-----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, BfUjRUKWDZ1n8XwcFBpjei1/2nW1/JJ79ZynSKjeg/EJKvD4HBSM1j5Ss86ApA46 JpaIMonWFCWa8K6lo3C6Cg== 0001056404-04-004307.txt : 20041203 0001056404-04-004307.hdr.sgml : 20041203 20041203162842 ACCESSION NUMBER: 0001056404-04-004307 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 MASTR ALTERNATIVE LOAN TRUST 2004-3 CENTRAL INDEX KEY: 0001285417 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: 333-106982-21 FILM NUMBER: 041184120 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mal04003_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 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-21 54-2147375 Pooling and Servicing Agreement) (Commission 54-2147376 (State or other File Number) IRS EIN jurisdiction 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 2004-3 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 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 2004-3 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: 12/2/2004 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 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: 2004-3 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-A1 576434NU4 SEN 5.00000% 46,591,039.66 194,113.37 742,530.23 2-A1 576434NV2 SEN 6.25000% 58,881,593.33 306,649.75 1,135,376.85 3-A1 576434NW0 SEN 6.00000% 36,683,839.88 183,404.12 39,137.85 4-A1 576434NX8 SEN 5.50000% 39,204,673.51 179,673.32 540,127.21 5-A1 576434NY6 SEN 6.50000% 36,805,239.44 199,345.32 1,516,605.39 6-A1 576434NZ3 SEN 6.50000% 38,191,514.10 206,853.70 1,111,929.25 7-A1 576434PA6 SEN 5.75000% 49,255,498.27 235,996.53 557,951.17 8-A1 576434PB4 SEN 7.00000% 50,602,811.99 295,158.80 4,440,462.56 15-PO 576434PC2 PO 0.00000% 3,835,727.85 0.00 25,434.64 30-PO 576434PD0 PO 0.00000% 2,821,383.18 0.00 112,261.62 15-AX 576434PE8 IO 6.00000% 0.00 26,903.85 0.00 30-AX-1 576434PF5 IO 6.00000% 0.00 12,366.61 0.00 30-AX-2 576434PG3 IO 6.50000% 0.00 40,428.90 0.00 B-1 576434PK4 SUB 6.48699% 8,292,241.42 44,822.76 11,946.75 B-2 576434PL2 SUB 6.48699% 3,611,824.25 19,523.30 5,203.61 B-3 576434PM0 SUB 6.48699% 1,872,761.08 10,122.99 2,698.11 B-4 576434PR9 SUB 6.48699% 1,470,677.00 7,949.58 2,118.83 B-5 576434PS7 SUB 6.48699% 1,070,573.63 5,786.86 1,542.39 B-6 576434PT5 SUB 6.48699% 802,790.58 4,339.39 1,156.59 B-I-1 576434PN8 SUB 5.73733% 6,102,616.83 29,174.85 10,624.13 B-I-2 576434PP3 SUB 5.73733% 2,141,598.49 10,238.37 3,728.34 B-I-3 576434PQ1 SUB 5.73733% 1,392,483.74 6,657.06 2,424.20 B-I-4 576434PU2 SUB 5.73733% 963,571.08 4,606.56 1,677.49 B-I-5 576434PV0 SUB 5.73733% 1,178,027.41 5,631.81 2,050.84 B-I-6 576434PW8 SUB 5.73733% 749,876.71 3,584.94 1,305.47 A-LR 576434PH1 SEN 7.00000% 0.00 0.00 0.00 A-UR 576434PJ7 SEN 7.00000% 0.00 0.00 0.00 Totals 392,522,363.43 2,033,332.74 10,268,293.52
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 45,848,509.43 936,643.60 0.00 2-A1 0.00 57,746,216.48 1,442,026.60 0.00 3-A1 0.00 36,644,702.03 222,541.97 0.00 4-A1 0.00 38,664,546.30 719,800.53 0.00 5-A1 0.00 35,288,634.05 1,715,950.71 0.00 6-A1 0.00 37,079,584.85 1,318,782.95 0.00 7-A1 0.00 48,697,547.10 793,947.70 0.00 8-A1 0.00 46,162,349.43 4,735,621.36 0.00 15-PO 0.00 3,810,293.21 25,434.64 0.00 30-PO 0.00 2,709,121.56 112,261.62 0.00 15-AX 0.00 0.00 26,903.85 0.00 30-AX-1 0.00 0.00 12,366.61 0.00 30-AX-2 0.00 0.00 40,428.90 0.00 B-1 0.00 8,280,294.67 56,769.51 0.00 B-2 0.00 3,606,620.65 24,726.91 0.00 B-3 0.00 1,870,062.97 12,821.10 0.00 B-4 0.00 1,468,558.17 10,068.41 0.00 B-5 0.00 1,069,031.24 7,329.25 0.00 B-6 0.00 801,633.99 5,495.98 0.00 B-I-1 0.00 6,091,992.70 39,798.98 0.00 B-I-2 0.00 2,137,870.15 13,966.71 0.00 B-I-3 0.00 1,390,059.55 9,081.26 0.00 B-I-4 0.00 961,893.58 6,284.05 0.00 B-I-5 0.00 1,175,976.57 7,682.65 0.00 B-I-6 0.00 748,571.24 4,890.41 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.00 0.00 Totals 0.00 382,254,069.92 12,301,626.26 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 50,048,000.00 46,591,039.66 184,331.74 558,198.48 0.00 0.00 2-A1 69,905,000.00 58,881,593.33 56,723.30 1,078,653.55 0.00 0.00 3-A1 39,948,000.00 36,683,839.88 37,919.15 1,218.70 0.00 0.00 4-A1 42,130,000.00 39,204,673.51 43,609.72 496,517.49 0.00 0.00 5-A1 54,599,000.00 36,805,239.44 30,099.72 1,486,505.67 0.00 0.00 6-A1 49,511,000.00 38,191,514.10 33,688.88 1,078,240.37 0.00 0.00 7-A1 58,856,000.00 49,255,498.27 166,544.33 391,406.84 0.00 0.00 8-A1 84,127,000.00 50,602,811.99 39,172.51 4,401,290.05 0.00 0.00 15-PO 4,219,397.99 3,835,727.85 15,796.10 9,638.54 0.00 0.00 30-PO 3,509,283.23 2,821,383.18 2,789.82 109,471.80 0.00 0.00 15-AX 0.00 0.00 0.00 0.00 0.00 0.00 30-AX-1 0.00 0.00 0.00 0.00 0.00 0.00 30-AX-2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 8,373,000.00 8,292,241.42 11,946.75 0.00 0.00 0.00 B-2 3,647,000.00 3,611,824.25 5,203.61 0.00 0.00 0.00 B-3 1,891,000.00 1,872,761.08 2,698.11 0.00 0.00 0.00 B-4 1,485,000.00 1,470,677.00 2,118.83 0.00 0.00 0.00 B-5 1,081,000.00 1,070,573.63 1,542.39 0.00 0.00 0.00 B-6 810,609.00 802,790.58 1,156.59 0.00 0.00 0.00 B-I-1 6,175,000.00 6,102,616.83 10,624.13 0.00 0.00 0.00 B-I-2 2,167,000.00 2,141,598.49 3,728.34 0.00 0.00 0.00 B-I-3 1,409,000.00 1,392,483.74 2,424.20 0.00 0.00 0.00 B-I-4 975,000.00 963,571.08 1,677.49 0.00 0.00 0.00 B-I-5 1,192,000.00 1,178,027.41 2,050.84 0.00 0.00 0.00 B-I-6 758,771.00 749,876.71 1,305.47 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 486,817,161.22 392,522,363.43 657,152.02 9,611,141.49 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 742,530.23 45,848,509.43 0.91609074 742,530.23 2-A1 1,135,376.85 57,746,216.48 0.82606704 1,135,376.85 3-A1 39,137.85 36,644,702.03 0.91731005 39,137.85 4-A1 540,127.21 38,664,546.30 0.91774380 540,127.21 5-A1 1,516,605.39 35,288,634.05 0.64632382 1,516,605.39 6-A1 1,111,929.25 37,079,584.85 0.74891610 1,111,929.25 7-A1 557,951.17 48,697,547.10 0.82740158 557,951.17 8-A1 4,440,462.56 46,162,349.43 0.54872216 4,440,462.56 15-PO 25,434.64 3,810,293.21 0.90304191 25,434.64 30-PO 112,261.62 2,709,121.56 0.77198715 112,261.62 15-AX 0.00 0.00 0.00000000 0.00 30-AX-1 0.00 0.00 0.00000000 0.00 30-AX-2 0.00 0.00 0.00000000 0.00 B-1 11,946.75 8,280,294.67 0.98892806 11,946.75 B-2 5,203.61 3,606,620.65 0.98892806 5,203.61 B-3 2,698.11 1,870,062.97 0.98892806 2,698.11 B-4 2,118.83 1,468,558.17 0.98892806 2,118.83 B-5 1,542.39 1,069,031.24 0.98892807 1,542.39 B-6 1,156.59 801,633.99 0.98892807 1,156.59 B-I-1 10,624.13 6,091,992.70 0.98655752 10,624.13 B-I-2 3,728.34 2,137,870.15 0.98655752 3,728.34 B-I-3 2,424.20 1,390,059.55 0.98655752 2,424.20 B-I-4 1,677.49 961,893.58 0.98655752 1,677.49 B-I-5 2,050.84 1,175,976.57 0.98655753 2,050.84 B-I-6 1,305.47 748,571.24 0.98655753 1,305.47 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 Totals 10,268,293.52 382,254,069.92 0.78521075 10,268,293.52
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 50,048,000.00 930.92710318 3.68309902 11.15326247 0.00000000 2-A1 69,905,000.00 842.30875231 0.81143409 15.43027752 0.00000000 3-A1 39,948,000.00 918.28977371 0.94921273 0.03050716 0.00000000 4-A1 42,130,000.00 930.56428934 1.03512272 11.78536648 0.00000000 5-A1 54,599,000.00 674.10098060 0.55128702 27.22587721 0.00000000 6-A1 49,511,000.00 771.37432288 0.68043223 21.77779423 0.00000000 7-A1 58,856,000.00 836.88151200 2.82969162 6.65024534 0.00000000 8-A1 84,127,000.00 601.50501016 0.46563541 52.31721148 0.00000000 15-PO 4,219,397.99 909.06993346 3.74368572 2.28434009 0.00000000 30-PO 3,509,283.23 803.97705032 0.79498285 31.19491726 0.00000000 15-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 8,373,000.00 990.35488117 1.42681834 0.00000000 0.00000000 B-2 3,647,000.00 990.35488072 1.42681930 0.00000000 0.00000000 B-3 1,891,000.00 990.35488102 1.42681650 0.00000000 0.00000000 B-4 1,485,000.00 990.35488215 1.42682155 0.00000000 0.00000000 B-5 1,081,000.00 990.35488437 1.42681776 0.00000000 0.00000000 B-6 810,609.00 990.35488133 1.42681613 0.00000000 0.00000000 B-I-1 6,175,000.00 988.27802915 1.72050688 0.00000000 0.00000000 B-I-2 2,167,000.00 988.27802953 1.72050761 0.00000000 0.00000000 B-I-3 1,409,000.00 988.27802697 1.72051100 0.00000000 0.00000000 B-I-4 975,000.00 988.27803077 1.72050256 0.00000000 0.00000000 B-I-5 1,192,000.00 988.27802852 1.72050336 0.00000000 0.00000000 B-I-6 758,771.00 988.27803118 1.72050592 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 14.83636169 916.09074149 0.91609074 14.83636169 2-A1 0.00000000 16.24171161 826.06704070 0.82606704 16.24171161 3-A1 0.00000000 0.97971989 917.31005382 0.91731005 0.97971989 4-A1 0.00000000 12.82048920 917.74380014 0.91774380 12.82048920 5-A1 0.00000000 27.77716423 646.32381637 0.64632382 27.77716423 6-A1 0.00000000 22.45822645 748.91609642 0.74891610 22.45822645 7-A1 0.00000000 9.47993696 827.40157503 0.82740158 9.47993696 8-A1 0.00000000 52.78284689 548.72216328 0.54872216 52.78284689 15-PO 0.00000000 6.02802581 903.04190764 0.90304191 6.02802581 30-PO 0.00000000 31.98990011 771.98715021 0.77198715 31.98990011 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.42681834 988.92806282 0.98892806 1.42681834 B-2 0.00000000 1.42681930 988.92806416 0.98892806 1.42681930 B-3 0.00000000 1.42681650 988.92806452 0.98892806 1.42681650 B-4 0.00000000 1.42682155 988.92806061 0.98892806 1.42682155 B-5 0.00000000 1.42681776 988.92806660 0.98892807 1.42681776 B-6 0.00000000 1.42681613 988.92806520 0.98892807 1.42681613 B-I-1 0.00000000 1.72050688 986.55752227 0.98655752 1.72050688 B-I-2 0.00000000 1.72050761 986.55752192 0.98655752 1.72050761 B-I-3 0.00000000 1.72051100 986.55752307 0.98655752 1.72051100 B-I-4 0.00000000 1.72050256 986.55751795 0.98655752 1.72050256 B-I-5 0.00000000 1.72050336 986.55752517 0.98655753 1.72050336 B-I-6 0.00000000 1.72050592 986.55752526 0.98655753 1.72050592 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 50,048,000.00 5.00000% 46,591,039.66 194,129.33 0.00 0.00 2-A1 69,905,000.00 6.25000% 58,881,593.33 306,674.97 0.00 0.00 3-A1 39,948,000.00 6.00000% 36,683,839.88 183,419.20 0.00 0.00 4-A1 42,130,000.00 5.50000% 39,204,673.51 179,688.09 0.00 0.00 5-A1 54,599,000.00 6.50000% 36,805,239.44 199,361.71 0.00 0.00 6-A1 49,511,000.00 6.50000% 38,191,514.10 206,870.70 0.00 0.00 7-A1 58,856,000.00 5.75000% 49,255,498.27 236,015.93 0.00 0.00 8-A1 84,127,000.00 7.00000% 50,602,811.99 295,183.07 0.00 0.00 15-PO 4,219,397.99 0.00000% 3,835,727.85 0.00 0.00 0.00 30-PO 3,509,283.23 0.00000% 2,821,383.18 0.00 0.00 0.00 15-AX 0.00 6.00000% 5,381,212.73 26,906.06 0.00 0.00 30-AX-1 0.00 6.00000% 2,473,525.12 12,367.63 0.00 0.00 30-AX-2 0.00 6.50000% 7,464,411.18 40,432.23 0.00 0.00 B-1 8,373,000.00 6.48699% 8,292,241.42 44,826.44 0.00 0.00 B-2 3,647,000.00 6.48699% 3,611,824.25 19,524.91 0.00 0.00 B-3 1,891,000.00 6.48699% 1,872,761.08 10,123.83 0.00 0.00 B-4 1,485,000.00 6.48699% 1,470,677.00 7,950.23 0.00 0.00 B-5 1,081,000.00 6.48699% 1,070,573.63 5,787.34 0.00 0.00 B-6 810,609.00 6.48699% 802,790.58 4,339.75 0.00 0.00 B-I-1 6,175,000.00 5.73733% 6,102,616.83 29,177.25 0.00 0.00 B-I-2 2,167,000.00 5.73733% 2,141,598.49 10,239.21 0.00 0.00 B-I-3 1,409,000.00 5.73733% 1,392,483.74 6,657.61 0.00 0.00 B-I-4 975,000.00 5.73733% 963,571.08 4,606.93 0.00 0.00 B-I-5 1,192,000.00 5.73733% 1,178,027.41 5,632.27 0.00 0.00 B-I-6 758,771.00 5.73733% 749,876.71 3,585.24 0.00 0.00 A-LR 50.00 7.00000% 0.00 0.00 0.00 0.00 A-UR 50.00 7.00000% 0.00 0.00 0.00 0.00 Totals 486,817,161.22 2,033,499.93 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 15.96 0.00 194,113.37 0.00 45,848,509.43 2-A1 25.21 0.00 306,649.75 0.00 57,746,216.48 3-A1 15.08 0.00 183,404.12 0.00 36,644,702.03 4-A1 14.77 0.00 179,673.32 0.00 38,664,546.30 5-A1 16.39 0.00 199,345.32 0.00 35,288,634.05 6-A1 17.01 0.00 206,853.70 0.00 37,079,584.85 7-A1 19.40 0.00 235,996.53 0.00 48,697,547.10 8-A1 24.27 0.00 295,158.80 0.00 46,162,349.43 15-PO 0.00 0.00 0.00 0.00 3,810,293.21 30-PO 0.00 0.00 0.00 0.00 2,709,121.56 15-AX 2.21 0.00 26,903.85 0.00 5,244,429.23 30-AX-1 1.02 0.00 12,366.61 0.00 2,424,257.72 30-AX-2 3.32 0.00 40,428.90 0.00 7,066,016.45 B-1 3.69 0.00 44,822.76 0.00 8,280,294.67 B-2 1.61 0.00 19,523.30 0.00 3,606,620.65 B-3 0.83 0.00 10,122.99 0.00 1,870,062.97 B-4 0.65 0.00 7,949.58 0.00 1,468,558.17 B-5 0.48 0.00 5,786.86 0.00 1,069,031.24 B-6 0.36 0.00 4,339.39 0.00 801,633.99 B-I-1 2.40 0.00 29,174.85 0.00 6,091,992.70 B-I-2 0.84 0.00 10,238.37 0.00 2,137,870.15 B-I-3 0.55 0.00 6,657.06 0.00 1,390,059.55 B-I-4 0.38 0.00 4,606.56 0.00 961,893.58 B-I-5 0.46 0.00 5,631.81 0.00 1,175,976.57 B-I-6 0.29 0.00 3,584.94 0.00 748,571.24 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 167.18 0.00 2,033,332.74 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 50,048,000.00 5.00000% 930.92710318 3.87886289 0.00000000 0.00000000 2-A1 69,905,000.00 6.25000% 842.30875231 4.38702482 0.00000000 0.00000000 3-A1 39,948,000.00 6.00000% 918.28977371 4.59144888 0.00000000 0.00000000 4-A1 42,130,000.00 5.50000% 930.56428934 4.26508640 0.00000000 0.00000000 5-A1 54,599,000.00 6.50000% 674.10098060 3.65138025 0.00000000 0.00000000 6-A1 49,511,000.00 6.50000% 771.37432288 4.17827755 0.00000000 0.00000000 7-A1 58,856,000.00 5.75000% 836.88151200 4.01005726 0.00000000 0.00000000 8-A1 84,127,000.00 7.00000% 601.50501016 3.50877923 0.00000000 0.00000000 15-PO 4,219,397.99 0.00000% 909.06993346 0.00000000 0.00000000 0.00000000 30-PO 3,509,283.23 0.00000% 803.97705032 0.00000000 0.00000000 0.00000000 15-AX 0.00 6.00000% 810.38515700 4.05192524 0.00000000 0.00000000 30-AX-1 0.00 6.00000% 877.81003756 4.38905175 0.00000000 0.00000000 30-AX-2 0.00 6.50000% 628.07244515 3.40205931 0.00000000 0.00000000 B-1 8,373,000.00 6.48699% 990.35488117 5.35368924 0.00000000 0.00000000 B-2 3,647,000.00 6.48699% 990.35488072 5.35369070 0.00000000 0.00000000 B-3 1,891,000.00 6.48699% 990.35488102 5.35369117 0.00000000 0.00000000 B-4 1,485,000.00 6.48699% 990.35488215 5.35369024 0.00000000 0.00000000 B-5 1,081,000.00 6.48699% 990.35488437 5.35369103 0.00000000 0.00000000 B-6 810,609.00 6.48699% 990.35488133 5.35369087 0.00000000 0.00000000 B-I-1 6,175,000.00 5.73733% 988.27802915 4.72506073 0.00000000 0.00000000 B-I-2 2,167,000.00 5.73733% 988.27802953 4.72506230 0.00000000 0.00000000 B-I-3 1,409,000.00 5.73733% 988.27802697 4.72506033 0.00000000 0.00000000 B-I-4 975,000.00 5.73733% 988.27803077 4.72505641 0.00000000 0.00000000 B-I-5 1,192,000.00 5.73733% 988.27802852 4.72505872 0.00000000 0.00000000 B-I-6 758,771.00 5.73733% 988.27803118 4.72506198 0.00000000 0.00000000 A-LR 50.00 7.00000% 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 7.00000% 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 0.00031889 0.00000000 3.87854400 0.00000000 916.09074149 2-A1 0.00036063 0.00000000 4.38666404 0.00000000 826.06704070 3-A1 0.00037749 0.00000000 4.59107139 0.00000000 917.31005382 4-A1 0.00035058 0.00000000 4.26473582 0.00000000 917.74380014 5-A1 0.00030019 0.00000000 3.65108006 0.00000000 646.32381637 6-A1 0.00034356 0.00000000 4.17793420 0.00000000 748.91609642 7-A1 0.00032962 0.00000000 4.00972764 0.00000000 827.40157503 8-A1 0.00028849 0.00000000 3.50849073 0.00000000 548.72216328 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 903.04190764 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 771.98715021 15-AX 0.00033282 0.00000000 4.05159242 0.00000000 789.78620957 30-AX-1 0.00036198 0.00000000 4.38868977 0.00000000 860.32591423 30-AX-2 0.00027935 0.00000000 3.40177912 0.00000000 594.55061118 B-1 0.00044070 0.00000000 5.35324973 0.00000000 988.92806282 B-2 0.00044146 0.00000000 5.35324925 0.00000000 988.92806416 B-3 0.00043892 0.00000000 5.35324696 0.00000000 988.92806452 B-4 0.00043771 0.00000000 5.35325253 0.00000000 988.92806061 B-5 0.00044403 0.00000000 5.35324699 0.00000000 988.92806660 B-6 0.00044411 0.00000000 5.35324676 0.00000000 988.92806520 B-I-1 0.00038866 0.00000000 4.72467206 0.00000000 986.55752227 B-I-2 0.00038763 0.00000000 4.72467467 0.00000000 986.55752192 B-I-3 0.00039035 0.00000000 4.72466998 0.00000000 986.55752307 B-I-4 0.00038974 0.00000000 4.72467692 0.00000000 986.55751795 B-I-5 0.00038591 0.00000000 4.72467282 0.00000000 986.55752517 B-I-6 0.00038220 0.00000000 4.72466660 0.00000000 986.55752526 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-1 0.00000% 0.00 0.00 594,837.86 586,979.86 93.66093190% PO-7 0.00000% 0.00 0.00 3,240,889.99 3,223,313.35 89.71864244% PO-2 0.00000% 0.00 0.00 461,571.17 453,360.62 85.89245456% PO-3 0.00000% 0.00 0.00 384,663.42 384,257.41 91.43651938% PO-4 0.00000% 0.00 0.00 395,988.85 395,410.54 95.11688372% PO-5 0.00000% 0.00 0.00 427,422.36 415,593.66 86.72938922% PO-6 0.00000% 0.00 0.00 248,460.20 227,788.83 83.46573695% PO-8 0.00000% 0.00 0.00 903,277.18 832,710.50 59.76074459% 15-AX-1 6.00000% 2,521,403.79 2,462,810.98 0.00 0.00 90.89469850% 15-AX-7 6.00000% 2,859,808.94 2,781,618.24 0.00 0.00 70.76479343% 30-AX-1-2 6.00000% 1,511,178.46 1,472,827.22 0.00 0.00 82.30780034% 30-AX-1-4 6.00000% 962,346.66 951,430.50 0.00 0.00 92.51357820% 30-AX-2-5 6.50000% 3,004,221.56 2,830,510.41 0.00 0.00 56.94638492% 30-AX-2-6 6.50000% 2,094,150.17 2,039,359.52 0.00 0.00 71.16564738% 30-AX-2-8 6.50000% 2,366,039.46 2,196,146.52 0.00 0.00 54.24593899%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,308,072.09 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 101,678.04 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,409,750.13 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 108,123.87 Payment of Interest and Principal 12,301,626.26 Total Withdrawals (Pool Distribution Amount) 12,409,750.13 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 167.26 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 167.26
SERVICING FEES Gross Servicing Fee 81,775.52 LPMI Fees 26,307.12 Master Servicing Fee 41.23 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 108,123.87
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 61 0 0 0 61 11,576,530.57 0.00 0.00 0.00 11,576,530.57 60 Days 14 0 0 0 14 2,097,440.65 0.00 0.00 0.00 2,097,440.65 90 Days 3 0 0 0 3 260,107.54 0.00 0.00 0.00 260,107.54 120 Days 0 1 1 1 3 0.00 613,742.27 146,711.97 132,371.68 892,825.92 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 1 0 1 0.00 0.00 226,491.43 0.00 226,491.43 Totals 78 1 2 1 82 13,934,078.76 613,742.27 373,203.40 132,371.68 15,053,396.11 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 2.470636% 0.000000% 0.000000% 0.000000% 2.470636% 3.024280% 0.000000% 0.000000% 0.000000% 3.024280% 60 Days 0.567031% 0.000000% 0.000000% 0.000000% 0.567031% 0.547940% 0.000000% 0.000000% 0.000000% 0.547940% 90 Days 0.121507% 0.000000% 0.000000% 0.000000% 0.121507% 0.067951% 0.000000% 0.000000% 0.000000% 0.067951% 120 Days 0.000000% 0.040502% 0.040502% 0.040502% 0.121507% 0.000000% 0.160335% 0.038327% 0.034581% 0.233244% 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% 0.040502% 0.000000% 0.040502% 0.000000% 0.000000% 0.059169% 0.000000% 0.059169% Totals 3.159174% 0.040502% 0.081004% 0.040502% 3.321183% 3.640171% 0.160335% 0.097497% 0.034581% 3.932585%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 4 0 0 0 4 414,773.97 0.00 0.00 0.00 414,773.97 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 4 414,773.97 0.00 0.00 0.00 414,773.97 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.956938% 0.000000% 0.000000% 0.000000% 0.956938% 0.835434% 0.000000% 0.000000% 0.000000% 0.835434% 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 0.956938% 0.000000% 0.000000% 0.000000% 0.956938% 0.835434% 0.000000% 0.000000% 0.000000% 0.835434% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 8 713,761.00 0.00 0.00 0.00 713,761.00 60 Days 1 0 0 0 1 54,438.00 0.00 0.00 0.00 54,438.00 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 1 0 1 0.00 0.00 226,491.43 0.00 226,491.43 Totals 9 0 1 0 10 768,199.00 0.00 226,491.43 0.00 994,690.43 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.559454% 0.000000% 0.000000% 0.000000% 1.559454% 1.140345% 0.000000% 0.000000% 0.000000% 1.140345% 60 Days 0.194932% 0.000000% 0.000000% 0.000000% 0.194932% 0.086973% 0.000000% 0.000000% 0.000000% 0.086973% 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% 0.194932% 0.000000% 0.194932% 0.000000% 0.000000% 0.361856% 0.000000% 0.361856% Totals 1.754386% 0.000000% 0.194932% 0.000000% 1.949318% 1.227319% 0.000000% 0.361856% 0.000000% 1.589174% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 4 0 0 0 4 742,002.80 0.00 0.00 0.00 742,002.80 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 46,881.55 0.00 0.00 0.00 46,881.55 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 0 0 5 788,884.35 0.00 0.00 0.00 788,884.35 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.503759% 0.000000% 0.000000% 0.000000% 1.503759% 1.876060% 0.000000% 0.000000% 0.000000% 1.876060% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.375940% 0.000000% 0.000000% 0.000000% 0.375940% 0.118534% 0.000000% 0.000000% 0.000000% 0.118534% 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 1.879699% 0.000000% 0.000000% 0.000000% 1.879699% 1.994594% 0.000000% 0.000000% 0.000000% 1.994594% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 4 0 0 0 4 519,063.98 0.00 0.00 0.00 519,063.98 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 4 0 0 0 4 519,063.98 0.00 0.00 0.00 519,063.98 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.438849% 0.000000% 0.000000% 0.000000% 1.438849% 1.244174% 0.000000% 0.000000% 0.000000% 1.244174% 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 1.438849% 0.000000% 0.000000% 0.000000% 1.438849% 1.244174% 0.000000% 0.000000% 0.000000% 1.244174% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 8 0 0 0 8 2,223,875.07 0.00 0.00 0.00 2,223,875.07 60 Days 4 0 0 0 4 400,702.27 0.00 0.00 0.00 400,702.27 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 0.00 146,711.97 0.00 146,711.97 150 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 12 0 1 0 13 2,624,577.34 0.00 146,711.97 0.00 2,771,289.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 4.678363% 0.000000% 0.000000% 0.000000% 4.678363% 5.633386% 0.000000% 0.000000% 0.000000% 5.633386% 60 Days 2.339181% 0.000000% 0.000000% 0.000000% 2.339181% 1.015035% 0.000000% 0.000000% 0.000000% 1.015035% 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% 0.584795% 0.000000% 0.584795% 0.000000% 0.000000% 0.371642% 0.000000% 0.371642% 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 7.017544% 0.000000% 0.584795% 0.000000% 7.602339% 6.648421% 0.000000% 0.371642% 0.000000% 7.020063% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 11 0 0 0 11 2,033,637.24 0.00 0.00 0.00 2,033,637.24 60 Days 2 0 0 0 2 416,158.31 0.00 0.00 0.00 416,158.31 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 1 0 0 1 0.00 613,742.27 0.00 0.00 613,742.27 150 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 13 1 0 0 14 2,449,795.55 613,742.27 0.00 0.00 3,063,537.82 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 7.051282% 0.000000% 0.000000% 0.000000% 7.051282% 4.993657% 0.000000% 0.000000% 0.000000% 4.993657% 60 Days 1.282051% 0.000000% 0.000000% 0.000000% 1.282051% 1.021889% 0.000000% 0.000000% 0.000000% 1.021889% 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% 0.641026% 0.000000% 0.000000% 0.641026% 0.000000% 1.507062% 0.000000% 0.000000% 1.507062% 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 8.333333% 0.641026% 0.000000% 0.000000% 8.974359% 6.015546% 1.507062% 0.000000% 0.000000% 7.522608% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 4 0 0 0 4 790,537.85 0.00 0.00 0.00 790,537.85 60 Days 2 0 0 0 2 434,283.85 0.00 0.00 0.00 434,283.85 90 Days 1 0 0 0 1 89,462.67 0.00 0.00 0.00 89,462.67 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 0 0 0 7 1,314,284.37 0.00 0.00 0.00 1,314,284.37 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.012658% 0.000000% 0.000000% 0.000000% 1.012658% 1.405890% 0.000000% 0.000000% 0.000000% 1.405890% 60 Days 0.506329% 0.000000% 0.000000% 0.000000% 0.506329% 0.772329% 0.000000% 0.000000% 0.000000% 0.772329% 90 Days 0.253165% 0.000000% 0.000000% 0.000000% 0.253165% 0.159100% 0.000000% 0.000000% 0.000000% 0.159100% 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 1.772152% 0.000000% 0.000000% 0.000000% 1.772152% 2.337320% 0.000000% 0.000000% 0.000000% 2.337320% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 18 0 0 0 18 4,138,878.66 0.00 0.00 0.00 4,138,878.66 60 Days 5 0 0 0 5 791,858.22 0.00 0.00 0.00 791,858.22 90 Days 1 0 0 0 1 123,763.32 0.00 0.00 0.00 123,763.32 120 Days 0 0 0 1 1 0.00 0.00 0.00 132,371.68 132,371.68 150 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 24 0 0 1 25 5,054,500.20 0.00 0.00 132,371.68 5,186,871.88 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 6.617647% 0.000000% 0.000000% 0.000000% 6.617647% 7.832146% 0.000000% 0.000000% 0.000000% 7.832146% 60 Days 1.838235% 0.000000% 0.000000% 0.000000% 1.838235% 1.498461% 0.000000% 0.000000% 0.000000% 1.498461% 90 Days 0.367647% 0.000000% 0.000000% 0.000000% 0.367647% 0.234202% 0.000000% 0.000000% 0.000000% 0.234202% 120 Days 0.000000% 0.000000% 0.000000% 0.367647% 0.367647% 0.000000% 0.000000% 0.000000% 0.250492% 0.250492% 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 8.823529% 0.000000% 0.000000% 0.367647% 9.191176% 9.564809% 0.000000% 0.000000% 0.250492% 9.815301%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 101,678.04
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 150,000.00 0.03081239% 0.00 0.00000000% Fraud 8,103,567.00 1.66460175% 0.00 0.00000000% Special Hazard 2,794,496.00 0.57403400% 0.00 0.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Fixed 15 & 30 Year Weighted Average Gross Coupon 6.547266% Weighted Average Pass-Through Rate 6.216716% Weighted Average Maturity(Stepdown Calculation ) 304 Beginning Scheduled Collateral Loan Count 2,522 Number Of Loans Paid In Full 53 Ending Scheduled Collateral Loan Count 2,469 Beginning Scheduled Collateral Balance 392,522,364.02 Ending Scheduled Collateral Balance 382,254,070.50 Ending Actual Collateral Balance at 31-Oct-2004 382,786,333.86 Monthly P &I Constant 2,798,775.77 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 11,827,473.13 Class AP Deferred Amount 0.00 Ending Scheduled Balance for Premium Loans 382,254,070.50 Scheduled Principal 657,152.01 Unscheduled Principal 9,611,141.51
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 15 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 5.491868 6.599269 6.191657 Weighted Average Net Rate 5.241869 6.349269 5.941658 Weighted Average Maturity 170 351 350 Beginning Loan Count 424 526 266 Loans Paid In Full 6 13 0 Ending Loan Count 418 513 266 Beginning Scheduled Balance 50,251,428.57 63,690,887.56 39,558,999.55 Ending scheduled Balance 49,488,911.87 62,543,111.81 39,516,881.33 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 428,925.72 411,631.90 245,006.07 Scheduled Principal 198,947.20 61,370.82 40,892.93 Unscheduled Principal 563,569.50 1,086,404.93 1,225.29 Scheduled Interest 229,978.52 350,261.08 204,113.14 Servicing Fees 10,469.02 13,268.95 8,241.45 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 0.00 116.85 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 219,509.50 336,875.28 195,871.69 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 5.241868 6.347067 5.941657
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 5.835164 7.428248 7.045100 Weighted Average Net Rate 5.585164 7.178248 6.795100 Weighted Average Maturity 350 351 349 Beginning Loan Count 282 177 161 Loans Paid In Full 4 6 5 Ending Loan Count 278 171 156 Beginning Scheduled Balance 42,225,066.35 40,978,361.73 41,823,982.95 Ending scheduled Balance 41,681,441.55 39,446,864.37 40,688,397.28 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 252,332.92 287,252.03 282,459.30 Scheduled Principal 47,007.77 33,587.51 36,914.17 Unscheduled Principal 496,617.03 1,497,909.85 1,098,671.50 Scheduled Interest 205,325.15 253,664.52 245,545.13 Servicing Fees 8,796.90 8,537.15 8,713.33 Master Servicing Fees 0.00 0.00 5.05 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 9,203.61 282.76 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 196,528.25 235,923.76 236,543.99 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 5.585164 6.908733 6.786843
Group Level Collateral Statement Group 7 8 Total Collateral Description Fixed 15 Year Fixed 30 Year Fixed 15 & 30 Year Weighted Average Coupon Rate 5.980550 7.751905 6.547266 Weighted Average Net Rate 5.730550 7.501904 6.297266 Weighted Average Maturity 169.00 349.00 304.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 476,405.04 414,762.79 2,798,775.77 Beginning Loan Count 397 289 2,522 Loans Paid In Full 2 17 53 Ending Loan Count 395 272 2,469 Beginning Scheduled Balance 56,670,973.82 57,322,663.49 392,522,364.02 Ending Scheduled Balance 56,081,330.76 52,807,131.53 382,254,070.50 Scheduled Principal 193,968.69 44,462.92 657,152.01 Unscheduled Principal 395,674.37 4,471,069.04 9,611,141.51 Scheduled Interest 282,436.35 370,299.87 2,141,623.76 Servicing Fee 11,806.47 11,942.25 81,775.52 Master Servicing Fee 36.18 0.00 41.23 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 275.42 16,428.48 26,307.12 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 270,318.28 341,929.14 2,033,499.89 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 5.723952 7.157989 6.216716
Miscellaneous Reporting Group 1 Subordinate % 6.173503% Senior Prepayment % 100.000000% Senior % 93.826497% Group 2 Subordinate % 6.876119% Senior Prepayment % 100.000000% Senior % 93.123881% Group 3 Subordinate % 6.357469% Senior Prepayment % 100.000000% Senior % 93.642531%
Miscellaneous Reporting Group 4 Subordinate % 6.274114% Senior Prepayment % 100.000000% Senior % 93.725886% Group 5 Subordinate % 9.237024% Senior Prepayment % 100.000000% Senior % 90.762976% Group 6 Subordinate % 8.139425% Senior Prepayment % 100.000000% Senior % 91.860575%
Miscellaneous Reporting Group 7 Subordinate % 7.813174% Senior Prepayment % 100.000000% Senior % 92.186826% Group 8 Subordinate % 10.309531% Senior Prepayment % 100.000000% Senior % 89.690469%
Group -----END PRIVACY-ENHANCED MESSAGE-----