-----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, Ilv2XhVdOi/H6GGuoySSswNILKVrYmx/fZFlKinZo2tOebMY5DHXKWg62wZTtgng k+6zoIxPKD7u2637rPC9tw== 0001056404-04-004328.txt : 20041206 0001056404-04-004328.hdr.sgml : 20041206 20041206072019 ACCESSION NUMBER: 0001056404-04-004328 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR Asset Securitization Trust 2004-9 CENTRAL INDEX KEY: 0001302182 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: 333-106982-39 FILM NUMBER: 041185267 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 mst04009_nov.txt NOV 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): November 26, 2004 MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-9 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-39 Pooling and Servicing Agreement) (Commission 54-6636556 (State or other File Number) 54-6636557 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 November 26, 2004 a distribution was made to holders of MASTR ASSET SECURITIZATION TRUST, Mortgage Pass-Through Certificates, Series 2004-9 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-9 Trust, relating to the November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. MASTR ASSET SECURITIZATION TRUST Mortgage Pass-Through Certificates, Series 2004-9 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 11/30/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-9 Trust, relating to the November 26, 2004 distribution. EX-99.1
Mortgage Asset Securitization Transactions, Inc. Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 MASTR Series: 2004-9 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A-1 57643MFC3 SEN 4.75000% 30,880,768.59 122,230.48 142,729.69 2-A-1 57643MFD1 ACCR 5.50000% 137,516,795.43 630,285.31 3,750,165.10 2-A-2 57643MFE9 ACCR 5.50000% 18,984,301.87 87,011.38 73,350.28 2-A-3 57643MFF6 SEQ 5.50000% 16,003,698.13 73,350.28 (73,350.28) 2-A-4 57643MFG4 LOCK 5.50000% 19,888,000.00 91,153.33 0.00 3-A-1 57643MFH2 SEQ 5.25000% 74,447,325.08 325,707.05 151,900.27 3-A-2 57643MFJ8 SEQ 5.25000% 19,802,980.55 86,638.04 40,405.45 3-A-3 57643MFK5 ACCR 5.25000% 7,594,309.12 33,225.10 44,133.65 3-A-4 57643MFL3 ACCR 5.25000% 10,779,508.00 47,160.35 0.00 3-A-5 57643MFM1 SEQ 5.25000% 10,087,690.88 44,133.65 (44,133.65) 3-A-6 57643MFN9 LOCK 5.25000% 12,000,000.00 52,500.00 0.00 3-A-7 57643MFP4 LOCK 5.25000% 2,264,000.00 9,905.00 0.00 4-A-1 57643MFQ2 SEN 6.00000% 108,101,787.71 540,508.94 3,553,376.23 5-A-1 57643MFR0 SEN 5.25000% 38,981,300.42 170,534.97 1,492,571.25 6-A-1 57643MFS8 SEN 5.00000% 64,144,642.77 267,256.46 319,177.87 7-A-1 57643MFT6 PO 6.32442% 48,415,418.62 255,153.75 971,550.94 8-A-1 57643MGF5 SEQ 5.14250% 12,248,624.31 52,490.50 876,440.08 8-A-2 57643MGG3 SEQ 5.14250% 74,996,000.00 321,389.38 0.00 PO 57643MFU3 PO 0.00000% 6,052,746.38 0.00 39,888.86 15-AX 57643MFV1 IO 5.00000% 0.00 9,606.26 0.00 30-AX 57643MFW9 IO 5.50000% 0.00 60,302.14 0.00 A-LR 57643MFX7 SEN 4.75000% 0.00 0.00 0.00 A-UR 57643MFY5 SEN 4.75000% 0.00 0.07 0.00 8-B-1 57643MGH1 SUB 5.14250% 629,324.65 2,696.92 2,346.01 8-B-2 57643MGJ7 SUB 5.14250% 179,665.24 769.94 669.76 8-B-3 57643MGK4 SUB 5.14250% 178,672.61 765.69 666.06 8-B-4 57643MGL2 SUB 5.14250% 179,665.24 769.94 669.76 8-B-5 57643MGM0 SUB 5.14250% 134,997.09 578.52 503.25 8-B-6 57643MGN8 SUB 5.14250% 45,443.91 194.75 169.41 15-B-1 57643MFZ2 SUB 5.36477% 958,024.75 4,282.78 4,043.93 15-B-2 57643MGA6 SUB 5.36477% 382,813.20 1,711.34 1,615.90 15-B-3 57643MGB4 SUB 5.36477% 287,605.77 1,285.72 1,214.02 15-B-4 57643MGP3 SUB 5.36477% 191,406.60 855.67 807.95 15-B-5 57643MGQ1 SUB 5.36477% 192,398.34 860.10 812.13 15-B-6 57643MGR9 SUB 5.36477% 95,984.42 429.09 405.16 30-B-1 57643MGC2 SUB 5.61914% 6,056,697.44 28,361.17 6,213.77 30-B-2 57643MGD0 SUB 5.61914% 1,965,008.61 9,201.38 2,015.97 30-B-3 57643MGE8 SUB 5.61914% 1,145,672.87 5,364.74 1,175.38 30-B-4 57643MGS7 SUB 5.61914% 654,670.21 3,065.57 671.65 30-B-5 57643MGT5 SUB 5.61914% 818,500.44 3,832.72 839.73 30-B-6 57643MGU2 SUB 5.61914% 491,800.84 2,302.91 504.56 Totals 727,778,250.09 3,347,871.39 11,363,550.14
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 30,738,038.90 264,960.17 0.00 2-A-1 0.00 133,766,630.33 4,380,450.41 0.00 2-A-2 0.00 18,910,951.59 160,361.66 0.00 2-A-3 0.00 16,077,048.41 0.00 0.00 2-A-4 0.00 19,888,000.00 91,153.33 0.00 3-A-1 0.00 74,295,424.82 477,607.32 0.00 3-A-2 0.00 19,762,575.10 127,043.49 0.00 3-A-3 0.00 7,550,175.47 77,358.75 0.00 3-A-4 0.00 10,779,508.00 47,160.35 0.00 3-A-5 0.00 10,131,824.53 0.00 0.00 3-A-6 0.00 12,000,000.00 52,500.00 0.00 3-A-7 0.00 2,264,000.00 9,905.00 0.00 4-A-1 0.00 104,548,411.48 4,093,885.17 0.00 5-A-1 0.00 37,488,729.17 1,663,106.22 0.00 6-A-1 0.00 63,825,464.89 586,434.33 0.00 7-A-1 0.00 47,443,867.68 1,226,704.69 0.00 8-A-1 0.00 11,372,184.23 928,930.58 0.00 8-A-2 0.00 74,996,000.00 321,389.38 0.00 PO 0.00 6,012,857.52 39,888.86 0.00 15-AX 0.00 0.00 9,606.26 0.00 30-AX 0.00 0.00 60,302.14 0.00 A-LR 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.07 0.00 8-B-1 0.00 626,978.64 5,042.93 0.00 8-B-2 0.00 178,995.48 1,439.70 0.00 8-B-3 0.00 178,006.55 1,431.75 0.00 8-B-4 0.00 178,995.48 1,439.70 0.00 8-B-5 0.00 134,493.84 1,081.77 0.00 8-B-6 0.00 45,274.50 364.16 0.00 15-B-1 0.00 953,980.82 8,326.71 0.00 15-B-2 0.00 381,197.30 3,327.24 0.00 15-B-3 0.00 286,391.76 2,499.74 0.00 15-B-4 0.00 190,598.65 1,663.62 0.00 15-B-5 0.00 191,586.21 1,672.23 0.00 15-B-6 0.00 95,579.26 834.25 0.00 30-B-1 0.00 6,050,483.67 34,574.94 0.00 30-B-2 0.00 1,962,992.64 11,217.35 0.00 30-B-3 0.00 1,144,497.49 6,540.12 0.00 30-B-4 0.00 653,998.56 3,737.22 0.00 30-B-5 0.00 817,660.71 4,672.45 0.00 30-B-6 0.00 491,296.28 2,807.47 0.00 Totals 0.00 716,414,699.96 14,711,421.53 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 32,000,000.00 30,880,768.59 122,971.30 19,758.39 0.00 0.00 2-A-1 144,000,000.00 137,516,795.43 201,456.16 3,548,708.94 0.00 0.00 2-A-2 19,130,000.00 18,984,301.87 3,940.32 69,409.96 0.00 0.00 2-A-3 15,858,000.00 16,003,698.13 0.00 0.00 (73,350.28) 0.00 2-A-4 19,888,000.00 19,888,000.00 0.00 0.00 0.00 0.00 3-A-1 75,188,000.00 74,447,325.08 125,619.57 26,280.69 0.00 0.00 3-A-2 20,000,000.00 19,802,980.55 33,414.79 6,990.66 0.00 0.00 3-A-3 7,682,000.00 7,594,309.12 36,497.96 7,635.69 0.00 0.00 3-A-4 10,779,508.00 10,779,508.00 0.00 0.00 0.00 0.00 3-A-5 10,000,000.00 10,087,690.88 0.00 0.00 (44,133.65) 0.00 3-A-6 12,000,000.00 12,000,000.00 0.00 0.00 0.00 0.00 3-A-7 2,264,000.00 2,264,000.00 0.00 0.00 0.00 0.00 4-A-1 115,000,000.00 108,101,787.71 103,587.29 3,449,788.94 0.00 0.00 5-A-1 40,785,000.00 38,981,300.42 141,580.87 1,350,990.38 0.00 0.00 6-A-1 65,000,000.00 64,144,642.77 250,498.42 68,679.45 0.00 0.00 7-A-1 50,450,000.00 48,415,418.62 254,354.93 717,196.01 0.00 0.00 8-A-1 14,108,000.00 12,248,624.31 325,232.74 551,207.34 0.00 0.00 8-A-2 74,996,000.00 74,996,000.00 0.00 0.00 0.00 0.00 PO 6,138,696.57 6,052,746.38 14,757.15 25,131.71 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-LR 50.00 0.00 0.00 0.00 0.00 0.00 A-UR 50.00 0.00 0.00 0.00 0.00 0.00 8-B-1 634,000.00 629,324.65 2,346.01 0.00 0.00 0.00 8-B-2 181,000.00 179,665.24 669.76 0.00 0.00 0.00 8-B-3 180,000.00 178,672.61 666.06 0.00 0.00 0.00 8-B-4 181,000.00 179,665.24 669.76 0.00 0.00 0.00 8-B-5 136,000.00 134,997.09 503.25 0.00 0.00 0.00 8-B-6 45,781.52 45,443.91 169.41 0.00 0.00 0.00 15-B-1 966,000.00 958,024.75 4,043.93 0.00 0.00 0.00 15-B-2 386,000.00 382,813.20 1,615.90 0.00 0.00 0.00 15-B-3 290,000.00 287,605.77 1,214.02 0.00 0.00 0.00 15-B-4 193,000.00 191,406.60 807.95 0.00 0.00 0.00 15-B-5 194,000.00 192,398.34 812.13 0.00 0.00 0.00 15-B-6 96,783.46 95,984.42 405.16 0.00 0.00 0.00 30-B-1 6,069,000.00 6,056,697.44 6,213.77 0.00 0.00 0.00 30-B-2 1,969,000.00 1,965,008.61 2,015.97 0.00 0.00 0.00 30-B-3 1,148,000.00 1,145,672.87 1,175.38 0.00 0.00 0.00 30-B-4 656,000.00 654,670.21 671.65 0.00 0.00 0.00 30-B-5 820,163.00 818,500.44 839.73 0.00 0.00 0.00 30-B-6 492,799.80 491,800.84 504.56 0.00 0.00 0.00 Totals 749,905,832.35 727,778,250.09 1,639,255.90 9,841,778.16 (117,483.93) 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 142,729.69 30,738,038.90 0.96056372 142,729.69 2-A-1 3,750,165.10 133,766,630.33 0.92893493 3,750,165.10 2-A-2 73,350.28 18,910,951.59 0.98854948 73,350.28 2-A-3 (73,350.28) 16,077,048.41 1.01381312 (73,350.28) 2-A-4 0.00 19,888,000.00 1.00000000 0.00 3-A-1 151,900.27 74,295,424.82 0.98812875 151,900.27 3-A-2 40,405.45 19,762,575.10 0.98812876 40,405.45 3-A-3 44,133.65 7,550,175.47 0.98283982 44,133.65 3-A-4 0.00 10,779,508.00 1.00000000 0.00 3-A-5 (44,133.65) 10,131,824.53 1.01318245 (44,133.65) 3-A-6 0.00 12,000,000.00 1.00000000 0.00 3-A-7 0.00 2,264,000.00 1.00000000 0.00 4-A-1 3,553,376.23 104,548,411.48 0.90911662 3,553,376.23 5-A-1 1,492,571.25 37,488,729.17 0.91917933 1,492,571.25 6-A-1 319,177.87 63,825,464.89 0.98193023 319,177.87 7-A-1 971,550.94 47,443,867.68 0.94041363 971,550.94 8-A-1 876,440.08 11,372,184.23 0.80608054 876,440.08 8-A-2 0.00 74,996,000.00 1.00000000 0.00 PO 39,888.86 6,012,857.52 0.97950069 39,888.86 15-AX 0.00 0.00 0.00000000 0.00 30-AX 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 A-UR 0.00 0.00 0.00000000 0.00 8-B-1 2,346.01 626,978.64 0.98892530 2,346.01 8-B-2 669.76 178,995.48 0.98892530 669.76 8-B-3 666.06 178,006.55 0.98892528 666.06 8-B-4 669.76 178,995.48 0.98892530 669.76 8-B-5 503.25 134,493.84 0.98892529 503.25 8-B-6 169.41 45,274.50 0.98892523 169.41 15-B-1 4,043.93 953,980.82 0.98755778 4,043.93 15-B-2 1,615.90 381,197.30 0.98755777 1,615.90 15-B-3 1,214.02 286,391.76 0.98755779 1,214.02 15-B-4 807.95 190,598.65 0.98755777 807.95 15-B-5 812.13 191,586.21 0.98755778 812.13 15-B-6 405.16 95,579.26 0.98755779 405.16 30-B-1 6,213.77 6,050,483.67 0.99694903 6,213.77 30-B-2 2,015.97 1,962,992.64 0.99694903 2,015.97 30-B-3 1,175.38 1,144,497.49 0.99694903 1,175.38 30-B-4 671.65 653,998.56 0.99694902 671.65 30-B-5 839.73 817,660.71 0.99694903 839.73 30-B-6 504.56 491,296.28 0.99694902 504.56 Totals 11,363,550.14 716,414,699.96 0.95533955 11,363,550.14
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 32,000,000.00 965.02401844 3.84285312 0.61744969 0.00000000 2-A-1 144,000,000.00 954.97774604 1.39900111 24.64381208 0.00000000 2-A-2 19,130,000.00 992.38378829 0.20597595 3.62833037 0.00000000 2-A-3 15,858,000.00 1009.18767373 0.00000000 0.00000000 (4.62544331) 2-A-4 19,888,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-1 75,188,000.00 990.14902750 1.67073961 0.34953304 0.00000000 3-A-2 20,000,000.00 990.14902750 1.67073950 0.34953300 0.00000000 3-A-3 7,682,000.00 988.58488935 4.75110128 0.99397162 0.00000000 3-A-4 10,779,508.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-5 10,000,000.00 1008.76908800 0.00000000 0.00000000 (4.41336500) 3-A-6 12,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 3-A-7 2,264,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 115,000,000.00 940.01554530 0.90075904 29.99816470 0.00000000 5-A-1 40,785,000.00 955.77541792 3.47139561 33.12468751 0.00000000 6-A-1 65,000,000.00 986.84065800 3.85382185 1.05660692 0.00000000 7-A-1 50,450,000.00 959.67133043 5.04172309 14.21597641 0.00000000 8-A-1 14,108,000.00 868.20416147 23.05307202 39.07055146 0.00000000 8-A-2 74,996,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 PO 6,138,696.57 985.99862544 2.40395495 4.09398147 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-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 8-B-1 634,000.00 992.62563091 3.70033123 0.00000000 0.00000000 8-B-2 181,000.00 992.62563536 3.70033149 0.00000000 0.00000000 8-B-3 180,000.00 992.62561111 3.70033333 0.00000000 0.00000000 8-B-4 181,000.00 992.62563536 3.70033149 0.00000000 0.00000000 8-B-5 136,000.00 992.62566176 3.70036765 0.00000000 0.00000000 8-B-6 45,781.52 992.62562711 3.70040138 0.00000000 0.00000000 15-B-1 966,000.00 991.74404762 4.18626294 0.00000000 0.00000000 15-B-2 386,000.00 991.74404145 4.18626943 0.00000000 0.00000000 15-B-3 290,000.00 991.74403448 4.18627586 0.00000000 0.00000000 15-B-4 193,000.00 991.74404145 4.18626943 0.00000000 0.00000000 15-B-5 194,000.00 991.74402062 4.18623711 0.00000000 0.00000000 15-B-6 96,783.46 991.74404387 4.18625249 0.00000000 0.00000000 30-B-1 6,069,000.00 997.97288515 1.02385401 0.00000000 0.00000000 30-B-2 1,969,000.00 997.97288471 1.02385475 0.00000000 0.00000000 30-B-3 1,148,000.00 997.97288328 1.02385017 0.00000000 0.00000000 30-B-4 656,000.00 997.97288110 1.02385671 0.00000000 0.00000000 30-B-5 820,163.00 997.97289075 1.02385745 0.00000000 0.00000000 30-B-6 492,799.80 997.97288879 1.02386405 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 4.46030281 960.56371563 0.96056372 4.46030281 2-A-1 0.00000000 26.04281319 928.93493285 0.92893493 26.04281319 2-A-2 0.00000000 3.83430633 988.54948197 0.98854948 3.83430633 2-A-3 0.00000000 (4.62544331) 1,013.81311704 1.01381312 (4.62544331) 2-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-1 0.00000000 2.02027278 988.12875485 0.98812875 2.02027278 3-A-2 0.00000000 2.02027250 988.12875500 0.98812876 2.02027250 3-A-3 0.00000000 5.74507290 982.83981645 0.98283982 5.74507290 3-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-5 0.00000000 (4.41336500) 1,013.18245300 1.01318245 (4.41336500) 3-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 3-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 30.89892374 909.11662157 0.90911662 30.89892374 5-A-1 0.00000000 36.59608312 919.17933480 0.91917933 36.59608312 6-A-1 0.00000000 4.91042877 981.93022908 0.98193023 4.91042877 7-A-1 0.00000000 19.25769950 940.41363092 0.94041363 19.25769950 8-A-1 0.00000000 62.12362348 806.08053799 0.80608054 62.12362348 8-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 PO 0.00000000 6.49793642 979.50068902 0.97950069 6.49793642 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-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-B-1 0.00000000 3.70033123 988.92529968 0.98892530 3.70033123 8-B-2 0.00000000 3.70033149 988.92530387 0.98892530 3.70033149 8-B-3 0.00000000 3.70033333 988.92527778 0.98892528 3.70033333 8-B-4 0.00000000 3.70033149 988.92530387 0.98892530 3.70033149 8-B-5 0.00000000 3.70036765 988.92529412 0.98892529 3.70036765 8-B-6 0.00000000 3.70040138 988.92522572 0.98892523 3.70040138 15-B-1 0.00000000 4.18626294 987.55778468 0.98755778 4.18626294 15-B-2 0.00000000 4.18626943 987.55777202 0.98755777 4.18626943 15-B-3 0.00000000 4.18627586 987.55779310 0.98755779 4.18627586 15-B-4 0.00000000 4.18626943 987.55777202 0.98755777 4.18626943 15-B-5 0.00000000 4.18623711 987.55778351 0.98755778 4.18623711 15-B-6 0.00000000 4.18625249 987.55779138 0.98755779 4.18625249 30-B-1 0.00000000 1.02385401 996.94903114 0.99694903 1.02385401 30-B-2 0.00000000 1.02385475 996.94902996 0.99694903 1.02385475 30-B-3 0.00000000 1.02385017 996.94903310 0.99694903 1.02385017 30-B-4 0.00000000 1.02385671 996.94902439 0.99694902 1.02385671 30-B-5 0.00000000 1.02385745 996.94903330 0.99694903 1.02385745 30-B-6 0.00000000 1.02386405 996.94902474 0.99694902 1.02386405 (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 32,000,000.00 4.75000% 30,880,768.59 122,236.38 0.00 0.00 2-A-1 144,000,000.00 5.50000% 137,516,795.43 630,285.31 0.00 0.00 2-A-2 19,130,000.00 5.50000% 18,984,301.87 87,011.38 0.00 0.00 2-A-3 15,858,000.00 5.50000% 16,003,698.13 73,350.28 0.00 0.00 2-A-4 19,888,000.00 5.50000% 19,888,000.00 91,153.33 0.00 0.00 3-A-1 75,188,000.00 5.25000% 74,447,325.08 325,707.05 0.00 0.00 3-A-2 20,000,000.00 5.25000% 19,802,980.55 86,638.04 0.00 0.00 3-A-3 7,682,000.00 5.25000% 7,594,309.12 33,225.10 0.00 0.00 3-A-4 10,779,508.00 5.25000% 10,779,508.00 47,160.35 0.00 0.00 3-A-5 10,000,000.00 5.25000% 10,087,690.88 44,133.65 0.00 0.00 3-A-6 12,000,000.00 5.25000% 12,000,000.00 52,500.00 0.00 0.00 3-A-7 2,264,000.00 5.25000% 2,264,000.00 9,905.00 0.00 0.00 4-A-1 115,000,000.00 6.00000% 108,101,787.71 540,508.94 0.00 0.00 5-A-1 40,785,000.00 5.25000% 38,981,300.42 170,543.19 0.00 0.00 6-A-1 65,000,000.00 5.00000% 64,144,642.77 267,269.34 0.00 0.00 7-A-1 50,450,000.00 6.32442% 48,415,418.62 255,166.05 0.00 0.00 8-A-1 14,108,000.00 5.14250% 12,248,624.31 52,490.50 0.00 0.00 8-A-2 74,996,000.00 5.14250% 74,996,000.00 321,389.38 0.00 0.00 PO 6,138,696.57 0.00000% 6,052,746.38 0.00 0.00 0.00 15-AX 0.00 5.00000% 2,305,614.12 9,606.73 0.00 0.00 30-AX 0.00 5.50000% 13,156,831.18 60,302.14 0.00 0.00 A-LR 50.00 4.75000% 0.00 0.00 0.00 0.00 A-UR 50.00 4.75000% 0.00 0.00 0.00 0.00 8-B-1 634,000.00 5.14250% 629,324.65 2,696.92 0.00 0.00 8-B-2 181,000.00 5.14250% 179,665.24 769.94 0.00 0.00 8-B-3 180,000.00 5.14250% 178,672.61 765.69 0.00 0.00 8-B-4 181,000.00 5.14250% 179,665.24 769.94 0.00 0.00 8-B-5 136,000.00 5.14250% 134,997.09 578.52 0.00 0.00 8-B-6 45,781.52 5.14250% 45,443.91 194.75 0.00 0.00 15-B-1 966,000.00 5.36477% 958,024.75 4,282.98 0.00 0.00 15-B-2 386,000.00 5.36477% 382,813.20 1,711.42 0.00 0.00 15-B-3 290,000.00 5.36477% 287,605.77 1,285.78 0.00 0.00 15-B-4 193,000.00 5.36477% 191,406.60 855.71 0.00 0.00 15-B-5 194,000.00 5.36477% 192,398.34 860.14 0.00 0.00 15-B-6 96,783.46 5.36477% 95,984.42 429.11 0.00 0.00 30-B-1 6,069,000.00 5.61914% 6,056,697.44 28,361.17 0.00 0.00 30-B-2 1,969,000.00 5.61914% 1,965,008.61 9,201.38 0.00 0.00 30-B-3 1,148,000.00 5.61914% 1,145,672.87 5,364.74 0.00 0.00 30-B-4 656,000.00 5.61914% 654,670.21 3,065.57 0.00 0.00 30-B-5 820,163.00 5.61914% 818,500.44 3,832.72 0.00 0.00 30-B-6 492,799.80 5.61914% 491,800.84 2,302.91 0.00 0.00 Totals 749,905,832.35 3,347,911.53 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 5.89 0.00 122,230.48 0.00 30,738,038.90 2-A-1 0.00 0.00 630,285.31 0.00 133,766,630.33 2-A-2 0.00 0.00 87,011.38 0.00 18,910,951.59 2-A-3 0.00 0.00 73,350.28 0.00 16,077,048.41 2-A-4 0.00 0.00 91,153.33 0.00 19,888,000.00 3-A-1 0.00 0.00 325,707.05 0.00 74,295,424.82 3-A-2 0.00 0.00 86,638.04 0.00 19,762,575.10 3-A-3 0.00 0.00 33,225.10 0.00 7,550,175.47 3-A-4 0.00 0.00 47,160.35 0.00 10,779,508.00 3-A-5 0.00 0.00 44,133.65 0.00 10,131,824.53 3-A-6 0.00 0.00 52,500.00 0.00 12,000,000.00 3-A-7 0.00 0.00 9,905.00 0.00 2,264,000.00 4-A-1 0.00 0.00 540,508.94 0.00 104,548,411.48 5-A-1 8.22 0.00 170,534.97 0.00 37,488,729.17 6-A-1 12.88 0.00 267,256.46 0.00 63,825,464.89 7-A-1 12.30 0.00 255,153.75 0.00 47,443,867.68 8-A-1 0.00 0.00 52,490.50 0.00 11,372,184.23 8-A-2 0.00 0.00 321,389.38 0.00 74,996,000.00 PO 0.00 0.00 0.00 0.00 6,012,857.52 15-AX 0.46 0.00 9,606.26 0.00 2,211,987.94 30-AX 0.00 0.00 60,302.14 0.00 12,760,679.58 A-LR 0.00 0.00 0.00 0.00 0.00 A-UR 0.00 0.00 0.07 0.00 0.00 8-B-1 0.00 0.00 2,696.92 0.00 626,978.64 8-B-2 0.00 0.00 769.94 0.00 178,995.48 8-B-3 0.00 0.00 765.69 0.00 178,006.55 8-B-4 0.00 0.00 769.94 0.00 178,995.48 8-B-5 0.00 0.00 578.52 0.00 134,493.84 8-B-6 0.00 0.00 194.75 0.00 45,274.50 15-B-1 0.21 0.00 4,282.78 0.00 953,980.82 15-B-2 0.08 0.00 1,711.34 0.00 381,197.30 15-B-3 0.06 0.00 1,285.72 0.00 286,391.76 15-B-4 0.04 0.00 855.67 0.00 190,598.65 15-B-5 0.04 0.00 860.10 0.00 191,586.21 15-B-6 0.02 0.00 429.09 0.00 95,579.26 30-B-1 0.00 0.00 28,361.17 0.00 6,050,483.67 30-B-2 0.00 0.00 9,201.38 0.00 1,962,992.64 30-B-3 0.00 0.00 5,364.74 0.00 1,144,497.49 30-B-4 0.00 0.00 3,065.57 0.00 653,998.56 30-B-5 0.00 0.00 3,832.72 0.00 817,660.71 30-B-6 0.00 0.00 2,302.91 0.00 491,296.28 Totals 40.20 0.00 3,347,871.39 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 32,000,000.00 4.75000% 965.02401844 3.81988688 0.00000000 0.00000000 2-A-1 144,000,000.00 5.50000% 954.97774604 4.37698132 0.00000000 0.00000000 2-A-2 19,130,000.00 5.50000% 992.38378829 4.54842551 0.00000000 0.00000000 2-A-3 15,858,000.00 5.50000% 1009.18767373 4.62544331 0.00000000 0.00000000 2-A-4 19,888,000.00 5.50000% 1000.00000000 4.58333317 0.00000000 0.00000000 3-A-1 75,188,000.00 5.25000% 990.14902750 4.33190203 0.00000000 0.00000000 3-A-2 20,000,000.00 5.25000% 990.14902750 4.33190200 0.00000000 0.00000000 3-A-3 7,682,000.00 5.25000% 988.58488935 4.32505858 0.00000000 0.00000000 3-A-4 10,779,508.00 5.25000% 1000.00000000 4.37500023 0.00000000 0.00000000 3-A-5 10,000,000.00 5.25000% 1008.76908800 4.41336500 0.00000000 0.00000000 3-A-6 12,000,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 3-A-7 2,264,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 4-A-1 115,000,000.00 6.00000% 940.01554530 4.70007774 0.00000000 0.00000000 5-A-1 40,785,000.00 5.25000% 955.77541792 4.18151747 0.00000000 0.00000000 6-A-1 65,000,000.00 5.00000% 986.84065800 4.11183600 0.00000000 0.00000000 7-A-1 50,450,000.00 6.32442% 959.67133043 5.05780079 0.00000000 0.00000000 8-A-1 14,108,000.00 5.14250% 868.20416147 3.72061951 0.00000000 0.00000000 8-A-2 74,996,000.00 5.14250% 1000.00000000 4.28542029 0.00000000 0.00000000 PO 6,138,696.57 0.00000% 985.99862544 0.00000000 0.00000000 0.00000000 15-AX 0.00 5.00000% 946.57566792 3.94406713 0.00000000 0.00000000 30-AX 0.00 5.50000% 936.89057039 4.29408157 0.00000000 0.00000000 A-LR 50.00 4.75000% 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 50.00 4.75000% 0.00000000 0.00000000 0.00000000 0.00000000 8-B-1 634,000.00 5.14250% 992.62563091 4.25381703 0.00000000 0.00000000 8-B-2 181,000.00 5.14250% 992.62563536 4.25381215 0.00000000 0.00000000 8-B-3 180,000.00 5.14250% 992.62561111 4.25383333 0.00000000 0.00000000 8-B-4 181,000.00 5.14250% 992.62563536 4.25381215 0.00000000 0.00000000 8-B-5 136,000.00 5.14250% 992.62566176 4.25382353 0.00000000 0.00000000 8-B-6 45,781.52 5.14250% 992.62562711 4.25389983 0.00000000 0.00000000 15-B-1 966,000.00 5.36477% 991.74404762 4.43372671 0.00000000 0.00000000 15-B-2 386,000.00 5.36477% 991.74404145 4.43373057 0.00000000 0.00000000 15-B-3 290,000.00 5.36477% 991.74403448 4.43372414 0.00000000 0.00000000 15-B-4 193,000.00 5.36477% 991.74404145 4.43373057 0.00000000 0.00000000 15-B-5 194,000.00 5.36477% 991.74402062 4.43371134 0.00000000 0.00000000 15-B-6 96,783.46 5.36477% 991.74404387 4.43371212 0.00000000 0.00000000 30-B-1 6,069,000.00 5.61914% 997.97288515 4.67312078 0.00000000 0.00000000 30-B-2 1,969,000.00 5.61914% 997.97288471 4.67312341 0.00000000 0.00000000 30-B-3 1,148,000.00 5.61914% 997.97288328 4.67311847 0.00000000 0.00000000 30-B-4 656,000.00 5.61914% 997.97288110 4.67312500 0.00000000 0.00000000 30-B-5 820,163.00 5.61914% 997.97289075 4.67311986 0.00000000 0.00000000 30-B-6 492,799.80 5.61914% 997.97288879 4.67311472 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 0.00018406 0.00000000 3.81970250 0.00000000 960.56371563 2-A-1 0.00000000 0.00000000 4.37698132 0.00000000 928.93493285 2-A-2 0.00000000 0.00000000 4.54842551 0.00000000 988.54948197 2-A-3 0.00000000 0.00000000 4.62544331 0.00000000 1013.81311704 2-A-4 0.00000000 0.00000000 4.58333317 0.00000000 1000.00000000 3-A-1 0.00000000 0.00000000 4.33190203 0.00000000 988.12875485 3-A-2 0.00000000 0.00000000 4.33190200 0.00000000 988.12875500 3-A-3 0.00000000 0.00000000 4.32505858 0.00000000 982.83981645 3-A-4 0.00000000 0.00000000 4.37500023 0.00000000 1000.00000000 3-A-5 0.00000000 0.00000000 4.41336500 0.00000000 1013.18245300 3-A-6 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 3-A-7 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 4.70007774 0.00000000 909.11662157 5-A-1 0.00020154 0.00000000 4.18131592 0.00000000 919.17933480 6-A-1 0.00019815 0.00000000 4.11163785 0.00000000 981.93022908 7-A-1 0.00024381 0.00000000 5.05755699 0.00000000 940.41363092 8-A-1 0.00000000 0.00000000 3.72061951 0.00000000 806.08053799 8-A-2 0.00000000 0.00000000 4.28542029 0.00000000 1000.00000000 PO 0.00000000 0.00000000 0.00000000 0.00000000 979.50068902 15-AX 0.00018885 0.00000000 3.94387417 0.00000000 908.13720456 30-AX 0.00000000 0.00000000 4.29408157 0.00000000 908.68083711 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-UR 0.00000000 0.00000000 1.40000000 0.00000000 0.00000000 8-B-1 0.00000000 0.00000000 4.25381703 0.00000000 988.92529968 8-B-2 0.00000000 0.00000000 4.25381215 0.00000000 988.92530387 8-B-3 0.00000000 0.00000000 4.25383333 0.00000000 988.92527778 8-B-4 0.00000000 0.00000000 4.25381215 0.00000000 988.92530387 8-B-5 0.00000000 0.00000000 4.25382353 0.00000000 988.92529412 8-B-6 0.00000000 0.00000000 4.25389983 0.00000000 988.92522572 15-B-1 0.00021739 0.00000000 4.43351967 0.00000000 987.55778468 15-B-2 0.00020725 0.00000000 4.43352332 0.00000000 987.55777202 15-B-3 0.00020690 0.00000000 4.43351724 0.00000000 987.55779310 15-B-4 0.00020725 0.00000000 4.43352332 0.00000000 987.55777202 15-B-5 0.00020619 0.00000000 4.43350515 0.00000000 987.55778351 15-B-6 0.00020665 0.00000000 4.43350548 0.00000000 987.55779138 30-B-1 0.00000000 0.00000000 4.67312078 0.00000000 996.94903114 30-B-2 0.00000000 0.00000000 4.67312341 0.00000000 996.94902996 30-B-3 0.00000000 0.00000000 4.67311847 0.00000000 996.94903310 30-B-4 0.00000000 0.00000000 4.67312500 0.00000000 996.94902439 30-B-5 0.00000000 0.00000000 4.67311986 0.00000000 996.94903330 30-B-6 0.00000000 0.00000000 4.67311472 0.00000000 996.94902474 (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 PO-1 0.00000% 0.00 0.00 1,558,835.53 1,551,614.61 97.26991753% PO-2 0.00000% 0.00 0.00 2,001,073.30 1,986,312.70 98.11980479% PO-3 0.00000% 0.00 0.00 261,404.23 261,037.23 99.18064534% PO-4 0.00000% 0.00 0.00 995,757.44 983,455.10 97.40578091% PO-5 0.00000% 0.00 0.00 5,061.11 5,029.16 98.56884704% PO-6 0.00000% 0.00 0.00 1,230,614.77 1,225,408.72 98.72660346% 15-AX-2 5.00000% 1,997,618.88 1,905,262.48 0.00 0.00 89.98145211% 15-AX-4 5.00000% 307,995.24 306,725.46 0.00 0.00 96.34931130% 30-AX-1 5.50000% 9,420,112.82 9,098,053.43 0.00 0.00 91.02984854% 30-AX-5 5.50000% 249,522.22 249,171.90 0.00 0.00 99.18064444% 30-AX-6 5.50000% 3,487,196.14 3,413,454.26 0.00 0.00 89.89234600%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 14,836,517.98 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 14,836,517.98 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 125,096.45 Payment of Interest and Principal 14,711,421.53 Total Withdrawals (Pool Distribution Amount) 14,836,517.98 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 40.20 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 40.20
SERVICING FEES Gross Servicing Fee 123,098.85 LPMI Fees 840.62 Master Servicing Fee 773.23 WMMSC Master Servicing Fee 383.75 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 125,096.45
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 11 0 0 0 11 5,512,700.56 0.00 0.00 0.00 5,512,700.56 60 Days 1 0 0 0 1 712,062.60 0.00 0.00 0.00 712,062.60 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 12 0 0 0 12 6,224,763.16 0.00 0.00 0.00 6,224,763.16 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 0.934579% 0.000000% 0.000000% 0.000000% 0.934579% 0.949598% 0.000000% 0.000000% 0.000000% 0.949598% 60 Days 0.084962% 0.000000% 0.000000% 0.000000% 0.084962% 0.122657% 0.000000% 0.000000% 0.000000% 0.122657% 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 1.019541% 0.000000% 0.000000% 0.000000% 1.019541% 1.072255% 0.000000% 0.000000% 0.000000% 1.072255%
Delinquency Status By Groups 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 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 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 8 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 1,145,001.12 0.00 0.00 0.00 1,145,001.12 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 2 0 0 0 2 1,145,001.12 0.00 0.00 0.00 1,145,001.12 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.242236% 0.000000% 0.000000% 0.000000% 1.242236% 1.300956% 0.000000% 0.000000% 0.000000% 1.300956% 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 1.242236% 0.000000% 0.000000% 0.000000% 1.242236% 1.300956% 0.000000% 0.000000% 0.000000% 1.300956% 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 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 2 0 0 0 2 779,885.76 0.00 0.00 0.00 779,885.76 60 Days 1 0 0 0 1 712,062.60 0.00 0.00 0.00 712,062.60 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1,491,948.36 0.00 0.00 0.00 1,491,948.36 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.497512% 0.000000% 0.000000% 0.000000% 0.497512% 0.391372% 0.000000% 0.000000% 0.000000% 0.391372% 60 Days 0.248756% 0.000000% 0.000000% 0.000000% 0.248756% 0.357336% 0.000000% 0.000000% 0.000000% 0.357336% 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 0.746269% 0.000000% 0.000000% 0.000000% 0.746269% 0.748708% 0.000000% 0.000000% 0.000000% 0.748708% 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 7 0 0 0 7 3,587,813.68 0.00 0.00 0.00 3,587,813.68 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 7 0 0 0 7 3,587,813.68 0.00 0.00 0.00 3,587,813.68 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.153153% 0.000000% 0.000000% 0.000000% 3.153153% 3.314037% 0.000000% 0.000000% 0.000000% 3.314037% 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 3.153153% 0.000000% 0.000000% 0.000000% 3.153153% 3.314037% 0.000000% 0.000000% 0.000000% 3.314037% 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 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 39,532.53
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 200,000.00 0.02667002% 0.00 0.00000000% Fraud 7,465,181.00 0.99548246% 0.00 0.00000000% Special Hazard 5,983,567.00 0.79790912% 0.00 0.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 5.837214% Weighted Average Pass-Through Rate 5.527540% Weighted Average Maturity (Stepdown Calculation) 268 Beginning Scheduled Collateral Loan Count 1,198 Number Of Loans Paid In Full 21 Ending Scheduled Collateral Loan Count 1,177 Beginning Scheduled Collateral Balance 590,541,032.24 Ending Scheduled Collateral Balance 579,370,154.82 Ending Actual Collateral Balance at 31-Oct-2004 580,530,111.72 Monthly P &I Constant 4,312,074.91 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 14,539,010.15 Class AP Deferred Amount 0.00 Scheduled Principal 1,439,479.75 Unscheduled Principal 9,731,397.67
Bankruptcy Coverage Amount - Asset Groups 1, 5, 6, 7 100,000.00 Bankruptcy Coverage Amount - Asset Groups 2 & 4 100,000.00 Bankruptcy Coverage Amount - Asset Group 8 100,000.00 Fraud Loss Coverage Amount - Asset Groups 1, 5, 6, 7 1,932,024.00 Fraud Loss Coverage Amount - Asset Groups 2 & 4 3,280,650.00 Fraud Loss Coverage Amount - Asset Group 8 904,618.00 Specail Hazard Loss Coverage Amount - Asset Groups 1, 5, 6, 7 2,000,000.00 Specail Hazard Loss Coverage Amount - Asset Groups 2 & 4 3,983,567.00 Specail Hazard Loss Coverage Amount - Asset Group 8 2,977,506.00
Miscellaneous Reporting Senior % - Group 1 98.585241% Senior Prepayment % - Group 1 100.000000% Junior % - Group 1 1.414759% Senior % - Group 2 95.778512% Senior Prepayment % - Group 2 100.000000% Junior % - Group 2 4.221488% Senior % - Group 3 99.809523% Senior Prepayment % - Group 3 100.000000% Junior % - Group 3 0.190477% Senior % - Group 4 97.605027% Senior Prepayment % - Group 4 100.000000% Junior % - Group 4 2.394973% Senior % - Group 5 98.733756% Senior Prepayment % - Group 5 100.000000% Junior % - Group 5 1.266244% Senior % - Group 6 99.080600% Senior Prepayment % - Group 6 100.000000% Junior % - Group 6 0.919400% Senior % - Group 7 98.836534% Senior Prepayment % - Group 7 100.000000% Junior % - Group 7 1.163466% Senior % - Group 8 98.478686% Senior Prepayment % - Group 8 100.000000% Junior % - Group 8 1.521314%
Group Level Collateral Statement Group 1 2 4 Collateral Description Fixed 15 Year Ratio Strip Fixed 30 Year Ratio Strip Fixed 30 Year Ratio Strip Weighted Average Coupon Rate 4.775226 5.961383 6.371081 Weighted Average Net Rate 4.525226 5.710788 6.121081 Weighted Average Maturity 174 353 355 Beginning Loan Count 64 410 229 Loans Paid In Full 0 8 7 Ending Loan Count 64 402 222 Beginning Scheduled Balance 32,882,762.21 202,873,682.67 111,750,081.62 Ending scheduled Balance 32,731,046.88 199,099,877.68 108,181,861.29 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 261,803.40 1,220,485.29 700,515.49 Scheduled Principal 130,951.22 212,645.57 107,208.14 Unscheduled Principal 20,764.11 3,561,159.42 3,461,012.19 Scheduled Interest 130,852.18 1,007,839.72 593,307.35 Servicing Fees 6,850.57 42,365.93 23,281.25 Master Servicing Fees 11.05 598.87 80.39 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 1,033.32 191.05 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 123,990.56 963,841.60 569,754.66 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 15 Year Ratio Strip Weighted Average Coupon Rate 5.752950 5.180614 6.574417 Weighted Average Net Rate 5.502951 4.931179 6.324417 Weighted Average Maturity 176 174 140 Beginning Loan Count 70 129 134 Loans Paid In Full 3 0 2 Ending Loan Count 67 129 132 Beginning Scheduled Balance 39,486,290.23 65,970,476.13 48,985,346.33 Ending scheduled Balance 37,991,871.27 65,643,767.76 48,010,801.22 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 332,717.66 542,459.59 525,724.17 Scheduled Principal 143,415.45 257,653.28 257,349.10 Unscheduled Principal 1,351,003.51 69,055.09 717,196.01 Scheduled Interest 189,302.21 284,806.31 268,375.07 Servicing Fees 8,226.29 13,712.80 10,205.27 Master Servicing Fees 22.14 60.78 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 181,053.78 271,032.73 258,169.80 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 8 Total Collateral Description Fixed 15 Year Ratio Strip Mixed Fixed Ratio Strip Weighted Average Coupon Rate 5.392503 5.837214 Weighted Average Net Rate 5.142504 5.587073 Weighted Average Maturity 176.00 268.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 728,369.31 4,312,074.91 Beginning Loan Count 162 1,198 Loans Paid In Full 1 21 Ending Loan Count 161 1,177 Beginning Scheduled Balance 88,592,393.05 590,541,032.24 Ending Scheduled Balance 87,710,928.72 579,370,154.82 Scheduled Principal 330,256.99 1,439,479.75 Unscheduled Principal 551,207.34 9,731,397.67 Scheduled Interest 398,112.32 2,872,595.16 Servicing Fee 18,456.74 123,098.85 Master Servicing Fee 0.00 773.23 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 1,224.37 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 379,655.58 2,747,498.71 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
-----END PRIVACY-ENHANCED MESSAGE-----