-----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, GRJe3e7vzaS9S1ao5sZnOFRn2Z728SD+F+SZCCSjvR7/lFLkvFFxHg23ZE65iR1b OfFYcb0zYgI56k0oJ7sXjA== 0001056404-05-002959.txt : 20050830 0001056404-05-002959.hdr.sgml : 20050830 20050830121129 ACCESSION NUMBER: 0001056404-05-002959 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20050801 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050830 DATE AS OF CHANGE: 20050830 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR Asset Securitization Trust 2004-6 CENTRAL INDEX KEY: 0001296256 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: 333-106982-31 FILM NUMBER: 051057726 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 mst04006_10508.txt 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, 2005 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-6 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-31 54-2155148 Pooling and Servicing Agreement) (Commission 54-2155149 (State or other File Number) 54-2155150 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On August 25, 2005 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2004-6 Trust. (All Certificates except group 2) On August 26, 2005 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2004-6 Trust. (Group 2 Certificates) 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 (All Certificates except group 2), relating to the August 25, 2005 distribution. EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-6 Trust (Group 2 Certificates), relating to the August 26, 2005 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-6 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Officer By: Beth Belfield as Officer Date: 8/25/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-6 Trust (All Certificates except group 2), relating to the August 25, 2005 distribution. EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-6 Trust (Group 2 Certificates), relating to the August 26, 2005 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 8/1/2005 Distribution Date: 8/1/2005 Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Series 2004-6 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 www.ctslink.com Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Class CUSIP Description Rate Balance Distribution 1-A-1 57643MCM4 SEN 5.24707% 61,396,775.03 268,460.75 1-A-2 57643MDU5 SEN 5.24707% 34,269,000.00 149,843.07 2-A-1 57643MCN2 SEN 5.12500% 40,737,206.13 173,981.82 2-A-2 57643MCP7 SEN 3.86000% 6,110,580.92 19,655.70 2-A-3 57643MCQ5 IO 4.14000% 0.00 21,081.50 2-A-4 57643MCR3 SEN 5.50000% 19,261,221.09 88,280.60 2-A-5 57643MCS1 SEN 5.75000% 21,340,000.00 102,254.17 2-A-6 57643MCT9 SEN 5.50000% 27,657,115.53 126,761.78 2-A-7 57643MCU6 SEN 6.00000% 4,755,000.00 23,775.00 2-A-8 57643MCV4 SEN 6.00000% 3,042,074.00 15,210.37 2-A-9 57643MCW2 ACCR 5.25000% 4,864,421.29 21,281.84 2-A-10 57643MCX0 ACCR 5.25000% 4,739,000.00 20,733.13 2-A-11 57643MCY8 SEN 5.25000% 5,990,727.71 26,209.43 2-A-12 57643MCZ5 SEN 5.50000% 17,146,000.00 78,585.83 2-A-13 57643MDA9 SEN 5.50000% 1,000,000.00 4,583.33 2-A-14 57643MDB7 SEN 5.50000% 1,160,000.00 5,316.67 2-A-15 57643MDC5 PO 0.00000% 970,000.00 0.00 3-A-1 57643MDD3 SEN 5.25000% 57,210,407.04 250,295.53 4-A-1 57643MDE1 SEN 5.00000% 90,481,549.47 377,006.46 5-A-1 57643MDF8 SEN 5.00000% 133,114,566.78 554,644.03 5-A-2 57643MDT8 PO 0.00000% 7,006,029.83 0.00 6-A-1 57643MDG6 SEN 4.50000% 51,705,774.18 193,896.65 7-A-1 57643MDH4 SEN 5.25000% 130,550,861.13 571,160.02 15-PO 57643MDJ0 PO 0.00000% 4,108,533.71 0.00 30-PO 57643MDK7 PO 0.00000% 3,883,513.79 0.00 15-AX 57643MDL5 IO 5.00000% 0.00 5,754.25 30-AX 57643MDM3 IO 5.50000% 0.00 4,954.76 A-UR 57643MDP6 SEN 5.25000% 0.00 0.00 A-LR 57643MDN1 SEN 5.25000% 0.00 0.00 1-B-1 57643MDV3 SUB 5.24707% 1,613,639.34 7,055.73 1-B-2 57643MDW1 SUB 5.24707% 645,258.71 2,821.43 1-B-3 57643MDX9 SUB 5.24707% 323,121.92 1,412.87 1-B-4 57643MDY7 SUB 5.24707% 322,136.79 1,408.56 1-B-5 57643MDZ4 SUB 5.24707% 161,560.96 706.43 1-B-6 57643MEA8 SUB 5.24707% 162,124.13 708.90 B-1 57643MDQ4 SUB 5.06572% 5,525,922.94 23,327.30 B-2 57643MDR2 SUB 5.06572% 2,455,644.62 10,366.33 B-3 57643MDS0 SUB 5.06572% 920,987.16 3,887.88 B-4 57643MEB6 SUB 5.06572% 920,987.16 3,887.88 B-5 57643MEC4 SUB 5.06572% 613,670.31 2,590.57 B-6 57643MED2 SUB 5.06572% 614,395.10 2,593.63 Totals 746,779,806.77 3,164,494.20
Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1-A-1 1,327,707.38 0.00 60,069,067.65 1,596,168.13 0.00 1-A-2 0.00 0.00 34,269,000.00 149,843.07 0.00 2-A-1 1,911,236.80 0.00 38,825,969.33 2,085,218.62 0.00 2-A-2 286,685.52 0.00 5,823,895.40 306,341.22 0.00 2-A-3 0.00 0.00 0.00 21,081.50 0.00 2-A-4 711,165.92 0.00 18,550,055.17 799,446.52 0.00 2-A-5 0.00 0.00 21,340,000.00 102,254.17 0.00 2-A-6 909,951.28 0.00 26,747,164.25 1,036,713.06 0.00 2-A-7 0.00 0.00 4,755,000.00 23,775.00 0.00 2-A-8 0.00 0.00 3,042,074.00 15,210.37 0.00 2-A-9 26,209.42 0.00 4,838,211.87 47,491.26 0.00 2-A-10 0.00 0.00 4,739,000.00 20,733.13 0.00 2-A-11 (26,209.42) 0.00 6,016,937.13 0.01 0.00 2-A-12 0.00 0.00 17,146,000.00 78,585.83 0.00 2-A-13 0.00 0.00 1,000,000.00 4,583.33 0.00 2-A-14 0.00 0.00 1,160,000.00 5,316.67 0.00 2-A-15 0.00 0.00 970,000.00 0.00 0.00 3-A-1 729,589.54 0.00 56,480,817.50 979,885.07 0.00 4-A-1 753,288.65 0.00 89,728,260.82 1,130,295.11 0.00 5-A-1 989,304.44 0.00 132,125,262.34 1,543,948.47 0.00 5-A-2 52,068.65 0.00 6,953,961.18 52,068.65 0.00 6-A-1 819,331.06 0.00 50,886,443.12 1,013,227.71 0.00 7-A-1 1,174,048.08 0.00 129,376,813.05 1,745,208.10 0.00 15-PO 40,042.42 0.00 4,068,491.29 40,042.42 0.00 30-PO 30,688.46 0.00 3,852,825.33 30,688.46 0.00 15-AX 0.00 0.00 0.00 5,754.25 0.00 30-AX 0.00 0.00 0.00 4,954.76 0.00 A-UR 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 1-B-1 1,977.14 0.00 1,611,662.20 9,032.87 0.00 1-B-2 790.62 0.00 644,468.10 3,612.05 0.00 1-B-3 395.91 0.00 322,726.01 1,808.78 0.00 1-B-4 394.70 0.00 321,742.09 1,803.26 0.00 1-B-5 197.96 0.00 161,363.00 904.39 0.00 1-B-6 198.63 0.02 161,925.48 907.53 0.19 B-1 17,308.44 0.00 5,508,614.50 40,635.74 0.00 B-2 7,691.63 0.00 2,447,952.99 18,057.96 0.00 B-3 2,884.74 0.00 918,102.42 6,772.62 0.00 B-4 2,884.74 0.00 918,102.42 6,772.62 0.00 B-5 1,922.15 0.00 611,748.16 4,512.72 0.00 B-6 1,924.19 0.23 612,470.67 4,517.82 0.38 Totals 9,773,679.05 0.25 737,006,127.47 12,938,173.25 0.57 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 71,672,000.00 61,396,775.03 117,216.23 1,210,491.15 0.00 0.00 1-A-2 34,269,000.00 34,269,000.00 0.00 0.00 0.00 0.00 2-A-1 56,160,000.00 40,737,206.13 96,563.80 1,814,673.00 0.00 0.00 2-A-2 8,424,000.00 6,110,580.92 14,484.57 272,200.95 0.00 0.00 2-A-3 0.00 0.00 0.00 0.00 0.00 0.00 2-A-4 25,000,000.00 19,261,221.09 35,931.12 675,234.80 0.00 0.00 2-A-5 21,340,000.00 21,340,000.00 0.00 0.00 0.00 0.00 2-A-6 35,000,000.00 27,657,115.53 45,974.60 863,976.68 0.00 0.00 2-A-7 4,755,000.00 4,755,000.00 0.00 0.00 0.00 0.00 2-A-8 3,042,074.00 3,042,074.00 0.00 0.00 0.00 0.00 2-A-9 5,195,000.00 4,864,421.29 1,324.21 24,885.21 0.00 0.00 2-A-10 4,739,000.00 4,739,000.00 0.00 0.00 0.00 0.00 2-A-11 5,660,149.00 5,990,727.71 0.00 0.00 (26,209.42) 0.00 2-A-12 17,146,000.00 17,146,000.00 0.00 0.00 0.00 0.00 2-A-13 1,000,000.00 1,000,000.00 0.00 0.00 0.00 0.00 2-A-14 1,160,000.00 1,160,000.00 0.00 0.00 0.00 0.00 2-A-15 970,000.00 970,000.00 0.00 0.00 0.00 0.00 3-A-1 70,000,000.00 57,210,407.04 253,856.57 475,732.97 0.00 0.00 4-A-1 103,098,000.00 90,481,549.47 392,064.14 361,224.51 0.00 0.00 5-A-1 145,350,000.00 133,114,566.78 574,828.10 414,476.34 0.00 0.00 5-A-2 7,650,000.00 7,006,029.83 30,254.11 21,814.54 0.00 0.00 6-A-1 56,000,000.00 51,705,774.18 227,656.61 591,674.45 0.00 0.00 7-A-1 140,000,000.00 130,550,861.13 163,399.05 1,010,649.03 0.00 0.00 15-PO 4,485,902.16 4,108,533.71 17,799.17 22,243.25 0.00 0.00 30-PO 4,244,792.89 3,883,513.79 4,786.45 25,902.01 0.00 0.00 15-AX 0.00 0.00 0.00 0.00 0.00 0.00 30-AX 0.00 0.00 0.00 0.00 0.00 0.00 A-UR 50.00 0.00 0.00 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 1-B-1 1,638,000.00 1,613,639.34 1,977.14 0.00 0.00 0.00 1-B-2 655,000.00 645,258.71 790.62 0.00 0.00 0.00 1-B-3 328,000.00 323,121.92 395.91 0.00 0.00 0.00 1-B-4 327,000.00 322,136.79 394.70 0.00 0.00 0.00 1-B-5 164,000.00 161,560.96 197.96 0.00 0.00 0.00 1-B-6 164,571.67 162,124.13 198.63 0.00 0.00 0.02 B-1 5,736,000.00 5,525,922.94 17,308.44 0.00 0.00 0.00 B-2 2,549,000.00 2,455,644.62 7,691.63 0.00 0.00 0.00 B-3 956,000.00 920,987.16 2,884.74 0.00 0.00 0.00 B-4 956,000.00 920,987.16 2,884.74 0.00 0.00 0.00 B-5 637,000.00 613,670.31 1,922.15 0.00 0.00 0.00 B-6 637,752.16 614,395.10 1,924.19 0.00 0.00 0.23 Totals 841,109,341.88 746,779,806.77 2,014,709.58 7,785,178.89 (26,209.42) 0.25 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 1,327,707.38 60,069,067.65 0.83811067 1,327,707.38 1-A-2 0.00 34,269,000.00 1.00000000 0.00 2-A-1 1,911,236.80 38,825,969.33 0.69134561 1,911,236.80 2-A-2 286,685.52 5,823,895.40 0.69134561 286,685.52 2-A-3 0.00 0.00 0.00000000 0.00 2-A-4 711,165.92 18,550,055.17 0.74200221 711,165.92 2-A-5 0.00 21,340,000.00 1.00000000 0.00 2-A-6 909,951.28 26,747,164.25 0.76420469 909,951.28 2-A-7 0.00 4,755,000.00 1.00000000 0.00 2-A-8 0.00 3,042,074.00 1.00000000 0.00 2-A-9 26,209.42 4,838,211.87 0.93132086 26,209.42 2-A-10 0.00 4,739,000.00 1.00000000 0.00 2-A-11 (26,209.42) 6,016,937.13 1.06303511 (26,209.42) 2-A-12 0.00 17,146,000.00 1.00000000 0.00 2-A-13 0.00 1,000,000.00 1.00000000 0.00 2-A-14 0.00 1,160,000.00 1.00000000 0.00 2-A-15 0.00 970,000.00 1.00000000 0.00 3-A-1 729,589.54 56,480,817.50 0.80686882 729,589.54 4-A-1 753,288.65 89,728,260.82 0.87032009 753,288.65 5-A-1 989,304.44 132,125,262.34 0.90901453 989,304.44 5-A-2 52,068.65 6,953,961.18 0.90901453 52,068.65 6-A-1 819,331.06 50,886,443.12 0.90868648 819,331.06 7-A-1 1,174,048.08 129,376,813.05 0.92412009 1,174,048.08 15-PO 40,042.42 4,068,491.29 0.90695052 40,042.42 30-PO 30,688.46 3,852,825.33 0.90765920 30,688.46 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 1-B-1 1,977.14 1,611,662.20 0.98392076 1,977.14 1-B-2 790.62 644,468.10 0.98392076 790.62 1-B-3 395.91 322,726.01 0.98392076 395.91 1-B-4 394.70 321,742.09 0.98392076 394.70 1-B-5 197.96 161,363.00 0.98392073 197.96 1-B-6 198.65 161,925.48 0.98392074 198.63 B-1 17,308.44 5,508,614.50 0.96035818 17,308.44 B-2 7,691.63 2,447,952.99 0.96035818 7,691.63 B-3 2,884.74 918,102.42 0.96035818 2,884.74 B-4 2,884.74 918,102.42 0.96035818 2,884.74 B-5 1,922.15 611,748.16 0.96035818 1,922.15 B-6 1,924.42 612,470.67 0.96035844 1,924.19 Totals 9,773,679.30 737,006,127.47 0.87623106 9,773,679.05
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 71,672,000.00 856.63543685 1.63545359 16.88931731 0.00000000 1-A-2 34,269,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 56,160,000.00 725.37760203 1.71944088 32.31255342 0.00000000 2-A-2 8,424,000.00 725.37760209 1.71944088 32.31255342 0.00000000 2-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-4 25,000,000.00 770.44884360 1.43724480 27.00939200 0.00000000 2-A-5 21,340,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 35,000,000.00 790.20330086 1.31356000 24.68504800 0.00000000 2-A-7 4,755,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-8 3,042,074.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-9 5,195,000.00 936.36598460 0.25490087 4.79022329 0.00000000 2-A-10 4,739,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-11 5,660,149.00 1058.40459500 0.00000000 0.00000000 (4.63051768) 2-A-12 17,146,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-13 1,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-14 1,160,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-15 970,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 70,000,000.00 817.29152914 3.62652243 6.79618529 0.00000000 4-A-1 103,098,000.00 877.62662195 3.80282973 3.50370046 0.00000000 5-A-1 145,350,000.00 915.82089288 3.95478569 2.85157441 0.00000000 5-A-2 7,650,000.00 915.82089281 3.95478562 2.85157386 0.00000000 6-A-1 56,000,000.00 923.31739607 4.06529661 10.56561518 0.00000000 7-A-1 140,000,000.00 932.50615093 1.16713607 7.21892164 0.00000000 15-PO 4,485,902.16 915.87679879 3.96780165 4.95847863 0.00000000 30-PO 4,244,792.89 914.88887459 1.12760507 6.10206685 0.00000000 15-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 1-B-1 1,638,000.00 985.12780220 1.20704518 0.00000000 0.00000000 1-B-2 655,000.00 985.12780153 1.20705344 0.00000000 0.00000000 1-B-3 328,000.00 985.12780488 1.20704268 0.00000000 0.00000000 1-B-4 327,000.00 985.12779817 1.20703364 0.00000000 0.00000000 1-B-5 164,000.00 985.12780488 1.20707317 0.00000000 0.00000000 1-B-6 164,571.67 985.12781696 1.20695135 0.00000000 0.00000000 B-1 5,736,000.00 963.37568689 3.01751046 0.00000000 0.00000000 B-2 2,549,000.00 963.37568458 3.01750883 0.00000000 0.00000000 B-3 956,000.00 963.37569038 3.01751046 0.00000000 0.00000000 B-4 956,000.00 963.37569038 3.01751046 0.00000000 0.00000000 B-5 637,000.00 963.37568289 3.01750392 0.00000000 0.00000000 B-6 637,752.16 963.37596097 3.01714384 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 18.52477090 838.11066595 0.83811067 18.52477090 1-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 34.03199430 691.34560773 0.69134561 34.03199430 2-A-2 0.00000000 34.03199430 691.34560779 0.69134561 34.03199430 2-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-4 0.00000000 28.44663680 742.00220680 0.74200221 28.44663680 2-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 25.99860800 764.20469286 0.76420469 25.99860800 2-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-9 0.00000000 5.04512416 931.32086044 0.93132086 5.04512416 2-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-11 0.00000000 (4.63051768) 1,063.03511268 1.06303511 (4.63051768) 2-A-12 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-13 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-14 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-15 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-1 0.00000000 10.42270771 806.86882143 0.80686882 10.42270771 4-A-1 0.00000000 7.30653019 870.32009176 0.87032009 7.30653019 5-A-1 0.00000000 6.80636010 909.01453278 0.90901453 6.80636010 5-A-2 0.00000000 6.80635948 909.01453333 0.90901453 6.80635948 6-A-1 0.00000000 14.63091179 908.68648429 0.90868648 14.63091179 7-A-1 0.00000000 8.38605771 924.12009321 0.92412009 8.38605771 15-PO 0.00000000 8.92628028 906.95051851 0.90695052 8.92628028 30-PO 0.00000000 7.22967193 907.65920266 0.90765920 7.22967193 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-B-1 0.00000000 1.20704518 983.92075702 0.98392076 1.20704518 1-B-2 0.00000000 1.20705344 983.92076336 0.98392076 1.20705344 1-B-3 0.00000000 1.20704268 983.92076220 0.98392076 1.20704268 1-B-4 0.00000000 1.20703364 983.92076453 0.98392076 1.20703364 1-B-5 0.00000000 1.20707317 983.92073171 0.98392073 1.20707317 1-B-6 0.00012153 1.20707288 983.92074407 0.98392074 1.20695135 B-1 0.00000000 3.01751046 960.35817643 0.96035818 3.01751046 B-2 0.00000000 3.01750883 960.35817576 0.96035818 3.01750883 B-3 0.00000000 3.01751046 960.35817992 0.96035818 3.01751046 B-4 0.00000000 3.01751046 960.35817992 0.96035818 3.01751046 B-5 0.00000000 3.01750392 960.35817896 0.96035818 3.01750392 B-6 0.00036064 3.01750448 960.35844081 0.96035844 3.01714384 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A-1 71,672,000.00 5.24707% 61,396,775.03 268,460.75 0.00 0.00 1-A-2 34,269,000.00 5.24707% 34,269,000.00 149,843.07 0.00 0.00 2-A-1 56,160,000.00 5.12500% 40,737,206.13 173,981.82 0.00 0.00 2-A-2 8,424,000.00 3.86000% 6,110,580.92 19,655.70 0.00 0.00 2-A-3 0.00 4.14000% 6,110,580.92 21,081.50 0.00 0.00 2-A-4 25,000,000.00 5.50000% 19,261,221.09 88,280.60 0.00 0.00 2-A-5 21,340,000.00 5.75000% 21,340,000.00 102,254.17 0.00 0.00 2-A-6 35,000,000.00 5.50000% 27,657,115.53 126,761.78 0.00 0.00 2-A-7 4,755,000.00 6.00000% 4,755,000.00 23,775.00 0.00 0.00 2-A-8 3,042,074.00 6.00000% 3,042,074.00 15,210.37 0.00 0.00 2-A-9 5,195,000.00 5.25000% 4,864,421.29 21,281.84 0.00 0.00 2-A-10 4,739,000.00 5.25000% 4,739,000.00 20,733.13 0.00 0.00 2-A-11 5,660,149.00 5.25000% 5,990,727.71 26,209.43 0.00 0.00 2-A-12 17,146,000.00 5.50000% 17,146,000.00 78,585.83 0.00 0.00 2-A-13 1,000,000.00 5.50000% 1,000,000.00 4,583.33 0.00 0.00 2-A-14 1,160,000.00 5.50000% 1,160,000.00 5,316.67 0.00 0.00 2-A-15 970,000.00 0.00000% 970,000.00 0.00 0.00 0.00 3-A-1 70,000,000.00 5.25000% 57,210,407.04 250,295.53 0.00 0.00 4-A-1 103,098,000.00 5.00000% 90,481,549.47 377,006.46 0.00 0.00 5-A-1 145,350,000.00 5.00000% 133,114,566.78 554,644.03 0.00 0.00 5-A-2 7,650,000.00 0.00000% 7,006,029.83 0.00 0.00 0.00 6-A-1 56,000,000.00 4.50000% 51,705,774.18 193,896.65 0.00 0.00 7-A-1 140,000,000.00 5.25000% 130,550,861.13 571,160.02 0.00 0.00 15-PO 4,485,902.16 0.00000% 4,108,533.71 0.00 0.00 0.00 30-PO 4,244,792.89 0.00000% 3,883,513.79 0.00 0.00 0.00 15-AX 0.00 5.00000% 1,381,019.54 5,754.25 0.00 0.00 30-AX 0.00 5.50000% 1,081,037.59 4,954.76 0.00 0.00 A-UR 50.00 5.25000% 0.00 0.00 0.00 0.00 A-LR 50.00 5.25000% 0.00 0.00 0.00 0.00 1-B-1 1,638,000.00 5.24707% 1,613,639.34 7,055.73 0.00 0.00 1-B-2 655,000.00 5.24707% 645,258.71 2,821.43 0.00 0.00 1-B-3 328,000.00 5.24707% 323,121.92 1,412.87 0.00 0.00 1-B-4 327,000.00 5.24707% 322,136.79 1,408.56 0.00 0.00 1-B-5 164,000.00 5.24707% 161,560.96 706.43 0.00 0.00 1-B-6 164,571.67 5.24707% 162,124.13 708.90 0.00 0.00 B-1 5,736,000.00 5.06572% 5,525,922.94 23,327.30 0.00 0.00 B-2 2,549,000.00 5.06572% 2,455,644.62 10,366.33 0.00 0.00 B-3 956,000.00 5.06572% 920,987.16 3,887.88 0.00 0.00 B-4 956,000.00 5.06572% 920,987.16 3,887.88 0.00 0.00 B-5 637,000.00 5.06572% 613,670.31 2,590.57 0.00 0.00 B-6 637,752.16 5.06572% 614,395.10 2,593.63 0.00 0.00 Totals 841,109,341.88 3,164,494.20 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A-1 0.00 0.00 268,460.75 0.00 60,069,067.65 1-A-2 0.00 0.00 149,843.07 0.00 34,269,000.00 2-A-1 0.00 0.00 173,981.82 0.00 38,825,969.33 2-A-2 0.00 0.00 19,655.70 0.00 5,823,895.40 2-A-3 0.00 0.00 21,081.50 0.00 5,823,895.40 2-A-4 0.00 0.00 88,280.60 0.00 18,550,055.17 2-A-5 0.00 0.00 102,254.17 0.00 21,340,000.00 2-A-6 0.00 0.00 126,761.78 0.00 26,747,164.25 2-A-7 0.00 0.00 23,775.00 0.00 4,755,000.00 2-A-8 0.00 0.00 15,210.37 0.00 3,042,074.00 2-A-9 0.00 0.00 21,281.84 0.00 4,838,211.87 2-A-10 0.00 0.00 20,733.13 0.00 4,739,000.00 2-A-11 0.00 0.00 26,209.43 0.00 6,016,937.13 2-A-12 0.00 0.00 78,585.83 0.00 17,146,000.00 2-A-13 0.00 0.00 4,583.33 0.00 1,000,000.00 2-A-14 0.00 0.00 5,316.67 0.00 1,160,000.00 2-A-15 0.00 0.00 0.00 0.00 970,000.00 3-A-1 0.00 0.00 250,295.53 0.00 56,480,817.50 4-A-1 0.00 0.00 377,006.46 0.00 89,728,260.82 5-A-1 0.00 0.00 554,644.03 0.00 132,125,262.34 5-A-2 0.00 0.00 0.00 0.00 6,953,961.18 6-A-1 0.00 0.00 193,896.65 0.00 50,886,443.12 7-A-1 0.00 0.00 571,160.02 0.00 129,376,813.05 15-PO 0.00 0.00 0.00 0.00 4,068,491.29 30-PO 0.00 0.00 0.00 0.00 3,852,825.33 15-AX 0.00 0.00 5,754.25 0.00 1,318,765.47 30-AX 0.00 0.00 4,954.76 0.00 1,077,456.09 A-UR 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 1-B-1 0.00 0.00 7,055.73 0.00 1,611,662.20 1-B-2 0.00 0.00 2,821.43 0.00 644,468.10 1-B-3 0.00 0.00 1,412.87 0.00 322,726.01 1-B-4 0.00 0.00 1,408.56 0.00 321,742.09 1-B-5 0.00 0.00 706.43 0.00 161,363.00 1-B-6 0.00 0.00 708.90 0.00 161,925.48 B-1 0.00 0.00 23,327.30 0.00 5,508,614.50 B-2 0.00 0.00 10,366.33 0.00 2,447,952.99 B-3 0.00 0.00 3,887.88 0.00 918,102.42 B-4 0.00 0.00 3,887.88 0.00 918,102.42 B-5 0.00 0.00 2,590.57 0.00 611,748.16 B-6 0.00 0.00 2,593.63 0.00 612,470.67 Totals 0.00 0.00 3,164,494.20 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 71,672,000.00 5.24707% 856.63543685 3.74568520 0.00000000 0.00000000 1-A-2 34,269,000.00 5.24707% 1000.00000000 4.37255450 0.00000000 0.00000000 2-A-1 56,160,000.00 5.12500% 725.37760203 3.09796688 0.00000000 0.00000000 2-A-2 8,424,000.00 3.86000% 725.37760209 2.33329772 0.00000000 0.00000000 2-A-3 0.00 4.14000% 725.37760209 2.50255223 0.00000000 0.00000000 2-A-4 25,000,000.00 5.50000% 770.44884360 3.53122400 0.00000000 0.00000000 2-A-5 21,340,000.00 5.75000% 1000.00000000 4.79166682 0.00000000 0.00000000 2-A-6 35,000,000.00 5.50000% 790.20330086 3.62176514 0.00000000 0.00000000 2-A-7 4,755,000.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 2-A-8 3,042,074.00 6.00000% 1000.00000000 5.00000000 0.00000000 0.00000000 2-A-9 5,195,000.00 5.25000% 936.36598460 4.09660058 0.00000000 0.00000000 2-A-10 4,739,000.00 5.25000% 1000.00000000 4.37500106 0.00000000 0.00000000 2-A-11 5,660,149.00 5.25000% 1058.40459500 4.63051944 0.00000000 0.00000000 2-A-12 17,146,000.00 5.50000% 1000.00000000 4.58333314 0.00000000 0.00000000 2-A-13 1,000,000.00 5.50000% 1000.00000000 4.58333000 0.00000000 0.00000000 2-A-14 1,160,000.00 5.50000% 1000.00000000 4.58333621 0.00000000 0.00000000 2-A-15 970,000.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 70,000,000.00 5.25000% 817.29152914 3.57565043 0.00000000 0.00000000 4-A-1 103,098,000.00 5.00000% 877.62662195 3.65677763 0.00000000 0.00000000 5-A-1 145,350,000.00 5.00000% 915.82089288 3.81592040 0.00000000 0.00000000 5-A-2 7,650,000.00 0.00000% 915.82089281 0.00000000 0.00000000 0.00000000 6-A-1 56,000,000.00 4.50000% 923.31739607 3.46244018 0.00000000 0.00000000 7-A-1 140,000,000.00 5.25000% 932.50615093 4.07971443 0.00000000 0.00000000 15-PO 4,485,902.16 0.00000% 915.87679879 0.00000000 0.00000000 0.00000000 30-PO 4,244,792.89 0.00000% 914.88887459 0.00000000 0.00000000 0.00000000 15-AX 0.00 5.00000% 834.44093982 3.47683841 0.00000000 0.00000000 30-AX 0.00 5.50000% 698.67981897 3.20228533 0.00000000 0.00000000 A-UR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 1-B-1 1,638,000.00 5.24707% 985.12780220 4.30752747 0.00000000 0.00000000 1-B-2 655,000.00 5.24707% 985.12780153 4.30752672 0.00000000 0.00000000 1-B-3 328,000.00 5.24707% 985.12780488 4.30753049 0.00000000 0.00000000 1-B-4 327,000.00 5.24707% 985.12779817 4.30752294 0.00000000 0.00000000 1-B-5 164,000.00 5.24707% 985.12780488 4.30750000 0.00000000 0.00000000 1-B-6 164,571.67 5.24707% 985.12781696 4.30754576 0.00000000 0.00000000 B-1 5,736,000.00 5.06572% 963.37568689 4.06682357 0.00000000 0.00000000 B-2 2,549,000.00 5.06572% 963.37568458 4.06682228 0.00000000 0.00000000 B-3 956,000.00 5.06572% 963.37569038 4.06682008 0.00000000 0.00000000 B-4 956,000.00 5.06572% 963.37569038 4.06682008 0.00000000 0.00000000 B-5 637,000.00 5.06572% 963.37568289 4.06682889 0.00000000 0.00000000 B-6 637,752.16 5.06572% 963.37596097 4.06683060 0.00000000 0.00000000 (5) All Classes are Per $1,000 denomination
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 3.74568520 0.00000000 838.11066595 1-A-2 0.00000000 0.00000000 4.37255450 0.00000000 1000.00000000 2-A-1 0.00000000 0.00000000 3.09796688 0.00000000 691.34560773 2-A-2 0.00000000 0.00000000 2.33329772 0.00000000 691.34560779 2-A-3 0.00000000 0.00000000 2.50255223 0.00000000 691.34560779 2-A-4 0.00000000 0.00000000 3.53122400 0.00000000 742.00220680 2-A-5 0.00000000 0.00000000 4.79166682 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 3.62176514 0.00000000 764.20469286 2-A-7 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2-A-8 0.00000000 0.00000000 5.00000000 0.00000000 1000.00000000 2-A-9 0.00000000 0.00000000 4.09660058 0.00000000 931.32086044 2-A-10 0.00000000 0.00000000 4.37500106 0.00000000 1000.00000000 2-A-11 0.00000000 0.00000000 4.63051944 0.00000000 1063.03511268 2-A-12 0.00000000 0.00000000 4.58333314 0.00000000 1000.00000000 2-A-13 0.00000000 0.00000000 4.58333000 0.00000000 1000.00000000 2-A-14 0.00000000 0.00000000 4.58333621 0.00000000 1000.00000000 2-A-15 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 3-A-1 0.00000000 0.00000000 3.57565043 0.00000000 806.86882143 4-A-1 0.00000000 0.00000000 3.65677763 0.00000000 870.32009176 5-A-1 0.00000000 0.00000000 3.81592040 0.00000000 909.01453278 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 909.01453333 6-A-1 0.00000000 0.00000000 3.46244018 0.00000000 908.68648429 7-A-1 0.00000000 0.00000000 4.07971443 0.00000000 924.12009321 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 906.95051851 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 907.65920266 15-AX 0.00000000 0.00000000 3.47683841 0.00000000 796.82572644 30-AX 0.00000000 0.00000000 3.20228533 0.00000000 696.36507821 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-B-1 0.00000000 0.00000000 4.30752747 0.00000000 983.92075702 1-B-2 0.00000000 0.00000000 4.30752672 0.00000000 983.92076336 1-B-3 0.00000000 0.00000000 4.30753049 0.00000000 983.92076220 1-B-4 0.00000000 0.00000000 4.30752294 0.00000000 983.92076453 1-B-5 0.00000000 0.00000000 4.30750000 0.00000000 983.92073171 1-B-6 0.00000000 0.00000000 4.30754576 0.00000000 983.92074407 B-1 0.00000000 0.00000000 4.06682357 0.00000000 960.35817643 B-2 0.00000000 0.00000000 4.06682228 0.00000000 960.35817576 B-3 0.00000000 0.00000000 4.06682008 0.00000000 960.35817992 B-4 0.00000000 0.00000000 4.06682008 0.00000000 960.35817992 B-5 0.00000000 0.00000000 4.06682889 0.00000000 960.35817896 B-6 0.00000000 0.00000000 4.06683060 0.00000000 960.35844081 (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 2-A-14-1 5.50000% 0.00 0.00 675,000.00 675,000.00 100.00000000% 2-A-14-2 5.50000% 0.00 0.00 100,000.00 100,000.00 100.00000000% 2-A-14-3 5.50000% 0.00 0.00 385,000.00 385,000.00 100.00000000% 15-PO-1 0.00000% 0.00 0.00 605,956.58 592,609.56 87.63742742% 15-PO-2 0.00000% 0.00 0.00 898,705.56 894,528.38 92.07658705% 15-PO-3 0.00000% 0.00 0.00 1,918,725.50 1,899,447.09 91.56980726% 15-PO-4 0.00000% 0.00 0.00 685,146.06 681,906.26 89.26929206% 30-PO-1 0.00000% 0.00 0.00 1,448,492.05 1,421,193.59 85.66061223% 30-PO-2 0.00000% 0.00 0.00 2,435,021.74 2,431,631.74 94.04171557% 15-AX-1 5.00000% 997,658.00 993,112.56 0.00 0.00 80.95744207% 15-AX-2 5.00000% 191,035.70 135,035.99 0.00 0.00 60.44779971% 30-AX-1 5.50000% 179,806.58 177,385.37 0.00 0.00 89.32807560% 30-AX-2 5.50000% 901,231.02 900,070.71 0.00 0.00 66.73715361%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 13,077,976.15 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 13,077,976.15 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 139,802.90 Payment of Interest and Principal 12,938,173.25 Total Withdrawals (Pool Distribution Amount) 13,077,976.15 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 137,791.64 Master Servicing Fee 1,807.22 WMMSC Master Servicing Fee 204.04 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 139,802.90
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 3,369,428.29 0.00 0.00 0.00 3,369,428.29 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 3,369,428.29 0.00 0.00 0.00 3,369,428.29 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.305577% 0.000000% 0.000000% 0.000000% 0.305577% 0.508248% 0.000000% 0.000000% 0.000000% 0.508248% 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 0.305577% 0.000000% 0.000000% 0.000000% 0.305577% 0.508248% 0.000000% 0.000000% 0.000000% 0.508248%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 633,961.46 0.00 0.00 0.00 633,961.46 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 1 633,961.46 0.00 0.00 0.00 633,961.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.598802% 0.000000% 0.000000% 0.000000% 0.598802% 0.760517% 0.000000% 0.000000% 0.000000% 0.760517% 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 0.598802% 0.000000% 0.000000% 0.000000% 0.598802% 0.760517% 0.000000% 0.000000% 0.000000% 0.760517% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 436,503.81 0.00 0.00 0.00 436,503.81 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 1 436,503.81 0.00 0.00 0.00 436,503.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.584795% 0.000000% 0.000000% 0.000000% 0.584795% 0.474674% 0.000000% 0.000000% 0.000000% 0.474674% 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 0.584795% 0.000000% 0.000000% 0.000000% 0.584795% 0.474674% 0.000000% 0.000000% 0.000000% 0.474674% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 2,298,963.02 0.00 0.00 0.00 2,298,963.02 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 2,298,963.02 0.00 0.00 0.00 2,298,963.02 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.923077% 0.000000% 0.000000% 0.000000% 1.923077% 4.336908% 0.000000% 0.000000% 0.000000% 4.336908% 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 1.923077% 0.000000% 0.000000% 0.000000% 1.923077% 4.336908% 0.000000% 0.000000% 0.000000% 4.336908% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 25,662.59
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 200,000.00 0.02377812% 0.00 0.00000000% Fraud 7,465,181.00 0.88753990% 0.00 0.00000000% Special Hazard 8,686,527.00 1.03274647% 0.00 0.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
REO Detail - All Mortgage Loans in REO during Current Period
Summary 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 7 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current REO Total Jan-05 0.000% Loans in REO 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
REO Loan Detail - All Mortgage Loans in REO during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number REO Date State Origination Balance No REO loans this period.
REO Loan Detail - All Mortgage Loans in REO during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No REO loans this period.
Foreclosure Detail - All Mortgage Loans in Foreclosure during Current Period
Summary 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.121% Current Foreclosure Total Jan-05 0.122% Loans in Foreclosure 0 Feb-05 0.123% Original Principal Balance 0.00 Mar-05 0.124% Current Principal Balance 0.00 Apr-05 0.126% May-05 0.127% Jun-05 0.128% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 7 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.000% Current Foreclosure Total Jan-05 0.000% Loans in Foreclosure 0 Feb-05 0.000% Original Principal Balance 0.00 Mar-05 0.000% Current Principal Balance 0.00 Apr-05 0.000% May-05 0.000% Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com. GROUP 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Sep-04 0.000% Original Principal Balance 0.00 Oct-04 0.000% Current Principal Balance 0.00 Nov-04 0.000% Dec-04 0.899% Current Foreclosure Total Jan-05 0.913% Loans in Foreclosure 0 Feb-05 0.914% Original Principal Balance 0.00 Mar-05 0.933% Current Principal Balance 0.00 Apr-05 0.946% May-05 0.960% Jun-05 0.988% Jul-05 0.000% Aug-05 0.000% *The text reported in the above table is presented graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at www.ctslink.com.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period Month Loan First Original Loan Entered Payment LTV at Principal Group Number FC Date State Origination Balance No Foreclosure loans this period.
Foreclosure Loan Detail - All Mortgage Loans in Foreclosure during Current Period (continued) Current Paid Current Approximate Loan Principal To Months Loan Delinquent Group Number Balance Date Delinquent Rate Interest No Foreclosure loans this period.
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.287504% Weighted Average Pass-Through Rate 5.036688% Weighted Average Maturity(Stepdown Calculation) 250 Beginning Scheduled Collateral Loan Count 1,320 Number Of Loans Paid In Full 11 Ending Scheduled Collateral Loan Count 1,309 Beginning Scheduled Collateral Balance 668,872,043.04 Ending Scheduled Collateral Balance 661,449,574.78 Ending Actual Collateral Balance at 01-Aug-2005 662,949,937.23 Monthly P&I Constant 4,863,861.34 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 12,697,373.13 Class AP Deferred Amount 0.00 Scheduled Principal 1,916,641.77 Unscheduled Principal 5,505,826.49
Special Hazard Loss Coverage Amount - Group 1 2,772,339.90 Special Hazard Loss Coverage Amount - Groups 2 thru 7 5,699,784.26 Fraud Loss Coverage Amount - Group 1 1,092,176.00 Fraud Loss Coverage Amount - Groups 2 thru 7 6,373,005.00 Bankruptcy Loss Coverage Amount - Group 1 100,000.00 Bankruptcy Loss Coverage Amount - Groups 2 thru 7 100,000.00
Miscellaneous Reporting Senior % - Group 1 96.736046% Senior % - Group 2 98.471736% Senior % - Group 3 97.448740% Senior % - Group 4 98.840046% Senior % - Group 5 97.973339% Senior % - Group 6 97.638468% Senior % - Group 7 98.581346% Senior Prepayment % - Group 1 100.000000% Senior Prepayment % - Group 2 100.000000% Senior Prepayment % - Group 3 100.000000% Senior Prepayment % - Group 4 100.000000% Senior Prepayment % - Group 5 100.000000% Senior Prepayment % - Group 6 100.000000% Senior Prepayment % - Group 7 100.000000% Junior % - Group 1 3.263954% Junior % - Group 2 1.528264% Junior % - Group 3 2.551260% Junior % - Group 4 1.159954% Junior % - Group 5 2.026661% Junior % - Group 6 2.361532% Junior % - Group 7 1.418654%
Group Level Collateral Statement Group GROUP 1 GROUP 3 GROUP 4 Collateral Description Fixed 30 Year Fixed 15 Year Ratio Strip Fixed 15 Year Ratio Strip Weighted Average Coupon Rate 5.507066 5.527448 5.208553 Weighted Average Net Rate 5.257065 5.282063 4.962570 Weighted Average Maturity 344 162 163 Beginning Loan Count 194 112 172 Loans Paid In Full 2 1 1 Ending Loan Count 192 111 171 Beginning Scheduled Balance 98,893,616.88 59,314,162.78 92,442,116.34 Ending Scheduled Balance 97,561,954.53 58,564,580.12 91,680,049.37 Record Date 08/01/2005 08/01/2005 08/01/2005 Principal And Interest Constant 575,015.89 536,308.68 801,748.40 Scheduled Principal 121,171.20 263,095.37 400,507.04 Unscheduled Principal 1,210,491.15 486,487.29 361,559.93 Scheduled Interest 453,844.69 273,213.31 401,241.36 Servicing Fees 20,602.84 12,129.04 18,949.29 Master Servicing Fees 0.00 39.33 65.24 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 39.69 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 433,241.85 261,005.25 382,226.83 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
Group Level Collateral Statement Group GROUP 5 GROUP 6 GROUP 7 Collateral Description Fixed 15 Year Ratio Strip Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 4.937042 4.691212 5.411615 Weighted Average Net Rate 4.692152 4.450207 5.161615 Weighted Average Maturity 164 164 344 Beginning Loan Count 287 105 280 Loans Paid In Full 1 1 2 Ending Loan Count 286 104 278 Beginning Scheduled Balance 144,937,834.80 53,641,501.76 134,864,600.28 Ending scheduled Balance 143,864,666.66 52,813,424.68 133,684,810.77 Record Date 08/01/2005 08/01/2005 08/01/2005 Principal And Interest Constant 1,222,218.62 445,914.30 776,977.51 Scheduled Principal 625,915.13 236,211.24 168,781.42 Unscheduled Principal 447,253.01 591,865.84 1,011,008.09 Scheduled Interest 596,303.49 209,703.06 608,196.09 Servicing Fees 29,578.16 10,773.23 28,096.78 Master Servicing Fees 127.50 0.00 617.82 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 22.69 0.00 102.08 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 566,575.14 198,929.83 579,379.41 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
Group Level Collateral Statement Group GROUP 2 Total Collateral Description Fixed 30 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.728607 5.287504 Weighted Average Net Rate 5.478608 5.039931 Weighted Average Maturity 344.00 250.00 Record Date 08/01/2005 08/01/2005 Principal And Interest Constant 505,677.94 4,863,861.34 Beginning Loan Count 170 1,320 Loans Paid In Full 3 11 Ending Loan Count 167 1,309 Beginning Scheduled Balance 84,778,210.20 668,872,043.04 Ending Scheduled Balance 83,280,088.65 661,449,574.78 Scheduled Principal 100,960.37 1,916,641.77 Unscheduled Principal 1,397,161.18 5,505,826.49 Scheduled Interest 404,717.57 2,947,219.57 Servicing Fee 17,662.12 137,791.46 Master Servicing Fee 957.32 1,807.21 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 39.57 204.03 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 386,058.56 2,807,416.87 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
Prepayment Detail - Prepayments during Current Period Summary Loans Paid In Full Repurchased Loans Original Current Original Current Principal Principal Principal Principal Group Count Balance Balance Count Balance Balance GROUP 1 2 1,214,850.00 1,196,181.88 0 0.00 0.00 GROUP 3 1 476,000.00 447,440.96 0 0.00 0.00 GROUP 4 1 345,000.00 301,542.14 0 0.00 0.00 GROUP 5 1 434,800.00 393,450.73 0 0.00 0.00 GROUP 6 1 394,100.00 372,332.59 0 0.00 0.00 GROUP 7 2 1,006,400.00 985,950.19 0 0.00 0.00 GROUP 2 3 1,762,200.00 1,392,044.78 0 0.00 0.00 Total 11 5,633,350.00 5,088,943.27 0 0.00 0.00
Prepayment Detail - Prepayments during Current Period (continued) Summary Substitution Loans Liquidated Loans Curtailments Original Current Original Current Principal Principal Principal Principal Curtailment Group Count Balance Balance Count Balance Balance Amount GROUP 1 0 0.00 0.00 0 0.00 0.00 15,656.50 GROUP 3 0 0.00 0.00 0 0.00 0.00 40,899.99 GROUP 4 0 0.00 0.00 0 0.00 0.00 61,413.33 GROUP 5 0 0.00 0.00 0 0.00 0.00 55,614.02 GROUP 6 0 0.00 0.00 0 0.00 0.00 221,129.15 GROUP 7 0 0.00 0.00 0 0.00 0.00 26,253.20 GROUP 2 0 0.00 0.00 0 0.00 0.00 8,751.53 Total 0 0.00 0.00 0 0.00 0.00 429,717.72
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount GROUP 1 0643292507 GA 80.00 01-May-2004 464,000.00 456,146.44 GROUP 1 0644108845 CA 80.00 01-Jun-2004 750,850.00 738,688.21 GROUP 3 9040530081 CA 80.00 01-Apr-2004 476,000.00 445,587.30 GROUP 4 1391131510 FL 38.33 01-Oct-2002 345,000.00 300,146.60 GROUP 5 0027280734 TN 80.00 01-Aug-2003 434,800.00 391,638.99 GROUP 6 7077410210 TX 34.27 01-Jun-2004 394,100.00 370,736.69 GROUP 7 0003175053 MD 79.22 01-Jun-2004 356,500.00 350,455.26 GROUP 7 9040646044 CA 75.57 01-May-2004 649,900.00 634,299.63 GROUP 2 0040103492 VA 80.00 01-Feb-2004 685,200.00 363,748.47 GROUP 2 2414020104 CO 79.04 01-Apr-2004 577,000.00 565,453.25 GROUP 2 2814010090 MA 57.47 01-Apr-2004 500,000.00 459,207.93
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning GROUP 1 0643292507 Loan Paid in Full 0 5.875% 360 15 GROUP 1 0644108845 Loan Paid in Full 0 5.750% 360 14 GROUP 3 9040530081 Loan Paid in Full 0 5.375% 180 16 GROUP 4 1391131510 Loan Paid in Full 0 6.125% 180 34 GROUP 5 0027280734 Loan Paid in Full 0 4.875% 180 24 GROUP 6 7077410210 Loan Paid in Full 0 4.710% 180 14 GROUP 7 0003175053 Loan Paid in Full 1 5.500% 360 14 GROUP 7 9040646044 Loan Paid in Full 0 5.500% 360 15 GROUP 2 0040103492 Loan Paid in Full 0 5.750% 360 18 GROUP 2 2414020104 Loan Paid in Full 0 5.625% 360 16 GROUP 2 2814010090 Loan Paid in Full 0 5.625% 360 16
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 0.826% Current Month 9.469% Current Month 312.803% 3 Month Average 0.877% 3 Month Average 9.991% 3 Month Average 351.982% 12 Month Average 0.865% 12 Month Average 7.423% 12 Month Average 383.601% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 2.656% N/A Sep-2004 315.503% N/A Oct-2004 6.440% N/A Oct-2004 618.978% N/A Nov-2004 2.819% N/A Nov-2004 227.540% N/A Dec-2004 4.236% N/A Dec-2004 294.508% N/A Jan-2005 7.770% N/A Jan-2005 474.932% N/A Feb-2005 3.751% N/A Feb-2005 204.346% N/A Mar-2005 9.393% N/A Mar-2005 461.444% N/A Apr-2005 12.218% N/A Apr-2005 546.489% N/A May-2005 9.817% N/A May-2005 403.532% N/A Jun-2005 7.046% 6.053% Jun-2005 267.608% 413.578% Jul-2005 13.457% 7.011% Jul-2005 475.534% 416.326% Aug-2005 9.469% 7.423% Aug-2005 312.803% 383.601% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 1 SMM CPR PSA Current Month 1.226% Current Month 13.755% Current Month 473.849% 3 Month Average 0.815% 3 Month Average 9.302% 3 Month Average 340.277% 12 Month Average 1.002% 12 Month Average 8.883% 12 Month Average 479.592% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.164% N/A Sep-2004 23.303% N/A Oct-2004 5.043% N/A Oct-2004 557.665% N/A Nov-2004 9.035% N/A Nov-2004 818.744% N/A Dec-2004 0.253% N/A Dec-2004 19.415% N/A Jan-2005 5.674% N/A Jan-2005 377.500% N/A Feb-2005 7.361% N/A Feb-2005 432.143% N/A Mar-2005 19.323% N/A Mar-2005 1,015.200% N/A Apr-2005 26.292% N/A Apr-2005 1,249.646% N/A May-2005 5.544% N/A May-2005 240.657% N/A Jun-2005 7.918% 7.239% Jun-2005 316.337% 426.786% Jul-2005 6.233% 7.746% Jul-2005 230.644% 441.981% Aug-2005 13.755% 8.883% Aug-2005 473.849% 479.592% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 3 SMM CPR PSA Current Month 0.824% Current Month 9.450% Current Month 274.534% 3 Month Average 0.657% 3 Month Average 7.582% 3 Month Average 233.644% 12 Month Average 1.355% 12 Month Average 13.078% 12 Month Average 641.793% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 13.704% N/A Sep-2004 1,124.660% N/A Oct-2004 17.067% N/A Oct-2004 1,198.729% N/A Nov-2004 8.152% N/A Nov-2004 502.214% N/A Dec-2004 27.462% N/A Dec-2004 1,494.628% N/A Jan-2005 7.745% N/A Jan-2005 379.730% N/A Feb-2005 0.607% N/A Feb-2005 27.101% N/A Mar-2005 24.299% N/A Mar-2005 991.189% N/A Apr-2005 18.782% N/A Apr-2005 708.049% N/A May-2005 16.369% N/A May-2005 574.287% N/A Jun-2005 8.498% 12.733% Jun-2005 278.320% 691.859% Jul-2005 4.798% 13.028% Jul-2005 148.077% 691.423% Aug-2005 9.450% 13.078% Aug-2005 274.534% 641.793% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 4 SMM CPR PSA Current Month 0.393% Current Month 4.613% Current Month 147.922% 3 Month Average 0.659% 3 Month Average 7.555% 3 Month Average 258.468% 12 Month Average 0.748% 12 Month Average 6.567% 12 Month Average 362.971% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.651% N/A Sep-2004 67.156% N/A Oct-2004 20.980% N/A Oct-2004 1,807.151% N/A Nov-2004 3.311% N/A Nov-2004 244.692% N/A Dec-2004 0.984% N/A Dec-2004 63.385% N/A Jan-2005 7.415% N/A Jan-2005 423.260% N/A Feb-2005 5.907% N/A Feb-2005 302.634% N/A Mar-2005 1.033% N/A Mar-2005 48.040% N/A Apr-2005 0.222% N/A Apr-2005 9.438% N/A May-2005 15.639% N/A May-2005 614.492% N/A Jun-2005 4.994% 6.075% Jun-2005 181.930% 459.528% Jul-2005 13.058% 6.755% Jul-2005 445.550% 424.955% Aug-2005 4.613% 6.567% Aug-2005 147.922% 362.971% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 5 SMM CPR PSA Current Month 0.310% Current Month 3.656% Current Month 123.998% 3 Month Average 0.348% 3 Month Average 4.071% 3 Month Average 146.180% 12 Month Average 0.361% 12 Month Average 3.170% 12 Month Average 150.667% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.606% N/A Sep-2004 78.827% N/A Oct-2004 0.593% N/A Oct-2004 61.265% N/A Nov-2004 0.481% N/A Nov-2004 41.164% N/A Dec-2004 (3.957)% N/A Dec-2004 (289.943)% N/A Jan-2005 9.139% N/A Jan-2005 587.188% N/A Feb-2005 3.546% N/A Feb-2005 202.353% N/A Mar-2005 0.359% N/A Mar-2005 18.369% N/A Apr-2005 7.642% N/A Apr-2005 354.917% N/A May-2005 7.421% N/A May-2005 315.330% N/A Jun-2005 1.330% 2.699% Jun-2005 52.070% 199.826% Jul-2005 7.228% 3.253% Jul-2005 262.472% 208.546% Aug-2005 3.656% 3.170% Aug-2005 123.998% 150.667% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 6 SMM CPR PSA Current Month 1.108% Current Month 12.518% Current Month 419.252% 3 Month Average 0.399% 3 Month Average 4.530% 3 Month Average 153.034% 12 Month Average 0.382% 12 Month Average 3.230% 12 Month Average 155.823% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.207% N/A Sep-2004 26.194% N/A Oct-2004 0.176% N/A Oct-2004 17.802% N/A Nov-2004 0.220% N/A Nov-2004 18.438% N/A Dec-2004 0.546% N/A Dec-2004 39.228% N/A Jan-2005 13.027% N/A Jan-2005 817.586% N/A Feb-2005 0.566% N/A Feb-2005 31.573% N/A Mar-2005 2.497% N/A Mar-2005 125.249% N/A Apr-2005 0.529% N/A Apr-2005 24.095% N/A May-2005 7.404% N/A May-2005 310.609% N/A Jun-2005 0.467% 2.376% Jun-2005 18.075% 175.248% Jul-2005 0.606% 2.246% Jul-2005 21.776% 130.808% Aug-2005 12.518% 3.230% Aug-2005 419.252% 155.823% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 7 SMM CPR PSA Current Month 0.751% Current Month 8.644% Current Month 297.150% 3 Month Average 0.735% 3 Month Average 8.272% 3 Month Average 298.294% 12 Month Average 0.603% 12 Month Average 4.784% 12 Month Average 249.455% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 5.055% N/A Sep-2004 711.005% N/A Oct-2004 0.222% N/A Oct-2004 24.376% N/A Nov-2004 0.286% N/A Nov-2004 25.734% N/A Dec-2004 0.226% N/A Dec-2004 17.274% N/A Jan-2005 0.239% N/A Jan-2005 15.816% N/A Feb-2005 4.664% N/A Feb-2005 272.563% N/A Mar-2005 3.407% N/A Mar-2005 178.277% N/A Apr-2005 12.978% N/A Apr-2005 614.677% N/A May-2005 5.518% N/A May-2005 238.848% N/A Jun-2005 0.289% 3.771% Jun-2005 11.506% 421.204% Jul-2005 15.882% 4.747% Jul-2005 586.228% 358.367% Aug-2005 8.644% 4.784% Aug-2005 297.150% 249.455% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 2 SMM CPR PSA Current Month 1.650% Current Month 18.098% Current Month 578.155% 3 Month Average 2.699% 3 Month Average 27.598% 3 Month Average 951.379% 12 Month Average 1.982% 12 Month Average 13.936% 12 Month Average 606.860% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.151% N/A Sep-2004 16.264% N/A Oct-2004 4.835% N/A Oct-2004 428.799% N/A Nov-2004 0.146% N/A Nov-2004 11.014% N/A Dec-2004 13.321% N/A Dec-2004 871.193% N/A Jan-2005 15.402% N/A Jan-2005 891.898% N/A Feb-2005 0.255% N/A Feb-2005 13.241% N/A Mar-2005 20.422% N/A Mar-2005 960.441% N/A Apr-2005 14.908% N/A Apr-2005 641.154% N/A May-2005 14.999% N/A May-2005 594.181% N/A Jun-2005 27.494% 9.343% Jun-2005 1,007.755% 455.345% Jul-2005 37.200% 12.436% Jul-2005 1,268.226% 559.815% Aug-2005 18.098% 13.936% Aug-2005 578.155% 606.860% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Single Month Mortality (SMM): (Partial and full prepayments + Repurchases) / (Beginning Scheduled Balance - Scheduled Principal) Conditional PrePayment Rate (CPR): 1 - ((1 - SMM)^12) PSA Standard Prepayment Model: 100 * CPR / (0.2 * MIN(30,WAS)) Weighted Average Seasoning (WAS): sum((Original Term - Remaining Term)*(Current Scheduled Balance/Deal Scheduled Principal Balance))
Realized Loss Detail Report - Loans with Losses during Current Period Summary # Loans Prior Realized Current with Principal Loss/(Gain) Loss Group Losses Balance Amount Percentage GROUP 1 0 0.00 0.00 0.000% GROUP 3 0 0.00 0.00 0.000% GROUP 4 0 0.00 0.00 0.000% GROUP 5 0 0.00 0.00 0.000% GROUP 6 0 0.00 0.00 0.000% GROUP 7 0 0.00 0.00 0.000% GROUP 2 0 0.00 0.00 0.000% Total 0 0.00 0.00 0.000%
Realized Loss Loan Detail Report - Loans With Losses during Current Period Original Current Loan Principal Note LTV at Original Group Number Balance Rate State Origination Term No losses this period.
Realized Loss Loan Detail Report - Loans With Losses during Current Period (continued) Prior Cumulative Loan Principal Realized Realized Group Number Balance Loss/(Gain) Loss/(Gain) No losses this period.
Realized Loss Report - Collateral Summary
MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 1 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 3 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 4 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 5 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 6 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 7 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. GROUP 2 MDR SDA Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% MDR: Current vs 12mo Average* SDA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. CDR Loss Severity Approximation Current Month 0.000% Current Month 0.000% 3 Month Average 0.000% 3 Month Average 0.000% 12 Month Average 0.000% 12 Month Average 0.000% CDR: Current vs 12mo Average* Loss Severity: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. Sep-2004 0.000% N/A Sep-2004 0.000% N/A Oct-2004 0.000% N/A Oct-2004 0.000% N/A Nov-2004 0.000% N/A Nov-2004 0.000% N/A Dec-2004 0.000% N/A Dec-2004 0.000% N/A Jan-2005 0.000% N/A Jan-2005 0.000% N/A Feb-2005 0.000% N/A Feb-2005 0.000% N/A Mar-2005 0.000% N/A Mar-2005 0.000% N/A Apr-2005 0.000% N/A Apr-2005 0.000% N/A May-2005 0.000% N/A May-2005 0.000% N/A Jun-2005 0.000% 0.000% Jun-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Jul-2005 0.000% 0.000% Aug-2005 0.000% 0.000% Aug-2005 0.000% 0.000% *The text reported in the above table is presented *The text reported in the above table is presented graphically on the monthly bond remittance report. The graphically on the monthly bond remittance report. The monthly bond remittance report can be viewed online at monthly bond remittance report can be viewed online at www.ctslink.com. www.ctslink.com. Calculation Methodology: Monthly Default Rate (MDR): sum(Beg Principal Balance of Liquidated Loans)/ sum(Beg Principal Balance). Conditional Default Rate (CDR): 1-((1-MDR)^12) SDA Standard Default Assumption: If WAS is less than or equal to 30 then CDR/(WAS*0.02) else if WAS is greater than 30 and less than or equal to 60 then CDR/0.6 else if WAS is greater than 60 and less than or equal to 120 then CDR/(0.6 - ((WAS-60)*0.0095)) else if WAS is greater than 120 then CDR/0.03 Loss Severity Approximation for current period: sum(Realized Loss Amount)/sum(Beg Principal Balance of Liquidated Loans)
MASTR Asset Securitization Trust Wells Fargo Bank, N.A. Series 2004-6 Contact Raj Mohindru Underlying Certificate Distribution Date: 8/26/2005 Phone: (410) 844-6427 UNDERLYING DELINQUENCY STATISTICS Subordinated Outstanding Principal Current Cumulative 30 Day Mortgage Certificates on Underlying Securities Losses Losses # $ % Mastr 2003-8 992,426,435.51 0.00 0.00 8 4,020,320.08 0.41% UNDERLYING DELINQUENCY STATISTICS (Continued) 60 Day 90 Day FIC REO # $ % # $ % # $ % # $ % 0 0.00 0.00% 2 679,372.60 0.07% 0 0.00 0.00% 0 0.00 0.00% UNDERLYING CERTIFICATE STATISTICS Beginning Scheduled Balance 77,907,763.72 Scheduled Principal 96,743.84 Unshceduled Principal 2,254,467.21 Interest Distributed 357,075.51 Total Principal and Interest Distributed 2,708,286.56 Ending Scheduled Balance 75,556,552.68
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