-----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, NEH3B+t1vNa1lhHgaTuvqqzzjkItUQXotqOkpTSD8XgjiHI71iKCVw/oL3PUFwUR zsg2JVMHY416VVEzMORq+g== 0001056404-04-002920.txt : 20040903 0001056404-04-002920.hdr.sgml : 20040903 20040903123358 ACCESSION NUMBER: 0001056404-04-002920 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 DATE AS OF CHANGE: 20040903 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO ASSET SEC CORP MORT PASS THR CERTS 2004-A CENTRAL INDEX KEY: 0001276355 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-110283-10 FILM NUMBER: 041015936 BUSINESS ADDRESS: STREET 1: 7485 NEW HORIZON WAY CITY: FREDERICK STATE: MD ZIP: 21703 8-K 1 wfm0400a.txt AUGUST 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): August 25, 2004 WELLS FARGO ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2004-A Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110283-10 54-2144719 Pooling and Servicing Agreement) (Commission IRS EIN (State or other File Number) 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 August 25, 2004 a distribution was made to holders of WELLS FARGO ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certificates, Series 2004-A 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-A Trust, relating to the August 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. WELLS FARGO ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2004-A Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/1/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A Trust, relating to the August 25, 2004 distribution. EX-99.1
Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 WFMBS Series: 2004-A Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 Telephone: (301) 815-6600 Fax: (301) 815-6600 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A-1 94980FAA1 SEN 4.99941% 393,938,361.09 1,640,861.59 4,198,277.60 A-R 94980FAB9 SEN 5.00046% 0.00 0.00 0.00 B-1 94980FAC7 SUB 4.99941% 5,699,992.16 23,742.03 6,950.64 B-2 94980FAD5 SUB 4.99941% 3,087,330.25 12,859.58 3,764.73 B-3 94980FAE3 SUB 4.99941% 1,424,998.04 5,935.51 1,737.66 B-4 94980FAF0 SUB 4.99941% 1,187,663.87 4,946.95 1,448.25 B-5 94980FAG8 SUB 4.99941% 949,336.67 3,954.25 1,157.63 B-6 94980FAH6 SUB 4.99941% 713,597.21 2,972.33 870.17 Totals 407,001,279.29 1,695,272.24 4,214,206.68
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 389,740,083.50 5,839,139.19 0.00 A-R 0.00 0.00 0.00 0.00 B-1 0.00 5,693,041.53 30,692.67 0.00 B-2 0.00 3,083,565.53 16,624.31 0.00 B-3 0.00 1,423,260.38 7,673.17 0.00 B-4 0.00 1,186,215.62 6,395.20 0.00 B-5 0.00 948,179.04 5,111.88 0.00 B-6 0.00 712,727.04 3,842.50 0.00 Totals 0.00 402,787,072.64 5,909,478.92 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) A-1 465,186,000.00 393,938,361.09 480,372.92 3,717,904.68 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 B-1 5,740,000.00 5,699,992.16 6,950.64 0.00 0.00 0.00 B-2 3,109,000.00 3,087,330.25 3,764.73 0.00 0.00 0.00 B-3 1,435,000.00 1,424,998.04 1,737.66 0.00 0.00 0.00 B-4 1,196,000.00 1,187,663.87 1,448.25 0.00 0.00 0.00 B-5 956,000.00 949,336.67 1,157.63 0.00 0.00 0.00 B-6 718,605.90 713,597.21 870.17 0.00 0.00 0.00 Totals 478,340,705.90 407,001,279.29 496,302.00 3,717,904.68 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 A-1 4,198,277.60 389,740,083.50 0.83781559 4,198,277.60 A-R 0.00 0.00 0.00000000 0.00 B-1 6,950.64 5,693,041.53 0.99181908 6,950.64 B-2 3,764.73 3,083,565.53 0.99181908 3,764.73 B-3 1,737.66 1,423,260.38 0.99181908 1,737.66 B-4 1,448.25 1,186,215.62 0.99181908 1,448.25 B-5 1,157.63 948,179.04 0.99181908 1,157.63 B-6 870.17 712,727.04 0.99181908 870.17 Totals 4,214,206.68 402,787,072.64 0.84205059 4,214,206.68
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 465,186,000.00 846.84053495 1.03264698 7.99229702 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 5,740,000.00 993.02999303 1.21091289 0.00000000 0.00000000 B-2 3,109,000.00 993.02999357 1.21091348 0.00000000 0.00000000 B-3 1,435,000.00 993.02999303 1.21091289 0.00000000 0.00000000 B-4 1,196,000.00 993.02999164 1.21091137 0.00000000 0.00000000 B-5 956,000.00 993.02998954 1.21091004 0.00000000 0.00000000 B-6 718,605.90 993.02999043 1.21091408 0.00000000 0.00000000 (2) 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 A-1 0.00000000 9.02494400 837.81559097 0.83781559 9.02494400 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.21091289 991.81908188 0.99181908 1.21091289 B-2 0.00000000 1.21091348 991.81908331 0.99181908 1.21091348 B-3 0.00000000 1.21091289 991.81908014 0.99181908 1.21091289 B-4 0.00000000 1.21091137 991.81908027 0.99181908 1.21091137 B-5 0.00000000 1.21091004 991.81907950 0.99181908 1.21091004 B-6 0.00000000 1.21091408 991.81907635 0.99181908 1.21091408 (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 A-1 465,186,000.00 4.99941% 393,938,361.09 1,641,216.80 0.00 0.00 A-R 100.00 5.00046% 0.00 0.00 0.00 0.00 B-1 5,740,000.00 4.99941% 5,699,992.16 23,747.17 0.00 0.00 B-2 3,109,000.00 4.99941% 3,087,330.25 12,862.36 0.00 0.00 B-3 1,435,000.00 4.99941% 1,424,998.04 5,936.79 0.00 0.00 B-4 1,196,000.00 4.99941% 1,187,663.87 4,948.02 0.00 0.00 B-5 956,000.00 4.99941% 949,336.67 3,955.10 0.00 0.00 B-6 718,605.90 4.99941% 713,597.21 2,972.97 0.00 0.00 Totals 478,340,705.90 1,695,639.21 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 A-1 355.20 0.00 1,640,861.59 0.00 389,740,083.50 A-R 0.00 0.00 0.00 0.00 0.00 B-1 5.14 0.00 23,742.03 0.00 5,693,041.53 B-2 2.78 0.00 12,859.58 0.00 3,083,565.53 B-3 1.28 0.00 5,935.51 0.00 1,423,260.38 B-4 1.07 0.00 4,946.95 0.00 1,186,215.62 B-5 0.86 0.00 3,954.25 0.00 948,179.04 B-6 0.64 0.00 2,972.33 0.00 712,727.04 Totals 366.97 0.00 1,695,272.24 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall A-1 465,186,000.00 4.99941% 846.84053495 3.52808726 0.00000000 0.00000000 A-R 100.00 5.00046% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 5,740,000.00 4.99941% 993.02999303 4.13713763 0.00000000 0.00000000 B-2 3,109,000.00 4.99941% 993.02999357 4.13713734 0.00000000 0.00000000 B-3 1,435,000.00 4.99941% 993.02999303 4.13713589 0.00000000 0.00000000 B-4 1,196,000.00 4.99941% 993.02999164 4.13714047 0.00000000 0.00000000 B-5 956,000.00 4.99941% 993.02998954 4.13713389 0.00000000 0.00000000 B-6 718,605.90 4.99941% 993.02999043 4.13713553 0.00000000 0.00000000 (5) 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 A-1 0.00076357 0.00000000 3.52732367 0.00000000 837.81559097 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00089547 0.00000000 4.13624216 0.00000000 991.81908188 B-2 0.00089418 0.00000000 4.13624317 0.00000000 991.81908331 B-3 0.00089199 0.00000000 4.13624390 0.00000000 991.81908014 B-4 0.00089465 0.00000000 4.13624582 0.00000000 991.81908027 B-5 0.00089958 0.00000000 4.13624477 0.00000000 991.81907950 B-6 0.00089061 0.00000000 4.13624492 0.00000000 991.81907635 (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 6,069,623.75 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 6,069,623.75 Withdrawals Reimbursement for Servicer Advances 53,970.43 Payment of Service Fee 88,102.27 Payment of Interest and Principal 5,909,478.91 Total Withdrawals (Pool Distribution Amount) 6,051,551.61 Ending Balance 18,072.14
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 431.04 Servicing Fee Support 64.07 Non-Supported Prepayment/Curtailment Interest Shortfall 366.97
SERVICING FEES Gross Servicing Fee 84,775.33 Master Servicing Fee 3,391.01 Supported Prepayment/Curtailment Interest Shortfall 64.07 Net Servicing Fee 88,102.27
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 1 0 0 0 1 342,501.30 0.00 0.00 0.00 342,501.30 60 Days 1 0 0 0 1 347,063.95 0.00 0.00 0.00 347,063.95 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 689,565.25 0.00 0.00 0.00 689,565.25 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 0.117096% 0.000000% 0.000000% 0.000000% 0.117096% 0.084903% 0.000000% 0.000000% 0.000000% 0.084903% 60 Days 0.117096% 0.000000% 0.000000% 0.000000% 0.117096% 0.086034% 0.000000% 0.000000% 0.000000% 0.086034% 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 0.234192% 0.000000% 0.000000% 0.000000% 0.234192% 0.170936% 0.000000% 0.000000% 0.000000% 0.170936%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 92,947.50
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 13,154,605.90 2.75004944% 13,046,989.14 3.23917773% 96.760822% 100.000000% Class B-1 7,414,605.90 1.55006793% 7,353,947.61 1.82576555% 1.413412% 0.000000% Class B-2 4,305,605.90 0.90011280% 4,270,382.08 1.06020833% 0.765557% 0.000000% Class B-3 2,870,605.90 0.60011742% 2,847,121.70 0.70685528% 0.353353% 0.000000% Class B-4 1,674,605.90 0.35008643% 1,660,906.08 0.41235337% 0.294502% 0.000000% Class B-5 718,605.90 0.15022888% 712,727.04 0.17694884% 0.235405% 0.000000% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.176949% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
COLLATERAL STATEMENT Collateral Description 10/1 CMT ARM Weighted Average Gross Coupon 5.259309% Weighted Average Net Coupon 4.999309% Weighted Average Pass-Through Rate 4.999309% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 863 Number Of Loans Paid In Full 9 Ending Scheduled Collateral Loan Count 854 Beginning Scheduled Collateral Balance 407,001,279.31 Ending Scheduled Collateral Balance 402,787,072.64 Ending Actual Collateral Balance at 31-Jul-2004 403,405,397.34 Monthly P &I Constant 2,284,149.70 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 5,839,494.40 Ending scheduled Balance For discounted Loans 402,787,072.64 Scheduled Principal 496,301.99 Unscheduled Principal 3,717,904.68 Unpaid Principal Balance Of Outstanding Mortgage Loans With Original LTV: Less Than Or Equal To 80% 393,158,509.43 Greater Than 80%, less than or equal to 85% 2,937,857.26 Greater than 85%, less than or equal to 95% 6,686,332.62 Greater than 95% 0.00
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