-----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, EkzxC/ToaYvwxwhnsFCIX84jXKMTVPmjQaDfMyYfbuG3YBmgTlCb7qPyqLwbSVaa dXqtyTzwRC5V5sj4acjU8Q== 0001056404-05-003561.txt : 20051028 0001056404-05-003561.hdr.sgml : 20051028 20051027173345 ACCESSION NUMBER: 0001056404-05-003561 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051001 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20051028 DATE AS OF CHANGE: 20051027 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: 051160897 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_10510.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): October 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 October 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 October 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 October 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 October 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: 10/26/2005 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 October 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 October 26, 2005 distribution. EX-99.1
MASTR Asset Securitization Trust Mortgage Pass-Through Certificates Record Date: 10/1/2005 Distribution Date: 10/1/2005 MASTR Asset Securitization Trust 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 5.24327% 59,029,476.16 257,923.01 1-A-2 57643MDU5 SEN 5.24327% 34,269,000.00 149,734.74 2-A-1 57643MCN2 SEN 5.12500% 37,314,884.79 159,365.65 2-A-2 57643MCP7 SEN 4.23000% 5,597,232.72 19,730.25 2-A-3 57643MCQ5 IO 3.77000% 0.00 17,584.64 2-A-4 57643MCR3 SEN 5.50000% 17,987,784.79 82,444.01 2-A-5 57643MCS1 SEN 5.75000% 21,340,000.00 102,254.17 2-A-6 57643MCT9 SEN 5.50000% 26,027,727.86 119,293.75 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% 4,811,887.77 21,052.01 2-A-10 57643MCX0 ACCR 5.25000% 4,739,000.00 20,733.13 2-A-11 57643MCY8 SEN 5.25000% 6,043,261.23 26,439.27 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% 55,718,555.44 243,768.68 4-A-1 57643MDE1 SEN 5.00000% 89,159,914.19 371,499.64 5-A-1 57643MDF8 SEN 5.00000% 130,608,675.42 544,202.81 5-A-2 57643MDT8 PO 0.00000% 6,874,140.81 0.00 6-A-1 57643MDG6 SEN 4.50000% 50,638,155.73 189,893.08 7-A-1 57643MDH4 SEN 5.25000% 129,180,631.84 565,165.26 15-PO 57643MDJ0 PO 0.00000% 4,012,668.72 0.00 30-PO 57643MDK7 PO 0.00000% 3,844,665.57 0.00 15-AX 57643MDL5 IO 5.00000% 0.00 5,469.09 30-AX 57643MDM3 IO 5.50000% 0.00 4,843.98 A-UR 57643MDP6 SEN 5.25000% 0.00 0.00 A-LR 57643MDN1 SEN 5.25000% 0.00 0.14 1-B-1 57643MDV3 SUB 5.24327% 1,609,672.56 7,033.29 1-B-2 57643MDW1 SUB 5.24327% 643,672.48 2,812.46 1-B-3 57643MDX9 SUB 5.24327% 322,327.59 1,408.38 1-B-4 57643MDY7 SUB 5.24327% 321,344.89 1,404.08 1-B-5 57643MDZ4 SUB 5.24327% 161,163.80 704.19 1-B-6 57643MEA8 SUB 5.24327% 161,725.58 706.64 B-1 57643MDQ4 SUB 5.06652% 5,491,208.83 23,184.46 B-2 57643MDR2 SUB 5.06652% 2,440,218.15 10,302.86 B-3 57643MDS0 SUB 5.06652% 915,201.47 3,864.08 B-4 57643MEB6 SUB 5.06652% 915,201.47 3,864.08 B-5 57643MEC4 SUB 5.06652% 609,815.21 2,574.70 B-6 57643MED2 SUB 5.06652% 610,535.44 2,577.74 Totals 729,472,824.51 3,089,305.47
Certificateholder Distribution Summary (continued) Current Ending Cumulative Principal Realized Certificate Total Realized Class Distribution Loss Balance Distribution Losses 1-A-1 128,170.65 0.00 58,901,305.51 386,093.66 0.00 1-A-2 0.00 0.00 34,269,000.00 149,734.74 0.00 2-A-1 740,416.15 0.00 36,574,468.64 899,781.80 0.00 2-A-2 111,062.42 0.00 5,486,170.30 130,792.67 0.00 2-A-3 0.00 0.00 0.00 17,584.64 0.00 2-A-4 275,506.80 0.00 17,712,277.99 357,950.81 0.00 2-A-5 0.00 0.00 21,340,000.00 102,254.17 0.00 2-A-6 352,516.56 0.00 25,675,211.29 471,810.31 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 26,439.27 0.00 4,785,448.51 47,491.28 0.00 2-A-10 0.00 0.00 4,739,000.00 20,733.13 0.00 2-A-11 (26,439.27) 0.00 6,069,700.49 0.00 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 1,156,503.32 0.00 54,562,052.12 1,400,272.00 0.00 4-A-1 1,004,281.36 0.00 88,155,632.84 1,375,781.00 0.00 5-A-1 1,152,198.49 0.00 129,456,476.93 1,696,401.30 0.00 5-A-2 60,642.03 0.00 6,813,498.79 60,642.03 0.00 6-A-1 239,162.19 0.00 50,398,993.53 429,055.27 0.00 7-A-1 1,700,187.76 0.00 127,480,444.07 2,265,353.02 0.00 15-PO 48,135.66 0.00 3,964,533.05 48,135.66 0.00 30-PO 65,487.13 0.00 3,779,178.43 65,487.13 0.00 15-AX 0.00 0.00 0.00 5,469.09 0.00 30-AX 0.00 0.00 0.00 4,843.98 0.00 A-UR 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.14 0.00 1-B-1 1,965.48 0.00 1,607,707.08 8,998.77 0.00 1-B-2 785.95 0.00 642,886.53 3,598.41 0.00 1-B-3 393.58 0.00 321,934.02 1,801.96 0.00 1-B-4 392.38 0.00 320,952.51 1,796.46 0.00 1-B-5 196.79 0.00 160,967.01 900.98 0.00 1-B-6 197.43 0.04 161,528.11 904.07 0.23 B-1 17,503.95 0.00 5,473,704.87 40,688.41 0.00 B-2 7,778.52 0.00 2,432,439.63 18,081.38 0.00 B-3 2,917.33 0.00 912,284.15 6,781.41 0.00 B-4 2,917.33 0.00 912,284.15 6,781.41 0.00 B-5 1,943.87 0.00 607,871.34 4,518.57 0.00 B-6 1,946.16 0.00 608,589.28 4,523.90 0.38 Totals 7,073,209.29 0.04 722,399,615.17 10,162,514.76 0.61 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 59,029,476.16 113,921.29 14,249.36 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 37,314,884.79 92,568.16 647,847.99 0.00 0.00 2-A-2 8,424,000.00 5,597,232.72 13,885.22 97,177.20 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 17,987,784.79 34,444.36 241,062.45 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 26,027,727.86 44,072.25 308,444.31 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 4,811,887.77 3,305.48 23,133.78 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 6,043,261.23 0.00 0.00 (26,439.27) 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 55,718,555.44 252,550.33 903,952.99 0.00 0.00 4-A-1 103,098,000.00 89,159,914.19 395,089.05 609,192.31 0.00 0.00 5-A-1 145,350,000.00 130,608,675.42 574,738.73 577,459.75 0.00 0.00 5-A-2 7,650,000.00 6,874,140.81 30,249.41 30,392.62 0.00 0.00 6-A-1 56,000,000.00 50,638,155.73 228,740.19 10,422.00 0.00 0.00 7-A-1 140,000,000.00 129,180,631.84 163,933.12 1,536,254.64 0.00 0.00 15-PO 4,485,902.16 4,012,668.72 17,710.26 30,425.40 0.00 0.00 30-PO 4,244,792.89 3,844,665.57 4,788.92 60,698.22 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 1,609,672.56 1,965.48 0.00 0.00 0.00 1-B-2 655,000.00 643,672.48 785.95 0.00 0.00 0.00 1-B-3 328,000.00 322,327.59 393.58 0.00 0.00 0.00 1-B-4 327,000.00 321,344.89 392.38 0.00 0.00 0.00 1-B-5 164,000.00 161,163.80 196.79 0.00 0.00 0.00 1-B-6 164,571.67 161,725.58 197.43 0.00 0.00 0.04 B-1 5,736,000.00 5,491,208.83 17,503.95 0.00 0.00 0.00 B-2 2,549,000.00 2,440,218.15 7,778.52 0.00 0.00 0.00 B-3 956,000.00 915,201.47 2,917.33 0.00 0.00 0.00 B-4 956,000.00 915,201.47 2,917.33 0.00 0.00 0.00 B-5 637,000.00 609,815.21 1,943.87 0.00 0.00 0.00 B-6 637,752.16 610,535.44 1,946.16 0.00 0.00 0.00 Totals 841,109,341.88 729,472,824.51 2,008,935.54 5,090,713.02 (26,439.27) 0.04 (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-1 128,170.65 58,901,305.51 0.82181752 128,170.65 1-A-2 0.00 34,269,000.00 1.00000000 0.00 2-A-1 740,416.15 36,574,468.64 0.65125478 740,416.15 2-A-2 111,062.42 5,486,170.30 0.65125478 111,062.42 2-A-3 0.00 0.00 0.00000000 0.00 2-A-4 275,506.80 17,712,277.99 0.70849112 275,506.80 2-A-5 0.00 21,340,000.00 1.00000000 0.00 2-A-6 352,516.56 25,675,211.29 0.73357747 352,516.56 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 26,439.27 4,785,448.51 0.92116429 26,439.27 2-A-10 0.00 4,739,000.00 1.00000000 0.00 2-A-11 (26,439.27) 6,069,700.49 1.07235702 (26,439.27) 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 1,156,503.32 54,562,052.12 0.77945789 1,156,503.32 4-A-1 1,004,281.36 88,155,632.84 0.85506637 1,004,281.36 5-A-1 1,152,198.49 129,456,476.93 0.89065344 1,152,198.49 5-A-2 60,642.03 6,813,498.79 0.89065344 60,642.03 6-A-1 239,162.19 50,398,993.53 0.89998203 239,162.19 7-A-1 1,700,187.76 127,480,444.07 0.91057460 1,700,187.76 15-PO 48,135.66 3,964,533.05 0.88377609 48,135.66 30-PO 65,487.13 3,779,178.43 0.89030926 65,487.13 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 1,965.48 1,607,707.08 0.98150615 1,965.48 1-B-2 785.95 642,886.53 0.98150615 785.95 1-B-3 393.58 321,934.02 0.98150616 393.58 1-B-4 392.38 320,952.51 0.98150615 392.38 1-B-5 196.79 160,967.01 0.98150616 196.79 1-B-6 197.47 161,528.11 0.98150617 197.43 B-1 17,503.95 5,473,704.87 0.95427212 17,503.95 B-2 7,778.52 2,432,439.63 0.95427212 7,778.52 B-3 2,917.33 912,284.15 0.95427212 2,917.33 B-4 2,917.33 912,284.15 0.95427212 2,917.33 B-5 1,943.87 607,871.34 0.95427212 1,943.87 B-6 1,946.16 608,589.28 0.95427239 1,946.16 Totals 7,073,209.33 722,399,615.17 0.85886529 7,073,209.29
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 71,672,000.00 823.60581761 1.58948111 0.19881348 0.00000000 1-A-2 34,269,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-1 56,160,000.00 664.43883173 1.64829345 11.53575481 0.00000000 2-A-2 8,424,000.00 664.43883191 1.64829297 11.53575499 0.00000000 2-A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-4 25,000,000.00 719.51139160 1.37777440 9.64249800 0.00000000 2-A-5 21,340,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-6 35,000,000.00 743.64936743 1.25920714 8.81269457 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 5,195,000.00 926.25366121 0.63628104 4.45308566 0.00000000 2-A-10 4,739,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 2-A-11 5,660,149.00 1067.68589131 0.00000000 0.00000000 (4.67112615) 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 70,000,000.00 795.97936343 3.60786186 12.91361414 0.00000000 4-A-1 103,098,000.00 864.80740839 3.83216988 5.90886642 0.00000000 5-A-1 145,350,000.00 898.58049825 3.95417083 3.97289130 0.00000000 5-A-2 7,650,000.00 898.58049804 3.95417124 3.97289150 0.00000000 6-A-1 56,000,000.00 904.25278089 4.08464625 0.18610714 0.00000000 7-A-1 140,000,000.00 922.71879886 1.17095086 10.97324743 0.00000000 15-PO 4,485,902.16 894.50651773 3.94798178 6.78244842 0.00000000 30-PO 4,244,792.89 905.73690393 1.12818696 14.29945384 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 1,638,000.00 982.70608059 1.19992674 0.00000000 0.00000000 1-B-2 655,000.00 982.70607634 1.19992366 0.00000000 0.00000000 1-B-3 328,000.00 982.70606707 1.19993902 0.00000000 0.00000000 1-B-4 327,000.00 982.70608563 1.19993884 0.00000000 0.00000000 1-B-5 164,000.00 982.70609756 1.19993902 0.00000000 0.00000000 1-B-6 164,571.67 982.70607572 1.19965970 0.00000000 0.00000000 B-1 5,736,000.00 957.32371513 3.05159519 0.00000000 0.00000000 B-2 2,549,000.00 957.32371518 3.05159670 0.00000000 0.00000000 B-3 956,000.00 957.32371339 3.05160042 0.00000000 0.00000000 B-4 956,000.00 957.32371339 3.05160042 0.00000000 0.00000000 B-5 637,000.00 957.32372057 3.05160126 0.00000000 0.00000000 B-6 637,752.16 957.32398617 3.05159296 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 1.78829459 821.81752302 0.82181752 1.78829459 1-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-1 0.00000000 13.18404825 651.25478348 0.65125478 13.18404825 2-A-2 0.00000000 13.18404796 651.25478395 0.65125478 13.18404796 2-A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-4 0.00000000 11.02027200 708.49111960 0.70849112 11.02027200 2-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-6 0.00000000 10.07190171 733.57746543 0.73357747 10.07190171 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 5.08936862 921.16429451 0.92116429 5.08936862 2-A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 2-A-11 0.00000000 (4.67112615) 1,072.35701569 1.07235702 (4.67112615) 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 16.52147600 779.45788743 0.77945789 16.52147600 4-A-1 0.00000000 9.74103630 855.06637219 0.85506637 9.74103630 5-A-1 0.00000000 7.92706219 890.65343605 0.89065344 7.92706219 5-A-2 0.00000000 7.92706275 890.65343660 0.89065344 7.92706275 6-A-1 0.00000000 4.27075339 899.98202732 0.89998203 4.27075339 7-A-1 0.00000000 12.14419829 910.57460050 0.91057460 12.14419829 15-PO 0.00000000 10.73043020 883.77608530 0.88377609 10.73043020 30-PO 0.00000000 15.42763845 890.30926312 0.89030926 15.42763845 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 1.19992674 981.50615385 0.98150615 1.19992674 1-B-2 0.00000000 1.19992366 981.50615267 0.98150615 1.19992366 1-B-3 0.00000000 1.19993902 981.50615854 0.98150616 1.19993902 1-B-4 0.00000000 1.19993884 981.50614679 0.98150615 1.19993884 1-B-5 0.00000000 1.19993902 981.50615854 0.98150616 1.19993902 1-B-6 0.00024306 1.19990275 981.50617296 0.98150617 1.19965970 B-1 0.00000000 3.05159519 954.27211820 0.95427212 3.05159519 B-2 0.00000000 3.05159670 954.27211848 0.95427212 3.05159670 B-3 0.00000000 3.05160042 954.27212343 0.95427212 3.05160042 B-4 0.00000000 3.05160042 954.27212343 0.95427212 3.05160042 B-5 0.00000000 3.05160126 954.27211931 0.95427212 3.05160126 B-6 0.00000000 3.05159296 954.27239321 0.95427239 3.05159296 (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 5.24327% 59,029,476.16 257,923.01 0.00 0.00 1-A-2 34,269,000.00 5.24327% 34,269,000.00 149,734.74 0.00 0.00 2-A-1 56,160,000.00 5.12500% 37,314,884.79 159,365.65 0.00 0.00 2-A-2 8,424,000.00 4.23000% 5,597,232.72 19,730.25 0.00 0.00 2-A-3 0.00 3.77000% 5,597,232.72 17,584.64 0.00 0.00 2-A-4 25,000,000.00 5.50000% 17,987,784.79 82,444.01 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% 26,027,727.86 119,293.75 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% 4,811,887.77 21,052.01 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% 6,043,261.23 26,439.27 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% 55,718,555.44 243,768.68 0.00 0.00 4-A-1 103,098,000.00 5.00000% 89,159,914.19 371,499.64 0.00 0.00 5-A-1 145,350,000.00 5.00000% 130,608,675.42 544,202.81 0.00 0.00 5-A-2 7,650,000.00 0.00000% 6,874,140.81 0.00 0.00 0.00 6-A-1 56,000,000.00 4.50000% 50,638,155.73 189,893.08 0.00 0.00 7-A-1 140,000,000.00 5.25000% 129,180,631.84 565,165.26 0.00 0.00 15-PO 4,485,902.16 0.00000% 4,012,668.72 0.00 0.00 0.00 30-PO 4,244,792.89 0.00000% 3,844,665.57 0.00 0.00 0.00 15-AX 0.00 5.00000% 1,312,580.65 5,469.09 0.00 0.00 30-AX 0.00 5.50000% 1,056,867.56 4,843.98 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 5.24327% 1,609,672.56 7,033.29 0.00 0.00 1-B-2 655,000.00 5.24327% 643,672.48 2,812.46 0.00 0.00 1-B-3 328,000.00 5.24327% 322,327.59 1,408.38 0.00 0.00 1-B-4 327,000.00 5.24327% 321,344.89 1,404.08 0.00 0.00 1-B-5 164,000.00 5.24327% 161,163.80 704.19 0.00 0.00 1-B-6 164,571.67 5.24327% 161,725.58 706.64 0.00 0.00 B-1 5,736,000.00 5.06652% 5,491,208.83 23,184.46 0.00 0.00 B-2 2,549,000.00 5.06652% 2,440,218.15 10,302.86 0.00 0.00 B-3 956,000.00 5.06652% 915,201.47 3,864.08 0.00 0.00 B-4 956,000.00 5.06652% 915,201.47 3,864.08 0.00 0.00 B-5 637,000.00 5.06652% 609,815.21 2,574.70 0.00 0.00 B-6 637,752.16 5.06652% 610,535.44 2,577.74 0.00 0.00 Totals 841,109,341.88 3,089,305.33 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 0.00 257,923.01 0.00 58,901,305.51 1-A-2 0.00 0.00 149,734.74 0.00 34,269,000.00 2-A-1 0.00 0.00 159,365.65 0.00 36,574,468.64 2-A-2 0.00 0.00 19,730.25 0.00 5,486,170.30 2-A-3 0.00 0.00 17,584.64 0.00 5,486,170.30 2-A-4 0.00 0.00 82,444.01 0.00 17,712,277.99 2-A-5 0.00 0.00 102,254.17 0.00 21,340,000.00 2-A-6 0.00 0.00 119,293.75 0.00 25,675,211.29 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 21,052.01 0.00 4,785,448.51 2-A-10 0.00 0.00 20,733.13 0.00 4,739,000.00 2-A-11 0.00 0.00 26,439.27 0.00 6,069,700.49 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 0.00 243,768.68 0.00 54,562,052.12 4-A-1 0.00 0.00 371,499.64 0.00 88,155,632.84 5-A-1 0.00 0.00 544,202.81 0.00 129,456,476.93 5-A-2 0.00 0.00 0.00 0.00 6,813,498.79 6-A-1 0.00 0.00 189,893.08 0.00 50,398,993.53 7-A-1 0.00 0.00 565,165.26 0.00 127,480,444.07 15-PO 0.00 0.00 0.00 0.00 3,964,533.05 30-PO 0.00 0.00 0.00 0.00 3,779,178.43 15-AX 0.00 0.00 5,469.09 0.00 1,302,336.68 30-AX 0.00 0.00 4,843.98 0.00 1,055,574.97 A-UR 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.14 0.00 0.00 1-B-1 0.00 0.00 7,033.29 0.00 1,607,707.08 1-B-2 0.00 0.00 2,812.46 0.00 642,886.53 1-B-3 0.00 0.00 1,408.38 0.00 321,934.02 1-B-4 0.00 0.00 1,404.08 0.00 320,952.51 1-B-5 0.00 0.00 704.19 0.00 160,967.01 1-B-6 0.00 0.00 706.64 0.00 161,528.11 B-1 0.00 0.00 23,184.46 0.00 5,473,704.87 B-2 0.00 0.00 10,302.86 0.00 2,432,439.63 B-3 0.00 0.00 3,864.08 0.00 912,284.15 B-4 0.00 0.00 3,864.08 0.00 912,284.15 B-5 0.00 0.00 2,574.70 0.00 607,871.34 B-6 0.00 0.00 2,577.74 0.00 608,589.28 Totals 0.00 0.00 3,089,305.47 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 5.24327% 823.60581761 3.59865791 0.00000000 0.00000000 1-A-2 34,269,000.00 5.24327% 1000.00000000 4.36939333 0.00000000 0.00000000 2-A-1 56,160,000.00 5.12500% 664.43883173 2.83770744 0.00000000 0.00000000 2-A-2 8,424,000.00 4.23000% 664.43883191 2.34214744 0.00000000 0.00000000 2-A-3 0.00 3.77000% 664.43883191 2.08744539 0.00000000 0.00000000 2-A-4 25,000,000.00 5.50000% 719.51139160 3.29776040 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% 743.64936743 3.40839286 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% 926.25366121 4.05235996 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% 1067.68589131 4.67112615 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% 795.97936343 3.48240971 0.00000000 0.00000000 4-A-1 103,098,000.00 5.00000% 864.80740839 3.60336418 0.00000000 0.00000000 5-A-1 145,350,000.00 5.00000% 898.58049825 3.74408538 0.00000000 0.00000000 5-A-2 7,650,000.00 0.00000% 898.58049804 0.00000000 0.00000000 0.00000000 6-A-1 56,000,000.00 4.50000% 904.25278089 3.39094786 0.00000000 0.00000000 7-A-1 140,000,000.00 5.25000% 922.71879886 4.03689471 0.00000000 0.00000000 15-PO 4,485,902.16 0.00000% 894.50651773 0.00000000 0.00000000 0.00000000 30-PO 4,244,792.89 0.00000% 905.73690393 0.00000000 0.00000000 0.00000000 15-AX 0.00 5.00000% 793.08872862 3.30453876 0.00000000 0.00000000 30-AX 0.00 5.50000% 683.05861177 3.13068768 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 5.24327% 982.70608059 4.29382784 0.00000000 0.00000000 1-B-2 655,000.00 5.24327% 982.70607634 4.29383206 0.00000000 0.00000000 1-B-3 328,000.00 5.24327% 982.70606707 4.29384146 0.00000000 0.00000000 1-B-4 327,000.00 5.24327% 982.70608563 4.29382263 0.00000000 0.00000000 1-B-5 164,000.00 5.24327% 982.70609756 4.29384146 0.00000000 0.00000000 1-B-6 164,571.67 5.24327% 982.70607572 4.29381315 0.00000000 0.00000000 B-1 5,736,000.00 5.06652% 957.32371513 4.04192120 0.00000000 0.00000000 B-2 2,549,000.00 5.06652% 957.32371518 4.04192232 0.00000000 0.00000000 B-3 956,000.00 5.06652% 957.32371339 4.04192469 0.00000000 0.00000000 B-4 956,000.00 5.06652% 957.32371339 4.04192469 0.00000000 0.00000000 B-5 637,000.00 5.06652% 957.32372057 4.04191523 0.00000000 0.00000000 B-6 637,752.16 5.06652% 957.32398617 4.04191497 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 3.59865791 0.00000000 821.81752302 1-A-2 0.00000000 0.00000000 4.36939333 0.00000000 1000.00000000 2-A-1 0.00000000 0.00000000 2.83770744 0.00000000 651.25478348 2-A-2 0.00000000 0.00000000 2.34214744 0.00000000 651.25478395 2-A-3 0.00000000 0.00000000 2.08744539 0.00000000 651.25478395 2-A-4 0.00000000 0.00000000 3.29776040 0.00000000 708.49111960 2-A-5 0.00000000 0.00000000 4.79166682 0.00000000 1000.00000000 2-A-6 0.00000000 0.00000000 3.40839286 0.00000000 733.57746543 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 4.05235996 0.00000000 921.16429451 2-A-10 0.00000000 0.00000000 4.37500106 0.00000000 1000.00000000 2-A-11 0.00000000 0.00000000 4.67112615 0.00000000 1072.35701569 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 3.48240971 0.00000000 779.45788743 4-A-1 0.00000000 0.00000000 3.60336418 0.00000000 855.06637219 5-A-1 0.00000000 0.00000000 3.74408538 0.00000000 890.65343605 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 890.65343660 6-A-1 0.00000000 0.00000000 3.39094786 0.00000000 899.98202732 7-A-1 0.00000000 0.00000000 4.03689471 0.00000000 910.57460050 15-PO 0.00000000 0.00000000 0.00000000 0.00000000 883.77608530 30-PO 0.00000000 0.00000000 0.00000000 0.00000000 890.30926312 15-AX 0.00000000 0.00000000 3.30453876 0.00000000 786.89910732 30-AX 0.00000000 0.00000000 3.13068768 0.00000000 682.22320461 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 2.80000000 0.00000000 0.00000000 1-B-1 0.00000000 0.00000000 4.29382784 0.00000000 981.50615385 1-B-2 0.00000000 0.00000000 4.29383206 0.00000000 981.50615267 1-B-3 0.00000000 0.00000000 4.29384146 0.00000000 981.50615854 1-B-4 0.00000000 0.00000000 4.29382263 0.00000000 981.50614679 1-B-5 0.00000000 0.00000000 4.29384146 0.00000000 981.50615854 1-B-6 0.00000000 0.00000000 4.29381315 0.00000000 981.50617296 B-1 0.00000000 0.00000000 4.04192120 0.00000000 954.27211820 B-2 0.00000000 0.00000000 4.04192232 0.00000000 954.27211848 B-3 0.00000000 0.00000000 4.04192469 0.00000000 954.27212343 B-4 0.00000000 0.00000000 4.04192469 0.00000000 954.27212343 B-5 0.00000000 0.00000000 4.04191523 0.00000000 954.27211931 B-6 0.00000000 0.00000000 4.04191497 0.00000000 954.27239321 (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 0.00 577,880.85 563,498.07 83.33230603% 15-PO-2 0.00000% 0.00 0.00 890,424.54 870,583.59 89.61187538% 15-PO-3 0.00000% 0.00 0.00 1,865,764.60 1,855,179.57 89.43572925% 15-PO-4 0.00000% 0.00 0.00 678,598.72 675,271.82 88.40076834% 30-PO-1 0.00000% 0.00 0.00 1,416,465.51 1,402,916.31 84.55897273% 30-PO-2 0.00000% 0.00 0.00 2,428,200.05 2,376,262.13 91.90033329% 15-AX-1 5.00000% 988,563.75 983,957.06 0.00 0.00 80.21109580% 15-AX-2 5.00000% 134,392.36 129,726.61 0.00 0.00 58.07109748% 30-AX-1 5.50000% 175,487.97 175,247.78 0.00 0.00 88.25162380% 30-AX-2 5.50000% 881,379.59 880,327.19 0.00 0.00 65.27323937%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 10,299,632.83 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 10,299,632.83 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 137,118.07 Payment of Interest and Principal 10,162,514.76 Total Withdrawals (Pool Distribution Amount) 10,299,632.83 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 135,135.14 Master Servicing Fee 1,779.85 WMMSC Master Servicing Fee 203.08 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 137,118.07
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 2,308,832.59 0.00 0.00 0.00 2,308,832.59 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 2,308,832.59 0.00 0.00 0.00 2,308,832.59 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 0.309358% 0.000000% 0.000000% 0.000000% 0.309358% 0.354516% 0.000000% 0.000000% 0.000000% 0.354516% 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 0.309358% 0.000000% 0.000000% 0.000000% 0.309358% 0.354516% 0.000000% 0.000000% 0.000000% 0.354516%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 857,730.58 0.00 0.00 0.00 857,730.58 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 1 857,730.58 0.00 0.00 0.00 857,730.58 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.609756% 0.000000% 0.000000% 0.000000% 0.609756% 1.048927% 0.000000% 0.000000% 0.000000% 1.048927% 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 0.609756% 0.000000% 0.000000% 0.000000% 0.609756% 1.048927% 0.000000% 0.000000% 0.000000% 1.048927% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 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 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 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 2 0 0 0 2 1,059,646.70 0.00 0.00 0.00 1,059,646.70 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 1,059,646.70 0.00 0.00 0.00 1,059,646.70 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.706714% 0.000000% 0.000000% 0.000000% 0.706714% 0.748920% 0.000000% 0.000000% 0.000000% 0.748920% 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 0.706714% 0.000000% 0.000000% 0.000000% 0.706714% 0.748920% 0.000000% 0.000000% 0.000000% 0.748920% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 391,455.31 0.00 0.00 0.00 391,455.31 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 1 391,455.31 0.00 0.00 0.00 391,455.31 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.961538% 0.000000% 0.000000% 0.000000% 0.961538% 0.745792% 0.000000% 0.000000% 0.000000% 0.745792% 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 0.961538% 0.000000% 0.000000% 0.000000% 0.961538% 0.745792% 0.000000% 0.000000% 0.000000% 0.745792% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 16,655.02
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 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 1 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 3 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 4 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 5 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 6 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 7 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 2 12 Month REO History* New REO Loans Month REO Percentage Loans in REO 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current REO Total Mar-05 0.000% Loans in REO 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.121% Current Principal Balance 0.00 Jan-05 0.122% Feb-05 0.123% Current Foreclosure Total Mar-05 0.124% Loans in Foreclosure 0 Apr-05 0.126% Original Principal Balance 0.00 May-05 0.127% Current Principal Balance 0.00 Jun-05 0.128% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 1 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 3 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 4 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 5 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 6 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 7 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.000% Current Principal Balance 0.00 Jan-05 0.000% Feb-05 0.000% Current Foreclosure Total Mar-05 0.000% Loans in Foreclosure 0 Apr-05 0.000% Original Principal Balance 0.00 May-05 0.000% Current Principal Balance 0.00 Jun-05 0.000% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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. 2 12 Month Foreclosure History* New Foreclosure Loans Month Foreclosure Percentage Loans in Foreclosure 0 Nov-04 0.000% Original Principal Balance 0.00 Dec-04 0.899% Current Principal Balance 0.00 Jan-05 0.913% Feb-05 0.914% Current Foreclosure Total Mar-05 0.933% Loans in Foreclosure 0 Apr-05 0.946% Original Principal Balance 0.00 May-05 0.960% Current Principal Balance 0.00 Jun-05 0.988% Jul-05 0.000% Aug-05 0.000% Sep-05 0.000% Oct-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 5.285978% Weighted Average Pass-Through Rate 5.035142% Weighted Average Maturity(Stepdown Calculation) 248 Beginning Scheduled Collateral Loan Count 1,301 Number Of Loans Paid In Full 8 Ending Scheduled Collateral Loan Count 1,293 Beginning Scheduled Collateral Balance 655,972,122.07 Ending Scheduled Collateral Balance 649,780,399.41 Ending Actual Collateral Balance at 01-Oct-2005 651,262,580.69 Monthly P&I Constant 4,802,845.18 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 9,835,893.28 Class AP Deferred Amount 0.00 Scheduled Principal 1,913,299.88 Unscheduled Principal 4,278,422.78
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 - Group 2 thru 7 100,000.00
Miscellaneous Reporting Senior % - Group 1 96.663944% Senior % - Group 2 98.407856% Senior % - Group 3 97.404921% Senior % - Group 4 98.833163% Senior % - Group 5 97.952766% Senior % - Group 6 97.610721% Senior % - Group 7 98.570061% 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 3.336056% Junior % - Group 2 1.592144% Junior % - Group 3 2.595079% Junior % - Group 4 1.166837% Junior % - Group 5 2.047234% Junior % - Group 6 2.389279% Junior % - Group 7 1.429939%
Group Level Collateral Statement Group 1 3 4 Collateral Description Fixed 30 Year Fixed 15 Year Ratio Strip Fixed 15 Year Ratio Strip Weighted Average Coupon Rate 5.503272 5.529989 5.205318 Weighted Average Net Rate 5.253272 5.284666 4.959358 Weighted Average Maturity 342 160 161 Beginning Loan Count 189 110 171 Loans Paid In Full 0 2 1 Ending Loan Count 189 108 170 Beginning Scheduled Balance 96,518,383.05 57,780,899.80 91,102,972.52 Ending Scheduled Balance 96,386,280.76 56,603,285.21 90,074,185.74 Record Date 10/01/2005 10/01/2005 10/01/2005 Principal And Interest Constant 560,492.05 528,074.35 798,813.74 Scheduled Principal 117,852.93 261,801.22 403,630.45 Unscheduled Principal 14,249.36 915,813.37 625,156.33 Scheduled Interest 442,639.12 266,273.13 395,183.29 Servicing Fees 20,108.00 11,812.51 18,673.09 Master Servicing Fees 0.00 39.01 64.65 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 39.36 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 422,531.12 254,382.25 376,445.55 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 5 6 7 Collateral Description Fixed 15 Year Ratio Strip Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 4.937607 4.690856 5.410951 Weighted Average Net Rate 4.692762 4.449596 5.160950 Weighted Average Maturity 162 162 342 Beginning Loan Count 284 104 278 Loans Paid In Full 1 0 3 Ending Loan Count 283 104 275 Beginning Scheduled Balance 142,222,001.52 52,556,256.66 133,482,833.14 Ending scheduled Balance 140,985,931.59 52,308,168.55 131,728,329.30 Record Date 10/01/2005 10/01/2005 10/01/2005 Principal And Interest Constant 1,211,067.47 442,856.99 771,263.27 Scheduled Principal 625,870.53 237,412.13 169,372.43 Unscheduled Principal 610,199.40 10,675.98 1,585,131.41 Scheduled Interest 585,196.94 205,444.86 601,890.84 Servicing Fees 29,018.55 10,566.42 27,808.94 Master Servicing Fees 126.33 0.00 616.02 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 22.45 0.00 101.81 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 556,029.61 194,878.44 573,364.07 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 2 Total Collateral Description Fixed 30 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.728436 5.285978 Weighted Average Net Rate 5.478436 5.038398 Weighted Average Maturity 342.00 248.00 Record Date 10/01/2005 10/01/2005 Principal And Interest Constant 490,277.31 4,802,845.18 Beginning Loan Count 165 1,301 Loans Paid In Full 1 8 Ending Loan Count 164 1,293 Beginning Scheduled Balance 82,308,775.38 655,972,122.07 Ending Scheduled Balance 81,694,218.26 649,780,399.41 Scheduled Principal 97,360.19 1,913,299.88 Unscheduled Principal 517,196.93 4,278,422.78 Scheduled Interest 392,917.12 2,889,545.30 Servicing Fee 17,147.66 135,135.17 Master Servicing Fee 933.87 1,779.88 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 39.47 203.09 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 374,796.12 2,752,427.16 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 1 0 0.00 0.00 0 0.00 0.00 3 2 953,300.00 888,581.52 0 0.00 0.00 4 1 560,000.00 511,883.81 0 0.00 0.00 5 1 531,000.00 498,201.36 0 0.00 0.00 6 0 0.00 0.00 0 0.00 0.00 7 3 1,575,100.00 1,545,591.25 0 0.00 0.00 2 1 520,000.00 509,503.32 0 0.00 0.00 Total 8 4,139,400.00 3,953,761.26 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 1 0 0.00 0.00 0 0.00 0.00 14,249.36 3 0 0.00 0.00 0 0.00 0.00 30,964.30 4 0 0.00 0.00 0 0.00 0.00 115,551.34 5 0 0.00 0.00 0 0.00 0.00 114,121.31 6 0 0.00 0.00 0 0.00 0.00 10,675.98 7 0 0.00 0.00 0 0.00 0.00 41,447.11 2 0 0.00 0.00 0 0.00 0.00 8,298.72 Total 0 0.00 0.00 0 0.00 0.00 335,308.12
Prepayment Loan Detail - Prepayments during Current Period First Original Loan LTV at Payment Principal Prepayment Group Number State Origination Date Balance Amount 3 0008910322 CA 69.89 01-May-2004 433,300.00 404,202.53 3 2001432411 CA 80.00 01-Mar-2004 520,000.00 480,646.54 4 0003120500 TX 79.89 01-Apr-2004 560,000.00 509,604.99 5 0083460295 CA 24.70 01-Jun-2004 531,000.00 496,078.09 7 0003150677 MD 80.00 01-Jun-2004 737,600.00 723,034.30 7 0003183608 DC 70.56 01-Jun-2004 437,500.00 428,728.84 7 0031103219 MD 77.24 01-Jun-2004 400,000.00 391,921.16 2 3414010077 CT 80.00 01-Apr-2004 520,000.00 508,898.21
Prepayment Loan Detail - Prepayments during Current Period (continued) Current Loan PIF Months Loan Original Group Number Type Delinquent Rate Term Seasoning 3 0008910322 Loan Paid in Full (1) 5.500% 180 17 3 2001432411 Loan Paid in Full 0 5.375% 180 19 4 0003120500 Loan Paid in Full (1) 5.125% 180 18 5 0083460295 Loan Paid in Full 0 5.000% 180 16 7 0003150677 Loan Paid in Full 0 5.375% 360 16 7 0003183608 Loan Paid in Full (1) 5.375% 360 16 7 0031103219 Loan Paid in Full 0 5.250% 360 16 2 3414010077 Loan Paid in Full 0 5.625% 360 18
Prepayment - Voluntary Prepayments
Summary SMM CPR PSA Current Month 0.654% Current Month 7.573% Current Month 221.007% 3 Month Average 0.673% 3 Month Average 7.779% 3 Month Average 242.961% 12 Month Average 0.849% 12 Month Average 7.820% 12 Month Average 340.401% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 6.295% 7.726% Sep-2005 195.071% 373.565% Oct-2005 7.573% 7.820% Oct-2005 221.007% 340.401% *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. 1 SMM CPR PSA Current Month 0.015% Current Month 0.177% Current Month 5.368% 3 Month Average 0.729% 3 Month Average 8.242% 3 Month Average 275.739% 12 Month Average 1.023% 12 Month Average 9.363% 12 Month Average 460.625% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 10.794% 9.769% Sep-2005 348.000% 506.650% Oct-2005 0.177% 9.363% Oct-2005 5.368% 460.625% *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. 3 SMM CPR PSA Current Month 1.592% Current Month 17.519% Current Month 455.511% 3 Month Average 1.103% 3 Month Average 12.394% 3 Month Average 336.808% 12 Month Average 1.444% 12 Month Average 12.824% 12 Month Average 509.501% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 10.213% 12.787% Sep-2005 280.377% 571.436% Oct-2005 17.519% 12.824% Oct-2005 455.511% 509.501% *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. 4 SMM CPR PSA Current Month 0.689% Current Month 7.965% Current Month 226.496% 3 Month Average 0.425% 3 Month Average 4.956% 3 Month Average 147.801% 12 Month Average 0.596% 12 Month Average 5.619% 12 Month Average 231.402% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 2.289% 6.704% Sep-2005 68.985% 363.123% Oct-2005 7.965% 5.619% Oct-2005 226.496% 231.402% *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. 5 SMM CPR PSA Current Month 0.431% Current Month 5.050% Current Month 150.774% 3 Month Average 0.483% 3 Month Average 5.631% 3 Month Average 178.220% 12 Month Average 0.481% 12 Month Average 4.173% 12 Month Average 173.215% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 8.186% 3.802% Sep-2005 259.889% 165.756% Oct-2005 5.050% 4.173% Oct-2005 150.774% 173.215% *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. 6 SMM CPR PSA Current Month 0.020% Current Month 0.245% Current Month 7.224% 3 Month Average 0.389% 3 Month Average 4.412% 3 Month Average 147.106% 12 Month Average 0.382% 12 Month Average 3.258% 12 Month Average 153.995% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 0.473% 3.252% Sep-2005 14.842% 154.877% Oct-2005 0.245% 3.258% Oct-2005 7.224% 153.995% *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. 7 SMM CPR PSA Current Month 1.189% Current Month 13.371% Current Month 403.924% 3 Month Average 0.655% 3 Month Average 7.439% 3 Month Average 236.917% 12 Month Average 0.646% 12 Month Average 5.484% 12 Month Average 222.639% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 0.301% 4.388% Sep-2005 9.676% 191.010% Oct-2005 13.371% 5.484% Oct-2005 403.924% 222.639% *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. 2 SMM CPR PSA Current Month 0.629% Current Month 7.293% Current Month 206.539% 3 Month Average 1.110% 3 Month Average 12.430% 3 Month Average 380.603% 12 Month Average 1.689% 12 Month Average 15.120% 12 Month Average 616.743% CPR: Current vs 12mo Average* PSA: Current vs 12mo Average* Month Current 12mo Avg. Month Current 12mo Avg. 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% Sep-2005 11.898% 14.915% Sep-2005 357.116% 635.264% Oct-2005 7.293% 15.120% Oct-2005 206.539% 616.743% *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 1 0 0.00 0.00 0.000% 3 0 0.00 0.00 0.000% 4 0 0.00 0.00 0.000% 5 0 0.00 0.00 0.000% 6 0 0.00 0.00 0.000% 7 0 0.00 0.00 0.000% 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. 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% Sep-2005 0.000% 0.000% Sep-2005 0.000% 0.000% Oct-2005 0.000% 0.000% Oct-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. 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% Sep-2005 0.000% 0.000% Sep-2005 0.000% 0.000% Oct-2005 0.000% 0.000% Oct-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: 10/25/2005 Phone: (410) 844-6427 UNDERLYING DELINQUENCY STATISTICS Subordinated Outstanding Principal Current Cumulative 30 Day Mortgage Certificates on Underlying Securities Losses Losses # $ % Mastr 2003-8 954,865,534.16 0.00 0.00 8 4,264,434.22 0.45% 60 Day 90 Day FIC REO # $ % # $ % # $ % # $ % 0 0.00 0.00% 1 290,983.36 0.03% 0 0.00 0.00% 0 0.00 0.00 UNDERLYING CERTIFICATE STATISTICS Beginning Scheduled Balance 73,500,702.41 Scheduled Principal 92,330.20 Unshceduled Principal 789,156.47 Interest Distributed 336,878.22 Total Principal and Interest Distributed 1,218,364.88 Ending Scheduled Balance 72,619,215.75
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