-----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, GdfxuLSDVh7Jt+Gtp2gDsOLH7aYkqxHM8loa/wLaA43XDjXOc9+U/M67mA1bgW0+ 1PAjFoybvnJzzsEXKRdwqw== 0001056404-04-004267.txt : 20041203 0001056404-04-004267.hdr.sgml : 20041203 20041203151810 ACCESSION NUMBER: 0001056404-04-004267 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041203 DATE AS OF CHANGE: 20041203 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] IRS NUMBER: 000000000 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: 041183566 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal04002_nov.txt NOVEMBER 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): November 26, 2004 MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-16 54-2142302 Pooling and Servicing Agreement) (Commission 54-2144767 (State or other File Number) 54-2144768 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) 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 November 26, 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 November 26, 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: 12/2/2004 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 November 26, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 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% 27,985,014.08 151,529.08 941,559.59 2-A1 576434MK7 SEN 6.00000% 78,296,407.50 391,336.35 2,405,054.09 3-A1 576434ML5 SEN 5.50000% 80,901,954.77 370,662.64 455,249.91 4-A1 576434MM3 SEN 5.00000% 32,878,886.67 136,944.38 680,753.25 5-A1 576434MN1 SEN 6.50000% 16,330,319.28 88,422.98 918,809.61 6-A1 576434MP6 SEN 5.25000% 57,778,502.37 252,686.88 1,194,296.65 7-A1 576434MQ4 SEN 4.50000% 82,669,508.75 309,895.29 1,735,946.41 8-A1 576434MR2 SEN 2.38250% 17,082,561.77 33,903.38 542,748.26 8-A2 576434MS0 IO 5.61750% 0.00 79,937.98 0.00 8-A3 576434MT8 SEN 5.00000% 85,412,808.87 355,754.26 2,713,741.29 8-A4 576434MU5 SEN 5.50000% 7,831,000.00 35,878.73 0.00 8-A5 576434MV3 SEN 5.50000% 16,207,000.00 74,254.44 0.00 15-PO 576434MW1 PO 0.00000% 2,963,237.29 0.00 63,378.86 30-PO 576434MX9 PO 0.00000% 952,726.53 0.00 23,716.46 1-AX 576434MY7 IO 6.50000% 0.00 7,976.91 0.00 2-AX 576434MZ4 IO 6.00000% 0.00 21,029.51 0.00 3-AX 576434NA8 IO 5.50000% 0.00 19,037.19 0.00 C-AX 576434NB6 IO 5.00000% 0.00 26,599.50 0.00 7-AX 576434NC4 IO 4.50000% 0.00 46,783.01 0.00 8-AX 576434ND2 IO 5.50000% 0.00 59,312.03 0.00 B-1 576434NG5 SUB 5.14199% 8,235,478.03 35,275.82 21,363.86 B-2 576434NH3 SUB 5.14199% 1,976,789.15 8,467.37 5,128.04 B-3 576434NJ9 SUB 5.14199% 988,884.60 4,235.79 2,565.29 B-4 576434NN0 SUB 5.14199% 823,253.78 3,526.32 2,135.62 B-5 576434NP5 SUB 5.14199% 658,603.03 2,821.06 1,708.50 B-6 576434NQ3 SUB 5.14199% 495,146.97 2,120.91 1,284.47 B-I-1 576434NK6 SUB 5.82168% 10,490,653.79 50,875.44 15,503.75 B-I-2 576434NL4 SUB 5.82168% 3,693,975.73 17,914.29 5,459.19 B-I-3 576434NM2 SUB 5.82168% 2,216,780.94 10,750.49 3,276.10 B-I-4 576434NR1 SUB 5.82168% 1,625,507.53 7,883.06 2,402.28 B-I-5 576434NS9 SUB 5.82168% 1,329,870.81 6,449.34 1,965.37 B-I-6 576434NT7 SUB 5.82168% 1,330,398.81 6,451.90 1,966.15 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 541,155,271.05 2,618,716.33 11,740,013.00
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 27,043,454.49 1,093,088.67 0.00 2-A1 0.00 75,891,353.42 2,796,390.44 0.00 3-A1 0.00 80,446,704.86 825,912.55 0.00 4-A1 0.00 32,198,133.42 817,697.63 0.00 5-A1 0.00 15,411,509.67 1,007,232.59 0.00 6-A1 0.00 56,584,205.72 1,446,983.53 0.00 7-A1 0.00 80,933,562.34 2,045,841.70 0.00 8-A1 0.00 16,539,813.52 576,651.64 0.00 8-A2 0.00 0.00 79,937.98 0.00 8-A3 0.00 82,699,067.58 3,069,495.55 0.00 8-A4 0.00 7,831,000.00 35,878.73 0.00 8-A5 0.00 16,207,000.00 74,254.44 0.00 15-PO 0.00 2,899,858.43 63,378.86 0.00 30-PO 0.00 929,010.07 23,716.46 0.00 1-AX 0.00 0.00 7,976.91 0.00 2-AX 0.00 0.00 21,029.51 0.00 3-AX 0.00 0.00 19,037.19 0.00 C-AX 0.00 0.00 26,599.50 0.00 7-AX 0.00 0.00 46,783.01 0.00 8-AX 0.00 0.00 59,312.03 0.00 B-1 0.00 8,214,114.17 56,639.68 0.00 B-2 0.00 1,971,661.11 13,595.41 0.00 B-3 0.00 986,319.31 6,801.08 0.00 B-4 0.00 821,118.16 5,661.94 0.00 B-5 0.00 656,894.53 4,529.56 0.00 B-6 0.00 493,862.49 3,405.38 0.00 B-I-1 0.00 10,475,150.03 66,379.19 0.00 B-I-2 0.00 3,688,516.54 23,373.48 0.00 B-I-3 0.00 2,213,504.84 14,026.59 0.00 B-I-4 0.00 1,623,105.25 10,285.34 0.00 B-I-5 0.00 1,327,905.44 8,414.71 0.00 B-I-6 0.00 1,328,432.66 8,418.05 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 Totals 0.00 529,415,258.05 14,358,729.33 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 27,985,014.08 24,709.89 916,849.70 0.00 0.00 2-A1 89,078,000.00 78,296,407.50 75,996.03 2,329,058.06 0.00 0.00 3-A1 86,668,000.00 80,901,954.77 87,863.54 367,386.37 0.00 0.00 4-A1 37,530,000.00 32,878,886.67 130,149.44 550,603.81 0.00 0.00 5-A1 22,918,000.00 16,330,319.28 31,475.98 887,333.63 0.00 0.00 6-A1 65,025,000.00 57,778,502.37 236,740.26 957,556.40 0.00 0.00 7-A1 100,098,000.00 82,669,508.75 337,299.39 1,398,647.02 0.00 0.00 8-A1 21,879,500.00 17,082,561.77 21,682.21 521,066.04 0.00 0.00 8-A2 0.00 0.00 0.00 0.00 0.00 0.00 8-A3 109,397,500.00 85,412,808.87 108,411.07 2,605,330.22 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 2,963,237.29 12,439.89 50,938.97 0.00 0.00 30-PO 975,907.00 952,726.53 1,181.29 22,535.17 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 8,235,478.03 21,363.86 0.00 0.00 0.00 B-2 2,017,000.00 1,976,789.15 5,128.04 0.00 0.00 0.00 B-3 1,009,000.00 988,884.60 2,565.29 0.00 0.00 0.00 B-4 840,000.00 823,253.78 2,135.62 0.00 0.00 0.00 B-5 672,000.00 658,603.03 1,708.50 0.00 0.00 0.00 B-6 505,219.00 495,146.97 1,284.47 0.00 0.00 0.00 B-I-1 10,610,000.00 10,490,653.79 15,503.75 0.00 0.00 0.00 B-I-2 3,736,000.00 3,693,975.73 5,459.19 0.00 0.00 0.00 B-I-3 2,242,000.00 2,216,780.94 3,276.10 0.00 0.00 0.00 B-I-4 1,644,000.00 1,625,507.53 2,402.28 0.00 0.00 0.00 B-I-5 1,345,000.00 1,329,870.81 1,965.37 0.00 0.00 0.00 B-I-6 1,345,534.00 1,330,398.81 1,966.15 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 635,041,631.00 541,155,271.05 1,132,707.61 10,607,305.39 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 941,559.59 27,043,454.49 0.67914250 941,559.59 2-A1 2,405,054.09 75,891,353.42 0.85196517 2,405,054.09 3-A1 455,249.91 80,446,704.86 0.92821693 455,249.91 4-A1 680,753.25 32,198,133.42 0.85793055 680,753.25 5-A1 918,809.61 15,411,509.67 0.67246312 918,809.61 6-A1 1,194,296.65 56,584,205.72 0.87019155 1,194,296.65 7-A1 1,735,946.41 80,933,562.34 0.80854325 1,735,946.41 8-A1 542,748.26 16,539,813.52 0.75595025 542,748.26 8-A2 0.00 0.00 0.00000000 0.00 8-A3 2,713,741.29 82,699,067.58 0.75595025 2,713,741.29 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 63,378.86 2,899,858.43 0.89367449 63,378.86 30-PO 23,716.46 929,010.07 0.95194529 23,716.46 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 21,363.86 8,214,114.17 0.97752162 21,363.86 B-2 5,128.04 1,971,661.11 0.97752162 5,128.04 B-3 2,565.29 986,319.31 0.97752162 2,565.29 B-4 2,135.62 821,118.16 0.97752162 2,135.62 B-5 1,708.50 656,894.53 0.97752162 1,708.50 B-6 1,284.47 493,862.49 0.97752161 1,284.47 B-I-1 15,503.75 10,475,150.03 0.98729030 15,503.75 B-I-2 5,459.19 3,688,516.54 0.98729029 5,459.19 B-I-3 3,276.10 2,213,504.84 0.98729029 3,276.10 B-I-4 2,402.28 1,623,105.25 0.98729030 2,402.28 B-I-5 1,965.37 1,327,905.44 0.98729029 1,965.37 B-I-6 1,966.15 1,328,432.66 0.98729030 1,966.15 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 Totals 11,740,013.00 529,415,258.05 0.83367016 11,740,013.00
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 39,820,000.00 702.78789754 0.62053968 23.02485434 0.00000000 2-A1 89,078,000.00 878.96458722 0.85314028 26.14627697 0.00000000 3-A1 86,668,000.00 933.46973243 1.01379448 4.23900828 0.00000000 4-A1 37,530,000.00 876.06945564 3.46787743 14.67103144 0.00000000 5-A1 22,918,000.00 712.55429270 1.37341740 38.71776028 0.00000000 6-A1 65,025,000.00 888.55828328 3.64075755 14.72597309 0.00000000 7-A1 100,098,000.00 825.88571949 3.36969160 13.97277688 0.00000000 8-A1 21,879,500.00 780.75649672 0.99098288 23.81526269 0.00000000 8-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 109,397,500.00 780.75649690 0.99098307 23.81526287 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 3,244,871.00 913.20650035 3.83370864 15.69830357 0.00000000 30-PO 975,907.00 976.24725512 1.21045346 23.09151384 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 8,403,000.00 980.06402832 2.54240866 0.00000000 0.00000000 B-2 2,017,000.00 980.06403074 2.54240952 0.00000000 0.00000000 B-3 1,009,000.00 980.06402379 2.54240833 0.00000000 0.00000000 B-4 840,000.00 980.06402381 2.54240476 0.00000000 0.00000000 B-5 672,000.00 980.06403274 2.54241071 0.00000000 0.00000000 B-6 505,219.00 980.06403164 2.54240240 0.00000000 0.00000000 B-I-1 10,610,000.00 988.75153534 1.46123940 0.00000000 0.00000000 B-I-2 3,736,000.00 988.75153373 1.46123929 0.00000000 0.00000000 B-I-3 2,242,000.00 988.75153434 1.46123996 0.00000000 0.00000000 B-I-4 1,644,000.00 988.75153893 1.46124088 0.00000000 0.00000000 B-I-5 1,345,000.00 988.75153160 1.46124164 0.00000000 0.00000000 B-I-6 1,345,534.00 988.75153656 1.46124141 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 23.64539402 679.14250352 0.67914250 23.64539402 2-A1 0.00000000 26.99941725 851.96517008 0.85196517 26.99941725 3-A1 0.00000000 5.25280276 928.21692966 0.92821693 5.25280276 4-A1 0.00000000 18.13890887 857.93054676 0.85793055 18.13890887 5-A1 0.00000000 40.09117768 672.46311502 0.67246312 40.09117768 6-A1 0.00000000 18.36673049 870.19155279 0.87019155 18.36673049 7-A1 0.00000000 17.34246848 808.54325101 0.80854325 17.34246848 8-A1 0.00000000 24.80624603 755.95025115 0.75595025 24.80624603 8-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 0.00000000 24.80624594 755.95025097 0.75595025 24.80624594 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 19.53201221 893.67448814 0.89367449 19.53201221 30-PO 0.00000000 24.30196730 951.94528782 0.95194529 24.30196730 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 2.54240866 977.52161966 0.97752162 2.54240866 B-2 0.00000000 2.54240952 977.52162122 0.97752162 2.54240952 B-3 0.00000000 2.54240833 977.52161546 0.97752162 2.54240833 B-4 0.00000000 2.54240476 977.52161905 0.97752162 2.54240476 B-5 0.00000000 2.54241071 977.52162202 0.97752162 2.54241071 B-6 0.00000000 2.54240240 977.52160944 0.97752161 2.54240240 B-I-1 0.00000000 1.46123940 987.29029500 0.98729030 1.46123940 B-I-2 0.00000000 1.46123929 987.29029443 0.98729029 1.46123929 B-I-3 0.00000000 1.46123996 987.29029438 0.98729029 1.46123996 B-I-4 0.00000000 1.46124088 987.29029805 0.98729030 1.46124088 B-I-5 0.00000000 1.46124164 987.29028996 0.98729029 1.46124164 B-I-6 0.00000000 1.46124141 987.29029515 0.98729030 1.46124141 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% 27,985,014.08 151,585.49 0.00 0.00 2-A1 89,078,000.00 6.00000% 78,296,407.50 391,482.04 0.00 0.00 3-A1 86,668,000.00 5.50000% 80,901,954.77 370,800.63 0.00 0.00 4-A1 37,530,000.00 5.00000% 32,878,886.67 136,995.36 0.00 0.00 5-A1 22,918,000.00 6.50000% 16,330,319.28 88,455.90 0.00 0.00 6-A1 65,025,000.00 5.25000% 57,778,502.37 252,780.95 0.00 0.00 7-A1 100,098,000.00 4.50000% 82,669,508.75 310,010.66 0.00 0.00 8-A1 21,879,500.00 2.38250% 17,082,561.77 33,916.00 0.00 0.00 8-A2 0.00 5.61750% 17,082,561.77 79,967.74 0.00 0.00 8-A3 109,397,500.00 5.00000% 85,412,808.87 355,886.70 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% 2,963,237.29 0.00 0.00 0.00 30-PO 975,907.00 0.00000% 952,726.53 0.00 0.00 0.00 1-AX 0.00 6.50000% 1,473,208.91 7,979.88 0.00 0.00 2-AX 0.00 6.00000% 4,207,467.83 21,037.34 0.00 0.00 3-AX 0.00 5.50000% 4,155,115.30 19,044.28 0.00 0.00 C-AX 0.00 5.00000% 6,386,257.77 26,609.41 0.00 0.00 7-AX 0.00 4.50000% 12,480,114.43 46,800.43 0.00 0.00 8-AX 0.00 5.50000% 12,945,624.38 59,334.11 0.00 0.00 B-1 8,403,000.00 5.14199% 8,235,478.03 35,288.95 0.00 0.00 B-2 2,017,000.00 5.14199% 1,976,789.15 8,470.52 0.00 0.00 B-3 1,009,000.00 5.14199% 988,884.60 4,237.36 0.00 0.00 B-4 840,000.00 5.14199% 823,253.78 3,527.64 0.00 0.00 B-5 672,000.00 5.14199% 658,603.03 2,822.11 0.00 0.00 B-6 505,219.00 5.14199% 495,146.97 2,121.70 0.00 0.00 B-I-1 10,610,000.00 5.82168% 10,490,653.79 50,894.38 0.00 0.00 B-I-2 3,736,000.00 5.82168% 3,693,975.73 17,920.96 0.00 0.00 B-I-3 2,242,000.00 5.82168% 2,216,780.94 10,754.50 0.00 0.00 B-I-4 1,644,000.00 5.82168% 1,625,507.53 7,885.99 0.00 0.00 B-I-5 1,345,000.00 5.82168% 1,329,870.81 6,451.74 0.00 0.00 B-I-6 1,345,534.00 5.82168% 1,330,398.81 6,454.30 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 2,619,691.23 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 56.41 0.00 151,529.08 0.00 27,043,454.49 2-A1 145.69 0.00 391,336.35 0.00 75,891,353.42 3-A1 137.99 0.00 370,662.64 0.00 80,446,704.86 4-A1 50.98 0.00 136,944.38 0.00 32,198,133.42 5-A1 32.92 0.00 88,422.98 0.00 15,411,509.67 6-A1 94.07 0.00 252,686.88 0.00 56,584,205.72 7-A1 115.37 0.00 309,895.29 0.00 80,933,562.34 8-A1 12.62 0.00 33,903.38 0.00 16,539,813.52 8-A2 29.76 0.00 79,937.98 0.00 16,539,813.52 8-A3 132.44 0.00 355,754.26 0.00 82,699,067.58 8-A4 13.36 0.00 35,878.73 0.00 7,831,000.00 8-A5 27.64 0.00 74,254.44 0.00 16,207,000.00 15-PO 0.00 0.00 0.00 0.00 2,899,858.43 30-PO 0.00 0.00 0.00 0.00 929,010.07 1-AX 2.97 0.00 7,976.91 0.00 1,411,913.99 2-AX 7.83 0.00 21,029.51 0.00 4,112,616.82 3-AX 7.09 0.00 19,037.19 0.00 4,139,644.47 C-AX 9.90 0.00 26,599.50 0.00 6,251,497.53 7-AX 17.42 0.00 46,783.01 0.00 12,343,509.39 8-AX 22.08 0.00 59,312.03 0.00 12,593,467.47 B-1 13.13 0.00 35,275.82 0.00 8,214,114.17 B-2 3.15 0.00 8,467.37 0.00 1,971,661.11 B-3 1.58 0.00 4,235.79 0.00 986,319.31 B-4 1.31 0.00 3,526.32 0.00 821,118.16 B-5 1.05 0.00 2,821.06 0.00 656,894.53 B-6 0.79 0.00 2,120.91 0.00 493,862.49 B-I-1 18.94 0.00 50,875.44 0.00 10,475,150.03 B-I-2 6.67 0.00 17,914.29 0.00 3,688,516.54 B-I-3 4.00 0.00 10,750.49 0.00 2,213,504.84 B-I-4 2.93 0.00 7,883.06 0.00 1,623,105.25 B-I-5 2.40 0.00 6,449.34 0.00 1,327,905.44 B-I-6 2.40 0.00 6,451.90 0.00 1,328,432.66 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 974.89 0.00 2,618,716.33 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% 702.78789754 3.80676770 0.00000000 0.00000000 2-A1 89,078,000.00 6.00000% 878.96458722 4.39482296 0.00000000 0.00000000 3-A1 86,668,000.00 5.50000% 933.46973243 4.27840299 0.00000000 0.00000000 4-A1 37,530,000.00 5.00000% 876.06945564 3.65028937 0.00000000 0.00000000 5-A1 22,918,000.00 6.50000% 712.55429270 3.85966926 0.00000000 0.00000000 6-A1 65,025,000.00 5.25000% 888.55828328 3.88744252 0.00000000 0.00000000 7-A1 100,098,000.00 4.50000% 825.88571949 3.09707147 0.00000000 0.00000000 8-A1 21,879,500.00 2.38250% 780.75649672 1.55012683 0.00000000 0.00000000 8-A2 0.00 5.61750% 780.75649672 3.65491625 0.00000000 0.00000000 8-A3 109,397,500.00 5.00000% 780.75649690 3.25315204 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% 913.20650035 0.00000000 0.00000000 0.00000000 30-PO 975,907.00 0.00000% 976.24725512 0.00000000 0.00000000 0.00000000 1-AX 0.00 6.50000% 675.82761546 3.66073218 0.00000000 0.00000000 2-AX 0.00 6.00000% 880.66096230 4.40330499 0.00000000 0.00000000 3-AX 0.00 5.50000% 931.71478076 4.27035976 0.00000000 0.00000000 C-AX 0.00 5.00000% 791.37617811 3.29740107 0.00000000 0.00000000 7-AX 0.00 4.50000% 808.60859822 3.03228230 0.00000000 0.00000000 8-AX 0.00 5.50000% 793.40135071 3.63642275 0.00000000 0.00000000 B-1 8,403,000.00 5.14199% 980.06402832 4.19956563 0.00000000 0.00000000 B-2 2,017,000.00 5.14199% 980.06403074 4.19956371 0.00000000 0.00000000 B-3 1,009,000.00 5.14199% 980.06402379 4.19956392 0.00000000 0.00000000 B-4 840,000.00 5.14199% 980.06402381 4.19957143 0.00000000 0.00000000 B-5 672,000.00 5.14199% 980.06403274 4.19956845 0.00000000 0.00000000 B-6 505,219.00 5.14199% 980.06403164 4.19956494 0.00000000 0.00000000 B-I-1 10,610,000.00 5.82168% 988.75153534 4.79683129 0.00000000 0.00000000 B-I-2 3,736,000.00 5.82168% 988.75153373 4.79683084 0.00000000 0.00000000 B-I-3 2,242,000.00 5.82168% 988.75153434 4.79683318 0.00000000 0.00000000 B-I-4 1,644,000.00 5.82168% 988.75153893 4.79683090 0.00000000 0.00000000 B-I-5 1,345,000.00 5.82168% 988.75153160 4.79683271 0.00000000 0.00000000 B-I-6 1,345,534.00 5.82168% 988.75153656 4.79683159 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 0.00141662 0.00000000 3.80535108 0.00000000 679.14250352 2-A1 0.00163553 0.00000000 4.39318743 0.00000000 851.96517008 3-A1 0.00159217 0.00000000 4.27681082 0.00000000 928.21692966 4-A1 0.00135838 0.00000000 3.64893099 0.00000000 857.93054676 5-A1 0.00143643 0.00000000 3.85823283 0.00000000 672.46311502 6-A1 0.00144667 0.00000000 3.88599585 0.00000000 870.19155279 7-A1 0.00115257 0.00000000 3.09591890 0.00000000 808.54325101 8-A1 0.00057680 0.00000000 1.54955004 0.00000000 755.95025115 8-A2 0.00136018 0.00000000 3.65355607 0.00000000 755.95025115 8-A3 0.00121063 0.00000000 3.25194141 0.00000000 755.95025097 8-A4 0.00170604 0.00000000 4.58162814 0.00000000 1000.00000000 8-A5 0.00170544 0.00000000 4.58162769 0.00000000 1000.00000000 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 893.67448814 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 951.94528782 1-AX 0.00136247 0.00000000 3.65936971 0.00000000 647.70886099 2-AX 0.00163889 0.00000000 4.40166610 0.00000000 860.80779048 3-AX 0.00158981 0.00000000 4.26876994 0.00000000 928.24570711 C-AX 0.00122679 0.00000000 3.29617303 0.00000000 774.67687665 7-AX 0.00112867 0.00000000 3.03115363 0.00000000 799.75771704 8-AX 0.00135322 0.00000000 3.63506953 0.00000000 771.81863211 B-1 0.00156254 0.00000000 4.19800309 0.00000000 977.52161966 B-2 0.00156173 0.00000000 4.19800198 0.00000000 977.52162122 B-3 0.00156591 0.00000000 4.19800793 0.00000000 977.52161546 B-4 0.00155952 0.00000000 4.19800000 0.00000000 977.52161905 B-5 0.00156250 0.00000000 4.19800595 0.00000000 977.52162202 B-6 0.00156368 0.00000000 4.19800126 0.00000000 977.52160944 B-I-1 0.00178511 0.00000000 4.79504618 0.00000000 987.29029500 B-I-2 0.00178533 0.00000000 4.79504550 0.00000000 987.29029443 B-I-3 0.00178412 0.00000000 4.79504460 0.00000000 987.29029438 B-I-4 0.00178224 0.00000000 4.79504866 0.00000000 987.29029805 B-I-5 0.00178439 0.00000000 4.79504833 0.00000000 987.29028996 B-I-6 0.00178368 0.00000000 4.79504791 0.00000000 987.29029515 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 0.00 610,767.15 602,298.33 90.52856776% PO-5 0.00000% 0.00 0.00 527,288.15 500,871.62 86.79850135% PO-6 0.00000% 0.00 0.00 1,784,197.16 1,755,879.21 89.57922976% PO-7 0.00000% 0.00 0.00 40,984.84 40,809.27 96.32552046% PO-3 0.00000% 0.00 0.00 687,284.90 686,337.69 96.97829377% PO-8 0.00000% 0.00 0.00 265,441.63 242,672.38 90.48726993% C-AX-1 5.00000% 2,416,486.75 2,382,984.76 0.00 0.00 87.39244151% C-AX-2 5.00000% 1,149,704.30 1,087,928.47 0.00 0.00 52.09823989% C-AX-3 5.00000% 2,820,066.73 2,780,584.29 0.00 0.00 85.42960958%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,417,779.47 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 54,487.88 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,472,267.35 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 113,538.02 Payment of Interest and Principal 14,358,729.33 Total Withdrawals (Pool Distribution Amount) 14,472,267.35 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 974.89 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 974.89
SERVICING FEES Gross Servicing Fee 112,740.71 LPMI Fees 749.95 Master Servicing Fee 0.00 WMMSC Master Servicing Fee 47.36 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 113,538.02
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 1 100,916.49 0.00 0.00 100,916.49 30 Days 35 0 0 0 35 6,911,204.19 0.00 0.00 0.00 6,911,204.19 60 Days 4 0 0 0 4 642,516.24 0.00 0.00 0.00 642,516.24 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 0.00 102,684.99 0.00 102,684.99 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 1 2 0 3 0.00 219,400.12 210,195.99 0.00 429,596.11 Totals 39 2 3 0 44 7,553,720.43 320,316.61 312,880.98 0.00 8,186,918.02 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 0.031556% 0.000000% 0.000000% 0.031556% 0.019029% 0.000000% 0.000000% 0.019029% 30 Days 1.104449% 0.000000% 0.000000% 0.000000% 1.104449% 1.303213% 0.000000% 0.000000% 0.000000% 1.303213% 60 Days 0.126223% 0.000000% 0.000000% 0.000000% 0.126223% 0.121156% 0.000000% 0.000000% 0.000000% 0.121156% 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% 0.031556% 0.000000% 0.031556% 0.000000% 0.000000% 0.019363% 0.000000% 0.019363% 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% 0.031556% 0.063111% 0.000000% 0.094667% 0.000000% 0.041371% 0.039636% 0.000000% 0.081007% Totals 1.230672% 0.063111% 0.094667% 0.000000% 1.388451% 1.424369% 0.060401% 0.058998% 0.000000% 1.543768%
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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 2 0 2 0.00 0.00 210,195.99 0.00 210,195.99 Totals 0 0 2 0 2 0.00 0.00 210,195.99 0.00 210,195.99 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.645161% 0.000000% 0.645161% 0.000000% 0.000000% 0.699707% 0.000000% 0.699707% Totals 0.000000% 0.000000% 0.645161% 0.000000% 0.645161% 0.000000% 0.000000% 0.699707% 0.000000% 0.699707% 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 9 0 0 0 9 993,926.10 0.00 0.00 0.00 993,926.10 60 Days 1 0 0 0 1 33,482.53 0.00 0.00 0.00 33,482.53 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 10 0 0 0 10 1,027,408.63 0.00 0.00 0.00 1,027,408.63 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.231190% 0.000000% 0.000000% 0.000000% 1.231190% 1.203225% 0.000000% 0.000000% 0.000000% 1.203225% 60 Days 0.136799% 0.000000% 0.000000% 0.000000% 0.136799% 0.040533% 0.000000% 0.000000% 0.000000% 0.040533% 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 1.367989% 0.000000% 0.000000% 0.000000% 1.367989% 1.243758% 0.000000% 0.000000% 0.000000% 1.243758% 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 7 0 0 0 7 796,380.75 0.00 0.00 0.00 796,380.75 60 Days 2 0 0 0 2 288,273.56 0.00 0.00 0.00 288,273.56 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 9 0 0 0 9 1,084,654.31 0.00 0.00 0.00 1,084,654.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.123596% 0.000000% 0.000000% 0.000000% 1.123596% 0.907772% 0.000000% 0.000000% 0.000000% 0.907772% 60 Days 0.321027% 0.000000% 0.000000% 0.000000% 0.321027% 0.328595% 0.000000% 0.000000% 0.000000% 0.328595% 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 1.444623% 0.000000% 0.000000% 0.000000% 1.444623% 1.236367% 0.000000% 0.000000% 0.000000% 1.236367% 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 1 0 0 0 1 113,699.67 0.00 0.00 0.00 113,699.67 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 1 113,699.67 0.00 0.00 0.00 113,699.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.284900% 0.000000% 0.000000% 0.000000% 0.284900% 0.318677% 0.000000% 0.000000% 0.000000% 0.318677% 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 0.284900% 0.000000% 0.000000% 0.000000% 0.284900% 0.318677% 0.000000% 0.000000% 0.000000% 0.318677% 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 3 259,174.78 0.00 0.00 0.00 259,174.78 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 0.00 102,684.99 0.00 102,684.99 150 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 1 0 4 259,174.78 0.00 102,684.99 0.00 361,859.77 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.694915% 0.000000% 0.000000% 0.000000% 1.694915% 1.465580% 0.000000% 0.000000% 0.000000% 1.465580% 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% 0.564972% 0.000000% 0.564972% 0.000000% 0.000000% 0.580662% 0.000000% 0.580662% 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 1.694915% 0.000000% 0.564972% 0.000000% 2.259887% 1.465580% 0.000000% 0.580662% 0.000000% 2.046242% 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 4 0 0 0 4 431,617.84 0.00 0.00 0.00 431,617.84 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 431,617.84 0.00 0.00 0.00 431,617.84 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.975610% 0.000000% 0.000000% 0.000000% 0.975610% 0.704789% 0.000000% 0.000000% 0.000000% 0.704789% 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 0.975610% 0.000000% 0.000000% 0.000000% 0.975610% 0.704789% 0.000000% 0.000000% 0.000000% 0.704789% 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 3 0 0 0 3 1,656,153.00 0.00 0.00 0.00 1,656,153.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1,656,153.00 0.00 0.00 0.00 1,656,153.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.587302% 0.000000% 0.000000% 0.000000% 1.587302% 1.941835% 0.000000% 0.000000% 0.000000% 1.941835% 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 1.587302% 0.000000% 0.000000% 0.000000% 1.587302% 1.941835% 0.000000% 0.000000% 0.000000% 1.941835% 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 1 100,916.49 0.00 0.00 100,916.49 30 Days 8 0 0 0 8 2,660,252.05 0.00 0.00 0.00 2,660,252.05 60 Days 1 0 0 0 1 320,760.15 0.00 0.00 0.00 320,760.15 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 1 0 0 1 0.00 219,400.12 0.00 0.00 219,400.12 Totals 9 2 0 0 11 2,981,012.20 320,316.61 0.00 0.00 3,301,328.81 0-29 Days 0.264550% 0.000000% 0.000000% 0.264550% 0.077596% 0.000000% 0.000000% 0.077596% 30 Days 2.116402% 0.000000% 0.000000% 0.000000% 2.116402% 2.045498% 0.000000% 0.000000% 0.000000% 2.045498% 60 Days 0.264550% 0.000000% 0.000000% 0.000000% 0.264550% 0.246636% 0.000000% 0.000000% 0.000000% 0.246636% 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% 0.264550% 0.000000% 0.000000% 0.264550% 0.000000% 0.168699% 0.000000% 0.000000% 0.168699% Totals 2.380952% 0.529101% 0.000000% 0.000000% 2.910053% 2.292134% 0.246295% 0.000000% 0.000000% 2.538429%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 54,487.88
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 6.060877% Weighted Average Pass-Through Rate 5.809109% Weighted Average Maturity(Stepdown Calculation ) 280 Beginning Scheduled Collateral Loan Count 3,222 Number Of Loans Paid In Full 53 Ending Scheduled Collateral Loan Count 3,169 Beginning Scheduled Collateral Balance 541,155,272.82 Ending Scheduled Collateral Balance 529,415,259.82 Ending Actual Collateral Balance at 31-Oct-2004 530,320,489.39 Monthly P &I Constant 3,865,937.10 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 13,963,924.81 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 529,415,259.82 Scheduled Principal 1,132,707.61 Unscheduled Principal 10,607,305.39
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 7.060749 6.547720 5.966544 Weighted Average Net Rate 6.810749 6.297720 5.716544 Weighted Average Maturity 349 349 349 Beginning Loan Count 318 743 625 Loans Paid In Full 8 12 2 Ending Loan Count 310 731 623 Beginning Scheduled Balance 30,962,067.87 84,950,860.55 88,111,485.60 Ending scheduled Balance 30,017,879.64 82,539,347.52 87,648,204.99 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 209,518.03 545,983.69 533,919.94 Scheduled Principal 27,338.53 82,454.97 95,819.05 Unscheduled Principal 916,849.70 2,329,058.06 367,461.56 Scheduled Interest 182,179.50 463,528.72 438,100.89 Servicing Fees 6,450.44 17,698.10 18,356.55 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 38.00 38.91 5.77 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 175,691.06 445,791.71 419,738.57 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 6.809276 6.297171 5.716466
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 5.498871 6.874781 5.576017 Weighted Average Net Rate 5.248871 6.624781 5.326017 Weighted Average Maturity 170 170 167 Beginning Loan Count 357 183 417 Loans Paid In Full 6 6 7 Ending Loan Count 351 177 410 Beginning Scheduled Balance 36,278,321.97 18,602,375.23 62,267,513.64 Ending scheduled Balance 35,578,061.10 17,653,786.13 61,033,816.40 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 310,004.81 143,353.80 544,907.30 Scheduled Principal 143,763.29 36,781.09 255,570.02 Unscheduled Principal 556,497.58 911,808.01 978,127.22 Scheduled Interest 166,241.52 106,572.71 289,337.28 Servicing Fees 7,558.00 3,875.49 12,972.41 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 158,683.52 102,697.22 276,364.87 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 5.248871 6.624781 5.326017
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 15 Year Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 5.395241 6.279898 6.060877 Weighted Average Net Rate 5.145241 6.029898 5.810877 Weighted Average Maturity 168.00 349.00 280.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 744,006.39 834,243.14 3,865,937.10 Beginning Loan Count 192 387 3,222 Loans Paid In Full 3 9 53 Ending Loan Count 189 378 3,169 Beginning Scheduled Balance 86,752,206.60 133,230,441.36 541,155,272.82 Ending Scheduled Balance 84,999,594.05 129,944,569.99 529,415,259.82 Scheduled Principal 353,965.53 137,015.13 1,132,707.61 Unscheduled Principal 1,398,647.02 3,148,856.24 10,607,305.39 Scheduled Interest 390,040.86 697,228.01 2,733,229.49 Servicing Fee 18,073.38 27,756.34 112,740.71 Master Servicing Fee 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 0.00 714.63 797.31 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 371,967.48 668,757.04 2,619,691.47 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 5.145241 6.023462 5.809109
Miscellaneous Reporting Group Group 1 Subordinate % 9.615165% Senior Prepayment % 100.000000% Senior % 90.384835% Group Group 2 Subordinate % 7.833297% Senior Prepayment % 100.000000% Senior % 92.166703% Group Group 3 Subordinate % 7.460458% Senior Prepayment % 100.000000% Senior % 92.539542%
Miscellaneous Reporting Group Group 4 Subordinate % 7.818501% Senior Prepayment % 100.000000% Senior % 92.181499% Group Group 5 Subordinate % 9.652887% Senior Prepayment % 100.000000% Senior % 90.347113% Group Group 6 Subordinate % 4.472000% Senior Prepayment % 100.000000% Senior % 95.528000%
Miscellaneous Reporting Group Group 7 Subordinate % 4.661119% Senior Prepayment % 100.000000% Senior % 95.338881% Group Group 8 Subordinate % 4.837084% Senior Prepayment % 100.000000% Senior % 95.162916%
Group -----END PRIVACY-ENHANCED MESSAGE-----