-----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, KJU1j4euHZZ0pCpjmdIDoGVcUoUPy3lEomSUPuFiNr3587/0hqqxO0v65c7w5ylS SRyOhv9oo+cZVeROKK0YGQ== 0001056404-05-000361.txt : 20050106 0001056404-05-000361.hdr.sgml : 20050106 20050106154354 ACCESSION NUMBER: 0001056404-05-000361 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050106 DATE AS OF CHANGE: 20050106 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: 05515733 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_dec.txt DECEMBER 8K 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): December 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 54-2142337 Pooling and Servicing Agreement) (Commission 54-2142338 (State or other File Number) IRS EIN jurisdiction 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 December 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 December 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: 1/5/2005 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 December 27, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates 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% 82,790,000.00 344,958.33 920,000.00 1-A-2 55265K5C9 SEN 5.25000% 8,509,754.39 37,230.18 1,799,686.49 1-A-3 55265K5D7 SEN 5.50000% 22,221,000.00 101,846.25 0.00 1-A-4 55265K5E5 SEN 5.50000% 8,851,905.21 40,571.23 1,872,046.30 1-A-5 55265K5F2 SEN 5.75000% 8,509,754.39 40,775.91 1,799,686.49 1-A-6 55265K5G0 SEN 2.58000% 16,558,000.00 35,599.70 184,000.00 1-A-7 55265K5H8 SEN 5.42000% 0.00 74,786.97 0.00 1-A-8 55265K5J4 ACCR 5.50000% 12,275,099.85 56,260.87 74,354.96 1-A-9 55265K5K1 ACCR 5.50000% 11,500,000.00 52,708.33 0.00 1-A-10 55265K5L9 SEN 5.50000% 16,222,900.15 74,354.96 (74,354.96) 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% 15,216,757.96 63,403.16 902,657.54 3-A-1 55265K5Q8 SEN 4.75000% 44,412,448.29 175,799.27 796,604.61 3-A-2 55265K5R6 SEN 2.68000% 8,074,989.63 18,034.14 144,837.19 3-A-3 55265K5S4 SEN 5.32000% 0.00 35,799.12 0.00 3-A-4 55265K5T2 ACCR 5.25000% 4,108,761.92 17,975.83 26,150.82 3-A-5 55265K5U9 ACCR 5.25000% 3,575,000.00 15,640.63 0.00 3-A-6 55265K5V7 SEN 5.25000% 5,977,330.08 26,150.82 (26,150.82) 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% 43,010,387.49 161,288.95 223,451.13 4-A-2 55265K5Z8 SEN 4.50000% 1,344,074.61 5,040.28 6,982.85 5-A-1 55265K6B0 SEN 5.50000% 4,619,394.88 21,172.23 501,055.28 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% 308,000.00 1,411.67 33,000.00 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 3.59000% 4,923,325.22 14,728.95 534,021.91 5-A-10 55265K6L8 SEN 7.41000% 1,079,225.82 6,664.22 117,061.18 5-A-11 55265K6M6 SEN 10.99633% 1,227,005.76 11,243.80 133,090.53 5-A-12 55265K6N4 SEN 9.00000% 170,848.85 1,281.37 18,531.59 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% 61,215,521.25 229,558.20 566,501.35 5-A-16 55265K6S3 PAC 2.58000% 24,486,207.94 52,645.35 226,600.53 5-A-17 55265K6T1 SEN 5.42000% 0.00 110,596.04 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% 547,266.78 0.00 2,972.06 30-PO 55265K6X2 PO 0.00000% 3,333,813.54 0.00 15,040.01 15-AX 55265K6Y0 IO 4.50000% 0.00 6,332.34 0.00 30-AX 55265K6Z7 IO 5.50000% 0.00 87,901.89 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 5.41799% 9,713,235.84 43,855.19 13,209.25 B-2 55265K7D5 SUB 5.41799% 2,913,674.65 13,155.22 3,962.37 B-3 55265K7E3 SUB 5.41799% 2,267,178.41 10,236.29 3,083.19 B-4 55265K7F0 SUB 5.41799% 1,294,966.51 5,846.76 1,761.05 B-5 55265K7G8 SUB 5.41799% 971,224.88 4,385.07 1,320.79 B-6 55265K7H6 SUB 5.41799% 971,606.63 4,386.80 1,321.31 Totals 532,467,660.93 2,456,881.74 10,822,485.00
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 81,870,000.00 1,264,958.33 0.00 1-A-2 0.00 6,710,067.91 1,836,916.67 0.00 1-A-3 0.00 22,221,000.00 101,846.25 0.00 1-A-4 0.00 6,979,858.91 1,912,617.53 0.00 1-A-5 0.00 6,710,067.91 1,840,462.40 0.00 1-A-6 0.00 16,374,000.00 219,599.70 0.00 1-A-7 0.00 0.00 74,786.97 0.00 1-A-8 0.00 12,200,744.90 130,615.83 0.00 1-A-9 0.00 11,500,000.00 52,708.33 0.00 1-A-10 0.00 16,297,255.10 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 14,314,100.42 966,060.70 0.00 3-A-1 0.00 43,615,843.68 972,403.88 0.00 3-A-2 0.00 7,930,152.44 162,871.33 0.00 3-A-3 0.00 0.00 35,799.12 0.00 3-A-4 0.00 4,082,611.10 44,126.65 0.00 3-A-5 0.00 3,575,000.00 15,640.63 0.00 3-A-6 0.00 6,003,480.90 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 42,786,936.36 384,740.08 0.00 4-A-2 0.00 1,337,091.76 12,023.13 0.00 5-A-1 0.00 4,118,339.60 522,227.51 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 0.00 275,000.00 34,411.67 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 4,389,303.31 548,750.86 0.00 5-A-10 0.00 962,164.65 123,725.40 0.00 5-A-11 0.00 1,093,915.23 144,334.33 0.00 5-A-12 0.00 152,317.26 19,812.96 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 60,649,019.91 796,059.55 0.00 5-A-16 0.00 24,259,607.40 279,245.88 0.00 5-A-17 0.00 0.00 110,596.04 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 0.00 544,294.72 2,972.06 0.00 30-PO 0.00 3,318,773.53 15,040.01 0.00 15-AX 0.00 0.00 6,332.34 0.00 30-AX 0.00 0.00 87,901.89 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 9,700,026.59 57,064.44 0.00 B-2 0.00 2,909,712.27 17,117.59 0.00 B-3 0.00 2,264,095.22 13,319.48 0.00 B-4 0.00 1,293,205.45 7,607.81 0.00 B-5 0.00 969,904.09 5,705.86 0.00 B-6 0.00 970,285.32 5,708.11 0.00 Totals 0.00 521,645,175.94 13,279,366.74 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 82,790,000.00 34,277.69 885,722.31 0.00 0.00 1-A-2 29,000,000.00 8,509,754.39 67,053.37 1,732,633.12 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 8,851,905.21 69,749.37 1,802,296.92 0.00 0.00 1-A-5 29,000,000.00 8,509,754.39 67,053.37 1,732,633.12 0.00 0.00 1-A-6 18,398,000.00 16,558,000.00 6,855.54 177,144.46 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 12,275,099.85 2,770.34 71,584.61 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 16,222,900.15 0.00 0.00 (74,354.96) 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 15,216,757.96 62,685.72 839,971.83 0.00 0.00 3-A-1 50,000,000.00 44,412,448.29 73,855.31 722,749.31 0.00 0.00 3-A-2 9,090,908.00 8,074,989.63 13,428.24 131,408.95 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 4,108,761.92 2,424.51 23,726.31 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 5,977,330.08 0.00 0.00 (26,150.82) 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 43,010,387.49 182,886.30 40,564.83 0.00 0.00 4-A-2 1,500,000.00 1,344,074.61 5,715.20 1,267.65 0.00 0.00 5-A-1 14,981,000.00 4,619,394.88 41,763.72 459,291.56 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 1,000,000.00 308,000.00 2,750.60 30,249.40 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 4,923,325.22 44,511.54 489,510.37 0.00 0.00 5-A-10 3,500,000.00 1,079,225.82 9,757.23 107,303.95 0.00 0.00 5-A-11 3,979,260.00 1,227,005.76 11,093.30 121,997.23 0.00 0.00 5-A-12 554,074.00 170,848.85 1,544.64 16,986.95 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 61,215,521.25 47,218.75 519,282.60 0.00 0.00 5-A-16 26,068,571.00 24,486,207.94 18,887.50 207,713.03 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 624,495.36 547,266.78 2,352.58 619.48 0.00 0.00 30-PO 3,550,880.29 3,333,813.54 4,090.39 10,949.62 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 9,713,235.84 13,209.25 0.00 0.00 0.00 B-2 2,952,000.00 2,913,674.65 3,962.37 0.00 0.00 0.00 B-3 2,297,000.00 2,267,178.41 3,083.19 0.00 0.00 0.00 B-4 1,312,000.00 1,294,966.51 1,761.05 0.00 0.00 0.00 B-5 984,000.00 971,224.88 1,320.79 0.00 0.00 0.00 B-6 984,386.77 971,606.63 1,321.31 0.00 0.00 0.00 Totals 656,058,862.42 532,467,660.93 797,383.17 10,125,607.61 (100,505.78) 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 81,870,000.00 0.88998804 920,000.00 1-A-2 1,799,686.49 6,710,067.91 0.23138165 1,799,686.49 1-A-3 0.00 22,221,000.00 1.00000000 0.00 1-A-4 1,872,046.30 6,979,858.91 0.23138165 1,872,046.30 1-A-5 1,799,686.49 6,710,067.91 0.23138165 1,799,686.49 1-A-6 184,000.00 16,374,000.00 0.88998804 184,000.00 1-A-7 0.00 0.00 0.00000000 0.00 1-A-8 74,354.96 12,200,744.90 0.93851884 74,354.96 1-A-9 0.00 11,500,000.00 1.00000000 0.00 1-A-10 (74,354.96) 16,297,255.10 1.05157150 (74,354.96) 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-1 902,657.54 14,314,100.42 0.71570502 902,657.54 3-A-1 796,604.61 43,615,843.68 0.87231687 796,604.61 3-A-2 144,837.19 7,930,152.44 0.87231687 144,837.19 3-A-3 0.00 0.00 0.00000000 0.00 3-A-4 26,150.82 4,082,611.10 0.93552042 26,150.82 3-A-5 0.00 3,575,000.00 1.00000000 0.00 3-A-6 (26,150.82) 6,003,480.90 1.04917588 (26,150.82) 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-1 223,451.13 42,786,936.36 0.89139451 223,451.13 4-A-2 6,982.85 1,337,091.76 0.89139451 6,982.85 5-A-1 501,055.28 4,118,339.60 0.27490419 501,055.28 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 33,000.00 275,000.00 0.27500000 33,000.00 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-9 534,021.91 4,389,303.31 0.27490419 534,021.91 5-A-10 117,061.18 962,164.65 0.27490419 117,061.18 5-A-11 133,090.53 1,093,915.23 0.27490419 133,090.53 5-A-12 18,531.59 152,317.26 0.27490418 18,531.59 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-15 566,501.35 60,649,019.91 0.93060749 566,501.35 5-A-16 226,600.53 24,259,607.40 0.93060749 226,600.53 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 2,972.06 544,294.72 0.87157528 2,972.06 30-PO 15,040.01 3,318,773.53 0.93463402 15,040.01 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 13,209.25 9,700,026.59 0.98567489 13,209.25 B-2 3,962.37 2,909,712.27 0.98567489 3,962.37 B-3 3,083.19 2,264,095.22 0.98567489 3,083.19 B-4 1,761.05 1,293,205.45 0.98567489 1,761.05 B-5 1,320.79 969,904.09 0.98567489 1,320.79 B-6 1,321.31 970,285.32 0.98567489 1,321.31 Totals 10,822,485.00 521,645,175.94 0.79511947 10,822,485.00
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 91,990,000.00 899.98912925 0.37262409 9.62846299 0.00000000 1-A-2 29,000,000.00 293.43980655 2.31218517 59.74596966 0.00000000 1-A-3 22,221,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-4 30,166,000.00 293.43980674 2.31218491 59.74596963 0.00000000 1-A-5 29,000,000.00 293.43980655 2.31218517 59.74596966 0.00000000 1-A-6 18,398,000.00 899.98912925 0.37262420 9.62846288 0.00000000 1-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 13,000,000.00 944.23845000 0.21310308 5.50650846 0.00000000 1-A-9 11,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 1-A-10 15,498,000.00 1046.77378694 0.00000000 0.00000000 (4.79771325) 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 20,000,000.00 760.83789800 3.13428600 41.99859150 0.00000000 3-A-1 50,000,000.00 888.24896580 1.47710620 14.45498620 0.00000000 3-A-2 9,090,908.00 888.24896589 1.47710658 14.45498623 0.00000000 3-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 4,364,000.00 941.51281393 0.55557058 5.43682631 0.00000000 3-A-5 3,575,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-6 5,722,092.00 1044.60572811 0.00000000 0.00000000 (4.57015022) 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 48,000,000.00 896.04973938 3.81013125 0.84510063 0.00000000 4-A-2 1,500,000.00 896.04974000 3.81013333 0.84510000 0.00000000 5-A-1 14,981,000.00 308.35023563 2.78777919 30.65827114 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 1,000,000.00 308.00000000 2.75060000 30.24940000 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 15,966,666.00 308.35023542 2.78777924 30.65827080 0.00000000 5-A-10 3,500,000.00 308.35023429 2.78778000 30.65827143 0.00000000 5-A-11 3,979,260.00 308.35023597 2.78777964 30.65827063 0.00000000 5-A-12 554,074.00 308.35023842 2.78778647 30.65826947 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 65,171,429.00 939.29996916 0.72453145 7.96794865 0.00000000 5-A-16 26,068,571.00 939.29996930 0.72453147 7.96794845 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 624,495.36 876.33442144 3.76716970 0.99196894 0.00000000 30-PO 3,550,880.29 938.86959507 1.15193689 3.08363535 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 9,841,000.00 987.01715679 1.34226705 0.00000000 0.00000000 B-2 2,952,000.00 987.01715786 1.34226626 0.00000000 0.00000000 B-3 2,297,000.00 987.01715716 1.34226818 0.00000000 0.00000000 B-4 1,312,000.00 987.01715701 1.34226372 0.00000000 0.00000000 B-5 984,000.00 987.01715447 1.34226626 0.00000000 0.00000000 B-6 984,386.77 987.01715587 1.34226713 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 889.98804218 0.88998804 10.00108707 1-A-2 0.00000000 62.05815483 231.38165207 0.23138165 62.05815483 1-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-4 0.00000000 62.05815488 231.38165186 0.23138165 62.05815488 1-A-5 0.00000000 62.05815483 231.38165207 0.23138165 62.05815483 1-A-6 0.00000000 10.00108707 889.98804218 0.88998804 10.00108707 1-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A-8 0.00000000 5.71961231 938.51883846 0.93851884 5.71961231 1-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 1-A-10 0.00000000 (4.79771325) 1,051.57149955 1.05157150 (4.79771325) 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 45.13287700 715.70502100 0.71570502 45.13287700 3-A-1 0.00000000 15.93209220 872.31687360 0.87231687 15.93209220 3-A-2 0.00000000 15.93209281 872.31687308 0.87231687 15.93209281 3-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-4 0.00000000 5.99239688 935.52041705 0.93552042 5.99239688 3-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-6 0.00000000 (4.57015022) 1,049.17587833 1.04917588 (4.57015022) 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 4.65523188 891.39450750 0.89139451 4.65523188 4-A-2 0.00000000 4.65523333 891.39450667 0.89139451 4.65523333 5-A-1 0.00000000 33.44605033 274.90418530 0.27490419 33.44605033 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 33.00000000 275.00000000 0.27500000 33.00000000 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 33.44605004 274.90418538 0.27490419 33.44605004 5-A-10 0.00000000 33.44605143 274.90418571 0.27490419 33.44605143 5-A-11 0.00000000 33.44605027 274.90418570 0.27490419 33.44605027 5-A-12 0.00000000 33.44605594 274.90418247 0.27490418 33.44605594 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 8.69248011 930.60748921 0.93060749 8.69248011 5-A-16 0.00000000 8.69247992 930.60748900 0.93060749 8.69247992 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 4.75913864 871.57528280 0.87157528 4.75913864 30-PO 0.00000000 4.23557224 934.63402282 0.93463402 4.23557224 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 1.34226705 985.67488975 0.98567489 1.34226705 B-2 0.00000000 1.34226626 985.67488821 0.98567489 1.34226626 B-3 0.00000000 1.34226818 985.67488899 0.98567489 1.34226818 B-4 0.00000000 1.34226372 985.67488567 0.98567489 1.34226372 B-5 0.00000000 1.34226626 985.67488821 0.98567489 1.34226626 B-6 0.00000000 1.34226713 985.67488874 0.98567489 1.34226713 (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% 82,790,000.00 344,958.33 0.00 0.00 1-A-2 29,000,000.00 5.25000% 8,509,754.39 37,230.18 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% 8,851,905.21 40,571.23 0.00 0.00 1-A-5 29,000,000.00 5.75000% 8,509,754.39 40,775.91 0.00 0.00 1-A-6 18,398,000.00 2.58000% 16,558,000.00 35,599.70 0.00 0.00 1-A-7 0.00 5.42000% 16,558,000.00 74,786.97 0.00 0.00 1-A-8 13,000,000.00 5.50000% 12,275,099.85 56,260.87 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% 16,222,900.15 74,354.96 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% 15,216,757.96 63,403.16 0.00 0.00 3-A-1 50,000,000.00 4.75000% 44,412,448.29 175,799.27 0.00 0.00 3-A-2 9,090,908.00 2.68000% 8,074,989.63 18,034.14 0.00 0.00 3-A-3 0.00 5.32000% 8,074,989.63 35,799.12 0.00 0.00 3-A-4 4,364,000.00 5.25000% 4,108,761.92 17,975.83 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% 5,977,330.08 26,150.82 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% 43,010,387.49 161,288.95 0.00 0.00 4-A-2 1,500,000.00 4.50000% 1,344,074.61 5,040.28 0.00 0.00 5-A-1 14,981,000.00 5.50000% 4,619,394.88 21,172.23 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% 308,000.00 1,411.67 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 3.59000% 4,923,325.22 14,728.95 0.00 0.00 5-A-10 3,500,000.00 7.41000% 1,079,225.82 6,664.22 0.00 0.00 5-A-11 3,979,260.00 10.99633% 1,227,005.76 11,243.80 0.00 0.00 5-A-12 554,074.00 9.00000% 170,848.85 1,281.37 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% 61,215,521.25 229,558.20 0.00 0.00 5-A-16 26,068,571.00 2.58000% 24,486,207.94 52,645.35 0.00 0.00 5-A-17 0.00 5.42000% 24,486,207.94 110,596.04 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% 547,266.78 0.00 0.00 0.00 30-PO 3,550,880.29 0.00000% 3,333,813.54 0.00 0.00 0.00 15-AX 0.00 4.50000% 1,688,624.34 6,332.34 0.00 0.00 30-AX 0.00 5.50000% 19,178,594.21 87,901.89 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 5.41799% 9,713,235.84 43,855.19 0.00 0.00 B-2 2,952,000.00 5.41799% 2,913,674.65 13,155.22 0.00 0.00 B-3 2,297,000.00 5.41799% 2,267,178.41 10,236.29 0.00 0.00 B-4 1,312,000.00 5.41799% 1,294,966.51 5,846.76 0.00 0.00 B-5 984,000.00 5.41799% 971,224.88 4,385.07 0.00 0.00 B-6 984,386.77 5.41799% 971,606.63 4,386.80 0.00 0.00 Totals 656,058,862.42 2,456,881.74 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 0.00 344,958.33 0.00 81,870,000.00 1-A-2 0.00 0.00 37,230.18 0.00 6,710,067.91 1-A-3 0.00 0.00 101,846.25 0.00 22,221,000.00 1-A-4 0.00 0.00 40,571.23 0.00 6,979,858.91 1-A-5 0.00 0.00 40,775.91 0.00 6,710,067.91 1-A-6 0.00 0.00 35,599.70 0.00 16,374,000.00 1-A-7 0.00 0.00 74,786.97 0.00 16,374,000.00 1-A-8 0.00 0.00 56,260.87 0.00 12,200,744.90 1-A-9 0.00 0.00 52,708.33 0.00 11,500,000.00 1-A-10 0.00 0.00 74,354.96 0.00 16,297,255.10 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 63,403.16 0.00 14,314,100.42 3-A-1 0.00 0.00 175,799.27 0.00 43,615,843.68 3-A-2 0.00 0.00 18,034.14 0.00 7,930,152.44 3-A-3 0.00 0.00 35,799.12 0.00 7,930,152.44 3-A-4 0.00 0.00 17,975.83 0.00 4,082,611.10 3-A-5 0.00 0.00 15,640.63 0.00 3,575,000.00 3-A-6 0.00 0.00 26,150.82 0.00 6,003,480.90 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 0.00 161,288.95 0.00 42,786,936.36 4-A-2 0.00 0.00 5,040.28 0.00 1,337,091.76 5-A-1 0.00 0.00 21,172.23 0.00 4,118,339.60 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 1,411.67 0.00 275,000.00 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 14,728.95 0.00 4,389,303.31 5-A-10 0.00 0.00 6,664.22 0.00 962,164.65 5-A-11 0.00 0.00 11,243.80 0.00 1,093,915.23 5-A-12 0.00 0.00 1,281.37 0.00 152,317.26 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 0.00 229,558.20 0.00 60,649,019.91 5-A-16 0.00 0.00 52,645.35 0.00 24,259,607.40 5-A-17 0.00 0.00 110,596.04 0.00 24,259,607.40 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 0.00 544,294.72 30-PO 0.00 0.00 0.00 0.00 3,318,773.53 15-AX 0.00 0.00 6,332.34 0.00 1,623,499.01 30-AX 0.00 0.00 87,901.89 0.00 18,549,606.75 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 43,855.19 0.00 9,700,026.59 B-2 0.00 0.00 13,155.22 0.00 2,909,712.27 B-3 0.00 0.00 10,236.29 0.00 2,264,095.22 B-4 0.00 0.00 5,846.76 0.00 1,293,205.45 B-5 0.00 0.00 4,385.07 0.00 969,904.09 B-6 0.00 0.00 4,386.80 0.00 970,285.32 Totals 0.00 0.00 2,456,881.74 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% 899.98912925 3.74995467 0.00000000 0.00000000 1-A-2 29,000,000.00 5.25000% 293.43980655 1.28379931 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% 293.43980674 1.34493237 0.00000000 0.00000000 1-A-5 29,000,000.00 5.75000% 293.43980655 1.40606586 0.00000000 0.00000000 1-A-6 18,398,000.00 2.58000% 899.98912925 1.93497663 0.00000000 0.00000000 1-A-7 0.00 5.42000% 899.98912925 4.06495108 0.00000000 0.00000000 1-A-8 13,000,000.00 5.50000% 944.23845000 4.32775923 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% 1046.77378694 4.79771325 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% 760.83789800 3.17015800 0.00000000 0.00000000 3-A-1 50,000,000.00 4.75000% 888.24896580 3.51598540 0.00000000 0.00000000 3-A-2 9,090,908.00 2.68000% 888.24896589 1.98375564 0.00000000 0.00000000 3-A-3 0.00 5.32000% 888.24896589 3.93790367 0.00000000 0.00000000 3-A-4 4,364,000.00 5.25000% 941.51281393 4.11911778 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% 1044.60572811 4.57015022 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% 896.04973938 3.36018646 0.00000000 0.00000000 4-A-2 1,500,000.00 4.50000% 896.04974000 3.36018667 0.00000000 0.00000000 5-A-1 14,981,000.00 5.50000% 308.35023563 1.41327214 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% 308.00000000 1.41167000 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 3.59000% 308.35023542 0.92248125 0.00000000 0.00000000 5-A-10 3,500,000.00 7.41000% 308.35023429 1.90406286 0.00000000 0.00000000 5-A-11 3,979,260.00 10.99633% 308.35023597 2.82560074 0.00000000 0.00000000 5-A-12 554,074.00 9.00000% 308.35023842 2.31263333 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% 939.29996916 3.52237481 0.00000000 0.00000000 5-A-16 26,068,571.00 2.58000% 939.29996930 2.01949505 0.00000000 0.00000000 5-A-17 0.00 5.42000% 939.29996930 4.24250489 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% 876.33442144 0.00000000 0.00000000 0.00000000 30-PO 3,550,880.29 0.00000% 938.86959507 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 856.93853808 3.21351887 0.00000000 0.00000000 30-AX 0.00 5.50000% 694.53302790 3.18327637 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 5.41799% 987.01715679 4.45637537 0.00000000 0.00000000 B-2 2,952,000.00 5.41799% 987.01715786 4.45637534 0.00000000 0.00000000 B-3 2,297,000.00 5.41799% 987.01715716 4.45637353 0.00000000 0.00000000 B-4 1,312,000.00 5.41799% 987.01715701 4.45637195 0.00000000 0.00000000 B-5 984,000.00 5.41799% 987.01715447 4.45637195 0.00000000 0.00000000 B-6 984,386.77 5.41799% 987.01715587 4.45637846 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 3.74995467 0.00000000 889.98804218 1-A-2 0.00000000 0.00000000 1.28379931 0.00000000 231.38165207 1-A-3 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 1-A-4 0.00000000 0.00000000 1.34493237 0.00000000 231.38165186 1-A-5 0.00000000 0.00000000 1.40606586 0.00000000 231.38165207 1-A-6 0.00000000 0.00000000 1.93497663 0.00000000 889.98804218 1-A-7 0.00000000 0.00000000 4.06495108 0.00000000 889.98804218 1-A-8 0.00000000 0.00000000 4.32775923 0.00000000 938.51883846 1-A-9 0.00000000 0.00000000 4.58333304 0.00000000 1000.00000000 1-A-10 0.00000000 0.00000000 4.79771325 0.00000000 1051.57149955 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 3.17015800 0.00000000 715.70502100 3-A-1 0.00000000 0.00000000 3.51598540 0.00000000 872.31687360 3-A-2 0.00000000 0.00000000 1.98375564 0.00000000 872.31687308 3-A-3 0.00000000 0.00000000 3.93790367 0.00000000 872.31687308 3-A-4 0.00000000 0.00000000 4.11911778 0.00000000 935.52041705 3-A-5 0.00000000 0.00000000 4.37500140 0.00000000 1000.00000000 3-A-6 0.00000000 0.00000000 4.57015022 0.00000000 1049.17587833 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 3.36018646 0.00000000 891.39450750 4-A-2 0.00000000 0.00000000 3.36018667 0.00000000 891.39450667 5-A-1 0.00000000 0.00000000 1.41327214 0.00000000 274.90418530 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 1.41167000 0.00000000 275.00000000 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 0.92248125 0.00000000 274.90418538 5-A-10 0.00000000 0.00000000 1.90406286 0.00000000 274.90418571 5-A-11 0.00000000 0.00000000 2.82560074 0.00000000 274.90418570 5-A-12 0.00000000 0.00000000 2.31263333 0.00000000 274.90418247 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 3.52237481 0.00000000 930.60748921 5-A-16 0.00000000 0.00000000 2.01949505 0.00000000 930.60748900 5-A-17 0.00000000 0.00000000 4.24250489 0.00000000 930.60748900 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 871.57528280 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 934.63402282 15-AX 0.00000000 0.00000000 3.21351887 0.00000000 823.88891078 30-AX 0.00000000 0.00000000 3.18327637 0.00000000 671.75489514 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 4.45637537 0.00000000 985.67488975 B-2 0.00000000 0.00000000 4.45637534 0.00000000 985.67488821 B-3 0.00000000 0.00000000 4.45637353 0.00000000 985.67488899 B-4 0.00000000 0.00000000 4.45637195 0.00000000 985.67488567 B-5 0.00000000 0.00000000 4.45637195 0.00000000 985.67488821 B-6 0.00000000 0.00000000 4.45637846 0.00000000 985.67488874 (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 0.00 292,316.50 290,989.90 81.19282369% 15-PO-4 0.00000% 0.00 0.00 254,950.28 253,304.81 95.19096343% 30-PO-1 0.00000% 0.00 0.00 1,031,402.54 1,019,464.71 94.75256447% 30-PO-3 0.00000% 0.00 0.00 202,343.86 202,094.31 90.25250020% 30-PO-5 0.00000% 0.00 0.00 2,100,067.15 2,097,214.51 93.16662744% 15-AX-2 4.50000% 498,990.06 440,425.53 0.00 0.00 74.24850255% 15-AX-4 4.50000% 1,189,634.28 1,183,073.48 0.00 0.00 85.89466908% 30-AX-1 5.50000% 11,028,398.22 10,589,435.29 0.00 0.00 63.88213560% 30-AX-3 5.50000% 1,646,420.51 1,621,564.36 0.00 0.00 87.58527633% 30-AX-5 5.50000% 6,503,775.48 6,338,607.10 0.00 0.00 69.00500555%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 13,382,589.33 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 11,328.99 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 13,393,918.32 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 114,551.58 Payment of Interest and Principal 13,279,366.74 Total Withdrawals (Pool Distribution Amount) 13,393,918.32 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 110,930.92 Master Servicing Fee 439.91 WMMSC Master Servicing Fee 3,180.75 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 114,551.58
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance 5-A-5 Reserve Fund Rounding Account 108.84 483.08 891.14 516.90 5-A-6 Reserve Fund Rounding Account 999.99 0.00 0.00 999.99 5-A-7 Reserve Fund Rounding Account 999.99 0.00 0.00 999.99 5-A-8 Reserve Fund Rounding Account 999.99 0.00 0.00 999.99
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,712,321.70 0.00 0.00 0.00 1,712,321.70 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 1,712,321.70 0.00 0.00 0.00 1,712,321.70 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 0.275482% 0.000000% 0.000000% 0.000000% 0.275482% 0.327855% 0.000000% 0.000000% 0.000000% 0.327855% 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 0.275482% 0.000000% 0.000000% 0.000000% 0.275482% 0.327855% 0.000000% 0.000000% 0.000000% 0.327855%
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 1 0 0 0 1 460,274.80 0.00 0.00 0.00 460,274.80 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 1 460,274.80 0.00 0.00 0.00 460,274.80 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.217865% 0.000000% 0.000000% 0.000000% 0.217865% 0.206978% 0.000000% 0.000000% 0.000000% 0.206978% 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 0.217865% 0.000000% 0.000000% 0.000000% 0.217865% 0.206978% 0.000000% 0.000000% 0.000000% 0.206978% 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 1 0 0 0 1 617,264.54 0.00 0.00 0.00 617,264.54 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 1 617,264.54 0.00 0.00 0.00 617,264.54 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.941176% 0.000000% 0.000000% 0.000000% 2.941176% 4.102082% 0.000000% 0.000000% 0.000000% 4.102082% 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 2.941176% 0.000000% 0.000000% 0.000000% 2.941176% 4.102082% 0.000000% 0.000000% 0.000000% 4.102082% 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 1 0 0 0 1 634,782.36 0.00 0.00 0.00 634,782.36 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 634,782.36 0.00 0.00 0.00 634,782.36 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.288184% 0.000000% 0.000000% 0.000000% 0.288184% 0.386198% 0.000000% 0.000000% 0.000000% 0.386198% 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 0.288184% 0.000000% 0.000000% 0.000000% 0.288184% 0.386198% 0.000000% 0.000000% 0.000000% 0.386198%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 11,328.99
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 123,376.00 0.01880563% 123,376.00 0.02365130% Fraud 13,121,177.00 1.99999996% 13,121,177.00 2.51534289% Special Hazard 6,560,589.00 1.00000006% 6,560,589.00 1.25767154% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.795131% Weighted Average Pass-Through Rate 5.536971% Weighted Average Maturity(Stepdown Calculation ) 326 Beginning Scheduled Collateral Loan Count 1,110 Number Of Loans Paid In Full 21 Ending Scheduled Collateral Loan Count 1,089 Beginning Scheduled Collateral Balance 532,468,552.08 Ending Scheduled Collateral Balance 521,645,659.03 Ending Actual Collateral Balance at 30-Nov-2004 522,279,980.01 Monthly P &I Constant 3,363,625.74 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 13,136,819.32 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 521,645,659.03 Scheduled Principal 792,188.30 Unscheduled Principal 10,030,704.75
Miscellaneous Reporting Group 1 Junior % 4.425100% Group 2 Junior % 2.504878% Group 3 Junior % 1.650906% Group 4 Junior % 2.160315% Group 5 Junior % 3.308759% 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 % 95.574900% Group 2 Senior % 97.495122% Group 3 Senior % 98.349094% Group 4 Senior % 97.839685% Group 5 Senior % 96.691241%
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 5.996126 5.311523 5.611409 Weighted Average Net Rate 5.746127 5.061524 5.361409 Weighted Average Maturity 345 166 345 Beginning Loan Count 472 36 155 Loans Paid In Full 13 2 2 Ending Loan Count 459 34 153 Beginning Scheduled Balance 228,774,683.87 15,900,028.65 75,847,707.51 Ending scheduled Balance 222,175,983.81 14,994,433.97 74,904,551.01 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 1,400,723.86 135,922.16 443,675.32 Scheduled Principal 257,588.91 65,544.35 88,998.24 Unscheduled Principal 6,341,111.15 840,050.33 854,158.26 Scheduled Interest 1,143,134.95 70,377.81 354,677.08 Servicing Fees 47,661.36 3,312.50 15,801.60 Master Servicing Fees 121.55 0.00 62.13 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 981.87 161.94 318.78 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 1,094,370.17 66,903.37 338,494.57 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 5.740339 5.049301 5.355382
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 4.852494 5.907030 5.795131 Weighted Average Net Rate 4.602493 5.657030 5.545131 Weighted Average Maturity 166 345 326 Beginning Loan Count 96 351 1,110 Loans Paid In Full 0 4 21 Ending Loan Count 96 347 1,089 Beginning Scheduled Balance 45,588,765.52 166,357,366.53 532,468,552.08 Ending scheduled Balance 45,352,521.73 164,218,168.51 521,645,659.03 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 378,219.68 1,005,084.72 3,363,625.74 Scheduled Principal 193,870.34 186,186.46 792,188.30 Unscheduled Principal 42,373.45 1,953,011.56 10,030,704.75 Scheduled Interest 184,349.34 818,898.26 2,571,437.44 Servicing Fees 9,497.68 34,657.78 110,930.92 Master Servicing Fees 55.29 200.94 439.91 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 333.45 1,384.71 3,180.75 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 174,462.92 782,654.83 2,456,885.86 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 4.592261 5.645592 5.536971
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