-----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, PzhoTVda6HiPg653MBB1T4Sr+lHSKdrgyZ6Z9IOh2VciPd2N3aO+w4CpIf3KNrTX UhgmfoFal545sDs5dmzDWg== 0001056404-04-004163.txt : 20041202 0001056404-04-004163.hdr.sgml : 20041202 20041202132154 ACCESSION NUMBER: 0001056404-04-004163 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041202 DATE AS OF CHANGE: 20041202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR ASSET SECURITIZATION TRUST 2004-1 CENTRAL INDEX KEY: 0001278401 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-106982-15 FILM NUMBER: 041179858 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_nov.txt NOV 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): November 26, 2004 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 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 November 26, 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 November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 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: 11/29/04 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 November 26, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 MASTR Series: 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% 83,710,000.00 348,791.67 920,000.00 1-A-2 55265K5C9 SEN 5.25000% 9,003,697.82 39,391.18 493,943.43 1-A-3 55265K5D7 SEN 5.50000% 22,221,000.00 101,846.25 0.00 1-A-4 55265K5E5 SEN 5.50000% 9,365,708.57 42,926.16 513,803.36 1-A-5 55265K5F2 SEN 5.75000% 9,003,697.82 43,142.72 493,943.43 1-A-6 55265K5G0 SEN 2.33250% 16,742,000.00 32,542.26 184,000.00 1-A-7 55265K5H8 SEN 5.66750% 0.00 79,071.07 0.00 1-A-8 55265K5J4 ACCR 5.50000% 12,349,115.57 56,600.11 74,015.72 1-A-9 55265K5K1 ACCR 5.50000% 11,500,000.00 52,708.33 0.00 1-A-10 55265K5L9 SEN 5.50000% 16,148,884.43 74,015.72 (74,015.72) 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% 15,646,984.58 65,195.77 430,226.62 3-A-1 55265K5Q8 SEN 4.75000% 45,313,093.46 179,364.33 900,645.17 3-A-2 55265K5R6 SEN 2.43250% 8,238,743.28 16,700.62 163,753.65 3-A-3 55265K5S4 SEN 5.56750% 0.00 38,224.34 0.00 3-A-4 55265K5T2 ACCR 5.25000% 4,134,798.83 18,089.74 26,036.91 3-A-5 55265K5U9 ACCR 5.25000% 3,575,000.00 15,640.63 0.00 3-A-6 55265K5V7 SEN 5.25000% 5,951,293.17 26,036.91 (26,036.91) 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% 43,208,502.92 162,031.89 198,115.43 4-A-2 55265K5Z8 SEN 4.50000% 1,350,265.72 5,063.50 6,191.11 5-A-1 55265K6B0 SEN 5.50000% 5,910,125.41 27,088.07 1,290,730.53 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% 394,000.00 1,805.83 86,000.00 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 3.44000% 6,298,978.60 18,057.07 1,375,653.38 5-A-10 55265K6L8 SEN 7.56000% 1,380,778.25 8,698.90 301,552.42 5-A-11 55265K6M6 SEN 11.46628% 1,569,850.19 15,000.28 342,844.43 5-A-12 55265K6N4 SEN 9.00000% 218,586.66 1,639.40 47,737.82 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% 61,753,847.51 231,576.93 538,326.26 5-A-16 55265K6S3 PAC 2.33250% 24,701,538.44 48,013.62 215,330.50 5-A-17 55265K6T1 SEN 5.66750% 0.00 116,663.31 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% 549,701.39 0.00 2,434.61 30-PO 55265K6X2 PO 0.00000% 3,384,515.00 0.00 50,701.46 15-AX 55265K6Y0 IO 4.50000% 0.00 6,362.29 0.00 30-AX 55265K6Z7 IO 5.50000% 0.00 90,342.99 0.00 A-UR 55265K7B9 SEN 5.00000% 0.00 0.00 0.00 A-LR 55265K7A1 SEN 5.00000% 0.00 0.00 0.00 B-1 55265K7C7 SUB 5.41781% 9,726,449.81 43,913.39 13,213.97 B-2 55265K7D5 SUB 5.41781% 2,917,638.43 13,172.68 3,963.79 B-3 55265K7E3 SUB 5.41781% 2,270,262.70 10,249.88 3,084.29 B-4 55265K7F0 SUB 5.41781% 1,296,728.19 5,854.52 1,761.68 B-5 55265K7G8 SUB 5.41781% 972,546.14 4,390.89 1,321.26 B-6 55265K7H6 SUB 5.41781% 972,928.41 4,392.62 1,321.78 Totals 541,048,261.30 2,497,861.29 8,580,600.38
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 82,790,000.00 1,268,791.67 0.00 1-A-2 0.00 8,509,754.39 533,334.61 0.00 1-A-3 0.00 22,221,000.00 101,846.25 0.00 1-A-4 0.00 8,851,905.21 556,729.52 0.00 1-A-5 0.00 8,509,754.39 537,086.15 0.00 1-A-6 0.00 16,558,000.00 216,542.26 0.00 1-A-7 0.00 0.00 79,071.07 0.00 1-A-8 0.00 12,275,099.85 130,615.83 0.00 1-A-9 0.00 11,500,000.00 52,708.33 0.00 1-A-10 0.00 16,222,900.15 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 15,216,757.96 495,422.39 0.00 3-A-1 0.00 44,412,448.29 1,080,009.50 0.00 3-A-2 0.00 8,074,989.63 180,454.27 0.00 3-A-3 0.00 0.00 38,224.34 0.00 3-A-4 0.00 4,108,761.92 44,126.65 0.00 3-A-5 0.00 3,575,000.00 15,640.63 0.00 3-A-6 0.00 5,977,330.08 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 43,010,387.49 360,147.32 0.00 4-A-2 0.00 1,344,074.61 11,254.61 0.00 5-A-1 0.00 4,619,394.88 1,317,818.60 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 0.00 308,000.00 87,805.83 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 4,923,325.22 1,393,710.45 0.00 5-A-10 0.00 1,079,225.82 310,251.32 0.00 5-A-11 0.00 1,227,005.76 357,844.71 0.00 5-A-12 0.00 170,848.85 49,377.22 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 61,215,521.25 769,903.19 0.00 5-A-16 0.00 24,486,207.94 263,344.12 0.00 5-A-17 0.00 0.00 116,663.31 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 0.00 547,266.78 2,434.61 0.00 30-PO 0.00 3,333,813.54 50,701.46 0.00 15-AX 0.00 0.00 6,362.29 0.00 30-AX 0.00 0.00 90,342.99 0.00 A-UR 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 B-1 0.00 9,713,235.84 57,127.36 0.00 B-2 0.00 2,913,674.65 17,136.47 0.00 B-3 0.00 2,267,178.41 13,334.17 0.00 B-4 0.00 1,294,966.51 7,616.20 0.00 B-5 0.00 971,224.88 5,712.15 0.00 B-6 0.00 971,606.63 5,714.40 0.00 Totals 0.00 532,467,660.93 11,078,461.67 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 83,710,000.00 88,073.27 831,926.73 0.00 0.00 1-A-2 29,000,000.00 9,003,697.82 47,286.10 446,657.33 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 9,365,708.57 49,187.33 464,616.03 0.00 0.00 1-A-5 29,000,000.00 9,003,697.82 47,286.10 446,657.33 0.00 0.00 1-A-6 18,398,000.00 16,742,000.00 17,614.65 166,385.35 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 12,349,115.57 7,085.66 66,930.06 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 16,148,884.43 0.00 0.00 (74,015.72) 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 15,646,984.58 63,839.97 366,386.65 0.00 0.00 3-A-1 50,000,000.00 45,313,093.46 74,421.74 826,223.43 0.00 0.00 3-A-2 9,090,908.00 8,238,743.28 13,531.22 150,222.42 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 4,134,798.83 2,151.47 23,885.44 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 5,951,293.17 0.00 0.00 (26,036.91) 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 43,208,502.92 182,086.82 16,028.60 0.00 0.00 4-A-2 1,500,000.00 1,350,265.72 5,690.21 500.89 0.00 0.00 5-A-1 14,981,000.00 5,910,125.41 55,617.17 1,235,113.36 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 1,000,000.00 394,000.00 3,705.71 82,294.29 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 6,298,978.60 59,276.47 1,316,376.90 0.00 0.00 5-A-10 3,500,000.00 1,380,778.25 12,993.80 288,558.62 0.00 0.00 5-A-11 3,979,260.00 1,569,850.19 14,773.06 328,071.37 0.00 0.00 5-A-12 554,074.00 218,586.66 2,057.01 45,680.81 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 61,753,847.51 23,196.31 515,129.95 0.00 0.00 5-A-16 26,068,571.00 24,701,538.44 9,278.52 206,051.98 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 624,495.36 549,701.39 2,342.93 91.69 0.00 0.00 30-PO 3,550,880.29 3,384,515.00 4,125.33 46,576.13 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 9,726,449.81 13,213.97 0.00 0.00 0.00 B-2 2,952,000.00 2,917,638.43 3,963.79 0.00 0.00 0.00 B-3 2,297,000.00 2,270,262.70 3,084.29 0.00 0.00 0.00 B-4 1,312,000.00 1,296,728.19 1,761.68 0.00 0.00 0.00 B-5 984,000.00 972,546.14 1,321.26 0.00 0.00 0.00 B-6 984,386.77 972,928.41 1,321.78 0.00 0.00 0.00 Totals 656,058,862.42 541,048,261.30 810,287.62 7,870,365.36 (100,052.63) 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 82,790,000.00 0.89998913 920,000.00 1-A-2 493,943.43 8,509,754.39 0.29343981 493,943.43 1-A-3 0.00 22,221,000.00 1.00000000 0.00 1-A-4 513,803.36 8,851,905.21 0.29343981 513,803.36 1-A-5 493,943.43 8,509,754.39 0.29343981 493,943.43 1-A-6 184,000.00 16,558,000.00 0.89998913 184,000.00 1-A-7 0.00 0.00 0.00000000 0.00 1-A-8 74,015.72 12,275,099.85 0.94423845 74,015.72 1-A-9 0.00 11,500,000.00 1.00000000 0.00 1-A-10 (74,015.72) 16,222,900.15 1.04677379 (74,015.72) 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-1 430,226.62 15,216,757.96 0.76083790 430,226.62 3-A-1 900,645.17 44,412,448.29 0.88824897 900,645.17 3-A-2 163,753.65 8,074,989.63 0.88824897 163,753.65 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 26,036.91 4,108,761.92 0.94151281 26,036.91 3-A-5 0.00 3,575,000.00 1.00000000 0.00 3-A-6 (26,036.91) 5,977,330.08 1.04460573 (26,036.91) 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-1 198,115.43 43,010,387.49 0.89604974 198,115.43 4-A-2 6,191.11 1,344,074.61 0.89604974 6,191.11 5-A-1 1,290,730.53 4,619,394.88 0.30835024 1,290,730.53 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 86,000.00 308,000.00 0.30800000 86,000.00 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 1,375,653.38 4,923,325.22 0.30835024 1,375,653.38 5-A-10 301,552.42 1,079,225.82 0.30835023 301,552.42 5-A-11 342,844.43 1,227,005.76 0.30835024 342,844.43 5-A-12 47,737.82 170,848.85 0.30835024 47,737.82 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-15 538,326.26 61,215,521.25 0.93929997 538,326.26 5-A-16 215,330.50 24,486,207.94 0.93929997 215,330.50 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 2,434.61 547,266.78 0.87633442 2,434.61 30-PO 50,701.46 3,333,813.54 0.93886960 50,701.46 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 13,213.97 9,713,235.84 0.98701716 13,213.97 B-2 3,963.79 2,913,674.65 0.98701716 3,963.79 B-3 3,084.29 2,267,178.41 0.98701716 3,084.29 B-4 1,761.68 1,294,966.51 0.98701716 1,761.68 B-5 1,321.26 971,224.88 0.98701715 1,321.26 B-6 1,321.78 971,606.63 0.98701716 1,321.78 Totals 8,580,600.38 532,467,660.93 0.81161568 8,580,600.38
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 91,990,000.00 909.99021633 0.95742222 9.04366485 0.00000000 1-A-2 29,000,000.00 310.47233862 1.63055517 15.40197690 0.00000000 1-A-3 22,221,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 30,166,000.00 310.47233873 1.63055526 15.40197673 0.00000000 1-A-5 29,000,000.00 310.47233862 1.63055517 15.40197690 0.00000000 1-A-6 18,398,000.00 909.99021633 0.95742200 9.04366507 0.00000000 1-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 13,000,000.00 949.93196692 0.54505077 5.14846615 0.00000000 1-A-9 11,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-10 15,498,000.00 1041.99796296 0.00000000 0.00000000 (4.77582398) 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 20,000,000.00 782.34922900 3.19199850 18.31933250 0.00000000 3-A-1 50,000,000.00 906.26186920 1.48843480 16.52446860 0.00000000 3-A-2 9,090,908.00 906.26186955 1.48843438 16.52446818 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 4,364,000.00 947.47910862 0.49300412 5.47329056 0.00000000 3-A-5 3,575,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 5,722,092.00 1040.05548495 0.00000000 0.00000000 (4.55024316) 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 48,000,000.00 900.17714417 3.79347542 0.33392917 0.00000000 4-A-2 1,500,000.00 900.17714667 3.79347333 0.33392667 0.00000000 5-A-1 14,981,000.00 394.50807089 3.71251385 82.44532141 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 1,000,000.00 394.00000000 3.70571000 82.29429000 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 15,966,666.00 394.50807075 3.71251393 82.44532077 0.00000000 5-A-10 3,500,000.00 394.50807143 3.71251429 82.44532000 0.00000000 5-A-11 3,979,260.00 394.50807185 3.71251439 82.44532149 0.00000000 5-A-12 554,074.00 394.50806210 3.71251854 82.44532319 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 65,171,429.00 947.56012654 0.35592760 7.90422978 0.00000000 5-A-16 26,068,571.00 947.56012671 0.35592745 7.90422996 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 624,495.36 880.23294521 3.75171723 0.14682255 0.00000000 30-PO 3,550,880.29 953.14815583 1.16177670 13.11678406 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 9,841,000.00 988.35990347 1.34274667 0.00000000 0.00000000 B-2 2,952,000.00 988.35990176 1.34274729 0.00000000 0.00000000 B-3 2,297,000.00 988.35990422 1.34274706 0.00000000 0.00000000 B-4 1,312,000.00 988.35990091 1.34274390 0.00000000 0.00000000 B-5 984,000.00 988.35989837 1.34274390 0.00000000 0.00000000 B-6 984,386.77 988.35990045 1.34274458 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 899.98912925 0.89998913 10.00108707 1-A-2 0.00000000 17.03253207 293.43980655 0.29343981 17.03253207 1-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 17.03253199 293.43980674 0.29343981 17.03253199 1-A-5 0.00000000 17.03253207 293.43980655 0.29343981 17.03253207 1-A-6 0.00000000 10.00108707 899.98912925 0.89998913 10.00108707 1-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 0.00000000 5.69351692 944.23845000 0.94423845 5.69351692 1-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-10 0.00000000 (4.77582398) 1,046.77378694 1.04677379 (4.77582398) 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 21.51133100 760.83789800 0.76083790 21.51133100 3-A-1 0.00000000 18.01290340 888.24896580 0.88824897 18.01290340 3-A-2 0.00000000 18.01290366 888.24896589 0.88824897 18.01290366 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 5.96629468 941.51281393 0.94151281 5.96629468 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 (4.55024316) 1,044.60572811 1.04460573 (4.55024316) 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 4.12740479 896.04973938 0.89604974 4.12740479 4-A-2 0.00000000 4.12740667 896.04974000 0.89604974 4.12740667 5-A-1 0.00000000 86.15783526 308.35023563 0.30835024 86.15783526 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 86.00000000 308.00000000 0.30800000 86.00000000 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 86.15783533 308.35023542 0.30835024 86.15783533 5-A-10 0.00000000 86.15783429 308.35023429 0.30835023 86.15783429 5-A-11 0.00000000 86.15783588 308.35023597 0.30835024 86.15783588 5-A-12 0.00000000 86.15784173 308.35023842 0.30835024 86.15784173 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 8.26015738 939.29996916 0.93929997 8.26015738 5-A-16 0.00000000 8.26015741 939.29996930 0.93929997 8.26015741 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 3.89852376 876.33442144 0.87633442 3.89852376 30-PO 0.00000000 14.27856077 938.86959507 0.93886960 14.27856077 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 1.34274667 987.01715679 0.98701716 1.34274667 B-2 0.00000000 1.34274729 987.01715786 0.98701716 1.34274729 B-3 0.00000000 1.34274706 987.01715716 0.98701716 1.34274706 B-4 0.00000000 1.34274390 987.01715701 0.98701716 1.34274390 B-5 0.00000000 1.34274390 987.01715447 0.98701715 1.34274390 B-6 0.00000000 1.34274458 987.01715587 0.98701716 1.34274458 (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% 83,710,000.00 348,791.67 0.00 0.00 1-A-2 29,000,000.00 5.25000% 9,003,697.82 39,391.18 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% 9,365,708.57 42,926.16 0.00 0.00 1-A-5 29,000,000.00 5.75000% 9,003,697.82 43,142.72 0.00 0.00 1-A-6 18,398,000.00 2.33250% 16,742,000.00 32,542.26 0.00 0.00 1-A-7 0.00 5.66750% 16,742,000.00 79,071.07 0.00 0.00 1-A-8 13,000,000.00 5.50000% 12,349,115.57 56,600.11 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% 16,148,884.43 74,015.72 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% 15,646,984.58 65,195.77 0.00 0.00 3-A-1 50,000,000.00 4.75000% 45,313,093.46 179,364.33 0.00 0.00 3-A-2 9,090,908.00 2.43250% 8,238,743.28 16,700.62 0.00 0.00 3-A-3 0.00 5.56750% 8,238,743.28 38,224.34 0.00 0.00 3-A-4 4,364,000.00 5.25000% 4,134,798.83 18,089.74 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% 5,951,293.17 26,036.91 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% 43,208,502.92 162,031.89 0.00 0.00 4-A-2 1,500,000.00 4.50000% 1,350,265.72 5,063.50 0.00 0.00 5-A-1 14,981,000.00 5.50000% 5,910,125.41 27,088.07 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% 394,000.00 1,805.83 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 3.44000% 6,298,978.60 18,057.07 0.00 0.00 5-A-10 3,500,000.00 7.56000% 1,380,778.25 8,698.90 0.00 0.00 5-A-11 3,979,260.00 11.46628% 1,569,850.19 15,000.28 0.00 0.00 5-A-12 554,074.00 9.00000% 218,586.66 1,639.40 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% 61,753,847.51 231,576.93 0.00 0.00 5-A-16 26,068,571.00 2.33250% 24,701,538.44 48,013.62 0.00 0.00 5-A-17 0.00 5.66750% 24,701,538.44 116,663.31 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% 549,701.39 0.00 0.00 0.00 30-PO 3,550,880.29 0.00000% 3,384,515.00 0.00 0.00 0.00 15-AX 0.00 4.50000% 1,696,609.48 6,362.29 0.00 0.00 30-AX 0.00 5.50000% 19,711,196.73 90,342.99 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 5.41781% 9,726,449.81 43,913.39 0.00 0.00 B-2 2,952,000.00 5.41781% 2,917,638.43 13,172.68 0.00 0.00 B-3 2,297,000.00 5.41781% 2,270,262.70 10,249.88 0.00 0.00 B-4 1,312,000.00 5.41781% 1,296,728.19 5,854.52 0.00 0.00 B-5 984,000.00 5.41781% 972,546.14 4,390.89 0.00 0.00 B-6 984,386.77 5.41781% 972,928.41 4,392.62 0.00 0.00 Totals 656,058,862.42 2,497,861.29 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 0.00 348,791.67 0.00 82,790,000.00 1-A-2 0.00 0.00 39,391.18 0.00 8,509,754.39 1-A-3 0.00 0.00 101,846.25 0.00 22,221,000.00 1-A-4 0.00 0.00 42,926.16 0.00 8,851,905.21 1-A-5 0.00 0.00 43,142.72 0.00 8,509,754.39 1-A-6 0.00 0.00 32,542.26 0.00 16,558,000.00 1-A-7 0.00 0.00 79,071.07 0.00 16,558,000.00 1-A-8 0.00 0.00 56,600.11 0.00 12,275,099.85 1-A-9 0.00 0.00 52,708.33 0.00 11,500,000.00 1-A-10 0.00 0.00 74,015.72 0.00 16,222,900.15 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 65,195.77 0.00 15,216,757.96 3-A-1 0.00 0.00 179,364.33 0.00 44,412,448.29 3-A-2 0.00 0.00 16,700.62 0.00 8,074,989.63 3-A-3 0.00 0.00 38,224.34 0.00 8,074,989.63 3-A-4 0.00 0.00 18,089.74 0.00 4,108,761.92 3-A-5 0.00 0.00 15,640.63 0.00 3,575,000.00 3-A-6 0.00 0.00 26,036.91 0.00 5,977,330.08 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 0.00 162,031.89 0.00 43,010,387.49 4-A-2 0.00 0.00 5,063.50 0.00 1,344,074.61 5-A-1 0.00 0.00 27,088.07 0.00 4,619,394.88 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 1,805.83 0.00 308,000.00 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 18,057.07 0.00 4,923,325.22 5-A-10 0.00 0.00 8,698.90 0.00 1,079,225.82 5-A-11 0.00 0.00 15,000.28 0.00 1,227,005.76 5-A-12 0.00 0.00 1,639.40 0.00 170,848.85 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 0.00 231,576.93 0.00 61,215,521.25 5-A-16 0.00 0.00 48,013.62 0.00 24,486,207.94 5-A-17 0.00 0.00 116,663.31 0.00 24,486,207.94 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 0.00 547,266.78 30-PO 0.00 0.00 0.00 0.00 3,333,813.54 15-AX 0.00 0.00 6,362.29 0.00 1,688,624.34 30-AX 0.00 0.00 90,342.99 0.00 19,178,594.21 A-UR 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 43,913.39 0.00 9,713,235.84 B-2 0.00 0.00 13,172.68 0.00 2,913,674.65 B-3 0.00 0.00 10,249.88 0.00 2,267,178.41 B-4 0.00 0.00 5,854.52 0.00 1,294,966.51 B-5 0.00 0.00 4,390.89 0.00 971,224.88 B-6 0.00 0.00 4,392.62 0.00 971,606.63 Totals 0.00 0.00 2,497,861.29 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% 909.99021633 3.79162594 0.00000000 0.00000000 1-A-2 29,000,000.00 5.25000% 310.47233862 1.35831655 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% 310.47233873 1.42299808 0.00000000 0.00000000 1-A-5 29,000,000.00 5.75000% 310.47233862 1.48768000 0.00000000 0.00000000 1-A-6 18,398,000.00 2.33250% 909.99021633 1.76879335 0.00000000 0.00000000 1-A-7 0.00 5.66750% 909.99021633 4.29780791 0.00000000 0.00000000 1-A-8 13,000,000.00 5.50000% 949.93196692 4.35385462 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% 1041.99796296 4.77582398 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% 782.34922900 3.25978850 0.00000000 0.00000000 3-A-1 50,000,000.00 4.75000% 906.26186920 3.58728660 0.00000000 0.00000000 3-A-2 9,090,908.00 2.43250% 906.26186955 1.83706842 0.00000000 0.00000000 3-A-3 0.00 5.56750% 906.26186955 4.20467790 0.00000000 0.00000000 3-A-4 4,364,000.00 5.25000% 947.47910862 4.14521998 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% 1040.05548495 4.55024316 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% 900.17714417 3.37566438 0.00000000 0.00000000 4-A-2 1,500,000.00 4.50000% 900.17714667 3.37566667 0.00000000 0.00000000 5-A-1 14,981,000.00 5.50000% 394.50807089 1.80816167 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% 394.00000000 1.80583000 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 3.44000% 394.50807075 1.13092301 0.00000000 0.00000000 5-A-10 3,500,000.00 7.56000% 394.50807143 2.48540000 0.00000000 0.00000000 5-A-11 3,979,260.00 11.46628% 394.50807185 3.76961546 0.00000000 0.00000000 5-A-12 554,074.00 9.00000% 394.50806210 2.95881056 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% 947.56012654 3.55335050 0.00000000 0.00000000 5-A-16 26,068,571.00 2.33250% 947.56012671 1.84182017 0.00000000 0.00000000 5-A-17 0.00 5.66750% 947.56012671 4.47524761 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% 880.23294521 0.00000000 0.00000000 0.00000000 30-PO 3,550,880.29 0.00000% 953.14815583 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 860.99081545 3.22871782 0.00000000 0.00000000 30-AX 0.00 5.50000% 713.82067937 3.27167829 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 5.41781% 988.35990347 4.46228940 0.00000000 0.00000000 B-2 2,952,000.00 5.41781% 988.35990176 4.46228997 0.00000000 0.00000000 B-3 2,297,000.00 5.41781% 988.35990422 4.46228994 0.00000000 0.00000000 B-4 1,312,000.00 5.41781% 988.35990091 4.46228659 0.00000000 0.00000000 B-5 984,000.00 5.41781% 988.35989837 4.46228659 0.00000000 0.00000000 B-6 984,386.77 5.41781% 988.35990045 4.46229077 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 3.79162594 0.00000000 899.98912925 1-A-2 0.00000000 0.00000000 1.35831655 0.00000000 293.43980655 1-A-3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A-4 0.00000000 0.00000000 1.42299808 0.00000000 293.43980674 1-A-5 0.00000000 0.00000000 1.48768000 0.00000000 293.43980655 1-A-6 0.00000000 0.00000000 1.76879335 0.00000000 899.98912925 1-A-7 0.00000000 0.00000000 4.29780791 0.00000000 899.98912925 1-A-8 0.00000000 0.00000000 4.35385462 0.00000000 944.23845000 1-A-9 0.00000000 0.00000000 4.58333304 0.00000000 1000.00000000 1-A-10 0.00000000 0.00000000 4.77582398 0.00000000 1046.77378694 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 3.25978850 0.00000000 760.83789800 3-A-1 0.00000000 0.00000000 3.58728660 0.00000000 888.24896580 3-A-2 0.00000000 0.00000000 1.83706842 0.00000000 888.24896589 3-A-3 0.00000000 0.00000000 4.20467790 0.00000000 888.24896589 3-A-4 0.00000000 0.00000000 4.14521998 0.00000000 941.51281393 3-A-5 0.00000000 0.00000000 4.37500140 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 4.55024316 0.00000000 1044.60572811 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 3.37566438 0.00000000 896.04973938 4-A-2 0.00000000 0.00000000 3.37566667 0.00000000 896.04974000 5-A-1 0.00000000 0.00000000 1.80816167 0.00000000 308.35023563 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 1.80583000 0.00000000 308.00000000 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 1.13092301 0.00000000 308.35023542 5-A-10 0.00000000 0.00000000 2.48540000 0.00000000 308.35023429 5-A-11 0.00000000 0.00000000 3.76961546 0.00000000 308.35023597 5-A-12 0.00000000 0.00000000 2.95881056 0.00000000 308.35023842 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 3.55335050 0.00000000 939.29996916 5-A-16 0.00000000 0.00000000 1.84182017 0.00000000 939.29996930 5-A-17 0.00000000 0.00000000 4.47524761 0.00000000 939.29996930 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 876.33442144 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 938.86959507 15-AX 0.00000000 0.00000000 3.22871782 0.00000000 856.93853808 30-AX 0.00000000 0.00000000 3.27167829 0.00000000 694.53302790 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 0.00000000 4.46228940 0.00000000 987.01715679 B-2 0.00000000 0.00000000 4.46228997 0.00000000 987.01715786 B-3 0.00000000 0.00000000 4.46228994 0.00000000 987.01715716 B-4 0.00000000 0.00000000 4.46228659 0.00000000 987.01715701 B-5 0.00000000 0.00000000 4.46228659 0.00000000 987.01715447 B-6 0.00000000 0.00000000 4.46229077 0.00000000 987.01715587 (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 0.00 293,637.70 292,316.50 81.56297537% 15-PO-4 0.00000% 0.00 0.00 256,063.69 254,950.28 95.80932466% 30-PO-1 0.00000% 0.00 0.00 1,032,805.83 1,031,402.54 95.86210754% 30-PO-3 0.00000% 0.00 0.00 202,652.52 202,343.86 90.36394575% 30-PO-5 0.00000% 0.00 0.00 2,149,056.64 2,100,067.15 93.29335308% 15-AX-2 4.50000% 501,246.20 498,990.06 0.00 0.00 84.12151934% 15-AX-4 4.50000% 1,195,363.28 1,189,634.28 0.00 0.00 86.37100276% 30-AX-1 5.50000% 11,241,536.89 11,028,398.22 0.00 0.00 66.53023615% 30-AX-3 5.50000% 1,692,457.26 1,646,420.51 0.00 0.00 88.92782728% 30-AX-5 5.50000% 6,777,202.58 6,503,775.48 0.00 0.00 70.80310485%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 11,173,806.81 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 21,100.48 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 11,194,907.29 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 116,445.62 Payment of Interest and Principal 11,078,461.67 Total Withdrawals (Pool Distribution Amount) 11,194,907.29 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 112,718.54 Master Servicing Fee 440.57 WMMSC Master Servicing Fee 3,286.51 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 116,445.62
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance 5-A-5 Reserve Fund Rounding Account 61.96 891.14 938.02 108.84 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 8 0 0 0 8 3,340,609.28 0.00 0.00 0.00 3,340,609.28 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 8 0 0 0 8 3,340,609.28 0.00 0.00 0.00 3,340,609.28 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 0.720721% 0.000000% 0.000000% 0.000000% 0.720721% 0.626618% 0.000000% 0.000000% 0.000000% 0.626618% 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 0.720721% 0.000000% 0.000000% 0.000000% 0.720721% 0.626618% 0.000000% 0.000000% 0.000000% 0.626618%
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 1,246,697.64 0.00 0.00 0.00 1,246,697.64 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 1,246,697.64 0.00 0.00 0.00 1,246,697.64 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.635593% 0.000000% 0.000000% 0.000000% 0.635593% 0.544456% 0.000000% 0.000000% 0.000000% 0.544456% 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 0.635593% 0.000000% 0.000000% 0.000000% 0.635593% 0.544456% 0.000000% 0.000000% 0.000000% 0.544456% 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 1 493,266.17 0.00 0.00 0.00 493,266.17 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 1 493,266.17 0.00 0.00 0.00 493,266.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.645161% 0.000000% 0.000000% 0.000000% 0.645161% 0.649723% 0.000000% 0.000000% 0.000000% 0.649723% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.645161% 0.000000% 0.000000% 0.000000% 0.645161% 0.649723% 0.000000% 0.000000% 0.000000% 0.649723% 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 2 0 0 0 2 607,888.49 0.00 0.00 0.00 607,888.49 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 2 607,888.49 0.00 0.00 0.00 607,888.49 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.083333% 0.000000% 0.000000% 0.000000% 2.083333% 1.328783% 0.000000% 0.000000% 0.000000% 1.328783% 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 2.083333% 0.000000% 0.000000% 0.000000% 2.083333% 1.328783% 0.000000% 0.000000% 0.000000% 1.328783% 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 2 992,756.98 0.00 0.00 0.00 992,756.98 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 2 992,756.98 0.00 0.00 0.00 992,756.98 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.569801% 0.000000% 0.000000% 0.000000% 0.569801% 0.596217% 0.000000% 0.000000% 0.000000% 0.596217% 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 0.569801% 0.000000% 0.000000% 0.000000% 0.569801% 0.596217% 0.000000% 0.000000% 0.000000% 0.596217%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 21,100.48
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 123,376.00 0.01880563% 123,376.00 0.02317057% Fraud 13,121,177.00 1.99999996% 13,121,177.00 2.46421633% Special Hazard 6,560,589.00 1.00000006% 6,560,589.00 1.23210826% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.798315% Weighted Average Pass-Through Rate 5.540048% Weighted Average Maturity(Stepdown Calculation ) 327 Beginning Scheduled Collateral Loan Count 1,127 Number Of Loans Paid In Full 17 Ending Scheduled Collateral Loan Count 1,110 Beginning Scheduled Collateral Balance 541,049,199.31 Ending Scheduled Collateral Balance 532,468,552.08 Ending Actual Collateral Balance at 31-Oct-2004 533,117,330.33 Monthly P &I Constant 3,415,361.85 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 10,865,548.75 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 532,468,552.08 Scheduled Principal 801,050.50 Unscheduled Principal 7,779,596.73
Miscellaneous Reporting Group 1 Junior % 4.379786% Group 2 Junior % 2.447426% Group 3 Junior % 1.629867% Group 4 Junior % 2.159527% Group 5 Junior % 3.229767% 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 % 95.620214% Group 2 Senior % 97.552574% Group 3 Senior % 98.370133% Group 4 Senior % 97.840473% Group 5 Senior % 96.770233%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 30 Year Ratio Strip Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 5.998486 5.310162 5.613144 Weighted Average Net Rate 5.748486 5.060162 5.363144 Weighted Average Maturity 346 167 346 Beginning Loan Count 478 37 157 Loans Paid In Full 6 1 2 Ending Loan Count 472 36 155 Beginning Scheduled Balance 231,393,203.07 16,333,178.10 76,913,872.26 Ending scheduled Balance 228,774,683.87 15,900,028.65 75,847,707.51 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,418,797.39 138,960.82 449,432.27 Scheduled Principal 262,123.33 66,684.30 89,658.40 Unscheduled Principal 2,356,395.87 366,465.15 976,506.35 Scheduled Interest 1,156,674.06 72,276.52 359,773.87 Servicing Fees 48,206.91 3,402.75 16,023.71 Master Servicing Fees 121.67 0.00 62.20 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 1,003.31 162.69 319.21 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 1,107,342.17 68,711.08 343,368.75 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 5.742652 5.048209 5.357193
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 4.852521 5.910927 5.798315 Weighted Average Net Rate 4.602522 5.660927 5.548315 Weighted Average Maturity 167 346 327 Beginning Loan Count 96 359 1,127 Loans Paid In Full 0 8 17 Ending Loan Count 96 351 1,110 Beginning Scheduled Balance 45,798,330.07 170,610,615.81 541,049,199.31 Ending scheduled Balance 45,588,765.52 166,357,366.53 532,468,552.08 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 378,219.68 1,029,951.69 3,415,361.85 Scheduled Principal 193,021.87 189,562.60 801,050.50 Unscheduled Principal 16,542.68 4,063,686.68 7,779,596.73 Scheduled Interest 185,197.81 840,389.09 2,614,311.35 Servicing Fees 9,541.30 35,543.87 112,718.54 Master Servicing Fees 55.53 201.17 440.57 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 334.86 1,466.44 3,286.51 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 175,266.12 803,177.61 2,497,865.73 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 4.592292 5.649198 5.540048
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