-----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, NO4RT4gNSoAyk2UU6c8S+X27vLMABkr4u+ViIbgnAAP7BDbixI7gaMIYXNQKQ/5R fZ/np17MVhFzQR1kArNjZg== 0001056404-05-000168.txt : 20050104 0001056404-05-000168.hdr.sgml : 20050104 20050104132315 ACCESSION NUMBER: 0001056404-05-000168 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050104 DATE AS OF CHANGE: 20050104 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: 05505516 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal0402_dec.txt DECEMBER 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): December 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 Pooling and Servicing Agreement) (Commission 54-2142302 (State or other File Number) 54-2144767 jurisdiction 54-2144768 of Incorporation) IRS EIN 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 December 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 December 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: 1/2/2005 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 December 27, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 MASTR Alternative Loan Trust Mortgage Pass-Through Certificates 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% 27,043,454.49 146,255.61 1,025,172.33 2-A1 576434MK7 SEN 6.00000% 75,891,353.42 378,861.57 2,418,176.48 3-A1 576434ML5 SEN 5.50000% 80,446,704.86 368,135.72 2,066,031.76 4-A1 576434MM3 SEN 5.00000% 32,198,133.42 133,948.45 306,700.59 5-A1 576434MN1 SEN 6.50000% 15,411,509.67 83,348.07 816,734.68 6-A1 576434MP6 SEN 5.25000% 56,584,205.72 247,167.60 1,777,031.40 7-A1 576434MQ4 SEN 4.50000% 80,933,562.34 303,024.80 1,180,239.46 8-A1 576434MR2 SEN 2.63000% 16,539,813.52 36,192.90 782,744.74 8-A2 576434MS0 IO 5.37000% 0.00 73,899.57 0.00 8-A3 576434MT8 SEN 5.00000% 82,699,067.58 344,038.96 3,913,723.68 8-A4 576434MU5 SEN 5.50000% 7,831,000.00 35,835.78 0.00 8-A5 576434MV3 SEN 5.50000% 16,207,000.00 74,165.57 0.00 15-PO 576434MW1 PO 0.00000% 2,899,858.43 0.00 58,862.36 30-PO 576434MX9 PO 0.00000% 929,010.07 0.00 2,404.58 1-AX 576434MY7 IO 6.50000% 0.00 7,635.87 0.00 2-AX 576434MZ4 IO 6.00000% 0.00 20,530.83 0.00 3-AX 576434NA8 IO 5.50000% 0.00 18,943.61 0.00 C-AX 576434NB6 IO 5.00000% 0.00 26,007.05 0.00 7-AX 576434NC4 IO 4.50000% 0.00 46,215.55 0.00 8-AX 576434ND2 IO 5.50000% 0.00 57,629.52 0.00 B-1 576434NG5 SUB 5.14252% 8,214,114.17 35,145.85 21,485.28 B-2 576434NH3 SUB 5.14252% 1,971,661.11 8,436.18 5,157.18 B-3 576434NJ9 SUB 5.14252% 986,319.31 4,220.18 2,579.87 B-4 576434NN0 SUB 5.14252% 821,118.16 3,513.33 2,147.76 B-5 576434NP5 SUB 5.14252% 656,894.53 2,810.66 1,718.21 B-6 576434NQ3 SUB 5.14252% 493,862.49 2,113.10 1,291.77 B-I-1 576434NK6 SUB 5.82198% 10,475,150.03 50,742.04 15,614.33 B-I-2 576434NL4 SUB 5.82198% 3,688,516.54 17,867.32 5,498.13 B-I-3 576434NM2 SUB 5.82198% 2,213,504.84 10,722.31 3,299.47 B-I-4 576434NR1 SUB 5.82198% 1,623,105.25 7,862.39 2,419.41 B-I-5 576434NS9 SUB 5.82198% 1,327,905.44 6,432.43 1,979.39 B-I-6 576434NT7 SUB 5.82198% 1,328,432.66 6,434.98 1,980.17 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 529,415,258.05 2,558,137.80 14,412,993.03
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 26,018,282.16 1,171,427.94 0.00 2-A1 0.00 73,473,176.94 2,797,038.05 0.00 3-A1 0.00 78,380,673.10 2,434,167.48 0.00 4-A1 0.00 31,891,432.83 440,649.04 0.00 5-A1 0.00 14,594,775.00 900,082.75 0.00 6-A1 0.00 54,807,174.32 2,024,199.00 0.00 7-A1 0.00 79,753,322.89 1,483,264.26 0.00 8-A1 0.00 15,757,068.78 818,937.64 0.00 8-A2 0.00 0.00 73,899.57 0.00 8-A3 0.00 78,785,343.90 4,257,762.64 0.00 8-A4 0.00 7,831,000.00 35,835.78 0.00 8-A5 0.00 16,207,000.00 74,165.57 0.00 15-PO 0.00 2,840,996.07 58,862.36 0.00 30-PO 0.00 926,605.49 2,404.58 0.00 1-AX 0.00 0.00 7,635.87 0.00 2-AX 0.00 0.00 20,530.83 0.00 3-AX 0.00 0.00 18,943.61 0.00 C-AX 0.00 0.00 26,007.05 0.00 7-AX 0.00 0.00 46,215.55 0.00 8-AX 0.00 0.00 57,629.52 0.00 B-1 0.00 8,192,628.89 56,631.13 0.00 B-2 0.00 1,966,503.92 13,593.36 0.00 B-3 0.00 983,739.44 6,800.05 0.00 B-4 0.00 818,970.40 5,661.09 0.00 B-5 0.00 655,176.32 4,528.87 0.00 B-6 0.00 492,570.72 3,404.87 0.00 B-I-1 0.00 10,459,535.70 66,356.37 0.00 B-I-2 0.00 3,683,018.41 23,365.45 0.00 B-I-3 0.00 2,210,205.38 14,021.78 0.00 B-I-4 0.00 1,620,685.84 10,281.80 0.00 B-I-5 0.00 1,325,926.06 8,411.82 0.00 B-I-6 0.00 1,326,452.49 8,415.15 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 Totals 0.00 515,002,265.05 16,971,130.83 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 27,043,454.49 24,079.78 1,001,092.55 0.00 0.00 2-A1 89,078,000.00 75,891,353.42 74,175.30 2,344,001.18 0.00 0.00 3-A1 86,668,000.00 80,446,704.86 88,158.25 1,977,873.50 0.00 0.00 4-A1 37,530,000.00 32,198,133.42 128,754.54 177,946.05 0.00 0.00 5-A1 22,918,000.00 15,411,509.67 30,070.88 786,663.79 0.00 0.00 6-A1 65,025,000.00 56,584,205.72 234,253.21 1,542,778.19 0.00 0.00 7-A1 100,098,000.00 80,933,562.34 333,107.78 847,131.68 0.00 0.00 8-A1 21,879,500.00 16,539,813.52 21,301.44 761,443.29 0.00 0.00 8-A2 0.00 0.00 0.00 0.00 0.00 0.00 8-A3 109,397,500.00 82,699,067.58 106,507.21 3,807,216.47 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 2,899,858.43 12,307.43 46,554.93 0.00 0.00 30-PO 975,907.00 929,010.07 1,165.54 1,239.04 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 8,214,114.17 21,485.28 0.00 0.00 0.00 B-2 2,017,000.00 1,971,661.11 5,157.18 0.00 0.00 0.00 B-3 1,009,000.00 986,319.31 2,579.87 0.00 0.00 0.00 B-4 840,000.00 821,118.16 2,147.76 0.00 0.00 0.00 B-5 672,000.00 656,894.53 1,718.21 0.00 0.00 0.00 B-6 505,219.00 493,862.49 1,291.77 0.00 0.00 0.00 B-I-1 10,610,000.00 10,475,150.03 15,614.33 0.00 0.00 0.00 B-I-2 3,736,000.00 3,688,516.54 5,498.13 0.00 0.00 0.00 B-I-3 2,242,000.00 2,213,504.84 3,299.47 0.00 0.00 0.00 B-I-4 1,644,000.00 1,623,105.25 2,419.41 0.00 0.00 0.00 B-I-5 1,345,000.00 1,327,905.44 1,979.39 0.00 0.00 0.00 B-I-6 1,345,534.00 1,328,432.66 1,980.17 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 635,041,631.00 529,415,258.05 1,119,052.33 13,293,940.67 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 1,025,172.33 26,018,282.16 0.65339734 1,025,172.33 2-A1 2,418,176.48 73,473,176.94 0.82481844 2,418,176.48 3-A1 2,066,031.76 78,380,673.10 0.90437847 2,066,031.76 4-A1 306,700.59 31,891,432.83 0.84975840 306,700.59 5-A1 816,734.68 14,594,775.00 0.63682586 816,734.68 6-A1 1,777,031.40 54,807,174.32 0.84286312 1,777,031.40 7-A1 1,180,239.46 79,753,322.89 0.79675241 1,180,239.46 8-A1 782,744.74 15,757,068.78 0.72017499 782,744.74 8-A2 0.00 0.00 0.00000000 0.00 8-A3 3,913,723.68 78,785,343.90 0.72017499 3,913,723.68 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 58,862.36 2,840,996.07 0.87553436 58,862.36 30-PO 2,404.58 926,605.49 0.94948134 2,404.58 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 21,485.28 8,192,628.89 0.97496476 21,485.28 B-2 5,157.18 1,966,503.92 0.97496476 5,157.18 B-3 2,579.87 983,739.44 0.97496476 2,579.87 B-4 2,147.76 818,970.40 0.97496476 2,147.76 B-5 1,718.21 655,176.32 0.97496476 1,718.21 B-6 1,291.77 492,570.72 0.97496476 1,291.77 B-I-1 15,614.33 10,459,535.70 0.98581863 15,614.33 B-I-2 5,498.13 3,683,018.41 0.98581863 5,498.13 B-I-3 3,299.47 2,210,205.38 0.98581864 3,299.47 B-I-4 2,419.41 1,620,685.84 0.98581864 2,419.41 B-I-5 1,979.39 1,325,926.06 0.98581863 1,979.39 B-I-6 1,980.17 1,326,452.49 0.98581863 1,980.17 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 Totals 14,412,993.03 515,002,265.05 0.81097402 14,412,993.03
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 39,820,000.00 679.14250352 0.60471572 25.14044576 0.00000000 2-A1 89,078,000.00 851.96517008 0.83270055 26.31403018 0.00000000 3-A1 86,668,000.00 928.21692966 1.01719493 22.82126621 0.00000000 4-A1 37,530,000.00 857.93054676 3.43070983 4.74143485 0.00000000 5-A1 22,918,000.00 672.46311502 1.31210751 34.32515010 0.00000000 6-A1 65,025,000.00 870.19155279 3.60250996 23.72592372 0.00000000 7-A1 100,098,000.00 808.54325101 3.32781654 8.46302304 0.00000000 8-A1 21,879,500.00 755.95025115 0.97357984 34.80167691 0.00000000 8-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 109,397,500.00 755.95025097 0.97357993 34.80167709 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 3,244,871.00 893.67448814 3.79288730 14.34723599 0.00000000 30-PO 975,907.00 951.94528782 1.19431462 1.26962918 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 8,403,000.00 977.52161966 2.55685826 0.00000000 0.00000000 B-2 2,017,000.00 977.52162122 2.55685672 0.00000000 0.00000000 B-3 1,009,000.00 977.52161546 2.55685828 0.00000000 0.00000000 B-4 840,000.00 977.52161905 2.55685714 0.00000000 0.00000000 B-5 672,000.00 977.52162202 2.55686012 0.00000000 0.00000000 B-6 505,219.00 977.52160944 2.55685158 0.00000000 0.00000000 B-I-1 10,610,000.00 987.29029500 1.47166164 0.00000000 0.00000000 B-I-2 3,736,000.00 987.29029443 1.47166221 0.00000000 0.00000000 B-I-3 2,242,000.00 987.29029438 1.47166369 0.00000000 0.00000000 B-I-4 1,644,000.00 987.29029805 1.47166058 0.00000000 0.00000000 B-I-5 1,345,000.00 987.29028996 1.47166543 0.00000000 0.00000000 B-I-6 1,345,534.00 987.29029515 1.47166107 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 25.74516148 653.39734204 0.65339734 25.74516148 2-A1 0.00000000 27.14673073 824.81843935 0.82481844 27.14673073 3-A1 0.00000000 23.83846125 904.37846841 0.90437847 23.83846125 4-A1 0.00000000 8.17214468 849.75840208 0.84975840 8.17214468 5-A1 0.00000000 35.63725805 636.82585740 0.63682586 35.63725805 6-A1 0.00000000 27.32843368 842.86311911 0.84286312 27.32843368 7-A1 0.00000000 11.79083958 796.75241154 0.79675241 11.79083958 8-A1 0.00000000 35.77525720 720.17499394 0.72017499 35.77525720 8-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-A3 0.00000000 35.77525702 720.17499394 0.72017499 35.77525702 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 18.14012329 875.53436485 0.87553436 18.14012329 30-PO 0.00000000 2.46394380 949.48134402 0.94948134 2.46394380 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 2.55685826 974.96476139 0.97496476 2.55685826 B-2 0.00000000 2.55685672 974.96475954 0.97496476 2.55685672 B-3 0.00000000 2.55685828 974.96475719 0.97496476 2.55685828 B-4 0.00000000 2.55685714 974.96476190 0.97496476 2.55685714 B-5 0.00000000 2.55686012 974.96476190 0.97496476 2.55686012 B-6 0.00000000 2.55685158 974.96475786 0.97496476 2.55685158 B-I-1 0.00000000 1.47166164 985.81863336 0.98581863 1.47166164 B-I-2 0.00000000 1.47166221 985.81863223 0.98581863 1.47166221 B-I-3 0.00000000 1.47166369 985.81863515 0.98581864 1.47166369 B-I-4 0.00000000 1.47166058 985.81863747 0.98581864 1.47166058 B-I-5 0.00000000 1.47166543 985.81863197 0.98581863 1.47166543 B-I-6 0.00000000 1.47166107 985.81863409 0.98581863 1.47166107 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% 27,043,454.49 146,485.38 0.00 0.00 2-A1 89,078,000.00 6.00000% 75,891,353.42 379,456.77 0.00 0.00 3-A1 86,668,000.00 5.50000% 80,446,704.86 368,714.06 0.00 0.00 4-A1 37,530,000.00 5.00000% 32,198,133.42 134,158.89 0.00 0.00 5-A1 22,918,000.00 6.50000% 15,411,509.67 83,479.01 0.00 0.00 6-A1 65,025,000.00 5.25000% 56,584,205.72 247,555.90 0.00 0.00 7-A1 100,098,000.00 4.50000% 80,933,562.34 303,500.86 0.00 0.00 8-A1 21,879,500.00 2.63000% 16,539,813.52 36,249.76 0.00 0.00 8-A2 0.00 5.37000% 16,539,813.52 74,015.67 0.00 0.00 8-A3 109,397,500.00 5.00000% 82,699,067.58 344,579.45 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% 2,899,858.43 0.00 0.00 0.00 30-PO 975,907.00 0.00000% 929,010.07 0.00 0.00 0.00 1-AX 0.00 6.50000% 1,411,913.99 7,647.87 0.00 0.00 2-AX 0.00 6.00000% 4,112,616.82 20,563.08 0.00 0.00 3-AX 0.00 5.50000% 4,139,644.47 18,973.37 0.00 0.00 C-AX 0.00 5.00000% 6,251,497.53 26,047.91 0.00 0.00 7-AX 0.00 4.50000% 12,343,509.39 46,288.16 0.00 0.00 8-AX 0.00 5.50000% 12,593,467.47 57,720.06 0.00 0.00 B-1 8,403,000.00 5.14252% 8,214,114.17 35,201.07 0.00 0.00 B-2 2,017,000.00 5.14252% 1,971,661.11 8,449.43 0.00 0.00 B-3 1,009,000.00 5.14252% 986,319.31 4,226.81 0.00 0.00 B-4 840,000.00 5.14252% 821,118.16 3,518.85 0.00 0.00 B-5 672,000.00 5.14252% 656,894.53 2,815.08 0.00 0.00 B-6 505,219.00 5.14252% 493,862.49 2,116.42 0.00 0.00 B-I-1 10,610,000.00 5.82198% 10,475,150.03 50,821.76 0.00 0.00 B-I-2 3,736,000.00 5.82198% 3,688,516.54 17,895.39 0.00 0.00 B-I-3 2,242,000.00 5.82198% 2,213,504.84 10,739.15 0.00 0.00 B-I-4 1,644,000.00 5.82198% 1,623,105.25 7,874.74 0.00 0.00 B-I-5 1,345,000.00 5.82198% 1,327,905.44 6,442.53 0.00 0.00 B-I-6 1,345,534.00 5.82198% 1,328,432.66 6,445.09 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 2,562,156.68 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 229.77 0.00 146,255.61 0.00 26,018,282.16 2-A1 595.20 0.00 378,861.57 0.00 73,473,176.94 3-A1 578.35 0.00 368,135.72 0.00 78,380,673.10 4-A1 210.44 0.00 133,948.45 0.00 31,891,432.83 5-A1 130.94 0.00 83,348.07 0.00 14,594,775.00 6-A1 388.30 0.00 247,167.60 0.00 54,807,174.32 7-A1 476.06 0.00 303,024.80 0.00 79,753,322.89 8-A1 56.86 0.00 36,192.90 0.00 15,757,068.78 8-A2 116.10 0.00 73,899.57 0.00 15,757,068.78 8-A3 540.49 0.00 344,038.96 0.00 78,785,343.90 8-A4 56.30 0.00 35,835.78 0.00 7,831,000.00 8-A5 116.52 0.00 74,165.57 0.00 16,207,000.00 15-PO 0.00 0.00 0.00 0.00 2,840,996.07 30-PO 0.00 0.00 0.00 0.00 926,605.49 1-AX 12.00 0.00 7,635.87 0.00 1,373,467.49 2-AX 32.25 0.00 20,530.83 0.00 4,004,558.15 3-AX 29.76 0.00 18,943.61 0.00 4,039,142.21 C-AX 40.86 0.00 26,007.05 0.00 6,087,698.58 7-AX 72.61 0.00 46,215.55 0.00 12,176,358.83 8-AX 90.54 0.00 57,629.52 0.00 12,089,310.74 B-1 55.21 0.00 35,145.85 0.00 8,192,628.89 B-2 13.25 0.00 8,436.18 0.00 1,966,503.92 B-3 6.63 0.00 4,220.18 0.00 983,739.44 B-4 5.52 0.00 3,513.33 0.00 818,970.40 B-5 4.42 0.00 2,810.66 0.00 655,176.32 B-6 3.32 0.00 2,113.10 0.00 492,570.72 B-I-1 79.72 0.00 50,742.04 0.00 10,459,535.70 B-I-2 28.07 0.00 17,867.32 0.00 3,683,018.41 B-I-3 16.84 0.00 10,722.31 0.00 2,210,205.38 B-I-4 12.35 0.00 7,862.39 0.00 1,620,685.84 B-I-5 10.11 0.00 6,432.43 0.00 1,325,926.06 B-I-6 10.11 0.00 6,434.98 0.00 1,326,452.49 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 4,018.90 0.00 2,558,137.80 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% 679.14250352 3.67868860 0.00000000 0.00000000 2-A1 89,078,000.00 6.00000% 851.96517008 4.25982588 0.00000000 0.00000000 3-A1 86,668,000.00 5.50000% 928.21692966 4.25432755 0.00000000 0.00000000 4-A1 37,530,000.00 5.00000% 857.93054676 3.57471063 0.00000000 0.00000000 5-A1 22,918,000.00 6.50000% 672.46311502 3.64250851 0.00000000 0.00000000 6-A1 65,025,000.00 5.25000% 870.19155279 3.80708804 0.00000000 0.00000000 7-A1 100,098,000.00 4.50000% 808.54325101 3.03203720 0.00000000 0.00000000 8-A1 21,879,500.00 2.63000% 755.95025115 1.65679106 0.00000000 0.00000000 8-A2 0.00 5.37000% 755.95025115 3.38287758 0.00000000 0.00000000 8-A3 109,397,500.00 5.00000% 755.95025097 3.14979273 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% 893.67448814 0.00000000 0.00000000 0.00000000 30-PO 975,907.00 0.00000% 951.94528782 0.00000000 0.00000000 0.00000000 1-AX 0.00 6.50000% 647.70886099 3.50842417 0.00000000 0.00000000 2-AX 0.00 6.00000% 860.80779048 4.30403809 0.00000000 0.00000000 3-AX 0.00 5.50000% 928.24570711 4.25445938 0.00000000 0.00000000 C-AX 0.00 5.00000% 774.67687665 3.22782077 0.00000000 0.00000000 7-AX 0.00 4.50000% 799.75771704 2.99909143 0.00000000 0.00000000 8-AX 0.00 5.50000% 771.81863211 3.53750211 0.00000000 0.00000000 B-1 8,403,000.00 5.14252% 977.52161966 4.18910746 0.00000000 0.00000000 B-2 2,017,000.00 5.14252% 977.52162122 4.18910759 0.00000000 0.00000000 B-3 1,009,000.00 5.14252% 977.52161546 4.18910803 0.00000000 0.00000000 B-4 840,000.00 5.14252% 977.52161905 4.18910714 0.00000000 0.00000000 B-5 672,000.00 5.14252% 977.52162202 4.18910714 0.00000000 0.00000000 B-6 505,219.00 5.14252% 977.52160944 4.18911403 0.00000000 0.00000000 B-I-1 10,610,000.00 5.82198% 987.29029500 4.78998680 0.00000000 0.00000000 B-I-2 3,736,000.00 5.82198% 987.29029443 4.78998662 0.00000000 0.00000000 B-I-3 2,242,000.00 5.82198% 987.29029438 4.78998662 0.00000000 0.00000000 B-I-4 1,644,000.00 5.82198% 987.29029805 4.78998783 0.00000000 0.00000000 B-I-5 1,345,000.00 5.82198% 987.29028996 4.78998513 0.00000000 0.00000000 B-I-6 1,345,534.00 5.82198% 987.29029515 4.78998673 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 0.00577022 0.00000000 3.67291838 0.00000000 653.39734204 2-A1 0.00668178 0.00000000 4.25314410 0.00000000 824.81843935 3-A1 0.00667317 0.00000000 4.24765450 0.00000000 904.37846841 4-A1 0.00560725 0.00000000 3.56910338 0.00000000 849.75840208 5-A1 0.00571341 0.00000000 3.63679510 0.00000000 636.82585740 6-A1 0.00597155 0.00000000 3.80111649 0.00000000 842.86311911 7-A1 0.00475594 0.00000000 3.02728126 0.00000000 796.75241154 8-A1 0.00259878 0.00000000 1.65419228 0.00000000 720.17499394 8-A2 0.00530634 0.00000000 3.37757124 0.00000000 720.17499394 8-A3 0.00494061 0.00000000 3.14485212 0.00000000 720.17499394 8-A4 0.00718938 0.00000000 4.57614353 0.00000000 1000.00000000 8-A5 0.00718949 0.00000000 4.57614426 0.00000000 1000.00000000 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 875.53436485 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 949.48134402 1-AX 0.00550494 0.00000000 3.50291923 0.00000000 630.07171106 2-AX 0.00675022 0.00000000 4.29728788 0.00000000 838.19013631 3-AX 0.00667318 0.00000000 4.24778620 0.00000000 905.70976421 C-AX 0.00506331 0.00000000 3.22275745 0.00000000 754.37913865 7-AX 0.00470453 0.00000000 2.99438690 0.00000000 788.92773781 8-AX 0.00554895 0.00000000 3.53195317 0.00000000 740.92026686 B-1 0.00657027 0.00000000 4.18253600 0.00000000 974.96476139 B-2 0.00656916 0.00000000 4.18253842 0.00000000 974.96475954 B-3 0.00657086 0.00000000 4.18253717 0.00000000 974.96475719 B-4 0.00657143 0.00000000 4.18253571 0.00000000 974.96476190 B-5 0.00657738 0.00000000 4.18252976 0.00000000 974.96476190 B-6 0.00657141 0.00000000 4.18254262 0.00000000 974.96475786 B-I-1 0.00751367 0.00000000 4.78247314 0.00000000 985.81863336 B-I-2 0.00751338 0.00000000 4.78247323 0.00000000 985.81863223 B-I-3 0.00751115 0.00000000 4.78247547 0.00000000 985.81863515 B-I-4 0.00751217 0.00000000 4.78247567 0.00000000 985.81863747 B-I-5 0.00751673 0.00000000 4.78247584 0.00000000 985.81863197 B-I-6 0.00751375 0.00000000 4.78247298 0.00000000 985.81863409 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 0.00 602,298.33 599,595.91 90.12237999% PO-5 0.00000% 0.00 0.00 500,871.62 482,621.49 83.63584674% PO-6 0.00000% 0.00 0.00 1,755,879.21 1,718,145.64 87.65418610% PO-7 0.00000% 0.00 0.00 40,809.27 40,633.04 95.90955011% PO-3 0.00000% 0.00 0.00 686,337.69 684,252.29 96.68363046% PO-8 0.00000% 0.00 0.00 242,672.38 242,353.20 90.36825463% C-AX-1 5.00000% 2,382,984.76 2,360,744.09 0.00 0.00 86.57679784% C-AX-2 5.00000% 1,087,928.47 1,036,035.53 0.00 0.00 49.61321361% C-AX-3 5.00000% 2,780,584.29 2,690,918.97 0.00 0.00 82.67476654%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 17,039,050.73 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 42,789.93 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 17,081,840.66 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 110,709.83 Payment of Interest and Principal 16,971,130.83 Total Withdrawals (Pool Distribution Amount) 17,081,840.66 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 4,018.90 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 4,018.90
SERVICING FEES Gross Servicing Fee 110,294.87 LPMI Fees 373.82 WMMSC Master Servicing Fee 41.14 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 110,709.83
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 1 100,814.86 0.00 0.00 100,814.86 30 Days 28 0 0 0 28 4,858,857.01 0.00 0.00 0.00 4,858,857.01 60 Days 6 0 0 0 6 1,419,516.83 0.00 0.00 0.00 1,419,516.83 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 1 0 1 0.00 0.00 102,684.99 0.00 102,684.99 180+ Days 1 1 1 0 3 156,332.89 219,400.12 53,863.10 0.00 429,596.11 Totals 35 2 2 0 39 6,434,706.73 320,214.98 156,548.09 0.00 6,911,469.80 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 0.032342% 0.000000% 0.000000% 0.032342% 0.019541% 0.000000% 0.000000% 0.019541% 30 Days 0.905563% 0.000000% 0.000000% 0.000000% 0.905563% 0.941790% 0.000000% 0.000000% 0.000000% 0.941790% 60 Days 0.194049% 0.000000% 0.000000% 0.000000% 0.194049% 0.275144% 0.000000% 0.000000% 0.000000% 0.275144% 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% 0.032342% 0.000000% 0.032342% 0.000000% 0.000000% 0.019903% 0.000000% 0.019903% 180+ Days 0.032342% 0.032342% 0.032342% 0.000000% 0.097025% 0.030302% 0.042526% 0.010440% 0.000000% 0.083268% Totals 1.131953% 0.064683% 0.064683% 0.000000% 1.261320% 1.247237% 0.062067% 0.030344% 0.000000% 1.339648%
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 1 0 1 0 2 156,332.89 0.00 53,863.10 0.00 210,195.99 Totals 1 0 1 0 2 156,332.89 0.00 53,863.10 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 0.332226% 0.000000% 0.332226% 0.000000% 0.664452% 0.538857% 0.000000% 0.185658% 0.000000% 0.724516% Totals 0.332226% 0.000000% 0.332226% 0.000000% 0.664452% 0.538857% 0.000000% 0.185658% 0.000000% 0.724516% 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 8 0 0 0 8 752,832.10 0.00 0.00 0.00 752,832.10 60 Days 1 0 0 0 1 197,451.87 0.00 0.00 0.00 197,451.87 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 9 950,283.97 0.00 0.00 0.00 950,283.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.125176% 0.000000% 0.000000% 0.000000% 1.125176% 0.938944% 0.000000% 0.000000% 0.000000% 0.938944% 60 Days 0.140647% 0.000000% 0.000000% 0.000000% 0.140647% 0.246265% 0.000000% 0.000000% 0.000000% 0.246265% 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% 1.185209% 0.000000% 0.000000% 0.000000% 1.185209% 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 8 0 0 0 8 904,054.76 0.00 0.00 0.00 904,054.76 60 Days 1 0 0 0 1 95,855.63 0.00 0.00 0.00 95,855.63 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 9 999,910.39 0.00 0.00 0.00 999,910.39 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.311475% 0.000000% 0.000000% 0.000000% 1.311475% 1.055488% 0.000000% 0.000000% 0.000000% 1.055488% 60 Days 0.163934% 0.000000% 0.000000% 0.000000% 0.163934% 0.111912% 0.000000% 0.000000% 0.000000% 0.111912% 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 1.475410% 0.000000% 0.000000% 0.000000% 1.475410% 1.167400% 0.000000% 0.000000% 0.000000% 1.167400% 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 44,934.98 0.00 0.00 0.00 44,934.98 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 44,934.98 0.00 0.00 0.00 44,934.98 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.286533% 0.000000% 0.000000% 0.000000% 0.286533% 0.127078% 0.000000% 0.000000% 0.000000% 0.127078% 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 0.286533% 0.000000% 0.000000% 0.000000% 0.286533% 0.127078% 0.000000% 0.000000% 0.000000% 0.127078% 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 2 0 0 0 2 221,806.62 0.00 0.00 0.00 221,806.62 60 Days 1 0 0 0 1 34,885.21 0.00 0.00 0.00 34,885.21 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 1 0 1 0.00 0.00 102,684.99 0.00 102,684.99 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 1 0 4 256,691.83 0.00 102,684.99 0.00 359,376.82 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.176471% 0.000000% 0.000000% 0.000000% 1.176471% 1.316834% 0.000000% 0.000000% 0.000000% 1.316834% 60 Days 0.588235% 0.000000% 0.000000% 0.000000% 0.588235% 0.207108% 0.000000% 0.000000% 0.000000% 0.207108% 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% 0.588235% 0.000000% 0.588235% 0.000000% 0.000000% 0.609626% 0.000000% 0.609626% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.764706% 0.000000% 0.588235% 0.000000% 2.352941% 1.523942% 0.000000% 0.609626% 0.000000% 2.133568% 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 1 154,870.93 0.00 0.00 0.00 154,870.93 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 1 154,870.93 0.00 0.00 0.00 154,870.93 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.250627% 0.000000% 0.000000% 0.000000% 0.250627% 0.260685% 0.000000% 0.000000% 0.000000% 0.260685% 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 0.250627% 0.000000% 0.000000% 0.000000% 0.250627% 0.260685% 0.000000% 0.000000% 0.000000% 0.260685% 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 1 0 0 0 1 338,879.80 0.00 0.00 0.00 338,879.80 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 1 338,879.80 0.00 0.00 0.00 338,879.80 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 0.537634% 0.000000% 0.000000% 0.000000% 0.537634% 0.402920% 0.000000% 0.000000% 0.000000% 0.402920% 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 0.537634% 0.000000% 0.000000% 0.000000% 0.537634% 0.402920% 0.000000% 0.000000% 0.000000% 0.402920% 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 1 100,814.86 0.00 0.00 100,814.86 30 Days 8 0 0 0 8 2,780,357.62 0.00 0.00 0.00 2,780,357.62 60 Days 2 0 0 0 2 752,444.32 0.00 0.00 0.00 752,444.32 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 10 2 0 0 12 3,532,801.94 320,214.98 0.00 0.00 3,853,016.92 0-29 Days 0.273224% 0.000000% 0.000000% 0.273224% 0.080424% 0.000000% 0.000000% 0.080424% 30 Days 2.185792% 0.000000% 0.000000% 0.000000% 2.185792% 2.217997% 0.000000% 0.000000% 0.000000% 2.217997% 60 Days 0.546448% 0.000000% 0.000000% 0.000000% 0.546448% 0.600254% 0.000000% 0.000000% 0.000000% 0.600254% 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% 0.273224% 0.000000% 0.000000% 0.273224% 0.000000% 0.175024% 0.000000% 0.000000% 0.175024% Totals 2.732240% 0.546448% 0.000000% 0.000000% 3.278689% 2.818251% 0.255448% 0.000000% 0.000000% 3.073699%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 42,789.93
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 6.058457% Weighted Average Pass-Through Rate 5.807516% Weighted Average Maturity(Stepdown Calculation ) 279 Beginning Scheduled Collateral Loan Count 3,169 Number Of Loans Paid In Full 77 Ending Scheduled Collateral Loan Count 3,092 Beginning Scheduled Collateral Balance 529,415,259.82 Ending Scheduled Collateral Balance 515,002,266.80 Ending Actual Collateral Balance at 30-Nov-2004 515,917,021.59 Monthly P &I Constant 3,791,918.69 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 16,630,898.49 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 515,002,266.80 Scheduled Principal 1,119,052.34 Unscheduled Principal 13,293,940.68
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 7.057250 6.549431 5.966777 Weighted Average Net Rate 6.807250 6.299431 5.716777 Weighted Average Maturity 348 348 348 Beginning Loan Count 310 731 623 Loans Paid In Full 9 20 13 Ending Loan Count 301 711 610 Beginning Scheduled Balance 30,017,879.64 82,539,347.52 87,648,204.99 Ending scheduled Balance 28,990,058.85 80,114,673.37 85,572,948.13 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 203,264.65 531,161.09 531,988.43 Scheduled Principal 26,728.24 80,672.97 96,174.04 Unscheduled Principal 1,001,092.55 2,344,001.18 1,979,082.82 Scheduled Interest 176,536.41 450,488.12 435,814.39 Servicing Fees 6,253.73 17,195.70 18,260.05 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 37.97 32.70 5.76 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 170,244.71 433,259.72 417,548.58 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 6.805732 6.298955 5.716698
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 5.500247 6.873714 5.576753 Weighted Average Net Rate 5.250248 6.623714 5.326753 Weighted Average Maturity 169 169 166 Beginning Loan Count 351 177 410 Loans Paid In Full 2 7 11 Ending Loan Count 349 170 399 Beginning Scheduled Balance 35,578,061.10 17,653,786.13 61,033,816.40 Ending scheduled Balance 35,257,550.85 16,815,403.50 59,207,899.63 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 305,497.21 136,454.61 536,752.97 Scheduled Principal 142,423.76 35,332.05 253,110.88 Unscheduled Principal 178,086.49 803,050.58 1,572,805.89 Scheduled Interest 163,073.45 101,122.56 283,642.09 Servicing Fees 7,412.08 3,677.87 12,715.39 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 155,661.37 97,444.69 270,926.70 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 5.250247 6.623714 5.326753
Group Level Collateral Statement Group Group 7 Group 8 Total Collateral Description Fixed 15 Year Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 5.401322 6.275884 6.058457 Weighted Average Net Rate 5.151322 6.025883 5.807516 Weighted Average Maturity 167.00 348.00 279.00 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 732,442.92 814,356.81 3,791,918.69 Beginning Loan Count 189 378 3,169 Loans Paid In Full 3 12 77 Ending Loan Count 186 366 3,092 Beginning Scheduled Balance 84,999,594.05 129,944,569.99 529,415,259.82 Ending Scheduled Balance 83,802,611.28 125,241,121.19 515,002,266.80 Scheduled Principal 349,851.09 134,759.31 1,119,052.34 Unscheduled Principal 847,131.68 4,568,689.49 13,293,940.68 Scheduled Interest 382,591.83 679,597.50 2,672,866.35 Servicing Fee 17,708.25 27,071.80 110,294.87 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 0.00 338.53 414.96 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 364,883.58 652,187.17 2,562,156.52 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 5.151322 6.022757 5.807516
Miscellaneous Reporting Group Group 1 Subordinate % 9.908845% Senior Prepayment % 100.000000% Senior % 90.091155% Group Group 2 Subordinate % 8.054333% Senior Prepayment % 100.000000% Senior % 91.945667% Group Group 3 Subordinate % 7.491976% Senior Prepayment % 100.000000% Senior % 92.508024%
Miscellaneous Reporting Group Group 4 Subordinate % 7.941583% Senior Prepayment % 100.000000% Senior % 92.058417% Group Group 5 Subordinate % 10.152239% Senior Prepayment % 100.000000% Senior % 89.847761% Group Group 6 Subordinate % 4.544240% Senior Prepayment % 100.000000% Senior % 95.455760%
Miscellaneous Reporting Group Group 7 Subordinate % 4.737853% Senior Prepayment % 100.000000% Senior % 95.262147% Group Group 8 Subordinate % 4.953680% Senior Prepayment % 100.000000% Senior % 95.046320%
Group -----END PRIVACY-ENHANCED MESSAGE-----