8-K 1 prm04cl1_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 PRIME MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-CL1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106323-14 54-2144707 Pooling and Servicing Agreement) (Commission 54-2144708 (State or other File Number) 54-2144709 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of PRIME MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-CL1 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-CL1 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. PRIME MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-CL1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/30/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-CL1 Trust, relating to the September 27, 2004 distribution. EX-99.1

Prime Mortgage ~~Pass~~Trust ~~Through Certificates Mortgage Pass-Through Certificates~~ Record Date: 78/31/042004 Distribution Date: 89/2527/042004 PRM Series: 2004-CL1 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 I-A-1 74160MDK5 SEN 6.00000% ~~353~~331,~~463~~636,~~998~~090.5385 1,~~767~~658,~~319~~115.9573 2115,~~827~~544,~~907~~599.6828 I-A-2 74160MDL3 SEN 12.~~85000~~01500% ~~212~~198,~~078~~981,~~399~~654.1251 ~~326~~334,~~954~~110.1932 139,~~096~~326,~~744~~759.6157 I-A-3 74160MDM1 SEN 65.~~10000~~93500% 0.00 1984,~~078,065~~091.1769 0.00 I-A-4 74160MDN9 SEN 0.05000% 0.00 8,~~836~~290.6058 0.00 I-X 74160MDP4 SEN 0.~~46145~~46333% 0.00 ~~161~~151,~~161~~600.7971 0.00 I-PO 74160MDQ2 PO 0.00000% 6,~~564~~207,~~777~~507.3412 0.00 ~~357~~191,~~270~~301.2299 II-A-1 74160MDR0 SEN 5.00000% 5049,~~272~~094,~~463~~959.2168 ~~209~~204,~~468~~553.5985 1,~~177~~400,~~503~~702.5453 II-A-2 74160MDS8 SEN 12.~~85000~~01500% 5049,~~272~~094,~~463~~959.2168 7782,~~503~~435.3820 1,~~177~~400,~~503~~702.5453 II-A-3 74160MDT6 SEN 65.~~15000~~98500% 0.00 ~~257~~244,~~646~~850.3796 0.00 II-X 74160MDU3 SEN 0.~~31040~~31033% 0.00 17,~~718~~245.7300 0.00 II-PO 74160MDV1 PO 0.00000% 1,~~630~~605,~~075~~524.7138 0.00 2434,~~551~~563.3317 III-A-1 74160MDW9 SEN 7.~~02180~~02125% ~~175~~166,~~324~~250,~~910~~462.2532 1972,~~025,913~~700.6058 98,~~074~~037,~~447~~867.9305 B-1 74160MEA6 SUB 6.~~77553~~77558% 25,~~485~~437,~~086~~041.2154 143,~~895~~619.7789 48,~~044~~294.6781 B-2 74160MEB4 SUB 6.~~77553~~77558% 2,~~613~~608,~~195~~269.6018 14,~~754~~726.8253 4,~~926~~952.4206 B-3 74160MEC2 SUB 6.~~77553~~77558% 1,~~960~~956,~~391~~695.2550 11,~~068~~047.9168 3,~~695~~714.7499 B-4 74160MDG4 SUB 6.~~77553~~77558% 1,~~307~~305,~~586~~121.9082 7,~~382~~368.9984 2,~~465~~477.0791 B-5 74160MDH2 SUB 6.~~77553~~77558% ~~652~~651,~~804~~573.3568 3,~~685~~678.9185 1,~~230~~237.6708 B-6 74160MDJ8 SUB 6.~~77553~~77558% 1,~~308~~306,~~538~~071.2920 7,~~388~~374.3720 2,~~467~~479.0973 R-I 74160MDX7 RES 6.75000% 0.00 0.00 0.00 R-II 74160MDY5 RES 6.75000% 0.00 0.00 0.00 R-III 74160MDZ2 RES 6.75000% 0.00 112,~~410~~851.8918 0.00 Totals ~~882~~836,~~934~~135,~~689~~931.9746 54,~~130~~848,~~176~~661.0379 4635,~~798~~999,~~758~~652.5170

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 ~~331~~316,~~636~~091,~~090~~491.8557 2317,~~595~~202,~~227~~715.6301 0.00 I-A-2 0.00 ~~198~~189,~~981,~~654,894.5194 139,~~423~~660,~~698~~869.8089 0.00 I-A-3 0.00 0.00 1984,~~078,065~~091.1769 0.00 I-A-4 0.00 0.00 8,~~836~~290.6058 0.00 I-X 0.00 0.00 ~~161~~151,~~161~~600.7971 0.00 I-PO 0.00 6,~~207~~016,~~507~~205.12 ~~357~~191,~~270~~301.2299 0.00 II-A-1 0.00 4947,~~094~~694,~~959~~257.6814 1,~~386~~605,~~972~~256.1338 0.00 II-A-2 0.00 4947,~~094~~694,~~959~~257.6814 1,~~255~~483,~~006~~137.9273 0.00 II-A-3 0.00 0.00 ~~257~~244,~~646~~850.3796 0.00 II-X 0.00 0.00 17,~~718~~245.7300 0.00 II-PO 0.00 1,~~605~~570,~~524~~961.3820 2434,~~551~~563.3317 0.00 III-A-1 0.00 ~~166~~158,~~250~~212,~~462~~595.3227 109,~~100~~010,~~361~~567.5363 0.00 B-1 0.00 25,~~437~~388,~~041~~746.5473 191,~~940~~914.4470 0.00 B-2 0.00 2,~~608~~603,~~269~~317.1812 19,~~681~~678.2459 0.00 B-3 0.00 1,~~956~~952,~~695~~980.5052 14,~~764~~762.6567 0.00 B-4 0.00 1,~~305~~302,~~121~~643.8292 9,~~848~~846.0675 0.00 B-5 0.00 ~~651~~650,~~573~~336.6860 4,~~916~~915.5893 0.00 B-6 0.00 1,~~306~~303,~~071~~591.2047 9,~~855~~853.4693 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 R-III 0.00 0.00 112,~~410~~851.8918 0.00 Totals 0.00 ~~836~~800,~~135~~136,~~931~~278.4674 5140,~~928~~848,~~934~~314.5449 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) I-A-1 537,760,000.00 ~~353~~331,~~463~~636,~~998~~090.5385 ~~423~~404,~~507~~631.9019 2115,~~404~~139,~~399~~968.7809 0.00 0.00 I-A-2 322,656,000.00 ~~212~~198,~~078~~981,~~399~~654.1251 ~~254~~242,~~104~~778.7471 129,~~842~~083,~~639~~980.8786 0.00 0.00 I-A-3 0.00 0.00 0.00 0.00 0.00 0.00 I-A-4 0.00 0.00 0.00 0.00 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 I-PO 9,368,323.47 6,~~564~~207,~~777~~507.3412 8,~~947~~578.8756 ~~348~~182,~~322~~723.3543 0.00 0.00 II-A-1 77,363,000.00 5049,~~272~~094,~~463~~959.2168 ~~333~~327,~~422~~062.7781 ~~844~~1,~~080~~073,639.7772 0.00 0.00 II-A-2 77,363,000.00 5049,~~272~~094,~~463~~959.2168 ~~333~~327,~~422~~062.7781 ~~844~~1,~~080~~073,639.7772 0.00 0.00 II-A-3 0.00 0.00 0.00 0.00 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 II-PO 2,256,643.64 1,~~630~~605,~~075~~524.7138 10,~~508~~241.9242 1424,~~042~~321.4175 0.00 0.00 III-A-1 260,850,000.00 ~~175~~166,~~324~~250,~~910~~462.2532 ~~246~~231,~~243~~914.2703 87,~~828~~805,~~204~~953.6602 0.00 0.00 B-1 25,766,000.00 25,~~485~~437,~~086~~041.2154 48,~~044~~294.6781 0.00 0.00 0.00 B-2 2,642,000.00 2,~~613~~608,~~195~~269.6018 4,~~926~~952.4206 0.00 0.00 0.00 B-3 1,982,000.00 1,~~960~~956,~~391~~695.2550 3,~~695~~714.7499 0.00 0.00 0.00 B-4 1,322,000.00 1,~~307~~305,~~586~~121.9082 2,~~465~~477.0791 0.00 0.00 0.00 B-5 660,000.00 ~~652~~651,~~804~~573.3568 1,~~230~~237.6708 0.00 0.00 0.00 B-6 1,322,962.23 1,~~308~~306,~~538~~071.2920 2,~~467~~479.0973 0.00 0.00 0.00 R-I 50.00 0.00 0.00 0.00 0.00 0.00 R-II 50.00 0.00 0.00 0.00 0.00 0.00 R-III 50.00 0.00 0.00 0.00 0.00 0.00 Totals 1,321,312,079.34 ~~882~~836,~~934~~135,~~689~~931.9746 1,~~672~~615,~~987~~426.9011 4534,~~125~~384,~~770~~226.6159 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.

Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A-1 2115,~~827~~544,~~907~~599.6828 ~~331~~316,~~636~~091,~~090~~491.8557 0.~~61669907~~58779287 2115,~~827~~544,~~907~~599.6828 I-A-2 139,~~096~~326,~~744~~759.6157 ~~198~~189,~~981,~~654,894.5194 0.~~61669907~~58779287 139,~~096~~326,~~744~~759.6157 I-A-3 0.00 0.00 0.00000000 0.00 I-A-4 0.00 0.00 0.00000000 0.00 I-X 0.00 0.00 0.00000000 0.00 I-PO ~~357~~191,~~270~~301.2299 6,~~207~~016,~~507~~205.12 0.~~66260598~~64218589 ~~357~~191,~~270~~301.2299 II-A-1 1,~~177~~400,~~503~~702.5453 4947,~~094~~694,~~959~~257.6814 0.~~63460517~~61649958 1,~~177~~400,~~503~~702.5453 II-A-2 1,~~177~~400,~~503~~702.5453 4947,~~094~~694,~~959~~257.6814 0.~~63460517~~61649958 1,~~177~~400,~~503~~702.5453 II-A-3 0.00 0.00 0.00000000 0.00 II-X 0.00 0.00 0.00000000 0.00 II-PO 2434,~~551~~563.3317 1,~~605~~570,~~524~~961.3820 0.~~71146563~~69614944 2434,~~551~~563.3317 III-A-1 98,~~074~~037,~~447~~867.9305 ~~166~~158,~~250~~212,~~462~~595.3227 0.~~63734124~~60652710 98,~~074~~037,~~447~~867.9305 B-1 48,~~044~~294.6781 25,~~437~~388,~~041~~746.5473 0.~~98723285~~98535849 48,~~044~~294.6781 B-2 4,~~926~~952.4206 2,~~608~~603,~~269~~317.1812 0.~~98723285~~98535849 4,~~926~~952.4206 B-3 3,~~695~~714.7499 1,~~956~~952,~~695~~980.5052 0.~~98723285~~98535849 3,~~695~~714.7499 B-4 2,~~465~~477.0791 1,~~305~~302,~~121~~643.8292 0.~~98723284~~98535849 2,~~465~~477.0791 B-5 1,~~230~~237.6708 ~~651~~650,~~573~~336.6860 0.~~98723285~~98535848 1,~~230~~237.6708 B-6 2,~~467~~479.0973 1,~~306~~303,~~071~~591.2047 0.~~98723242~~98535804 2,~~467~~479.0973 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 R-III 0.00 0.00 0.00000000 0.00 Totals 4635,~~798~~999,~~758~~652.5170 ~~836~~800,~~135~~136,~~931~~278.4674 0.~~63280730~~60556192 4635,~~798~~999,~~758~~652.5170

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 537,760,000.00 ~~657~~616.~~28949444~~69906808 0.~~78754072~~75243824 3928.~~80288564~~15376393 0.00000000 I-A-2 322,656,000.00 ~~657~~616.~~28949445~~69906808 0.~~78754072~~75243823 3928.~~80288564~~15376395 0.00000000 I-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A-4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-PO 9,368,323.47 ~~700~~662.~~74195890~~60597639 0.~~95511967~~91569853 3719.~~18086284~~50438951 0.00000000 II-A-1 77,363,000.00 ~~649~~634.~~82566873~~60516888 4.~~30984799~~22763866 1013.~~91065199~~87794837 0.00000000 II-A-2 77,363,000.00 ~~649~~634.~~82566873~~60516888 4.~~30984799~~22763866 1013.~~91065199~~87794837 0.00000000 II-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-PO 2,256,643.64 ~~722~~711.~~34520378~~46562600 4.~~65688061~~53834173 610.~~22269717~~77784262 0.00000000 III-A-1 260,850,000.00 ~~672~~637.~~12923232~~34123949 0.~~94400334~~88907046 3329.~~84398950~~92506429 0.00000000 B-1 25,766,000.00 ~~989~~987.~~09750097~~23284716 1.~~86465381~~87436195 0.00000000 0.00000000 B-2 2,642,000.00 ~~989~~987.~~09750189~~23284633 1.~~86465556~~87436033 0.00000000 0.00000000 B-3 1,982,000.00 ~~989~~987.~~09750252~~23284561 1.~~86465187~~87436428 0.00000000 0.00000000 B-4 1,322,000.00 ~~989~~987.~~09750378~~23284418 1.~~86465204~~87436460 0.00000000 0.00000000 B-5 660,000.00 ~~989~~987.~~09750000~~23284848 1.~~86465152~~87436364 0.00000000 0.00000000 B-6 1,322,962.23 ~~989~~987.~~09723976~~23241706 1.~~86482270~~87437702 0.00000000 0.00000000 R-I 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000000 0.00000000 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 I-A-1 0.00000000 4028.~~59042636~~90620217 ~~616~~587.~~69906808~~79286591 0.~~61669907~~58779287 4028.~~59042636~~90620217 I-A-2 0.00000000 4028.~~59042637~~90620218 ~~616~~587.~~69906808~~79286590 0.~~61669907~~58779287 4028.~~59042637~~90620218 I-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A-4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-PO 0.00000000 3820.~~13598251~~42008804 ~~662~~642.~~60597639~~18588729 0.~~66260598~~64218589 3820.~~13598251~~42008804 II-A-1 0.00000000 1518.~~22049998~~10558704 ~~634~~616.~~60516888~~49958171 0.~~63460517~~61649958 1518.~~22049998~~10558704 II-A-2 0.00000000 1518.~~22049998~~10558704 ~~634~~616.~~60516888~~49958171 0.~~63460517~~61649958 1518.~~22049998~~10558704 II-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-PO 0.00000000 1015.~~87957778~~31618435 ~~711~~696.~~46562600~~14943722 0.~~71146563~~69614944 1015.~~87957778~~31618435 III-A-1 0.00000000 3430.~~78799283~~81413475 ~~637~~606.~~34123949~~52710473 0.~~63734124~~60652710 3430.~~78799283~~81413475 B-1 0.00000000 1.~~86465381~~87436195 ~~987~~985.~~23284716~~35848521 0.~~98723285~~98535849 1.~~86465381~~87436195 B-2 0.00000000 1.~~86465556~~87436033 ~~987~~985.~~23284633~~35848600 0.~~98723285~~98535849 1.~~86465556~~87436033 B-3 0.00000000 1.~~86465187~~87436428 ~~987~~985.~~23284561~~35848638 0.~~98723285~~98535849 1.~~86465187~~87436428 B-4 0.00000000 1.~~86465204~~87436460 ~~987~~985.~~23284418~~35848714 0.~~98723284~~98535849 1.~~86465204~~87436460 B-5 0.00000000 1.~~86465152~~87436364 ~~987~~985.~~23284848~~35848485 0.~~98723285~~98535848 1.~~86465152~~87436364 B-6 0.00000000 1.~~86482270~~87437702 ~~987~~985.~~23241706~~35804004 0.~~98723242~~98535804 1.~~86482270~~87437702 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 I-A-1 537,760,000.00 6.00000% ~~353~~331,~~463~~636,~~998~~090.5385 1,~~767~~658,~~319~~180.9945 0.00 0.00 I-A-2 322,656,000.00 12.~~85000~~01500% ~~212~~198,~~078~~981,~~399~~654.1251 ~~326~~334,~~954~~123.2036 0.00 0.00 I-A-3 0.00 65.~~10000~~93500% ~~212~~198,~~078~~981,~~399~~654.1251 1984,~~078,065~~130.2010 0.00 0.00 I-A-4 0.00 0.05000% ~~212~~198,~~078~~981,~~399~~654.1251 8,~~836~~290.6090 0.00 0.00 I-X 0.00 0.~~46145~~46333% ~~419~~392,~~096~~655,~~264~~840.3701 ~~161~~151,~~161~~606.7963 0.00 0.00 I-PO 9,368,323.47 0.00000% 6,~~564~~207,~~777~~507.3412 0.00 0.00 0.00 II-A-1 77,363,000.00 5.00000% 5049,~~272~~094,~~463~~959.2168 ~~209~~204,~~468~~562.6033 0.00 0.00 II-A-2 77,363,000.00 12.~~85000~~01500% 5049,~~272~~094,~~463~~959.2168 7782,~~503~~438.3862 0.00 0.00 II-A-3 0.00 65.~~15000~~98500% 5049,~~272~~094,~~463~~959.2168 ~~257~~244,~~646~~861.3711 0.00 0.00 II-X 0.00 0.~~31040~~31033% 6866,~~499~~687,~~917~~171.2008 17,~~718~~245.7372 0.00 0.00 II-PO 2,256,643.64 0.00000% 1,~~630~~605,~~075~~524.7138 0.00 0.00 0.00 III-A-1 260,850,000.00 7.~~02180~~02125% ~~175~~166,~~324~~250,~~910~~462.2532 1972,~~025,913~~738.6249 0.00 0.00 B-1 25,766,000.00 6.~~77553~~77558% 25,~~485~~437,~~086~~041.2154 143,~~895~~625.7769 0.00 0.00 B-2 2,642,000.00 6.~~77553~~77558% 2,~~613~~608,~~195~~269.6018 14,~~754~~727.8212 0.00 0.00 B-3 1,982,000.00 6.~~77553~~77558% 1,~~960~~956,~~391~~695.2550 11,~~068~~048.9113 0.00 0.00 B-4 1,322,000.00 6.~~77553~~77558% 1,~~307~~305,~~586~~121.9082 7,~~382~~369.9914 0.00 0.00 B-5 660,000.00 6.~~77553~~77558% ~~652~~651,~~804~~573.3568 3,~~685~~678.9199 0.00 0.00 B-6 1,322,962.23 6.~~77553~~77558% 1,~~308~~306,~~538~~071.2920 7,~~388~~374.3750 0.00 0.00 R-I 50.00 6.75000% 0.00 0.00 0.00 0.00 R-II 50.00 6.75000% 0.00 0.00 0.00 0.00 R-III 50.00 6.75000% 0.00 0.00 0.00 0.00 Totals 1,321,312,079.34 54,~~118~~846,~~765~~001.2528 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 I-A-1 064.0072 0.00 1,~~767~~658,~~319~~115.9573 0.00 ~~331~~316,~~636~~091,~~090~~491.8557 I-A-2 013.0004 0.00 ~~326~~334,~~954~~110.1932 0.00 ~~198~~189,~~981,~~654,894.5194 I-A-3 038.0041 0.00 1984,~~078,065~~091.1769 0.00 ~~198~~189,~~981,~~654,894.5194 I-A-4 0.0032 0.00 8,~~836~~290.6058 0.00 ~~198~~189,~~981,~~654,894.5194 I-X 05.0092 0.00 ~~161~~151,~~161~~600.7971 0.00 ~~392~~372,~~655~~914,~~840~~039.0140 I-PO 0.00 0.00 0.00 0.00 6,~~207~~016,~~507~~205.12 II-A-1 08.0048 0.00 ~~209~~204,~~468~~553.5985 0.00 4947,~~094~~694,~~959~~257.6814 II-A-2 03.0042 0.00 7782,~~503~~435.3820 0.00 4947,~~094~~694,~~959~~257.6814 II-A-3 010.0015 0.00 ~~257~~244,~~646~~850.3796 0.00 4947,~~094~~694,~~959~~257.6814 II-X 0.0071 0.00 17,~~718~~245.7300 0.00 6664,~~687~~389,~~171~~560.0911 II-PO 0.00 0.00 0.00 0.00 1,~~605~~570,~~524~~961.3820 III-A-1 037.0091 0.00 1972,~~025,913~~700.6058 0.00 ~~166~~158,~~250~~212,~~462~~595.3227 B-1 05.0080 0.00 143,~~895~~619.7789 0.00 25,~~437~~388,~~041~~746.5473 B-2 0.0059 0.00 14,~~754~~726.8253 0.00 2,~~608~~603,~~269~~317.1812 B-3 0.0045 0.00 11,~~068~~047.9168 0.00 1,~~956~~952,~~695~~980.5052 B-4 0.0030 0.00 7,~~382~~368.9984 0.00 1,~~305~~302,~~121~~643.8292 B-5 0.0015 0.00 3,~~685~~678.9185 0.00 ~~651~~650,~~573~~336.6860 B-6 0.0030 0.00 7,~~388~~374.3720 0.00 1,~~306~~303,~~071~~591.2047 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 112,~~410~~851.8918 0.00 0.00 Totals 0190.0067 0.00 54,~~130~~848,~~176~~661.0379 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 I-A-1 537,760,000.00 6.00000% ~~657~~616.~~28949444~~69906808 3.~~28644747~~08349533 0.00000000 0.00000000 I-A-2 322,656,000.00 12.~~85000~~01500% ~~657~~616.~~28949445~~69906808 1.~~01332131~~03554051 0.00000000 0.00000000 I-A-3 0.00 65.~~10000~~93500% ~~657~~616.~~28949445~~69906808 3.~~34122161~~05009081 0.00000000 0.00000000 I-A-4 0.00 0.05000% ~~657~~616.~~28949445~~69906808 0.~~02738706~~02569579 0.00000000 0.00000000 I-X 0.00 0.~~46145~~46333% ~~657~~616.~~85951105~~35571796 0.~~25297724~~23797841 0.00000000 0.00000000 I-PO 9,368,323.47 0.00000% ~~700~~662.~~74195890~~60597639 0.00000000 0.00000000 0.00000000 II-A-1 77,363,000.00 5.00000% ~~649~~634.~~82566873~~60516888 2.~~70760700~~64418818 0.00000000 0.00000000 II-A-2 77,363,000.00 12.~~85000~~01500% ~~649~~634.~~82566873~~60516888 1.~~00181456~~06560785 0.00000000 0.00000000 II-A-3 0.00 65.~~15000~~98500% ~~649~~634.~~82566873~~60516888 3.~~33035650~~16509326 0.00000000 0.00000000 II-X 0.00 0.~~31040~~31033% ~~645~~628.~~86055549~~76883825 0.~~16706340~~16260356 0.00000000 0.00000000 II-PO 2,256,643.64 0.00000% ~~722~~711.~~34520378~~46562600 0.00000000 0.00000000 0.00000000 III-A-1 260,850,000.00 7.~~02180~~02125% ~~672~~637.~~12923232~~34123949 3.~~93296385~~72911056 0.00000000 0.00000000 B-1 25,766,000.00 6.~~77553~~77558% ~~989~~987.~~09750097~~23284716 5.~~58471513~~57423310 0.00000000 0.00000000 B-2 2,642,000.00 6.~~77553~~77558% ~~989~~987.~~09750189~~23284633 5.~~58471612~~57423164 0.00000000 0.00000000 B-3 1,982,000.00 6.~~77553~~77558% ~~989~~987.~~09750252~~23284561 5.~~58471746~~57423310 0.00000000 0.00000000 B-4 1,322,000.00 6.~~77553~~77558% ~~989~~987.~~09750378~~23284418 5.~~58471256~~57423601 0.00000000 0.00000000 B-5 660,000.00 6.~~77553~~77558% ~~989~~987.~~09750000~~23284848 5.~~58471212~~57422727 0.00000000 0.00000000 B-6 1,322,962.23 6.~~77553~~77558% ~~989~~987.~~09723976~~23241706 5.~~58471726~~57423321 0.00000000 0.00000000 R-I 50.00 6.75000% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 6.75000% 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 6.75000% 0.00000000 0.00000000 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 I-A-1 0.~~00000000~~00012035 0.00000000 3.~~28644739~~08337498 0.00000000 ~~616~~587.~~69906808~~79286591 I-A-2 0.~~00000000~~00004041 0.00000000 1.~~01332128~~03550010 0.00000000 ~~616~~587.~~69906808~~79286590 I-A-3 0.~~00000000~~00011904 0.00000000 3.~~34122152~~04997177 0.00000000 ~~616~~587.~~69906808~~79286590 I-A-4 0.~~00000000~~00000099 0.00000000 0.~~02738706~~02569480 0.00000000 ~~616~~587.~~69906808~~79286590 I-X 0.~~00000000~~00000929 0.00000000 0.~~25297724~~23796912 0.00000000 ~~616~~585.~~35571796~~36682018 I-PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~662~~642.~~60597639~~18588729 II-A-1 0.~~00000000~~00010961 0.00000000 2.~~70760687~~64407856 0.00000000 ~~634~~616.~~60516888~~49958171 II-A-2 0.~~00000000~~00004421 0.00000000 1.~~00181456~~06556364 0.00000000 ~~634~~616.~~60516888~~49958171 II-A-3 0.~~00000000~~00013120 0.00000000 3.~~33035650~~16496206 0.00000000 ~~634~~616.~~60516888~~49958171 II-X 0.~~00000000~~00000669 0.00000000 0.~~16706340~~16259677 0.00000000 ~~628~~607.~~76883834~~10550845 II-PO 0.00000000 0.00000000 0.00000000 0.00000000 ~~711~~696.~~46562600~~14943722 III-A-1 0.~~00000000~~00014533 0.00000000 3.~~93296377~~72896523 0.00000000 ~~637~~606.~~34123949~~52710473 B-1 0.~~00000000~~00022510 0.00000000 5.~~58471513~~57400800 0.00000000 ~~987~~985.~~23284716~~35848521 B-2 0.~~00000000~~00022332 0.00000000 5.~~58471612~~57400833 0.00000000 ~~987~~985.~~23284633~~35848600 B-3 0.~~00000000~~00022704 0.00000000 5.~~58471746~~57400605 0.00000000 ~~987~~985.~~23284561~~35848638 B-4 0.~~00000000~~00022693 0.00000000 5.~~58471256~~57400908 0.00000000 ~~987~~985.~~23284418~~35848714 B-5 0.~~00000000~~00022727 0.00000000 5.~~58471212~~57401515 0.00000000 ~~987~~985.~~23284848~~35848485 B-6 0.~~00000000~~00022676 0.00000000 5.~~58471726~~57400645 0.00000000 ~~987~~985.~~23241706~~35804004 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 ~~228217~~57023.~~80000000~~60000000 0.00000000 0.00000000 (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 ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 5241,~~199~~004,~~032~~941.6999 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) ~~421~~439,~~178~~462.6644 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 5241,~~620~~444,~~211~~404.3543 Withdrawals Reimbursement for Servicer Advances ~~506~~421,~~579~~178.6266 Payment of Service Fee ~~184~~174,~~697~~911.1928 Payment of Interest and Principal 5140,~~928~~848,~~934~~314.5449 Total Withdrawals (Pool Distribution Amount) 5241,~~620~~444,~~211~~404.3543 Ending Balance 0.00

PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0190.0067 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0190.0067

SERVICING FEES Gross Servicing Fee ~~184~~174,~~697~~911.1928 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~184~~174,~~697~~911.1928

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 2122 0 0 2122 5,~~709~~710,~~535~~153.0773 0.00 0.00 5,~~709~~710,~~535~~153.0773 30 Days 9695 4 0 0 ~~100~~99 2830,~~272~~028,~~522~~851.7734 ~~689~~1,~~346~~063,032.8525 0.00 0.00 2831,~~961~~091,~~869~~883.6259 60 Days 3336 30 0 0 36 11,~~538~~338,~~683~~529.3312 ~~901,714~~0.9700 0.00 0.00 1211,~~440~~338,~~398~~529.3012 90 Days 914 01 31 0 1216 24,~~719~~977,~~809~~114.7396 0312,265.0031 ~~867~~475,~~047~~656.1178 0.00 35,~~586~~765,~~856~~037.8405 120 Days 3 1 53 0 97 1,~~091~~034,~~500~~394.4244 470,~~909~~356.1828 1867,~~657,309~~047.3111 0.00 32,~~219~~371,~~718~~797.9183 150 Days 01 0 64 0 65 0510,419.0076 0.00 21,~~083~~349,~~503~~207.4481 0.00 21,~~083~~859,~~503~~627.4457 180+ Days 21 4 910 23 1718 ~~666~~294,~~375~~652.2059 1,~~325~~297,~~223~~637.5643 34,~~940~~317,~~848~~275.0688 ~~337~~792,~~881~~118.7988 6,~~270~~701,~~328~~684.6178 Totals ~~143~~150 3332 2318 23 ~~201~~203 4448,~~288~~183,~~891~~962.4521 98,~~096~~853,~~729~~445.6300 87,~~548~~009,~~707~~187.9258 ~~337~~792,~~881~~118.7988 6264,~~272~~838,~~210~~713.7967 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 01.~~918233~~001821% 0.000000% 0.000000% 01.~~918233~~001821% 0.~~681777~~712459% 0.000000% 0.000000% 0.~~681777~~712459% 30 Days 4.~~197639~~326047% 0.~~174902~~182149% 0.000000% 0.000000% 4.~~372540~~508197% 3.~~376031~~746718% 0.~~082315~~132635% 0.000000% 0.000000% 3.~~458346~~879353% 60 Days 1.~~442938~~639344% 0.~~131176~~000000% 0.000000% 0.000000% 1.~~574115~~639344% 1.~~377838~~414715% 0.~~107674~~000000% 0.000000% 0.000000% 1.~~485512~~414715% 90 Days 0.~~393529~~637523% 0.~~000000~~045537% 0.~~131176~~045537% 0.000000% 0.~~524705~~728597% 0.~~324773~~620998% 0.~~000000~~038962% 0.~~103534~~059348% 0.000000% 0.~~428308~~719307% 120 Days 0.~~131176~~136612% 0.~~043725~~045537% 0.~~218627~~136612% 0.000000% 0.~~393529~~318761% 0.~~130336~~129062% 0.~~056231~~058687% 0.~~197900~~108182% 0.000000% 0.~~384468~~295931% 150 Days 0.~~000000~~045537% 0.000000% 0.~~262352~~182149% 0.000000% 0.~~262352~~227687% 0.~~000000~~063685% 0.000000% 0.~~248792~~168341% 0.000000% 0.~~248792~~232027% 180+ Days 0.~~087451~~045537% 0.~~174902~~182149% 0.~~393529~~455373% 0.~~087451~~136612% 0.~~743332~~819672% 0.~~079572~~036764% 0.~~158245~~161907% 0.~~470578~~538669% 0.~~040347~~098833% 0.~~748742~~836173% Totals 6.~~252733~~830601% 1.~~442938~~457195% 10.~~005684~~819672% 0.~~087451~~136612% 89.~~788806~~244080% 56.~~288550~~011942% 1.~~086243~~104650% 10.~~020804~~874540% 0.~~040347~~098833% 78.~~435944~~089965%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I 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 10 0 0 10 3,~~055~~052,~~537~~309.0523 0.00 0.00 3,~~055~~052,~~537~~309.0523 30 Days 5054 12 0 0 5156 1618,~~750~~628,~~487~~311.1036 ~~230~~520,~~683~~567.7553 0.00 0.00 1619,~~981~~148,~~170~~878.8589 60 Days 2322 20 0 0 2522 87,~~262~~783,~~853~~577.9260 ~~602,948~~0.0400 0.00 0.00 87,~~865~~783,~~801~~577.9660 90 Days 79 01 01 0 711 23,~~249~~338,~~989~~581.5916 0312,265.0031 0475,656.0078 0.00 24,~~249~~126,~~989~~503.5925 120 Days 23 1 30 0 64 ~~869~~1,~~201~~034,394.9844 470,~~909~~356.1828 ~~1,107,425~~0.9600 0.00 21,~~447~~504,~~537~~750.1272 150 Days 01 0 3 0 34 0510,419.0076 0.00 1,~~183~~058,~~752~~552.5367 0.00 1,~~183~~568,~~752~~972.5343 180 Days 10 32 67 12 11 ~~371,722~~0.6100 1830,~~169,356~~771.5428 3,~~140~~417,~~226~~524.0697 58513,~~914~~151.0413 4,~~740~~761,~~219~~447.2538 Totals 8389 1716 1211 12 ~~113~~118 2831,~~504~~295,~~255~~284.2032 5,~~529~~186,~~434~~269.5663 54,~~431~~951,~~404~~734.5542 58513,~~914~~151.0413 3941,~~524~~946,~~008~~439.3550 0-29 Days 0.~~688705~~719424% 0.000000% 0.000000% 0.~~688705~~719424% 0.~~545596~~570581% 0.000000% 0.000000% 0.~~545596~~570581% 30 Days 3.~~443526~~884892% 0.~~068871~~143885% 0.000000% 0.000000% 34.~~512397~~028777% 23.~~990966~~482267% 0.~~041191~~097312% 0.000000% 0.000000% 3.~~032157~~579579% 60 Days 1.~~584022~~582734% 0.~~137741~~000000% 0.000000% 0.000000% 1.~~721763~~582734% 1.~~475415~~455016% 0.~~107662~~000000% 0.000000% 0.000000% 1.~~583077~~455016% 90 Days 0.~~482094~~647482% 0.~~000000~~071942% 0.~~000000~~071942% 0.000000% 0.~~482094~~791367% 0.~~401758~~624095% 0.~~000000~~058373% 0.~~000000~~088916% 0.000000% 0.~~401758~~771384% 120 Days 0.~~137741~~215827% 0.~~068871~~071942% 0.~~206612~~000000% 0.000000% 0.~~413223~~287770% 0.~~155205~~193364% 0.~~084086~~087926% 0.~~197742~~000000% 0.000000% 0.~~437032~~281289% 150 Days 0.~~000000~~071942% 0.000000% 0.~~206612~~215827% 0.000000% 0.~~206612~~287770% 0.~~000000~~095415% 0.000000% 0.~~211371~~197880% 0.000000% 0.~~211371~~293294% 180 Days 0.~~068871~~000000% 0.~~206612~~143885% 0.~~413223~~503597% 0.~~068871~~143885% 0.~~757576~~791367% 0.~~066375~~000000% 0.~~208800~~155299% 0.~~560719~~638852% 0.~~010520~~095925% 0.~~846413~~890077% Totals 56.~~716253~~402878% 1.~~170799~~151079% 0.~~826446~~791367% 0.~~068871~~143885% 78.~~782369~~489209% 5.~~089718~~850156% 0.~~987335~~969491% 0.~~969831~~925648% 0.~~010520~~095925% 7.~~057404~~841220% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II 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 2 0 0 2 ~~391~~389,~~981~~596.1797 0.00 0.00 ~~391~~389,~~981~~596.1797 30 Days 96 0 0 0 96 21,~~141~~877,~~386~~862.7251 0.00 0.00 0.00 21,~~141~~877,~~386~~862.7251 60 Days 2 0 0 0 2 ~~559~~556,~~459~~631.1790 0.00 0.00 0.00 ~~559~~556,~~459~~631.1790 90 Days 01 0 0 0 01 0220,149.0007 0.00 0.00 0.00 0220,149.0007 120 Days 10 0 0 0 10 ~~222,298~~0.4400 0.00 0.00 0.00 ~~222,298~~0.4400 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 129 2 0 0 1411 2,~~923~~654,~~144~~643.3348 ~~391~~389,~~981~~596.1797 0.00 0.00 3,~~315~~044,~~125~~240.5045 0-29 Days 0.~~581395~~593472% 0.000000% 0.000000% 0.~~581395~~593472% 0.~~376294~~384492% 0.000000% 0.000000% 0.~~376294~~384492% 30 Days 21.~~616279~~780415% 0.000000% 0.000000% 0.000000% 21.~~616279~~780415% 21.~~055686~~853256% 0.000000% 0.000000% 0.000000% 21.~~055686~~853256% 60 Days 0.~~581395~~593472% 0.000000% 0.000000% 0.000000% 0.~~581395~~593472% 0.~~537069~~549338% 0.000000% 0.000000% 0.000000% 0.~~537069~~549338% 90 Days 0.~~000000~~296736% 0.000000% 0.000000% 0.000000% 0.~~000000~~296736% 0.~~000000~~217264% 0.000000% 0.000000% 0.000000% 0.~~000000~~217264% 120 Days 0.~~290698~~000000% 0.000000% 0.000000% 0.000000% 0.~~290698~~000000% 0.~~213402~~000000% 0.000000% 0.000000% 0.000000% 0.~~213402~~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 32.~~488372~~670623% 0.~~581395~~593472% 0.000000% 0.000000% 43.~~069767~~264095% 2.~~806157~~619858% 0.~~376294~~384492% 0.000000% 0.000000% 3.~~182451~~004350% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III 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 910 0 0 910 2,~~262~~268,~~016~~247.8553 0.00 0.00 2,~~262~~268,~~016~~247.8553 30 Days 3735 32 0 0 4037 9,~~380~~522,~~648~~677.9547 ~~458~~542,~~663~~464.1072 0.00 0.00 910,~~839~~065,~~312~~142.0519 60 Days 812 10 0 0 912 2,~~716~~998,~~370~~319.2462 ~~298,766~~0.9300 0.00 0.00 32,~~015~~998,~~137~~319.1762 90 Days 24 0 30 0 54 ~~469~~1,~~820~~418,384.1473 0.00 ~~867,047~~0.1100 0.00 1,~~336~~418,~~867~~384.2573 120 Days 0 0 23 0 23 0.00 0.00 ~~549~~867,~~883~~047.3511 0.00 ~~549~~867,~~883~~047.3511 150 Days 0 0 31 0 31 0.00 0.00 ~~899~~290,~~750~~655.9114 0.00 ~~899~~290,~~750~~655.9114 180 Days 1 12 3 1 67 294,652.59 ~~155~~466,~~867~~866.0215 ~~800~~899,~~622~~750.0091 278,967.75 1,~~530~~940,~~109~~237.3640 Totals 4852 14 117 1 74 1214,~~861~~234,~~491~~034.9241 3,~~175~~277,~~313~~578.9040 32,~~117~~057,~~303~~453.3716 278,967.75 19,~~433~~848,~~076~~033.9472 0-29 Days 12.~~832994~~132196% 0.000000% 0.000000% 12.~~832994~~132196% 1.~~305685~~373070% 0.000000% 0.000000% 1.~~305685~~373070% 30 Days 7.~~535642~~462687% 0.~~610998~~426439% 0.000000% 0.000000% 87.~~146640~~889126% 5.~~414715~~764497% 0.~~264750~~328378% 0.000000% 0.000000% 56.~~679465~~092875% 60 Days 12.~~629328~~558635% 0.~~203666~~000000% 0.000000% 0.000000% 12.~~832994~~558635% 1.~~567948~~815015% 0.~~172455~~000000% 0.000000% 0.000000% 1.~~740403~~815015% 90 Days 0.~~407332~~852878% 0.000000% 0.~~610998~~000000% 0.000000% 10.~~018330~~852878% 0.~~271190~~858611% 0.000000% 0.~~500478~~000000% 0.000000% 0.~~771669~~858611% 120 Days 0.000000% 0.000000% 0.~~407332~~639659% 0.000000% 0.~~407332~~639659% 0.000000% 0.000000% 0.~~317405~~524862% 0.000000% 0.~~317405~~524862% 150 Days 0.000000% 0.000000% 0.~~610998~~213220% 0.000000% 0.~~610998~~213220% 0.000000% 0.000000% 0.~~519356~~175946% 0.000000% 0.~~519356~~175946% 180 Days 0.~~203666~~213220% 0.~~203666~~426439% 0.~~610998~~639659% 0.~~203666~~213220% 1.~~221996~~492537% 0.~~170080~~178366% 0.~~089970~~282615% 0.~~462136~~544659% 0.~~161026~~168871% 01.~~883212~~174511% Totals 911.~~775967~~087420% 2.~~851324~~985075% 21.~~240326~~492537% 0.~~203666~~213220% 15.~~071283~~778252% 78.~~423933~~616490% 1.~~832860~~984063% 1.~~799375~~245467% 0.~~161026~~168871% 1112.~~217195~~014891%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance ~~421~~439,~~178~~462.6644

CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.00756823% 100,000.00 0.~~01195978~~01249787% Fraud 13,213,120.79 1.00000000% 13,213,120.79 1.~~58025989~~65135879% Special Hazard 13,213,121.00 1.00000002% 13,213,121.00 1.~~58025992~~65135882% Limit of Subordinate's Exposure to Certain Types of Losses

COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 7.~~207956~~205880% Weighted Average Pass-Through Rate 6.~~956934~~954852% Weighted Average Maturity(Stepdown Calculation ) ~~285~~284 Beginning Scheduled Collateral Loan Count 2,~~411~~287 Number Of Loans Paid In Full ~~124~~91 Ending Scheduled Collateral Loan Count 2,~~287~~196 Beginning Scheduled Collateral Balance ~~882~~836,~~934~~135,~~690~~931.0646 Ending Scheduled Collateral Balance ~~836~~800,~~135~~136,~~931~~278.4675 Ending Actual Collateral Balance at 31-~~Jul~~Aug-2004 ~~837~~801,~~448~~470,~~641~~907.8510 Monthly P &I Constant 6,~~976~~636,~~449~~338.9267 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 5140,~~284~~368,~~695~~808.7867 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans ~~836~~800,~~135~~136,~~931~~278.4675 Scheduled Principal 1,~~672~~615,~~987~~426.6710 Unscheduled Principal 4534,~~125~~384,~~770~~226.6159

Group Level Collateral Statement Group Group I Group II Group III Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 7.~~251835~~251467 6.~~850506~~848904 7.~~272986~~272500 Weighted Average Net Rate 7.~~000681~~000317 6.~~600506~~598905 7.~~021799~~021251 Weighted Average Maturity ~~308~~307 ~~124~~123 ~~303~~302 Beginning Loan Count 1,~~540~~452 ~~352~~344 ~~519~~491 Loans Paid In Full 8862 87 2822 Ending Loan Count 1,~~452~~390 ~~344~~337 ~~491~~469 Beginning Scheduled Balance ~~594~~559,~~708~~399,~~672~~669.5340 ~~106~~103,~~131~~725,~~596~~796.0527 ~~182~~173,~~094~~010,~~421~~465.4879 Ending scheduled Balance ~~559~~534,~~399~~309,~~669~~465.4036 ~~103~~100,~~725~~863,~~796~~644.2764 ~~173~~164,~~010~~963,~~465~~168.7975 Record Date 0708/31/2004 0708/31/2004 0708/31/2004 Principal And Interest Constant 4,~~307~~063,~~581~~922.8907 1,~~309~~282,~~475~~557.1312 1,~~359~~289,~~392~~859.9048 Scheduled Principal ~~713~~683,~~640~~531.8165 ~~703~~690,~~595~~550.8343 ~~255~~241,~~751~~344.0302 Unscheduled Principal 3424,~~595~~406,~~362~~672.0038 12,~~702~~171,~~203~~601.9519 87,~~828~~805,~~204~~953.6602 Scheduled Interest 3,~~593~~380,~~941~~390.1442 ~~605~~592,~~879~~006.3069 1,~~103~~048,~~641~~515.8746 Servicing Fees ~~124~~117,~~469~~077.8791 2221,~~110~~609.7549 3836,~~116~~223.5788 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 3,~~469~~263,~~471~~312.2751 ~~583~~570,~~768~~397.5520 1,~~065~~012,~~525~~291.3058 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 7.~~000681~~000317 6.~~600506~~598904 7.~~021799~~021251

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed Weighted Average Coupon Rate 7.~~207956~~205880 Weighted Average Net Rate 6.~~956934~~954852 Weighted Average Maturity ~~285~~284 Beginning Loan Count 2,~~411~~287 Loans Paid In Full ~~124~~91 Ending Loan Count 2,~~287~~196 Beginning Scheduled Balance ~~882~~836,~~934~~135,~~690~~931.0646 Ending scheduled Balance ~~836~~800,~~135~~136,~~931~~278.4675 Record Date 0708/31/2004 Principal And Interest Constant 6,~~976~~636,~~449~~338.9267 Scheduled Principal 1,~~672~~615,~~987~~426.6710 Unscheduled Principal 4534,~~125~~384,~~770~~226.6159 Scheduled Interest 5,~~303~~020,~~462~~912.3157 Servicing Fees ~~184~~174,~~697~~911.1928 Master Servicing Fees 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 54,~~118~~846,~~765~~001.1229 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~956934~~954852

Miscellaneous Reporting Group Group I Average Loss Severity % Group I 0.000000% Subordinate Percentage Group I 34.~~842852~~080755% Subordinate Prep Percentage Group I 0.000000% Senior Prep Percentage Group I 100.000000% Senior Percentage Group I 9695.~~157148~~919245% Group Group II Average Loss Severity % Group II 0.000000% Subordinate Percentage Group II 3.~~786159~~848749% Subordinate Prep Percentage Group II 0.000000% Senior Prep Percentage Group II 100.000000% Senior Percentage Group II 96.~~213841~~151251% Group Group III Average Loss Severity % Group III 0.000000% Subordinate Percentage Group III 3.~~717583~~907280% Subordinate Prep Percentage Group III 0.000000% Senior Prep Percentage Group III 100.000000% Senior Percentage Group III 96.~~282417~~092720%

Filing Compare · Prime 2004-CL1