-----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, JG/DkmcP4a/PNT3d4b3Ul56++B0wt21u2i4vZZ3n+xVVCgM3+pYFSfFi/rjSbXgN wJtt0aUzrfJeZiDl1oz/KA== 0001056404-05-000161.txt : 20050104 0001056404-05-000161.hdr.sgml : 20050104 20050104131914 ACCESSION NUMBER: 0001056404-05-000161 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050104 DATE AS OF CHANGE: 20050104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MASTR Alternative Loan Trust 2004-8 CENTRAL INDEX KEY: 0001302186 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: 333-106982-40 FILM NUMBER: 05505483 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 mal04008_dec.txt DECEMBER 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): December 27, 2004 MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106982-40 54-6636549 Pooling and Servicing Agreement) (Commission 54-6636549 (State or other File Number) 54-6636550 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 December 27, 2004 a distribution was made to holders of MASTR ALTERNATIVE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-8 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 2004-8 Trust, relating to the December 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. MASTR ALTERNATIVE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-8 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: 1/2/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-8 Trust, relating to the December 27, 2004 distribution. EX-99.1
MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 MASTR Alternative Loan Trust Mortgage Pass-Through Certificates Series 2004-8 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 576434UP7 SEN 6.50000% 89,434,060.35 484,434.49 2,342,122.81 A-LR 576434VA9 SEN 6.50000% 0.00 0.00 0.00 A-R 576434VT8 SEN 6.50000% 0.00 0.16 0.00 2-A-1 576434UQ5 SEN 6.00000% 83,157,395.77 415,786.98 889,115.68 3-A-1 576434UR3 SEN 5.50000% 31,327,220.78 143,583.10 103,474.16 4-A-1 576434US1 SEN 5.50000% 24,437,561.22 112,005.49 115,672.81 4-A-2 576434UT9 SEN 5.50000% 1,620,000.00 7,425.00 0.00 4-A-3 576434UU6 SEN 5.50000% 3,380,000.00 15,491.67 0.00 5-A-1 576434UV4 SEN 6.00000% 39,001,858.43 195,009.29 810,549.41 6-A-1 576434UW2 SEN 5.50000% 31,925,857.75 146,326.85 127,632.12 7-A-1 576434UX0 SEN 5.00000% 23,715,014.61 98,812.56 97,541.70 8-A-1 576434UY8 SEN 6.00000% 22,864,600.69 114,323.00 696,435.67 PO 576434UZ5 PO 0.00000% 4,324,450.43 0.00 54,097.78 30-AX-1 576434VB7 IO 6.00000% 0.00 24,339.93 0.00 30-AX-2 576434VC5 IO 6.00000% 0.00 15,520.02 0.00 15-AX 576434VD3 IO 5.50000% 0.00 9,568.91 0.00 B-1 576434VE1 SUB 6.09551% 7,847,476.62 39,861.97 7,267.92 B-2 576434VF8 SUB 6.09551% 3,557,243.50 18,069.34 3,294.53 B-3 576434VG6 SUB 6.09551% 1,882,835.92 9,564.04 1,743.78 B-4 576434VH4 SUB 6.09551% 1,883,833.18 9,569.10 1,744.71 B-5 576434VJ0 SUB 6.09551% 1,255,556.37 6,377.71 1,162.83 B-6 576434VK7 SUB 6.09551% 1,047,087.30 5,318.78 969.76 B-I-1 576434VL5 SUB 5.62625% 6,213,264.39 29,131.16 12,730.22 B-I-2 576434VM3 SUB 5.62625% 2,071,419.45 9,711.94 4,244.08 B-I-3 576434VN1 SUB 5.62625% 1,130,136.24 5,298.69 2,315.51 B-I-4 576434VP6 SUB 5.62625% 1,317,995.29 6,179.48 2,700.41 B-I-5 576434VQ4 SUB 5.62625% 752,430.19 3,527.80 1,541.64 B-I-6 576434VR2 SUB 5.62625% 753,963.90 3,534.99 1,544.48 P 576434VS0 SEN 0.00000% 0.02 12,608.52 0.00 Totals 384,901,262.40 1,941,380.97 5,277,902.01
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 87,091,937.54 2,826,557.30 0.00 A-LR 0.00 0.00 0.00 0.00 A-R 0.00 0.00 0.16 0.00 2-A-1 0.00 82,268,280.09 1,304,902.66 0.00 3-A-1 0.00 31,223,746.62 247,057.26 0.00 4-A-1 0.00 24,321,888.41 227,678.30 0.00 4-A-2 0.00 1,620,000.00 7,425.00 0.00 4-A-3 0.00 3,380,000.00 15,491.67 0.00 5-A-1 0.00 38,191,309.02 1,005,558.70 0.00 6-A-1 0.00 31,798,225.62 273,958.97 0.00 7-A-1 0.00 23,617,472.90 196,354.26 0.00 8-A-1 0.00 22,168,165.01 810,758.67 0.00 PO 0.00 4,270,352.65 54,097.78 0.00 30-AX-1 0.00 0.00 24,339.93 0.00 30-AX-2 0.00 0.00 15,520.02 0.00 15-AX 0.00 0.00 9,568.91 0.00 B-1 0.00 7,840,208.70 47,129.89 0.00 B-2 0.00 3,553,948.97 21,363.87 0.00 B-3 0.00 1,881,092.14 11,307.82 0.00 B-4 0.00 1,882,088.48 11,313.81 0.00 B-5 0.00 1,254,393.54 7,540.54 0.00 B-6 0.00 1,046,117.55 6,288.54 0.00 B-I-1 0.00 6,200,534.17 41,861.38 0.00 B-I-2 0.00 2,067,175.37 13,956.02 0.00 B-I-3 0.00 1,127,820.72 7,614.20 0.00 B-I-4 0.00 1,315,294.88 8,879.89 0.00 B-I-5 0.00 750,888.56 5,069.44 0.00 B-I-6 0.00 752,419.42 5,079.47 0.00 P 0.00 0.02 12,608.52 0.00 Totals 0.00 379,623,360.38 7,219,282.98 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 95,000,000.00 89,434,060.35 77,473.84 2,264,648.97 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 A-R 50.00 0.00 0.00 0.00 0.00 0.00 2-A-1 85,884,000.00 83,157,395.77 81,304.23 807,811.45 0.00 0.00 3-A-1 32,000,000.00 31,327,220.78 34,129.41 69,344.75 0.00 0.00 4-A-1 25,000,000.00 24,437,561.22 31,052.83 84,619.98 0.00 0.00 4-A-2 1,620,000.00 1,620,000.00 0.00 0.00 0.00 0.00 4-A-3 3,380,000.00 3,380,000.00 0.00 0.00 0.00 0.00 5-A-1 40,000,000.00 39,001,858.43 34,677.55 775,871.87 0.00 0.00 6-A-1 33,000,000.00 31,925,857.75 115,738.94 11,893.18 0.00 0.00 7-A-1 24,000,000.00 23,715,014.61 90,605.92 6,935.78 0.00 0.00 8-A-1 25,098,000.00 22,864,600.69 21,690.10 674,745.57 0.00 0.00 PO 4,450,733.17 4,324,450.43 7,394.94 46,702.83 0.00 0.00 30-AX-1 0.00 0.00 0.00 0.00 0.00 0.00 30-AX-2 0.00 0.00 0.00 0.00 0.00 0.00 15-AX 0.00 0.00 0.00 0.00 0.00 0.00 B-1 7,869,000.00 7,847,476.62 7,267.92 0.00 0.00 0.00 B-2 3,567,000.00 3,557,243.50 3,294.53 0.00 0.00 0.00 B-3 1,888,000.00 1,882,835.92 1,743.78 0.00 0.00 0.00 B-4 1,889,000.00 1,883,833.18 1,744.71 0.00 0.00 0.00 B-5 1,259,000.00 1,255,556.37 1,162.83 0.00 0.00 0.00 B-6 1,049,958.94 1,047,087.30 969.76 0.00 0.00 0.00 B-I-1 6,251,000.00 6,213,264.39 12,730.22 0.00 0.00 0.00 B-I-2 2,084,000.00 2,071,419.45 4,244.08 0.00 0.00 0.00 B-I-3 1,137,000.00 1,130,136.24 2,315.51 0.00 0.00 0.00 B-I-4 1,326,000.00 1,317,995.29 2,700.41 0.00 0.00 0.00 B-I-5 757,000.00 752,430.19 1,541.64 0.00 0.00 0.00 B-I-6 758,542.94 753,963.90 1,544.48 0.00 0.00 0.00 P 0.02 0.02 0.00 0.00 0.00 0.00 Totals 399,268,335.07 384,901,262.40 535,327.63 4,742,574.38 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 2,342,122.81 87,091,937.54 0.91675724 2,342,122.81 A-LR 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 2-A-1 889,115.68 82,268,280.09 0.95789996 889,115.68 3-A-1 103,474.16 31,223,746.62 0.97574208 103,474.16 4-A-1 115,672.81 24,321,888.41 0.97287554 115,672.81 4-A-2 0.00 1,620,000.00 1.00000000 0.00 4-A-3 0.00 3,380,000.00 1.00000000 0.00 5-A-1 810,549.41 38,191,309.02 0.95478273 810,549.41 6-A-1 127,632.12 31,798,225.62 0.96358259 127,632.12 7-A-1 97,541.70 23,617,472.90 0.98406137 97,541.70 8-A-1 696,435.67 22,168,165.01 0.88326420 696,435.67 PO 54,097.78 4,270,352.65 0.95947173 54,097.78 30-AX-1 0.00 0.00 0.00000000 0.00 30-AX-2 0.00 0.00 0.00000000 0.00 15-AX 0.00 0.00 0.00000000 0.00 B-1 7,267.92 7,840,208.70 0.99634117 7,267.92 B-2 3,294.53 3,553,948.97 0.99634117 3,294.53 B-3 1,743.78 1,881,092.14 0.99634118 1,743.78 B-4 1,744.71 1,882,088.48 0.99634118 1,744.71 B-5 1,162.83 1,254,393.54 0.99634118 1,162.83 B-6 969.76 1,046,117.55 0.99634139 969.76 B-I-1 12,730.22 6,200,534.17 0.99192676 12,730.22 B-I-2 4,244.08 2,067,175.37 0.99192676 4,244.08 B-I-3 2,315.51 1,127,820.72 0.99192675 2,315.51 B-I-4 2,700.41 1,315,294.88 0.99192676 2,700.41 B-I-5 1,541.64 750,888.56 0.99192676 1,541.64 B-I-6 1,544.48 752,419.42 0.99192726 1,544.48 P 0.00 0.02 1.00000000 0.00 Totals 5,277,902.01 379,623,360.38 0.95079756 5,277,902.01
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 95,000,000.00 941.41116158 0.81551411 23.83841021 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 85,884,000.00 968.25247741 0.94667493 9.40584335 0.00000000 3-A-1 32,000,000.00 978.97564938 1.06654406 2.16702344 0.00000000 4-A-1 25,000,000.00 977.50244880 1.24211320 3.38479920 0.00000000 4-A-2 1,620,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-3 3,380,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-1 40,000,000.00 975.04646075 0.86693875 19.39679675 0.00000000 6-A-1 33,000,000.00 967.45023485 3.50724061 0.36039939 0.00000000 7-A-1 24,000,000.00 988.12560875 3.77524667 0.28899083 0.00000000 8-A-1 25,098,000.00 911.01285720 0.86421627 26.88443581 0.00000000 PO 4,450,733.17 971.62653092 1.66151052 10.49328913 0.00000000 30-AX-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 7,869,000.00 997.26478841 0.92361418 0.00000000 0.00000000 B-2 3,567,000.00 997.26478834 0.92361368 0.00000000 0.00000000 B-3 1,888,000.00 997.26478814 0.92361229 0.00000000 0.00000000 B-4 1,889,000.00 997.26478560 0.92361567 0.00000000 0.00000000 B-5 1,259,000.00 997.26478952 0.92361398 0.00000000 0.00000000 B-6 1,049,958.94 997.26499781 0.92361707 0.00000000 0.00000000 B-I-1 6,251,000.00 993.96326828 2.03650936 0.00000000 0.00000000 B-I-2 2,084,000.00 993.96326775 2.03650672 0.00000000 0.00000000 B-I-3 1,137,000.00 993.96327177 2.03650836 0.00000000 0.00000000 B-I-4 1,326,000.00 993.96326546 2.03650830 0.00000000 0.00000000 B-I-5 757,000.00 993.96326288 2.03651255 0.00000000 0.00000000 B-I-6 758,542.94 993.96337404 2.03611413 0.00000000 0.00000000 P 0.02 0.00000000 0.00000000 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 24.65392432 916.75723726 0.91675724 24.65392432 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 10.35251828 957.89995913 0.95789996 10.35251828 3-A-1 0.00000000 3.23356750 975.74208188 0.97574208 3.23356750 4-A-1 0.00000000 4.62691240 972.87553640 0.97287554 4.62691240 4-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-1 0.00000000 20.26373525 954.78272550 0.95478273 20.26373525 6-A-1 0.00000000 3.86764000 963.58259455 0.96358259 3.86764000 7-A-1 0.00000000 4.06423750 984.06137083 0.98406137 4.06423750 8-A-1 0.00000000 27.74865208 883.26420472 0.88326420 27.74865208 PO 0.00000000 12.15480190 959.47172901 0.95947173 12.15480190 30-AX-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30-AX-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.92361418 996.34117423 0.99634117 0.92361418 B-2 0.00000000 0.92361368 996.34117466 0.99634117 0.92361368 B-3 0.00000000 0.92361229 996.34117585 0.99634118 0.92361229 B-4 0.00000000 0.92361567 996.34117522 0.99634118 0.92361567 B-5 0.00000000 0.92361398 996.34117554 0.99634118 0.92361398 B-6 0.00000000 0.92361707 996.34139026 0.99634139 0.92361707 B-I-1 0.00000000 2.03650936 991.92675892 0.99192676 2.03650936 B-I-2 0.00000000 2.03650672 991.92676104 0.99192676 2.03650672 B-I-3 0.00000000 2.03650836 991.92675462 0.99192675 2.03650836 B-I-4 0.00000000 2.03650830 991.92675716 0.99192676 2.03650830 B-I-5 0.00000000 2.03651255 991.92676354 0.99192676 2.03651255 B-I-6 0.00000000 2.03611413 991.92725991 0.99192726 2.03611413 P 0.00000000 0.00000000 0.00000000 1.00000000 0.00000000 (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 95,000,000.00 6.50000% 89,434,060.35 484,434.49 0.00 0.00 A-LR 50.00 6.50000% 0.00 0.00 0.00 0.00 A-R 50.00 6.50000% 0.00 0.00 0.00 0.00 2-A-1 85,884,000.00 6.00000% 83,157,395.77 415,786.98 0.00 0.00 3-A-1 32,000,000.00 5.50000% 31,327,220.78 143,583.10 0.00 0.00 4-A-1 25,000,000.00 5.50000% 24,437,561.22 112,005.49 0.00 0.00 4-A-2 1,620,000.00 5.50000% 1,620,000.00 7,425.00 0.00 0.00 4-A-3 3,380,000.00 5.50000% 3,380,000.00 15,491.67 0.00 0.00 5-A-1 40,000,000.00 6.00000% 39,001,858.43 195,009.29 0.00 0.00 6-A-1 33,000,000.00 5.50000% 31,925,857.75 146,326.85 0.00 0.00 7-A-1 24,000,000.00 5.00000% 23,715,014.61 98,812.56 0.00 0.00 8-A-1 25,098,000.00 6.00000% 22,864,600.69 114,323.00 0.00 0.00 PO 4,450,733.17 0.00000% 4,324,450.43 0.00 0.00 0.00 30-AX-1 0.00 6.00000% 4,867,986.47 24,339.93 0.00 0.00 30-AX-2 0.00 6.00000% 3,104,004.83 15,520.02 0.00 0.00 15-AX 0.00 5.50000% 2,087,762.30 9,568.91 0.00 0.00 B-1 7,869,000.00 6.09551% 7,847,476.62 39,861.97 0.00 0.00 B-2 3,567,000.00 6.09551% 3,557,243.50 18,069.34 0.00 0.00 B-3 1,888,000.00 6.09551% 1,882,835.92 9,564.04 0.00 0.00 B-4 1,889,000.00 6.09551% 1,883,833.18 9,569.10 0.00 0.00 B-5 1,259,000.00 6.09551% 1,255,556.37 6,377.71 0.00 0.00 B-6 1,049,958.94 6.09551% 1,047,087.30 5,318.78 0.00 0.00 B-I-1 6,251,000.00 5.62625% 6,213,264.39 29,131.16 0.00 0.00 B-I-2 2,084,000.00 5.62625% 2,071,419.45 9,711.94 0.00 0.00 B-I-3 1,137,000.00 5.62625% 1,130,136.24 5,298.69 0.00 0.00 B-I-4 1,326,000.00 5.62625% 1,317,995.29 6,179.48 0.00 0.00 B-I-5 757,000.00 5.62625% 752,430.19 3,527.80 0.00 0.00 B-I-6 758,542.94 5.62625% 753,963.90 3,534.99 0.00 0.00 P 0.02 0.00000% 0.02 0.00 0.00 0.00 Totals 399,268,335.07 1,928,772.29 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 0.00 484,434.49 0.00 87,091,937.54 A-LR 0.00 0.00 0.00 0.00 0.00 A-R 0.00 0.00 0.16 0.00 0.00 2-A-1 0.00 0.00 415,786.98 0.00 82,268,280.09 3-A-1 0.00 0.00 143,583.10 0.00 31,223,746.62 4-A-1 0.00 0.00 112,005.49 0.00 24,321,888.41 4-A-2 0.00 0.00 7,425.00 0.00 1,620,000.00 4-A-3 0.00 0.00 15,491.67 0.00 3,380,000.00 5-A-1 0.00 0.00 195,009.29 0.00 38,191,309.02 6-A-1 0.00 0.00 146,326.85 0.00 31,798,225.62 7-A-1 0.00 0.00 98,812.56 0.00 23,617,472.90 8-A-1 0.00 0.00 114,323.00 0.00 22,168,165.01 PO 0.00 0.00 0.00 0.00 4,270,352.65 30-AX-1 0.00 0.00 24,339.93 0.00 4,828,851.47 30-AX-2 0.00 0.00 15,520.02 0.00 2,991,364.33 15-AX 0.00 0.00 9,568.91 0.00 2,079,841.98 B-1 0.00 0.00 39,861.97 0.00 7,840,208.70 B-2 0.00 0.00 18,069.34 0.00 3,553,948.97 B-3 0.00 0.00 9,564.04 0.00 1,881,092.14 B-4 0.00 0.00 9,569.10 0.00 1,882,088.48 B-5 0.00 0.00 6,377.71 0.00 1,254,393.54 B-6 0.00 0.00 5,318.78 0.00 1,046,117.55 B-I-1 0.00 0.00 29,131.16 0.00 6,200,534.17 B-I-2 0.00 0.00 9,711.94 0.00 2,067,175.37 B-I-3 0.00 0.00 5,298.69 0.00 1,127,820.72 B-I-4 0.00 0.00 6,179.48 0.00 1,315,294.88 B-I-5 0.00 0.00 3,527.80 0.00 750,888.56 B-I-6 0.00 0.00 3,534.99 0.00 752,419.42 P 0.00 0.00 12,608.52 0.00 0.02 Totals 0.00 0.00 1,941,380.97 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 95,000,000.00 6.50000% 941.41116158 5.09931042 0.00000000 0.00000000 A-LR 50.00 6.50000% 0.00000000 0.00000000 0.00000000 0.00000000 A-R 50.00 6.50000% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 85,884,000.00 6.00000% 968.25247741 4.84126240 0.00000000 0.00000000 3-A-1 32,000,000.00 5.50000% 978.97564938 4.48697187 0.00000000 0.00000000 4-A-1 25,000,000.00 5.50000% 977.50244880 4.48021960 0.00000000 0.00000000 4-A-2 1,620,000.00 5.50000% 1000.00000000 4.58333333 0.00000000 0.00000000 4-A-3 3,380,000.00 5.50000% 1000.00000000 4.58333432 0.00000000 0.00000000 5-A-1 40,000,000.00 6.00000% 975.04646075 4.87523225 0.00000000 0.00000000 6-A-1 33,000,000.00 5.50000% 967.45023485 4.43414697 0.00000000 0.00000000 7-A-1 24,000,000.00 5.00000% 988.12560875 4.11719000 0.00000000 0.00000000 8-A-1 25,098,000.00 6.00000% 911.01285720 4.55506415 0.00000000 0.00000000 PO 4,450,733.17 0.00000% 971.62653092 0.00000000 0.00000000 0.00000000 30-AX-1 0.00 6.00000% 940.95512050 4.70477515 0.00000000 0.00000000 30-AX-2 0.00 6.00000% 899.33970055 4.49669730 0.00000000 0.00000000 15-AX 0.00 5.50000% 975.06641773 4.46905416 0.00000000 0.00000000 B-1 7,869,000.00 6.09551% 997.26478841 5.06569704 0.00000000 0.00000000 B-2 3,567,000.00 6.09551% 997.26478834 5.06569666 0.00000000 0.00000000 B-3 1,888,000.00 6.09551% 997.26478814 5.06569915 0.00000000 0.00000000 B-4 1,889,000.00 6.09551% 997.26478560 5.06569614 0.00000000 0.00000000 B-5 1,259,000.00 6.09551% 997.26478952 5.06569500 0.00000000 0.00000000 B-6 1,049,958.94 6.09551% 997.26499781 5.06570286 0.00000000 0.00000000 B-I-1 6,251,000.00 5.62625% 993.96326828 4.66023996 0.00000000 0.00000000 B-I-2 2,084,000.00 5.62625% 993.96326775 4.66023992 0.00000000 0.00000000 B-I-3 1,137,000.00 5.62625% 993.96327177 4.66023747 0.00000000 0.00000000 B-I-4 1,326,000.00 5.62625% 993.96326546 4.66024133 0.00000000 0.00000000 B-I-5 757,000.00 5.62625% 993.96326288 4.66023778 0.00000000 0.00000000 B-I-6 758,542.94 5.62625% 993.96337404 4.66023716 0.00000000 0.00000000 P 0.02 0.00000% 0.00000000 0.00000000 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 5.09931042 0.00000000 916.75723726 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 3.20000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 4.84126240 0.00000000 957.89995913 3-A-1 0.00000000 0.00000000 4.48697187 0.00000000 975.74208188 4-A-1 0.00000000 0.00000000 4.48021960 0.00000000 972.87553640 4-A-2 0.00000000 0.00000000 4.58333333 0.00000000 1000.00000000 4-A-3 0.00000000 0.00000000 4.58333432 0.00000000 1000.00000000 5-A-1 0.00000000 0.00000000 4.87523225 0.00000000 954.78272550 6-A-1 0.00000000 0.00000000 4.43414697 0.00000000 963.58259455 7-A-1 0.00000000 0.00000000 4.11719000 0.00000000 984.06137083 8-A-1 0.00000000 0.00000000 4.55506415 0.00000000 883.26420472 PO 0.00000000 0.00000000 0.00000000 0.00000000 959.47172901 30-AX-1 0.00000000 0.00000000 4.70477515 0.00000000 933.39053936 30-AX-2 0.00000000 0.00000000 4.49669730 0.00000000 866.70377403 15-AX 0.00000000 0.00000000 4.46905416 0.00000000 971.36731940 B-1 0.00000000 0.00000000 5.06569704 0.00000000 996.34117423 B-2 0.00000000 0.00000000 5.06569666 0.00000000 996.34117466 B-3 0.00000000 0.00000000 5.06569915 0.00000000 996.34117585 B-4 0.00000000 0.00000000 5.06569614 0.00000000 996.34117522 B-5 0.00000000 0.00000000 5.06569500 0.00000000 996.34117554 B-6 0.00000000 0.00000000 5.06570286 0.00000000 996.34139026 B-I-1 0.00000000 0.00000000 4.66023996 0.00000000 991.92675892 B-I-2 0.00000000 0.00000000 4.66023992 0.00000000 991.92676104 B-I-3 0.00000000 0.00000000 4.66023747 0.00000000 991.92675462 B-I-4 0.00000000 0.00000000 4.66024133 0.00000000 991.92675716 B-I-5 0.00000000 0.00000000 4.66023778 0.00000000 991.92676354 B-I-6 0.00000000 0.00000000 4.66023716 0.00000000 991.92725991 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (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 0.00 952,017.76 911,924.06 90.49306114% PO-2 0.00000% 0.00 0.00 744,305.80 736,517.08 96.24640411% PO-3 0.00000% 0.00 0.00 436,529.72 436,010.05 98.99737497% PO-4 0.00000% 0.00 0.00 260,688.88 260,371.58 97.41196349% PO-5 0.00000% 0.00 0.00 326,307.15 325,906.34 97.96031004% PO-6 0.00000% 0.00 0.00 452,497.18 450,545.02 98.40767179% PO-7 0.00000% 0.00 0.00 558,093.73 555,743.43 98.39129438% PO-8 0.00000% 0.00 0.00 594,010.21 593,335.10 96.52567025% 30-AX1-1 6.00000% 2,754,574.43 2,725,572.01 0.00 0.00 92.47017341% 30-AX1-2 6.00000% 1,694,355.10 1,686,039.44 0.00 0.00 93.89370399% 30-AX1-3 6.00000% 419,056.95 417,240.01 0.00 0.00 96.97662525% 30-AX2-4 6.00000% 494,523.06 490,619.42 0.00 0.00 97.96806775% 30-AX2-5 6.00000% 728,310.71 722,722.98 0.00 0.00 95.53631565% 30-AX2-8 6.00000% 1,881,171.06 1,778,021.93 0.00 0.00 81.03499361% 15-AX-6 5.50000% 1,538,220.41 1,532,399.75 0.00 0.00 96.66756860% 15-AX-7 5.50000% 549,541.89 547,442.23 0.00 0.00 98.47456250%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7,242,869.50 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 56,632.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 12,608.52 Total Deposits 7,312,110.02 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 92,827.04 Payment of Interest and Principal 7,219,282.98 Total Withdrawals (Pool Distribution Amount) 7,312,110.02 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 92,308.19 LPMI 337.52 Wells Fargo Bank, N.A. 37.39 WMMSC Servicing Fee 143.94 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 92,827.04
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 1 0 0 1 100,999.84 0.00 0.00 100,999.84 30 Days 42 0 0 0 42 7,025,532.16 0.00 0.00 0.00 7,025,532.16 60 Days 3 0 0 0 3 394,178.54 0.00 0.00 0.00 394,178.54 90 Days 4 0 0 0 4 941,618.22 0.00 0.00 0.00 941,618.22 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 369,314.37 0.00 0.00 0.00 369,314.37 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 50 1 0 0 51 8,730,643.29 100,999.84 0.00 0.00 8,831,643.13 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 0.034566% 0.000000% 0.000000% 0.034566% 0.026575% 0.000000% 0.000000% 0.026575% 30 Days 1.451780% 0.000000% 0.000000% 0.000000% 1.451780% 1.848558% 0.000000% 0.000000% 0.000000% 1.848558% 60 Days 0.103699% 0.000000% 0.000000% 0.000000% 0.103699% 0.103716% 0.000000% 0.000000% 0.000000% 0.103716% 90 Days 0.138265% 0.000000% 0.000000% 0.000000% 0.138265% 0.247759% 0.000000% 0.000000% 0.000000% 0.247759% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.034566% 0.000000% 0.000000% 0.000000% 0.034566% 0.097174% 0.000000% 0.000000% 0.000000% 0.097174% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.728310% 0.034566% 0.000000% 0.000000% 1.762876% 2.297206% 0.026575% 0.000000% 0.000000% 2.323781%
Delinquency Status By Groups 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 10 0 0 0 10 3,304,929.36 0.00 0.00 0.00 3,304,929.36 60 Days 2 0 0 0 2 281,345.78 0.00 0.00 0.00 281,345.78 90 Days 2 0 0 0 2 846,750.25 0.00 0.00 0.00 846,750.25 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 0 0 1 369,314.37 0.00 0.00 0.00 369,314.37 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 15 0 0 0 15 4,802,339.76 0.00 0.00 0.00 4,802,339.76 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 9.259259% 0.000000% 0.000000% 0.000000% 9.259259% 12.483089% 0.000000% 0.000000% 0.000000% 12.483089% 60 Days 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 1.062675% 0.000000% 0.000000% 0.000000% 1.062675% 90 Days 1.851852% 0.000000% 0.000000% 0.000000% 1.851852% 3.198271% 0.000000% 0.000000% 0.000000% 3.198271% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.925926% 0.000000% 0.000000% 0.000000% 0.925926% 1.394942% 0.000000% 0.000000% 0.000000% 1.394942% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 13.888889% 0.000000% 0.000000% 0.000000% 13.888889% 18.138976% 0.000000% 0.000000% 0.000000% 18.138976% 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 9 0 0 0 9 1,049,495.25 0.00 0.00 0.00 1,049,495.25 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 53,472.23 0.00 0.00 0.00 53,472.23 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 1,102,967.48 0.00 0.00 0.00 1,102,967.48 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.122195% 0.000000% 0.000000% 0.000000% 1.122195% 1.105574% 0.000000% 0.000000% 0.000000% 1.105574% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.124688% 0.000000% 0.000000% 0.000000% 0.124688% 0.056329% 0.000000% 0.000000% 0.000000% 0.056329% 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 1.246883% 0.000000% 0.000000% 0.000000% 1.246883% 1.161903% 0.000000% 0.000000% 0.000000% 1.161903% 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 9 0 0 0 9 952,622.31 0.00 0.00 0.00 952,622.31 60 Days 1 0 0 0 1 112,832.76 0.00 0.00 0.00 112,832.76 90 Days 1 0 0 0 1 41,395.74 0.00 0.00 0.00 41,395.74 120 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 11 0 0 0 11 1,106,850.81 0.00 0.00 0.00 1,106,850.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.185771% 0.000000% 0.000000% 0.000000% 1.185771% 1.080163% 0.000000% 0.000000% 0.000000% 1.080163% 60 Days 0.131752% 0.000000% 0.000000% 0.000000% 0.131752% 0.127939% 0.000000% 0.000000% 0.000000% 0.127939% 90 Days 0.131752% 0.000000% 0.000000% 0.000000% 0.131752% 0.046938% 0.000000% 0.000000% 0.000000% 0.046938% 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 1.449275% 0.000000% 0.000000% 0.000000% 1.449275% 1.255040% 0.000000% 0.000000% 0.000000% 1.255040% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 375,597.48 0.00 0.00 0.00 375,597.48 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 1 375,597.48 0.00 0.00 0.00 375,597.48 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.446429% 0.000000% 0.000000% 0.000000% 0.446429% 1.101336% 0.000000% 0.000000% 0.000000% 1.101336% 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 0.446429% 0.000000% 0.000000% 0.000000% 0.446429% 1.101336% 0.000000% 0.000000% 0.000000% 1.101336% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 100,999.84 0.00 0.00 100,999.84 30 Days 4 0 0 0 4 667,169.68 0.00 0.00 0.00 667,169.68 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 4 1 0 0 5 667,169.68 100,999.84 0.00 0.00 768,169.52 0-29 Days 0.552486% 0.000000% 0.000000% 0.552486% 0.304843% 0.000000% 0.000000% 0.304843% 30 Days 2.209945% 0.000000% 0.000000% 0.000000% 2.209945% 2.013687% 0.000000% 0.000000% 0.000000% 2.013687% 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 2.209945% 0.552486% 0.000000% 0.000000% 2.762431% 2.013687% 0.304843% 0.000000% 0.000000% 2.318530% 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% 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 6 0 0 0 6 374,669.30 0.00 0.00 0.00 374,669.30 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 6 0 0 0 6 374,669.30 0.00 0.00 0.00 374,669.30 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.780415% 0.000000% 0.000000% 0.000000% 1.780415% 1.070535% 0.000000% 0.000000% 0.000000% 1.070535% 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 1.780415% 0.000000% 0.000000% 0.000000% 1.780415% 1.070535% 0.000000% 0.000000% 0.000000% 1.070535% 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 3 0 0 0 3 301,048.78 0.00 0.00 0.00 301,048.78 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 301,048.78 0.00 0.00 0.00 301,048.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.339286% 0.000000% 0.000000% 0.000000% 1.339286% 1.145301% 0.000000% 0.000000% 0.000000% 1.145301% 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 1.339286% 0.000000% 0.000000% 0.000000% 1.339286% 1.145301% 0.000000% 0.000000% 0.000000% 1.145301%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 56,632.00
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 200,000.00 0.05009163% 200,000.00 0.05268380% Fraud 7,985,366.00 1.99999982% 7,985,366.00 2.10349700% Special Hazard 5,235,482.00 1.31126902% 5,235,482.00 1.37912535% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed Ratio Strip Weighted Average Gross Coupon 6.302705% Weighted Average Pass-Through Rate 6.013300% Weighted Average Maturity(Stepdown Calculation ) 325 Beginning Scheduled Collateral Loan Count 2,923 Number Of Loans Paid In Full 30 Ending Scheduled Collateral Loan Count 2,893 Beginning Scheduled Collateral Balance 384,901,262.09 Ending Scheduled Collateral Balance 379,623,359.77 Ending Actual Collateral Balance at 30-Nov-2004 380,054,834.57 Monthly P &I Constant 2,556,927.31 Special Servicing Fee 0.00 Prepayment Penalties 12,608.52 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Non-PO Optimal Amount 6,911,073.86 Class AP Deferred Amount 0.00 Scheduled Principal 535,327.93 Unscheduled Principal 4,742,574.39
Group Level Collateral Statement Group 1 2 3 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 30 Year Weighted Average Coupon Rate 6.922280 6.331559 5.755136 Weighted Average Net Rate 6.608144 6.064292 5.503492 Weighted Average Maturity 353 354 352 Beginning Loan Count 817 766 225 Loans Paid In Full 15 7 1 Ending Loan Count 802 759 224 Beginning Scheduled Balance 97,248,969.61 89,026,526.48 34,178,301.72 Ending scheduled Balance 94,860,808.00 88,124,611.47 34,071,677.36 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 645,289.39 556,837.49 201,181.63 Scheduled Principal 84,302.25 87,106.89 37,264.32 Unscheduled Principal 2,303,859.36 814,808.12 69,360.04 Scheduled Interest 560,987.14 469,730.60 163,917.31 Servicing Fees 25,457.84 19,828.21 7,167.31 Master Servicing Fees 0.00 17.45 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 147.86 2.14 4.97 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 535,381.44 449,882.80 156,745.03 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.606319 6.064028 5.503318
Group Level Collateral Statement Group 4 5 6 Collateral Description Fixed 30 Year Fixed 30 Year Fixed 15 Year Weighted Average Coupon Rate 5.891139 6.381854 5.931848 Weighted Average Net Rate 5.547312 6.056455 5.670923 Weighted Average Maturity 353 353 174 Beginning Loan Count 182 261 337 Loans Paid In Full 1 3 0 Ending Loan Count 181 258 337 Beginning Scheduled Balance 33,223,262.63 42,724,938.69 35,043,824.33 Ending scheduled Balance 33,103,554.08 41,910,968.31 34,904,577.08 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 198,160.96 265,245.66 300,378.19 Scheduled Principal 35,058.57 38,025.39 127,149.32 Unscheduled Principal 84,649.98 775,944.99 12,097.93 Scheduled Interest 163,102.39 227,220.27 173,228.87 Servicing Fees 9,519.22 11,585.53 7,619.85 Master Servicing Fees 2.98 0.00 15.23 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 29.07 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 153,551.12 215,634.74 165,593.79 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.546155 6.056455 5.670401
Group Level Collateral Statement Group 7 8 Total Collateral Description Fixed 15 Year Fixed 30 Year xed Fixed Ratio Strip Weighted Average Coupon Rate 5.258607 6.547625 6.302705 Weighted Average Net Rate 5.008895 6.297625 6.014918 Weighted Average Maturity 174.00 351.00 325.00 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 215,869.86 173,964.13 2,556,927.31 Beginning Loan Count 224 111 2,923 Loans Paid In Full 0 3 30 Ending Loan Count 224 108 2,893 Beginning Scheduled Balance 26,307,472.19 27,147,966.44 384,901,262.09 Ending Scheduled Balance 26,199,807.66 26,447,355.81 379,623,359.77 Scheduled Principal 100,585.97 25,835.22 535,327.93 Unscheduled Principal 7,078.56 674,775.41 4,742,574.39 Scheduled Interest 115,283.89 148,128.91 2,021,599.38 Servicing Fee 5,474.41 5,655.82 92,308.19 Master Servicing Fee 1.73 0.00 37.39 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 0.00 297.42 481.46 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 109,807.75 142,175.67 1,928,772.34 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.008817 6.284478 6.013300
Miscellaneous Reporting Group 1 Subordinate % 7.126800% Senior Prepayment % 100.000000% Senior % 92.873200% Group 2 Subordinate % 5.805048% Senior Prepayment % 100.000000% Senior % 94.194952% Group 3 Subordinate % 7.155970% Senior Prepayment % 100.000000% Senior % 92.844030%
Miscellaneous Reporting Group 4 Subordinate % 10.693985% Senior Prepayment % 100.000000% Senior % 89.306016% Group 5 Subordinate % 8.011516% Senior Prepayment % 100.000000% Senior % 91.988484% Group 6 Subordinate % 7.705600% Senior Prepayment % 100.000000% Senior % 92.294400%
Miscellaneous Reporting Group 7 Subordinate % 7.900633% Senior Prepayment % 100.000000% Senior % 92.099367% Group 8 Subordinate % 13.893807% Senior Prepayment % 100.000000% Senior % 86.106193%
Group -----END PRIVACY-ENHANCED MESSAGE-----