-----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, KEXi+jfQp5MZvJeH0UZeYmFl+vOMXDD8CfSnBCY86BGrumQuGApeX0aQ4F6vbVfY VGZpPWxmWsCLAum5TLjFrw== 0001056404-04-002824.txt : 20040903 0001056404-04-002824.hdr.sgml : 20040903 20040903082418 ACCESSION NUMBER: 0001056404-04-002824 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: 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: 041015198 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal04002_aug.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 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 5-2142302 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) 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 MASTR ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-2 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 2004-2 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. MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-2 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: 9/2/04 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 August 25, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 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% 32,019,548.78 173,436.79 1,382,880.51 2-A1 576434MK7 SEN 6.00000% 81,419,254.84 407,090.57 959,917.90 3-A1 576434ML5 SEN 5.50000% 83,735,182.27 383,780.87 758,470.05 4-A1 576434MM3 SEN 5.00000% 34,101,942.30 142,089.43 280,397.31 5-A1 576434MN1 SEN 6.50000% 18,784,137.50 101,745.99 629,929.18 6-A1 576434MP6 SEN 5.25000% 60,688,041.42 265,506.46 1,118,108.13 7-A1 576434MQ4 SEN 4.50000% 87,147,304.28 326,797.81 1,332,953.56 8-A1 576434MR2 SEN 1.90000% 18,795,250.46 29,758.73 507,112.00 8-A2 576434MS0 IO 6.10000% 0.00 95,541.18 0.00 8-A3 576434MT8 SEN 5.00000% 93,976,252.31 391,562.23 2,535,560.02 8-A4 576434MU5 SEN 5.50000% 7,831,000.00 35,891.58 0.00 8-A5 576434MV3 SEN 5.50000% 16,207,000.00 74,281.04 0.00 15-PO 576434MW1 PO 0.00000% 3,069,918.81 0.00 29,289.25 30-PO 576434MX9 PO 0.00000% 966,379.92 0.00 1,735.57 1-AX 576434MX9 IO 6.50000% 0.00 9,344.72 0.00 2-AX 576434MZ4 IO 6.00000% 0.00 21,880.95 0.00 3-AX 576434NA8 IO 5.50000% 0.00 19,756.58 0.00 C-AX 576434NB6 IO 5.00000% 0.00 28,941.83 0.00 7-AX 576434NC4 IO 4.50000% 0.00 49,480.12 0.00 8-AX 576434ND2 IO 5.50000% 0.00 65,126.66 0.00 B-1 576434NG5 SUB 5.14033% 8,299,956.96 35,553.26 21,229.87 B-2 576434NH3 SUB 5.14033% 1,992,266.24 8,533.97 5,095.88 B-3 576434NJ9 SUB 5.14033% 996,626.99 4,269.10 2,549.20 B-4 576434NN0 SUB 5.14033% 829,699.37 3,554.06 2,122.23 B-5 576434NP5 SUB 5.14033% 663,759.50 2,843.25 1,697.78 B-6 576434NQ3 SUB 5.14033% 499,023.68 2,137.59 1,276.42 B-I-1 576434NK6 SUB 5.82080% 10,536,310.96 51,107.37 15,077.84 B-I-2 576434NL4 SUB 5.82080% 3,710,052.57 17,995.96 5,309.22 B-I-3 576434NM2 SUB 5.82080% 2,226,428.76 10,799.50 3,186.10 B-I-4 576434NR1 SUB 5.82080% 1,632,582.02 7,918.99 2,336.28 B-I-5 576434NS9 SUB 5.82080% 1,335,658.65 6,478.74 1,911.38 B-I-6 576434NT7 SUB 5.82080% 1,336,188.94 6,481.31 1,912.13 A-LR 576434NE0 SEN 5.50000% 0.00 0.00 0.00 A-UR 576434NF7 SEN 5.50000% 0.00 0.00 0.00 Totals 572,799,767.53 2,779,686.64 9,600,057.81
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 30,636,668.27 1,556,317.30 0.00 2-A1 0.00 80,459,336.94 1,367,008.47 0.00 3-A1 0.00 82,976,712.22 1,142,250.92 0.00 4-A1 0.00 33,821,544.98 422,486.74 0.00 5-A1 0.00 18,154,208.32 731,675.17 0.00 6-A1 0.00 59,569,933.29 1,383,614.59 0.00 7-A1 0.00 85,814,350.72 1,659,751.37 0.00 8-A1 0.00 18,288,138.46 536,870.73 0.00 8-A2 0.00 0.00 95,541.18 0.00 8-A3 0.00 91,440,692.29 2,927,122.25 0.00 8-A4 0.00 7,831,000.00 35,891.58 0.00 8-A5 0.00 16,207,000.00 74,281.04 0.00 15-PO 0.00 3,040,629.56 29,289.25 0.00 30-PO 0.00 964,644.35 1,735.57 0.00 1-AX 0.00 0.00 9,344.72 0.00 2-AX 0.00 0.00 21,880.95 0.00 3-AX 0.00 0.00 19,756.58 0.00 C-AX 0.00 0.00 28,941.83 0.00 7-AX 0.00 0.00 49,480.12 0.00 8-AX 0.00 0.00 65,126.66 0.00 B-1 0.00 8,278,727.09 56,783.13 0.00 B-2 0.00 1,987,170.36 13,629.85 0.00 B-3 0.00 994,077.79 6,818.30 0.00 B-4 0.00 827,577.15 5,676.29 0.00 B-5 0.00 662,061.72 4,541.03 0.00 B-6 0.00 497,747.26 3,414.01 0.00 B-I-1 0.00 10,521,233.13 66,185.21 0.00 B-I-2 0.00 3,704,743.35 23,305.18 0.00 B-I-3 0.00 2,223,242.67 13,985.60 0.00 B-I-4 0.00 1,630,245.74 10,255.27 0.00 B-I-5 0.00 1,333,747.27 8,390.12 0.00 B-I-6 0.00 1,334,276.81 8,393.44 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 Totals 0.00 563,199,709.74 12,379,744.45 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 32,019,548.78 27,433.06 1,355,447.45 0.00 0.00 2-A1 89,078,000.00 81,419,254.84 77,253.00 882,664.90 0.00 0.00 3-A1 86,668,000.00 83,735,182.27 88,292.09 670,177.96 0.00 0.00 4-A1 37,530,000.00 34,101,942.30 131,096.94 149,300.37 0.00 0.00 5-A1 22,918,000.00 18,784,137.50 33,294.53 596,634.64 0.00 0.00 6-A1 65,025,000.00 60,688,041.42 240,982.12 877,126.01 0.00 0.00 7-A1 100,098,000.00 87,147,304.28 353,975.73 978,977.83 0.00 0.00 8-A1 21,879,500.00 18,795,250.46 22,895.35 484,216.65 0.00 0.00 8-A2 0.00 0.00 0.00 0.00 0.00 0.00 8-A3 109,397,500.00 93,976,252.31 114,476.77 2,421,083.26 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 3,069,918.81 12,541.24 16,748.01 0.00 0.00 30-PO 975,907.00 966,379.92 1,168.97 566.60 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 8,299,956.96 21,229.87 0.00 0.00 0.00 B-2 2,017,000.00 1,992,266.24 5,095.88 0.00 0.00 0.00 B-3 1,009,000.00 996,626.99 2,549.20 0.00 0.00 0.00 B-4 840,000.00 829,699.37 2,122.23 0.00 0.00 0.00 B-5 672,000.00 663,759.50 1,697.78 0.00 0.00 0.00 B-6 505,219.00 499,023.68 1,276.42 0.00 0.00 0.00 B-I-1 10,610,000.00 10,536,310.96 15,077.84 0.00 0.00 0.00 B-I-2 3,736,000.00 3,710,052.57 5,309.22 0.00 0.00 0.00 B-I-3 2,242,000.00 2,226,428.76 3,186.10 0.00 0.00 0.00 B-I-4 1,644,000.00 1,632,582.02 2,336.28 0.00 0.00 0.00 B-I-5 1,345,000.00 1,335,658.65 1,911.38 0.00 0.00 0.00 B-I-6 1,345,534.00 1,336,188.94 1,912.13 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 A-UR 50.00 0.00 0.00 0.00 0.00 0.00 Totals 635,041,631.00 572,799,767.53 1,167,114.13 8,432,943.68 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 1-A1 1,382,880.51 30,636,668.27 0.76937891 1,382,880.51 2-A1 959,917.90 80,459,336.94 0.90324588 959,917.90 3-A1 758,470.05 82,976,712.22 0.95740887 758,470.05 4-A1 280,397.31 33,821,544.98 0.90118692 280,397.31 5-A1 629,929.18 18,154,208.32 0.79213755 629,929.18 6-A1 1,118,108.13 59,569,933.29 0.91610816 1,118,108.13 7-A1 1,332,953.56 85,814,350.72 0.85730335 1,332,953.56 8-A1 507,112.00 18,288,138.46 0.83585724 507,112.00 8-A2 0.00 0.00 0.00000000 0.00 8-A3 2,535,560.02 91,440,692.29 0.83585724 2,535,560.02 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 29,289.25 3,040,629.56 0.93705715 29,289.25 30-PO 1,735.57 964,644.35 0.98845930 1,735.57 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 21,229.87 8,278,727.09 0.98521089 21,229.87 B-2 5,095.88 1,987,170.36 0.98521089 5,095.88 B-3 2,549.20 994,077.79 0.98521089 2,549.20 B-4 2,122.23 827,577.15 0.98521089 2,122.23 B-5 1,697.78 662,061.72 0.98521089 1,697.78 B-6 1,276.42 497,747.26 0.98521089 1,276.42 B-I-1 15,077.84 10,521,233.13 0.99163366 15,077.84 B-I-2 5,309.22 3,704,743.35 0.99163366 5,309.22 B-I-3 3,186.10 2,223,242.67 0.99163366 3,186.10 B-I-4 2,336.28 1,630,245.74 0.99163366 2,336.28 B-I-5 1,911.38 1,333,747.27 0.99163366 1,911.38 B-I-6 1,912.13 1,334,276.81 0.99163366 1,912.13 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 Totals 9,600,057.81 563,199,709.74 0.88687053 9,600,057.81
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 39,820,000.00 804.10720191 0.68892667 34.03936339 0.00000000 2-A1 89,078,000.00 914.02203507 0.86725117 9.90889894 0.00000000 3-A1 86,668,000.00 966.16031603 1.01873921 7.73270365 0.00000000 4-A1 37,530,000.00 908.65820144 3.49312390 3.97816067 0.00000000 5-A1 22,918,000.00 819.62376734 1.45276769 26.03345144 0.00000000 6-A1 65,025,000.00 933.30321292 3.70599185 13.48905821 0.00000000 7-A1 100,098,000.00 870.61983536 3.53629173 9.78019371 0.00000000 8-A1 21,879,500.00 859.03473388 1.04642931 22.13106561 0.00000000 8-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 109,397,500.00 859.03473397 1.04642949 22.13106570 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 3,244,871.00 946.08346834 3.86494255 5.16137930 0.00000000 30-PO 975,907.00 990.23771732 1.19782930 0.58058811 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 8,403,000.00 987.73735095 2.52646317 0.00000000 0.00000000 B-2 2,017,000.00 987.73735250 2.52646505 0.00000000 0.00000000 B-3 1,009,000.00 987.73735382 2.52646184 0.00000000 0.00000000 B-4 840,000.00 987.73734524 2.52646429 0.00000000 0.00000000 B-5 672,000.00 987.73735119 2.52645833 0.00000000 0.00000000 B-6 505,219.00 987.73735746 2.52646872 0.00000000 0.00000000 B-I-1 10,610,000.00 993.05475589 1.42109708 0.00000000 0.00000000 B-I-2 3,736,000.00 993.05475642 1.42109743 0.00000000 0.00000000 B-I-3 2,242,000.00 993.05475468 1.42109723 0.00000000 0.00000000 B-I-4 1,644,000.00 993.05475669 1.42109489 0.00000000 0.00000000 B-I-5 1,345,000.00 993.05475836 1.42110037 0.00000000 0.00000000 B-I-6 1,345,534.00 993.05475744 1.42109378 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 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 1-A1 0.00000000 34.72829006 769.37891185 0.76937891 34.72829006 2-A1 0.00000000 10.77615012 903.24588495 0.90324588 10.77615012 3-A1 0.00000000 8.75144286 957.40887317 0.95740887 8.75144286 4-A1 0.00000000 7.47128457 901.18691660 0.90118692 7.47128457 5-A1 0.00000000 27.48621957 792.13754778 0.79213755 27.48621957 6-A1 0.00000000 17.19505006 916.10816286 0.91610816 17.19505006 7-A1 0.00000000 13.31648544 857.30334992 0.85730335 13.31648544 8-A1 0.00000000 23.17749492 835.85723897 0.83585724 23.17749492 8-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 0.00000000 23.17749510 835.85723888 0.83585724 23.17749510 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 9.02632185 937.05714649 0.93705715 9.02632185 30-PO 0.00000000 1.77841741 988.45929991 0.98845930 1.77841741 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 2.52646317 985.21088778 0.98521089 2.52646317 B-2 0.00000000 2.52646505 985.21088746 0.98521089 2.52646505 B-3 0.00000000 2.52646184 985.21089197 0.98521089 2.52646184 B-4 0.00000000 2.52646429 985.21089286 0.98521089 2.52646429 B-5 0.00000000 2.52645833 985.21089286 0.98521089 2.52645833 B-6 0.00000000 2.52646872 985.21088874 0.98521089 2.52646872 B-I-1 0.00000000 1.42109708 991.63365975 0.99163366 1.42109708 B-I-2 0.00000000 1.42109743 991.63365899 0.99163366 1.42109743 B-I-3 0.00000000 1.42109723 991.63366191 0.99163366 1.42109723 B-I-4 0.00000000 1.42109489 991.63366180 0.99163366 1.42109489 B-I-5 0.00000000 1.42110037 991.63365799 0.99163366 1.42110037 B-I-6 0.00000000 1.42109378 991.63366366 0.99163366 1.42109378 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 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 1-A1 39,820,000.00 6.50000% 32,019,548.78 173,439.22 0.00 0.00 2-A1 89,078,000.00 6.00000% 81,419,254.84 407,096.27 0.00 0.00 3-A1 86,668,000.00 5.50000% 83,735,182.27 383,786.25 0.00 0.00 4-A1 37,530,000.00 5.00000% 34,101,942.30 142,091.43 0.00 0.00 5-A1 22,918,000.00 6.50000% 18,784,137.50 101,747.41 0.00 0.00 6-A1 65,025,000.00 5.25000% 60,688,041.42 265,510.18 0.00 0.00 7-A1 100,098,000.00 4.50000% 87,147,304.28 326,802.39 0.00 0.00 8-A1 21,879,500.00 1.90000% 18,795,250.46 29,759.15 0.00 0.00 8-A2 0.00 6.10000% 18,795,250.46 95,542.52 0.00 0.00 8-A3 109,397,500.00 5.00000% 93,976,252.31 391,567.72 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% 3,069,918.81 0.00 0.00 0.00 30-PO 975,907.00 0.00000% 966,379.92 0.00 0.00 0.00 1-AX 0.00 6.50000% 1,725,203.50 9,344.85 0.00 0.00 2-AX 0.00 6.00000% 4,376,250.49 21,881.25 0.00 0.00 3-AX 0.00 5.50000% 4,310,586.04 19,756.85 0.00 0.00 C-AX 0.00 5.00000% 6,946,135.38 28,942.23 0.00 0.00 7-AX 0.00 4.50000% 13,194,883.14 49,480.81 0.00 0.00 8-AX 0.00 5.50000% 14,209,652.04 65,127.57 0.00 0.00 B-1 8,403,000.00 5.14033% 8,299,956.96 35,553.76 0.00 0.00 B-2 2,017,000.00 5.14033% 1,992,266.24 8,534.09 0.00 0.00 B-3 1,009,000.00 5.14033% 996,626.99 4,269.16 0.00 0.00 B-4 840,000.00 5.14033% 829,699.37 3,554.11 0.00 0.00 B-5 672,000.00 5.14033% 663,759.50 2,843.29 0.00 0.00 B-6 505,219.00 5.14033% 499,023.68 2,137.62 0.00 0.00 B-I-1 10,610,000.00 5.82080% 10,536,310.96 51,108.09 0.00 0.00 B-I-2 3,736,000.00 5.82080% 3,710,052.57 17,996.21 0.00 0.00 B-I-3 2,242,000.00 5.82080% 2,226,428.76 10,799.65 0.00 0.00 B-I-4 1,644,000.00 5.82080% 1,632,582.02 7,919.10 0.00 0.00 B-I-5 1,345,000.00 5.82080% 1,335,658.65 6,478.83 0.00 0.00 B-I-6 1,345,534.00 5.82080% 1,336,188.94 6,481.40 0.00 0.00 A-LR 50.00 5.50000% 0.00 0.00 0.00 0.00 A-UR 50.00 5.50000% 0.00 0.00 0.00 0.00 Totals 635,041,631.00 2,779,725.57 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 2.43 0.00 173,436.79 0.00 30,636,668.27 2-A1 5.71 0.00 407,090.57 0.00 80,459,336.94 3-A1 5.38 0.00 383,780.87 0.00 82,976,712.22 4-A1 1.99 0.00 142,089.43 0.00 33,821,544.98 5-A1 1.43 0.00 101,745.99 0.00 18,154,208.32 6-A1 3.72 0.00 265,506.46 0.00 59,569,933.29 7-A1 4.58 0.00 326,797.81 0.00 85,814,350.72 8-A1 0.42 0.00 29,758.73 0.00 18,288,138.46 8-A2 1.34 0.00 95,541.18 0.00 18,288,138.46 8-A3 5.49 0.00 391,562.23 0.00 91,440,692.29 8-A4 0.50 0.00 35,891.58 0.00 7,831,000.00 8-A5 1.04 0.00 74,281.04 0.00 16,207,000.00 15-PO 0.00 0.00 0.00 0.00 3,040,629.56 30-PO 0.00 0.00 0.00 0.00 964,644.35 1-AX 0.13 0.00 9,344.72 0.00 1,628,418.79 2-AX 0.31 0.00 21,880.95 0.00 4,328,816.09 3-AX 0.28 0.00 19,756.58 0.00 4,254,222.48 C-AX 0.41 0.00 28,941.83 0.00 6,719,112.50 7-AX 0.69 0.00 49,480.12 0.00 12,948,432.30 8-AX 0.91 0.00 65,126.66 0.00 13,845,112.89 B-1 0.50 0.00 35,553.26 0.00 8,278,727.09 B-2 0.12 0.00 8,533.97 0.00 1,987,170.36 B-3 0.06 0.00 4,269.10 0.00 994,077.79 B-4 0.05 0.00 3,554.06 0.00 827,577.15 B-5 0.04 0.00 2,843.25 0.00 662,061.72 B-6 0.03 0.00 2,137.59 0.00 497,747.26 B-I-1 0.72 0.00 51,107.37 0.00 10,521,233.13 B-I-2 0.25 0.00 17,995.96 0.00 3,704,743.35 B-I-3 0.15 0.00 10,799.50 0.00 2,223,242.67 B-I-4 0.11 0.00 7,918.99 0.00 1,630,245.74 B-I-5 0.09 0.00 6,478.74 0.00 1,333,747.27 B-I-6 0.09 0.00 6,481.31 0.00 1,334,276.81 A-LR 0.00 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 0.00 Totals 38.97 0.00 2,779,686.64 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% 804.10720191 4.35558061 0.00000000 0.00000000 2-A1 89,078,000.00 6.00000% 914.02203507 4.57011013 0.00000000 0.00000000 3-A1 86,668,000.00 5.50000% 966.16031603 4.42823476 0.00000000 0.00000000 4-A1 37,530,000.00 5.00000% 908.65820144 3.78607594 0.00000000 0.00000000 5-A1 22,918,000.00 6.50000% 819.62376734 4.43962868 0.00000000 0.00000000 6-A1 65,025,000.00 5.25000% 933.30321292 4.08320154 0.00000000 0.00000000 7-A1 100,098,000.00 4.50000% 870.61983536 3.26482437 0.00000000 0.00000000 8-A1 21,879,500.00 1.90000% 859.03473388 1.36013849 0.00000000 0.00000000 8-A2 0.00 6.10000% 859.03473388 4.36675975 0.00000000 0.00000000 8-A3 109,397,500.00 5.00000% 859.03473397 3.57931141 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% 946.08346834 0.00000000 0.00000000 0.00000000 30-PO 975,907.00 0.00000% 990.23771732 0.00000000 0.00000000 0.00000000 1-AX 0.00 6.50000% 791.42894105 4.28690571 0.00000000 0.00000000 2-AX 0.00 6.00000% 915.98869522 4.57994296 0.00000000 0.00000000 3-AX 0.00 5.50000% 966.57648157 4.43014161 0.00000000 0.00000000 C-AX 0.00 5.00000% 860.75543262 3.58648088 0.00000000 0.00000000 7-AX 0.00 4.50000% 854.91972204 3.20594884 0.00000000 0.00000000 8-AX 0.00 5.50000% 870.87009407 3.99148782 0.00000000 0.00000000 B-1 8,403,000.00 5.14033% 987.73735095 4.23107938 0.00000000 0.00000000 B-2 2,017,000.00 5.14033% 987.73735250 4.23108081 0.00000000 0.00000000 B-3 1,009,000.00 5.14033% 987.73735382 4.23108028 0.00000000 0.00000000 B-4 840,000.00 5.14033% 987.73734524 4.23108333 0.00000000 0.00000000 B-5 672,000.00 5.14033% 987.73735119 4.23108631 0.00000000 0.00000000 B-6 505,219.00 5.14033% 987.73735746 4.23107603 0.00000000 0.00000000 B-I-1 10,610,000.00 5.82080% 993.05475589 4.81697361 0.00000000 0.00000000 B-I-2 3,736,000.00 5.82080% 993.05475642 4.81697270 0.00000000 0.00000000 B-I-3 2,242,000.00 5.82080% 993.05475468 4.81697145 0.00000000 0.00000000 B-I-4 1,644,000.00 5.82080% 993.05475669 4.81697080 0.00000000 0.00000000 B-I-5 1,345,000.00 5.82080% 993.05475836 4.81697398 0.00000000 0.00000000 B-I-6 1,345,534.00 5.82080% 993.05475744 4.81697230 0.00000000 0.00000000 A-LR 50.00 5.50000% 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 5.50000% 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 1-A1 0.00006102 0.00000000 4.35551959 0.00000000 769.37891185 2-A1 0.00006410 0.00000000 4.57004614 0.00000000 903.24588495 3-A1 0.00006208 0.00000000 4.42817268 0.00000000 957.40887317 4-A1 0.00005302 0.00000000 3.78602265 0.00000000 901.18691660 5-A1 0.00006240 0.00000000 4.43956672 0.00000000 792.13754778 6-A1 0.00005721 0.00000000 4.08314433 0.00000000 916.10816286 7-A1 0.00004576 0.00000000 3.26477862 0.00000000 857.30334992 8-A1 0.00001920 0.00000000 1.36011929 0.00000000 835.85723897 8-A2 0.00006124 0.00000000 4.36669851 0.00000000 835.85723897 8-A3 0.00005018 0.00000000 3.57926123 0.00000000 835.85723888 8-A4 0.00006385 0.00000000 4.58326906 0.00000000 1000.00000000 8-A5 0.00006417 0.00000000 4.58326896 0.00000000 1000.00000000 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 937.05714649 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 988.45929991 1-AX 0.00005964 0.00000000 4.28684608 0.00000000 747.02941337 2-AX 0.00006489 0.00000000 4.57988017 0.00000000 906.06024751 3-AX 0.00006279 0.00000000 4.43008106 0.00000000 953.93790041 C-AX 0.00005081 0.00000000 3.58643131 0.00000000 832.62307317 7-AX 0.00004471 0.00000000 3.20590414 0.00000000 838.95173798 8-AX 0.00005577 0.00000000 3.99143205 0.00000000 848.52850239 B-1 0.00005950 0.00000000 4.23101987 0.00000000 985.21088778 B-2 0.00005949 0.00000000 4.23102132 0.00000000 985.21088746 B-3 0.00005946 0.00000000 4.23102081 0.00000000 985.21089197 B-4 0.00005952 0.00000000 4.23102381 0.00000000 985.21089286 B-5 0.00005952 0.00000000 4.23102679 0.00000000 985.21089286 B-6 0.00005938 0.00000000 4.23101665 0.00000000 985.21088874 B-I-1 0.00006786 0.00000000 4.81690575 0.00000000 991.63365975 B-I-2 0.00006692 0.00000000 4.81690578 0.00000000 991.63365899 B-I-3 0.00006690 0.00000000 4.81690455 0.00000000 991.63366191 B-I-4 0.00006691 0.00000000 4.81690389 0.00000000 991.63366180 B-I-5 0.00006691 0.00000000 4.81690706 0.00000000 991.63365799 B-I-6 0.00006689 0.00000000 4.81690541 0.00000000 991.63366366 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 0.00000000 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 0.00 628,740.52 624,863.80 93.92027512% PO-5 0.00000% 0.00 0.00 541,848.67 532,377.72 92.25834805% PO-6 0.00000% 0.00 0.00 1,857,821.99 1,842,054.03 93.97558798% PO-7 0.00000% 0.00 0.00 41,507.63 41,334.02 97.56413161% PO-3 0.00000% 0.00 0.00 699,921.28 698,517.30 98.69925098% PO-8 0.00000% 0.00 0.00 266,458.64 266,127.05 99.23300793% C-AX-1 5.00000% 2,477,867.67 2,457,147.78 0.00 0.00 90.11226058% C-AX-2 5.00000% 1,508,150.69 1,384,756.24 0.00 0.00 66.31259754% C-AX-3 5.00000% 2,960,117.02 2,877,208.48 0.00 0.00 88.39825428%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,466,145.95 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 33,745.83 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,499,891.78 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 120,147.33 Payment of Interest and Principal 12,379,744.45 Total Withdrawals (Pool Distribution Amount) 12,499,891.78 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 38.97 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 38.97
SERVICING FEES Gross Servicing Fee 120,140.53 Master Servicing Fee 6.80 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 120,147.33
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 1 0 0 1 101,218.21 0.00 0.00 101,218.21 30 Days 33 0 0 0 33 4,260,179.12 0.00 0.00 0.00 4,260,179.12 60 Days 2 0 0 0 2 230,404.94 0.00 0.00 0.00 230,404.94 90 Days 2 0 0 0 2 273,263.22 0.00 0.00 0.00 273,263.22 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 2 0 3 252,000.00 0.00 178,296.71 0.00 430,296.71 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 38 1 2 0 41 5,015,847.28 101,218.21 178,296.71 0.00 5,295,362.20 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 0.030139% 0.000000% 0.000000% 0.030139% 0.017944% 0.000000% 0.000000% 0.017944% 30 Days 0.994575% 0.000000% 0.000000% 0.000000% 0.994575% 0.755229% 0.000000% 0.000000% 0.000000% 0.755229% 60 Days 0.060277% 0.000000% 0.000000% 0.000000% 0.060277% 0.040845% 0.000000% 0.000000% 0.000000% 0.040845% 90 Days 0.060277% 0.000000% 0.000000% 0.000000% 0.060277% 0.048443% 0.000000% 0.000000% 0.000000% 0.048443% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.030139% 0.000000% 0.060277% 0.000000% 0.090416% 0.044674% 0.000000% 0.031608% 0.000000% 0.076281% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.145268% 0.030139% 0.060277% 0.000000% 1.235684% 0.889191% 0.017944% 0.031608% 0.000000% 0.938742%
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 2 0 0 0 2 174,290.93 0.00 0.00 0.00 174,290.93 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 53,863.10 0.00 0.00 0.00 53,863.10 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 2 0 2 0.00 0.00 178,296.71 0.00 178,296.71 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 2 0 5 228,154.03 0.00 178,296.71 0.00 406,450.74 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.589971% 0.000000% 0.000000% 0.000000% 0.589971% 0.518062% 0.000000% 0.000000% 0.000000% 0.518062% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.294985% 0.000000% 0.000000% 0.000000% 0.294985% 0.160102% 0.000000% 0.000000% 0.000000% 0.160102% 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% 0.589971% 0.000000% 0.589971% 0.000000% 0.000000% 0.529968% 0.000000% 0.529968% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.884956% 0.000000% 0.589971% 0.000000% 1.474926% 0.678164% 0.000000% 0.529968% 0.000000% 1.208133% 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 5 0 0 0 5 353,326.13 0.00 0.00 0.00 353,326.13 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 5 0 0 0 5 353,326.13 0.00 0.00 0.00 353,326.13 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.659631% 0.000000% 0.000000% 0.000000% 0.659631% 0.405227% 0.000000% 0.000000% 0.000000% 0.405227% 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 0.659631% 0.000000% 0.000000% 0.000000% 0.659631% 0.405227% 0.000000% 0.000000% 0.000000% 0.405227% 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 6 0 0 0 6 688,863.99 0.00 0.00 0.00 688,863.99 60 Days 2 0 0 0 2 230,404.94 0.00 0.00 0.00 230,404.94 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8 0 0 0 8 919,268.93 0.00 0.00 0.00 919,268.93 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.936037% 0.000000% 0.000000% 0.000000% 0.936037% 0.762960% 0.000000% 0.000000% 0.000000% 0.762960% 60 Days 0.312012% 0.000000% 0.000000% 0.000000% 0.312012% 0.255188% 0.000000% 0.000000% 0.000000% 0.255188% 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 1.248050% 0.000000% 0.000000% 0.000000% 1.248050% 1.018148% 0.000000% 0.000000% 0.000000% 1.018148% 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 7 0 0 0 7 415,626.59 0.00 0.00 0.00 415,626.59 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 7 0 0 0 7 415,626.59 0.00 0.00 0.00 415,626.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.939058% 0.000000% 0.000000% 0.000000% 1.939058% 1.112630% 0.000000% 0.000000% 0.000000% 1.112630% 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 1.939058% 0.000000% 0.000000% 0.000000% 1.939058% 1.112630% 0.000000% 0.000000% 0.000000% 1.112630% 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 3 244,442.48 0.00 0.00 0.00 244,442.48 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 3 244,442.48 0.00 0.00 0.00 244,442.48 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.562500% 0.000000% 0.000000% 0.000000% 1.562500% 1.194186% 0.000000% 0.000000% 0.000000% 1.194186% 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 1.562500% 0.000000% 0.000000% 0.000000% 1.562500% 1.194186% 0.000000% 0.000000% 0.000000% 1.194186% 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 1 0 0 0 1 84,507.56 0.00 0.00 0.00 84,507.56 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 84,507.56 0.00 0.00 0.00 84,507.56 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.234742% 0.000000% 0.000000% 0.000000% 0.234742% 0.131373% 0.000000% 0.000000% 0.000000% 0.131373% 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 0.234742% 0.000000% 0.000000% 0.000000% 0.234742% 0.131373% 0.000000% 0.000000% 0.000000% 0.131373% 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 1 0 0 0 1 342,747.24 0.00 0.00 0.00 342,747.24 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 1 342,747.24 0.00 0.00 0.00 342,747.24 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.507614% 0.000000% 0.000000% 0.000000% 0.507614% 0.379874% 0.000000% 0.000000% 0.000000% 0.379874% 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 0.507614% 0.000000% 0.000000% 0.000000% 0.507614% 0.379874% 0.000000% 0.000000% 0.000000% 0.379874% 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 1 0 0 1 101,218.21 0.00 0.00 101,218.21 30 Days 8 0 0 0 8 1,956,374.20 0.00 0.00 0.00 1,956,374.20 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 219,400.12 0.00 0.00 0.00 219,400.12 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 252,000.00 0.00 0.00 0.00 252,000.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 1 0 0 11 2,427,774.32 101,218.21 0.00 0.00 2,528,992.53 0-29 Days 0.247525% 0.000000% 0.000000% 0.247525% 0.071995% 0.000000% 0.000000% 0.071995% 30 Days 1.980198% 0.000000% 0.000000% 0.000000% 1.980198% 1.391547% 0.000000% 0.000000% 0.000000% 1.391547% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.247525% 0.000000% 0.000000% 0.000000% 0.247525% 0.156057% 0.000000% 0.000000% 0.000000% 0.156057% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.247525% 0.000000% 0.000000% 0.000000% 0.247525% 0.179245% 0.000000% 0.000000% 0.000000% 0.179245% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.475248% 0.247525% 0.000000% 0.000000% 2.722772% 1.726848% 0.071995% 0.000000% 0.000000% 1.798843%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 33,745.83
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 6.075129% Weighted Average Pass-Through Rate 5.823424% Weighted Average Maturity(Stepdown Calculation ) 283 Beginning Scheduled Collateral Loan Count 3,358 Number Of Loans Paid In Full 40 Ending Scheduled Collateral Loan Count 3,318 Beginning Scheduled Collateral Balance 572,799,769.29 Ending Scheduled Collateral Balance 563,199,711.48 Ending Actual Collateral Balance at 31-Jul-2004 564,091,225.30 Monthly P &I Constant 4,066,974.78 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 12,096,354.11 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 563,199,711.48 Scheduled Principal 1,167,114.14 Unscheduled Principal 8,432,943.67
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 7.071660 6.548700 5.968355 Weighted Average Net Rate 6.821661 6.298701 5.718355 Weighted Average Maturity 352 352 352 Beginning Loan Count 349 766 643 Loans Paid In Full 10 8 2 Ending Loan Count 339 758 641 Beginning Scheduled Balance 35,004,350.45 88,092,840.96 90,978,228.64 Ending scheduled Balance 33,618,912.68 87,126,590.96 90,211,455.41 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 236,272.71 564,329.79 548,547.73 Scheduled Principal 29,990.32 83,585.10 96,055.73 Unscheduled Principal 1,355,447.45 882,664.90 670,717.50 Scheduled Interest 206,282.39 480,744.69 452,492.00 Servicing Fees 7,292.56 18,352.67 18,953.80 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 38.09 46.59 5.79 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 198,951.74 462,345.43 433,532.41 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 6.820354 6.298066 5.718279
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 5.495822 6.940639 5.577309 Weighted Average Net Rate 5.245822 6.690639 5.327309 Weighted Average Maturity 173 173 170 Beginning Loan Count 363 196 431 Loans Paid In Full 2 4 5 Ending Loan Count 361 192 426 Beginning Scheduled Balance 37,552,068.10 21,080,311.03 65,283,508.11 Ending scheduled Balance 37,256,959.19 20,437,801.39 64,138,761.29 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 316,510.39 160,272.43 563,104.00 Scheduled Principal 144,527.50 38,346.74 259,682.10 Unscheduled Principal 150,581.41 604,162.90 885,064.72 Scheduled Interest 171,982.89 121,925.69 303,421.90 Servicing Fees 7,823.35 4,391.73 13,600.72 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 164,159.54 117,533.96 289,821.18 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 5.245822 6.690639 5.327309
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 15 Year Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 5.398437 6.290356 6.075129 Weighted Average Net Rate 5.148437 6.040356 5.825130 Weighted Average Maturity 171.00 352.00 283.00 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 781,419.25 896,518.48 4,066,974.78 Beginning Loan Count 198 412 3,358 Loans Paid In Full 1 8 40 Ending Loan Count 197 404 3,318 Beginning Scheduled Balance 91,281,305.29 143,527,156.71 572,799,769.29 Ending Scheduled Balance 89,931,555.19 140,477,675.37 563,199,711.48 Scheduled Principal 370,772.27 144,154.38 1,167,114.14 Unscheduled Principal 978,977.83 2,905,326.96 8,432,943.67 Scheduled Interest 410,646.98 752,364.10 2,899,860.64 Servicing Fee 19,016.95 29,901.48 119,333.26 Master Servicing Fee 0.00 6.80 6.80 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 0.00 716.66 807.13 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 391,630.03 721,739.16 2,779,713.45 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 5.148437 6.034307 5.823424
Miscellaneous Reporting Group Group 1 Subordinate % 8.526945% Senior Prepayment % 100.000000% Senior % 91.473055% Group Group 2 Subordinate % 7.575628% Senior Prepayment % 100.000000% Senior % 92.424372% Group Group 3 Subordinate % 7.247727% Senior Prepayment % 100.000000% Senior % 92.752273%
Miscellaneous Reporting Group Group 4 Subordinate % 7.633862% Senior Prepayment % 100.000000% Senior % 92.366138% Group Group 5 Subordinate % 8.541656% Senior Prepayment % 100.000000% Senior % 91.458344% Group Group 6 Subordinate % 4.316303% Senior Prepayment % 100.000000% Senior % 95.683697%
Miscellaneous Reporting Group Group 7 Subordinate % 4.485426% Senior Prepayment % 100.000000% Senior % 95.514574% Group Group 8 Subordinate % 4.503116% Senior Prepayment % 100.000000% Senior % 95.496884%
Group -----END PRIVACY-ENHANCED MESSAGE-----