-----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, HuE/2hen6xQFVB2I9fdHbNcRKJ6Ufi29j7Hn7pxghT6Y3+yfKxy+A/wNVNVKIP6R sP8nnwTHTVu2CICQOw9pMg== 0001056404-04-003360.txt : 20041005 0001056404-04-003360.hdr.sgml : 20041005 20041005094542 ACCESSION NUMBER: 0001056404-04-003360 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041005 DATE AS OF CHANGE: 20041005 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: 041064414 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal04002_sep.txt SEPT. 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 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 September 27, 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 September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. 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: 10/4/04 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 September 27, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 8/31/04 Distribution Date: 9/27/04 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% 30,636,668.27 165,948.62 1,148,040.16 2-A1 576434MK7 SEN 6.00000% 80,459,336.94 402,296.68 1,000,385.56 3-A1 576434ML5 SEN 5.50000% 82,976,712.22 380,309.93 1,316,004.58 4-A1 576434MM3 SEN 5.00000% 33,821,544.98 140,923.10 622,751.34 5-A1 576434MN1 SEN 6.50000% 18,154,208.32 98,335.30 1,231,772.59 6-A1 576434MP6 SEN 5.25000% 59,569,933.29 260,618.46 941,825.84 7-A1 576434MQ4 SEN 4.50000% 85,814,350.72 321,803.82 2,158,248.83 8-A1 576434MR2 SEN 2.06500% 18,288,138.46 31,470.84 543,869.58 8-A2 576434MS0 IO 5.93500% 0.00 90,450.08 0.00 8-A3 576434MT8 SEN 5.00000% 91,440,692.29 381,002.88 2,719,347.92 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% 3,040,629.56 0.00 44,122.55 30-PO 576434MX9 PO 0.00000% 964,644.35 0.00 8,980.08 1-AX 576434MX9 IO 6.50000% 0.00 8,820.60 0.00 2-AX 576434MZ4 IO 6.00000% 0.00 21,644.08 0.00 3-AX 576434NA8 IO 5.50000% 0.00 19,498.52 0.00 C-AX 576434NB6 IO 5.00000% 0.00 27,996.30 0.00 7-AX 576434NC4 IO 4.50000% 0.00 48,556.62 0.00 8-AX 576434ND2 IO 5.50000% 0.00 63,456.77 0.00 B-1 576434NG5 SUB 5.14087% 8,278,727.09 35,466.53 21,512.19 B-2 576434NH3 SUB 5.14087% 1,987,170.36 8,513.15 5,163.64 B-3 576434NJ9 SUB 5.14087% 994,077.79 4,258.68 2,583.10 B-4 576434NN0 SUB 5.14087% 827,577.15 3,545.39 2,150.45 B-5 576434NP5 SUB 5.14087% 662,061.72 2,836.31 1,720.36 B-6 576434NQ3 SUB 5.14087% 497,747.26 2,132.38 1,293.39 B-I-1 576434NK6 SUB 5.82109% 10,521,233.13 51,037.54 15,206.60 B-I-2 576434NL4 SUB 5.82109% 3,704,743.35 17,971.37 5,354.56 B-I-3 576434NM2 SUB 5.82109% 2,223,242.67 10,784.75 3,213.31 B-I-4 576434NR1 SUB 5.82109% 1,630,245.74 7,908.17 2,356.23 B-I-5 576434NS9 SUB 5.82109% 1,333,747.27 6,469.89 1,927.70 B-I-6 576434NT7 SUB 5.82109% 1,334,276.81 6,472.45 1,928.46 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 563,199,709.74 2,730,703.37 11,799,759.02
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 29,488,628.11 1,313,988.78 0.00 2-A1 0.00 79,458,951.37 1,402,682.24 0.00 3-A1 0.00 81,660,707.64 1,696,314.51 0.00 4-A1 0.00 33,198,793.64 763,674.44 0.00 5-A1 0.00 16,922,435.73 1,330,107.89 0.00 6-A1 0.00 58,628,107.45 1,202,444.30 0.00 7-A1 0.00 83,656,101.89 2,480,052.65 0.00 8-A1 0.00 17,744,268.87 575,340.42 0.00 8-A2 0.00 0.00 90,450.08 0.00 8-A3 0.00 88,721,344.37 3,100,350.80 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 2,996,507.01 44,122.55 0.00 30-PO 0.00 955,664.27 8,980.08 0.00 1-AX 0.00 0.00 8,820.60 0.00 2-AX 0.00 0.00 21,644.08 0.00 3-AX 0.00 0.00 19,498.52 0.00 C-AX 0.00 0.00 27,996.30 0.00 7-AX 0.00 0.00 48,556.62 0.00 8-AX 0.00 0.00 63,456.77 0.00 B-1 0.00 8,257,214.90 56,978.72 0.00 B-2 0.00 1,982,006.72 13,676.79 0.00 B-3 0.00 991,494.68 6,841.78 0.00 B-4 0.00 825,426.69 5,695.84 0.00 B-5 0.00 660,341.36 4,556.67 0.00 B-6 0.00 496,453.87 3,425.77 0.00 B-I-1 0.00 10,506,026.53 66,244.14 0.00 B-I-2 0.00 3,699,388.79 23,325.93 0.00 B-I-3 0.00 2,220,029.36 13,998.06 0.00 B-I-4 0.00 1,627,889.51 10,264.40 0.00 B-I-5 0.00 1,331,819.57 8,397.59 0.00 B-I-6 0.00 1,332,348.34 8,400.91 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 Totals 0.00 551,399,950.67 14,530,462.39 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 30,636,668.27 26,538.72 1,121,501.44 0.00 0.00 2-A1 89,078,000.00 80,459,336.94 77,011.23 923,374.33 0.00 0.00 3-A1 86,668,000.00 82,976,712.22 88,222.53 1,227,782.05 0.00 0.00 4-A1 37,530,000.00 33,821,544.98 131,275.11 491,476.24 0.00 0.00 5-A1 22,918,000.00 18,154,208.32 32,796.53 1,198,976.06 0.00 0.00 6-A1 65,025,000.00 59,569,933.29 239,006.75 702,819.09 0.00 0.00 7-A1 100,098,000.00 85,814,350.72 357,120.52 1,801,128.31 0.00 0.00 8-A1 21,879,500.00 18,288,138.46 22,557.78 521,311.80 0.00 0.00 8-A2 0.00 0.00 0.00 0.00 0.00 0.00 8-A3 109,397,500.00 91,440,692.29 112,788.90 2,606,559.02 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 3,040,629.56 12,524.95 31,597.60 0.00 0.00 30-PO 975,907.00 964,644.35 1,176.62 7,803.45 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 8,278,727.09 21,512.19 0.00 0.00 0.00 B-2 2,017,000.00 1,987,170.36 5,163.64 0.00 0.00 0.00 B-3 1,009,000.00 994,077.79 2,583.10 0.00 0.00 0.00 B-4 840,000.00 827,577.15 2,150.45 0.00 0.00 0.00 B-5 672,000.00 662,061.72 1,720.36 0.00 0.00 0.00 B-6 505,219.00 497,747.26 1,293.39 0.00 0.00 0.00 B-I-1 10,610,000.00 10,521,233.13 15,206.60 0.00 0.00 0.00 B-I-2 3,736,000.00 3,704,743.35 5,354.56 0.00 0.00 0.00 B-I-3 2,242,000.00 2,223,242.67 3,213.31 0.00 0.00 0.00 B-I-4 1,644,000.00 1,630,245.74 2,356.23 0.00 0.00 0.00 B-I-5 1,345,000.00 1,333,747.27 1,927.70 0.00 0.00 0.00 B-I-6 1,345,534.00 1,334,276.81 1,928.46 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 635,041,631.00 563,199,709.74 1,165,429.63 10,634,329.39 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 1,148,040.16 29,488,628.11 0.74054817 1,148,040.16 2-A1 1,000,385.56 79,458,951.37 0.89201544 1,000,385.56 3-A1 1,316,004.58 81,660,707.64 0.94222444 1,316,004.58 4-A1 622,751.34 33,198,793.64 0.88459349 622,751.34 5-A1 1,231,772.59 16,922,435.73 0.73839060 1,231,772.59 6-A1 941,825.84 58,628,107.45 0.90162411 941,825.84 7-A1 2,158,248.83 83,656,101.89 0.83574199 2,158,248.83 8-A1 543,869.58 17,744,268.87 0.81099974 543,869.58 8-A2 0.00 0.00 0.00000000 0.00 8-A3 2,719,347.92 88,721,344.37 0.81099974 2,719,347.92 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 44,122.55 2,996,507.01 0.92345952 44,122.55 30-PO 8,980.08 955,664.27 0.97925752 8,980.08 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 21,512.19 8,257,214.90 0.98265083 21,512.19 B-2 5,163.64 1,982,006.72 0.98265083 5,163.64 B-3 2,583.10 991,494.68 0.98265082 2,583.10 B-4 2,150.45 825,426.69 0.98265082 2,150.45 B-5 1,720.36 660,341.36 0.98265083 1,720.36 B-6 1,293.39 496,453.87 0.98265083 1,293.39 B-I-1 15,206.60 10,506,026.53 0.99020043 15,206.60 B-I-2 5,354.56 3,699,388.79 0.99020043 5,354.56 B-I-3 3,213.31 2,220,029.36 0.99020043 3,213.31 B-I-4 2,356.23 1,627,889.51 0.99020043 2,356.23 B-I-5 1,927.70 1,331,819.57 0.99020042 1,927.70 B-I-6 1,928.46 1,332,348.34 0.99020043 1,928.46 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 Totals 11,799,759.02 551,399,950.67 0.86828945 11,799,759.02
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 39,820,000.00 769.37891185 0.66646710 28.16427524 0.00000000 2-A1 89,078,000.00 903.24588495 0.86453703 10.36590774 0.00000000 3-A1 86,668,000.00 957.40887317 1.01793661 14.16649802 0.00000000 4-A1 37,530,000.00 901.18691660 3.49787130 13.09555662 0.00000000 5-A1 22,918,000.00 792.13754778 1.43103805 52.31591151 0.00000000 6-A1 65,025,000.00 916.10816286 3.67561323 10.80844429 0.00000000 7-A1 100,098,000.00 857.30334992 3.56770885 17.99364932 0.00000000 8-A1 21,879,500.00 835.85723897 1.03100071 23.82649512 0.00000000 8-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 109,397,500.00 835.85723888 1.03100071 23.82649530 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 3,244,871.00 937.05714649 3.85992232 9.73770606 0.00000000 30-PO 975,907.00 988.45929991 1.20566816 7.99610004 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 8,403,000.00 985.21088778 2.56006069 0.00000000 0.00000000 B-2 2,017,000.00 985.21088746 2.56005949 0.00000000 0.00000000 B-3 1,009,000.00 985.21089197 2.56005946 0.00000000 0.00000000 B-4 840,000.00 985.21089286 2.56005952 0.00000000 0.00000000 B-5 672,000.00 985.21089286 2.56005952 0.00000000 0.00000000 B-6 505,219.00 985.21088874 2.56005811 0.00000000 0.00000000 B-I-1 10,610,000.00 991.63365975 1.43323280 0.00000000 0.00000000 B-I-2 3,736,000.00 991.63365899 1.43323340 0.00000000 0.00000000 B-I-3 2,242,000.00 991.63366191 1.43323372 0.00000000 0.00000000 B-I-4 1,644,000.00 991.63366180 1.43322993 0.00000000 0.00000000 B-I-5 1,345,000.00 991.63365799 1.43323420 0.00000000 0.00000000 B-I-6 1,345,534.00 991.63366366 1.43323023 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 28.83074234 740.54816951 0.74054817 28.83074234 2-A1 0.00000000 11.23044478 892.01544006 0.89201544 11.23044478 3-A1 0.00000000 15.18443462 942.22443855 0.94222444 15.18443462 4-A1 0.00000000 16.59342766 884.59348894 0.88459349 16.59342766 5-A1 0.00000000 53.74694956 738.39059822 0.73839060 53.74694956 6-A1 0.00000000 14.48405752 901.62410534 0.90162411 14.48405752 7-A1 0.00000000 21.56135817 835.74199175 0.83574199 21.56135817 8-A1 0.00000000 24.85749583 810.99974268 0.81099974 24.85749583 8-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 0.00000000 24.85749601 810.99974286 0.81099974 24.85749601 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 13.59762838 923.45951811 0.92345952 13.59762838 30-PO 0.00000000 9.20177845 979.25752146 0.97925752 9.20177845 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 2.56006069 982.65082709 0.98265083 2.56006069 B-2 0.00000000 2.56005949 982.65082796 0.98265083 2.56005949 B-3 0.00000000 2.56005946 982.65082260 0.98265082 2.56005946 B-4 0.00000000 2.56005952 982.65082143 0.98265082 2.56005952 B-5 0.00000000 2.56005952 982.65083333 0.98265083 2.56005952 B-6 0.00000000 2.56005811 982.65083063 0.98265083 2.56005811 B-I-1 0.00000000 1.43323280 990.20042696 0.99020043 1.43323280 B-I-2 0.00000000 1.43323340 990.20042559 0.99020043 1.43323340 B-I-3 0.00000000 1.43323372 990.20042819 0.99020043 1.43323372 B-I-4 0.00000000 1.43322993 990.20043187 0.99020043 1.43322993 B-I-5 0.00000000 1.43323420 990.20042379 0.99020042 1.43323420 B-I-6 0.00000000 1.43323023 990.20042600 0.99020043 1.43323023 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% 30,636,668.27 165,948.62 0.00 0.00 2-A1 89,078,000.00 6.00000% 80,459,336.94 402,296.68 0.00 0.00 3-A1 86,668,000.00 5.50000% 82,976,712.22 380,309.93 0.00 0.00 4-A1 37,530,000.00 5.00000% 33,821,544.98 140,923.10 0.00 0.00 5-A1 22,918,000.00 6.50000% 18,154,208.32 98,335.30 0.00 0.00 6-A1 65,025,000.00 5.25000% 59,569,933.29 260,618.46 0.00 0.00 7-A1 100,098,000.00 4.50000% 85,814,350.72 321,803.82 0.00 0.00 8-A1 21,879,500.00 2.06500% 18,288,138.46 31,470.84 0.00 0.00 8-A2 0.00 5.93500% 18,288,138.46 90,450.08 0.00 0.00 8-A3 109,397,500.00 5.00000% 91,440,692.29 381,002.88 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% 3,040,629.56 0.00 0.00 0.00 30-PO 975,907.00 0.00000% 964,644.35 0.00 0.00 0.00 1-AX 0.00 6.50000% 1,628,418.79 8,820.60 0.00 0.00 2-AX 0.00 6.00000% 4,328,816.09 21,644.08 0.00 0.00 3-AX 0.00 5.50000% 4,254,222.48 19,498.52 0.00 0.00 C-AX 0.00 5.00000% 6,719,112.50 27,996.30 0.00 0.00 7-AX 0.00 4.50000% 12,948,432.30 48,556.62 0.00 0.00 8-AX 0.00 5.50000% 13,845,112.89 63,456.77 0.00 0.00 B-1 8,403,000.00 5.14087% 8,278,727.09 35,466.53 0.00 0.00 B-2 2,017,000.00 5.14087% 1,987,170.36 8,513.15 0.00 0.00 B-3 1,009,000.00 5.14087% 994,077.79 4,258.68 0.00 0.00 B-4 840,000.00 5.14087% 827,577.15 3,545.39 0.00 0.00 B-5 672,000.00 5.14087% 662,061.72 2,836.31 0.00 0.00 B-6 505,219.00 5.14087% 497,747.26 2,132.38 0.00 0.00 B-I-1 10,610,000.00 5.82109% 10,521,233.13 51,037.54 0.00 0.00 B-I-2 3,736,000.00 5.82109% 3,704,743.35 17,971.37 0.00 0.00 B-I-3 2,242,000.00 5.82109% 2,223,242.67 10,784.75 0.00 0.00 B-I-4 1,644,000.00 5.82109% 1,630,245.74 7,908.17 0.00 0.00 B-I-5 1,345,000.00 5.82109% 1,333,747.27 6,469.89 0.00 0.00 B-I-6 1,345,534.00 5.82109% 1,334,276.81 6,472.45 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 2,730,703.37 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 0.00 165,948.62 0.00 29,488,628.11 2-A1 0.00 0.00 402,296.68 0.00 79,458,951.37 3-A1 0.00 0.00 380,309.93 0.00 81,660,707.64 4-A1 0.00 0.00 140,923.10 0.00 33,198,793.64 5-A1 0.00 0.00 98,335.30 0.00 16,922,435.73 6-A1 0.00 0.00 260,618.46 0.00 58,628,107.45 7-A1 0.00 0.00 321,803.82 0.00 83,656,101.89 8-A1 0.00 0.00 31,470.84 0.00 17,744,268.87 8-A2 0.00 0.00 90,450.08 0.00 17,744,268.87 8-A3 0.00 0.00 381,002.88 0.00 88,721,344.37 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 2,996,507.01 30-PO 0.00 0.00 0.00 0.00 955,664.27 1-AX 0.00 0.00 8,820.60 0.00 1,572,800.79 2-AX 0.00 0.00 21,644.08 0.00 4,273,148.69 3-AX 0.00 0.00 19,498.52 0.00 4,190,134.71 C-AX 0.00 0.00 27,996.30 0.00 6,531,040.30 7-AX 0.00 0.00 48,556.62 0.00 12,636,700.97 8-AX 0.00 0.00 63,456.77 0.00 13,458,349.27 B-1 0.00 0.00 35,466.53 0.00 8,257,214.90 B-2 0.00 0.00 8,513.15 0.00 1,982,006.72 B-3 0.00 0.00 4,258.68 0.00 991,494.68 B-4 0.00 0.00 3,545.39 0.00 825,426.69 B-5 0.00 0.00 2,836.31 0.00 660,341.36 B-6 0.00 0.00 2,132.38 0.00 496,453.87 B-I-1 0.00 0.00 51,037.54 0.00 10,506,026.53 B-I-2 0.00 0.00 17,971.37 0.00 3,699,388.79 B-I-3 0.00 0.00 10,784.75 0.00 2,220,029.36 B-I-4 0.00 0.00 7,908.17 0.00 1,627,889.51 B-I-5 0.00 0.00 6,469.89 0.00 1,331,819.57 B-I-6 0.00 0.00 6,472.45 0.00 1,332,348.34 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 0.00 0.00 2,730,703.37 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% 769.37891185 4.16746911 0.00000000 0.00000000 2-A1 89,078,000.00 6.00000% 903.24588495 4.51622937 0.00000000 0.00000000 3-A1 86,668,000.00 5.50000% 957.40887317 4.38812399 0.00000000 0.00000000 4-A1 37,530,000.00 5.00000% 901.18691660 3.75494538 0.00000000 0.00000000 5-A1 22,918,000.00 6.50000% 792.13754778 4.29074527 0.00000000 0.00000000 6-A1 65,025,000.00 5.25000% 916.10816286 4.00797324 0.00000000 0.00000000 7-A1 100,098,000.00 4.50000% 857.30334992 3.21488761 0.00000000 0.00000000 8-A1 21,879,500.00 2.06500% 835.85723897 1.43837108 0.00000000 0.00000000 8-A2 0.00 5.93500% 835.85723897 4.13401038 0.00000000 0.00000000 8-A3 109,397,500.00 5.00000% 835.85723888 3.48273845 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% 937.05714649 0.00000000 0.00000000 0.00000000 30-PO 975,907.00 0.00000% 988.45929991 0.00000000 0.00000000 0.00000000 1-AX 0.00 6.50000% 747.02941337 4.04640851 0.00000000 0.00000000 2-AX 0.00 6.00000% 906.06024751 4.53030114 0.00000000 0.00000000 3-AX 0.00 5.50000% 953.93790041 4.37221544 0.00000000 0.00000000 C-AX 0.00 5.00000% 832.62307317 3.46926255 0.00000000 0.00000000 7-AX 0.00 4.50000% 838.95173798 3.14606894 0.00000000 0.00000000 8-AX 0.00 5.50000% 848.52850239 3.88908913 0.00000000 0.00000000 B-1 8,403,000.00 5.14087% 985.21088778 4.22069856 0.00000000 0.00000000 B-2 2,017,000.00 5.14087% 985.21088746 4.22069906 0.00000000 0.00000000 B-3 1,009,000.00 5.14087% 985.21089197 4.22069376 0.00000000 0.00000000 B-4 840,000.00 5.14087% 985.21089286 4.22070238 0.00000000 0.00000000 B-5 672,000.00 5.14087% 985.21089286 4.22069940 0.00000000 0.00000000 B-6 505,219.00 5.14087% 985.21088874 4.22070429 0.00000000 0.00000000 B-I-1 10,610,000.00 5.82109% 991.63365975 4.81032422 0.00000000 0.00000000 B-I-2 3,736,000.00 5.82109% 991.63365899 4.81032388 0.00000000 0.00000000 B-I-3 2,242,000.00 5.82109% 991.63366191 4.81032560 0.00000000 0.00000000 B-I-4 1,644,000.00 5.82109% 991.63366180 4.81032238 0.00000000 0.00000000 B-I-5 1,345,000.00 5.82109% 991.63365799 4.81032714 0.00000000 0.00000000 B-I-6 1,345,534.00 5.82109% 991.63366366 4.81032066 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 0.00000000 0.00000000 4.16746911 0.00000000 740.54816951 2-A1 0.00000000 0.00000000 4.51622937 0.00000000 892.01544006 3-A1 0.00000000 0.00000000 4.38812399 0.00000000 942.22443855 4-A1 0.00000000 0.00000000 3.75494538 0.00000000 884.59348894 5-A1 0.00000000 0.00000000 4.29074527 0.00000000 738.39059822 6-A1 0.00000000 0.00000000 4.00797324 0.00000000 901.62410534 7-A1 0.00000000 0.00000000 3.21488761 0.00000000 835.74199175 8-A1 0.00000000 0.00000000 1.43837108 0.00000000 810.99974268 8-A2 0.00000000 0.00000000 4.13401038 0.00000000 810.99974268 8-A3 0.00000000 0.00000000 3.48273845 0.00000000 810.99974286 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 923.45951811 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 979.25752146 1-AX 0.00000000 0.00000000 4.04640851 0.00000000 721.51491908 2-AX 0.00000000 0.00000000 4.53030114 0.00000000 894.40855865 3-AX 0.00000000 0.00000000 4.37221544 0.00000000 939.56729496 C-AX 0.00000000 0.00000000 3.46926255 0.00000000 809.31742780 7-AX 0.00000000 0.00000000 3.14606894 0.00000000 818.75411598 8-AX 0.00000000 0.00000000 3.88908913 0.00000000 824.82483469 B-1 0.00000000 0.00000000 4.22069856 0.00000000 982.65082709 B-2 0.00000000 0.00000000 4.22069906 0.00000000 982.65082796 B-3 0.00000000 0.00000000 4.22069376 0.00000000 982.65082260 B-4 0.00000000 0.00000000 4.22070238 0.00000000 982.65082143 B-5 0.00000000 0.00000000 4.22069940 0.00000000 982.65083333 B-6 0.00000000 0.00000000 4.22070429 0.00000000 982.65083063 B-I-1 0.00000000 0.00000000 4.81032422 0.00000000 990.20042696 B-I-2 0.00000000 0.00000000 4.81032388 0.00000000 990.20042559 B-I-3 0.00000000 0.00000000 4.81032560 0.00000000 990.20042819 B-I-4 0.00000000 0.00000000 4.81032238 0.00000000 990.20043187 B-I-5 0.00000000 0.00000000 4.81032714 0.00000000 990.20042379 B-I-6 0.00000000 0.00000000 4.81032066 0.00000000 990.20042600 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 0.00 624,863.80 613,513.75 92.21430364% PO-5 0.00000% 0.00 0.00 532,377.72 529,361.35 91.73562649% PO-6 0.00000% 0.00 0.00 1,842,054.03 1,812,472.15 92.46641696% PO-7 0.00000% 0.00 0.00 41,334.02 41,159.75 97.15278761% PO-3 0.00000% 0.00 0.00 698,517.30 689,885.28 97.47956192% PO-8 0.00000% 0.00 0.00 266,127.05 265,778.99 99.10322391% C-AX-1 5.00000% 2,457,147.78 2,443,913.04 0.00 0.00 89.62689607% C-AX-2 5.00000% 1,384,756.24 1,243,025.80 0.00 0.00 59.52547259% C-AX-3 5.00000% 2,877,208.48 2,844,101.46 0.00 0.00 87.38108685%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,602,972.94 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 45,628.29 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,648,601.23 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 118,138.84 Payment of Interest and Principal 14,530,462.39 Total Withdrawals (Pool Distribution Amount) 14,648,601.23 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 117,333.24 LPMI Fees 751.36 Master Servicing Fee 6.79 WMMSC Master Servicing Fee 47.45 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 118,138.84
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 1 101,118.16 0.00 0.00 101,118.16 30 Days 23 0 0 0 23 4,927,773.54 0.00 0.00 0.00 4,927,773.54 60 Days 9 0 0 0 9 1,398,913.49 0.00 0.00 0.00 1,398,913.49 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 1 1 0 2 0.00 219,400.12 53,863.10 0.00 273,263.22 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 2 0 2 0.00 0.00 408,332.89 0.00 408,332.89 Totals 32 2 3 0 37 6,326,687.03 320,518.28 462,195.99 0.00 7,109,401.30 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 0.030600% 0.000000% 0.000000% 0.030600% 0.018308% 0.000000% 0.000000% 0.018308% 30 Days 0.703794% 0.000000% 0.000000% 0.000000% 0.703794% 0.892212% 0.000000% 0.000000% 0.000000% 0.892212% 60 Days 0.275398% 0.000000% 0.000000% 0.000000% 0.275398% 0.253284% 0.000000% 0.000000% 0.000000% 0.253284% 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% 0.030600% 0.030600% 0.000000% 0.061200% 0.000000% 0.039724% 0.009752% 0.000000% 0.049476% 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% 0.061200% 0.000000% 0.061200% 0.000000% 0.000000% 0.073932% 0.000000% 0.073932% Totals 0.979192% 0.061200% 0.091799% 0.000000% 1.132191% 1.145496% 0.058032% 0.083684% 0.000000% 1.287213%
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 67,842.88 0.00 0.00 0.00 67,842.88 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 1 0 1 0.00 0.00 53,863.10 0.00 53,863.10 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 1 0 1 0.00 0.00 156,332.89 0.00 156,332.89 Totals 1 0 2 0 3 67,842.88 0.00 210,195.99 0.00 278,038.87 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.303951% 0.000000% 0.000000% 0.000000% 0.303951% 0.208802% 0.000000% 0.000000% 0.000000% 0.208802% 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% 0.303951% 0.000000% 0.303951% 0.000000% 0.000000% 0.165776% 0.000000% 0.165776% 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% 0.303951% 0.000000% 0.303951% 0.000000% 0.000000% 0.481151% 0.000000% 0.481151% Totals 0.303951% 0.000000% 0.607903% 0.000000% 0.911854% 0.208802% 0.000000% 0.646927% 0.000000% 0.855730% 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 5 366,358.32 0.00 0.00 0.00 366,358.32 60 Days 1 0 0 0 1 145,057.24 0.00 0.00 0.00 145,057.24 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 6 0 0 0 6 511,415.56 0.00 0.00 0.00 511,415.56 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.665779% 0.000000% 0.000000% 0.000000% 0.665779% 0.425076% 0.000000% 0.000000% 0.000000% 0.425076% 60 Days 0.133156% 0.000000% 0.000000% 0.000000% 0.133156% 0.168306% 0.000000% 0.000000% 0.000000% 0.168306% 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 0.798935% 0.000000% 0.000000% 0.000000% 0.798935% 0.593382% 0.000000% 0.000000% 0.000000% 0.593382% 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 5 0 0 0 5 434,200.43 0.00 0.00 0.00 434,200.43 60 Days 3 0 0 0 3 345,262.83 0.00 0.00 0.00 345,262.83 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 8 779,463.26 0.00 0.00 0.00 779,463.26 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.791139% 0.000000% 0.000000% 0.000000% 0.791139% 0.488101% 0.000000% 0.000000% 0.000000% 0.488101% 60 Days 0.474684% 0.000000% 0.000000% 0.000000% 0.474684% 0.388123% 0.000000% 0.000000% 0.000000% 0.388123% 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 1.265823% 0.000000% 0.000000% 0.000000% 1.265823% 0.876224% 0.000000% 0.000000% 0.000000% 0.876224% 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 2 0 0 0 2 360,269.36 0.00 0.00 0.00 360,269.36 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 360,269.36 0.00 0.00 0.00 360,269.36 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.558659% 0.000000% 0.000000% 0.000000% 0.558659% 0.981253% 0.000000% 0.000000% 0.000000% 0.981253% 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 0.558659% 0.000000% 0.000000% 0.000000% 0.558659% 0.981253% 0.000000% 0.000000% 0.000000% 0.981253% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 179,047.15 0.00 0.00 0.00 179,047.15 60 Days 3 0 0 0 3 244,442.48 0.00 0.00 0.00 244,442.48 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 4 423,489.63 0.00 0.00 0.00 423,489.63 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.537634% 0.000000% 0.000000% 0.000000% 0.537634% 0.931038% 0.000000% 0.000000% 0.000000% 0.931038% 60 Days 1.612903% 0.000000% 0.000000% 0.000000% 1.612903% 1.271091% 0.000000% 0.000000% 0.000000% 1.271091% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.150538% 0.000000% 0.000000% 0.000000% 2.150538% 2.202129% 0.000000% 0.000000% 0.000000% 2.202129% 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 1 145,263.95 0.00 0.00 0.00 145,263.95 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 1 145,263.95 0.00 0.00 0.00 145,263.95 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.237530% 0.000000% 0.000000% 0.000000% 0.237530% 0.229321% 0.000000% 0.000000% 0.000000% 0.229321% 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 0.237530% 0.000000% 0.000000% 0.000000% 0.237530% 0.229321% 0.000000% 0.000000% 0.000000% 0.229321% 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 1 388,525.82 0.00 0.00 0.00 388,525.82 60 Days 1 0 0 0 1 342,747.24 0.00 0.00 0.00 342,747.24 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 2 731,273.06 0.00 0.00 0.00 731,273.06 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.441192% 0.000000% 0.000000% 0.000000% 0.441192% 60 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.389208% 0.000000% 0.000000% 0.000000% 0.389208% 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 1.030928% 0.000000% 0.000000% 0.000000% 1.030928% 0.830400% 0.000000% 0.000000% 0.000000% 0.830400% 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 1 101,118.16 0.00 0.00 101,118.16 30 Days 7 0 0 0 7 2,986,265.63 0.00 0.00 0.00 2,986,265.63 60 Days 1 0 0 0 1 321,403.70 0.00 0.00 0.00 321,403.70 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 1 0 0 1 0.00 219,400.12 0.00 0.00 219,400.12 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 1 0 1 0.00 0.00 252,000.00 0.00 252,000.00 Totals 8 2 1 0 11 3,307,669.33 320,518.28 252,000.00 0.00 3,880,187.61 0-29 Days 0.251889% 0.000000% 0.000000% 0.251889% 0.073637% 0.000000% 0.000000% 0.073637% 30 Days 1.763224% 0.000000% 0.000000% 0.000000% 1.763224% 2.174669% 0.000000% 0.000000% 0.000000% 2.174669% 60 Days 0.251889% 0.000000% 0.000000% 0.000000% 0.251889% 0.234054% 0.000000% 0.000000% 0.000000% 0.234054% 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% 0.251889% 0.000000% 0.000000% 0.251889% 0.000000% 0.159772% 0.000000% 0.000000% 0.159772% 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% 0.251889% 0.000000% 0.251889% 0.000000% 0.000000% 0.183512% 0.000000% 0.183512% Totals 2.015113% 0.503778% 0.251889% 0.000000% 2.770781% 2.408723% 0.233409% 0.183512% 0.000000% 2.825644%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 45,628.29
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 6.069980% Weighted Average Pass-Through Rate 5.818263% Weighted Average Maturity(Stepdown Calculation ) 282 Beginning Scheduled Collateral Loan Count 3,318 Number Of Loans Paid In Full 50 Ending Scheduled Collateral Loan Count 3,268 Beginning Scheduled Collateral Balance 563,199,711.48 Ending Scheduled Collateral Balance 551,399,952.43 Ending Actual Collateral Balance at 31-Aug-2004 552,309,788.11 Monthly P &I Constant 4,014,271.95 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 14,202,450.55 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 551,399,952.43 Scheduled Principal 1,165,429.65 Unscheduled Principal 10,634,329.40
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 7.066205 6.548642 5.966862 Weighted Average Net Rate 6.816205 6.298642 5.716862 Weighted Average Maturity 351 351 351 Beginning Loan Count 339 758 641 Loans Paid In Full 10 7 9 Ending Loan Count 329 751 632 Beginning Scheduled Balance 33,618,912.68 87,126,590.96 90,211,455.41 Ending scheduled Balance 32,468,289.18 86,119,823.87 88,879,869.36 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 227,087.16 558,860.15 544,608.61 Scheduled Principal 29,122.06 83,392.76 96,042.53 Unscheduled Principal 1,121,501.44 923,374.33 1,235,543.52 Scheduled Interest 197,965.10 475,467.39 448,566.08 Servicing Fees 7,003.94 18,151.36 18,794.04 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 38.07 38.98 5.78 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 190,923.09 457,277.05 429,766.26 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 6.814846 6.298105 5.716785
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 5.495897 6.919454 5.573517 Weighted Average Net Rate 5.245896 6.669454 5.323517 Weighted Average Maturity 172 172 169 Beginning Loan Count 361 192 426 Loans Paid In Full 3 6 5 Ending Loan Count 358 186 421 Beginning Scheduled Balance 37,256,959.19 20,437,801.39 64,138,761.29 Ending scheduled Balance 36,611,948.91 19,199,848.77 63,156,413.20 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 315,407.04 155,732.70 555,683.33 Scheduled Principal 144,773.38 37,884.01 257,784.61 Unscheduled Principal 500,236.90 1,200,068.61 724,563.48 Scheduled Interest 170,633.66 117,848.69 297,898.72 Servicing Fees 7,761.87 4,257.88 13,362.22 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 162,871.79 113,590.81 284,536.50 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 5.245897 6.669454 5.323517
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 15 Year Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 5.395846 6.287820 6.069980 Weighted Average Net Rate 5.145846 6.037820 5.819980 Weighted Average Maturity 170.00 351.00 282.00 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 778,637.38 878,255.58 4,014,271.95 Beginning Loan Count 197 404 3,318 Loans Paid In Full 3 7 50 Ending Loan Count 194 397 3,268 Beginning Scheduled Balance 89,931,555.19 140,477,675.37 563,199,711.48 Ending Scheduled Balance 87,756,170.17 137,207,588.97 551,399,952.43 Scheduled Principal 374,256.71 142,173.59 1,165,429.65 Unscheduled Principal 1,801,128.31 3,127,912.81 10,634,329.40 Scheduled Interest 404,380.67 736,081.99 2,848,842.30 Servicing Fee 18,735.73 29,266.20 117,333.24 Master Servicing Fee 0.00 6.79 6.79 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 0.00 715.98 798.81 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 385,644.94 706,093.02 2,730,703.46 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 5.145846 6.031646 5.818263
Miscellaneous Reporting Group Group 1 Subordinate % 8.870734% Senior Prepayment % 100.000000% Senior % 91.129266% Group Group 2 Subordinate % 7.652376% Senior Prepayment % 100.000000% Senior % 92.347624% Group Group 3 Subordinate % 7.301990% Senior Prepayment % 100.000000% Senior % 92.698010%
Miscellaneous Reporting Group Group 4 Subordinate % 7.672371% Senior Prepayment % 100.000000% Senior % 92.327629% Group Group 5 Subordinate % 8.797679% Senior Prepayment % 100.000000% Senior % 91.202321% Group Group 6 Subordinate % 4.377076% Senior Prepayment % 100.000000% Senior % 95.622924%
Miscellaneous Reporting Group Group 7 Subordinate % 4.534276% Senior Prepayment % 100.000000% Senior % 95.465724% Group Group 8 Subordinate % 4.596424% Senior Prepayment % 100.000000% Senior % 95.403576%
Group -----END PRIVACY-ENHANCED MESSAGE-----