-----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, S1OkkWrp6/se1jqiNTXOMdz3egUidCt1KrHhU6Iw7A3qFa9UHJxx6o3ZhbJv+zWD Udl615vPwOj2F0Fmz1qUcw== 0001056404-04-001396.txt : 20040408 0001056404-04-001396.hdr.sgml : 20040408 20040408152507 ACCESSION NUMBER: 0001056404-04-001396 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040325 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040408 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORTGAGE ASSET SEC TRANS INC MASTR ALT LOAN TRUST 2004 2 CENTRAL INDEX KEY: 0001281915 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-106982-16 FILM NUMBER: 04724826 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal04002_march.txt MARCH 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): March 25, 2004 MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-16 54-2142302 Pooling and Servicing Agreement) (Commission 54-2144767 (State or other File Number) 54-2144768 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) ITEM 5. Other Events On March 25, 2004 a distribution was made to holders of MASTR ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-2 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the March 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. MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-2 Trust 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: 4/6/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the March 25, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 2/29/04 Distribution Date: 3/25/04 MAL Series: 2004-2 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-A1 576434MJ0 SEN 6.50000% 39,820,000.00 215,691.67 953,636.19 2-A1 576434MK7 SEN 6.00000% 89,078,000.00 445,390.00 369,993.26 3-A1 576434ML5 SEN 5.50000% 86,668,000.00 397,228.33 328,818.18 4-A1 576434MM3 SEN 5.00000% 37,530,000.00 156,375.00 317,106.22 5-A1 576434MN1 SEN 6.50000% 22,918,000.00 124,139.17 608,040.97 6-A1 576434MP6 SEN 5.25000% 65,025,000.00 284,484.37 405,286.88 7-A1 576434MQ4 SEN 4.50000% 100,098,000.00 375,367.50 1,460,115.90 8-A1 576434MR2 SEN 1.57000% 21,879,500.00 28,625.68 469,009.37 8-A2 576434MS0 IO 6.43000% 0.00 117,237.65 0.00 8-A3 576434MT8 SEN 5.00000% 109,397,500.00 455,822.92 2,345,046.87 8-A4 576434MU5 SEN 5.50000% 7,831,000.00 35,892.08 0.00 8-A5 576434MV3 SEN 5.50000% 16,207,000.00 74,282.08 0.00 15-PO 576434MW1 PO 0.00000% 3,244,871.00 0.00 15,057.44 30-PO 576434MX9 PO 0.00000% 975,907.00 0.00 1,251.43 1-AX 576434MX9 IO 6.50000% 0.00 11,807.57 0.00 2-AX 576434MZ4 IO 6.00000% 0.00 23,888.12 0.00 3-AX 576434NA8 IO 5.50000% 0.00 20,440.03 0.00 C-AX 576434NB6 IO 5.00000% 0.00 33,624.22 0.00 7-AX 576434NC4 IO 4.50000% 0.00 57,877.73 0.00 8-AX 576434ND2 IO 5.50000% 0.00 74,784.49 0.00 B-1 576434NG5 SUB 5.13781% 8,403,000.00 35,977.50 20,253.80 B-2 576434NH3 SUB 5.13781% 2,017,000.00 8,635.80 4,861.59 B-3 576434NJ9 SUB 5.13781% 1,009,000.00 4,320.04 2,432.00 B-4 576434NN0 SUB 5.13781% 840,000.00 3,596.47 2,024.66 B-5 576434NP5 SUB 5.13781% 672,000.00 2,877.17 1,619.73 B-6 576434NQ3 SUB 5.13781% 505,219.00 2,163.10 1,217.73 B-I-1 576434NK6 SUB 5.81933% 10,610,000.00 51,452.54 14,545.54 B-I-2 576434NL4 SUB 5.81933% 3,736,000.00 18,117.50 5,121.78 B-I-3 576434NM2 SUB 5.81933% 2,242,000.00 10,872.44 3,073.62 B-I-4 576434NR1 SUB 5.81933% 1,644,000.00 7,972.48 2,253.80 B-I-5 576434NS9 SUB 5.81933% 1,345,000.00 6,522.49 1,843.90 B-I-6 576434NT7 SUB 5.81933% 1,345,534.00 6,525.08 1,844.63 A-LR 576434NE0 SEN 5.50000% 50.00 0.23 50.00 A-UR 576434NF7 SEN 5.50000% 50.00 0.23 50.00 Totals 635,041,631.00 3,091,991.68 7,334,555.49
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 38,866,363.81 1,169,327.86 0.00 2-A1 0.00 88,708,006.74 815,383.26 0.00 3-A1 0.00 86,339,181.82 726,046.51 0.00 4-A1 0.00 37,212,893.78 473,481.22 0.00 5-A1 0.00 22,309,959.03 732,180.14 0.00 6-A1 0.00 64,619,713.12 689,771.25 0.00 7-A1 0.00 98,637,884.10 1,835,483.40 0.00 8-A1 0.00 21,410,490.63 497,635.05 0.00 8-A2 0.00 0.00 117,237.65 0.00 8-A3 0.00 107,052,453.13 2,800,869.79 0.00 8-A4 0.00 7,831,000.00 35,892.08 0.00 8-A5 0.00 16,207,000.00 74,282.08 0.00 15-PO 0.00 3,229,813.56 15,057.44 0.00 30-PO 0.00 974,655.57 1,251.43 0.00 1-AX 0.00 0.00 11,807.57 0.00 2-AX 0.00 0.00 23,888.12 0.00 3-AX 0.00 0.00 20,440.03 0.00 C-AX 0.00 0.00 33,624.22 0.00 7-AX 0.00 0.00 57,877.73 0.00 8-AX 0.00 0.00 74,784.49 0.00 B-1 0.00 8,382,746.20 56,231.30 0.00 B-2 0.00 2,012,138.41 13,497.39 0.00 B-3 0.00 1,006,568.00 6,752.04 0.00 B-4 0.00 837,975.34 5,621.13 0.00 B-5 0.00 670,380.27 4,496.90 0.00 B-6 0.00 504,001.27 3,380.83 0.00 B-I-1 0.00 10,595,454.46 65,998.08 0.00 B-I-2 0.00 3,730,878.22 23,239.28 0.00 B-I-3 0.00 2,238,926.38 13,946.06 0.00 B-I-4 0.00 1,641,746.20 10,226.28 0.00 B-I-5 0.00 1,343,156.10 8,366.39 0.00 B-I-6 0.00 1,343,689.37 8,369.71 0.00 A-LR 0.00 0.00 50.23 0.00 A-UR 0.00 0.00 50.23 0.00 Totals 0.00 627,707,075.51 10,426,547.17 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-A1 39,820,000.00 39,820,000.00 32,827.49 920,808.70 0.00 0.00 2-A1 89,078,000.00 89,078,000.00 81,516.87 288,476.39 0.00 0.00 3-A1 86,668,000.00 86,668,000.00 88,555.05 240,263.13 0.00 0.00 4-A1 37,530,000.00 37,530,000.00 137,612.08 179,494.14 0.00 0.00 5-A1 22,918,000.00 22,918,000.00 36,482.89 571,558.08 0.00 0.00 6-A1 65,025,000.00 65,025,000.00 245,232.85 160,054.03 0.00 0.00 7-A1 100,098,000.00 100,098,000.00 374,935.86 1,085,180.04 0.00 0.00 8-A1 21,879,500.00 21,879,500.00 24,976.52 444,032.86 0.00 0.00 8-A2 0.00 0.00 0.00 0.00 0.00 0.00 8-A3 109,397,500.00 109,397,500.00 124,882.59 2,220,164.28 0.00 0.00 8-A4 7,831,000.00 7,831,000.00 0.00 0.00 0.00 0.00 8-A5 16,207,000.00 16,207,000.00 0.00 0.00 0.00 0.00 15-PO 3,244,871.00 3,244,871.00 12,622.80 2,434.63 0.00 0.00 30-PO 975,907.00 975,907.00 1,144.15 107.28 0.00 0.00 1-AX 0.00 0.00 0.00 0.00 0.00 0.00 2-AX 0.00 0.00 0.00 0.00 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 C-AX 0.00 0.00 0.00 0.00 0.00 0.00 7-AX 0.00 0.00 0.00 0.00 0.00 0.00 8-AX 0.00 0.00 0.00 0.00 0.00 0.00 B-1 8,403,000.00 8,403,000.00 20,253.80 0.00 0.00 0.00 B-2 2,017,000.00 2,017,000.00 4,861.59 0.00 0.00 0.00 B-3 1,009,000.00 1,009,000.00 2,432.00 0.00 0.00 0.00 B-4 840,000.00 840,000.00 2,024.66 0.00 0.00 0.00 B-5 672,000.00 672,000.00 1,619.73 0.00 0.00 0.00 B-6 505,219.00 505,219.00 1,217.73 0.00 0.00 0.00 B-I-1 10,610,000.00 10,610,000.00 14,545.54 0.00 0.00 0.00 B-I-2 3,736,000.00 3,736,000.00 5,121.78 0.00 0.00 0.00 B-I-3 2,242,000.00 2,242,000.00 3,073.62 0.00 0.00 0.00 B-I-4 1,644,000.00 1,644,000.00 2,253.80 0.00 0.00 0.00 B-I-5 1,345,000.00 1,345,000.00 1,843.90 0.00 0.00 0.00 B-I-6 1,345,534.00 1,345,534.00 1,844.63 0.00 0.00 0.00 A-LR 50.00 50.00 2.66 47.34 0.00 0.00 A-UR 50.00 50.00 2.66 47.34 0.00 0.00 Totals 635,041,631.00 635,041,631.00 1,221,887.25 6,112,668.24 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 1-A1 953,636.19 38,866,363.81 0.97605133 953,636.19 2-A1 369,993.26 88,708,006.74 0.99584641 369,993.26 3-A1 328,818.18 86,339,181.82 0.99620600 328,818.18 4-A1 317,106.22 37,212,893.78 0.99155059 317,106.22 5-A1 608,040.97 22,309,959.03 0.97346885 608,040.97 6-A1 405,286.88 64,619,713.12 0.99376721 405,286.88 7-A1 1,460,115.90 98,637,884.10 0.98541314 1,460,115.90 8-A1 469,009.37 21,410,490.63 0.97856398 469,009.37 8-A2 0.00 0.00 0.00000000 0.00 8-A3 2,345,046.87 107,052,453.13 0.97856398 2,345,046.87 8-A4 0.00 7,831,000.00 1.00000000 0.00 8-A5 0.00 16,207,000.00 1.00000000 0.00 15-PO 15,057.44 3,229,813.56 0.99535962 15,057.44 30-PO 1,251.43 974,655.57 0.99871767 1,251.43 1-AX 0.00 0.00 0.00000000 0.00 2-AX 0.00 0.00 0.00000000 0.00 3-AX 0.00 0.00 0.00000000 0.00 C-AX 0.00 0.00 0.00000000 0.00 7-AX 0.00 0.00 0.00000000 0.00 8-AX 0.00 0.00 0.00000000 0.00 B-1 20,253.80 8,382,746.20 0.99758969 20,253.80 B-2 4,861.59 2,012,138.41 0.99758969 4,861.59 B-3 2,432.00 1,006,568.00 0.99758969 2,432.00 B-4 2,024.66 837,975.34 0.99758969 2,024.66 B-5 1,619.73 670,380.27 0.99758969 1,619.73 B-6 1,217.73 504,001.27 0.99758970 1,217.73 B-I-1 14,545.54 10,595,454.46 0.99862907 14,545.54 B-I-2 5,121.78 3,730,878.22 0.99862907 5,121.78 B-I-3 3,073.62 2,238,926.38 0.99862907 3,073.62 B-I-4 2,253.80 1,641,746.20 0.99862908 2,253.80 B-I-5 1,843.90 1,343,156.10 0.99862907 1,843.90 B-I-6 1,844.63 1,343,689.37 0.99862907 1,844.63 A-LR 50.00 0.00 0.00000000 50.00 A-UR 50.00 0.00 0.00000000 50.00 Totals 7,334,555.49 627,707,075.51 0.98845028 7,334,555.49
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 39,820,000.00 1000.00000000 0.82439704 23.12427675 0.00000000 2-A1 89,078,000.00 1000.00000000 0.91511787 3.23846954 0.00000000 3-A1 86,668,000.00 1000.00000000 1.02177332 2.77222424 0.00000000 4-A1 37,530,000.00 1000.00000000 3.66672209 4.78268425 0.00000000 5-A1 22,918,000.00 1000.00000000 1.59188804 24.93926521 0.00000000 6-A1 65,025,000.00 1000.00000000 3.77136255 2.46142299 0.00000000 7-A1 100,098,000.00 1000.00000000 3.74568783 10.84117605 0.00000000 8-A1 21,879,500.00 1000.00000000 1.14154894 20.29447017 0.00000000 8-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 109,397,500.00 1000.00000000 1.14154885 20.29446998 0.00000000 8-A4 7,831,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-A5 16,207,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 15-PO 3,244,871.00 1000.00000000 3.89007760 0.75030101 0.00000000 30-PO 975,907.00 1000.00000000 1.17239655 0.10992851 0.00000000 1-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 7-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 8,403,000.00 1000.00000000 2.41030584 0.00000000 0.00000000 B-2 2,017,000.00 1000.00000000 2.41030739 0.00000000 0.00000000 B-3 1,009,000.00 1000.00000000 2.41030723 0.00000000 0.00000000 B-4 840,000.00 1000.00000000 2.41030952 0.00000000 0.00000000 B-5 672,000.00 1000.00000000 2.41031250 0.00000000 0.00000000 B-6 505,219.00 1000.00000000 2.41030128 0.00000000 0.00000000 B-I-1 10,610,000.00 1000.00000000 1.37092743 0.00000000 0.00000000 B-I-2 3,736,000.00 1000.00000000 1.37092612 0.00000000 0.00000000 B-I-3 2,242,000.00 1000.00000000 1.37092774 0.00000000 0.00000000 B-I-4 1,644,000.00 1000.00000000 1.37092457 0.00000000 0.00000000 B-I-5 1,345,000.00 1000.00000000 1.37092937 0.00000000 0.00000000 B-I-6 1,345,534.00 1000.00000000 1.37092782 0.00000000 0.00000000 A-LR 50.00 1000.00000000 53.20000000 946.80000000 0.00000000 A-UR 50.00 1000.00000000 53.20000000 946.80000000 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-A1 0.00000000 23.94867378 976.05132622 0.97605133 23.94867378 2-A1 0.00000000 4.15358742 995.84641258 0.99584641 4.15358742 3-A1 0.00000000 3.79399755 996.20600245 0.99620600 3.79399755 4-A1 0.00000000 8.44940634 991.55059366 0.99155059 8.44940634 5-A1 0.00000000 26.53115324 973.46884676 0.97346885 26.53115324 6-A1 0.00000000 6.23278554 993.76721446 0.99376721 6.23278554 7-A1 0.00000000 14.58686387 985.41313613 0.98541314 14.58686387 8-A1 0.00000000 21.43601865 978.56398135 0.97856398 21.43601865 8-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 0.00000000 21.43601883 978.56398117 0.97856398 21.43601883 8-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 15-PO 0.00000000 4.64038170 995.35961830 0.99535962 4.64038170 30-PO 0.00000000 1.28232506 998.71767494 0.99871767 1.28232506 1-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 2.41030584 997.58969416 0.99758969 2.41030584 B-2 0.00000000 2.41030739 997.58969261 0.99758969 2.41030739 B-3 0.00000000 2.41030723 997.58969277 0.99758969 2.41030723 B-4 0.00000000 2.41030952 997.58969048 0.99758969 2.41030952 B-5 0.00000000 2.41031250 997.58968750 0.99758969 2.41031250 B-6 0.00000000 2.41030128 997.58969872 0.99758970 2.41030128 B-I-1 0.00000000 1.37092743 998.62907257 0.99862907 1.37092743 B-I-2 0.00000000 1.37092612 998.62907388 0.99862907 1.37092612 B-I-3 0.00000000 1.37092774 998.62907226 0.99862907 1.37092774 B-I-4 0.00000000 1.37092457 998.62907543 0.99862908 1.37092457 B-I-5 0.00000000 1.37092937 998.62907063 0.99862907 1.37092937 B-I-6 0.00000000 1.37092782 998.62907218 0.99862907 1.37092782 A-LR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 A-UR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 (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 1-A1 39,820,000.00 6.50000% 39,820,000.00 215,691.67 0.00 0.00 2-A1 89,078,000.00 6.00000% 89,078,000.00 445,390.00 0.00 0.00 3-A1 86,668,000.00 5.50000% 86,668,000.00 397,228.33 0.00 0.00 4-A1 37,530,000.00 5.00000% 37,530,000.00 156,375.00 0.00 0.00 5-A1 22,918,000.00 6.50000% 22,918,000.00 124,139.17 0.00 0.00 6-A1 65,025,000.00 5.25000% 65,025,000.00 284,484.38 0.00 0.00 7-A1 100,098,000.00 4.50000% 100,098,000.00 375,367.50 0.00 0.00 8-A1 21,879,500.00 1.57000% 21,879,500.00 28,625.68 0.00 0.00 8-A2 0.00 6.43000% 21,879,500.00 117,237.65 0.00 0.00 8-A3 109,397,500.00 5.00000% 109,397,500.00 455,822.92 0.00 0.00 8-A4 7,831,000.00 5.50000% 7,831,000.00 35,892.08 0.00 0.00 8-A5 16,207,000.00 5.50000% 16,207,000.00 74,282.08 0.00 0.00 15-PO 3,244,871.00 0.00000% 3,244,871.00 0.00 0.00 0.00 30-PO 975,907.00 0.00000% 975,907.00 0.00 0.00 0.00 1-AX 0.00 6.50000% 2,179,859.00 11,807.57 0.00 0.00 2-AX 0.00 6.00000% 4,777,625.00 23,888.13 0.00 0.00 3-AX 0.00 5.50000% 4,459,643.00 20,440.03 0.00 0.00 C-AX 0.00 5.00000% 8,069,813.00 33,624.22 0.00 0.00 7-AX 0.00 4.50000% 15,434,061.00 57,877.73 0.00 0.00 8-AX 0.00 5.50000% 16,316,615.00 74,784.49 0.00 0.00 B-1 8,403,000.00 5.13781% 8,403,000.00 35,977.50 0.00 0.00 B-2 2,017,000.00 5.13781% 2,017,000.00 8,635.80 0.00 0.00 B-3 1,009,000.00 5.13781% 1,009,000.00 4,320.04 0.00 0.00 B-4 840,000.00 5.13781% 840,000.00 3,596.47 0.00 0.00 B-5 672,000.00 5.13781% 672,000.00 2,877.17 0.00 0.00 B-6 505,219.00 5.13781% 505,219.00 2,163.10 0.00 0.00 B-I-1 10,610,000.00 5.81933% 10,610,000.00 51,452.54 0.00 0.00 B-I-2 3,736,000.00 5.81933% 3,736,000.00 18,117.50 0.00 0.00 B-I-3 2,242,000.00 5.81933% 2,242,000.00 10,872.44 0.00 0.00 B-I-4 1,644,000.00 5.81933% 1,644,000.00 7,972.48 0.00 0.00 B-I-5 1,345,000.00 5.81933% 1,345,000.00 6,522.49 0.00 0.00 B-I-6 1,345,534.00 5.81933% 1,345,534.00 6,525.08 0.00 0.00 A-LR 50.00 5.50000% 50.00 0.23 0.00 0.00 A-UR 50.00 5.50000% 50.00 0.23 0.00 0.00 Totals 635,041,631.00 3,091,991.70 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-A1 0.00 0.00 215,691.67 0.00 38,866,363.81 2-A1 0.00 0.00 445,390.00 0.00 88,708,006.74 3-A1 0.00 0.00 397,228.33 0.00 86,339,181.82 4-A1 0.00 0.00 156,375.00 0.00 37,212,893.78 5-A1 0.00 0.00 124,139.17 0.00 22,309,959.03 6-A1 0.00 0.00 284,484.37 0.00 64,619,713.12 7-A1 0.00 0.00 375,367.50 0.00 98,637,884.10 8-A1 0.00 0.00 28,625.68 0.00 21,410,490.63 8-A2 0.00 0.00 117,237.65 0.00 21,410,490.63 8-A3 0.00 0.00 455,822.92 0.00 107,052,453.13 8-A4 0.00 0.00 35,892.08 0.00 7,831,000.00 8-A5 0.00 0.00 74,282.08 0.00 16,207,000.00 15-PO 0.00 0.00 0.00 0.00 3,229,813.56 30-PO 0.00 0.00 0.00 0.00 974,655.57 1-AX 0.00 0.00 11,807.57 0.00 2,133,494.99 2-AX 0.00 0.00 23,888.12 0.00 4,759,856.68 3-AX 0.00 0.00 20,440.03 0.00 4,434,049.07 C-AX 0.00 0.00 33,624.22 0.00 7,976,630.08 7-AX 0.00 0.00 57,877.73 0.00 15,164,055.00 8-AX 0.00 0.00 74,784.49 0.00 15,950,369.20 B-1 0.00 0.00 35,977.50 0.00 8,382,746.20 B-2 0.00 0.00 8,635.80 0.00 2,012,138.41 B-3 0.00 0.00 4,320.04 0.00 1,006,568.00 B-4 0.00 0.00 3,596.47 0.00 837,975.34 B-5 0.00 0.00 2,877.17 0.00 670,380.27 B-6 0.00 0.00 2,163.10 0.00 504,001.27 B-I-1 0.00 0.00 51,452.54 0.00 10,595,454.46 B-I-2 0.00 0.00 18,117.50 0.00 3,730,878.22 B-I-3 0.00 0.00 10,872.44 0.00 2,238,926.38 B-I-4 0.00 0.00 7,972.48 0.00 1,641,746.20 B-I-5 0.00 0.00 6,522.49 0.00 1,343,156.10 B-I-6 0.00 0.00 6,525.08 0.00 1,343,689.37 A-LR 0.00 0.00 0.23 0.00 0.00 A-UR 0.00 0.00 0.23 0.00 0.00 Totals 0.00 0.00 3,091,991.68 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-A1 39,820,000.00 6.50000% 1000.00000000 5.41666675 0.00000000 0.00000000 2-A1 89,078,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 3-A1 86,668,000.00 5.50000% 1000.00000000 4.58333329 0.00000000 0.00000000 4-A1 37,530,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000 5-A1 22,918,000.00 6.50000% 1000.00000000 5.41666681 0.00000000 0.00000000 6-A1 65,025,000.00 5.25000% 1000.00000000 4.37500008 0.00000000 0.00000000 7-A1 100,098,000.00 4.50000% 1000.00000000 3.75000000 0.00000000 0.00000000 8-A1 21,879,500.00 1.57000% 1000.00000000 1.30833337 0.00000000 0.00000000 8-A2 0.00 6.43000% 1000.00000000 5.35833314 0.00000000 0.00000000 8-A3 109,397,500.00 5.00000% 1000.00000000 4.16666670 0.00000000 0.00000000 8-A4 7,831,000.00 5.50000% 1000.00000000 4.58333291 0.00000000 0.00000000 8-A5 16,207,000.00 5.50000% 1000.00000000 4.58333313 0.00000000 0.00000000 15-PO 3,244,871.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 30-PO 975,907.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 1-AX 0.00 6.50000% 1000.00000000 5.41666686 0.00000000 0.00000000 2-AX 0.00 6.00000% 1000.00000000 5.00000105 0.00000000 0.00000000 3-AX 0.00 5.50000% 1000.00000000 4.58333324 0.00000000 0.00000000 C-AX 0.00 5.00000% 1000.00000000 4.16666656 0.00000000 0.00000000 7-AX 0.00 4.50000% 1000.00000000 3.75000008 0.00000000 0.00000000 8-AX 0.00 5.50000% 1000.00000000 4.58333361 0.00000000 0.00000000 B-1 8,403,000.00 5.13781% 1000.00000000 4.28150660 0.00000000 0.00000000 B-2 2,017,000.00 5.13781% 1000.00000000 4.28150719 0.00000000 0.00000000 B-3 1,009,000.00 5.13781% 1000.00000000 4.28150644 0.00000000 0.00000000 B-4 840,000.00 5.13781% 1000.00000000 4.28151190 0.00000000 0.00000000 B-5 672,000.00 5.13781% 1000.00000000 4.28150298 0.00000000 0.00000000 B-6 505,219.00 5.13781% 1000.00000000 4.28150960 0.00000000 0.00000000 B-I-1 10,610,000.00 5.81933% 1000.00000000 4.84943827 0.00000000 0.00000000 B-I-2 3,736,000.00 5.81933% 1000.00000000 4.84943790 0.00000000 0.00000000 B-I-3 2,242,000.00 5.81933% 1000.00000000 4.84943800 0.00000000 0.00000000 B-I-4 1,644,000.00 5.81933% 1000.00000000 4.84944039 0.00000000 0.00000000 B-I-5 1,345,000.00 5.81933% 1000.00000000 4.84943494 0.00000000 0.00000000 B-I-6 1,345,534.00 5.81933% 1000.00000000 4.84943524 0.00000000 0.00000000 A-LR 50.00 5.50000% 1000.00000000 4.60000000 0.00000000 0.00000000 A-UR 50.00 5.50000% 1000.00000000 4.60000000 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-A1 0.00000000 0.00000000 5.41666675 0.00000000 976.05132622 2-A1 0.00000000 0.00000000 5.00000000 0.00000000 995.84641258 3-A1 0.00000000 0.00000000 4.58333329 0.00000000 996.20600245 4-A1 0.00000000 0.00000000 4.16666667 0.00000000 991.55059366 5-A1 0.00000000 0.00000000 5.41666681 0.00000000 973.46884676 6-A1 0.00000000 0.00000000 4.37499992 0.00000000 993.76721446 7-A1 0.00000000 0.00000000 3.75000000 0.00000000 985.41313613 8-A1 0.00000000 0.00000000 1.30833337 0.00000000 978.56398135 8-A2 0.00000000 0.00000000 5.35833314 0.00000000 978.56398135 8-A3 0.00000000 0.00000000 4.16666670 0.00000000 978.56398117 8-A4 0.00000000 0.00000000 4.58333291 0.00000000 1000.00000000 8-A5 0.00000000 0.00000000 4.58333313 0.00000000 1000.00000000 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 995.35961830 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 998.71767494 1-AX 0.00000000 0.00000000 5.41666686 0.00000000 978.73072983 2-AX 0.00000000 0.00000000 4.99999895 0.00000000 996.28093038 3-AX 0.00000000 0.00000000 4.58333324 0.00000000 994.26099129 C-AX 0.00000000 0.00000000 4.16666656 0.00000000 988.45290219 7-AX 0.00000000 0.00000000 3.75000008 0.00000000 982.50583563 8-AX 0.00000000 0.00000000 4.58333361 0.00000000 977.55381248 B-1 0.00000000 0.00000000 4.28150660 0.00000000 997.58969416 B-2 0.00000000 0.00000000 4.28150719 0.00000000 997.58969261 B-3 0.00000000 0.00000000 4.28150644 0.00000000 997.58969277 B-4 0.00000000 0.00000000 4.28151190 0.00000000 997.58969048 B-5 0.00000000 0.00000000 4.28150298 0.00000000 997.58968750 B-6 0.00000000 0.00000000 4.28150960 0.00000000 997.58969872 B-I-1 0.00000000 0.00000000 4.84943827 0.00000000 998.62907257 B-I-2 0.00000000 0.00000000 4.84943790 0.00000000 998.62907388 B-I-3 0.00000000 0.00000000 4.84943800 0.00000000 998.62907226 B-I-4 0.00000000 0.00000000 4.84944039 0.00000000 998.62907543 B-I-5 0.00000000 0.00000000 4.84943494 0.00000000 998.62907063 B-I-6 0.00000000 0.00000000 4.84943524 0.00000000 998.62907218 A-LR 0.00000000 0.00000000 4.60000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 4.60000000 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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage PO-4 0.00000% 0.00 0.00 665,313.00 662,579.15 99.58908814% PO-5 0.00000% 0.00 0.00 577,051.00 574,697.09 99.59207938% PO-6 0.00000% 0.00 0.00 1,960,141.00 1,950,341.72 99.50007270% PO-7 0.00000% 0.00 0.00 42,366.00 42,195.61 99.59781429% PO-3 0.00000% 0.00 0.00 707,723.00 706,784.73 99.86742412% PO-8 0.00000% 0.00 0.00 268,184.00 267,870.84 99.88322942% C-AX-1 5.00000% 2,726,763.00 2,707,397.84 0.00 0.00 99.28981140% C-AX-2 5.00000% 2,088,225.00 2,039,730.84 0.00 0.00 97.67773300% C-AX-3 5.00000% 3,254,825.00 3,229,501.40 0.00 0.00 99.22196739%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 10,525,444.94 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 34,226.51 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,559,671.45 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 133,124.28 Payment of Interest and Principal 10,426,547.17 Total Withdrawals (Pool Distribution Amount) 10,559,671.45 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 133,117.44 Master Servicing Fee 6.84 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 133,124.28
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 16 0 0 0 16 4,690,203.13 0.00 0.00 0.00 4,690,203.13 60 Days 1 0 0 0 1 342,161.84 0.00 0.00 0.00 342,161.84 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 17 0 0 0 17 5,032,364.97 0.00 0.00 0.00 5,032,364.97 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 0.447052% 0.000000% 0.000000% 0.000000% 0.447052% 0.746001% 0.000000% 0.000000% 0.000000% 0.746001% 60 Days 0.027941% 0.000000% 0.000000% 0.000000% 0.027941% 0.054423% 0.000000% 0.000000% 0.000000% 0.054423% 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 0.474993% 0.000000% 0.000000% 0.000000% 0.474993% 0.800423% 0.000000% 0.000000% 0.000000% 0.800423%
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 1 155,675.81 0.00 0.00 0.00 155,675.81 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 1 155,675.81 0.00 0.00 0.00 155,675.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.250000% 0.000000% 0.000000% 0.000000% 0.250000% 0.371638% 0.000000% 0.000000% 0.000000% 0.371638% 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 0.250000% 0.000000% 0.000000% 0.000000% 0.250000% 0.371638% 0.000000% 0.000000% 0.000000% 0.371638% 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 2 0 0 0 2 254,993.83 0.00 0.00 0.00 254,993.83 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 254,993.83 0.00 0.00 0.00 254,993.83 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.244499% 0.000000% 0.000000% 0.000000% 0.244499% 0.267061% 0.000000% 0.000000% 0.000000% 0.267061% 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 0.244499% 0.000000% 0.000000% 0.000000% 0.244499% 0.267061% 0.000000% 0.000000% 0.000000% 0.267061% 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 3 0 0 0 3 572,271.55 0.00 0.00 0.00 572,271.55 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 3 572,271.55 0.00 0.00 0.00 572,271.55 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.455235% 0.000000% 0.000000% 0.000000% 0.455235% 0.610757% 0.000000% 0.000000% 0.000000% 0.610757% 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 0.455235% 0.000000% 0.000000% 0.000000% 0.455235% 0.610757% 0.000000% 0.000000% 0.000000% 0.610757% 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 3 0 0 0 3 591,163.71 0.00 0.00 0.00 591,163.71 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 3 591,163.71 0.00 0.00 0.00 591,163.71 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.401869% 0.000000% 0.000000% 0.000000% 1.401869% 2.394586% 0.000000% 0.000000% 0.000000% 2.394586% 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 1.401869% 0.000000% 0.000000% 0.000000% 1.401869% 2.394586% 0.000000% 0.000000% 0.000000% 2.394586% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 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 7 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 4 0 0 0 4 1,793,322.41 0.00 0.00 0.00 1,793,322.41 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 4 0 0 0 4 1,793,322.41 0.00 0.00 0.00 1,793,322.41 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.869159% 0.000000% 0.000000% 0.000000% 1.869159% 1.738419% 0.000000% 0.000000% 0.000000% 1.738419% 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 1.869159% 0.000000% 0.000000% 0.000000% 1.869159% 1.738419% 0.000000% 0.000000% 0.000000% 1.738419% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 8 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 1,322,775.82 0.00 0.00 0.00 1,322,775.82 60 Days 1 0 0 0 1 342,161.84 0.00 0.00 0.00 342,161.84 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 4 0 0 0 4 1,664,937.66 0.00 0.00 0.00 1,664,937.66 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.668151% 0.000000% 0.000000% 0.000000% 0.668151% 0.829987% 0.000000% 0.000000% 0.000000% 0.829987% 60 Days 0.222717% 0.000000% 0.000000% 0.000000% 0.222717% 0.214692% 0.000000% 0.000000% 0.000000% 0.214692% 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 0.890869% 0.000000% 0.000000% 0.000000% 0.890869% 1.044679% 0.000000% 0.000000% 0.000000% 1.044679%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 34,226.51
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.01574700% 0.00 0.00000000% Fraud 3,361,550.00 0.52934325% 0.00 0.00000000% Special Hazard 4,383,455.00 0.69026262% 0.00 0.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.094308% Weighted Average Pass-Through Rate 5.842751% Weighted Average Maturity(Stepdown Calculation ) 288 Beginning Scheduled Collateral Loan Count 3,604 Number Of Loans Paid In Full 25 Ending Scheduled Collateral Loan Count 3,579 Beginning Scheduled Collateral Balance 635,041,630.00 Ending Scheduled Collateral Balance 627,707,077.26 Ending Actual Collateral Balance at 29-Feb-2004 628,713,001.83 Monthly P &I Constant 4,447,003.26 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 10,173,804.07 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 627,707,077.26 Scheduled Principal 1,221,887.26 Unscheduled Principal 6,112,668.24
Bankruptcy Loss Coverage Amount: Group B L $100,000.00 Bankruptcy Loss Coverage Amount: Group B-I $100,000.00 Fraud Loss Coverage Amount: Group B Loan G $3,361,550.00 Fraud Loss Coverage Amount: Group B-I Loan $5,977,732.00 Special Hazard Loss Coverage Amount: Group $4,383,455.00 Special Hazard Loss Coverage Amount: Group $2,988,866.00
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 7.082167 6.549866 5.969710 Weighted Average Net Rate 6.832167 6.299866 5.719710 Weighted Average Maturity 357 357 357 Beginning Loan Count 406 821 660 Loans Paid In Full 6 3 1 Ending Loan Count 400 818 659 Beginning Scheduled Balance 42,817,328.09 95,782,651.64 93,952,767.39 Ending scheduled Balance 41,861,220.91 95,406,522.83 93,616,290.69 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 287,998.03 610,455.38 563,515.29 Scheduled Principal 35,298.48 87,652.42 96,122.94 Unscheduled Principal 920,808.70 288,476.39 240,353.76 Scheduled Interest 252,699.55 522,802.96 467,392.35 Servicing Fees 8,920.28 19,954.72 19,573.51 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 44.57 46.80 5.81 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 243,734.70 502,801.44 447,813.03 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 6.830918 6.299280 5.719636
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Fixed 15 Year Fixed 15 Year Fixed 15 Year Weighted Average Coupon Rate 5.500966 7.014817 5.585753 Weighted Average Net Rate 5.250967 6.764818 5.335753 Weighted Average Maturity 178 178 175 Beginning Loan Count 380 218 447 Loans Paid In Full 1 4 1 Ending Loan Count 379 214 446 Beginning Scheduled Balance 41,070,019.49 25,263,855.50 69,776,107.76 Ending scheduled Balance 40,739,638.67 24,650,644.88 69,350,495.85 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 339,041.99 188,955.12 588,413.88 Scheduled Principal 150,771.33 41,270.68 263,620.46 Unscheduled Principal 179,609.49 571,939.94 161,991.45 Scheduled Interest 188,270.66 147,684.44 324,793.42 Servicing Fees 8,556.24 5,263.29 14,536.68 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 179,714.42 142,421.15 310,256.74 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 5.250966 6.764817 5.335753
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 15 Year Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 5.413990 6.300013 6.094308 Weighted Average Net Rate 5.163990 6.050013 5.844308 Weighted Average Maturity 176.00 357.00 288.00 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 861,358.08 1,007,265.49 4,447,003.26 Beginning Loan Count 216 456 3,604 Loans Paid In Full 2 7 25 Ending Loan Count 214 449 3,579 Beginning Scheduled Balance 104,312,733.68 162,066,169.21 635,041,632.76 Ending Scheduled Balance 102,836,819.00 159,245,444.43 627,707,077.26 Scheduled Principal 390,734.64 156,416.31 1,221,887.26 Unscheduled Principal 1,085,180.04 2,664,308.47 6,112,668.24 Scheduled Interest 470,623.44 850,849.18 3,225,116.00 Servicing Fee 21,731.81 33,763.79 132,300.32 Master Servicing Fee 0.00 6.84 6.84 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 0.00 719.94 817.12 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 448,891.63 816,358.61 3,091,991.72 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 5.163990 6.044632 5.842751
Miscellaneous Reporting Group Group 1 Subordinate % 7.000269% Senior Prepayment % 100.000000% Senior % 92.999731% Group Group 2 Subordinate % 6.999860% Senior Prepayment % 100.000000% Senior % 93.000140% Group Group 3 Subordinate % 7.053506% Senior Prepayment % 100.000000% Senior % 92.946494%
Miscellaneous Reporting Group Group 4 Subordinate % 7.114781% Senior Prepayment % 100.000000% Senior % 92.885219% Group Group 5 Subordinate % 7.164980% Senior Prepayment % 100.000000% Senior % 92.835020% Group Group 6 Subordinate % 4.115501% Senior Prepayment % 100.000000% Senior % 95.884499%
Miscellaneous Reporting Group Group 7 Subordinate % 4.001489% Senior Prepayment % 100.000000% Senior % 95.998511% Group Group 8 Subordinate % 4.006777% Senior Prepayment % 100.000000% Senior % 95.993223%
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