-----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, NXabZuuhKn6NDnMk1+2fm8Y0+/G5CQCLvctA8rt7k0xeiHaE5pysa6V5AOwSUYEn 93ThtBVOq17Ko99ajT/V6A== 0001056404-04-002942.txt : 20040903 0001056404-04-002942.hdr.sgml : 20040903 20040903133952 ACCESSION NUMBER: 0001056404-04-002942 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 DATE AS OF CHANGE: 20040903 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: 041016216 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_aug.txt AUGUST 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): August 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) 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 August 25, 2004 a distribution was made to holders of MERRILL LYNCH MORTGAGE INVESTORS, INC., Mortgage Pass-Through Certificates, Series 2004-A01 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-A01 Trust, relating to the August 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 (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: 8/30/04 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 August 25, 2004 distribution. EX-99.1
Merrill Lynch Mortgage Loans, Inc. Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 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 4.17822% 90,542,181.33 315,254.63 1,961,140.65 II-A1 59020UAB1 SEQ 4.67000% 152,036,417.37 591,675.06 2,709,408.39 II-A2 59020UAC9 SEQ 4.71023% 157,093,857.68 616,622.98 2,799,535.95 II-AIO 59020UAD7 IO 0.04023% 0.00 5,096.52 0.00 III-A 59020UAE5 SEQ 4.90894% 57,874,414.94 236,751.88 850,701.38 IV-A 59020UAF2 SEQ 5.38931% 34,001,036.45 152,701.71 40,505.22 M-1 59020UAG0 SUB 4.68919% 10,242,695.72 40,024.99 5,916.72 M-2 59020UAH8 SUB 4.68919% 4,216,935.38 16,478.36 2,435.92 M-3 59020UAJ4 SUB 4.68919% 2,409,107.56 9,413.98 1,391.63 B-1 MLM04A1B1 SUB 4.68919% 1,506,689.37 5,887.63 870.34 B-2 MLM04A1B2 SUB 4.68919% 1,806,830.67 7,060.48 1,043.72 B-3 MLM04A1B3 SUB 4.68919% 1,207,110.47 4,716.98 697.29 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 512,937,276.94 2,001,685.20 8,373,647.21
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 88,581,040.68 2,276,395.28 0.00 II-A1 0.00 149,327,008.98 3,301,083.45 0.00 II-A2 0.00 154,294,321.73 3,416,158.93 0.00 II-AIO 0.00 0.00 5,096.52 0.00 III-A 0.00 57,023,713.56 1,087,453.26 0.00 IV-A 0.00 33,960,531.23 193,206.93 0.00 M-1 0.00 10,236,779.00 45,941.71 0.00 M-2 0.00 4,214,499.46 18,914.28 0.00 M-3 0.00 2,407,715.93 10,805.61 0.00 B-1 0.00 1,505,819.03 6,757.97 0.00 B-2 0.00 1,805,786.95 8,104.20 0.00 B-3 0.00 1,206,413.18 5,414.27 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 0.00 504,563,629.73 10,375,332.41 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 90,542,181.33 75,459.14 1,885,681.51 0.00 0.00 II-A1 174,750,000.00 152,036,417.37 60,048.51 2,649,359.88 0.00 0.00 II-A2 180,563,000.00 157,093,857.68 62,046.00 2,737,489.95 0.00 0.00 II-AIO 0.00 0.00 0.00 0.00 0.00 0.00 III-A 70,421,000.00 57,874,414.94 66,095.68 784,605.70 0.00 0.00 IV-A 47,251,000.00 34,001,036.45 17,690.43 22,814.79 0.00 0.00 M-1 10,272,000.00 10,242,695.72 5,916.72 0.00 0.00 0.00 M-2 4,229,000.00 4,216,935.38 2,435.92 0.00 0.00 0.00 M-3 2,416,000.00 2,409,107.56 1,391.63 0.00 0.00 0.00 B-1 1,511,000.00 1,506,689.37 870.34 0.00 0.00 0.00 B-2 1,812,000.00 1,806,830.67 1,043.72 0.00 0.00 0.00 B-3 1,210,564.00 1,207,110.47 697.29 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 604,180,564.00 512,937,276.94 293,695.38 8,079,951.83 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 1,961,140.65 88,581,040.68 0.80715332 1,961,140.65 II-A1 2,709,408.39 149,327,008.98 0.85451793 2,709,408.39 II-A2 2,799,535.95 154,294,321.73 0.85451793 2,799,535.95 II-AIO 0.00 0.00 0.00000000 0.00 III-A 850,701.38 57,023,713.56 0.80975439 850,701.38 IV-A 40,505.22 33,960,531.23 0.71872619 40,505.22 M-1 5,916.72 10,236,779.00 0.99657116 5,916.72 M-2 2,435.92 4,214,499.46 0.99657117 2,435.92 M-3 1,391.63 2,407,715.93 0.99657116 1,391.63 B-1 870.34 1,505,819.03 0.99657116 870.34 B-2 1,043.72 1,805,786.95 0.99657116 1,043.72 B-3 697.29 1,206,413.18 0.99657117 697.29 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 8,373,647.21 504,563,629.73 0.83512059 8,373,647.21
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A 109,745,000.00 825.02329336 0.68758613 17.18239109 0.00000000 II-A1 174,750,000.00 870.02241700 0.34362524 15.16085768 0.00000000 II-A2 180,563,000.00 870.02241700 0.34362522 15.16085771 0.00000000 II-AIO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-A 70,421,000.00 821.83460814 0.93857912 11.14164383 0.00000000 IV-A 47,251,000.00 719.58342575 0.37439271 0.48284248 0.00000000 M-1 10,272,000.00 997.14716900 0.57600467 0.00000000 0.00000000 M-2 4,229,000.00 997.14716954 0.57600378 0.00000000 0.00000000 M-3 2,416,000.00 997.14716887 0.57600579 0.00000000 0.00000000 B-1 1,511,000.00 997.14716744 0.57600265 0.00000000 0.00000000 B-2 1,812,000.00 997.14716887 0.57600442 0.00000000 0.00000000 B-3 1,210,564.00 997.14717272 0.57600424 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 17.86997722 807.15331614 0.80715332 17.86997722 II-A1 0.00000000 15.50448292 854.51793408 0.85451793 15.50448292 II-A2 0.00000000 15.50448292 854.51793407 0.85451793 15.50448292 II-AIO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-A 0.00000000 12.08022294 809.75438520 0.80975439 12.08022294 IV-A 0.00000000 0.85723519 718.72619056 0.71872619 0.85723519 M-1 0.00000000 0.57600467 996.57116433 0.99657116 0.57600467 M-2 0.00000000 0.57600378 996.57116576 0.99657117 0.57600378 M-3 0.00000000 0.57600579 996.57116308 0.99657116 0.57600579 B-1 0.00000000 0.57600265 996.57116479 0.99657116 0.57600265 B-2 0.00000000 0.57600442 996.57116446 0.99657116 0.57600442 B-3 0.00000000 0.57600424 996.57116848 0.99657117 0.57600424 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 4.17822% 90,542,181.33 315,254.63 0.00 0.00 II-A1 174,750,000.00 4.67000% 152,036,417.37 591,675.06 0.00 0.00 II-A2 180,563,000.00 4.71023% 157,093,857.68 616,622.98 0.00 0.00 II-AIO 0.00 0.04023% 152,036,417.37 5,096.52 0.00 0.00 III-A 70,421,000.00 4.90894% 57,874,414.94 236,751.88 0.00 0.00 IV-A 47,251,000.00 5.38931% 34,001,036.45 152,701.71 0.00 0.00 M-1 10,272,000.00 4.68919% 10,242,695.72 40,024.99 0.00 0.00 M-2 4,229,000.00 4.68919% 4,216,935.38 16,478.36 0.00 0.00 M-3 2,416,000.00 4.68919% 2,409,107.56 9,413.98 0.00 0.00 B-1 1,511,000.00 4.68919% 1,506,689.37 5,887.63 0.00 0.00 B-2 1,812,000.00 4.68919% 1,806,830.67 7,060.48 0.00 0.00 B-3 1,210,564.00 4.68919% 1,207,110.47 4,716.98 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 2,001,685.20 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 0.00 315,254.63 0.00 88,581,040.68 II-A1 0.00 0.00 591,675.06 0.00 149,327,008.98 II-A2 0.00 0.00 616,622.98 0.00 154,294,321.73 II-AIO 0.00 0.00 5,096.52 0.00 149,327,008.98 III-A 0.00 0.00 236,751.88 0.00 57,023,713.56 IV-A 0.00 0.00 152,701.71 0.00 33,960,531.23 M-1 0.00 0.00 40,024.99 0.00 10,236,779.00 M-2 0.00 0.00 16,478.36 0.00 4,214,499.46 M-3 0.00 0.00 9,413.98 0.00 2,407,715.93 B-1 0.00 0.00 5,887.63 0.00 1,505,819.03 B-2 0.00 0.00 7,060.48 0.00 1,805,786.95 B-3 0.00 0.00 4,716.98 0.00 1,206,413.18 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 0.00 0.00 2,001,685.20 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 4.17822% 825.02329336 2.87261042 0.00000000 0.00000000 II-A1 174,750,000.00 4.67000% 870.02241700 3.38583725 0.00000000 0.00000000 II-A2 180,563,000.00 4.71023% 870.02241700 3.41500186 0.00000000 0.00000000 II-AIO 0.00 0.04023% 870.02241700 0.02916464 0.00000000 0.00000000 III-A 70,421,000.00 4.90894% 821.83460814 3.36194999 0.00000000 0.00000000 IV-A 47,251,000.00 5.38931% 719.58342575 3.23171383 0.00000000 0.00000000 M-1 10,272,000.00 4.68919% 997.14716900 3.89651382 0.00000000 0.00000000 M-2 4,229,000.00 4.68919% 997.14716954 3.89651454 0.00000000 0.00000000 M-3 2,416,000.00 4.68919% 997.14716887 3.89651490 0.00000000 0.00000000 B-1 1,511,000.00 4.68919% 997.14716744 3.89651224 0.00000000 0.00000000 B-2 1,812,000.00 4.68919% 997.14716887 3.89651214 0.00000000 0.00000000 B-3 1,210,564.00 4.68919% 997.14717272 3.89651435 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 2.87261042 0.00000000 807.15331614 II-A1 0.00000000 0.00000000 3.38583725 0.00000000 854.51793408 II-A2 0.00000000 0.00000000 3.41500186 0.00000000 854.51793407 II-AIO 0.00000000 0.00000000 0.02916464 0.00000000 854.51793408 III-A 0.00000000 0.00000000 3.36194999 0.00000000 809.75438520 IV-A 0.00000000 0.00000000 3.23171383 0.00000000 718.72619056 M-1 0.00000000 0.00000000 3.89651382 0.00000000 996.57116433 M-2 0.00000000 0.00000000 3.89651454 0.00000000 996.57116576 M-3 0.00000000 0.00000000 3.89651490 0.00000000 996.57116308 B-1 0.00000000 0.00000000 3.89651224 0.00000000 996.57116479 B-2 0.00000000 0.00000000 3.89651214 0.00000000 996.57116446 B-3 0.00000000 0.00000000 3.89651435 0.00000000 996.57116848 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 10,483,330.24 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,483,330.24 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 107,997.83 Payment of Interest and Principal 10,375,332.41 Total Withdrawals (Pool Distribution Amount) 10,483,330.24 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 107,997.83 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 107,997.83
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 7 0 0 0 7 2,950,256.87 0.00 0.00 0.00 2,950,256.87 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 1 0 2 647,066.97 0.00 616,063.05 0.00 1,263,130.02 120 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 1 0 0 0 1 1,102,400.00 0.00 0.00 0.00 1,102,400.00 Totals 9 0 1 0 10 4,699,723.84 0.00 616,063.05 0.00 5,315,786.89 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 0.595238% 0.000000% 0.000000% 0.000000% 0.595238% 0.584477% 0.000000% 0.000000% 0.000000% 0.584477% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.085034% 0.000000% 0.085034% 0.000000% 0.170068% 0.128191% 0.000000% 0.122049% 0.000000% 0.250240% 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 0.085034% 0.000000% 0.000000% 0.000000% 0.085034% 0.218397% 0.000000% 0.000000% 0.000000% 0.218397% Totals 0.765306% 0.000000% 0.085034% 0.000000% 0.850340% 0.931066% 0.000000% 0.122049% 0.000000% 1.053114%
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 1 232,000.00 0.00 0.00 0.00 232,000.00 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 1 232,000.00 0.00 0.00 0.00 232,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.413223% 0.000000% 0.000000% 0.000000% 0.413223% 0.250409% 0.000000% 0.000000% 0.000000% 0.250409% 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 0.413223% 0.000000% 0.000000% 0.000000% 0.413223% 0.250409% 0.000000% 0.000000% 0.000000% 0.250409% 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 5 0 0 0 5 2,121,494.28 0.00 0.00 0.00 2,121,494.28 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 647,066.97 0.00 0.00 0.00 647,066.97 120 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 1 0 0 0 1 1,102,400.00 0.00 0.00 0.00 1,102,400.00 Totals 7 0 0 0 7 3,870,961.25 0.00 0.00 0.00 3,870,961.25 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.683995% 0.000000% 0.000000% 0.000000% 0.683995% 0.669755% 0.000000% 0.000000% 0.000000% 0.669755% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.136799% 0.000000% 0.000000% 0.000000% 0.136799% 0.204279% 0.000000% 0.000000% 0.000000% 0.204279% 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 0.136799% 0.000000% 0.000000% 0.000000% 0.136799% 0.348027% 0.000000% 0.000000% 0.000000% 0.348027% Totals 0.957592% 0.000000% 0.000000% 0.000000% 0.957592% 1.222061% 0.000000% 0.000000% 0.000000% 1.222061% 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 1 0 1 0.00 0.00 616,063.05 0.00 616,063.05 120 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 1 0 1 0.00 0.00 616,063.05 0.00 616,063.05 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% 0.740741% 0.000000% 0.740741% 0.000000% 0.000000% 1.032700% 0.000000% 1.032700% 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% 0.740741% 0.000000% 0.740741% 0.000000% 0.000000% 1.032700% 0.000000% 1.032700% 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 1 596,762.59 0.00 0.00 0.00 596,762.59 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 596,762.59 0.00 0.00 0.00 596,762.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.470588% 0.000000% 0.000000% 0.000000% 1.470588% 1.671248% 0.000000% 0.000000% 0.000000% 1.671248% 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 1.470588% 0.000000% 0.000000% 0.000000% 1.470588% 1.671248% 0.000000% 0.000000% 0.000000% 1.671248%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 27,218.71
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 161,395.00 0.02671304% 161,395.00 0.03198705% Fraud 6,043,885.00 1.00034416% 6,043,885.00 1.19784397% Special Hazard 6,043,885.00 1.00034416% 6,043,885.00 1.19784397% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 4.935534% Weighted Average Net Coupon 4.682877% Weighted Average Pass-Through Rate 4.682877% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 1,193 Number Of Loans Paid In Full 17 Ending Scheduled Collateral Loan Count 1,176 Beginning Scheduled Collateral Balance 512,937,277.19 Ending Scheduled Collateral Balance 504,563,629.97 Ending Actual Collateral Balance at 31-Jul-2004 504,768,305.15 Monthly P &I Constant 2,403,378.40 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 504,563,629.97 Scheduled Principal 293,695.39 Unscheduled Principal 8,079,951.83
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 4.428224 4.964457 5.158944 Weighted Average Net Rate 4.178224 4.710226 4.908944 Weighted Average Maturity 350 350 350 Beginning Loan Count 247 741 137 Loans Paid In Full 5 10 2 Ending Loan Count 242 731 135 Beginning Scheduled Balance 94,565,665.43 322,182,905.68 60,452,507.21 Ending scheduled Balance 92,601,171.55 316,668,806.05 59,598,861.51 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 427,777.36 1,460,135.72 328,932.58 Scheduled Principal 78,812.37 127,249.80 69,040.00 Unscheduled Principal 1,885,681.51 5,386,849.83 784,605.70 Scheduled Interest 348,964.99 1,332,885.92 259,892.58 Servicing Fees 19,701.18 68,257.34 12,594.27 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 329,263.81 1,264,628.58 247,298.31 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 4.178224 4.710226 4.908944
Group Level Collateral Statement Group Group 4 Total Collateral Description Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.639308 4.935534 Weighted Average Net Rate 5.389308 4.682877 Weighted Average Maturity 353 350 Beginning Loan Count 68 1,193 Loans Paid In Full 0 17 Ending Loan Count 68 1,176 Beginning Scheduled Balance 35,736,198.87 512,937,277.19 Ending scheduled Balance 35,694,790.86 504,563,629.97 Record Date 07/31/2004 07/31/2004 Principal And Interest Constant 186,532.74 2,403,378.40 Scheduled Principal 18,593.22 293,695.39 Unscheduled Principal 22,814.79 8,079,951.83 Scheduled Interest 167,939.52 2,109,683.01 Servicing Fees 7,445.04 107,997.83 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 160,494.48 2,001,685.18 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 5.389308 4.682877
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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