-----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, JxEt3fbN3q46yTpuD+oXA6L33BKTNF01/tGQAYpNcyF0zdd7MeHGBq6CjUuxLeZj QK2rFyz9BoWKmmfqJaS9zg== 0001056404-04-004337.txt : 20041206 0001056404-04-004337.hdr.sgml : 20041206 20041206073036 ACCESSION NUMBER: 0001056404-04-004337 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: 20041206 DATE AS OF CHANGE: 20041206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR Adjustable Rate Mortgages Trust 2004-5 CENTRAL INDEX KEY: 0001292370 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: 333-106982-28 FILM NUMBER: 041185277 BUSINESS ADDRESS: STREET 1: 1285 AVE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127132000 MAIL ADDRESS: STREET 1: 1285 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10019 8-K 1 mam04005_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 ADJUSTABLE RATE MORTGAGES TRUST Mortgage Pass-Through Certificates, Series 2004-5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-28 54-2154075 Pooling and Servicing Agreement) (Commission 54-2154076 (State or other File Number) 54-2154077 jurisdiction 54-6616723 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 November 26, 2004 a distribution was made to holders of MASTR ADJUSTABLE RATE MORTGAGES TRUST, Mortgage Pass-Through Certificates, Series 2004-5 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 2004-5 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 ADJUSTABLE RATE MORTGAGES TRUST Mortgage Pass-Through Certificates, Series 2004-5 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: 12/3/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-5 Trust, relating to the November 26, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 MARM Series: 2004-5 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 576433MT0 SEN 3.62419% 107,587,069.31 324,930.32 3,854,516.71 2-A1 576433MU7 SEN 4.54966% 35,273,616.12 133,735.80 707,272.08 2-AX 576433MV5 IO 0.09261% 0.00 2,722.27 0.00 3-A1 576433MW3 SEN 4.57331% 69,404,370.65 264,506.28 4,183,095.04 4-A1 576433MX1 SEN 4.13548% 53,059,381.95 182,855.02 911,077.31 5-A1 576433MY9 SEN 4.10518% 203,503,058.90 696,179.81 2,915,260.57 6-A1 576433MZ6 SEN 4.62036% 126,060,534.46 485,370.69 2,411,062.78 6-AX 576433NA0 IO 0.07276% 0.00 7,643.16 0.00 7-A1 576433NB8 SEN 5.06794% 13,821,843.02 58,373.56 10,821.63 8-A1 576433NC6 SEN 5.56965% 13,402,408.85 62,205.55 1,067,425.50 9-A1 576433ND4 SEN 2.12250% 23,827,044.15 42,144.08 5,755,389.05 9-A2 576433NP7 SEN 4.88000% 26,132,000.00 106,270.13 0.00 9-AX 576433NE2 IO 2.36785% 0.00 98,579.50 0.00 B-1 576433NH5 SUB 4.45195% 18,853,992.91 69,947.47 39,011.12 B-2 576433NJ1 SUB 4.45195% 8,640,707.07 32,056.63 17,878.63 B-3 576433NK8 SUB 4.45195% 5,105,645.72 18,941.72 10,564.18 B-4 576433NL6 SUB 4.45195% 6,284,331.90 23,314.59 13,003.02 B-5 576433NM4 SUB 4.45195% 2,749,270.56 10,199.67 5,688.56 B-6 576433NN2 SUB 4.45195% 1,572,090.91 5,832.39 3,252.84 A-R 576433NG7 SEN 3.64585% 0.00 0.00 0.00 A-LR 576433NF9 SEN 3.64585% 0.00 0.00 0.00 Totals 715,277,366.48 2,625,808.64 21,905,319.02
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 103,732,552.60 4,179,447.03 0.00 2-A1 0.00 34,566,344.04 841,007.88 0.00 2-AX 0.00 0.00 2,722.27 0.00 3-A1 0.00 65,221,275.61 4,447,601.32 0.00 4-A1 0.00 52,148,304.63 1,093,932.33 0.00 5-A1 0.00 200,587,798.33 3,611,440.38 0.00 6-A1 0.00 123,649,471.68 2,896,433.47 0.00 6-AX 0.00 0.00 7,643.16 0.00 7-A1 0.00 13,811,021.40 69,195.19 0.00 8-A1 0.00 12,334,983.35 1,129,631.05 0.00 9-A1 0.00 18,071,655.10 5,797,533.13 0.00 9-A2 0.00 26,132,000.00 106,270.13 0.00 9-AX 0.00 0.00 98,579.50 0.00 B-1 0.00 18,814,981.79 108,958.59 0.00 B-2 0.00 8,622,828.44 49,935.26 0.00 B-3 0.00 5,095,081.55 29,505.90 0.00 B-4 0.00 6,271,328.89 36,317.61 0.00 B-5 0.00 2,743,582.00 15,888.23 0.00 B-6 0.00 1,568,838.07 9,085.23 0.00 A-R 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 Totals 0.00 693,372,047.48 24,531,127.66 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 121,190,000.00 107,587,069.31 81,340.28 3,773,176.43 0.00 0.00 2-A1 39,080,000.00 35,273,616.12 13,507.98 693,764.10 0.00 0.00 2-AX 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 76,006,000.00 69,404,370.65 21,914.61 4,161,180.43 0.00 0.00 4-A1 54,239,000.00 53,059,381.95 19,265.21 891,812.10 0.00 0.00 5-A1 212,216,000.00 203,503,058.90 113,182.62 2,802,077.95 0.00 0.00 6-A1 129,145,000.00 126,060,534.46 33,124.20 2,377,938.58 0.00 0.00 6-AX 0.00 0.00 0.00 0.00 0.00 0.00 7-A1 13,861,000.00 13,821,843.02 4,322.92 6,498.71 0.00 0.00 8-A1 30,540,000.00 13,402,408.85 20,146.68 1,047,278.82 0.00 0.00 9-A1 42,019,000.00 23,827,044.15 55,631.99 5,699,757.06 0.00 0.00 9-A2 26,132,000.00 26,132,000.00 0.00 0.00 0.00 0.00 9-AX 0.00 0.00 0.00 0.00 0.00 0.00 B-1 18,907,000.00 18,853,992.91 10,838.87 28,172.25 0.00 0.00 B-2 8,665,000.00 8,640,707.07 4,967.41 12,911.22 0.00 0.00 B-3 5,120,000.00 5,105,645.72 2,935.16 7,629.02 0.00 0.00 B-4 6,302,000.00 6,284,331.90 3,612.77 9,390.25 0.00 0.00 B-5 2,757,000.00 2,749,270.56 1,580.51 4,108.05 0.00 0.00 B-6 1,576,510.77 1,572,090.91 903.77 2,349.07 0.00 0.00 A-R 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 Totals 787,755,610.77 715,277,366.48 387,274.98 21,518,044.04 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 3,854,516.71 103,732,552.60 0.85594977 3,854,516.71 2-A1 707,272.08 34,566,344.04 0.88450215 707,272.08 2-AX 0.00 0.00 0.00000000 0.00 3-A1 4,183,095.04 65,221,275.61 0.85810693 4,183,095.04 4-A1 911,077.31 52,148,304.63 0.96145402 911,077.31 5-A1 2,915,260.57 200,587,798.33 0.94520582 2,915,260.57 6-A1 2,411,062.78 123,649,471.68 0.95744684 2,411,062.78 6-AX 0.00 0.00 0.00000000 0.00 7-A1 10,821.63 13,811,021.40 0.99639430 10,821.63 8-A1 1,067,425.50 12,334,983.35 0.40389598 1,067,425.50 9-A1 5,755,389.05 18,071,655.10 0.43008294 5,755,389.05 9-A2 0.00 26,132,000.00 1.00000000 0.00 9-AX 0.00 0.00 0.00000000 0.00 B-1 39,011.12 18,814,981.79 0.99513311 39,011.12 B-2 17,878.63 8,622,828.44 0.99513311 17,878.63 B-3 10,564.18 5,095,081.55 0.99513312 10,564.18 B-4 13,003.02 6,271,328.89 0.99513311 13,003.02 B-5 5,688.56 2,743,582.00 0.99513312 5,688.56 B-6 3,252.84 1,568,838.07 0.99513311 3,252.84 A-R 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 Totals 21,905,319.02 693,372,047.48 0.88018675 21,905,319.02
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 121,190,000.00 887.75533716 0.67117980 31.13438757 0.00000000 2-A1 39,080,000.00 902.60020778 0.34564944 17.75240788 0.00000000 2-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 76,006,000.00 913.14331303 0.28832737 54.74805186 0.00000000 4-A1 54,239,000.00 978.25147864 0.35519110 16.44226663 0.00000000 5-A1 212,216,000.00 958.94305283 0.53333688 13.20389579 0.00000000 6-A1 129,145,000.00 976.11626048 0.25648844 18.41293569 0.00000000 6-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 7-A1 13,861,000.00 997.17502489 0.31187649 0.46884857 0.00000000 8-A1 30,540,000.00 438.84770301 0.65968173 34.29203733 0.00000000 9-A1 42,019,000.00 567.05405055 1.32397225 135.64713725 0.00000000 9-A2 26,132,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 18,907,000.00 997.19643042 0.57327286 1.49004337 0.00000000 B-2 8,665,000.00 997.19643047 0.57327294 1.49004270 0.00000000 B-3 5,120,000.00 997.19642969 0.57327344 1.49004297 0.00000000 B-4 6,302,000.00 997.19642970 0.57327356 1.49004284 0.00000000 B-5 2,757,000.00 997.19643090 0.57327167 1.49004353 0.00000000 B-6 1,576,510.77 997.19642892 0.57327233 1.49004374 0.00000000 A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 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 31.80556737 855.94976978 0.85594977 31.80556737 2-A1 0.00000000 18.09805732 884.50215046 0.88450215 18.09805732 2-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 55.03637923 858.10693379 0.85810693 55.03637923 4-A1 0.00000000 16.79745773 961.45402072 0.96145402 16.79745773 5-A1 0.00000000 13.73723268 945.20582015 0.94520582 13.73723268 6-A1 0.00000000 18.66942414 957.44683635 0.95744684 18.66942414 6-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 7-A1 0.00000000 0.78072506 996.39430056 0.99639430 0.78072506 8-A1 0.00000000 34.95171906 403.89598396 0.40389598 34.95171906 9-A1 0.00000000 136.97110950 430.08294105 0.43008294 136.97110950 9-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 2.06331623 995.13311419 0.99513311 2.06331623 B-2 0.00000000 2.06331564 995.13311483 0.99513311 2.06331564 B-3 0.00000000 2.06331641 995.13311523 0.99513312 2.06331641 B-4 0.00000000 2.06331641 995.13311488 0.99513311 2.06331641 B-5 0.00000000 2.06331520 995.13311571 0.99513312 2.06331520 B-6 0.00000000 2.06331607 995.13311286 0.99513311 2.06331607 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 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 121,190,000.00 3.62419% 107,587,069.31 324,930.32 0.00 0.00 2-A1 39,080,000.00 4.54966% 35,273,616.12 133,735.80 0.00 0.00 2-AX 0.00 0.09261% 35,273,616.12 2,722.27 0.00 0.00 3-A1 76,006,000.00 4.57331% 69,404,370.65 264,506.28 0.00 0.00 4-A1 54,239,000.00 4.13548% 53,059,381.95 182,855.02 0.00 0.00 5-A1 212,216,000.00 4.10518% 203,503,058.90 696,179.81 0.00 0.00 6-A1 129,145,000.00 4.62036% 126,060,534.46 485,370.69 0.00 0.00 6-AX 0.00 0.07276% 126,060,534.46 7,643.16 0.00 0.00 7-A1 13,861,000.00 5.06794% 13,821,843.02 58,373.56 0.00 0.00 8-A1 30,540,000.00 5.56965% 13,402,408.85 62,205.55 0.00 0.00 9-A1 42,019,000.00 2.12250% 23,827,044.15 42,144.08 0.00 0.00 9-A2 26,132,000.00 4.88000% 26,132,000.00 106,270.13 0.00 0.00 9-AX 0.00 2.36785% 49,959,044.15 98,579.50 0.00 0.00 B-1 18,907,000.00 4.45195% 18,853,992.91 69,947.47 0.00 0.00 B-2 8,665,000.00 4.45195% 8,640,707.07 32,056.63 0.00 0.00 B-3 5,120,000.00 4.45195% 5,105,645.72 18,941.72 0.00 0.00 B-4 6,302,000.00 4.45195% 6,284,331.90 23,314.59 0.00 0.00 B-5 2,757,000.00 4.45195% 2,749,270.56 10,199.67 0.00 0.00 B-6 1,576,510.77 4.45195% 1,572,090.91 5,832.39 0.00 0.00 A-R 50.00 3.64585% 0.00 0.00 0.00 0.00 A-LR 50.00 3.64585% 0.00 0.00 0.00 0.00 Totals 787,755,610.77 2,625,808.64 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A1 0.00 0.00 324,930.32 0.00 103,732,552.60 2-A1 0.00 0.00 133,735.80 0.00 34,566,344.04 2-AX 0.00 0.00 2,722.27 0.00 34,566,344.04 3-A1 0.00 0.00 264,506.28 0.00 65,221,275.61 4-A1 0.00 0.00 182,855.02 0.00 52,148,304.63 5-A1 0.00 0.00 696,179.81 0.00 200,587,798.33 6-A1 0.00 0.00 485,370.69 0.00 123,649,471.68 6-AX 0.00 0.00 7,643.16 0.00 123,649,471.68 7-A1 0.00 0.00 58,373.56 0.00 13,811,021.40 8-A1 0.00 0.00 62,205.55 0.00 12,334,983.35 9-A1 0.00 0.00 42,144.08 0.00 18,071,655.10 9-A2 0.00 0.00 106,270.13 0.00 26,132,000.00 9-AX 0.00 0.00 98,579.50 0.00 44,203,655.10 B-1 0.00 0.00 69,947.47 0.00 18,814,981.79 B-2 0.00 0.00 32,056.63 0.00 8,622,828.44 B-3 0.00 0.00 18,941.72 0.00 5,095,081.55 B-4 0.00 0.00 23,314.59 0.00 6,271,328.89 B-5 0.00 0.00 10,199.67 0.00 2,743,582.00 B-6 0.00 0.00 5,832.39 0.00 1,568,838.07 A-R 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,625,808.64 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 121,190,000.00 3.62419% 887.75533716 2.68116445 0.00000000 0.00000000 2-A1 39,080,000.00 4.54966% 902.60020778 3.42210338 0.00000000 0.00000000 2-AX 0.00 0.09261% 902.60020778 0.06965890 0.00000000 0.00000000 3-A1 76,006,000.00 4.57331% 913.14331303 3.48007105 0.00000000 0.00000000 4-A1 54,239,000.00 4.13548% 978.25147864 3.37128303 0.00000000 0.00000000 5-A1 212,216,000.00 4.10518% 958.94305283 3.28052461 0.00000000 0.00000000 6-A1 129,145,000.00 4.62036% 976.11626048 3.75833900 0.00000000 0.00000000 6-AX 0.00 0.07276% 976.11626048 0.05918278 0.00000000 0.00000000 7-A1 13,861,000.00 5.06794% 997.17502489 4.21135272 0.00000000 0.00000000 8-A1 30,540,000.00 5.56965% 438.84770301 2.03685494 0.00000000 0.00000000 9-A1 42,019,000.00 2.12250% 567.05405055 1.00297675 0.00000000 0.00000000 9-A2 26,132,000.00 4.88000% 1000.00000000 4.06666654 0.00000000 0.00000000 9-AX 0.00 2.36785% 733.06399246 1.44648648 0.00000000 0.00000000 B-1 18,907,000.00 4.45195% 997.19643042 3.69955413 0.00000000 0.00000000 B-2 8,665,000.00 4.45195% 997.19643047 3.69955338 0.00000000 0.00000000 B-3 5,120,000.00 4.45195% 997.19642969 3.69955469 0.00000000 0.00000000 B-4 6,302,000.00 4.45195% 997.19642970 3.69955411 0.00000000 0.00000000 B-5 2,757,000.00 4.45195% 997.19643090 3.69955386 0.00000000 0.00000000 B-6 1,576,510.77 4.45195% 997.19642892 3.69955608 0.00000000 0.00000000 A-R 50.00 3.64585% 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 3.64585% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A1 0.00000000 0.00000000 2.68116445 0.00000000 855.94976978 2-A1 0.00000000 0.00000000 3.42210338 0.00000000 884.50215046 2-AX 0.00000000 0.00000000 0.06965890 0.00000000 884.50215046 3-A1 0.00000000 0.00000000 3.48007105 0.00000000 858.10693379 4-A1 0.00000000 0.00000000 3.37128303 0.00000000 961.45402072 5-A1 0.00000000 0.00000000 3.28052461 0.00000000 945.20582015 6-A1 0.00000000 0.00000000 3.75833900 0.00000000 957.44683635 6-AX 0.00000000 0.00000000 0.05918278 0.00000000 957.44683635 7-A1 0.00000000 0.00000000 4.21135272 0.00000000 996.39430056 8-A1 0.00000000 0.00000000 2.03685494 0.00000000 403.89598396 9-A1 0.00000000 0.00000000 1.00297675 0.00000000 430.08294105 9-A2 0.00000000 0.00000000 4.06666654 0.00000000 1000.00000000 9-AX 0.00000000 0.00000000 1.44648648 0.00000000 648.61344808 B-1 0.00000000 0.00000000 3.69955413 0.00000000 995.13311419 B-2 0.00000000 0.00000000 3.69955338 0.00000000 995.13311483 B-3 0.00000000 0.00000000 3.69955469 0.00000000 995.13311523 B-4 0.00000000 0.00000000 3.69955411 0.00000000 995.13311488 B-5 0.00000000 0.00000000 3.69955386 0.00000000 995.13311571 B-6 0.00000000 0.00000000 3.69955608 0.00000000 995.13311286 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 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 9-AX-1 3.81021% 23,827,044.15 18,071,655.10 0.00 0.00 43.00829411% 9-AX-2 1.05271% 26,132,000.00 26,132,000.00 0.00 0.00 100.00000000%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 24,685,274.95 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 64,619.73 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 24,749,894.68 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 218,767.02 Payment of Interest and Principal 24,531,127.66 Total Withdrawals (Pool Distribution Amount) 24,749,894.68 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 210,696.89 WMMSC Master Servicing Fee 8,070.13 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 218,767.02
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.00 0.00 0.00 0.00
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 26 0 0 0 26 11,686,184.46 0.00 0.00 0.00 11,686,184.46 60 Days 2 0 0 0 2 941,324.34 0.00 0.00 0.00 941,324.34 90 Days 1 0 0 0 1 474,002.10 0.00 0.00 0.00 474,002.10 120 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 72,730.92 0.00 72,730.92 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 29 0 1 0 30 13,101,510.90 0.00 72,730.92 0.00 13,174,241.82 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 1.463140% 0.000000% 0.000000% 0.000000% 1.463140% 1.684637% 0.000000% 0.000000% 0.000000% 1.684637% 60 Days 0.112549% 0.000000% 0.000000% 0.000000% 0.112549% 0.135698% 0.000000% 0.000000% 0.000000% 0.135698% 90 Days 0.056275% 0.000000% 0.000000% 0.000000% 0.056275% 0.068330% 0.000000% 0.000000% 0.000000% 0.068330% 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% 0.056275% 0.000000% 0.056275% 0.000000% 0.000000% 0.010485% 0.000000% 0.010485% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.631964% 0.000000% 0.056275% 0.000000% 1.688239% 1.888666% 0.000000% 0.010485% 0.000000% 1.899150%
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 1 0 0 0 1 198,707.45 0.00 0.00 0.00 198,707.45 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 1 198,707.45 0.00 0.00 0.00 198,707.45 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.346021% 0.000000% 0.000000% 0.000000% 0.346021% 0.179298% 0.000000% 0.000000% 0.000000% 0.179298% 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 0.346021% 0.000000% 0.000000% 0.000000% 0.346021% 0.179298% 0.000000% 0.000000% 0.000000% 0.179298% 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 5 0 0 0 5 1,206,722.89 0.00 0.00 0.00 1,206,722.89 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 1 0 1 0.00 0.00 72,730.92 0.00 72,730.92 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 5 0 1 0 6 1,206,722.89 0.00 72,730.92 0.00 1,279,453.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.941176% 0.000000% 0.000000% 0.000000% 2.941176% 3.274797% 0.000000% 0.000000% 0.000000% 3.274797% 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% 0.588235% 0.000000% 0.588235% 0.000000% 0.000000% 0.197377% 0.000000% 0.197377% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.941176% 0.000000% 0.588235% 0.000000% 3.529412% 3.274797% 0.000000% 0.197377% 0.000000% 3.472174% 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 2 0 0 0 2 1,395,000.00 0.00 0.00 0.00 1,395,000.00 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 2 0 0 0 2 1,395,000.00 0.00 0.00 0.00 1,395,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.694915% 0.000000% 0.000000% 0.000000% 1.694915% 2.002748% 0.000000% 0.000000% 0.000000% 2.002748% 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 1.694915% 0.000000% 0.000000% 0.000000% 1.694915% 2.002748% 0.000000% 0.000000% 0.000000% 2.002748% 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 2 0 0 0 2 418,797.13 0.00 0.00 0.00 418,797.13 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 418,797.13 0.00 0.00 0.00 418,797.13 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.778210% 0.000000% 0.000000% 0.000000% 0.778210% 0.757076% 0.000000% 0.000000% 0.000000% 0.757076% 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 0.778210% 0.000000% 0.000000% 0.000000% 0.778210% 0.757076% 0.000000% 0.000000% 0.000000% 0.757076% 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 6 0 0 0 6 4,126,114.69 0.00 0.00 0.00 4,126,114.69 60 Days 1 0 0 0 1 473,594.81 0.00 0.00 0.00 473,594.81 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 7 0 0 0 7 4,599,709.50 0.00 0.00 0.00 4,599,709.50 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.522843% 0.000000% 0.000000% 0.000000% 1.522843% 1.937121% 0.000000% 0.000000% 0.000000% 1.937121% 60 Days 0.253807% 0.000000% 0.000000% 0.000000% 0.253807% 0.222342% 0.000000% 0.000000% 0.000000% 0.222342% 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 1.776650% 0.000000% 0.000000% 0.000000% 1.776650% 2.159464% 0.000000% 0.000000% 0.000000% 2.159464% 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 4 0 0 0 4 1,748,664.03 0.00 0.00 0.00 1,748,664.03 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 1,748,664.03 0.00 0.00 0.00 1,748,664.03 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.081081% 0.000000% 0.000000% 0.000000% 1.081081% 1.332997% 0.000000% 0.000000% 0.000000% 1.332997% 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 1.081081% 0.000000% 0.000000% 0.000000% 1.081081% 1.332997% 0.000000% 0.000000% 0.000000% 1.332997% 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 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 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 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 1 0 0 0 1 474,002.10 0.00 0.00 0.00 474,002.10 120 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 1 474,002.10 0.00 0.00 0.00 474,002.10 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 3.225806% 0.000000% 0.000000% 0.000000% 3.225806% 3.373896% 0.000000% 0.000000% 0.000000% 3.373896% 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 3.225806% 0.000000% 0.000000% 0.000000% 3.225806% 3.373896% 0.000000% 0.000000% 0.000000% 3.373896% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 9 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 6 0 0 0 6 2,592,178.27 0.00 0.00 0.00 2,592,178.27 60 Days 1 0 0 0 1 467,729.53 0.00 0.00 0.00 467,729.53 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 0 0 0 7 3,059,907.80 0.00 0.00 0.00 3,059,907.80 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.405405% 0.000000% 0.000000% 0.000000% 5.405405% 5.379016% 0.000000% 0.000000% 0.000000% 5.379016% 60 Days 0.900901% 0.000000% 0.000000% 0.000000% 0.900901% 0.970583% 0.000000% 0.000000% 0.000000% 0.970583% 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 6.306306% 0.000000% 0.000000% 0.000000% 6.306306% 6.349599% 0.000000% 0.000000% 0.000000% 6.349599%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 64,619.73
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 227,469.00 0.02887558% 227,469.00 0.03280620% Fraud 23,632,668.00 2.99999996% 23,632,668.00 3.40836757% Special Hazard 7,877,556.00 0.99999999% 7,877,556.00 1.13612252% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.772262% Weighted Average Net Coupon 4.418782% Weighted Average Pass-Through Rate 4.405243% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 1,832 Number Of Loans Paid In Full 55 Ending Scheduled Collateral Loan Count 1,777 Beginning Scheduled Collateral Balance 715,277,366.49 Ending Scheduled Collateral Balance 693,372,047.47 Ending Actual Collateral Balance at 31-Oct-2004 693,691,399.90 Monthly P &I Constant 3,231,850.66 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 693,372,047.47 Scheduled Principal 387,274.98 Unscheduled Principal 21,518,044.04
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 3.989151 4.978306 4.920094 Weighted Average Net Rate 3.632780 4.646444 4.580408 Weighted Average Maturity 354 353 354 Beginning Loan Count 300 173 126 Loans Paid In Full 11 3 8 Ending Loan Count 289 170 118 Beginning Scheduled Balance 114,614,261.74 37,544,404.58 73,821,814.48 Ending scheduled Balance 110,754,432.18 36,836,262.91 69,637,324.62 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 467,664.47 170,133.86 325,984.65 Scheduled Principal 86,653.13 14,377.57 23,309.43 Unscheduled Principal 3,773,176.43 693,764.10 4,161,180.43 Scheduled Interest 381,011.34 155,756.29 302,675.22 Servicing Fees 34,037.63 10,382.99 20,896.86 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 820.15 130.55 436.78 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 346,153.56 145,242.75 281,341.58 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 3.624194 4.642271 4.573308
Group Level Collateral Statement Group 4 5 6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.532564 4.492508 5.044288 Weighted Average Net Rate 4.160419 4.126168 4.708737 Weighted Average Maturity 353 354 354 Beginning Loan Count 261 399 378 Loans Paid In Full 4 5 8 Ending Loan Count 257 394 370 Beginning Scheduled Balance 56,211,388.55 215,821,858.76 133,567,501.23 Ending scheduled Balance 55,299,166.78 212,899,746.82 131,154,465.89 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 232,727.76 928,018.50 596,557.56 Scheduled Principal 20,409.67 120,033.99 35,096.76 Unscheduled Principal 891,812.10 2,802,077.95 2,377,938.58 Scheduled Interest 212,318.09 807,984.51 561,460.80 Servicing Fees 17,432.30 65,886.75 37,348.89 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 1,168.22 3,775.57 1,738.86 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 193,717.57 738,322.19 522,373.05 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 4.135480 4.105176 4.693115
Group Level Collateral Statement Group 7 8 9 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.520760 5.853512 6.280090 Weighted Average Net Rate 5.067940 5.569645 5.932709 Weighted Average Maturity 353.00 326.00 326.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 71,874.07 96,759.50 342,130.29 Beginning Loan Count 37 34 124 Loans Paid In Full 0 3 13 Ending Loan Count 37 31 111 Beginning Scheduled Balance 14,628,195.07 15,163,355.14 53,904,586.94 Ending Scheduled Balance 14,617,121.25 14,028,722.70 48,144,804.32 Scheduled Principal 4,575.11 22,793.76 60,025.56 Unscheduled Principal 6,498.71 1,111,838.68 5,699,757.06 Scheduled Interest 67,298.96 73,965.74 282,104.73 Servicing Fee 5,519.95 3,586.98 15,604.54 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 0.00 0.00 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 61,779.01 70,378.76 266,500.19 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 5.067940 5.569646 5.932709
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 4.772262 Weighted Average Net Rate 4.418782 Weighted Average Maturity 350.00 Record Date 10/31/2004 Principal And Interest Constant 3,231,850.66 Beginning Loan Count 1,832 Loans Paid In Full 55 Ending Loan Count 1,777 Beginning Scheduled Balance 715,277,366.49 Ending Scheduled Balance 693,372,047.47 Scheduled Principal 387,274.98 Unscheduled Principal 21,518,044.04 Scheduled Interest 2,844,575.68 Servicing Fee 210,696.89 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 8,070.13 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,625,808.66 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 4.405243
Miscellaneous Reporting Group 1 Senior % 93.868832% Senior Prepayment % 100.000000% Subordinate % 6.131168% Group 2 Senior % 93.951726% Senior Prepayment % 100.000000% Subordinate % 6.048274% Group 3 Senior % 94.016073% Senior Prepayment % 100.000000% Subordinate % 5.983927%
Miscellaneous Reporting Group 4 Senior % 94.392584% Senior Prepayment % 100.000000% Subordinate % 5.607416% Group 5 Senior % 94.292144% Senior Prepayment % 100.000000% Subordinate % 5.707856% Group 6 Senior % 94.379646% Senior Prepayment % 100.000000% Subordinate % 5.620354%
Miscellaneous Reporting Group 7 Senior % 94.487686% Senior Prepayment % 100.000000% Subordinate % 5.512314% Group 8 Senior % 88.386829% Senior Prepayment % 94.193415% Subordinate % 11.613171% Group 9 Senior % 92.680506% Senior Prepayment % 100.000000% Subordinate % 7.319494%
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