-----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, SUpSSAtc3fJdZ5mZz+m8rGE/sioTJ4x+mHNCreI4LuT3iBFVjqFzj4FL55QyBSHl woHmMft9TgXl8dF/lVq6Pg== 0001056404-04-001415.txt : 20040409 0001056404-04-001415.hdr.sgml : 20040409 20040409113046 ACCESSION NUMBER: 0001056404-04-001415 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040325 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040409 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MERRILL LYNCH INVESTORS TRUST SERIES MLMI 2004-A1 CENTRAL INDEX KEY: 0001281979 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 133416059 STATE OF INCORPORATION: DE FISCAL YEAR END: 1228 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-106175-15 FILM NUMBER: 04726499 BUSINESS ADDRESS: STREET 1: 4 WORLD FINANCIAL CENTER FLOOR 10 CITY: NEW YORK STATE: NY ZIP: 10281-1310 BUSINESS PHONE: 2124491000 8-K 1 mlm04a01_march.txt MARCH 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): March 25, 2004 MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Pass-Through Certificates, Series 2004-A01 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106175-15 54-2144772 Pooling and Servicing Agreement) (Commission 54-2144773 (State or other File Number) 54-2144774 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) ITEM 5. Other Events On March 25, 2004 a distribution was made to holders of MERRILL LYNCH MORTGAGE INVESTORS, INC., Mortgage Pass-Through Certificates, Series 2004-A01 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A01 Trust, relating to the March 25, 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. MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Pass-Through Certificates, Series 2004-A01 Trust 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: 4/5/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A01 Trust, relating to the March 25, 2004 distribution. EX-99.1
Merrill Lynch Mortgage Loans, Inc. Mortgage Pass-Through Certificates Record Date: 2/29/04 Distribution Date: 3/25/04 MLM Series: 2004-A01 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 I-A 59020UAA3 SEQ 4.21612% 109,745,000.00 385,581.63 1,262,459.31 II-A1 59020UAB1 SEQ 4.67000% 174,750,000.00 680,068.76 2,172,635.47 II-A2 59020UAC9 SEQ 4.73093% 180,563,000.00 711,859.31 2,244,907.46 II-AIO 59020UAD7 IO 0.06093% 0.00 8,873.13 0.00 III-A 59020UAE5 SEQ 4.94091% 70,421,000.00 289,952.98 1,468,170.89 IV-A 59020UAF2 SEQ 5.43831% 47,251,000.00 214,138.14 1,736,944.57 M-1 59020UAG0 SUB 4.71671% 10,272,000.00 40,375.01 5,815.40 M-2 59020UAH8 SUB 4.71671% 4,229,000.00 16,622.46 2,394.21 M-3 59020UAJ4 SUB 4.71671% 2,416,000.00 9,496.30 1,367.80 B-1 MLM04A1B1 SUB 4.71671% 1,511,000.00 5,939.12 855.44 B-2 MLM04A1B2 SUB 4.71671% 1,812,000.00 7,122.23 1,025.85 B-3 MLM04A1B3 SUB 4.71671% 1,210,564.00 4,758.23 685.35 R-I MLM04A1R1 SEQ 0.00000% 0.00 0.00 0.00 R-II MLM04A1R2 SEQ 0.00000% 0.00 0.00 0.00 R-III MLM04A1R3 SEQ 0.00000% 0.00 0.00 0.00 Totals 604,180,564.00 2,374,787.30 8,897,261.75
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 108,482,540.69 1,648,040.94 0.00 II-A1 0.00 172,577,364.53 2,852,704.23 0.00 II-A2 0.00 178,318,092.54 2,956,766.77 0.00 II-AIO 0.00 0.00 8,873.13 0.00 III-A 0.00 68,952,829.11 1,758,123.87 0.00 IV-A 0.00 45,514,055.43 1,951,082.71 0.00 M-1 0.00 10,266,184.60 46,190.41 0.00 M-2 0.00 4,226,605.79 19,016.67 0.00 M-3 0.00 2,414,632.20 10,864.10 0.00 B-1 0.00 1,510,144.56 6,794.56 0.00 B-2 0.00 1,810,974.15 8,148.08 0.00 B-3 0.00 1,209,878.65 5,443.58 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 Totals 0.00 595,283,302.25 11,272,049.05 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) I-A 109,745,000.00 109,745,000.00 90,600.75 1,171,858.56 0.00 0.00 II-A1 174,750,000.00 174,750,000.00 69,634.23 2,103,001.24 0.00 0.00 II-A2 180,563,000.00 180,563,000.00 71,950.59 2,172,956.87 0.00 0.00 II-AIO 0.00 0.00 0.00 0.00 0.00 0.00 III-A 70,421,000.00 70,421,000.00 75,721.43 1,392,449.46 0.00 0.00 IV-A 47,251,000.00 47,251,000.00 21,992.86 1,714,951.71 0.00 0.00 M-1 10,272,000.00 10,272,000.00 5,815.40 0.00 0.00 0.00 M-2 4,229,000.00 4,229,000.00 2,394.21 0.00 0.00 0.00 M-3 2,416,000.00 2,416,000.00 1,367.80 0.00 0.00 0.00 B-1 1,511,000.00 1,511,000.00 855.44 0.00 0.00 0.00 B-2 1,812,000.00 1,812,000.00 1,025.85 0.00 0.00 0.00 B-3 1,210,564.00 1,210,564.00 685.35 0.00 0.00 0.00 R-I 0.00 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 0.00 Totals 604,180,564.00 604,180,564.00 342,043.91 8,555,217.84 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 I-A 1,262,459.31 108,482,540.69 0.98849643 1,262,459.31 II-A1 2,172,635.47 172,577,364.53 0.98756718 2,172,635.47 II-A2 2,244,907.46 178,318,092.54 0.98756718 2,244,907.46 II-AIO 0.00 0.00 0.00000000 0.00 III-A 1,468,170.89 68,952,829.11 0.97915152 1,468,170.89 IV-A 1,736,944.57 45,514,055.43 0.96324005 1,736,944.57 M-1 5,815.40 10,266,184.60 0.99943386 5,815.40 M-2 2,394.21 4,226,605.79 0.99943386 2,394.21 M-3 1,367.80 2,414,632.20 0.99943386 1,367.80 B-1 855.44 1,510,144.56 0.99943386 855.44 B-2 1,025.85 1,810,974.15 0.99943386 1,025.85 B-3 685.35 1,209,878.65 0.99943386 685.35 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 R-III 0.00 0.00 0.00000000 0.00 Totals 8,897,261.75 595,283,302.25 0.98527384 8,897,261.75
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A 109,745,000.00 1000.00000000 0.82555697 10.67801321 0.00000000 II-A1 174,750,000.00 1000.00000000 0.39847914 12.03434186 0.00000000 II-A2 180,563,000.00 1000.00000000 0.39847915 12.03434186 0.00000000 II-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A 70,421,000.00 1000.00000000 1.07526775 19.77321339 0.00000000 IV-A 47,251,000.00 1000.00000000 0.46544750 36.29450615 0.00000000 M-1 10,272,000.00 1000.00000000 0.56614097 0.00000000 0.00000000 M-2 4,229,000.00 1000.00000000 0.56614093 0.00000000 0.00000000 M-3 2,416,000.00 1000.00000000 0.56614238 0.00000000 0.00000000 B-1 1,511,000.00 1000.00000000 0.56614163 0.00000000 0.00000000 B-2 1,812,000.00 1000.00000000 0.56614238 0.00000000 0.00000000 B-3 1,210,564.00 1000.00000000 0.56614107 0.00000000 0.00000000 R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All classes are per $1000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A 0.00000000 11.50357019 988.49642981 0.98849643 11.50357019 II-A1 0.00000000 12.43282100 987.56717900 0.98756718 12.43282100 II-A2 0.00000000 12.43282101 987.56717899 0.98756718 12.43282101 II-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A 0.00000000 20.84848113 979.15151887 0.97915152 20.84848113 IV-A 0.00000000 36.75995365 963.24004635 0.96324005 36.75995365 M-1 0.00000000 0.56614097 999.43385903 0.99943386 0.56614097 M-2 0.00000000 0.56614093 999.43385907 0.99943386 0.56614093 M-3 0.00000000 0.56614238 999.43385762 0.99943386 0.56614238 B-1 0.00000000 0.56614163 999.43385837 0.99943386 0.56614163 B-2 0.00000000 0.56614238 999.43385762 0.99943386 0.56614238 B-3 0.00000000 0.56614107 999.43385893 0.99943386 0.56614107 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 0.00000000 0.00000000 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 I-A 109,745,000.00 4.21612% 109,745,000.00 385,581.63 0.00 0.00 II-A1 174,750,000.00 4.67000% 174,750,000.00 680,068.75 0.00 0.00 II-A2 180,563,000.00 4.73093% 180,563,000.00 711,859.30 0.00 0.00 II-AIO 0.00 0.06093% 174,750,000.00 8,873.13 0.00 0.00 III-A 70,421,000.00 4.94091% 70,421,000.00 289,952.98 0.00 0.00 IV-A 47,251,000.00 5.43831% 47,251,000.00 214,138.13 0.00 0.00 M-1 10,272,000.00 4.71671% 10,272,000.00 40,375.01 0.00 0.00 M-2 4,229,000.00 4.71671% 4,229,000.00 16,622.46 0.00 0.00 M-3 2,416,000.00 4.71671% 2,416,000.00 9,496.30 0.00 0.00 B-1 1,511,000.00 4.71671% 1,511,000.00 5,939.12 0.00 0.00 B-2 1,812,000.00 4.71671% 1,812,000.00 7,122.23 0.00 0.00 B-3 1,210,564.00 4.71671% 1,210,564.00 4,758.23 0.00 0.00 R-I 0.00 0.00000% 0.00 0.00 0.00 0.00 R-II 0.00 0.00000% 0.00 0.00 0.00 0.00 R-III 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 604,180,564.00 2,374,787.27 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 I-A 0.00 0.00 385,581.63 0.00 108,482,540.69 II-A1 (0.01) 0.00 680,068.76 0.00 172,577,364.53 II-A2 (0.01) 0.00 711,859.31 0.00 178,318,092.54 II-AIO 0.00 0.00 8,873.13 0.00 172,577,364.53 III-A 0.00 0.00 289,952.98 0.00 68,952,829.11 IV-A 0.00 0.00 214,138.14 0.00 45,514,055.43 M-1 0.00 0.00 40,375.01 0.00 10,266,184.60 M-2 0.00 0.00 16,622.46 0.00 4,226,605.79 M-3 0.00 0.00 9,496.30 0.00 2,414,632.20 B-1 0.00 0.00 5,939.12 0.00 1,510,144.56 B-2 0.00 0.00 7,122.23 0.00 1,810,974.15 B-3 0.00 0.00 4,758.23 0.00 1,209,878.65 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 0.00 0.00 0.00 Totals (0.02) 0.00 2,374,787.30 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 I-A 109,745,000.00 4.21612% 1000.00000000 3.51343232 0.00000000 0.00000000 II-A1 174,750,000.00 4.67000% 1000.00000000 3.89166667 0.00000000 0.00000000 II-A2 180,563,000.00 4.73093% 1000.00000000 3.94244280 0.00000000 0.00000000 II-AIO 0.00 0.06093% 1000.00000000 0.05077614 0.00000000 0.00000000 III-A 70,421,000.00 4.94091% 1000.00000000 4.11742208 0.00000000 0.00000000 IV-A 47,251,000.00 5.43831% 1000.00000000 4.53192800 0.00000000 0.00000000 M-1 10,272,000.00 4.71671% 1000.00000000 3.93058898 0.00000000 0.00000000 M-2 4,229,000.00 4.71671% 1000.00000000 3.93058879 0.00000000 0.00000000 M-3 2,416,000.00 4.71671% 1000.00000000 3.93058775 0.00000000 0.00000000 B-1 1,511,000.00 4.71671% 1000.00000000 3.93058901 0.00000000 0.00000000 B-2 1,812,000.00 4.71671% 1000.00000000 3.93059051 0.00000000 0.00000000 B-3 1,210,564.00 4.71671% 1000.00000000 3.93058938 0.00000000 0.00000000 R-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All classes are per $1000 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 I-A 0.00000000 0.00000000 3.51343232 0.00000000 988.49642981 II-A1 (0.00000006) 0.00000000 3.89166672 0.00000000 987.56717900 II-A2 (0.00000006) 0.00000000 3.94244286 0.00000000 987.56717899 II-AIO 0.00000000 0.00000000 0.05077614 0.00000000 987.56717900 III-A 0.00000000 0.00000000 4.11742208 0.00000000 979.15151887 IV-A 0.00000000 0.00000000 4.53192821 0.00000000 963.24004635 M-1 0.00000000 0.00000000 3.93058898 0.00000000 999.43385903 M-2 0.00000000 0.00000000 3.93058879 0.00000000 999.43385907 M-3 0.00000000 0.00000000 3.93058775 0.00000000 999.43385762 B-1 0.00000000 0.00000000 3.93058901 0.00000000 999.43385837 B-2 0.00000000 0.00000000 3.93059051 0.00000000 999.43385762 B-3 0.00000000 0.00000000 3.93058938 0.00000000 999.43385893 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 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 ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 11,399,455.34 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 11,399,455.34 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 127,406.29 Payment of Interest and Principal 11,272,049.05 Total Withdrawals (Pool Distribution Amount) 11,399,455.34 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 127,406.29 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 127,406.29
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 6 0 0 0 6 2,526,644.53 0.00 0.00 0.00 2,526,644.53 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 2,526,644.53 0.00 0.00 0.00 2,526,644.53 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 0.441501% 0.000000% 0.000000% 0.000000% 0.441501% 0.424258% 0.000000% 0.000000% 0.000000% 0.424258% 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 0.441501% 0.000000% 0.000000% 0.000000% 0.441501% 0.424258% 0.000000% 0.000000% 0.000000% 0.424258%
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 1 583,655.04 0.00 0.00 0.00 583,655.04 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 1 583,655.04 0.00 0.00 0.00 583,655.04 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.347222% 0.000000% 0.000000% 0.000000% 0.347222% 0.518386% 0.000000% 0.000000% 0.000000% 0.518386% 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 0.347222% 0.000000% 0.000000% 0.000000% 0.347222% 0.518386% 0.000000% 0.000000% 0.000000% 0.518386% 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 4 0 0 0 4 1,485,989.49 0.00 0.00 0.00 1,485,989.49 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 1,485,989.49 0.00 0.00 0.00 1,485,989.49 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.486027% 0.000000% 0.000000% 0.000000% 0.486027% 0.408147% 0.000000% 0.000000% 0.000000% 0.408147% 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 0.486027% 0.000000% 0.000000% 0.000000% 0.486027% 0.408147% 0.000000% 0.000000% 0.000000% 0.408147% 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 1 457,000.00 0.00 0.00 0.00 457,000.00 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 1 0 0 0 1 457,000.00 0.00 0.00 0.00 457,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.149425% 0.000000% 0.000000% 0.000000% 1.149425% 0.966827% 0.000000% 0.000000% 0.000000% 0.966827% 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 1.149425% 0.000000% 0.000000% 0.000000% 1.149425% 0.966827% 0.000000% 0.000000% 0.000000% 0.966827%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 12,686.61
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 161,395.00 0.02671304% 161,395.00 0.02711230% Fraud 6,043,885.00 1.00034416% 6,043,885.00 1.01529557% Special Hazard 6,043,885.00 1.00034416% 6,043,885.00 1.01529557% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 4.969760% Weighted Average Net Coupon 4.716710% Weighted Average Pass-Through Rate 4.716710% Weighted Average Maturity(Stepdown Calculation ) 355 Beginning Scheduled Collateral Loan Count 1,375 Number Of Loans Paid In Full 16 Ending Scheduled Collateral Loan Count 1,359 Beginning Scheduled Collateral Balance 604,180,564.00 Ending Scheduled Collateral Balance 595,283,302.50 Ending Actual Collateral Balance at 29-Feb-2004 595,543,983.27 Monthly P &I Constant 2,844,237.47 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 595,283,302.50 Scheduled Principal 342,043.90 Unscheduled Principal 8,555,217.84
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Fixed 15/30 & ARM Weighted Average Coupon Rate 4.466119 4.985933 5.190906 Weighted Average Net Rate 4.216119 4.730931 4.940907 Weighted Average Maturity 355 355 355 Beginning Loan Count 290 832 163 Loans Paid In Full 2 9 2 Ending Loan Count 288 823 161 Beginning Scheduled Balance 113,785,137.00 368,391,592.00 73,013,384.00 Ending scheduled Balance 112,519,341.85 363,968,837.06 71,542,425.80 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 517,417.72 1,677,442.74 394,346.98 Scheduled Principal 93,936.11 146,796.37 78,508.94 Unscheduled Principal 1,171,858.56 4,275,958.11 1,392,449.46 Scheduled Interest 423,481.61 1,530,646.37 315,838.04 Servicing Fees 23,705.26 78,283.57 15,211.11 Master Servicing Fees 0.00 0.00 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 399,776.35 1,452,362.80 300,626.93 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 4.216119 4.730931 4.940906
Group Level Collateral Statement Group Group 4 Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.688314 4.969760 Weighted Average Net Rate 5.438314 4.716710 Weighted Average Maturity 358 355 Beginning Loan Count 90 1,375 Loans Paid In Full 3 16 Ending Loan Count 87 1,359 Beginning Scheduled Balance 48,990,451.00 604,180,564.00 Ending scheduled Balance 47,252,697.79 595,283,302.50 Record Date 02/29/2004 02/29/2004 Principal And Interest Constant 255,030.03 2,844,237.47 Scheduled Principal 22,802.48 342,043.90 Unscheduled Principal 1,714,951.71 8,555,217.84 Scheduled Interest 232,227.55 2,502,193.57 Servicing Fees 10,206.35 127,406.29 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 222,021.20 2,374,787.28 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 Pass-Through Rate 5.438314 4.716710
Miscellaneous Reporting Group Group 1 Extraordinary Trust Fund Expense 0.00 Group Group 2 Extraordinary Trust Fund Expense 0.00 Group Group 3 Extraordinary Trust Fund Expense 0.00
Miscellaneous Reporting Group Group 4 Extraordinary Trust Fund Expense 0.00
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