-----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, OZ0500Z7glS4y1riFfIhqmHOfvBOu7y397REnMNY3rzKWEzLqWV4GPNTor02aXvQ a9x7yPsOKh7GZnmqoZceiQ== 0001056404-04-003237.txt : 20041001 0001056404-04-003237.hdr.sgml : 20041001 20041001101510 ACCESSION NUMBER: 0001056404-04-003237 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 DATE AS OF CHANGE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR ASSET SECURITIZATION TRUST 2004-3 CENTRAL INDEX KEY: 0001282300 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-106982-18 FILM NUMBER: 041056817 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mst04003_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-18 54-2144721 Pooling and Servicing Agreement) (Commission 54-2144722 (State or other File Number) 54-2144723 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A., 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2004-3 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 2004-3 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/30/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the September 27, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 MASTR Series: 2004-3 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-A-1 55265K7K9 SEN 5.25000% 16,325,175.26 71,422.65 215,360.44 1-A-2 55265K7L7 SEN 5.25000% 906,954.18 3,967.92 11,964.47 1-A-3 55265K7M5 SEN 5.25000% 16,778,652.35 73,406.61 221,342.68 2-A-1 55265K7N3 SEN 4.75000% 27,154,904.31 107,488.17 226,389.15 3-A-1 55265K7P8 SEN 4.75000% 34,930,926.74 138,268.26 269,237.17 3-A-2 55265K7Q6 SEN 4.50000% 70,282,708.01 263,560.17 541,718.17 4-A-1 55265K7R4 PAC 4.00000% 11,654,759.94 38,849.20 335,932.05 4-A-2 55265K7S2 PAC 4.25000% 22,060,667.00 78,131.53 0.00 4-A-3 55265K7T0 PAC 1.96500% 21,266,188.96 34,823.39 201,559.23 4-A-4 55265K7U7 SEN 6.03500% 0.00 106,951.21 0.00 4-A-5 55265K7V5 PAC 5.00000% 16,215,000.00 67,562.50 0.00 4-A-6 55265K7W3 PAC 4.75000% 10,000,000.00 39,583.34 0.00 4-A-7 55265K7X1 SEN 5.50000% 0.00 6,250.00 0.00 4-A-8 55265K7Y9 PAC 5.50000% 8,189,000.00 37,532.92 0.00 4-A-9 55265K7Z6 PAC 5.50000% 1,954,000.00 8,955.83 0.00 4-A-10 55265K8A0 LOCK 5.50000% 16,276,000.00 74,598.34 0.00 4-A-11 55265K8B8 LOCK 5.50000% 1,000,000.00 4,583.33 0.00 4-A-12 55265K8C6 ACCR 5.50000% 16,651,156.47 76,317.80 39,036.29 4-A-13 55265K8D4 SEN 5.75000% 15,400,000.00 73,791.67 0.00 4-A-14 55265K8E2 SEN 5.50000% 1,027,798.34 4,710.74 (4,710.74) 4-A-15 55265K8F9 PO 0.00000% 700,000.00 0.00 0.00 5-A-1 55265K8P7 SEN 6.25000% 17,365,220.04 90,443.86 1,128,970.57 PO 55265K8G7 PO 0.00000% 1,506,516.82 0.00 3,525.80 5-AX 57643MAA2 IO 6.25000% 0.00 5,450.70 0.00 15-AX 55265K8J1 IO 4.75000% 0.00 49,208.31 0.00 30-AX 55265K8K8 IO 5.50000% 0.00 33,233.40 0.00 A-UR 57643MAC8 SEN 5.25000% 0.00 0.00 0.00 A-LR 57643MAB0 SEN 5.25000% 0.00 0.00 0.00 R-2 MST04001R SEN 0.00000% 0.00 0.00 0.00 B-1 55265K8L6 SUB 5.28621% 4,556,056.07 20,070.23 11,408.46 B-2 55265K8M4 SUB 5.28621% 1,782,804.55 7,853.57 4,464.18 B-3 55265K8N2 SUB 5.28621% 792,357.58 3,490.47 1,984.08 B-4 55265K8Q5 SUB 5.28621% 593,282.66 2,613.51 1,485.59 B-5 55265K8R3 SUB 5.28621% 396,178.79 1,745.24 992.04 B-6 55265K8S1 SUB 5.28621% 397,059.03 1,749.11 994.24 Totals 336,163,367.10 1,526,613.98 3,211,653.87
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 16,109,814.82 286,783.09 0.00 1-A-2 0.00 894,989.71 15,932.39 0.00 1-A-3 0.00 16,557,309.67 294,749.29 0.00 2-A-1 0.00 26,928,515.15 333,877.32 0.00 3-A-1 0.00 34,661,689.56 407,505.43 0.00 3-A-2 0.00 69,740,989.85 805,278.34 0.00 4-A-1 0.00 11,318,827.89 374,781.25 0.00 4-A-2 0.00 22,060,667.00 78,131.53 0.00 4-A-3 0.00 21,064,629.73 236,382.62 0.00 4-A-4 0.00 0.00 106,951.21 0.00 4-A-5 0.00 16,215,000.00 67,562.50 0.00 4-A-6 0.00 10,000,000.00 39,583.34 0.00 4-A-7 0.00 0.00 6,250.00 0.00 4-A-8 0.00 8,189,000.00 37,532.92 0.00 4-A-9 0.00 1,954,000.00 8,955.83 0.00 4-A-10 0.00 16,276,000.00 74,598.34 0.00 4-A-11 0.00 1,000,000.00 4,583.33 0.00 4-A-12 0.00 16,612,120.18 115,354.09 0.00 4-A-13 0.00 15,400,000.00 73,791.67 0.00 4-A-14 0.00 1,032,509.08 0.00 0.00 4-A-15 0.00 700,000.00 0.00 0.00 5-A-1 0.00 16,236,249.47 1,219,414.43 0.00 PO 0.00 1,502,991.02 3,525.80 0.00 5-AX 0.00 0.00 5,450.70 0.00 15-AX 0.00 0.00 49,208.31 0.00 30-AX 0.00 0.00 33,233.40 0.00 A-UR 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 B-1 0.00 4,544,647.60 31,478.69 0.00 B-2 0.00 1,778,340.37 12,317.75 0.00 B-3 0.00 790,373.50 5,474.55 0.00 B-4 0.00 591,797.07 4,099.10 0.00 B-5 0.00 395,186.75 2,737.28 0.00 B-6 0.00 396,064.79 2,743.35 0.00 Totals 0.00 332,951,713.21 4,738,267.85 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-A-1 18,000,000.00 16,325,175.26 39,399.04 175,961.40 0.00 0.00 1-A-2 1,000,000.00 906,954.18 2,188.84 9,775.63 0.00 0.00 1-A-3 18,500,000.00 16,778,652.35 40,493.45 180,849.22 0.00 0.00 2-A-1 30,500,000.00 27,154,904.31 197,079.30 29,309.86 0.00 0.00 3-A-1 39,840,000.00 34,930,926.74 138,434.56 130,802.61 0.00 0.00 3-A-2 80,160,000.00 70,282,708.01 278,537.00 263,181.16 0.00 0.00 4-A-1 13,198,750.00 11,654,759.94 90,053.46 245,878.59 0.00 0.00 4-A-2 22,060,667.00 22,060,667.00 0.00 0.00 0.00 0.00 4-A-3 22,192,583.00 21,266,188.96 54,032.08 147,527.15 0.00 0.00 4-A-4 0.00 0.00 0.00 0.00 0.00 0.00 4-A-5 16,215,000.00 16,215,000.00 0.00 0.00 0.00 0.00 4-A-6 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 4-A-7 0.00 0.00 0.00 0.00 0.00 0.00 4-A-8 8,189,000.00 8,189,000.00 0.00 0.00 0.00 0.00 4-A-9 1,954,000.00 1,954,000.00 0.00 0.00 0.00 0.00 4-A-10 16,276,000.00 16,276,000.00 0.00 0.00 0.00 0.00 4-A-11 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 4-A-12 40,468,000.00 16,651,156.47 10,464.48 28,571.82 0.00 0.00 4-A-13 15,400,000.00 15,400,000.00 0.00 0.00 0.00 0.00 4-A-14 1,000,000.00 1,027,798.34 0.00 0.00 (4,710.74) 0.00 4-A-15 700,000.00 700,000.00 0.00 0.00 0.00 0.00 5-A-1 35,000,000.00 17,365,220.04 18,719.63 1,110,250.94 0.00 0.00 PO 1,670,189.06 1,506,516.82 3,158.67 367.13 0.00 0.00 5-AX 0.00 0.00 0.00 0.00 0.00 0.00 15-AX 0.00 0.00 0.00 0.00 0.00 0.00 30-AX 0.00 0.00 0.00 0.00 0.00 0.00 A-UR 50.00 0.00 0.00 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 4,623,000.00 4,556,056.07 11,408.46 0.00 0.00 0.00 B-2 1,809,000.00 1,782,804.55 4,464.18 0.00 0.00 0.00 B-3 804,000.00 792,357.58 1,984.08 0.00 0.00 0.00 B-4 602,000.00 593,282.66 1,485.59 0.00 0.00 0.00 B-5 402,000.00 396,178.79 992.04 0.00 0.00 0.00 B-6 402,893.18 397,059.03 994.24 0.00 0.00 0.00 Totals 401,967,182.24 336,163,367.10 893,889.10 2,322,475.51 (4,710.74) 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-A-1 215,360.44 16,109,814.82 0.89498971 215,360.44 1-A-2 11,964.47 894,989.71 0.89498971 11,964.47 1-A-3 221,342.68 16,557,309.67 0.89498971 221,342.68 2-A-1 226,389.15 26,928,515.15 0.88290214 226,389.15 3-A-1 269,237.17 34,661,689.56 0.87002233 269,237.17 3-A-2 541,718.17 69,740,989.85 0.87002233 541,718.17 4-A-1 335,932.05 11,318,827.89 0.85756817 335,932.05 4-A-2 0.00 22,060,667.00 1.00000000 0.00 4-A-3 201,559.23 21,064,629.73 0.94917431 201,559.23 4-A-4 0.00 0.00 0.00000000 0.00 4-A-5 0.00 16,215,000.00 1.00000000 0.00 4-A-6 0.00 10,000,000.00 1.00000000 0.00 4-A-7 0.00 0.00 0.00000000 0.00 4-A-8 0.00 8,189,000.00 1.00000000 0.00 4-A-9 0.00 1,954,000.00 1.00000000 0.00 4-A-10 0.00 16,276,000.00 1.00000000 0.00 4-A-11 0.00 1,000,000.00 1.00000000 0.00 4-A-12 39,036.29 16,612,120.18 0.41050015 39,036.29 4-A-13 0.00 15,400,000.00 1.00000000 0.00 4-A-14 (4,710.74) 1,032,509.08 1.03250908 (4,710.74) 4-A-15 0.00 700,000.00 1.00000000 0.00 5-A-1 1,128,970.57 16,236,249.47 0.46389284 1,128,970.57 PO 3,525.80 1,502,991.02 0.89989275 3,525.80 5-AX 0.00 0.00 0.00000000 0.00 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 R-2 0.00 0.00 0.00000000 0.00 B-1 11,408.46 4,544,647.60 0.98305161 11,408.46 B-2 4,464.18 1,778,340.37 0.98305161 4,464.18 B-3 1,984.08 790,373.50 0.98305162 1,984.08 B-4 1,485.59 591,797.07 0.98305161 1,485.59 B-5 992.04 395,186.75 0.98305162 992.04 B-6 994.24 396,064.79 0.98305161 994.24 Totals 3,211,653.87 332,951,713.21 0.82830571 3,211,653.87
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 18,000,000.00 906.95418111 2.18883556 9.77563333 0.00000000 1-A-2 1,000,000.00 906.95418000 2.18884000 9.77563000 0.00000000 1-A-3 18,500,000.00 906.95418108 2.18883514 9.77563351 0.00000000 2-A-1 30,500,000.00 890.32473148 6.46161639 0.96097902 0.00000000 3-A-1 39,840,000.00 876.78028966 3.47476305 3.28319804 0.00000000 3-A-2 80,160,000.00 876.78028955 3.47476297 3.28319810 0.00000000 4-A-1 13,198,750.00 883.01997841 6.82287792 18.62893001 0.00000000 4-A-2 22,060,667.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-3 22,192,583.00 958.25659230 2.43469091 6.64758807 0.00000000 4-A-4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-5 16,215,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-6 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A-8 8,189,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-9 1,954,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-10 16,276,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-11 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-12 40,468,000.00 411.46477390 0.25858654 0.70603489 0.00000000 4-A-13 15,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-14 1,000,000.00 1027.79834000 0.00000000 0.00000000 (4.71074000) 4-A-15 700,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-1 35,000,000.00 496.14914400 0.53484657 31.72145543 0.00000000 PO 1,670,189.06 902.00376477 1.89120506 0.21981344 0.00000000 5-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 4,623,000.00 985.51937486 2.46776119 0.00000000 0.00000000 B-2 1,809,000.00 985.51937535 2.46776119 0.00000000 0.00000000 B-3 804,000.00 985.51937811 2.46776119 0.00000000 0.00000000 B-4 602,000.00 985.51936877 2.46775748 0.00000000 0.00000000 B-5 402,000.00 985.51937811 2.46776119 0.00000000 0.00000000 B-6 402,893.18 985.51936273 2.46775088 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-A-1 0.00000000 11.96446889 894.98971222 0.89498971 11.96446889 1-A-2 0.00000000 11.96447000 894.98971000 0.89498971 11.96447000 1-A-3 0.00000000 11.96446919 894.98971189 0.89498971 11.96446919 2-A-1 0.00000000 7.42259508 882.90213607 0.88290214 7.42259508 3-A-1 0.00000000 6.75796109 870.02232831 0.87002233 6.75796109 3-A-2 0.00000000 6.75796120 870.02232847 0.87002233 6.75796120 4-A-1 0.00000000 25.45180794 857.56817047 0.85756817 25.45180794 4-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-3 0.00000000 9.08227898 949.17431333 0.94917431 9.08227898 4-A-4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-12 0.00000000 0.96462118 410.50015271 0.41050015 0.96462118 4-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-14 0.00000000 (4.71074000) 1,032.50908000 1.03250908 (4.71074000) 4-A-15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-1 0.00000000 32.25630200 463.89284200 0.46389284 32.25630200 PO 0.00000000 2.11101850 899.89274627 0.89989275 2.11101850 5-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 2.46776119 983.05161151 0.98305161 2.46776119 B-2 0.00000000 2.46776119 983.05161415 0.98305161 2.46776119 B-3 0.00000000 2.46776119 983.05161692 0.98305162 2.46776119 B-4 0.00000000 2.46775748 983.05161130 0.98305161 2.46775748 B-5 0.00000000 2.46776119 983.05161692 0.98305162 2.46776119 B-6 0.00000000 2.46775088 983.05161184 0.98305161 2.46775088 (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-A-1 18,000,000.00 5.25000% 16,325,175.26 71,422.65 0.00 0.00 1-A-2 1,000,000.00 5.25000% 906,954.18 3,967.92 0.00 0.00 1-A-3 18,500,000.00 5.25000% 16,778,652.35 73,406.61 0.00 0.00 2-A-1 30,500,000.00 4.75000% 27,154,904.31 107,488.17 0.00 0.00 3-A-1 39,840,000.00 4.75000% 34,930,926.74 138,268.26 0.00 0.00 3-A-2 80,160,000.00 4.50000% 70,282,708.01 263,560.17 0.00 0.00 4-A-1 13,198,750.00 4.00000% 11,654,759.94 38,849.20 0.00 0.00 4-A-2 22,060,667.00 4.25000% 22,060,667.00 78,131.53 0.00 0.00 4-A-3 22,192,583.00 1.96500% 21,266,188.96 34,823.39 0.00 0.00 4-A-4 0.00 6.03500% 21,266,188.96 106,951.21 0.00 0.00 4-A-5 16,215,000.00 5.00000% 16,215,000.00 67,562.50 0.00 0.00 4-A-6 10,000,000.00 4.75000% 10,000,000.00 39,583.34 0.00 0.00 4-A-7 0.00 5.50000% 1,363,636.30 6,250.00 0.00 0.00 4-A-8 8,189,000.00 5.50000% 8,189,000.00 37,532.92 0.00 0.00 4-A-9 1,954,000.00 5.50000% 1,954,000.00 8,955.83 0.00 0.00 4-A-10 16,276,000.00 5.50000% 16,276,000.00 74,598.34 0.00 0.00 4-A-11 1,000,000.00 5.50000% 1,000,000.00 4,583.33 0.00 0.00 4-A-12 40,468,000.00 5.50000% 16,651,156.47 76,317.80 0.00 0.00 4-A-13 15,400,000.00 5.75000% 15,400,000.00 73,791.67 0.00 0.00 4-A-14 1,000,000.00 5.50000% 1,027,798.34 4,710.74 0.00 0.00 4-A-15 700,000.00 0.00000% 700,000.00 0.00 0.00 0.00 5-A-1 35,000,000.00 6.25000% 17,365,220.04 90,443.86 0.00 0.00 PO 1,670,189.06 0.00000% 1,506,516.82 0.00 0.00 0.00 5-AX 0.00 6.25000% 1,046,535.02 5,450.70 0.00 0.00 15-AX 0.00 4.75000% 12,431,573.49 49,208.31 0.00 0.00 30-AX 0.00 5.50000% 7,250,923.34 33,233.40 0.00 0.00 A-UR 50.00 5.25000% 0.00 0.00 0.00 0.00 A-LR 50.00 5.25000% 0.00 0.00 0.00 0.00 R-2 0.00 0.00000% 0.00 0.00 0.00 0.00 B-1 4,623,000.00 5.28621% 4,556,056.07 20,070.23 0.00 0.00 B-2 1,809,000.00 5.28621% 1,782,804.55 7,853.57 0.00 0.00 B-3 804,000.00 5.28621% 792,357.58 3,490.47 0.00 0.00 B-4 602,000.00 5.28621% 593,282.66 2,613.51 0.00 0.00 B-5 402,000.00 5.28621% 396,178.79 1,745.24 0.00 0.00 B-6 402,893.18 5.28621% 397,059.03 1,749.11 0.00 0.00 Totals 401,967,182.24 1,526,613.98 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-A-1 0.00 0.00 71,422.65 0.00 16,109,814.82 1-A-2 0.00 0.00 3,967.92 0.00 894,989.71 1-A-3 0.00 0.00 73,406.61 0.00 16,557,309.67 2-A-1 0.00 0.00 107,488.17 0.00 26,928,515.15 3-A-1 0.00 0.00 138,268.26 0.00 34,661,689.56 3-A-2 0.00 0.00 263,560.17 0.00 69,740,989.85 4-A-1 0.00 0.00 38,849.20 0.00 11,318,827.89 4-A-2 0.00 0.00 78,131.53 0.00 22,060,667.00 4-A-3 0.00 0.00 34,823.39 0.00 21,064,629.73 4-A-4 0.00 0.00 106,951.21 0.00 21,064,629.73 4-A-5 0.00 0.00 67,562.50 0.00 16,215,000.00 4-A-6 0.00 0.00 39,583.34 0.00 10,000,000.00 4-A-7 0.00 0.00 6,250.00 0.00 1,363,636.30 4-A-8 0.00 0.00 37,532.92 0.00 8,189,000.00 4-A-9 0.00 0.00 8,955.83 0.00 1,954,000.00 4-A-10 0.00 0.00 74,598.34 0.00 16,276,000.00 4-A-11 0.00 0.00 4,583.33 0.00 1,000,000.00 4-A-12 0.00 0.00 76,317.80 0.00 16,612,120.18 4-A-13 0.00 0.00 73,791.67 0.00 15,400,000.00 4-A-14 0.00 0.00 4,710.74 0.00 1,032,509.08 4-A-15 0.00 0.00 0.00 0.00 700,000.00 5-A-1 0.00 0.00 90,443.86 0.00 16,236,249.47 PO 0.00 0.00 0.00 0.00 1,502,991.02 5-AX 0.00 0.00 5,450.70 0.00 951,806.81 15-AX 0.00 0.00 49,208.31 0.00 12,349,704.98 30-AX 0.00 0.00 33,233.40 0.00 7,137,372.15 A-UR 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 R-2 0.00 0.00 0.00 0.00 0.00 B-1 0.00 0.00 20,070.23 0.00 4,544,647.60 B-2 0.00 0.00 7,853.57 0.00 1,778,340.37 B-3 0.00 0.00 3,490.47 0.00 790,373.50 B-4 0.00 0.00 2,613.51 0.00 591,797.07 B-5 0.00 0.00 1,745.24 0.00 395,186.75 B-6 0.00 0.00 1,749.11 0.00 396,064.79 Totals 0.00 0.00 1,526,613.98 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-A-1 18,000,000.00 5.25000% 906.95418111 3.96792500 0.00000000 0.00000000 1-A-2 1,000,000.00 5.25000% 906.95418000 3.96792000 0.00000000 0.00000000 1-A-3 18,500,000.00 5.25000% 906.95418108 3.96792486 0.00000000 0.00000000 2-A-1 30,500,000.00 4.75000% 890.32473148 3.52420230 0.00000000 0.00000000 3-A-1 39,840,000.00 4.75000% 876.78028966 3.47058886 0.00000000 0.00000000 3-A-2 80,160,000.00 4.50000% 876.78028955 3.28792627 0.00000000 0.00000000 4-A-1 13,198,750.00 4.00000% 883.01997841 2.94339994 0.00000000 0.00000000 4-A-2 22,060,667.00 4.25000% 1000.00000000 3.54166671 0.00000000 0.00000000 4-A-3 22,192,583.00 1.96500% 958.25659230 1.56914542 0.00000000 0.00000000 4-A-4 0.00 6.03500% 958.25659230 4.81923217 0.00000000 0.00000000 4-A-5 16,215,000.00 5.00000% 1000.00000000 4.16666667 0.00000000 0.00000000 4-A-6 10,000,000.00 4.75000% 1000.00000000 3.95833400 0.00000000 0.00000000 4-A-7 0.00 5.50000% 1000.00022000 4.58333456 0.00000000 0.00000000 4-A-8 8,189,000.00 5.50000% 1000.00000000 4.58333374 0.00000000 0.00000000 4-A-9 1,954,000.00 5.50000% 1000.00000000 4.58333163 0.00000000 0.00000000 4-A-10 16,276,000.00 5.50000% 1000.00000000 4.58333374 0.00000000 0.00000000 4-A-11 1,000,000.00 5.50000% 1000.00000000 4.58333000 0.00000000 0.00000000 4-A-12 40,468,000.00 5.50000% 411.46477390 1.88588020 0.00000000 0.00000000 4-A-13 15,400,000.00 5.75000% 1000.00000000 4.79166688 0.00000000 0.00000000 4-A-14 1,000,000.00 5.50000% 1027.79834000 4.71074000 0.00000000 0.00000000 4-A-15 700,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-1 35,000,000.00 6.25000% 496.14914400 2.58411029 0.00000000 0.00000000 PO 1,670,189.06 0.00000% 902.00376477 0.00000000 0.00000000 0.00000000 5-AX 0.00 6.25000% 430.38486005 2.24158648 0.00000000 0.00000000 15-AX 0.00 4.75000% 863.15301346 3.41664722 0.00000000 0.00000000 30-AX 0.00 5.50000% 804.85107285 3.68890090 0.00000000 0.00000000 A-UR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 4,623,000.00 5.28621% 985.51937486 4.34138655 0.00000000 0.00000000 B-2 1,809,000.00 5.28621% 985.51937535 4.34138751 0.00000000 0.00000000 B-3 804,000.00 5.28621% 985.51937811 4.34138060 0.00000000 0.00000000 B-4 602,000.00 5.28621% 985.51936877 4.34137874 0.00000000 0.00000000 B-5 402,000.00 5.28621% 985.51937811 4.34139303 0.00000000 0.00000000 B-6 402,893.18 5.28621% 985.51936273 4.34137406 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-A-1 0.00000000 0.00000000 3.96792500 0.00000000 894.98971222 1-A-2 0.00000000 0.00000000 3.96792000 0.00000000 894.98971000 1-A-3 0.00000000 0.00000000 3.96792486 0.00000000 894.98971189 2-A-1 0.00000000 0.00000000 3.52420230 0.00000000 882.90213607 3-A-1 0.00000000 0.00000000 3.47058886 0.00000000 870.02232831 3-A-2 0.00000000 0.00000000 3.28792627 0.00000000 870.02232847 4-A-1 0.00000000 0.00000000 2.94339994 0.00000000 857.56817047 4-A-2 0.00000000 0.00000000 3.54166671 0.00000000 1000.00000000 4-A-3 0.00000000 0.00000000 1.56914542 0.00000000 949.17431333 4-A-4 0.00000000 0.00000000 4.81923217 0.00000000 949.17431333 4-A-5 0.00000000 0.00000000 4.16666667 0.00000000 1000.00000000 4-A-6 0.00000000 0.00000000 3.95833400 0.00000000 1000.00000000 4-A-7 0.00000000 0.00000000 4.58333456 0.00000000 1000.00022000 4-A-8 0.00000000 0.00000000 4.58333374 0.00000000 1000.00000000 4-A-9 0.00000000 0.00000000 4.58333163 0.00000000 1000.00000000 4-A-10 0.00000000 0.00000000 4.58333374 0.00000000 1000.00000000 4-A-11 0.00000000 0.00000000 4.58333000 0.00000000 1000.00000000 4-A-12 0.00000000 0.00000000 1.88588020 0.00000000 410.50015271 4-A-13 0.00000000 0.00000000 4.79166688 0.00000000 1000.00000000 4-A-14 0.00000000 0.00000000 4.71074000 0.00000000 1032.50908000 4-A-15 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 5-A-1 0.00000000 0.00000000 2.58411029 0.00000000 463.89284200 PO 0.00000000 0.00000000 0.00000000 0.00000000 899.89274627 5-AX 0.00000000 0.00000000 2.24158648 0.00000000 391.42812508 15-AX 0.00000000 0.00000000 3.41664722 0.00000000 857.46869271 30-AX 0.00000000 0.00000000 3.68890090 0.00000000 792.24691296 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.00000000 4.34138655 0.00000000 983.05161151 B-2 0.00000000 0.00000000 4.34138751 0.00000000 983.05161415 B-3 0.00000000 0.00000000 4.34138060 0.00000000 983.05161692 B-4 0.00000000 0.00000000 4.34137874 0.00000000 983.05161130 B-5 0.00000000 0.00000000 4.34139303 0.00000000 983.05161692 B-6 0.00000000 0.00000000 4.34137406 0.00000000 983.05161184 (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-1 0.00000% 0.00 0.00 187,685.64 187,048.53 77.63532924% PO-2 0.00000% 0.00 0.00 87,091.01 86,416.97 95.00893172% PO-3 0.00000% 0.00 0.00 167,462.71 166,740.07 97.09902658% PO-4 0.00000% 0.00 0.00 894,606.09 893,368.72 95.42433072% PO-5 0.00000% 0.00 0.00 169,671.38 169,416.73 73.54048809% 15-AX-1 4.75000% 1,388,875.11 1,376,322.40 0.00 0.00 76.81054030% 15-AX-2 4.75000% 11,042,698.38 10,973,382.57 0.00 0.00 87.01662504% 30-AX-1 5.50000% 1,751,993.66 1,699,122.94 0.00 0.00 87.64201182% 30-AX-2 5.50000% 5,498,929.68 5,438,249.21 0.00 0.00 76.91662931%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4,807,524.72 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 2,386.75 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 4,809,911.47 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 71,643.62 Payment of Interest and Principal 4,738,267.85 Total Withdrawals (Pool Distribution Amount) 4,809,911.47 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 71,267.57 Master Servicing Fee 198.35 WMMSC Master Servicing Fee 177.70 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 71,643.62
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 353,219.82 0.00 0.00 0.00 353,219.82 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 1 353,219.82 0.00 0.00 0.00 353,219.82 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.137741% 0.000000% 0.000000% 0.000000% 0.137741% 0.105861% 0.000000% 0.000000% 0.000000% 0.105861% 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 0.137741% 0.000000% 0.000000% 0.000000% 0.137741% 0.105861% 0.000000% 0.000000% 0.000000% 0.105861%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 353,219.82 0.00 0.00 0.00 353,219.82 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 1 353,219.82 0.00 0.00 0.00 353,219.82 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.162791% 0.000000% 0.000000% 0.000000% 1.162791% 1.020158% 0.000000% 0.000000% 0.000000% 1.020158% 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 1.162791% 0.000000% 0.000000% 0.000000% 1.162791% 1.020158% 0.000000% 0.000000% 0.000000% 1.020158% 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 2,386.75
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02487765% 100,000.00 0.03003439% Fraud 4,019,672.00 1.00000004% 4,019,672.00 1.20728377% Special Hazard 4,019,773.00 1.00002517% 4,019,773.00 1.20731411% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.705289% Weighted Average Pass-Through Rate 5.449543% Weighted Average Maturity(Stepdown Calculation) 259 Beginning Scheduled Collateral Loan Count 732 Number Of Loans Paid In Full 6 Ending Scheduled Collateral Loan Count 726 Beginning Scheduled Collateral Balance 336,163,367.10 Ending Scheduled Collateral Balance 332,951,713.21 Ending Actual Collateral Balance at 31-Aug-2004 333,663,589.93 Monthly P &I Constant 2,490,883.90 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 4,672,365.53 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 332,951,713.21 Scheduled Principal 892,626.30 Unscheduled Principal 2,319,027.59
Miscellaneous Reporting Group 1 Senior % 97.662213% Group 2 Senior % 97.644054% Group 3 Senior % 97.741154% Group 4 Senior % 97.838841% Group 5 Senior % 92.187992% Group 1 Senior Prepayment % 100.000000% Group 2 Senior Prepayment % 100.000000% Group 3 Senior Prepayment % 100.000000% Group 4 Senior Prepayment % 100.000000% Group 5 Senior Prepayment % 100.000000% Group 1 Junior % 2.337787% Group 2 Junior % 2.355946% Group 3 Junior % 2.258846% Group 4 Junior % 2.161159% Group 5 Junior % 7.812008%
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 20 Year Ratio Strip Fixed 10 Year Ratio Strip Fixed 15 Year Ratio Strip Weighted Average Coupon Rate 5.747926 5.221650 5.315044 Weighted Average Net Rate 5.497926 4.971650 5.065043 Weighted Average Maturity 229 109 170 Beginning Loan Count 87 60 221 Loans Paid In Full 1 0 1 Ending Loan Count 86 60 220 Beginning Scheduled Balance 35,012,599.65 27,897,186.00 107,812,636.26 Ending scheduled Balance 34,561,330.14 27,665,367.70 106,991,321.87 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 252,234.91 323,867.91 904,836.48 Scheduled Principal 84,526.71 202,476.79 427,312.43 Unscheduled Principal 366,742.80 29,341.51 394,001.96 Scheduled Interest 167,708.20 121,391.12 477,524.05 Servicing Fees 7,294.31 5,811.92 22,461.00 Master Servicing Fees 8.54 0.00 76.18 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 16.39 0.00 161.31 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 160,388.96 115,579.20 454,825.56 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 5.497072 4.971650 5.062400
Group Level Collateral Statement Group Group 4 Group 5 Total Collateral Description Fixed 30 Year Ratio Strip Fixed 30 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.923867 6.866225 5.705289 Weighted Average Net Rate 5.673868 6.538346 5.450886 Weighted Average Maturity 350 325 259 Beginning Loan Count 319 45 732 Loans Paid In Full 1 3 6 Ending Loan Count 318 42 726 Beginning Scheduled Balance 146,434,525.41 19,006,419.78 336,163,367.10 Ending scheduled Balance 145,858,085.25 17,875,608.25 332,951,713.21 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 880,676.35 129,268.25 2,490,883.90 Scheduled Principal 157,794.09 20,516.28 892,626.30 Unscheduled Principal 418,646.07 1,110,295.25 2,319,027.59 Scheduled Interest 722,882.26 108,751.97 1,598,257.60 Servicing Fees 30,507.16 5,193.18 71,267.57 Master Servicing Fees 113.63 0.00 198.35 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 0.00 177.70 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 692,261.47 103,558.79 1,526,613.98 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 5.672936 6.538346 5.449543
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