-----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, VmfOhonJMA5vKugtuyHAKK47BBFiiAnR5NYDDdglsPWP7s7KnnrwvCvQA7tDXy+t J4jXUY7NuSzLlRREzGzSWQ== 0001056404-04-003228.txt : 20041001 0001056404-04-003228.hdr.sgml : 20041001 20041001101320 ACCESSION NUMBER: 0001056404-04-003228 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041001 DATE AS OF CHANGE: 20041001 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JP MORGAN MORTGAGE TRUST 2004-A1 MORT PASS THRU CERTS CENTRAL INDEX KEY: 0001281190 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-109775-02 FILM NUMBER: 041056806 BUSINESS ADDRESS: STREET 1: 60 WALL STREET CITY: NEW YORK STATE: NY ZIP: 10260 8-K 1 jpa040a1_sep.txt SEPTEMBER 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): September 27, 2004 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-02 54-2147311 Pooling and Servicing Agreement) (Commission 54-2147312 (State or other File Number) 54-2147313 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, Maryland 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 September 27, 2004 a distribution was made to holders of J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A1 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-A1 Trust, relating to the September 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. J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A1 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 9/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A1 Trust, relating to the September 27, 2004 distribution. EX-99.1
J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 JPMMT Series: 2004-A1 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 466247BL6 SEN 4.84244% 76,085,941.61 307,034.69 409,533.74 A-R 466247BV4 SEN 4.84360% 0.00 0.00 0.00 2-A-1 466247BM4 SEN 4.52374% 39,366,721.06 148,404.00 79,300.17 2-A-2 466247BN2 SEN 4.52374% 1,343,460.88 5,064.56 2,706.26 3-A-1 466247BP7 SEN 5.08059% 16,583,351.90 70,211.01 388,688.83 3-A-2 466247BQ5 SEN 5.08059% 565,963.08 2,396.19 13,265.32 4-A-1 466247BR3 SEN 4.50000% 83,476,474.60 313,036.78 51,679.99 4-A-2 466247BS1 IO 4.50000% 0.00 10,723.52 0.00 5-A-1 466247BT9 SEN 3.95000% 128,462,817.03 422,856.77 2,470,143.36 5-A-2 466247BU6 IO 3.95000% 0.00 84,232.36 0.00 B-1 466247BW2 SUB 4.73288% 6,554,844.58 25,852.77 4,839.58 B-2 466247BX0 SUB 4.73288% 2,662,904.99 10,502.68 1,966.08 B-3 466247BY8 SUB 4.73288% 1,433,870.39 5,655.29 1,058.66 B-4 466247BZ5 SUB 4.73288% 1,229,024.65 4,847.36 907.41 B-5 466247CA9 SUB 4.73288% 614,507.35 2,423.66 453.70 B-6 466247CB7 SUB 4.73288% 1,024,391.98 4,040.27 756.33 Totals 359,404,274.10 1,417,281.91 3,425,299.43
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 75,676,407.87 716,568.43 0.00 A-R 0.00 0.00 0.00 0.00 2-A-1 0.00 39,287,420.90 227,704.17 0.00 2-A-2 0.00 1,340,754.62 7,770.82 0.00 3-A-1 0.00 16,194,663.07 458,899.84 0.00 3-A-2 0.00 552,697.76 15,661.51 0.00 4-A-1 0.00 83,424,794.61 364,716.77 0.00 4-A-2 0.00 0.00 10,723.52 0.00 5-A-1 0.00 125,992,673.67 2,893,000.13 0.00 5-A-2 0.00 0.00 84,232.36 0.00 B-1 0.00 6,550,005.00 30,692.35 0.00 B-2 0.00 2,660,938.91 12,468.76 0.00 B-3 0.00 1,432,811.73 6,713.95 0.00 B-4 0.00 1,228,117.23 5,754.77 0.00 B-5 0.00 614,053.64 2,877.36 0.00 B-6 0.00 1,023,635.65 4,796.60 0.00 Totals 0.00 355,978,974.66 4,842,581.34 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 83,097,200.00 76,085,941.61 775.65 408,758.09 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 42,248,300.00 39,366,721.06 51,765.29 27,534.88 0.00 0.00 2-A-2 1,441,800.00 1,343,460.88 1,766.58 939.68 0.00 0.00 3-A-1 17,797,500.00 16,583,351.90 19,932.95 368,755.88 0.00 0.00 3-A-2 607,400.00 565,963.08 680.28 12,585.04 0.00 0.00 4-A-1 89,323,800.00 83,476,474.60 3,296.68 48,383.31 0.00 0.00 4-A-2 0.00 0.00 0.00 0.00 0.00 0.00 5-A-1 163,371,600.00 128,462,817.03 165,706.10 2,304,437.26 0.00 0.00 5-A-2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 6,583,460.00 6,554,844.58 4,839.58 0.00 0.00 0.00 B-2 2,674,530.00 2,662,904.99 1,966.08 0.00 0.00 0.00 B-3 1,440,130.00 1,433,870.39 1,058.66 0.00 0.00 0.00 B-4 1,234,390.00 1,229,024.65 907.41 0.00 0.00 0.00 B-5 617,190.00 614,507.35 453.70 0.00 0.00 0.00 B-6 1,028,864.00 1,024,391.98 756.33 0.00 0.00 0.00 Totals 411,466,264.00 359,404,274.10 253,905.29 3,171,394.14 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-1 409,533.74 75,676,407.87 0.91069745 409,533.74 A-R 0.00 0.00 0.00000000 0.00 2-A-1 79,300.17 39,287,420.90 0.92991720 79,300.17 2-A-2 2,706.26 1,340,754.62 0.92991720 2,706.26 3-A-1 388,688.83 16,194,663.07 0.90994033 388,688.83 3-A-2 13,265.32 552,697.76 0.90994034 13,265.32 4-A-1 51,679.99 83,424,794.61 0.93395931 51,679.99 4-A-2 0.00 0.00 0.00000000 0.00 5-A-1 2,470,143.36 125,992,673.67 0.77120303 2,470,143.36 5-A-2 0.00 0.00 0.00000000 0.00 B-1 4,839.58 6,550,005.00 0.99491833 4,839.58 B-2 1,966.08 2,660,938.91 0.99491833 1,966.08 B-3 1,058.66 1,432,811.73 0.99491833 1,058.66 B-4 907.41 1,228,117.23 0.99491832 907.41 B-5 453.70 614,053.64 0.99491832 453.70 B-6 756.33 1,023,635.65 0.99491833 756.33 Totals 3,425,299.43 355,978,974.66 0.86514742 3,425,299.43
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 83,097,200.00 915.62581663 0.00933425 4.91903566 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 42,248,300.00 931.79420379 1.22526327 0.65173936 0.00000000 2-A-2 1,441,800.00 931.79420169 1.22526009 0.65174088 0.00000000 3-A-1 17,797,500.00 931.77985110 1.11998595 20.71953252 0.00000000 3-A-2 607,400.00 931.77984853 1.11998683 20.71952585 0.00000000 4-A-1 89,323,800.00 934.53787904 0.03690707 0.54166202 0.00000000 4-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 163,371,600.00 786.32281884 1.01428951 14.10549484 0.00000000 5-A-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 6,583,460.00 995.65343755 0.73511193 0.00000000 0.00000000 B-2 2,674,530.00 995.65343817 0.73511234 0.00000000 0.00000000 B-3 1,440,130.00 995.65344101 0.73511419 0.00000000 0.00000000 B-4 1,234,390.00 995.65344016 0.73510803 0.00000000 0.00000000 B-5 617,190.00 995.65344545 0.73510588 0.00000000 0.00000000 B-6 1,028,864.00 995.65343913 0.73511173 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 4.92836991 910.69744673 0.91069745 4.92836991 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 1.87700262 929.91720140 0.92991720 1.87700262 2-A-2 0.00000000 1.87700097 929.91720072 0.92991720 1.87700097 3-A-1 0.00000000 21.83951847 909.94033263 0.90994033 21.83951847 3-A-2 0.00000000 21.83951268 909.94033586 0.90994034 21.83951268 4-A-1 0.00000000 0.57856909 933.95930995 0.93395931 0.57856909 4-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A-1 0.00000000 15.11978434 771.20303449 0.77120303 15.11978434 5-A-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.73511193 994.91832562 0.99491833 0.73511193 B-2 0.00000000 0.73511234 994.91832584 0.99491833 0.73511234 B-3 0.00000000 0.73511419 994.91832682 0.99491833 0.73511419 B-4 0.00000000 0.73510803 994.91832403 0.99491832 0.73510803 B-5 0.00000000 0.73510588 994.91832337 0.99491832 0.73510588 B-6 0.00000000 0.73511173 994.91832740 0.99491833 0.73511173 (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 83,097,200.00 4.84244% 76,085,941.61 307,034.69 0.00 0.00 A-R 100.00 4.84360% 0.00 0.00 0.00 0.00 2-A-1 42,248,300.00 4.52374% 39,366,721.06 148,404.00 0.00 0.00 2-A-2 1,441,800.00 4.52374% 1,343,460.88 5,064.56 0.00 0.00 3-A-1 17,797,500.00 5.08059% 16,583,351.90 70,211.01 0.00 0.00 3-A-2 607,400.00 5.08059% 565,963.08 2,396.19 0.00 0.00 4-A-1 89,323,800.00 4.50000% 83,476,474.60 313,036.78 0.00 0.00 4-A-2 0.00 4.50000% 2,859,605.03 10,723.52 0.00 0.00 5-A-1 163,371,600.00 3.95000% 128,462,817.03 422,856.77 0.00 0.00 5-A-2 0.00 3.95000% 25,589,579.18 84,232.36 0.00 0.00 B-1 6,583,460.00 4.73288% 6,554,844.58 25,852.77 0.00 0.00 B-2 2,674,530.00 4.73288% 2,662,904.99 10,502.68 0.00 0.00 B-3 1,440,130.00 4.73288% 1,433,870.39 5,655.29 0.00 0.00 B-4 1,234,390.00 4.73288% 1,229,024.65 4,847.36 0.00 0.00 B-5 617,190.00 4.73288% 614,507.35 2,423.66 0.00 0.00 B-6 1,028,864.00 4.73288% 1,024,391.98 4,040.27 0.00 0.00 Totals 411,466,264.00 1,417,281.91 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 0.00 307,034.69 0.00 75,676,407.87 A-R 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 148,404.00 0.00 39,287,420.90 2-A-2 0.00 0.00 5,064.56 0.00 1,340,754.62 3-A-1 0.00 0.00 70,211.01 0.00 16,194,663.07 3-A-2 0.00 0.00 2,396.19 0.00 552,697.76 4-A-1 0.00 0.00 313,036.78 0.00 83,424,794.61 4-A-2 0.00 0.00 10,723.52 0.00 2,855,850.28 5-A-1 0.00 0.00 422,856.77 0.00 125,992,673.67 5-A-2 0.00 0.00 84,232.36 0.00 24,876,589.72 B-1 0.00 0.00 25,852.77 0.00 6,550,005.00 B-2 0.00 0.00 10,502.68 0.00 2,660,938.91 B-3 0.00 0.00 5,655.29 0.00 1,432,811.73 B-4 0.00 0.00 4,847.36 0.00 1,228,117.23 B-5 0.00 0.00 2,423.66 0.00 614,053.64 B-6 0.00 0.00 4,040.27 0.00 1,023,635.65 Totals 0.00 0.00 1,417,281.91 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 83,097,200.00 4.84244% 915.62581663 3.69488611 0.00000000 0.00000000 A-R 100.00 4.84360% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 42,248,300.00 4.52374% 931.79420379 3.51266205 0.00000000 0.00000000 2-A-2 1,441,800.00 4.52374% 931.79420169 3.51266472 0.00000000 0.00000000 3-A-1 17,797,500.00 5.08059% 931.77985110 3.94499284 0.00000000 0.00000000 3-A-2 607,400.00 5.08059% 931.77984853 3.94499506 0.00000000 0.00000000 4-A-1 89,323,800.00 4.50000% 934.53787904 3.50451705 0.00000000 0.00000000 4-A-2 0.00 4.50000% 827.81573808 3.10430935 0.00000000 0.00000000 5-A-1 163,371,600.00 3.95000% 786.32281884 2.58831260 0.00000000 0.00000000 5-A-2 0.00 3.95000% 775.68547610 2.55329788 0.00000000 0.00000000 B-1 6,583,460.00 4.73288% 995.65343755 3.92692748 0.00000000 0.00000000 B-2 2,674,530.00 4.73288% 995.65343817 3.92692548 0.00000000 0.00000000 B-3 1,440,130.00 4.73288% 995.65344101 3.92693021 0.00000000 0.00000000 B-4 1,234,390.00 4.73288% 995.65344016 3.92692747 0.00000000 0.00000000 B-5 617,190.00 4.73288% 995.65344545 3.92692688 0.00000000 0.00000000 B-6 1,028,864.00 4.73288% 995.65343913 3.92692329 0.00000000 0.00000000 (5) All Classes are Per $1,000 Denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 3.69488611 0.00000000 910.69744673 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.51266205 0.00000000 929.91720140 2-A-2 0.00000000 0.00000000 3.51266472 0.00000000 929.91720072 3-A-1 0.00000000 0.00000000 3.94499284 0.00000000 909.94033263 3-A-2 0.00000000 0.00000000 3.94499506 0.00000000 909.94033586 4-A-1 0.00000000 0.00000000 3.50451705 0.00000000 933.95930995 4-A-2 0.00000000 0.00000000 3.10430935 0.00000000 826.72879037 5-A-1 0.00000000 0.00000000 2.58831260 0.00000000 771.20303449 5-A-2 0.00000000 0.00000000 2.55329788 0.00000000 754.07294528 B-1 0.00000000 0.00000000 3.92692748 0.00000000 994.91832562 B-2 0.00000000 0.00000000 3.92692548 0.00000000 994.91832584 B-3 0.00000000 0.00000000 3.92693021 0.00000000 994.91832682 B-4 0.00000000 0.00000000 3.92692747 0.00000000 994.91832403 B-5 0.00000000 0.00000000 3.92692688 0.00000000 994.91832337 B-6 0.00000000 0.00000000 3.92692329 0.00000000 994.91832740 (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 ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 4,919,683.34 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 24,039.41 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 4,943,722.75 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 101,141.41 Payment of Interest and Principal 4,842,581.34 Total Withdrawals (Pool Distribution Amount) 4,943,722.75 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 97,953.93 LPMI 192.42 Master Servicing Fee 2,995.06 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 101,141.41
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 1 331,924.04 0.00 0.00 331,924.04 30 Days 9 0 0 0 9 4,852,511.26 0.00 0.00 0.00 4,852,511.26 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 9 1 0 0 10 4,852,511.26 331,924.04 0.00 0.00 5,184,435.30 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 0.132802% 0.000000% 0.000000% 0.132802% 0.093195% 0.000000% 0.000000% 0.093195% 30 Days 1.195219% 0.000000% 0.000000% 0.000000% 1.195219% 1.362453% 0.000000% 0.000000% 0.000000% 1.362453% 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 1.195219% 0.132802% 0.000000% 0.000000% 1.328021% 1.362453% 0.093195% 0.000000% 0.000000% 1.455648%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 1,344,177.99 0.00 0.00 0.00 1,344,177.99 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 1,344,177.99 0.00 0.00 0.00 1,344,177.99 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.625000% 0.000000% 0.000000% 0.000000% 0.625000% 1.712051% 0.000000% 0.000000% 0.000000% 1.712051% 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 0.625000% 0.000000% 0.000000% 0.000000% 0.625000% 1.712051% 0.000000% 0.000000% 0.000000% 1.712051% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 425,886.11 0.00 0.00 0.00 425,886.11 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 1 425,886.11 0.00 0.00 0.00 425,886.11 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.010101% 0.000000% 0.000000% 0.000000% 1.010101% 1.010419% 0.000000% 0.000000% 0.000000% 1.010419% 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 1.010101% 0.000000% 0.000000% 0.000000% 1.010101% 1.010419% 0.000000% 0.000000% 0.000000% 1.010419% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 301,925.99 0.00 0.00 0.00 301,925.99 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 1 301,925.99 0.00 0.00 0.00 301,925.99 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.574713% 0.000000% 0.000000% 0.000000% 0.574713% 0.349146% 0.000000% 0.000000% 0.000000% 0.349146% 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 0.574713% 0.000000% 0.000000% 0.000000% 0.574713% 0.349146% 0.000000% 0.000000% 0.000000% 0.349146% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 331,924.04 0.00 0.00 331,924.04 30 Days 6 0 0 0 6 2,780,521.17 0.00 0.00 0.00 2,780,521.17 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 1 0 0 7 2,780,521.17 331,924.04 0.00 0.00 3,112,445.21 0-29 Days 0.355872% 0.000000% 0.000000% 0.355872% 0.252149% 0.000000% 0.000000% 0.252149% 30 Days 2.135231% 0.000000% 0.000000% 0.000000% 2.135231% 2.112250% 0.000000% 0.000000% 0.000000% 2.112250% 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 2.135231% 0.355872% 0.000000% 0.000000% 2.491103% 2.112250% 0.252149% 0.000000% 0.000000% 2.364400%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 24,039.41
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 411,466,164.00 99.99997570% 355,978,974.66 99.99999991% 96.204955% 0.000000% Class 1-A-1 328,368,964.00 79.80458976% 280,302,566.79 78.74132645% 21.258673% 560.169212% Class 2-A-1 286,120,664.00 69.53684640% 241,015,145.89 67.70488226% 11.036444% 290.811948% Class 2-A-2 284,678,864.00 69.18644101% 239,674,391.27 67.32824355% 0.376639% 9.924486% Class 3-A-1 266,881,364.00 64.86105602% 223,479,728.20 62.77891221% 4.549331% 119.875558% Class 3-A-2 266,273,964.00 64.71343760% 222,927,030.44 62.62365087% 0.155261% 4.091160% Class 4-A-1 176,950,164.00 43.00478058% 139,502,235.83 39.18833573% 23.435315% 617.524044% Class 4-A-2 176,950,164.00 43.00478058% 139,502,235.83 39.18833573% 0.000000% 0.000000% Class B-1 6,995,104.00 1.70004314% 6,959,557.16 1.95504725% 1.839998% 48.484214% Class B-2 4,320,574.00 1.05004332% 4,298,618.25 1.20754835% 0.747499% 19.696707% Class B-3 2,880,444.00 0.70004378% 2,865,806.52 0.80504938% 0.402499% 10.605908% Class B-4 1,646,054.00 0.40004592% 1,637,689.29 0.46005225% 0.344997% 9.090726% Class B-5 1,028,864.00 0.25004820% 1,023,635.65 0.28755509% 0.172497% 4.545326% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.287555% 7.577119% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02430333% 100,000.00 0.02809155% Fraud 12,343,987.00 2.99999978% 12,343,987.00 3.46761687% Special Hazard 4,114,663.00 1.00000009% 3,559,789.75 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.069800% Weighted Average Net Coupon 4.742746% Weighted Average Pass-Through Rate 4.732104% Weighted Average Maturity(Stepdown Calculation) 349 Beginning Scheduled Collateral Loan Count 761 Number Of Loans Paid In Full 8 Ending Scheduled Collateral Loan Count 753 Beginning Scheduled Collateral Balance 359,404,274.40 Ending Scheduled Collateral Balance 355,978,974.97 Ending Actual Collateral Balance at 31-Aug-2004 356,160,006.28 Monthly P &I Constant 1,772,328.50 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 4,779,277.55 Ending Scheduled Balance for Premium Loans 33,094,882.27 Scheduled Principal 253,905.29 Unscheduled Principal 3,171,394.14
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description 10/1 CMT ARM 7/1 CMT ARM 10/1 CMT ARM Weighted Average Coupon Rate 5.227440 4.914213 5.438441 Weighted Average Net Rate 4.852441 4.539212 5.090590 Weighted Average Maturity 349 348 349 Beginning Loan Count 161 99 40 Loans Paid In Full 1 0 1 Ending Loan Count 160 99 39 Beginning Scheduled Balance 78,921,584.73 42,189,774.30 17,773,015.57 Ending scheduled Balance 78,512,022.08 42,105,822.28 17,370,311.74 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 344,602.79 228,252.07 101,910.83 Scheduled Principal 804.56 55,477.46 21,362.91 Unscheduled Principal 408,758.09 28,474.56 381,340.92 Scheduled Interest 343,798.23 172,774.61 80,547.92 Servicing Fees 24,662.98 13,184.32 5,151.98 Master Servicing Fees 657.67 351.55 148.13 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 0.00 192.42 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 318,477.58 159,046.32 75,247.81 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 4.842440 4.523740 5.080590
Group Level Collateral Statement Group Group 4 Group 5 Total Collateral Description 7/1 CMT ARM 5/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 5.039154 4.996833 5.069800 Weighted Average Net Rate 4.664153 4.746833 4.742746 Weighted Average Maturity 349 349 349 Beginning Loan Count 174 287 761 Loans Paid In Full 0 6 8 Ending Loan Count 174 281 753 Beginning Scheduled Balance 86,523,980.46 133,995,919.34 359,404,274.40 Ending scheduled Balance 86,472,180.12 131,518,638.75 355,978,974.97 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 366,756.74 730,806.07 1,772,328.50 Scheduled Principal 3,417.03 172,843.33 253,905.29 Unscheduled Principal 48,383.31 2,304,437.26 3,171,394.14 Scheduled Interest 363,339.71 557,962.74 1,518,423.21 Servicing Fees 27,038.79 27,915.86 97,953.93 Master Servicing Fees 721.07 1,116.64 2,995.06 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 0.00 192.42 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 335,579.85 528,930.24 1,417,281.80 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 Pass-Through Rate 4.654154 4.736833 4.732104
Miscellaneous Reporting Group Group 1 Senior Percentage 96.407012% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.592988% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 2 Senior Percentage 96.493007% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.506993% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 3 Senior Percentage 96.490744% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.509256% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0
Miscellaneous Reporting Group Group 4 Senior Percentage 96.477848% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.522152% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group Group 5 Senior Percentage 95.870693% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.129307% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0
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