-----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, LMk9MgdmPpBW3UQ//v6UAQlyQ2svqlggmh5qjhkBGAFRVV7kMWuHR/4gzTmCg97u HHfLmi1p9rhjUSW9ujv39A== 0001056404-04-004260.txt : 20041203 0001056404-04-004260.hdr.sgml : 20041203 20041203145118 ACCESSION NUMBER: 0001056404-04-004260 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: MASTR Alternative Loan Trust 2004-6 CENTRAL INDEX KEY: 0001296009 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: 333-106982-30 FILM NUMBER: 041183378 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 mal04006_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 2004-6 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-30 54-2155143 Pooling and Servicing Agreement) (Commission 54-2155144 (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 2004-6 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 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 2004-6 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: 12/2/2004 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 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: 2004-6 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% 56,495,408.35 247,015.37 144,523.07 1-A2 576434SD7 SEN 5.25000% 2,992,341.54 13,083.44 7,654.82 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% 36,564,098.97 137,031.03 449,434.69 3-A1 576434SF2 SEN 4.75000% 32,857,420.14 129,980.62 234,613.69 4-A1 576434SG0 SEN 6.25000% 47,965,339.36 249,665.80 1,580,012.31 5-A1 576434SH8 SEN 5.45572% 27,774,386.73 126,196.66 585,921.14 6-A1 576434SJ4 SEN 6.50000% 50,019,865.28 270,774.27 1,270,258.93 7-A1 576434SK1 SEN 6.00000% 158,326,919.32 791,147.63 2,924,782.37 8-A1 576434SL9 SEN 5.50000% 71,613,787.73 328,027.95 1,143,527.38 9-A1 576434SM7 SEN 5.75000% 37,997,407.09 181,958.91 317,034.55 10-A1 576434SN5 SEN 6.00000% 84,766,853.62 423,573.55 2,617,530.17 15-PO 576434SP0 PO 0.00000% 762,060.39 0.00 3,396.48 30-PO 576434SQ8 PO 0.00000% 6,380,378.97 0.00 83,532.19 15-AX 576434SR6 IO 4.50000% 0.00 19,433.56 0.00 30-AX-1 576434SS4 IO 5.50000% 0.00 6,667.84 0.00 30-AX-2 576434ST2 IO 6.00000% 0.00 34,227.95 0.00 B-1 576434SW5 SUB 5.72483% 13,620,353.54 64,938.56 24,233.90 B-2 576434SX3 SUB 5.72483% 6,810,176.77 32,469.28 12,116.95 B-3 576434SY1 SUB 5.72483% 3,405,088.38 16,234.64 6,058.48 B-4 576434SZ8 SUB 5.72483% 3,064,480.24 14,610.70 5,452.45 B-5 576434TA2 SUB 5.72483% 2,384,256.99 11,367.56 4,242.17 B-6 576434TB0 SUB 5.72483% 1,362,315.15 6,495.19 2,423.89 Totals 645,162,938.56 3,104,900.51 11,416,749.63
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 56,350,885.27 391,538.44 0.00 1-A2 0.00 2,984,686.72 20,738.26 0.00 AR 0.00 0.00 0.00 0.00 ALR 0.00 0.00 0.00 0.00 2-A1 0.00 36,114,664.28 586,465.72 0.00 3-A1 0.00 32,622,806.45 364,594.31 0.00 4-A1 0.00 46,385,327.04 1,829,678.11 0.00 5-A1 0.00 27,188,465.59 712,117.80 0.00 6-A1 0.00 48,749,606.35 1,541,033.20 0.00 7-A1 0.00 155,402,136.95 3,715,930.00 0.00 8-A1 0.00 70,470,260.36 1,471,555.33 0.00 9-A1 0.00 37,680,372.54 498,993.46 0.00 10-A1 0.00 82,149,323.45 3,041,103.72 0.00 15-PO 0.00 758,663.91 3,396.48 0.00 30-PO 0.00 6,296,846.78 83,532.19 0.00 15-AX 0.00 0.00 19,433.56 0.00 30-AX-1 0.00 0.00 6,667.84 0.00 30-AX-2 0.00 0.00 34,227.95 0.00 B-1 0.00 13,596,119.64 89,172.46 0.00 B-2 0.00 6,798,059.82 44,586.23 0.00 B-3 0.00 3,399,029.91 22,293.12 0.00 B-4 0.00 3,059,027.79 20,063.15 0.00 B-5 0.00 2,380,014.82 15,609.73 0.00 B-6 0.00 1,359,891.26 8,919.08 0.00 Totals 0.00 633,746,188.93 14,521,650.14 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 56,495,408.35 133,636.40 10,886.67 0.00 0.00 1-A2 3,125,000.00 2,992,341.54 7,078.20 576.62 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 36,564,098.97 258,518.78 190,915.91 0.00 0.00 3-A1 33,500,000.00 32,857,420.14 129,001.61 105,612.09 0.00 0.00 4-A1 54,000,000.00 47,965,339.36 44,901.30 1,535,111.02 0.00 0.00 5-A1 29,500,000.00 27,774,386.73 104,385.02 481,536.12 0.00 0.00 6-A1 55,000,000.00 50,019,865.28 44,120.55 1,226,138.38 0.00 0.00 7-A1 170,416,000.00 158,326,919.32 153,691.47 2,771,090.90 0.00 0.00 8-A1 74,000,000.00 71,613,787.73 76,997.91 1,066,529.46 0.00 0.00 9-A1 40,000,000.00 37,997,407.09 39,479.83 277,554.72 0.00 0.00 10-A1 90,000,000.00 84,766,853.62 84,615.03 2,532,915.15 0.00 0.00 15-PO 777,575.44 762,060.39 3,096.44 300.04 0.00 0.00 30-PO 6,636,682.61 6,380,378.97 6,384.28 77,147.91 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 13,620,353.54 24,233.90 0.00 0.00 0.00 B-2 6,858,000.00 6,810,176.77 12,116.95 0.00 0.00 0.00 B-3 3,429,000.00 3,405,088.38 6,058.48 0.00 0.00 0.00 B-4 3,086,000.00 3,064,480.24 5,452.45 0.00 0.00 0.00 B-5 2,401,000.00 2,384,256.99 4,242.17 0.00 0.00 0.00 B-6 1,371,881.76 1,362,315.15 2,423.89 0.00 0.00 0.00 Totals 685,817,239.81 645,162,938.56 1,140,434.66 10,276,314.99 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 144,523.07 56,350,885.27 0.95509975 144,523.07 1-A2 7,654.82 2,984,686.72 0.95509975 7,654.82 AR 0.00 0.00 0.00000000 0.00 ALR 0.00 0.00 0.00000000 0.00 2-A1 449,434.69 36,114,664.28 0.92601703 449,434.69 3-A1 234,613.69 32,622,806.45 0.97381512 234,613.69 4-A1 1,580,012.31 46,385,327.04 0.85898754 1,580,012.31 5-A1 585,921.14 27,188,465.59 0.92164290 585,921.14 6-A1 1,270,258.93 48,749,606.35 0.88635648 1,270,258.93 7-A1 2,924,782.37 155,402,136.95 0.91189875 2,924,782.37 8-A1 1,143,527.38 70,470,260.36 0.95230082 1,143,527.38 9-A1 317,034.55 37,680,372.54 0.94200931 317,034.55 10-A1 2,617,530.17 82,149,323.45 0.91277026 2,617,530.17 15-PO 3,396.48 758,663.91 0.97567885 3,396.48 30-PO 83,532.19 6,296,846.78 0.94879432 83,532.19 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 24,233.90 13,596,119.64 0.99125982 24,233.90 B-2 12,116.95 6,798,059.82 0.99125982 12,116.95 B-3 6,058.48 3,399,029.91 0.99125982 6,058.48 B-4 5,452.45 3,059,027.79 0.99125982 5,452.45 B-5 4,242.17 2,380,014.82 0.99125982 4,242.17 B-6 2,423.89 1,359,891.26 0.99125982 2,423.89 Totals 11,416,749.63 633,746,188.93 0.92407445 11,416,749.63
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 59,000,000.00 957.54929407 2.26502373 0.18451983 0.00000000 1-A2 3,125,000.00 957.54929280 2.26502400 0.18451840 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 39,000,000.00 937.54099923 6.62868667 4.89527974 0.00000000 3-A1 33,500,000.00 980.81851164 3.85079433 3.15259970 0.00000000 4-A1 54,000,000.00 888.24702519 0.83150556 28.42798185 0.00000000 5-A1 29,500,000.00 941.50463492 3.53847525 16.32325831 0.00000000 6-A1 55,000,000.00 909.45209600 0.80219182 22.29342509 0.00000000 7-A1 170,416,000.00 929.06135175 0.90186056 16.26074371 0.00000000 8-A1 74,000,000.00 967.75388824 1.04051230 14.41256027 0.00000000 9-A1 40,000,000.00 949.93517725 0.98699575 6.93886800 0.00000000 10-A1 90,000,000.00 941.85392911 0.94016700 28.14350167 0.00000000 15-PO 777,575.44 980.04688780 3.98217310 0.38586610 0.00000000 30-PO 6,636,682.61 961.38075978 0.96196856 11.62446881 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 13,716,000.00 993.02665063 1.76683435 0.00000000 0.00000000 B-2 6,858,000.00 993.02665063 1.76683435 0.00000000 0.00000000 B-3 3,429,000.00 993.02664917 1.76683581 0.00000000 0.00000000 B-4 3,086,000.00 993.02664938 1.76683409 0.00000000 0.00000000 B-5 2,401,000.00 993.02665140 1.76683465 0.00000000 0.00000000 B-6 1,371,881.76 993.02665122 1.76683594 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 2.44954356 955.09975034 0.95509975 2.44954356 1-A2 0.00000000 2.44954240 955.09975040 0.95509975 2.44954240 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 11.52396641 926.01703282 0.92601703 11.52396641 3-A1 0.00000000 7.00339373 973.81511791 0.97381512 7.00339373 4-A1 0.00000000 29.25948722 858.98753778 0.85898754 29.25948722 5-A1 0.00000000 19.86173356 921.64290136 0.92164290 19.86173356 6-A1 0.00000000 23.09561691 886.35647909 0.88635648 23.09561691 7-A1 0.00000000 17.16260427 911.89874748 0.91189875 17.16260427 8-A1 0.00000000 15.45307270 952.30081568 0.95230082 15.45307270 9-A1 0.00000000 7.92586375 942.00931350 0.94200931 7.92586375 10-A1 0.00000000 29.08366856 912.77026056 0.91277026 29.08366856 15-PO 0.00000000 4.36803920 975.67884860 0.97567885 4.36803920 30-PO 0.00000000 12.58643737 948.79432241 0.94879432 12.58643737 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 1.76683435 991.25981627 0.99125982 1.76683435 B-2 0.00000000 1.76683435 991.25981627 0.99125982 1.76683435 B-3 0.00000000 1.76683581 991.25981627 0.99125982 1.76683581 B-4 0.00000000 1.76683409 991.25981529 0.99125982 1.76683409 B-5 0.00000000 1.76683465 991.25981674 0.99125982 1.76683465 B-6 0.00000000 1.76683594 991.25981528 0.99125982 1.76683594 (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% 56,495,408.35 247,167.41 0.00 0.00 1-A2 3,125,000.00 5.25000% 2,992,341.54 13,091.49 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% 36,564,098.97 137,115.37 0.00 0.00 3-A1 33,500,000.00 4.75000% 32,857,420.14 130,060.62 0.00 0.00 4-A1 54,000,000.00 6.25000% 47,965,339.36 249,819.48 0.00 0.00 5-A1 29,500,000.00 5.45572% 27,774,386.73 126,274.34 0.00 0.00 6-A1 55,000,000.00 6.50000% 50,019,865.28 270,940.94 0.00 0.00 7-A1 170,416,000.00 6.00000% 158,326,919.32 791,634.60 0.00 0.00 8-A1 74,000,000.00 5.50000% 71,613,787.73 328,229.86 0.00 0.00 9-A1 40,000,000.00 5.75000% 37,997,407.09 182,070.91 0.00 0.00 10-A1 90,000,000.00 6.00000% 84,766,853.62 423,834.27 0.00 0.00 15-PO 777,575.44 0.00000% 762,060.39 0.00 0.00 0.00 30-PO 6,636,682.61 0.00000% 6,380,378.97 0.00 0.00 0.00 15-AX 0.00 4.50000% 5,185,473.02 19,445.52 0.00 0.00 30-AX-1 0.00 5.50000% 1,455,696.09 6,671.94 0.00 0.00 30-AX-2 0.00 6.00000% 6,849,804.54 34,249.02 0.00 0.00 B-1 13,716,000.00 5.72483% 13,620,353.54 64,978.53 0.00 0.00 B-2 6,858,000.00 5.72483% 6,810,176.77 32,489.26 0.00 0.00 B-3 3,429,000.00 5.72483% 3,405,088.38 16,244.63 0.00 0.00 B-4 3,086,000.00 5.72483% 3,064,480.24 14,619.70 0.00 0.00 B-5 2,401,000.00 5.72483% 2,384,256.99 11,374.56 0.00 0.00 B-6 1,371,881.76 5.72483% 1,362,315.15 6,499.19 0.00 0.00 Totals 685,817,239.81 3,106,811.64 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 152.04 0.00 247,015.37 0.00 56,350,885.27 1-A2 8.05 0.00 13,083.44 0.00 2,984,686.72 AR 0.00 0.00 0.00 0.00 0.00 ALR 0.00 0.00 0.00 0.00 0.00 2-A1 84.35 0.00 137,031.03 0.00 36,114,664.28 3-A1 80.01 0.00 129,980.62 0.00 32,622,806.45 4-A1 153.68 0.00 249,665.80 0.00 46,385,327.04 5-A1 77.68 0.00 126,196.66 0.00 27,188,465.59 6-A1 166.67 0.00 270,774.27 0.00 48,749,606.35 7-A1 486.97 0.00 791,147.63 0.00 155,402,136.95 8-A1 201.91 0.00 328,027.95 0.00 70,470,260.36 9-A1 112.00 0.00 181,958.91 0.00 37,680,372.54 10-A1 260.72 0.00 423,573.55 0.00 82,149,323.45 15-PO 0.00 0.00 0.00 0.00 758,663.91 30-PO 0.00 0.00 0.00 0.00 6,296,846.78 15-AX 11.96 0.00 19,433.56 0.00 5,107,873.36 30-AX-1 4.10 0.00 6,667.84 0.00 1,424,507.75 30-AX-2 21.07 0.00 34,227.95 0.00 6,653,238.63 B-1 39.97 0.00 64,938.56 0.00 13,596,119.64 B-2 19.99 0.00 32,469.28 0.00 6,798,059.82 B-3 9.99 0.00 16,234.64 0.00 3,399,029.91 B-4 8.99 0.00 14,610.70 0.00 3,059,027.79 B-5 7.00 0.00 11,367.56 0.00 2,380,014.82 B-6 4.00 0.00 6,495.19 0.00 1,359,891.26 Totals 1,911.15 0.00 3,104,900.51 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% 957.54929407 4.18927814 0.00000000 0.00000000 1-A2 3,125,000.00 5.25000% 957.54929280 4.18927680 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% 937.54099923 3.51577872 0.00000000 0.00000000 3-A1 33,500,000.00 4.75000% 980.81851164 3.88240657 0.00000000 0.00000000 4-A1 54,000,000.00 6.25000% 888.24702519 4.62628667 0.00000000 0.00000000 5-A1 29,500,000.00 5.45572% 941.50463492 4.28048610 0.00000000 0.00000000 6-A1 55,000,000.00 6.50000% 909.45209600 4.92619891 0.00000000 0.00000000 7-A1 170,416,000.00 6.00000% 929.06135175 4.64530678 0.00000000 0.00000000 8-A1 74,000,000.00 5.50000% 967.75388824 4.43553865 0.00000000 0.00000000 9-A1 40,000,000.00 5.75000% 949.93517725 4.55177275 0.00000000 0.00000000 10-A1 90,000,000.00 6.00000% 941.85392911 4.70926967 0.00000000 0.00000000 15-PO 777,575.44 0.00000% 980.04688780 0.00000000 0.00000000 0.00000000 30-PO 6,636,682.61 0.00000% 961.38075978 0.00000000 0.00000000 0.00000000 15-AX 0.00 4.50000% 936.48549665 3.51181992 0.00000000 0.00000000 30-AX-1 0.00 5.50000% 949.42623671 4.35153665 0.00000000 0.00000000 30-AX-2 0.00 6.00000% 890.77872156 4.45389326 0.00000000 0.00000000 B-1 13,716,000.00 5.72483% 993.02665063 4.73742563 0.00000000 0.00000000 B-2 6,858,000.00 5.72483% 993.02665063 4.73742491 0.00000000 0.00000000 B-3 3,429,000.00 5.72483% 993.02664917 4.73742491 0.00000000 0.00000000 B-4 3,086,000.00 5.72483% 993.02664938 4.73742709 0.00000000 0.00000000 B-5 2,401,000.00 5.72483% 993.02665140 4.73742607 0.00000000 0.00000000 B-6 1,371,881.76 5.72483% 993.02665122 4.73742723 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 0.00257695 0.00000000 4.18670119 0.00000000 955.09975034 1-A2 0.00257600 0.00000000 4.18670080 0.00000000 955.09975040 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 ALR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00216282 0.00000000 3.51361615 0.00000000 926.01703282 3-A1 0.00238836 0.00000000 3.88001851 0.00000000 973.81511791 4-A1 0.00284593 0.00000000 4.62344074 0.00000000 858.98753778 5-A1 0.00263322 0.00000000 4.27785288 0.00000000 921.64290136 6-A1 0.00303036 0.00000000 4.92316855 0.00000000 886.35647909 7-A1 0.00285754 0.00000000 4.64244924 0.00000000 911.89874748 8-A1 0.00272851 0.00000000 4.43281014 0.00000000 952.30081568 9-A1 0.00280000 0.00000000 4.54897275 0.00000000 942.00931350 10-A1 0.00289689 0.00000000 4.70637278 0.00000000 912.77026056 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 975.67884860 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 948.79432241 15-AX 0.00215995 0.00000000 3.50965997 0.00000000 922.47116163 30-AX-1 0.00267408 0.00000000 4.34886257 0.00000000 929.08474615 30-AX-2 0.00274004 0.00000000 4.45115322 0.00000000 865.21642574 B-1 0.00291411 0.00000000 4.73451152 0.00000000 991.25981627 B-2 0.00291484 0.00000000 4.73451152 0.00000000 991.25981627 B-3 0.00291339 0.00000000 4.73451152 0.00000000 991.25981627 B-4 0.00291316 0.00000000 4.73451069 0.00000000 991.25981529 B-5 0.00291545 0.00000000 4.73451062 0.00000000 991.25981674 B-6 0.00291570 0.00000000 4.73451152 0.00000000 991.25981528 (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 9,083.41 9,013.71 96.29990897% 15-PO-2 0.00000% 0.00 0.00 752,976.98 749,650.19 97.58333275% 30-PO-1 0.00000% 0.00 0.00 155,818.95 155,405.63 93.00314344% 30-PO-2 0.00000% 0.00 0.00 16,253.27 16,233.68 72.58354493% 30-PO-3 0.00000% 0.00 0.00 836,506.26 810,522.59 87.27259393% 30-PO-4 0.00000% 0.00 0.00 4,365,182.12 4,339,298.18 96.77968621% 30-PO-5 0.00000% 0.00 0.00 444,790.87 436,096.84 95.94453947% 30-PO-6 0.00000% 0.00 0.00 87,477.95 86,919.22 96.51978212% 30-PO-7 0.00000% 0.00 0.00 474,349.55 452,370.64 92.27829227% 15-AX-1 4.50000% 4,535,295.32 4,465,722.08 0.00 0.00 91.57647692% 15-AX-2 4.50000% 650,177.70 642,151.28 0.00 0.00 97.19720686% 30-AX-1-1 5.50000% 706,913.03 697,018.33 0.00 0.00 95.29521963% 30-AX-1-2 5.50000% 60,186.73 60,109.69 0.00 0.00 89.40579717% 30-AX-1-3 5.50000% 688,596.32 667,379.73 0.00 0.00 90.85253042% 30-AX-2-1 6.00000% 2,737,088.57 2,730,230.79 0.00 0.00 94.46291565% 30-AX-2-2 6.00000% 851,720.03 751,182.12 0.00 0.00 80.98204407% 30-AX-2-3 6.00000% 1,385,812.11 1,355,302.73 0.00 0.00 85.72494766% 30-AX-2-4 6.00000% 1,875,183.84 1,816,522.98 0.00 0.00 79.29529588%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,550,760.01 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 115,309.39 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,666,069.40 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 144,419.26 Payment of Interest and Principal 14,521,650.14 Total Withdrawals (Pool Distribution Amount) 14,666,069.40 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 1,911.15 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 1,911.15
SERVICING FEES Gross Servicing Fee 141,131.42 LPMI 529.84 Master Servicing Fee 300.73 WMMSC Servicing Fee 2,457.27 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 144,419.26
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 6 0 0 6 653,013.31 0.00 0.00 653,013.31 30 Days 60 0 0 0 60 12,556,566.16 0.00 0.00 0.00 12,556,566.16 60 Days 12 0 0 0 12 3,704,380.85 0.00 0.00 0.00 3,704,380.85 90 Days 2 0 1 0 3 722,005.36 0.00 139,670.36 0.00 861,675.72 120 Days 0 2 1 0 3 0.00 213,189.97 92,132.62 0.00 305,322.59 150 Days 0 0 1 0 1 0.00 0.00 978,847.76 0.00 978,847.76 180+ Days 0 0 1 0 1 0.00 0.00 57,948.82 0.00 57,948.82 Totals 74 8 4 0 86 16,982,952.37 866,203.28 1,268,599.56 0.00 19,117,755.21 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 0.216685% 0.000000% 0.000000% 0.216685% 0.102893% 0.000000% 0.000000% 0.102893% 30 Days 2.166847% 0.000000% 0.000000% 0.000000% 2.166847% 1.978496% 0.000000% 0.000000% 0.000000% 1.978496% 60 Days 0.433369% 0.000000% 0.000000% 0.000000% 0.433369% 0.583687% 0.000000% 0.000000% 0.000000% 0.583687% 90 Days 0.072228% 0.000000% 0.036114% 0.000000% 0.108342% 0.113764% 0.000000% 0.022007% 0.000000% 0.135771% 120 Days 0.000000% 0.072228% 0.036114% 0.000000% 0.108342% 0.000000% 0.033592% 0.014517% 0.000000% 0.048109% 150 Days 0.000000% 0.000000% 0.036114% 0.000000% 0.036114% 0.000000% 0.000000% 0.154234% 0.000000% 0.154234% 180+ Days 0.000000% 0.000000% 0.036114% 0.000000% 0.036114% 0.000000% 0.000000% 0.009131% 0.000000% 0.009131% Totals 2.672445% 0.288913% 0.144456% 0.000000% 3.105814% 2.675947% 0.136485% 0.199889% 0.000000% 3.012321%
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 2 0 0 0 2 353,378.32 0.00 0.00 0.00 353,378.32 60 Days 1 0 0 0 1 182,092.84 0.00 0.00 0.00 182,092.84 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 3 535,471.16 0.00 0.00 0.00 535,471.16 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.234568% 0.000000% 0.000000% 0.000000% 1.234568% 0.565208% 0.000000% 0.000000% 0.000000% 0.565208% 60 Days 0.617284% 0.000000% 0.000000% 0.000000% 0.617284% 0.291247% 0.000000% 0.000000% 0.000000% 0.291247% 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 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 0.856455% 0.000000% 0.000000% 0.000000% 0.856455% 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 16 0 0 0 16 2,458,572.05 0.00 0.00 0.00 2,458,572.05 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 178,641.16 0.00 0.00 0.00 178,641.16 120 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 17 0 0 0 17 2,637,213.21 0.00 0.00 0.00 2,637,213.21 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.024575% 0.000000% 0.000000% 0.000000% 3.024575% 2.792213% 0.000000% 0.000000% 0.000000% 2.792213% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.189036% 0.000000% 0.000000% 0.000000% 0.189036% 0.202884% 0.000000% 0.000000% 0.000000% 0.202884% 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 3.213611% 0.000000% 0.000000% 0.000000% 3.213611% 2.995097% 0.000000% 0.000000% 0.000000% 2.995097% 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 1 0 0 1 16,933.37 0.00 0.00 16,933.37 30 Days 1 0 0 0 1 25,908.59 0.00 0.00 0.00 25,908.59 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 1 0 0 2 25,908.59 16,933.37 0.00 0.00 42,841.96 0-29 Days 0.826446% 0.000000% 0.000000% 0.826446% 0.045266% 0.000000% 0.000000% 0.045266% 30 Days 0.826446% 0.000000% 0.000000% 0.000000% 0.826446% 0.069258% 0.000000% 0.000000% 0.000000% 0.069258% 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 0.826446% 0.826446% 0.000000% 0.000000% 1.652893% 0.069258% 0.045266% 0.000000% 0.000000% 0.114524% 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 5 0 0 0 5 805,278.12 0.00 0.00 0.00 805,278.12 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 5 0 0 0 5 805,278.12 0.00 0.00 0.00 805,278.12 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.968504% 0.000000% 0.000000% 0.000000% 1.968504% 2.243878% 0.000000% 0.000000% 0.000000% 2.243878% 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 1.968504% 0.000000% 0.000000% 0.000000% 1.968504% 2.243878% 0.000000% 0.000000% 0.000000% 2.243878% 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 1 116,050.22 0.00 0.00 116,050.22 30 Days 5 0 0 0 5 1,851,580.49 0.00 0.00 0.00 1,851,580.49 60 Days 2 0 0 0 2 689,176.54 0.00 0.00 0.00 689,176.54 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 57,948.82 0.00 57,948.82 Totals 7 1 1 0 9 2,540,757.03 116,050.22 57,948.82 0.00 2,714,756.07 0-29 Days 0.502513% 0.000000% 0.000000% 0.502513% 0.227776% 0.000000% 0.000000% 0.227776% 30 Days 2.512563% 0.000000% 0.000000% 0.000000% 2.512563% 3.634170% 0.000000% 0.000000% 0.000000% 3.634170% 60 Days 1.005025% 0.000000% 0.000000% 0.000000% 1.005025% 1.352674% 0.000000% 0.000000% 0.000000% 1.352674% 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% 0.502513% 0.000000% 0.502513% 0.000000% 0.000000% 0.113738% 0.000000% 0.113738% Totals 3.517588% 0.502513% 0.502513% 0.000000% 4.522613% 4.986844% 0.227776% 0.113738% 0.000000% 5.328359% 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 2 0 0 2 197,121.81 0.00 0.00 197,121.81 30 Days 2 0 0 0 2 286,765.22 0.00 0.00 0.00 286,765.22 60 Days 1 0 0 0 1 56,457.95 0.00 0.00 0.00 56,457.95 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 92,132.62 0.00 92,132.62 150 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 2 1 0 6 343,223.17 197,121.81 92,132.62 0.00 632,477.60 0-29 Days 0.784314% 0.000000% 0.000000% 0.784314% 0.665590% 0.000000% 0.000000% 0.665590% 30 Days 0.784314% 0.000000% 0.000000% 0.000000% 0.784314% 0.968274% 0.000000% 0.000000% 0.000000% 0.968274% 60 Days 0.392157% 0.000000% 0.000000% 0.000000% 0.392157% 0.190633% 0.000000% 0.000000% 0.000000% 0.190633% 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% 0.392157% 0.000000% 0.392157% 0.000000% 0.000000% 0.311089% 0.000000% 0.311089% 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 1.176471% 0.784314% 0.392157% 0.000000% 2.352941% 1.158907% 0.665590% 0.311089% 0.000000% 2.135586% 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 1 226,916.53 0.00 0.00 226,916.53 30 Days 13 0 0 0 13 1,606,034.86 0.00 0.00 0.00 1,606,034.86 60 Days 4 0 0 0 4 756,328.56 0.00 0.00 0.00 756,328.56 90 Days 0 0 1 0 1 0.00 0.00 139,670.36 0.00 139,670.36 120 Days 0 2 0 0 2 0.00 213,189.97 0.00 0.00 213,189.97 150 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 17 3 1 0 21 2,362,363.42 440,106.50 139,670.36 0.00 2,942,140.28 0-29 Days 0.304878% 0.000000% 0.000000% 0.304878% 0.431047% 0.000000% 0.000000% 0.431047% 30 Days 3.963415% 0.000000% 0.000000% 0.000000% 3.963415% 3.050798% 0.000000% 0.000000% 0.000000% 3.050798% 60 Days 1.219512% 0.000000% 0.000000% 0.000000% 1.219512% 1.436710% 0.000000% 0.000000% 0.000000% 1.436710% 90 Days 0.000000% 0.000000% 0.304878% 0.000000% 0.304878% 0.000000% 0.000000% 0.265316% 0.000000% 0.265316% 120 Days 0.000000% 0.609756% 0.000000% 0.000000% 0.609756% 0.000000% 0.404972% 0.000000% 0.000000% 0.404972% 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 5.182927% 0.914634% 0.304878% 0.000000% 6.402439% 4.487508% 0.836019% 0.265316% 0.000000% 5.588842% 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 3,751,243.99 0.00 0.00 0.00 3,751,243.99 60 Days 2 0 0 0 2 1,689,907.23 0.00 0.00 0.00 1,689,907.23 90 Days 1 0 0 0 1 543,364.20 0.00 0.00 0.00 543,364.20 120 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 0.00 978,847.76 0.00 978,847.76 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 1 0 13 5,984,515.42 0.00 978,847.76 0.00 6,963,363.18 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.743902% 0.000000% 0.000000% 0.000000% 2.743902% 2.317038% 0.000000% 0.000000% 0.000000% 2.317038% 60 Days 0.609756% 0.000000% 0.000000% 0.000000% 0.609756% 1.043808% 0.000000% 0.000000% 0.000000% 1.043808% 90 Days 0.304878% 0.000000% 0.000000% 0.000000% 0.304878% 0.335621% 0.000000% 0.000000% 0.000000% 0.335621% 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% 0.304878% 0.000000% 0.304878% 0.000000% 0.000000% 0.604607% 0.000000% 0.604607% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 3.658537% 0.000000% 0.304878% 0.000000% 3.963415% 3.696468% 0.000000% 0.604607% 0.000000% 4.301074% 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 1 0 0 1 95,991.38 0.00 0.00 95,991.38 30 Days 4 0 0 0 4 905,623.52 0.00 0.00 0.00 905,623.52 60 Days 1 0 0 0 1 103,600.57 0.00 0.00 0.00 103,600.57 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 5 1 0 0 6 1,009,224.09 95,991.38 0.00 0.00 1,105,215.47 0-29 Days 0.265252% 0.000000% 0.000000% 0.265252% 0.126420% 0.000000% 0.000000% 0.126420% 30 Days 1.061008% 0.000000% 0.000000% 0.000000% 1.061008% 1.192697% 0.000000% 0.000000% 0.000000% 1.192697% 60 Days 0.265252% 0.000000% 0.000000% 0.000000% 0.265252% 0.136441% 0.000000% 0.000000% 0.000000% 0.136441% 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 1.326260% 0.265252% 0.000000% 0.000000% 1.591512% 1.329138% 0.126420% 0.000000% 0.000000% 1.455558% 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 3 0 0 0 3 512,181.00 0.00 0.00 0.00 512,181.00 60 Days 1 0 0 0 1 226,817.16 0.00 0.00 0.00 226,817.16 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 4 738,998.16 0.00 0.00 0.00 738,998.16 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.388889% 0.000000% 0.000000% 0.000000% 1.388889% 1.288663% 0.000000% 0.000000% 0.000000% 1.288663% 60 Days 0.462963% 0.000000% 0.000000% 0.000000% 0.462963% 0.570679% 0.000000% 0.000000% 0.000000% 0.570679% 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 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 1.859342% 0.000000% 0.000000% 0.000000% 1.859342%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 115,309.39
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 279,888.00 0.04081087% 279,888.00 0.04416405% Fraud 6,858,172.00 0.99999994% 6,858,172.00 1.08216383% Special Hazard 6,858,174.00 1.00000023% 6,858,174.00 1.08216414% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.047274% Weighted Average Pass-Through Rate 5.778655% Weighted Average Maturity(Stepdown Calculation ) 309 Beginning Scheduled Collateral Loan Count 2,807 Number Of Loans Paid In Full 38 Ending Scheduled Collateral Loan Count 2,769 Beginning Scheduled Collateral Balance 645,162,938.56 Ending Scheduled Collateral Balance 633,746,188.92 Ending Actual Collateral Balance at 31-Oct-2004 634,651,997.57 Monthly P &I Constant 4,391,665.43 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 14,148,970.25 Class AP Deferred Amount 0.00 Scheduled Principal 1,140,434.65 Unscheduled Principal 10,276,314.99
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 20 Year Fixed 10 Year Fixed 15 Year Weighted Average Coupon Rate 5.750576 5.291806 4.981930 Weighted Average Net Rate 5.500576 5.041806 4.731930 Weighted Average Maturity 232 112 174 Beginning Loan Count 162 122 255 Loans Paid In Full 0 1 1 Ending Loan Count 162 121 254 Beginning Scheduled Balance 62,562,609.56 37,666,102.81 36,014,988.62 Ending scheduled Balance 62,403,113.53 37,208,871.16 35,767,607.47 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 447,814.62 432,417.16 290,989.14 Scheduled Principal 148,005.41 266,315.74 141,469.02 Unscheduled Principal 11,490.62 190,915.91 105,912.13 Scheduled Interest 299,809.21 166,101.42 149,520.12 Servicing Fees 13,033.87 7,847.10 7,503.12 Master Servicing Fees 20.79 28.66 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 39.46 4.48 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 286,715.09 158,221.18 142,017.00 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 5.499421 5.040750 4.731930
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 30 Year Fixed 15 Year Fixed 30 Year Weighted Average Coupon Rate 6.603245 5.750224 6.887174 Weighted Average Net Rate 6.347893 5.456655 6.563490 Weighted Average Maturity 353 173 353 Beginning Loan Count 202 259 332 Loans Paid In Full 3 4 4 Ending Loan Count 199 255 328 Beginning Scheduled Balance 52,491,808.46 30,128,077.61 53,904,121.88 Ending scheduled Balance 50,907,554.45 29,533,310.55 52,605,190.98 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 337,985.88 257,600.26 356,965.84 Scheduled Principal 49,138.97 113,230.94 47,593.29 Unscheduled Principal 1,535,115.04 481,536.12 1,251,337.61 Scheduled Interest 288,846.91 144,369.32 309,372.55 Servicing Fees 11,169.91 7,370.55 14,539.90 Master Servicing Fees 0.00 23.58 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 108.17 0.00 454.03 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 277,568.83 136,975.19 294,378.62 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 6.345420 5.455716 6.553383
Group Level Collateral Statement Group 7 8 9 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.168316 5.787488 6.012978 Weighted Average Net Rate 5.913405 5.536294 5.760508 Weighted Average Maturity 353.00 353.00 353.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,006,477.60 454,303.65 242,190.07 Beginning Loan Count 335 383 217 Loans Paid In Full 7 6 1 Ending Loan Count 328 377 216 Beginning Scheduled Balance 164,715,991.10 77,022,628.47 40,032,549.30 Ending Scheduled Balance 161,763,360.16 75,865,069.80 39,712,932.37 Scheduled Principal 159,794.04 82,830.67 41,594.36 Unscheduled Principal 2,792,836.90 1,074,728.00 278,022.57 Scheduled Interest 846,683.56 371,472.98 200,595.71 Servicing Fee 34,989.89 16,123.03 8,422.52 Master Servicing Fee 9.53 142.52 17.55 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 554.14 985.78 476.27 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 811,130.00 354,221.65 191,679.37 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 5.909299 5.518716 5.745705
Group Level Collateral Statement Group 10 Total Collateral Description Fixed 30 Year Mixed Fixed Weighted Average Coupon Rate 6.282557 6.047274 Weighted Average Net Rate 6.015985 5.784770 Weighted Average Maturity 352.00 309.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 564,921.21 4,391,665.43 Beginning Loan Count 540 2,807 Loans Paid In Full 11 38 Ending Loan Count 529 2,769 Beginning Scheduled Balance 90,624,060.75 645,162,938.56 Ending Scheduled Balance 87,979,178.45 633,746,188.92 Scheduled Principal 90,462.21 1,140,434.65 Unscheduled Principal 2,554,420.09 10,276,314.99 Scheduled Interest 474,459.00 3,251,230.78 Servicing Fee 20,131.53 141,131.42 Master Servicing Fee 58.10 300.73 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 364.78 2,987.11 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 453,904.59 3,106,811.52 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 6.010385 5.778655
Miscellaneous Reporting Group 1 Subordinate % 4.677441% Senior Prepayment % 100.000000% Senior % 95.322559% Group 2 Subordinate % 2.902302% Senior Prepayment % 100.000000% Senior % 97.097698% Group 3 Subordinate % 6.819212% Senior Prepayment % 100.000000% Senior % 93.180788%
Miscellaneous Reporting Group 4 Subordinate % 8.594889% Senior Prepayment % 100.000000% Senior % 91.405111% Group 5 Subordinate % 7.812284% Senior Prepayment % 100.000000% Senior % 92.187716% Group 6 Subordinate % 5.743145% Senior Prepayment % 100.000000% Senior % 94.256855%
Miscellaneous Reporting Group 7 Subordinate % 1.262164% Senior Prepayment % 100.000000% Senior % 98.737836% Group 8 Subordinate % 6.482358% Senior Prepayment % 100.000000% Senior % 93.517642% Group 9 Subordinate % 4.875856% Senior Prepayment % 100.000000% Senior % 95.124144%
Miscellaneous Reporting Group 10 Subordinate % 5.971020% Senior Prepayment % 100.000000% Senior % 94.028980%
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