-----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, BsoyL2j1vMLSk+LXKpFx3HV2rndQ3ivQM72dKV3SyCg7p5fjn9094QNjbhxY6iJU CaXIpJpjdQqR8BX8+wp1tw== 0001056404-04-004087.txt : 20041202 0001056404-04-004087.hdr.sgml : 20041202 20041202074410 ACCESSION NUMBER: 0001056404-04-004087 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041202 DATE AS OF CHANGE: 20041202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STRUCTURED ASSET SEC CORP MORT PASS THR CERTS SERIES 2004 4 CENTRAL INDEX KEY: 0001285670 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-92140-43 FILM NUMBER: 041178862 BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 7TH AVE 7TH FL CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125266211 8-K 1 srm04004_nov.txt NOVEMBER 8K 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): November 26, 2004 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-92140-43 54-2150454 54-2150451 Pooling and Servicing Agreement) (Commission 54-6612463 54-2150452 (State or other File Number) 54-6612464 54-2150453 jurisdiction 54-6612465 54-2150455 of Incorporation) 54-6612466 IRS EIN 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 November 26, 2004 a distribution was made to holders of STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-4 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 2004-4 Trust, relating to the November 26, 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. STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-4 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: 11/26/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-4 Trust, relating to the November 26, 2004 distribution. EX-99.1
Structured Adjustable Rate Mortgage Trust Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 SARM Series: 2004-4 Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 Telephone: (301) 815-6600 Fax: (301) 815-6600 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution R 86359BPH8 SEN 4.81525% 0.00 0.00 0.00 1-A1 86359BNL1 SEN 4.79002% 105,276,339.34 420,229.67 4,310,808.42 1-A2 86359BNM9 SEN 3.36900% 40,609,525.43 114,011.24 1,662,860.67 1-A3 86359BNN7 SEN 4.79002% 2,640,133.20 10,538.57 108,106.99 1-AX 86359BNP2 SEN 3.36900% 0.00 48,089.07 0.00 2-A 86359BNQ0 SEN 4.73250% 170,018,468.47 670,510.75 2,922,960.67 3-A1 86359BNT4 SEN 3.64000% 222,599,198.06 675,217.57 6,234,123.53 3-A2 86359BNU1 SEN 4.59000% 204,427,250.88 781,934.24 5,725,199.13 3-A3 86359BNV9 SEN 3.92000% 32,708,360.14 106,847.31 916,031.86 3-A4 86359BNW7 SEN 4.26000% 81,770,900.35 290,286.70 2,290,079.65 3-A5 86359BNX5 SEN 4.28000% 8,177,090.04 29,164.95 229,007.97 3-A6 86359BNY3 SEN 4.59000% 5,110,681.27 19,548.36 143,129.98 3-AX 86359BNZ0 SEN 4.12000% 0.00 380,095.31 0.00 3-PAX 86359BPA3 SEN 4.12000% 0.00 168,950.88 0.00 4-A 86359BPB1 SEN 4.03000% 60,728,995.42 203,948.21 1,039,546.56 4-AX 86359BPC9 SEN 4.03000% 0.00 60,502.82 0.00 5-A 86359BPD7 SEN 5.47008% 35,969,726.56 163,964.44 466,179.51 B1 86359BPE5 SUB 4.43140% 46,170,920.60 170,501.46 13,074.44 B2 86359BPF2 SUB 4.43140% 11,694,677.12 43,186.48 3,311.64 B3 86359BPG0 SUB 4.43140% 7,384,273.43 27,268.88 2,091.04 B4 SRM0404B4 SUB 4.43140% 6,154,725.53 22,728.37 1,742.86 B5 SRM0404B5 SUB 4.43140% 4,922,183.61 18,176.80 1,393.84 B6 SRM0404B6 SUB 4.43140% 3,709,266.89 13,697.70 1,050.37 P-I SRM0404P1 SEN 0.00000% 0.00 0.00 0.00 P-II SRM0404P2 SEN 0.00000% 0.00 6,359.04 0.00 Totals 1,050,072,716.34 4,445,758.82 26,070,699.13
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses R 0.00 0.00 0.00 0.00 1-A1 0.00 100,965,530.92 4,731,038.09 0.00 1-A2 0.00 38,946,664.76 1,776,871.91 0.00 1-A3 0.00 2,532,026.21 118,645.56 0.00 1-AX 0.00 0.00 48,089.07 0.00 2-A 0.00 167,095,507.81 3,593,471.42 0.00 3-A1 0.00 216,365,074.54 6,909,341.10 0.00 3-A2 0.00 198,702,051.75 6,507,133.37 0.00 3-A3 0.00 31,792,328.28 1,022,879.17 0.00 3-A4 0.00 79,480,820.70 2,580,366.35 0.00 3-A5 0.00 7,948,082.07 258,172.92 0.00 3-A6 0.00 4,967,551.29 162,678.34 0.00 3-AX 0.00 0.00 380,095.31 0.00 3-PAX 0.00 0.00 168,950.88 0.00 4-A 0.00 59,689,448.86 1,243,494.77 0.00 4-AX 0.00 0.00 60,502.82 0.00 5-A 0.00 35,503,547.04 630,143.95 0.00 B1 0.00 46,157,846.15 183,575.90 0.00 B2 0.00 11,691,365.48 46,498.12 0.00 B3 0.00 7,382,182.39 29,359.92 0.00 B4 0.00 6,152,982.67 24,471.23 0.00 B5 0.00 4,920,789.77 19,570.64 0.00 B6 0.00 3,708,216.52 14,748.07 0.00 P-I 0.00 0.00 0.00 0.00 P-II 0.00 0.00 6,359.04 0.00 Totals 0.00 1,024,002,017.21 30,516,457.95 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) R 100.00 0.00 0.00 0.00 0.00 0.00 1-A1 128,000,000.00 105,276,339.34 36,201.93 4,274,606.49 0.00 0.00 1-A2 49,375,000.00 40,609,525.43 13,964.61 1,648,896.06 0.00 0.00 1-A3 3,210,000.00 2,640,133.20 907.88 107,199.12 0.00 0.00 1-AX 0.00 0.00 0.00 0.00 0.00 0.00 2-A 191,598,000.00 170,018,468.47 29,432.59 2,893,528.08 0.00 0.00 3-A1 272,223,000.00 222,599,198.06 63,950.60 6,170,172.93 0.00 0.00 3-A2 250,000,000.00 204,427,250.88 58,729.97 5,666,469.15 0.00 0.00 3-A3 40,000,000.00 32,708,360.14 9,396.80 906,635.06 0.00 0.00 3-A4 100,000,000.00 81,770,900.35 23,491.99 2,266,587.66 0.00 0.00 3-A5 10,000,000.00 8,177,090.04 2,349.20 226,658.77 0.00 0.00 3-A6 6,250,000.00 5,110,681.27 1,468.25 141,661.73 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 3-PAX 0.00 0.00 0.00 0.00 0.00 0.00 4-A 63,022,000.00 60,728,995.42 23,984.96 1,015,561.60 0.00 0.00 4-AX 0.00 0.00 0.00 0.00 0.00 0.00 5-A 39,879,000.00 35,969,726.56 10,470.98 455,708.53 0.00 0.00 B1 46,263,000.00 46,170,920.60 13,074.44 0.00 0.00 0.00 B2 11,718,000.00 11,694,677.12 3,311.64 0.00 0.00 0.00 B3 7,399,000.00 7,384,273.43 2,091.04 0.00 0.00 0.00 B4 6,167,000.00 6,154,725.53 1,742.86 0.00 0.00 0.00 B5 4,932,000.00 4,922,183.61 1,393.84 0.00 0.00 0.00 B6 3,716,664.34 3,709,266.89 1,050.37 0.00 0.00 0.00 P-I 0.00 0.00 0.00 0.00 0.00 0.00 P-II 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,233,752,764.34 1,050,072,716.34 297,013.95 25,773,685.18 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 R 0.00 0.00 0.00000000 0.00 1-A1 4,310,808.42 100,965,530.92 0.78879321 4,310,808.42 1-A2 1,662,860.67 38,946,664.76 0.78879321 1,662,860.67 1-A3 108,106.99 2,532,026.21 0.78879321 108,106.99 1-AX 0.00 0.00 0.00000000 0.00 2-A 2,922,960.67 167,095,507.81 0.87211509 2,922,960.67 3-A1 6,234,123.53 216,365,074.54 0.79480821 6,234,123.53 3-A2 5,725,199.13 198,702,051.75 0.79480821 5,725,199.13 3-A3 916,031.86 31,792,328.28 0.79480821 916,031.86 3-A4 2,290,079.65 79,480,820.70 0.79480821 2,290,079.65 3-A5 229,007.97 7,948,082.07 0.79480821 229,007.97 3-A6 143,129.98 4,967,551.29 0.79480821 143,129.98 3-AX 0.00 0.00 0.00000000 0.00 3-PAX 0.00 0.00 0.00000000 0.00 4-A 1,039,546.56 59,689,448.86 0.94712083 1,039,546.56 4-AX 0.00 0.00 0.00000000 0.00 5-A 466,179.51 35,503,547.04 0.89028178 466,179.51 B1 13,074.44 46,157,846.15 0.99772704 13,074.44 B2 3,311.64 11,691,365.48 0.99772704 3,311.64 B3 2,091.04 7,382,182.39 0.99772704 2,091.04 B4 1,742.86 6,152,982.67 0.99772704 1,742.86 B5 1,393.84 4,920,789.77 0.99772704 1,393.84 B6 1,050.37 3,708,216.52 0.99772704 1,050.37 P-I 0.00 0.00 0.00000000 0.00 P-II 0.00 0.00 0.00000000 0.00 Totals 26,070,699.13 1,024,002,017.21 0.82998964 26,070,699.13
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 128,000,000.00 822.47140109 0.28282758 33.39536320 0.00000000 1-A2 49,375,000.00 822.47140111 0.28282754 33.39536324 0.00000000 1-A3 3,210,000.00 822.47140187 0.28282866 33.39536449 0.00000000 1-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A 191,598,000.00 887.37078920 0.15361637 15.10207873 0.00000000 3-A1 272,223,000.00 817.70900350 0.23491990 22.66587662 0.00000000 3-A2 250,000,000.00 817.70900352 0.23491988 22.66587660 0.00000000 3-A3 40,000,000.00 817.70900350 0.23492000 22.66587650 0.00000000 3-A4 100,000,000.00 817.70900350 0.23491990 22.66587660 0.00000000 3-A5 10,000,000.00 817.70900400 0.23492000 22.66587700 0.00000000 3-A6 6,250,000.00 817.70900320 0.23492000 22.66587680 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-PAX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A 63,022,000.00 963.61580750 0.38058075 16.11439815 0.00000000 4-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A 39,879,000.00 901.97162818 0.26256877 11.42728077 0.00000000 B1 46,263,000.00 998.00965350 0.28261116 0.00000000 0.00000000 B2 11,718,000.00 998.00965352 0.28261137 0.00000000 0.00000000 B3 7,399,000.00 998.00965401 0.28261116 0.00000000 0.00000000 B4 6,167,000.00 998.00965299 0.28261067 0.00000000 0.00000000 B5 4,932,000.00 998.00965328 0.28261152 0.00000000 0.00000000 B6 3,716,664.34 998.00965346 0.28261094 0.00000000 0.00000000 P-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes per $1,000.00 denomination
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 0.00000000 33.67819078 788.79321031 0.78879321 33.67819078 1-A2 0.00000000 33.67819078 788.79321033 0.78879321 33.67819078 1-A3 0.00000000 33.67819003 788.79321184 0.78879321 33.67819003 1-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A 0.00000000 15.25569510 872.11509416 0.87211509 15.25569510 3-A1 0.00000000 22.90079652 794.80820702 0.79480821 22.90079652 3-A2 0.00000000 22.90079652 794.80820700 0.79480821 22.90079652 3-A3 0.00000000 22.90079650 794.80820700 0.79480821 22.90079650 3-A4 0.00000000 22.90079650 794.80820700 0.79480821 22.90079650 3-A5 0.00000000 22.90079700 794.80820700 0.79480821 22.90079700 3-A6 0.00000000 22.90079680 794.80820640 0.79480821 22.90079680 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-PAX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A 0.00000000 16.49497890 947.12082860 0.94712083 16.49497890 4-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A 0.00000000 11.68984954 890.28177838 0.89028178 11.68984954 B1 0.00000000 0.28261116 997.72704213 0.99772704 0.28261116 B2 0.00000000 0.28261137 997.72704216 0.99772704 0.28261137 B3 0.00000000 0.28261116 997.72704284 0.99772704 0.28261116 B4 0.00000000 0.28261067 997.72704232 0.99772704 0.28261067 B5 0.00000000 0.28261152 997.72704177 0.99772704 0.28261152 B6 0.00000000 0.28261094 997.72704252 0.99772704 0.28261094 P-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-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 R 100.00 4.81525% 0.00 0.00 0.00 0.00 1-A1 128,000,000.00 4.79002% 105,276,339.34 420,229.67 0.00 0.00 1-A2 49,375,000.00 3.36900% 40,609,525.43 114,011.24 0.00 0.00 1-A3 3,210,000.00 4.79002% 2,640,133.20 10,538.57 0.00 0.00 1-AX 0.00 3.36900% 17,128,786.98 48,089.07 0.00 0.00 2-A 191,598,000.00 4.73250% 170,018,468.47 670,510.75 0.00 0.00 3-A1 272,223,000.00 3.64000% 222,599,198.06 675,217.57 0.00 0.00 3-A2 250,000,000.00 4.59000% 204,427,250.88 781,934.23 0.00 0.00 3-A3 40,000,000.00 3.92000% 32,708,360.14 106,847.31 0.00 0.00 3-A4 100,000,000.00 4.26000% 81,770,900.35 290,286.70 0.00 0.00 3-A5 10,000,000.00 4.28000% 8,177,090.04 29,164.95 0.00 0.00 3-A6 6,250,000.00 4.59000% 5,110,681.27 19,548.36 0.00 0.00 3-AX 0.00 4.12000% 110,707,372.10 380,095.31 0.00 0.00 3-PAX 0.00 4.12000% 49,208,994.59 168,950.88 0.00 0.00 4-A 63,022,000.00 4.03000% 60,728,995.42 203,948.21 0.00 0.00 4-AX 0.00 4.03000% 18,015,727.70 60,502.82 0.00 0.00 5-A 39,879,000.00 5.47008% 35,969,726.56 163,964.44 0.00 0.00 B1 46,263,000.00 4.43140% 46,170,920.60 170,501.45 0.00 0.00 B2 11,718,000.00 4.43140% 11,694,677.12 43,186.48 0.00 0.00 B3 7,399,000.00 4.43140% 7,384,273.43 27,268.88 0.00 0.00 B4 6,167,000.00 4.43140% 6,154,725.53 22,728.37 0.00 0.00 B5 4,932,000.00 4.43140% 4,922,183.61 18,176.80 0.00 0.00 B6 3,716,664.34 4.43140% 3,709,266.89 13,697.70 0.00 0.00 P-I 0.00 0.00000% 0.00 0.00 0.00 0.00 P-II 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,233,752,764.34 4,439,399.76 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 R 0.00 0.00 0.00 0.00 0.00 1-A1 0.00 0.00 420,229.67 0.00 100,965,530.92 1-A2 0.00 0.00 114,011.24 0.00 38,946,664.76 1-A3 0.00 0.00 10,538.57 0.00 2,532,026.21 1-AX 0.00 0.00 48,089.07 0.00 16,464,480.99 2-A 0.00 0.00 670,510.75 0.00 167,095,507.81 3-A1 0.00 0.00 675,217.57 0.00 216,365,074.54 3-A2 (0.01) 0.00 781,934.24 0.00 198,702,051.75 3-A3 0.00 0.00 106,847.31 0.00 31,792,328.28 3-A4 0.00 0.00 290,286.70 0.00 79,480,820.70 3-A5 0.00 0.00 29,164.95 0.00 7,948,082.07 3-A6 0.00 0.00 19,548.36 0.00 4,967,551.29 3-AX 0.00 0.00 380,095.31 0.00 107,014,096.87 3-PAX 0.00 0.00 168,950.88 0.00 48,674,500.38 4-A 0.00 0.00 203,948.21 0.00 59,689,448.86 4-AX 0.00 0.00 60,502.82 0.00 17,710,823.44 5-A 0.00 0.00 163,964.44 0.00 35,503,547.04 B1 0.00 0.00 170,501.46 0.00 46,157,846.15 B2 0.00 0.00 43,186.48 0.00 11,691,365.48 B3 0.00 0.00 27,268.88 0.00 7,382,182.39 B4 0.00 0.00 22,728.37 0.00 6,152,982.67 B5 0.00 0.00 18,176.80 0.00 4,920,789.77 B6 0.00 0.00 13,697.70 0.00 3,708,216.52 P-I 0.00 0.00 0.00 0.00 0.00 P-II 0.00 0.00 6,359.04 0.00 0.00 Totals (0.01) 0.00 4,445,758.82 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 R 100.00 4.81525% 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 128,000,000.00 4.79002% 822.47140109 3.28304430 0.00000000 0.00000000 1-A2 49,375,000.00 3.36900% 822.47140111 2.30908841 0.00000000 0.00000000 1-A3 3,210,000.00 4.79002% 822.47140187 3.28304361 0.00000000 0.00000000 1-AX 0.00 3.36900% 804.50682447 2.25865294 0.00000000 0.00000000 2-A 191,598,000.00 4.73250% 887.37078920 3.49957072 0.00000000 0.00000000 3-A1 272,223,000.00 3.64000% 817.70900350 2.48038399 0.00000000 0.00000000 3-A2 250,000,000.00 4.59000% 817.70900352 3.12773692 0.00000000 0.00000000 3-A3 40,000,000.00 3.92000% 817.70900350 2.67118275 0.00000000 0.00000000 3-A4 100,000,000.00 4.26000% 817.70900350 2.90286700 0.00000000 0.00000000 3-A5 10,000,000.00 4.28000% 817.70900400 2.91649500 0.00000000 0.00000000 3-A6 6,250,000.00 4.59000% 817.70900320 3.12773760 0.00000000 0.00000000 3-AX 0.00 4.12000% 775.02705203 2.66092621 0.00000000 0.00000000 3-PAX 0.00 4.12000% 879.47993400 3.01954775 0.00000000 0.00000000 4-A 63,022,000.00 4.03000% 963.61580750 3.23614309 0.00000000 0.00000000 4-AX 0.00 4.03000% 962.48139425 3.23233341 0.00000000 0.00000000 5-A 39,879,000.00 5.47008% 901.97162818 4.11154843 0.00000000 0.00000000 B1 46,263,000.00 4.43140% 998.00965350 3.68548192 0.00000000 0.00000000 B2 11,718,000.00 4.43140% 998.00965352 3.68548216 0.00000000 0.00000000 B3 7,399,000.00 4.43140% 998.00965401 3.68548182 0.00000000 0.00000000 B4 6,167,000.00 4.43140% 998.00965299 3.68548241 0.00000000 0.00000000 B5 4,932,000.00 4.43140% 998.00965328 3.68548256 0.00000000 0.00000000 B6 3,716,664.34 4.43140% 998.00965346 3.68548213 0.00000000 0.00000000 P-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes per $1,000.00 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 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-A1 0.00000000 0.00000000 3.28304430 0.00000000 788.79321031 1-A2 0.00000000 0.00000000 2.30908841 0.00000000 788.79321033 1-A3 0.00000000 0.00000000 3.28304361 0.00000000 788.79321184 1-AX 0.00000000 0.00000000 2.25865294 0.00000000 773.30562481 2-A 0.00000000 0.00000000 3.49957072 0.00000000 872.11509416 3-A1 0.00000000 0.00000000 2.48038399 0.00000000 794.80820702 3-A2 (0.00000004) 0.00000000 3.12773696 0.00000000 794.80820700 3-A3 0.00000000 0.00000000 2.67118275 0.00000000 794.80820700 3-A4 0.00000000 0.00000000 2.90286700 0.00000000 794.80820700 3-A5 0.00000000 0.00000000 2.91649500 0.00000000 794.80820700 3-A6 0.00000000 0.00000000 3.12773760 0.00000000 794.80820640 3-AX 0.00000000 0.00000000 2.66092621 0.00000000 749.17160845 3-PAX 0.00000000 0.00000000 3.01954775 0.00000000 869.92727119 4-A 0.00000000 0.00000000 3.23614309 0.00000000 947.12082860 4-AX 0.00000000 0.00000000 3.23233341 0.00000000 946.19203407 5-A 0.00000000 0.00000000 4.11154843 0.00000000 890.28177838 B1 0.00000000 0.00000000 3.68548213 0.00000000 997.72704213 B2 0.00000000 0.00000000 3.68548216 0.00000000 997.72704216 B3 0.00000000 0.00000000 3.68548182 0.00000000 997.72704284 B4 0.00000000 0.00000000 3.68548241 0.00000000 997.72704232 B5 0.00000000 0.00000000 3.68548256 0.00000000 997.72704177 B6 0.00000000 0.00000000 3.68548213 0.00000000 997.72704252 P-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-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 30,740,804.48 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 30,740,804.48 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 224,346.53 Payment of Interest and Principal 30,516,457.95 Total Withdrawals (Pool Distribution Amount) 30,740,804.48 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 219,971.22 Wells Fargo Bank, N.A. 4,375.31 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 224,346.53
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 4 0 0 4 1,063,991.30 0.00 0.00 1,063,991.30 30 Days 39 1 0 0 40 13,572,407.54 184,435.98 0.00 0.00 13,756,843.52 60 Days 7 1 0 0 8 2,022,319.92 377,550.00 0.00 0.00 2,399,869.92 90 Days 3 0 0 0 3 755,556.38 0.00 0.00 0.00 755,556.38 120 Days 2 0 2 0 4 1,813,897.13 0.00 409,163.63 0.00 2,223,060.76 150 Days 0 0 1 0 1 0.00 0.00 97,500.00 0.00 97,500.00 180+ Days 0 3 3 2 8 0.00 375,450.00 965,496.60 639,500.00 1,980,446.60 Totals 51 9 6 2 68 18,164,180.97 2,001,427.28 1,472,160.23 639,500.00 22,277,268.48 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 0.124185% 0.000000% 0.000000% 0.124185% 0.103883% 0.000000% 0.000000% 0.103883% 30 Days 1.210804% 0.031046% 0.000000% 0.000000% 1.241850% 1.325144% 0.018007% 0.000000% 0.000000% 1.343152% 60 Days 0.217324% 0.031046% 0.000000% 0.000000% 0.248370% 0.197450% 0.036862% 0.000000% 0.000000% 0.234312% 90 Days 0.093139% 0.000000% 0.000000% 0.000000% 0.093139% 0.073769% 0.000000% 0.000000% 0.000000% 0.073769% 120 Days 0.062093% 0.000000% 0.062093% 0.000000% 0.124185% 0.177100% 0.000000% 0.039949% 0.000000% 0.217049% 150 Days 0.000000% 0.000000% 0.031046% 0.000000% 0.031046% 0.000000% 0.000000% 0.009519% 0.000000% 0.009519% 180+ Days 0.000000% 0.093139% 0.093139% 0.062093% 0.248370% 0.000000% 0.036657% 0.094266% 0.062438% 0.193361% Totals 1.583359% 0.279416% 0.186278% 0.062093% 2.111146% 1.773463% 0.195410% 0.143735% 0.062438% 2.175045%
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 1 0 0 1 351,921.30 0.00 0.00 351,921.30 30 Days 3 0 0 0 3 2,081,311.44 0.00 0.00 0.00 2,081,311.44 60 Days 2 1 0 0 3 1,007,500.00 377,550.00 0.00 0.00 1,385,050.00 90 Days 2 0 0 0 2 436,327.87 0.00 0.00 0.00 436,327.87 120 Days 1 0 0 0 1 313,897.13 0.00 0.00 0.00 313,897.13 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 1 1 0.00 0.00 0.00 243,500.00 243,500.00 Totals 8 2 0 1 11 3,839,036.44 729,471.30 0.00 243,500.00 4,812,007.74 0-29 Days 0.242131% 0.000000% 0.000000% 0.242131% 0.227049% 0.000000% 0.000000% 0.227049% 30 Days 0.726392% 0.000000% 0.000000% 0.000000% 0.726392% 1.342802% 0.000000% 0.000000% 0.000000% 1.342802% 60 Days 0.484262% 0.242131% 0.000000% 0.000000% 0.726392% 0.650010% 0.243584% 0.000000% 0.000000% 0.893594% 90 Days 0.484262% 0.000000% 0.000000% 0.000000% 0.484262% 0.281506% 0.000000% 0.000000% 0.000000% 0.281506% 120 Days 0.242131% 0.000000% 0.000000% 0.000000% 0.242131% 0.202517% 0.000000% 0.000000% 0.000000% 0.202517% 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% 0.242131% 0.242131% 0.000000% 0.000000% 0.000000% 0.157099% 0.157099% Totals 1.937046% 0.484262% 0.000000% 0.242131% 2.663438% 2.476835% 0.470634% 0.000000% 0.157099% 3.104568% 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 1 0 0 1 212,870.00 0.00 0.00 212,870.00 30 Days 9 0 0 0 9 2,642,542.53 0.00 0.00 0.00 2,642,542.53 60 Days 1 0 0 0 1 233,375.17 0.00 0.00 0.00 233,375.17 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 1 0 1 0.00 0.00 246,715.65 0.00 246,715.65 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 1 1 0 12 2,875,917.70 212,870.00 246,715.65 0.00 3,335,503.35 0-29 Days 0.147710% 0.000000% 0.000000% 0.147710% 0.117985% 0.000000% 0.000000% 0.117985% 30 Days 1.329394% 0.000000% 0.000000% 0.000000% 1.329394% 1.464646% 0.000000% 0.000000% 0.000000% 1.464646% 60 Days 0.147710% 0.000000% 0.000000% 0.000000% 0.147710% 0.129350% 0.000000% 0.000000% 0.000000% 0.129350% 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% 0.147710% 0.000000% 0.147710% 0.000000% 0.000000% 0.136744% 0.000000% 0.136744% 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 1.477105% 0.147710% 0.147710% 0.000000% 1.772526% 1.593996% 0.117985% 0.136744% 0.000000% 1.848724% 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 19 1 0 0 20 5,927,293.35 184,435.98 0.00 0.00 6,111,729.33 60 Days 4 0 0 0 4 781,444.75 0.00 0.00 0.00 781,444.75 90 Days 1 0 0 0 1 319,228.51 0.00 0.00 0.00 319,228.51 120 Days 1 0 1 0 2 1,500,000.00 0.00 162,447.98 0.00 1,662,447.98 150 Days 0 0 1 0 1 0.00 0.00 97,500.00 0.00 97,500.00 180 Days 0 3 2 0 5 0.00 375,450.00 197,496.60 0.00 572,946.60 Totals 25 4 4 0 33 8,527,966.61 559,885.98 457,444.58 0.00 9,545,297.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.369863% 0.072098% 0.000000% 0.000000% 1.441961% 1.488387% 0.046313% 0.000000% 0.000000% 1.534700% 60 Days 0.288392% 0.000000% 0.000000% 0.000000% 0.288392% 0.196226% 0.000000% 0.000000% 0.000000% 0.196226% 90 Days 0.072098% 0.000000% 0.000000% 0.000000% 0.072098% 0.080161% 0.000000% 0.000000% 0.000000% 0.080161% 120 Days 0.072098% 0.000000% 0.072098% 0.000000% 0.144196% 0.376661% 0.000000% 0.040792% 0.000000% 0.417453% 150 Days 0.000000% 0.000000% 0.072098% 0.000000% 0.072098% 0.000000% 0.000000% 0.024483% 0.000000% 0.024483% 180 Days 0.000000% 0.216294% 0.144196% 0.000000% 0.360490% 0.000000% 0.094278% 0.049593% 0.000000% 0.143871% Totals 1.802451% 0.288392% 0.288392% 0.000000% 2.379236% 2.141435% 0.140591% 0.114868% 0.000000% 2.396894% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 131,200.00 0.00 0.00 131,200.00 30 Days 7 0 0 0 7 2,365,025.29 0.00 0.00 0.00 2,365,025.29 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 1 1 0.00 0.00 0.00 396,000.00 396,000.00 Totals 7 1 0 1 9 2,365,025.29 131,200.00 0.00 396,000.00 2,892,225.29 0-29 Days 0.193050% 0.000000% 0.000000% 0.193050% 0.069709% 0.000000% 0.000000% 0.069709% 30 Days 1.351351% 0.000000% 0.000000% 0.000000% 1.351351% 1.256578% 0.000000% 0.000000% 0.000000% 1.256578% 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% 0.193050% 0.193050% 0.000000% 0.000000% 0.000000% 0.210402% 0.210402% Totals 1.351351% 0.193050% 0.000000% 0.193050% 1.737452% 1.256578% 0.069709% 0.000000% 0.210402% 1.536689% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 368,000.00 0.00 0.00 368,000.00 30 Days 1 0 0 0 1 556,234.93 0.00 0.00 0.00 556,234.93 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 1 0 1 0.00 0.00 768,000.00 0.00 768,000.00 Totals 1 1 1 0 3 556,234.93 368,000.00 768,000.00 0.00 1,692,234.93 0-29 Days 0.662252% 0.000000% 0.000000% 0.662252% 0.574297% 0.000000% 0.000000% 0.574297% 30 Days 0.662252% 0.000000% 0.000000% 0.000000% 0.662252% 0.868055% 0.000000% 0.000000% 0.000000% 0.868055% 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% 0.662252% 0.000000% 0.662252% 0.000000% 0.000000% 1.198533% 0.000000% 1.198533% Totals 0.662252% 0.662252% 0.662252% 0.000000% 1.986755% 0.868055% 0.574297% 1.198533% 0.000000% 2.640886% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 0.00 Class B-1 33,932,664.34 2.75036177% 33,855,536.83 3.30619826% 4.507593% 0.000000% Class B-2 22,214,664.34 1.80057666% 22,164,171.35 2.16446559% 1.141733% 0.000000% Class B-3 14,815,664.34 1.20086169% 14,781,988.96 1.44355077% 0.720915% 0.000000% Class B-4 8,648,664.34 0.70100466% 8,629,006.29 0.84267474% 0.600876% 0.000000% Class B-5 3,716,664.34 0.30124871% 3,708,216.52 0.36212981% 0.480545% 0.000000% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.362130% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 358,448.00 0.02905347% 358,448.00 0.03500462% Fraud 24,675,055.00 1.99999998% 24,675,055.00 2.40966859% Special Hazard 12,337,528.00 1.00000003% 10,240,020.17 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.329627% Weighted Average Net Coupon 5.078248% Weighted Average Pass-Through Rate 5.073248% Weighted Average Maturity(Stepdown Calculation ) 351 Beginning Scheduled Collateral Loan Count 3,302 Number Of Loans Paid In Full 81 Ending Scheduled Collateral Loan Count 3,221 Beginning Scheduled Collateral Balance 1,050,072,716.32 Ending Scheduled Collateral Balance 1,024,002,017.20 Ending Actual Collateral Balance at 31-Oct-2004 1,024,221,036.03 Monthly P &I Constant 4,960,760.27 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 1,024,002,017.20 Scheduled Principal 297,013.95 Unscheduled Principal 25,773,685.17
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.045237 4.987503 5.482223 Weighted Average Net Rate 4.795019 4.737503 5.229040 Weighted Average Maturity 351 351 351 Beginning Loan Count 429 688 1,430 Loans Paid In Full 16 11 43 Ending Loan Count 413 677 1,387 Beginning Scheduled Balance 161,048,677.01 183,322,013.32 411,686,805.69 Ending scheduled Balance 154,962,594.69 180,396,749.62 398,137,439.01 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 732,488.01 793,668.18 2,014,497.93 Scheduled Principal 55,380.66 31,735.62 133,698.70 Unscheduled Principal 6,030,701.66 2,893,528.08 13,415,667.98 Scheduled Interest 677,107.35 761,932.56 1,880,799.23 Servicing Fees 33,581.19 38,192.10 86,860.13 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 671.04 763.85 1,715.35 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 642,855.12 722,976.61 1,792,223.75 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 4.790018 4.732503 5.224040
Group Level Collateral Statement Group 4 5 6 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.437174 5.482091 5.725081 Weighted Average Net Rate 5.187174 5.230531 5.475081 Weighted Average Maturity 351 350 351 Beginning Loan Count 525 154 76 Loans Paid In Full 7 3 1 Ending Loan Count 518 151 75 Beginning Scheduled Balance 190,179,754.39 65,098,362.50 38,737,103.41 Ending scheduled Balance 188,178,025.32 64,057,090.26 38,270,118.30 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 900,912.09 323,106.59 196,087.47 Scheduled Principal 39,211.75 25,710.64 11,276.58 Unscheduled Principal 1,962,517.32 1,015,561.60 455,708.53 Scheduled Interest 861,700.34 297,395.95 184,810.89 Servicing Fees 39,620.80 13,646.76 8,070.24 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 792.41 271.24 161.42 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 821,287.13 283,477.95 176,579.23 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.182174 5.225531 5.470081
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.329627 Weighted Average Net Rate 5.078248 Weighted Average Maturity 351.00 Record Date 10/31/2004 Principal And Interest Constant 4,960,760.27 Beginning Loan Count 3,302 Loans Paid In Full 81 Ending Loan Count 3,221 Beginning Scheduled Balance 1,050,072,716.32 Ending Scheduled Balance 1,024,002,017.20 Scheduled Principal 297,013.95 Unscheduled Principal 25,773,685.17 Scheduled Interest 4,663,746.32 Servicing Fee 219,971.22 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 4,375.31 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,439,399.79 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 5.073248
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