41746770 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% 962.76717164 3.61037687 0.00000000 0.00000000 5-A-16 26,068,571.00 2.01500% 962.76717163 1.61664673 0.00000000 0.00000000 5-A-17 0.00 5.98500% 962.76717163 4.80180137 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% 888.95707728 0.00000000 0.00000000 0.00000000 30-PO 3,550,880.29 0.00000% 956.10214728 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 906.44791790 3.39917944 0.00000000 0.00000000 30-AX 0.00 5.50000% 735.29194956 3.37008795 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 5.41745% 991.01785388 4.47399045 0.00000000 0.00000000 B-2 2,952,000.00 5.41745% 991.01785569 4.47399051 0.00000000 0.00000000 B-3 2,297,000.00 5.41745% 991.01785372 4.47399216 0.00000000 0.00000000 B-4 1,312,000.00 5.41745% 991.01785061 4.47399390 0.00000000 0.00000000 B-5 984,000.00 5.41745% 991.01785569 4.47399390 0.00000000 0.00000000 B-6 984,386.77 5.41745% 991.01784962 4.47399349 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 0.00012121 0.00000000 3.87484705 0.00000000 919.99130340 1-A-2 0.00004552 0.00000000 1.45413793 0.00000000 322.25231828 1-A-3 0.00014356 0.00000000 4.58318978 0.00000000 1000.00000000 1-A-4 0.00004774 0.00000000 1.52338262 0.00000000 322.25231850 1-A-5 0.00004966 0.00000000 1.59262724 0.00000000 322.25231828 1-A-6 0.00004892 0.00000000 1.56156321 0.00000000 919.99130340 1-A-7 0.00014512 0.00000000 4.63819219 0.00000000 919.99130340 1-A-8 0.00013769 0.00000000 4.40554231 0.00000000 955.59772538 1-A-9 0.00014348 0.00000000 4.58318957 0.00000000 1000.00000000 1-A-10 0.00014776 0.00000000 4.73220416 0.00000000 1037.24542328 1-A-11 0.00014335 0.00000000 4.58318998 0.00000000 1000.00000000 1-A-12 0.00013636 0.00000000 4.58318182 0.00000000 1000.00000000 2-A-1 0.00010300 0.00000000 3.29198850 0.00000000 785.79783750 3-A-1 0.00011260 0.00000000 3.60051480 0.00000000 907.91549320 3-A-2 0.00005060 0.00000000 1.60317649 0.00000000 907.91549315 3-A-3 0.00013970 0.00000000 4.46084814 0.00000000 907.91549315 3-A-4 0.00013061 0.00000000 4.19694546 0.00000000 953.41754583 3-A-5 0.00013706 0.00000000 4.37486434 0.00000000 1000.00000000 3-A-6 0.00014156 0.00000000 4.51055313 0.00000000 1035.52648752 3-A-7 0.00013659 0.00000000 4.37486341 0.00000000 1000.00000000 3-A-8 0.00014000 0.00000000 4.37486000 0.00000000 1000.00000000 4-A-1 0.00011000 0.00000000 3.51924917 0.00000000 927.21551187 4-A-2 0.00011333 0.00000000 3.51924667 0.00000000 927.21551333 5-A-1 0.00006542 0.00000000 2.08838195 0.00000000 422.38926907 5-A-2 0.00014327 0.00000000 4.58318947 0.00000000 1000.00000000 5-A-3 0.00014338 0.00000000 4.58319059 0.00000000 1000.00000000 5-A-4 0.00014363 0.00000000 4.58318970 0.00000000 1000.00000000 5-A-5 0.00007000 0.00000000 2.08993000 0.00000000 422.00000000 5-A-6 0.00014000 0.00000000 4.58319000 0.00000000 1000.00000000 5-A-7 0.00014667 0.00000000 4.58318667 0.00000000 1000.00000000 5-A-8 0.00014667 0.00000000 4.58318667 0.00000000 1000.00000000 5-A-9 0.00003695 0.00000000 1.17400464 0.00000000 422.38926899 5-A-10 0.00009429 0.00000000 3.00276000 0.00000000 422.38926857 5-A-11 0.00014827 0.00000000 4.76794429 0.00000000 422.38926836 5-A-12 0.00010829 0.00000000 3.41735941 0.00000000 422.38926569 5-A-13 0.00013699 0.00000000 4.37486327 0.00000000 1000.00000000 5-A-14 0.00015625 0.00000000 4.37484375 0.00000000 1000.00000000 5-A-15 0.00011293 0.00000000 3.61026394 0.00000000 955.38381520 5-A-16 0.00005064 0.00000000 1.61659609 0.00000000 955.38381525 5-A-17 0.00015037 0.00000000 4.80165100 0.00000000 955.38381525 5-A-18 0.00014360 0.00000000 4.58319031 0.00000000 1000.00000000 5-A-19 0.00014247 0.00000000 4.58319086 0.00000000 1000.00000000 5-A-20 0.00014318 0.00000000 4.58319202 0.00000000 1000.00000000 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 884.12330237 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 954.71178219 15-AX 0.00010657 0.00000000 3.39907287 0.00000000 896.99010386 30-AX 0.00010538 0.00000000 3.36998256 0.00000000 728.69133108 A-UR 0.00000000 0.00000000 12.60000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00014023 0.00000000 4.47385022 0.00000000 989.69292247 B-2 0.00013889 0.00000000 4.47385163 0.00000000 989.69292344 B-3 0.00013931 0.00000000 4.47384850 0.00000000 989.69292120 B-4 0.00013720 0.00000000 4.47384909 0.00000000 989.69291921 B-5 0.00014228 0.00000000 4.47385163 0.00000000 989.69292683 B-6 0.00014222 0.00000000 4.47385127 0.00000000 989.69292324 (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 0.00 296,863.99 294,953.52 82.29876414% 15-PO-4 0.00000% 0.00 0.00 258,285.58 257,177.38 96.64626019% 30-PO-1 0.00000% 0.00 0.00 1,035,432.95 1,034,116.64 96.11436535% 30-PO-3 0.00000% 0.00 0.00 203,260.71 202,961.06 90.63957866% 30-PO-5 0.00000% 0.00 0.00 2,156,310.60 2,152,989.55 95.64437702% 15-AX-2 4.50000% 506,562.82 503,492.67 0.00 0.00 84.88058535% 15-AX-4 4.50000% 1,279,621.31 1,264,054.54 0.00 0.00 91.77413597% 30-AX-1 5.50000% 11,531,294.48 11,479,186.51 0.00 0.00 69.24967471% 30-AX-3 5.50000% 1,696,476.03 1,694,484.31 0.00 0.00 91.52388902% 30-AX-5 5.50000% 7,076,326.43 6,948,158.93 0.00 0.00 75.64086841%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7,429,824.66 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 15,240.37 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 7,445,065.03 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 118,676.09 Payment of Interest and Principal 7,326,388.94 Total Withdrawals (Pool Distribution Amount) 7,445,065.03 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 79.68 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 79.68
SERVICING FEES Gross Servicing Fee 114,861.93 Master Servicing Fee 451.61 WMMSC Master Servicing Fee 3,362.55 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 118,676.09
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance 5-A-5 Reserve Fund Rounding Account 909.72 793.52 90.26 206.46 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 5 0 0 0 5 2,510,836.77 0.00 0.00 0.00 2,510,836.77 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 0 0 5 2,510,836.77 0.00 0.00 0.00 2,510,836.77 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 0.439754% 0.000000% 0.000000% 0.000000% 0.439754% 0.458861% 0.000000% 0.000000% 0.000000% 0.458861% 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 0.439754% 0.000000% 0.000000% 0.000000% 0.439754% 0.458861% 0.000000% 0.000000% 0.000000% 0.458861%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,670,780.92 0.00 0.00 0.00 1,670,780.92 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 1,670,780.92 0.00 0.00 0.00 1,670,780.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.622407% 0.000000% 0.000000% 0.000000% 0.622407% 0.714771% 0.000000% 0.000000% 0.000000% 0.714771% 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 0.622407% 0.000000% 0.000000% 0.000000% 0.622407% 0.714771% 0.000000% 0.000000% 0.000000% 0.714771% 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 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 2 0 0 0 2 840,055.85 0.00 0.00 0.00 840,055.85 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 2 840,055.85 0.00 0.00 0.00 840,055.85 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.552486% 0.000000% 0.000000% 0.000000% 0.552486% 0.486719% 0.000000% 0.000000% 0.000000% 0.486719% 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 0.552486% 0.000000% 0.000000% 0.000000% 0.552486% 0.486719% 0.000000% 0.000000% 0.000000% 0.486719%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 15,240.37
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 123,376.00 0.01880563% 123,376.00 0.02257327% Fraud 13,121,177.00 1.99999996% 13,121,177.00 2.40069307% Special Hazard 6,560,589.00 1.00000006% 6,560,589.00 1.20034663% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.800399% Weighted Average Pass-Through Rate 5.542098% Weighted Average Maturity(Stepdown Calculation) 329 Beginning Scheduled Collateral Loan Count 1,145 Number Of Loans Paid In Full 8 Ending Scheduled Collateral Loan Count 1,137 Beginning Scheduled Collateral Balance 551,337,335.05 Ending Scheduled Collateral Balance 546,557,874.19 Ending Actual Collateral Balance at 31-Aug-2004 547,189,108.89 Monthly P &I Constant 3,470,041.34 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 7,204,028.11 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 546,557,874.19 Scheduled Principal 805,060.70 Unscheduled Principal 3,974,400.16
Miscellaneous Reporting Group 1 Junior % 4.311695% Group 2 Junior % 2.443120% Group 3 Junior % 1.629344% Group 4 Junior % 2.090163% Group 5 Junior % 3.164620% 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 % 95.688305% Group 2 Senior % 97.556880% Group 3 Senior % 98.370656% Group 4 Senior % 97.909837% Group 5 Senior % 96.835380%
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 6.000927 5.310158 5.613109 Weighted Average Net Rate 5.750927 5.060158 5.363109 Weighted Average Maturity 348 169 348 Beginning Loan Count 486 37 157 Loans Paid In Full 4 0 0 Ending Loan Count 482 37 157 Beginning Scheduled Balance 235,558,383.04 16,494,633.56 77,116,527.57 Ending scheduled Balance 233,548,453.20 16,405,059.53 77,013,344.47 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 1,440,733.11 138,960.82 449,432.27 Scheduled Principal 262,759.19 65,969.89 88,712.71 Unscheduled Principal 1,747,170.65 23,604.14 14,470.39 Scheduled Interest 1,177,973.92 72,990.93 360,719.56 Servicing Fees 49,074.66 3,436.38 16,065.94 Master Servicing Fees 121.94 0.00 62.35 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 1,028.71 164.19 320.22 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 1,127,748.61 69,390.36 344,271.05 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 5.745065 5.048214 5.357156
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 4.856245 5.916957 5.800399 Weighted Average Net Rate 4.606245 5.666957 5.550399 Weighted Average Maturity 169 348 329 Beginning Loan Count 100 365 1,145 Loans Paid In Full 1 3 8 Ending Loan Count 99 362 1,137 Beginning Scheduled Balance 47,705,552.69 174,462,238.19 551,337,335.05 Ending scheduled Balance 47,141,966.67 172,449,050.32 546,557,874.19 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 390,492.82 1,050,422.32 3,470,041.34 Scheduled Principal 197,434.61 190,184.30 805,060.70 Unscheduled Principal 366,151.41 1,823,003.57 3,974,400.16 Scheduled Interest 193,058.21 860,238.02 2,664,980.64 Servicing Fees 9,938.67 36,346.28 114,861.93 Master Servicing Fees 56.02 211.30 451.61 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 337.69 1,511.74 3,362.55 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 182,725.83 822,168.70 2,546,304.55 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 4.596341 5.655106 5.542098
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