-----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, Smd+YRzuT0IPAdlBB+y8b+Z9sBFp/yCWhZdocFqj4Z0iytIXEqcc0+ph2ANLPwjz Zlub81fR0858xFFMeikhdQ== 0001056404-05-000344.txt : 20050106 0001056404-05-000344.hdr.sgml : 20050106 20050106135514 ACCESSION NUMBER: 0001056404-05-000344 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: 20050106 DATE AS OF CHANGE: 20050106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP MORTGAGE LOAN TRUST SERIES 2004-HYB2 CENTRAL INDEX KEY: 0001285601 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107958-08 FILM NUMBER: 05515236 MAIL ADDRESS: STREET 1: 390 GREENWICH STREET CITY: NEW YORK STATE: NY ZIP: 10013 8-K 1 cit04hy2_dec.txt DEC. 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 CITIGROUP MORTGAGE LOAN TRUST INC. Asset Backed Pass-Through Certificates, Series 2004-HY2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107958-08 Pooling and Servicing Agreement) (Commission 54-2147350 (State or other File Number) 54-2147351 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 CITIGROUP MORTGAGE LOAN TRUST INC., Asset Backed Pass-Through Certificates, Series 2004-HY2 Trust . ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2004-HY2 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. CITIGROUP MORTGAGE LOAN TRUST INC. Asset Backed Pass-Through Certificates, Series 2004-HY2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 1/6/05 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2004-HY2 Trust, relating to the December 27, 2004 distribution. EX-99.1
Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates Record Date: 11/30/04 Distribution Date: 12/27/04 Citigroup Mortgage Loan Trust Inc. Asset Backed Pass-Through Certificates Series 2004-HY2 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 17307GEB0 SEN 4.28213% 66,229,684.26 236,336.67 440,021.96 II-A 17307GEC8 SEN 4.74639% 93,035,454.63 367,985.09 2,451,405.77 III-A 17307GED6 SEN 5.06081% 109,828,954.72 463,186.27 2,547,303.27 IV-A 17307GEE4 SEN 5.13066% 12,324,826.81 52,695.42 15,650.34 B-1 17307GEF1 SUB 4.76874% 5,574,717.88 22,153.65 4,552.28 B-2 17307GEG9 SUB 4.76874% 3,344,830.73 13,292.19 2,731.37 B-3 17307GEH7 SUB 4.76874% 2,044,063.22 8,123.00 1,669.17 B-4 1739509F5 SUB 4.76874% 1,300,767.50 5,169.18 1,062.20 B-5 1739509G3 SUB 4.76874% 929,119.65 3,692.27 758.71 B-6 1739509H1 SUB 4.76874% 743,355.10 2,954.06 607.02 R-I CIT04H2RI RES 4.36706% 0.00 0.00 0.00 R-II CIT4H2RII RES 4.36706% 0.00 0.00 0.00 Totals 295,355,774.50 1,175,587.80 5,465,762.09
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 65,789,662.30 676,358.63 0.00 II-A 0.00 90,584,048.85 2,819,390.86 0.00 III-A 0.00 107,281,651.45 3,010,489.54 0.00 IV-A 0.00 12,309,176.47 68,345.76 0.00 B-1 0.00 5,570,165.60 26,705.93 0.00 B-2 0.00 3,342,099.36 16,023.56 0.00 B-3 0.00 2,042,394.05 9,792.17 0.00 B-4 0.00 1,299,705.31 6,231.38 0.00 B-5 0.00 928,360.93 4,450.98 0.00 B-6 0.00 742,748.08 3,561.08 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 Totals 0.00 289,890,012.40 6,641,349.89 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 89,418,000.00 66,229,684.26 56,473.51 383,548.45 0.00 0.00 II-A 116,514,000.00 93,035,454.63 76,784.17 2,374,621.60 0.00 0.00 III-A 138,409,000.00 109,828,954.72 81,367.24 2,465,936.03 0.00 0.00 IV-A 15,622,000.00 12,324,826.81 15,001.44 648.90 0.00 0.00 B-1 5,610,000.00 5,574,717.88 4,552.28 0.00 0.00 0.00 B-2 3,366,000.00 3,344,830.73 2,731.37 0.00 0.00 0.00 B-3 2,057,000.00 2,044,063.22 1,669.17 0.00 0.00 0.00 B-4 1,309,000.00 1,300,767.50 1,062.20 0.00 0.00 0.00 B-5 935,000.00 929,119.65 758.71 0.00 0.00 0.00 B-6 748,059.76 743,355.10 607.02 0.00 0.00 0.00 R-I 0.00 0.00 0.00 0.00 0.00 0.00 R-II 100.00 0.00 0.00 0.00 0.00 0.00 Totals 373,988,159.76 295,355,774.50 241,007.11 5,224,754.98 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 440,021.96 65,789,662.30 0.73575412 440,021.96 II-A 2,451,405.77 90,584,048.85 0.77745206 2,451,405.77 III-A 2,547,303.27 107,281,651.45 0.77510604 2,547,303.27 IV-A 15,650.34 12,309,176.47 0.78793858 15,650.34 B-1 4,552.28 5,570,165.60 0.99289939 4,552.28 B-2 2,731.37 3,342,099.36 0.99289939 2,731.37 B-3 1,669.17 2,042,394.05 0.99289939 1,669.17 B-4 1,062.20 1,299,705.31 0.99289940 1,062.20 B-5 758.71 928,360.93 0.99289939 758.71 B-6 607.02 742,748.08 0.99289939 607.02 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 5,465,762.09 289,890,012.40 0.77513152 5,465,762.09
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A 89,418,000.00 740.67507951 0.63156758 4.28938748 0.00000000 II-A 116,514,000.00 798.49163731 0.65901239 20.38056886 0.00000000 III-A 138,409,000.00 793.51021046 0.58787535 17.81629829 0.00000000 IV-A 15,622,000.00 788.94039240 0.96027653 0.04153758 0.00000000 B-1 5,610,000.00 993.71085205 0.81145811 0.00000000 0.00000000 B-2 3,366,000.00 993.71085264 0.81145870 0.00000000 0.00000000 B-3 2,057,000.00 993.71085075 0.81145843 0.00000000 0.00000000 B-4 1,309,000.00 993.71084798 0.81145913 0.00000000 0.00000000 B-5 935,000.00 993.71085561 0.81145455 0.00000000 0.00000000 B-6 748,059.76 993.71085005 0.81145923 0.00000000 0.00000000 R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 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 4.92095506 735.75412445 0.73575412 4.92095506 II-A 0.00000000 21.03958125 777.45205598 0.77745206 21.03958125 III-A 0.00000000 18.40417364 775.10603682 0.77510604 18.40417364 IV-A 0.00000000 1.00181411 787.93857829 0.78793858 1.00181411 B-1 0.00000000 0.81145811 992.89939394 0.99289939 0.81145811 B-2 0.00000000 0.81145870 992.89939394 0.99289939 0.81145870 B-3 0.00000000 0.81145843 992.89939232 0.99289939 0.81145843 B-4 0.00000000 0.81145913 992.89939649 0.99289940 0.81145913 B-5 0.00000000 0.81145455 992.89939037 0.99289939 0.81145455 B-6 0.00000000 0.81145923 992.89939082 0.99289939 0.81145923 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 89,418,000.00 4.28213% 66,229,684.26 236,336.67 0.00 0.00 II-A 116,514,000.00 4.74639% 93,035,454.63 367,985.09 0.00 0.00 III-A 138,409,000.00 5.06081% 109,828,954.72 463,186.26 0.00 0.00 IV-A 15,622,000.00 5.13066% 12,324,826.81 52,695.42 0.00 0.00 B-1 5,610,000.00 4.76874% 5,574,717.88 22,153.65 0.00 0.00 B-2 3,366,000.00 4.76874% 3,344,830.73 13,292.19 0.00 0.00 B-3 2,057,000.00 4.76874% 2,044,063.22 8,123.00 0.00 0.00 B-4 1,309,000.00 4.76874% 1,300,767.50 5,169.18 0.00 0.00 B-5 935,000.00 4.76874% 929,119.65 3,692.27 0.00 0.00 B-6 748,059.76 4.76874% 743,355.10 2,954.06 0.00 0.00 R-I 0.00 4.36706% 0.00 0.00 0.00 0.00 R-II 100.00 4.36706% 0.00 0.00 0.00 0.00 Totals 373,988,159.76 1,175,587.79 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 0.00 236,336.67 0.00 65,789,662.30 II-A 0.00 0.00 367,985.09 0.00 90,584,048.85 III-A 0.00 0.00 463,186.27 0.00 107,281,651.45 IV-A 0.00 0.00 52,695.42 0.00 12,309,176.47 B-1 0.00 0.00 22,153.65 0.00 5,570,165.60 B-2 0.00 0.00 13,292.19 0.00 3,342,099.36 B-3 0.00 0.00 8,123.00 0.00 2,042,394.05 B-4 0.00 0.00 5,169.18 0.00 1,299,705.31 B-5 0.00 0.00 3,692.27 0.00 928,360.93 B-6 0.00 0.00 2,954.06 0.00 742,748.08 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 1,175,587.80 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 89,418,000.00 4.28213% 740.67507951 2.64305475 0.00000000 0.00000000 II-A 116,514,000.00 4.74639% 798.49163731 3.15829076 0.00000000 0.00000000 III-A 138,409,000.00 5.06081% 793.51021046 3.34650391 0.00000000 0.00000000 IV-A 15,622,000.00 5.13066% 788.94039240 3.37315453 0.00000000 0.00000000 B-1 5,610,000.00 4.76874% 993.71085205 3.94895722 0.00000000 0.00000000 B-2 3,366,000.00 4.76874% 993.71085264 3.94895722 0.00000000 0.00000000 B-3 2,057,000.00 4.76874% 993.71085075 3.94895479 0.00000000 0.00000000 B-4 1,309,000.00 4.76874% 993.71084798 3.94895340 0.00000000 0.00000000 B-5 935,000.00 4.76874% 993.71085561 3.94895187 0.00000000 0.00000000 B-6 748,059.76 4.76874% 993.71085005 3.94896258 0.00000000 0.00000000 R-I 0.00 4.36706% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 100.00 4.36706% 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 2.64305475 0.00000000 735.75412445 II-A 0.00000000 0.00000000 3.15829076 0.00000000 777.45205598 III-A 0.00000000 0.00000000 3.34650398 0.00000000 775.10603682 IV-A 0.00000000 0.00000000 3.37315453 0.00000000 787.93857829 B-1 0.00000000 0.00000000 3.94895722 0.00000000 992.89939394 B-2 0.00000000 0.00000000 3.94895722 0.00000000 992.89939394 B-3 0.00000000 0.00000000 3.94895479 0.00000000 992.89939232 B-4 0.00000000 0.00000000 3.94895340 0.00000000 992.89939649 B-5 0.00000000 0.00000000 3.94895187 0.00000000 992.89939037 B-6 0.00000000 0.00000000 3.94896258 0.00000000 992.89939082 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 6,703,864.92 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 6,703,864.92 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 62,515.03 Payment of Interest and Principal 6,641,349.89 Total Withdrawals (Pool Distribution Amount) 6,703,864.92 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 61,532.47 Administration Fee (Wells Fargo Bank, N.A.) 615.33 PMI 367.23 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 62,515.03
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.06 0.00 0.00 0.06
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 3 0 0 0 3 1,316,358.03 0.00 0.00 0.00 1,316,358.03 60 Days 1 0 0 0 1 220,873.50 0.00 0.00 0.00 220,873.50 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 1,537,231.53 0.00 0.00 0.00 1,537,231.53 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 0.407609% 0.000000% 0.000000% 0.000000% 0.407609% 0.453780% 0.000000% 0.000000% 0.000000% 0.453780% 60 Days 0.135870% 0.000000% 0.000000% 0.000000% 0.135870% 0.076140% 0.000000% 0.000000% 0.000000% 0.076140% 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 0.543478% 0.000000% 0.000000% 0.000000% 0.543478% 0.529921% 0.000000% 0.000000% 0.000000% 0.529921%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 492,000.00 0.00 0.00 0.00 492,000.00 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 1 492,000.00 0.00 0.00 0.00 492,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.420168% 0.000000% 0.000000% 0.000000% 0.420168% 0.517051% 0.000000% 0.000000% 0.000000% 0.517051% 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 0.420168% 0.000000% 0.000000% 0.000000% 0.420168% 0.517051% 0.000000% 0.000000% 0.000000% 0.517051% 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 2 0 0 0 2 824,358.03 0.00 0.00 0.00 824,358.03 60 Days 1 0 0 0 1 220,873.50 0.00 0.00 0.00 220,873.50 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1,045,231.53 0.00 0.00 0.00 1,045,231.53 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.699301% 0.000000% 0.000000% 0.000000% 0.699301% 0.731402% 0.000000% 0.000000% 0.000000% 0.731402% 60 Days 0.349650% 0.000000% 0.000000% 0.000000% 0.349650% 0.195967% 0.000000% 0.000000% 0.000000% 0.195967% 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 1.048951% 0.000000% 0.000000% 0.000000% 1.048951% 0.927369% 0.000000% 0.000000% 0.000000% 0.927369% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 7,733.01
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02673881% 100,000.00 0.03449584% Fraud 17,529,774.00 4.68725374% 11,219,644.79 3.87031091% Special Hazard 17,529,774.00 4.68725374% 3,739,882.00 1.29010378% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.030284% Weighted Average Net Coupon 4.780284% Weighted Average Pass-Through Rate 4.776292% Weighted Average Maturity(Stepdown Calculation ) 348 Beginning Scheduled Collateral Loan Count 751 Number Of Loans Paid In Full 15 Ending Scheduled Collateral Loan Count 736 Beginning Scheduled Collateral Balance 295,355,774.49 Ending Scheduled Collateral Balance 289,890,012.40 Ending Actual Collateral Balance at 30-Nov-2004 290,087,057.89 Monthly P &I Constant 1,479,109.91 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 289,890,012.40 Scheduled Principal 241,007.11 Unscheduled Principal 5,224,754.98
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.538993 5.000284 5.313310 Weighted Average Net Rate 4.288993 4.750284 5.063310 Weighted Average Maturity 347 348 349 Beginning Loan Count 185 245 293 Loans Paid In Full 1 7 7 Ending Loan Count 184 238 286 Beginning Scheduled Balance 69,689,547.66 97,547,133.67 115,190,595.96 Ending scheduled Balance 69,246,575.50 95,092,004.31 112,639,320.50 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 323,024.03 486,977.27 595,375.59 Scheduled Principal 59,423.71 80,507.76 85,339.43 Unscheduled Principal 383,548.45 2,374,621.60 2,465,936.03 Scheduled Interest 263,600.32 406,469.51 510,036.16 Servicing Fees 14,518.66 20,322.33 23,998.04 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 398.67 316.97 239.99 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 248,682.99 385,830.21 485,798.13 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 4.282128 4.746385 5.060810
Group Level Collateral Statement Group 4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.383160 5.030284 Weighted Average Net Rate 5.133160 4.780284 Weighted Average Maturity 347 348 Beginning Loan Count 28 751 Loans Paid In Full 0 15 Ending Loan Count 28 736 Beginning Scheduled Balance 12,928,497.20 295,355,774.49 Ending scheduled Balance 12,912,112.09 289,890,012.40 Record Date 11/30/2004 11/30/2004 Principal And Interest Constant 73,733.02 1,479,109.91 Scheduled Principal 15,736.21 241,007.11 Unscheduled Principal 648.90 5,224,754.98 Scheduled Interest 57,996.81 1,238,102.80 Servicing Fees 2,693.44 61,532.47 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 26.93 982.56 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 55,276.44 1,175,587.77 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 5.130660 4.776292
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