-----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, EqdinvpDBpkS1tPqa/jr0LK7uR+GZrCTugMHjME57t5O4G/iakOPt0HyZqY/29Hg I3nDB2/s5lXTOzsElGLUrg== 0001056404-04-002958.txt : 20040903 0001056404-04-002958.hdr.sgml : 20040903 20040903140352 ACCESSION NUMBER: 0001056404-04-002958 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR Alternative Loan Trust 2004-6 CENTRAL INDEX KEY: 0001296009 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: 333-106982-30 FILM NUMBER: 041016335 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 mal0406.txt AUGUST 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): August 25, 2004 MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-6 Trust (Exact name of registrant as specified in its charter) New York (governing law of Pooling and Servicing Agreement) (State or other 333-106982-30 54-2155143 jurisdiction (Commission 54-2155144 of Incorporation) File Number) 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 August 25, 2004 a distribution was made to holders of MASTR ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-6 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 2004-6 Trust, relating to the August 25, 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 2004-6 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: 8/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-6 Trust, relating to the August 25, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 MAL Series: 2004-6 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 576434SC9 SEN 5.25000% 58,852,498.67 257,479.68 655,415.82 1-A2 576434SD7 SEN 5.25000% 3,117,187.43 13,637.70 34,714.82 AR 576434SV7 SEN 5.25000% 0.00 0.00 0.00 ALR 576434SU9 SEN 5.25000% 0.00 0.00 0.00 2-A1 576434SE5 SEN 4.50000% 38,249,485.88 143,435.57 628,190.15 3-A1 576434SF2 SEN 4.75000% 33,364,881.66 132,069.32 235,248.22 4-A1 576434SG0 SEN 6.25000% 52,460,878.56 273,233.74 1,477,408.30 5-A1 576434SH8 SEN 5.46479% 28,836,241.74 131,319.88 119,083.86 6-A1 576434SJ4 SEN 6.50000% 53,503,048.20 289,808.18 1,205,063.68 7-A1 576434SK1 SEN 6.00000% 166,795,239.54 833,976.20 1,955,582.41 8-A1 576434SL9 SEN 5.50000% 73,768,063.35 338,103.62 460,980.74 9-A1 576434SM7 SEN 5.75000% 38,909,742.31 186,442.52 329,634.77 10-A1 576434SN5 SEN 6.00000% 88,841,011.77 444,205.06 1,096,537.82 15-PO 576434SP0 PO 0.00000% 774,406.95 0.00 5,929.44 30-PO 576434SQ8 PO 0.00000% 6,610,324.30 0.00 58,059.07 15-AX 576434SR6 IO 4.50000% 0.00 20,291.94 0.00 30-AX-1 576434SS4 IO 5.50000% 0.00 6,898.41 0.00 30-AX-2 576434ST2 IO 6.00000% 0.00 37,088.09 0.00 B-1 576434SW5 SUB 5.72368% 13,692,246.84 65,308.40 23,842.78 B-2 576434SX3 SUB 5.72368% 6,846,123.42 32,654.20 11,921.39 B-3 576434SY1 SUB 5.72368% 3,423,061.71 16,327.10 5,960.70 B-4 576434SZ8 SUB 5.72368% 3,080,655.71 14,693.91 5,364.45 B-5 576434TA2 SUB 5.72368% 2,396,841.99 11,432.30 4,173.70 B-6 576434TB0 SUB 5.72368% 1,369,505.96 6,532.18 2,384.77 Totals 674,891,445.99 3,254,938.00 8,315,496.89
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 58,197,082.85 912,895.50 0.00 1-A2 0.00 3,082,472.61 48,352.52 0.00 AR 0.00 0.00 0.00 0.00 ALR 0.00 0.00 0.00 0.00 2-A1 0.00 37,621,295.73 771,625.72 0.00 3-A1 0.00 33,129,633.44 367,317.54 0.00 4-A1 0.00 50,983,470.26 1,750,642.04 0.00 5-A1 0.00 28,717,157.88 250,403.74 0.00 6-A1 0.00 52,297,984.52 1,494,871.86 0.00 7-A1 0.00 164,839,657.12 2,789,558.61 0.00 8-A1 0.00 73,307,082.60 799,084.36 0.00 9-A1 0.00 38,580,107.54 516,077.29 0.00 10-A1 0.00 87,744,473.95 1,540,742.88 0.00 15-PO 0.00 768,477.50 5,929.44 0.00 30-PO 0.00 6,552,265.23 58,059.07 0.00 15-AX 0.00 0.00 20,291.94 0.00 30-AX-1 0.00 0.00 6,898.41 0.00 30-AX-2 0.00 0.00 37,088.09 0.00 B-1 0.00 13,668,404.06 89,151.18 0.00 B-2 0.00 6,834,202.03 44,575.59 0.00 B-3 0.00 3,417,101.02 22,287.80 0.00 B-4 0.00 3,075,291.26 20,058.36 0.00 B-5 0.00 2,392,668.28 15,606.00 0.00 B-6 0.00 1,367,121.19 8,916.95 0.00 Totals 0.00 666,575,949.07 11,570,434.89 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 59,000,000.00 58,852,498.67 135,881.87 519,533.95 0.00 0.00 1-A2 3,125,000.00 3,117,187.43 7,197.13 27,517.69 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 ALR 50.00 0.00 0.00 0.00 0.00 0.00 2-A1 39,000,000.00 38,249,485.88 261,182.10 367,008.05 0.00 0.00 3-A1 33,500,000.00 33,364,881.66 127,697.96 107,550.27 0.00 0.00 4-A1 54,000,000.00 52,460,878.56 48,015.82 1,429,392.47 0.00 0.00 5-A1 29,500,000.00 28,836,241.74 105,840.93 13,242.93 0.00 0.00 6-A1 55,000,000.00 53,503,048.20 46,120.94 1,158,942.74 0.00 0.00 7-A1 170,416,000.00 166,795,239.54 159,816.20 1,795,766.21 0.00 0.00 8-A1 74,000,000.00 73,768,063.35 77,750.76 383,229.99 0.00 0.00 9-A1 40,000,000.00 38,909,742.31 39,264.65 290,370.11 0.00 0.00 10-A1 90,000,000.00 88,841,011.77 86,501.49 1,010,036.32 0.00 0.00 15-PO 777,575.44 774,406.95 3,069.22 2,860.22 0.00 0.00 30-PO 6,636,682.61 6,610,324.30 6,508.56 51,550.51 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 13,716,000.00 13,692,246.84 23,842.78 0.00 0.00 0.00 B-2 6,858,000.00 6,846,123.42 11,921.39 0.00 0.00 0.00 B-3 3,429,000.00 3,423,061.71 5,960.70 0.00 0.00 0.00 B-4 3,086,000.00 3,080,655.71 5,364.45 0.00 0.00 0.00 B-5 2,401,000.00 2,396,841.99 4,173.70 0.00 0.00 0.00 B-6 1,371,881.76 1,369,505.96 2,384.77 0.00 0.00 0.00 Totals 685,817,239.81 674,891,445.99 1,158,495.42 7,157,001.46 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 655,415.82 58,197,082.85 0.98639123 655,415.82 1-A2 34,714.82 3,082,472.61 0.98639124 34,714.82 AR 0.00 0.00 0.00000000 0.00 ALR 0.00 0.00 0.00000000 0.00 2-A1 628,190.15 37,621,295.73 0.96464861 628,190.15 3-A1 235,248.22 33,129,633.44 0.98894428 235,248.22 4-A1 1,477,408.30 50,983,470.26 0.94413834 1,477,408.30 5-A1 119,083.86 28,717,157.88 0.97346298 119,083.86 6-A1 1,205,063.68 52,297,984.52 0.95087245 1,205,063.68 7-A1 1,955,582.41 164,839,657.12 0.96727806 1,955,582.41 8-A1 460,980.74 73,307,082.60 0.99063625 460,980.74 9-A1 329,634.77 38,580,107.54 0.96450269 329,634.77 10-A1 1,096,537.82 87,744,473.95 0.97493860 1,096,537.82 15-PO 5,929.44 768,477.50 0.98829960 5,929.44 30-PO 58,059.07 6,552,265.23 0.98728018 58,059.07 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 23,842.78 13,668,404.06 0.99652990 23,842.78 B-2 11,921.39 6,834,202.03 0.99652990 11,921.39 B-3 5,960.70 3,417,101.02 0.99652990 5,960.70 B-4 5,364.45 3,075,291.26 0.99652990 5,364.45 B-5 4,173.70 2,392,668.28 0.99652990 4,173.70 B-6 2,384.77 1,367,121.19 0.99652990 2,384.77 Totals 8,315,496.89 666,575,949.07 0.97194400 8,315,496.89
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 59,000,000.00 997.49997746 2.30308254 8.80566017 0.00000000 1-A2 3,125,000.00 997.49997760 2.30308160 8.80566080 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 ALR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 39,000,000.00 980.75604821 6.69697692 9.41046282 0.00000000 3-A1 33,500,000.00 995.96661672 3.81187940 3.21045582 0.00000000 4-A1 54,000,000.00 971.49775111 0.88918185 26.47023093 0.00000000 5-A1 29,500,000.00 977.49972000 3.58782814 0.44891288 0.00000000 6-A1 55,000,000.00 972.78269455 0.83856255 21.07168618 0.00000000 7-A1 170,416,000.00 978.75340074 0.93780044 10.53754466 0.00000000 8-A1 74,000,000.00 996.86572095 1.05068595 5.17878365 0.00000000 9-A1 40,000,000.00 972.74355775 0.98161625 7.25925275 0.00000000 10-A1 90,000,000.00 987.12235300 0.96112767 11.22262578 0.00000000 15-PO 777,575.44 995.92516708 3.94716685 3.67838264 0.00000000 30-PO 6,636,682.61 996.02839076 0.98069478 7.76751173 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 13,716,000.00 998.26821522 1.73831875 0.00000000 0.00000000 B-2 6,858,000.00 998.26821522 1.73831875 0.00000000 0.00000000 B-3 3,429,000.00 998.26821522 1.73832021 0.00000000 0.00000000 B-4 3,086,000.00 998.26821452 1.73831821 0.00000000 0.00000000 B-5 2,401,000.00 998.26821741 1.73831737 0.00000000 0.00000000 B-6 1,371,881.76 998.26821810 1.73832036 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 11.10874271 986.39123475 0.98639123 11.10874271 1-A2 0.00000000 11.10874240 986.39123520 0.98639124 11.10874240 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 16.10743974 964.64860846 0.96464861 16.10743974 3-A1 0.00000000 7.02233493 988.94428179 0.98894428 7.02233493 4-A1 0.00000000 27.35941296 944.13833815 0.94413834 27.35941296 5-A1 0.00000000 4.03674102 973.46297898 0.97346298 4.03674102 6-A1 0.00000000 21.91024873 950.87244582 0.95087245 21.91024873 7-A1 0.00000000 11.47534510 967.27805558 0.96727806 11.47534510 8-A1 0.00000000 6.22946946 990.63625135 0.99063625 6.22946946 9-A1 0.00000000 8.24086925 964.50268850 0.96450269 8.24086925 10-A1 0.00000000 12.18375356 974.93859944 0.97493860 12.18375356 15-PO 0.00000000 7.62554949 988.29960473 0.98829960 7.62554949 30-PO 0.00000000 8.74820651 987.28018425 0.98728018 8.74820651 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 1.73831875 996.52989647 0.99652990 1.73831875 B-2 0.00000000 1.73831875 996.52989647 0.99652990 1.73831875 B-3 0.00000000 1.73832021 996.52989793 0.99652990 1.73832021 B-4 0.00000000 1.73831821 996.52989631 0.99652990 1.73831821 B-5 0.00000000 1.73831737 996.52989588 0.99652990 1.73831737 B-6 0.00000000 1.73832036 996.52989774 0.99652990 1.73832036 (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 59,000,000.00 5.25000% 58,852,498.67 257,479.68 0.00 0.00 1-A2 3,125,000.00 5.25000% 3,117,187.43 13,637.70 0.00 0.00 AR 50.00 5.25000% 0.00 0.00 0.00 0.00 ALR 50.00 5.25000% 0.00 0.00 0.00 0.00 2-A1 39,000,000.00 4.50000% 38,249,485.88 143,435.57 0.00 0.00 3-A1 33,500,000.00 4.75000% 33,364,881.66 132,069.32 0.00 0.00 4-A1 54,000,000.00 6.25000% 52,460,878.56 273,233.74 0.00 0.00 5-A1 29,500,000.00 5.46479% 28,836,241.74 131,319.88 0.00 0.00 6-A1 55,000,000.00 6.50000% 53,503,048.20 289,808.18 0.00 0.00 7-A1 170,416,000.00 6.00000% 166,795,239.54 833,976.20 0.00 0.00 8-A1 74,000,000.00 5.50000% 73,768,063.35 338,103.62 0.00 0.00 9-A1 40,000,000.00 5.75000% 38,909,742.31 186,442.52 0.00 0.00 10-A1 90,000,000.00 6.00000% 88,841,011.77 444,205.06 0.00 0.00 15-PO 777,575.44 0.00000% 774,406.95 0.00 0.00 0.00 30-PO 6,636,682.61 0.00000% 6,610,324.30 0.00 0.00 0.00 15-AX 0.00 4.50000% 5,411,184.25 20,291.94 0.00 0.00 30-AX-1 0.00 5.50000% 1,505,108.29 6,898.41 0.00 0.00 30-AX-2 0.00 6.00000% 7,417,617.44 37,088.09 0.00 0.00 B-1 13,716,000.00 5.72368% 13,692,246.84 65,308.40 0.00 0.00 B-2 6,858,000.00 5.72368% 6,846,123.42 32,654.20 0.00 0.00 B-3 3,429,000.00 5.72368% 3,423,061.71 16,327.10 0.00 0.00 B-4 3,086,000.00 5.72368% 3,080,655.71 14,693.91 0.00 0.00 B-5 2,401,000.00 5.72368% 2,396,841.99 11,432.30 0.00 0.00 B-6 1,371,881.76 5.72368% 1,369,505.96 6,532.18 0.00 0.00 Totals 685,817,239.81 3,254,938.00 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 0.00 257,479.68 0.00 58,197,082.85 1-A2 0.00 0.00 13,637.70 0.00 3,082,472.61 AR 0.00 0.00 0.00 0.00 0.00 ALR 0.00 0.00 0.00 0.00 0.00 2-A1 0.00 0.00 143,435.57 0.00 37,621,295.73 3-A1 0.00 0.00 132,069.32 0.00 33,129,633.44 4-A1 0.00 0.00 273,233.74 0.00 50,983,470.26 5-A1 0.00 0.00 131,319.88 0.00 28,717,157.88 6-A1 0.00 0.00 289,808.18 0.00 52,297,984.52 7-A1 0.00 0.00 833,976.20 0.00 164,839,657.12 8-A1 0.00 0.00 338,103.62 0.00 73,307,082.60 9-A1 0.00 0.00 186,442.52 0.00 38,580,107.54 10-A1 0.00 0.00 444,205.06 0.00 87,744,473.95 15-PO 0.00 0.00 0.00 0.00 768,477.50 30-PO 0.00 0.00 0.00 0.00 6,552,265.23 15-AX 0.00 0.00 20,291.94 0.00 5,329,602.87 30-AX-1 0.00 0.00 6,898.41 0.00 1,492,359.16 30-AX-2 0.00 0.00 37,088.09 0.00 7,275,762.75 B-1 0.00 0.00 65,308.40 0.00 13,668,404.06 B-2 0.00 0.00 32,654.20 0.00 6,834,202.03 B-3 0.00 0.00 16,327.10 0.00 3,417,101.02 B-4 0.00 0.00 14,693.91 0.00 3,075,291.26 B-5 0.00 0.00 11,432.30 0.00 2,392,668.28 B-6 0.00 0.00 6,532.18 0.00 1,367,121.19 Totals 0.00 0.00 3,254,938.00 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 59,000,000.00 5.25000% 997.49997746 4.36406237 0.00000000 0.00000000 1-A2 3,125,000.00 5.25000% 997.49997760 4.36406400 0.00000000 0.00000000 AR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 ALR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 39,000,000.00 4.50000% 980.75604821 3.67783513 0.00000000 0.00000000 3-A1 33,500,000.00 4.75000% 995.96661672 3.94236776 0.00000000 0.00000000 4-A1 54,000,000.00 6.25000% 971.49775111 5.05988407 0.00000000 0.00000000 5-A1 29,500,000.00 5.46479% 977.49972000 4.45152136 0.00000000 0.00000000 6-A1 55,000,000.00 6.50000% 972.78269455 5.26923964 0.00000000 0.00000000 7-A1 170,416,000.00 6.00000% 978.75340074 4.89376702 0.00000000 0.00000000 8-A1 74,000,000.00 5.50000% 996.86572095 4.56896784 0.00000000 0.00000000 9-A1 40,000,000.00 5.75000% 972.74355775 4.66106300 0.00000000 0.00000000 10-A1 90,000,000.00 6.00000% 987.12235300 4.93561178 0.00000000 0.00000000 15-PO 777,575.44 0.00000% 995.92516708 0.00000000 0.00000000 0.00000000 30-PO 6,636,682.61 0.00000% 996.02839076 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 977.24846899 3.66468159 0.00000000 0.00000000 30-AX-1 0.00 5.50000% 981.65359475 4.49924369 0.00000000 0.00000000 30-AX-2 0.00 6.00000% 964.61960946 4.82309841 0.00000000 0.00000000 B-1 13,716,000.00 5.72368% 998.26821522 4.76147565 0.00000000 0.00000000 B-2 6,858,000.00 5.72368% 998.26821522 4.76147565 0.00000000 0.00000000 B-3 3,429,000.00 5.72368% 998.26821522 4.76147565 0.00000000 0.00000000 B-4 3,086,000.00 5.72368% 998.26821452 4.76147440 0.00000000 0.00000000 B-5 2,401,000.00 5.72368% 998.26821741 4.76147439 0.00000000 0.00000000 B-6 1,371,881.76 5.72368% 998.26821810 4.76147449 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 4.36406237 0.00000000 986.39123475 1-A2 0.00000000 0.00000000 4.36406400 0.00000000 986.39123520 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 3.67783513 0.00000000 964.64860846 3-A1 0.00000000 0.00000000 3.94236776 0.00000000 988.94428179 4-A1 0.00000000 0.00000000 5.05988407 0.00000000 944.13833815 5-A1 0.00000000 0.00000000 4.45152136 0.00000000 973.46297898 6-A1 0.00000000 0.00000000 5.26923964 0.00000000 950.87244582 7-A1 0.00000000 0.00000000 4.89376702 0.00000000 967.27805558 8-A1 0.00000000 0.00000000 4.56896784 0.00000000 990.63625135 9-A1 0.00000000 0.00000000 4.66106300 0.00000000 964.50268850 10-A1 0.00000000 0.00000000 4.93561178 0.00000000 974.93859944 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 988.29960473 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 987.28018425 15-AX 0.00000000 0.00000000 3.66468159 0.00000000 962.51504374 30-AX-1 0.00000000 0.00000000 4.49924369 0.00000000 973.33842609 30-AX-2 0.00000000 0.00000000 4.82309841 0.00000000 946.17220141 B-1 0.00000000 0.00000000 4.76147565 0.00000000 996.52989647 B-2 0.00000000 0.00000000 4.76147565 0.00000000 996.52989647 B-3 0.00000000 0.00000000 4.76147565 0.00000000 996.52989793 B-4 0.00000000 0.00000000 4.76147440 0.00000000 996.52989631 B-5 0.00000000 0.00000000 4.76147439 0.00000000 996.52989588 B-6 0.00000000 0.00000000 4.76147449 0.00000000 996.52989774 (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 15-PO-1 0.00000% 0.00 0.00 9,291.21 9,222.16 98.52692937% 15-PO-2 0.00000% 0.00 0.00 765,115.74 759,255.34 98.83365264% 30-PO-1 0.00000% 0.00 0.00 166,667.26 166,248.92 99.49235529% 30-PO-2 0.00000% 0.00 0.00 22,339.07 20,161.41 90.14509394% 30-PO-3 0.00000% 0.00 0.00 912,495.36 865,863.60 93.23140810% 30-PO-4 0.00000% 0.00 0.00 4,478,311.75 4,473,993.50 99.78380583% 30-PO-5 0.00000% 0.00 0.00 450,911.77 449,243.58 98.83691979% 30-PO-6 0.00000% 0.00 0.00 89,946.72 89,854.69 99.77948608% 30-PO-7 0.00000% 0.00 0.00 489,652.38 486,899.52 99.32177785% 15-AX-1 4.50000% 4,753,096.23 4,674,150.58 0.00 0.00 95.85062282% 15-AX-2 4.50000% 658,088.03 655,452.29 0.00 0.00 99.21047236% 30-AX-1-1 5.50000% 730,484.87 723,953.86 0.00 0.00 98.97780176% 30-AX-1-2 5.50000% 60,381.32 60,317.45 0.00 0.00 89.71481471% 30-AX-1-3 5.50000% 714,242.10 708,087.85 0.00 0.00 96.39425658% 30-AX-2-1 6.00000% 2,883,073.43 2,864,909.77 0.00 0.00 99.12265693% 30-AX-2-2 6.00000% 912,777.56 887,837.28 0.00 0.00 95.71430925% 30-AX-2-3 6.00000% 1,499,134.90 1,473,477.54 0.00 0.00 93.19968314% 30-AX-2-4 6.00000% 2,122,631.55 2,049,538.17 0.00 0.00 89.46693073%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 11,630,607.51 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 91,105.43 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 11,721,712.94 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 151,278.05 Payment of Interest and Principal 11,570,434.89 Total Withdrawals (Pool Distribution Amount) 11,721,712.94 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 147,663.19 LPMI 695.98 Master Servicing Fee 309.10 WMMSC Servicing Fee 2,609.78 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 151,278.05
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 3 0 0 3 488,684.62 0.00 0.00 488,684.62 30 Days 45 1 0 0 46 12,660,996.10 128,793.06 0.00 0.00 12,789,789.16 60 Days 3 1 0 0 4 1,302,597.55 53,253.00 0.00 0.00 1,355,850.55 90 Days 2 0 0 0 2 705,382.67 0.00 0.00 0.00 705,382.67 120 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 50 5 0 0 55 14,668,976.32 670,730.68 0.00 0.00 15,339,707.00 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 0.104203% 0.000000% 0.000000% 0.104203% 0.073219% 0.000000% 0.000000% 0.073219% 30 Days 1.563043% 0.034734% 0.000000% 0.000000% 1.597777% 1.896990% 0.019297% 0.000000% 0.000000% 1.916287% 60 Days 0.104203% 0.034734% 0.000000% 0.000000% 0.138937% 0.195167% 0.007979% 0.000000% 0.000000% 0.203146% 90 Days 0.069469% 0.000000% 0.000000% 0.000000% 0.069469% 0.105687% 0.000000% 0.000000% 0.000000% 0.105687% 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 1.736714% 0.173671% 0.000000% 0.000000% 1.910386% 2.197845% 0.100495% 0.000000% 0.000000% 2.298340%
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 3 0 0 0 3 575,698.01 0.00 0.00 0.00 575,698.01 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 575,698.01 0.00 0.00 0.00 575,698.01 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.807229% 0.000000% 0.000000% 0.000000% 1.807229% 0.892636% 0.000000% 0.000000% 0.000000% 0.892636% 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 1.807229% 0.000000% 0.000000% 0.000000% 1.807229% 0.892636% 0.000000% 0.000000% 0.000000% 0.892636% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 10 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 9 0 0 0 9 1,296,584.32 0.00 0.00 0.00 1,296,584.32 60 Days 1 0 0 0 1 100,692.00 0.00 0.00 0.00 100,692.00 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 10 0 0 0 10 1,397,276.32 0.00 0.00 0.00 1,397,276.32 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.627486% 0.000000% 0.000000% 0.000000% 1.627486% 1.383876% 0.000000% 0.000000% 0.000000% 1.383876% 60 Days 0.180832% 0.000000% 0.000000% 0.000000% 0.180832% 0.107471% 0.000000% 0.000000% 0.000000% 0.107471% 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 1.808318% 0.000000% 0.000000% 0.000000% 1.808318% 1.491347% 0.000000% 0.000000% 0.000000% 1.491347% 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 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 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 1 0 0 0 1 259,969.87 0.00 0.00 0.00 259,969.87 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 1 259,969.87 0.00 0.00 0.00 259,969.87 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.392157% 0.000000% 0.000000% 0.000000% 0.392157% 0.713786% 0.000000% 0.000000% 0.000000% 0.713786% 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 0.392157% 0.000000% 0.000000% 0.000000% 0.392157% 0.713786% 0.000000% 0.000000% 0.000000% 0.713786% 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 1 0 0 1 116,372.06 0.00 0.00 116,372.06 30 Days 2 0 0 0 2 682,422.40 0.00 0.00 0.00 682,422.40 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 2 0 0 0 2 705,382.67 0.00 0.00 0.00 705,382.67 120 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 4 1 0 0 5 1,387,805.07 116,372.06 0.00 0.00 1,504,177.13 0-29 Days 0.471698% 0.000000% 0.000000% 0.471698% 0.209440% 0.000000% 0.000000% 0.209440% 30 Days 0.943396% 0.000000% 0.000000% 0.000000% 0.943396% 1.228185% 0.000000% 0.000000% 0.000000% 1.228185% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.943396% 0.000000% 0.000000% 0.000000% 0.943396% 1.269508% 0.000000% 0.000000% 0.000000% 1.269508% 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 1.886792% 0.471698% 0.000000% 0.000000% 2.358491% 2.497693% 0.209440% 0.000000% 0.000000% 2.707133% 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 1 0 0 1 144,849.40 0.00 0.00 144,849.40 30 Days 2 0 0 0 2 194,245.12 0.00 0.00 0.00 194,245.12 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 1 0 0 3 194,245.12 144,849.40 0.00 0.00 339,094.52 0-29 Days 0.375940% 0.000000% 0.000000% 0.375940% 0.464778% 0.000000% 0.000000% 0.464778% 30 Days 0.751880% 0.000000% 0.000000% 0.000000% 0.751880% 0.623274% 0.000000% 0.000000% 0.000000% 0.623274% 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 0.751880% 0.375940% 0.000000% 0.000000% 1.127820% 0.623274% 0.464778% 0.000000% 0.000000% 1.088052% 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 1 0 0 1 227,463.16 0.00 0.00 227,463.16 30 Days 9 1 0 0 10 2,038,853.70 128,793.06 0.00 0.00 2,167,646.76 60 Days 0 1 0 0 1 0.00 53,253.00 0.00 0.00 53,253.00 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 9 3 0 0 12 2,038,853.70 409,509.22 0.00 0.00 2,448,362.92 0-29 Days 0.290698% 0.000000% 0.000000% 0.290698% 0.404348% 0.000000% 0.000000% 0.404348% 30 Days 2.616279% 0.290698% 0.000000% 0.000000% 2.906977% 3.624349% 0.228948% 0.000000% 0.000000% 3.853297% 60 Days 0.000000% 0.290698% 0.000000% 0.000000% 0.290698% 0.000000% 0.094665% 0.000000% 0.000000% 0.094665% 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 2.616279% 0.872093% 0.000000% 0.000000% 3.488372% 3.624349% 0.727960% 0.000000% 0.000000% 4.352309% 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 9 0 0 0 9 5,309,042.13 0.00 0.00 0.00 5,309,042.13 60 Days 1 0 0 0 1 978,847.76 0.00 0.00 0.00 978,847.76 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 6,287,889.89 0.00 0.00 0.00 6,287,889.89 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.578797% 0.000000% 0.000000% 0.000000% 2.578797% 3.096229% 0.000000% 0.000000% 0.000000% 3.096229% 60 Days 0.286533% 0.000000% 0.000000% 0.000000% 0.286533% 0.570863% 0.000000% 0.000000% 0.000000% 0.570863% 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 2.865330% 0.000000% 0.000000% 0.000000% 2.865330% 3.667092% 0.000000% 0.000000% 0.000000% 3.667092% 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 6 0 0 0 6 1,454,992.16 0.00 0.00 0.00 1,454,992.16 60 Days 1 0 0 0 1 223,057.79 0.00 0.00 0.00 223,057.79 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 1,678,049.95 0.00 0.00 0.00 1,678,049.95 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.538462% 0.000000% 0.000000% 0.000000% 1.538462% 1.846560% 0.000000% 0.000000% 0.000000% 1.846560% 60 Days 0.256410% 0.000000% 0.000000% 0.000000% 0.256410% 0.283087% 0.000000% 0.000000% 0.000000% 0.283087% 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 1.794872% 0.000000% 0.000000% 0.000000% 1.794872% 2.129647% 0.000000% 0.000000% 0.000000% 2.129647% 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 4 0 0 0 4 849,188.39 0.00 0.00 0.00 849,188.39 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 4 849,188.39 0.00 0.00 0.00 849,188.39 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.818182% 0.000000% 0.000000% 0.000000% 1.818182% 2.088885% 0.000000% 0.000000% 0.000000% 2.088885% 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 1.818182% 0.000000% 0.000000% 0.000000% 1.818182% 2.088885% 0.000000% 0.000000% 0.000000% 2.088885%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 91,105.43
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 279,888.00 0.04081087% 279,888.00 0.04198891% Fraud 6,858,172.00 0.99999994% 6,858,172.00 1.02886580% Special Hazard 6,858,174.00 1.00000023% 6,858,174.00 1.02886610% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.056469% Weighted Average Pass-Through Rate 5.787487% Weighted Average Maturity(Stepdown Calculation ) 312 Beginning Scheduled Collateral Loan Count 2,903 Number Of Loans Paid In Full 24 Ending Scheduled Collateral Loan Count 2,879 Beginning Scheduled Collateral Balance 674,891,445.98 Ending Scheduled Collateral Balance 666,575,949.08 Ending Actual Collateral Balance at 31-Jul-2004 667,425,494.23 Monthly P &I Constant 4,564,711.53 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 11,241,861.95 Class AP Deferred Amount 0.00 Scheduled Principal 1,158,495.44 Unscheduled Principal 7,157,001.46
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 20 Year Fixed 10 Year Fixed 15 Year Weighted Average Coupon Rate 5.753493 5.293186 4.981595 Weighted Average Net Rate 5.503494 5.043187 4.731594 Weighted Average Maturity 235 115 177 Beginning Loan Count 167 125 256 Loans Paid In Full 1 1 1 Ending Loan Count 166 124 255 Beginning Scheduled Balance 65,075,865.93 39,374,633.49 36,562,650.09 Ending scheduled Balance 64,378,530.04 38,738,754.80 36,312,230.94 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 462,281.81 442,551.70 291,792.26 Scheduled Principal 150,270.52 268,870.64 140,008.66 Unscheduled Principal 547,065.37 367,008.05 110,410.49 Scheduled Interest 312,011.29 173,681.06 151,783.60 Servicing Fees 13,557.45 8,203.04 7,617.24 Master Servicing Fees 20.93 29.24 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 39.75 4.60 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 298,393.16 165,444.18 144,166.36 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 5.502374 5.042155 4.731595
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 30 Year Fixed 15 Year Fixed 30 Year Weighted Average Coupon Rate 6.602234 5.760048 6.889384 Weighted Average Net Rate 6.346570 5.465720 6.566737 Weighted Average Maturity 356 176 356 Beginning Loan Count 217 266 349 Loans Paid In Full 5 0 5 Ending Loan Count 212 266 344 Beginning Scheduled Balance 57,005,932.70 31,216,281.26 57,471,248.34 Ending scheduled Balance 55,522,207.25 31,088,461.67 56,216,918.81 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 365,814.88 264,416.05 379,543.64 Scheduled Principal 52,176.14 114,576.66 49,592.40 Unscheduled Principal 1,431,549.31 13,242.93 1,204,737.13 Scheduled Interest 313,638.74 149,839.39 329,951.24 Servicing Fees 12,145.28 7,656.50 15,452.41 Master Servicing Fees 0.00 24.37 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 140.08 0.00 643.26 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 301,353.38 142,158.52 313,855.57 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.343622 5.464784 6.553306
Group Level Collateral Statement Group 7 8 9 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.177348 5.788333 6.012723 Weighted Average Net Rate 5.922359 5.537165 5.760299 Weighted Average Maturity 356.00 356.00 356.00 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 1,058,071.54 465,516.82 246,528.63 Beginning Loan Count 353 392 221 Loans Paid In Full 4 2 1 Ending Loan Count 349 390 220 Beginning Scheduled Balance 173,303,279.29 79,198,855.17 40,953,319.35 Ending Scheduled Balance 171,341,433.82 78,730,957.50 40,621,621.11 Scheduled Principal 165,942.70 83,492.34 41,327.83 Unscheduled Principal 1,795,902.77 384,405.33 290,370.41 Scheduled Interest 892,128.84 382,024.48 205,200.80 Servicing Fee 36,825.27 16,576.85 8,614.66 Master Servicing Fee 9.56 143.03 17.60 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 556.08 1,028.47 488.10 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 854,737.93 364,276.13 196,080.44 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 5.918443 5.519416 5.745482
Group Level Collateral Statement Group 10 Total Collateral Description Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 6.282612 6.056469 Weighted Average Net Rate 6.016408 5.793915 Weighted Average Maturity 355.00 312.00 Record Date 07/31/2004 07/31/2004 Principal And Interest Constant 588,194.20 4,564,711.53 Beginning Loan Count 557 2,903 Loans Paid In Full 4 24 Ending Loan Count 553 2,879 Beginning Scheduled Balance 94,729,380.36 674,891,445.98 Ending Scheduled Balance 93,624,833.14 666,575,949.08 Scheduled Principal 92,237.55 1,158,495.44 Unscheduled Principal 1,012,309.67 7,157,001.46 Scheduled Interest 495,956.65 3,406,216.09 Servicing Fee 21,014.49 147,663.19 Master Servicing Fee 64.37 309.10 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 405.42 3,305.76 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 474,472.37 3,254,938.04 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.010456 5.787487
Miscellaneous Reporting Group 1 Subordinate % 4.528653% Senior Prepayment % 100.000000% Senior % 95.471347% Group 2 Subordinate % 2.834616% Senior Prepayment % 100.000000% Senior % 97.165384% Group 3 Subordinate % 6.795587% Senior Prepayment % 100.000000% Senior % 93.204413%
Miscellaneous Reporting Group 4 Subordinate % 7.936872% Senior Prepayment % 100.000000% Senior % 92.063128% Group 5 Subordinate % 7.624353% Senior Prepayment % 100.000000% Senior % 92.375647% Group 6 Subordinate % 5.402709% Senior Prepayment % 100.000000% Senior % 94.597291%
Miscellaneous Reporting Group 7 Subordinate % 1.202268% Senior Prepayment % 100.000000% Senior % 98.797732% Group 8 Subordinate % 6.323822% Senior Prepayment % 100.000000% Senior % 93.676178% Group 9 Subordinate % 4.780884% Senior Prepayment % 100.000000% Senior % 95.219116%
Miscellaneous Reporting Group 10 Subordinate % 5.728705% Senior Prepayment % 100.000000% Senior % 94.271295%
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