-----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, PV1UMK+lJXAl4pY8QN0UkAVxH4j1zQYDYM5ONsIHW0+sas7FIqLRFj3PVmV0lbti DSLoLaPsB7Nl813EFCkIPA== 0001056404-04-004106.txt : 20041202 0001056404-04-004106.hdr.sgml : 20041202 20041202104819 ACCESSION NUMBER: 0001056404-04-004106 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 MORT INV II INC BEAR STEARNS ARM TR 2004 2 CENTRAL INDEX KEY: 0001285673 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: 333-106323-21 FILM NUMBER: 041179220 BUSINESS ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 8-K 1 bst04002_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 BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2004-2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-106323-21 54-2150466 Pooling and Servicing Agreement) (Commission 54-2150467 (State or other File Number) 54-2150468 jurisdiction 54-2150469 of Incorporation) 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 BEAR STEARNS ARM TRUST, Mortgage Pass-Through Certificates, Series 2004-2 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 2004-2 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. BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2004-2 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: 11/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-2 Trust, relating to the November 26, 2004 distribution. EX-99.1
Bear Stearns ARM Trust Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 BST Series: 2004-2 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-1-A 07384ML83 SEN 4.13149% 38,095,871.55 131,046.82 1,881,039.47 I-2-A-1 07384ML91 SEN 3.92295% 40,246,805.45 131,457.88 1,394,364.12 I-2-A-2 07384MM25 SEN 4.50395% 64,394,888.72 241,483.46 2,230,982.60 I-2-A-3 07384MM33 SEN 3.79995% 39,879,033.42 126,172.57 1,381,622.54 I-2-X 07384MM41 SEN 0.62300% 0.00 74,965.36 0.00 I-3-A 07384MM58 SEN 4.81488% 32,692,410.08 131,061.43 18,700.98 I-4-A 07384MM66 SEN 5.25328% 84,751,271.68 370,697.09 966,340.56 I-4-A-M 07384MM74 SEN 5.25328% 18,691,000.00 81,753.34 0.00 II-1-A 07384MM82 SEN 3.81562% 52,380,683.80 166,409.57 1,019,050.77 II-1-X 07384MM90 SEN 0.14018% 0.00 6,113.64 0.00 II-2-A 07384MN32 SEN 4.51407% 82,476,140.65 309,983.82 2,187,601.17 II-2-X 07384MN40 SEN 0.22266% 0.00 15,290.19 0.00 II-3-A 07384MN57 SEN 4.72755% 15,923,966.23 62,680.16 11,711.59 II-4-A 07384MN65 SEN 5.38782% 37,390,072.29 167,730.42 1,491,644.34 I-B-1 07384MP30 SUB 4.85415% 5,843,351.40 23,616.60 3,238.64 I-B-2 07384MP48 SUB 4.85415% 4,089,957.46 16,530.05 2,266.83 I-B-3 07384MP55 SUB 4.85415% 2,337,460.10 9,447.12 1,295.52 I-B-4 07384MP97 SUB 4.85415% 1,947,551.35 7,871.26 1,079.42 I-B-5 07384MQ21 SUB 4.85415% 973,875.30 3,936.03 539.76 I-B-6 07384MQ39 SUB 4.85415% 779,301.47 3,149.64 431.92 II-B-1 07384MP63 SUB 4.65397% 2,729,647.61 10,577.25 1,527.29 II-B-2 07384MP71 SUB 4.65397% 2,017,847.16 7,819.06 1,129.03 II-B-3 07384MP89 SUB 4.65397% 1,424,198.62 5,518.70 796.87 II-B-4 07384MQ47 SUB 4.65397% 712,198.93 2,759.74 398.49 II-B-5 07384MQ54 SUB 4.65397% 474,699.67 1,839.44 265.60 II-B-6 07384MQ62 SUB 4.65397% 356,279.78 1,380.57 199.35 R-I 07384MN73 RES 0.00000% 0.00 0.00 0.00 R-II 07384MN81 RES 0.00000% 0.00 0.00 0.00 R-III 07384MN99 RES 0.00000% 0.00 0.00 0.00 R-IV 07384MP22 RES 0.00000% 0.00 7.38 0.00 Totals 530,608,512.72 2,111,298.59 12,596,226.86
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-1-A 0.00 36,214,832.08 2,012,086.29 0.00 I-2-A-1 0.00 38,852,441.33 1,525,822.00 0.00 I-2-A-2 0.00 62,163,906.13 2,472,466.06 0.00 I-2-A-3 0.00 38,497,410.88 1,507,795.11 0.00 I-2-X 0.00 0.00 74,965.36 0.00 I-3-A 0.00 32,673,709.10 149,762.41 0.00 I-4-A 0.00 83,784,931.12 1,337,037.65 0.00 I-4-A-M 0.00 18,691,000.00 81,753.34 0.00 II-1-A 0.00 51,361,633.03 1,185,460.34 0.00 II-1-X 0.00 0.00 6,113.64 0.00 II-2-A 0.00 80,288,539.48 2,497,584.99 0.00 II-2-X 0.00 0.00 15,290.19 0.00 II-3-A 0.00 15,912,254.64 74,391.75 0.00 II-4-A 0.00 35,898,427.95 1,659,374.76 0.00 I-B-1 0.00 5,840,112.76 26,855.24 0.00 I-B-2 0.00 4,087,690.63 18,796.88 0.00 I-B-3 0.00 2,336,164.58 10,742.64 0.00 I-B-4 0.00 1,946,471.94 8,950.68 0.00 I-B-5 0.00 973,335.53 4,475.79 0.00 I-B-6 0.00 778,869.55 3,581.56 0.00 II-B-1 0.00 2,728,120.32 12,104.54 0.00 II-B-2 0.00 2,016,718.14 8,948.09 0.00 II-B-3 0.00 1,423,401.75 6,315.57 0.00 II-B-4 0.00 711,800.44 3,158.23 0.00 II-B-5 0.00 474,434.06 2,105.04 0.00 II-B-6 0.00 356,080.44 1,579.92 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 R-IV 0.00 0.00 7.38 0.00 Totals 0.00 518,012,285.88 14,707,525.45 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-1-A 43,882,900.00 38,095,871.55 21,810.34 1,859,229.13 0.00 0.00 I-2-A-1 48,829,500.00 40,246,805.45 23,582.94 1,370,781.19 0.00 0.00 I-2-A-2 78,127,200.00 64,394,888.72 37,732.70 2,193,249.90 0.00 0.00 I-2-A-3 48,383,300.00 39,879,033.42 23,367.44 1,358,255.10 0.00 0.00 I-2-X 0.00 0.00 0.00 0.00 0.00 0.00 I-3-A 36,278,500.00 32,692,410.08 16,394.30 2,306.68 0.00 0.00 I-4-A 100,807,000.00 84,751,271.68 53,484.65 912,855.91 0.00 0.00 I-4-A-M 18,691,000.00 18,691,000.00 0.00 0.00 0.00 0.00 II-1-A 66,445,900.00 52,380,683.80 35,450.84 983,599.93 0.00 0.00 II-1-X 0.00 0.00 0.00 0.00 0.00 0.00 II-2-A 95,628,200.00 82,476,140.65 43,888.45 2,143,712.72 0.00 0.00 II-2-X 0.00 0.00 0.00 0.00 0.00 0.00 II-3-A 17,904,800.00 15,923,966.23 8,596.85 3,114.74 0.00 0.00 II-4-A 50,555,800.00 37,390,072.29 17,361.63 1,474,282.71 0.00 0.00 I-B-1 5,865,700.00 5,843,351.40 3,238.64 0.00 0.00 0.00 I-B-2 4,105,600.00 4,089,957.46 2,266.83 0.00 0.00 0.00 I-B-3 2,346,400.00 2,337,460.10 1,295.52 0.00 0.00 0.00 I-B-4 1,955,000.00 1,947,551.35 1,079.42 0.00 0.00 0.00 I-B-5 977,600.00 973,875.30 539.76 0.00 0.00 0.00 I-B-6 782,282.05 779,301.47 431.92 0.00 0.00 0.00 II-B-1 2,740,000.00 2,729,647.61 1,527.29 0.00 0.00 0.00 II-B-2 2,025,500.00 2,017,847.16 1,129.03 0.00 0.00 0.00 II-B-3 1,429,600.00 1,424,198.62 796.87 0.00 0.00 0.00 II-B-4 714,900.00 712,198.93 398.49 0.00 0.00 0.00 II-B-5 476,500.00 474,699.67 265.60 0.00 0.00 0.00 II-B-6 357,631.17 356,279.78 199.35 0.00 0.00 0.00 R-I 50.00 0.00 0.00 0.00 0.00 0.00 R-II 50.00 0.00 0.00 0.00 0.00 0.00 R-III 50.00 0.00 0.00 0.00 0.00 0.00 R-IV 50.00 0.00 0.00 0.00 0.00 0.00 Totals 629,311,013.22 530,608,512.72 294,838.86 12,301,388.01 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-1-A 1,881,039.47 36,214,832.08 0.82526068 1,881,039.47 I-2-A-1 1,394,364.12 38,852,441.33 0.79567559 1,394,364.12 I-2-A-2 2,230,982.60 62,163,906.13 0.79567559 2,230,982.60 I-2-A-3 1,381,622.54 38,497,410.88 0.79567559 1,381,622.54 I-2-X 0.00 0.00 0.00000000 0.00 I-3-A 18,700.98 32,673,709.10 0.90063561 18,700.98 I-4-A 966,340.56 83,784,931.12 0.83114200 966,340.56 I-4-A-M 0.00 18,691,000.00 1.00000000 0.00 II-1-A 1,019,050.77 51,361,633.03 0.77298423 1,019,050.77 II-1-X 0.00 0.00 0.00000000 0.00 II-2-A 2,187,601.17 80,288,539.48 0.83959062 2,187,601.17 II-2-X 0.00 0.00 0.00000000 0.00 II-3-A 11,711.59 15,912,254.64 0.88871446 11,711.59 II-4-A 1,491,644.34 35,898,427.95 0.71007536 1,491,644.34 I-B-1 3,238.64 5,840,112.76 0.99563782 3,238.64 I-B-2 2,266.83 4,087,690.63 0.99563782 2,266.83 I-B-3 1,295.52 2,336,164.58 0.99563782 1,295.52 I-B-4 1,079.42 1,946,471.94 0.99563782 1,079.42 I-B-5 539.76 973,335.53 0.99563782 539.76 I-B-6 431.92 778,869.55 0.99563776 431.92 II-B-1 1,527.29 2,728,120.32 0.99566435 1,527.29 II-B-2 1,129.03 2,016,718.14 0.99566435 1,129.03 II-B-3 796.87 1,423,401.75 0.99566435 796.87 II-B-4 398.49 711,800.44 0.99566434 398.49 II-B-5 265.60 474,434.06 0.99566434 265.60 II-B-6 199.35 356,080.44 0.99566388 199.35 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 R-IV 0.00 0.00 0.00000000 0.00 Totals 12,596,226.86 518,012,285.88 0.82314194 12,596,226.86
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-1-A 43,882,900.00 868.12566056 0.49701228 42.36796406 0.00000000 I-2-A-1 48,829,500.00 824.23136526 0.48296501 28.07280824 0.00000000 I-2-A-2 78,127,200.00 824.23136526 0.48296496 28.07280819 0.00000000 I-2-A-3 48,383,300.00 824.23136537 0.48296499 28.07280818 0.00000000 I-2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-3-A 36,278,500.00 901.15109721 0.45190126 0.06358256 0.00000000 I-4-A 100,807,000.00 840.72804151 0.53056484 9.05548137 0.00000000 I-4-A-M 18,691,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-1-A 66,445,900.00 788.32078127 0.53352938 14.80301915 0.00000000 II-1-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-2-A 95,628,200.00 862.46672687 0.45894882 22.41716063 0.00000000 II-2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-3-A 17,904,800.00 889.36856206 0.48014220 0.17396117 0.00000000 II-4-A 50,555,800.00 739.58027150 0.34341520 29.16149502 0.00000000 I-B-1 5,865,700.00 996.18995175 0.55213189 0.00000000 0.00000000 I-B-2 4,105,600.00 996.18995031 0.55213124 0.00000000 0.00000000 I-B-3 2,346,400.00 996.18995056 0.55213092 0.00000000 0.00000000 I-B-4 1,955,000.00 996.18994885 0.55213299 0.00000000 0.00000000 I-B-5 977,600.00 996.18995499 0.55212766 0.00000000 0.00000000 I-B-6 782,282.05 996.18989085 0.55212823 0.00000000 0.00000000 II-B-1 2,740,000.00 996.22175547 0.55740511 0.00000000 0.00000000 II-B-2 2,025,500.00 996.22175265 0.55740805 0.00000000 0.00000000 II-B-3 1,429,600.00 996.22175434 0.55740767 0.00000000 0.00000000 II-B-4 714,900.00 996.22175129 0.55740663 0.00000000 0.00000000 II-B-5 476,500.00 996.22176285 0.55739769 0.00000000 0.00000000 II-B-6 357,631.17 996.22127456 0.55741786 0.00000000 0.00000000 R-I 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000000 0.00000000 0.00000000 0.00000000 R-IV 50.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-1-A 0.00000000 42.86497633 825.26068423 0.82526068 42.86497633 I-2-A-1 0.00000000 28.55577305 795.67559221 0.79567559 28.55577305 I-2-A-2 0.00000000 28.55577315 795.67559224 0.79567559 28.55577315 I-2-A-3 0.00000000 28.55577317 795.67559220 0.79567559 28.55577317 I-2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-3-A 0.00000000 0.51548383 900.63561338 0.90063561 0.51548383 I-4-A 0.00000000 9.58604621 831.14199530 0.83114200 9.58604621 I-4-A-M 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-1-A 0.00000000 15.33654853 772.98423274 0.77298423 15.33654853 II-1-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-2-A 0.00000000 22.87610945 839.59061741 0.83959062 22.87610945 II-2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-3-A 0.00000000 0.65410337 888.71445869 0.88871446 0.65410337 II-4-A 0.00000000 29.50491022 710.07536128 0.71007536 29.50491022 I-B-1 0.00000000 0.55213189 995.63781987 0.99563782 0.55213189 I-B-2 0.00000000 0.55213124 995.63781908 0.99563782 0.55213124 I-B-3 0.00000000 0.55213092 995.63781964 0.99563782 0.55213092 I-B-4 0.00000000 0.55213299 995.63782097 0.99563782 0.55213299 I-B-5 0.00000000 0.55212766 995.63781710 0.99563782 0.55212766 I-B-6 0.00000000 0.55212823 995.63776262 0.99563776 0.55212823 II-B-1 0.00000000 0.55740511 995.66435036 0.99566435 0.55740511 II-B-2 0.00000000 0.55740805 995.66434954 0.99566435 0.55740805 II-B-3 0.00000000 0.55740767 995.66434667 0.99566435 0.55740767 II-B-4 0.00000000 0.55740663 995.66434466 0.99566434 0.55740663 II-B-5 0.00000000 0.55739769 995.66434418 0.99566434 0.55739769 II-B-6 0.00000000 0.55741786 995.66388467 0.99566388 0.55741786 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 R-IV 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-1-A 43,882,900.00 4.13149% 38,095,871.55 131,160.43 0.00 0.00 I-2-A-1 48,829,500.00 3.92295% 40,246,805.45 131,571.84 0.00 0.00 I-2-A-2 78,127,200.00 4.50395% 64,394,888.72 241,692.80 0.00 0.00 I-2-A-3 48,383,300.00 3.79995% 39,879,033.42 126,281.95 0.00 0.00 I-2-X 0.00 0.62300% 144,520,727.59 75,030.34 0.00 0.00 I-3-A 36,278,500.00 4.81488% 32,692,410.08 131,175.05 0.00 0.00 I-4-A 100,807,000.00 5.25328% 84,751,271.68 371,018.46 0.00 0.00 I-4-A-M 18,691,000.00 5.25328% 18,691,000.00 81,824.21 0.00 0.00 II-1-A 66,445,900.00 3.81562% 52,380,683.80 166,553.83 0.00 0.00 II-1-X 0.00 0.14018% 52,380,683.80 6,118.94 0.00 0.00 II-2-A 95,628,200.00 4.51407% 82,476,140.65 310,252.55 0.00 0.00 II-2-X 0.00 0.22266% 82,476,140.65 15,303.45 0.00 0.00 II-3-A 17,904,800.00 4.72755% 15,923,966.23 62,734.50 0.00 0.00 II-4-A 50,555,800.00 5.38782% 37,390,072.29 167,875.83 0.00 0.00 I-B-1 5,865,700.00 4.85415% 5,843,351.40 23,637.08 0.00 0.00 I-B-2 4,105,600.00 4.85415% 4,089,957.46 16,544.38 0.00 0.00 I-B-3 2,346,400.00 4.85415% 2,337,460.10 9,455.31 0.00 0.00 I-B-4 1,955,000.00 4.85415% 1,947,551.35 7,878.08 0.00 0.00 I-B-5 977,600.00 4.85415% 973,875.30 3,939.45 0.00 0.00 I-B-6 782,282.05 4.85415% 779,301.47 3,152.37 0.00 0.00 II-B-1 2,740,000.00 4.65397% 2,729,647.61 10,586.42 0.00 0.00 II-B-2 2,025,500.00 4.65397% 2,017,847.16 7,825.84 0.00 0.00 II-B-3 1,429,600.00 4.65397% 1,424,198.62 5,523.48 0.00 0.00 II-B-4 714,900.00 4.65397% 712,198.93 2,762.13 0.00 0.00 II-B-5 476,500.00 4.65397% 474,699.67 1,841.03 0.00 0.00 II-B-6 357,631.17 4.65397% 356,279.78 1,381.76 0.00 0.00 R-I 50.00 0.00000% 0.00 0.00 0.00 0.00 R-II 50.00 0.00000% 0.00 0.00 0.00 0.00 R-III 50.00 0.00000% 0.00 0.00 0.00 0.00 R-IV 50.00 0.00000% 0.00 0.00 0.00 0.00 Totals 629,311,013.22 2,113,121.51 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-1-A 113.61 0.00 131,046.82 0.00 36,214,832.08 I-2-A-1 113.96 0.00 131,457.88 0.00 38,852,441.33 I-2-A-2 209.35 0.00 241,483.46 0.00 62,163,906.13 I-2-A-3 109.38 0.00 126,172.57 0.00 38,497,410.88 I-2-X 64.99 0.00 74,965.36 0.00 139,513,758.34 I-3-A 113.62 0.00 131,061.43 0.00 32,673,709.10 I-4-A 321.37 0.00 370,697.09 0.00 83,784,931.12 I-4-A-M 70.87 0.00 81,753.34 0.00 18,691,000.00 II-1-A 144.26 0.00 166,409.57 0.00 51,361,633.03 II-1-X 5.30 0.00 6,113.64 0.00 51,361,633.03 II-2-A 268.72 0.00 309,983.82 0.00 80,288,539.48 II-2-X 13.26 0.00 15,290.19 0.00 80,288,539.48 II-3-A 54.34 0.00 62,680.16 0.00 15,912,254.64 II-4-A 145.41 0.00 167,730.42 0.00 35,898,427.95 I-B-1 20.47 0.00 23,616.60 0.00 5,840,112.76 I-B-2 14.33 0.00 16,530.05 0.00 4,087,690.63 I-B-3 8.19 0.00 9,447.12 0.00 2,336,164.58 I-B-4 6.82 0.00 7,871.26 0.00 1,946,471.94 I-B-5 3.41 0.00 3,936.03 0.00 973,335.53 I-B-6 2.73 0.00 3,149.64 0.00 778,869.55 II-B-1 9.17 0.00 10,577.25 0.00 2,728,120.32 II-B-2 6.78 0.00 7,819.06 0.00 2,016,718.14 II-B-3 4.78 0.00 5,518.70 0.00 1,423,401.75 II-B-4 2.39 0.00 2,759.74 0.00 711,800.44 II-B-5 1.59 0.00 1,839.44 0.00 474,434.06 II-B-6 1.20 0.00 1,380.57 0.00 356,080.44 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 R-IV 0.00 0.00 7.38 0.00 0.00 Totals 1,830.30 0.00 2,111,298.59 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-1-A 43,882,900.00 4.13149% 868.12566056 2.98887334 0.00000000 0.00000000 I-2-A-1 48,829,500.00 3.92295% 824.23136526 2.69451541 0.00000000 0.00000000 I-2-A-2 78,127,200.00 4.50395% 824.23136526 3.09358072 0.00000000 0.00000000 I-2-A-3 48,383,300.00 3.79995% 824.23136537 2.61003177 0.00000000 0.00000000 I-2-X 0.00 0.62300% 824.23136529 0.42791343 0.00000000 0.00000000 I-3-A 36,278,500.00 4.81488% 901.15109721 3.61577932 0.00000000 0.00000000 I-4-A 100,807,000.00 5.25328% 840.72804151 3.68048310 0.00000000 0.00000000 I-4-A-M 18,691,000.00 5.25328% 1000.00000000 4.37773313 0.00000000 0.00000000 II-1-A 66,445,900.00 3.81562% 788.32078127 2.50660808 0.00000000 0.00000000 II-1-X 0.00 0.14018% 788.32078127 0.09208905 0.00000000 0.00000000 II-2-A 95,628,200.00 4.51407% 862.46672687 3.24436254 0.00000000 0.00000000 II-2-X 0.00 0.22266% 862.46672687 0.16003072 0.00000000 0.00000000 II-3-A 17,904,800.00 4.72755% 889.36856206 3.50378111 0.00000000 0.00000000 II-4-A 50,555,800.00 5.38782% 739.58027150 3.32060476 0.00000000 0.00000000 I-B-1 5,865,700.00 4.85415% 996.18995175 4.02971171 0.00000000 0.00000000 I-B-2 4,105,600.00 4.85415% 996.18995031 4.02971064 0.00000000 0.00000000 I-B-3 2,346,400.00 4.85415% 996.18995056 4.02970934 0.00000000 0.00000000 I-B-4 1,955,000.00 4.85415% 996.18994885 4.02970844 0.00000000 0.00000000 I-B-5 977,600.00 4.85415% 996.18995499 4.02971563 0.00000000 0.00000000 I-B-6 782,282.05 4.85415% 996.18989085 4.02971026 0.00000000 0.00000000 II-B-1 2,740,000.00 4.65397% 996.22175547 3.86365693 0.00000000 0.00000000 II-B-2 2,025,500.00 4.65397% 996.22175265 3.86365836 0.00000000 0.00000000 II-B-3 1,429,600.00 4.65397% 996.22175434 3.86365417 0.00000000 0.00000000 II-B-4 714,900.00 4.65397% 996.22175129 3.86365925 0.00000000 0.00000000 II-B-5 476,500.00 4.65397% 996.22176285 3.86365163 0.00000000 0.00000000 II-B-6 357,631.17 4.65397% 996.22127456 3.86364533 0.00000000 0.00000000 R-I 50.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-IV 50.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-1-A 0.00258894 0.00000000 2.98628441 0.00000000 825.26068423 I-2-A-1 0.00233384 0.00000000 2.69218157 0.00000000 795.67559221 I-2-A-2 0.00267960 0.00000000 3.09090125 0.00000000 795.67559224 I-2-A-3 0.00226070 0.00000000 2.60777107 0.00000000 795.67559220 I-2-X 0.00037065 0.00000000 0.42754283 0.00000000 795.67559222 I-3-A 0.00313188 0.00000000 3.61264744 0.00000000 900.63561338 I-4-A 0.00318797 0.00000000 3.67729513 0.00000000 831.14199530 I-4-A-M 0.00379166 0.00000000 4.37394147 0.00000000 1000.00000000 II-1-A 0.00217109 0.00000000 2.50443699 0.00000000 772.98423274 II-1-X 0.00007976 0.00000000 0.09200929 0.00000000 772.98423274 II-2-A 0.00281005 0.00000000 3.24155239 0.00000000 839.59061741 II-2-X 0.00013866 0.00000000 0.15989206 0.00000000 839.59061741 II-3-A 0.00303494 0.00000000 3.50074617 0.00000000 888.71445869 II-4-A 0.00287623 0.00000000 3.31772853 0.00000000 710.07536128 I-B-1 0.00348978 0.00000000 4.02622023 0.00000000 995.63781987 I-B-2 0.00349035 0.00000000 4.02622028 0.00000000 995.63781908 I-B-3 0.00349045 0.00000000 4.02621889 0.00000000 995.63781964 I-B-4 0.00348849 0.00000000 4.02621995 0.00000000 995.63782097 I-B-5 0.00348813 0.00000000 4.02621727 0.00000000 995.63781710 I-B-6 0.00348979 0.00000000 4.02622047 0.00000000 995.63776262 II-B-1 0.00334672 0.00000000 3.86031022 0.00000000 995.66435036 II-B-2 0.00334732 0.00000000 3.86031103 0.00000000 995.66434954 II-B-3 0.00334359 0.00000000 3.86031058 0.00000000 995.66434667 II-B-4 0.00334312 0.00000000 3.86031613 0.00000000 995.66434466 II-B-5 0.00333683 0.00000000 3.86031480 0.00000000 995.66434418 II-B-6 0.00335541 0.00000000 3.86031788 0.00000000 995.66388467 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 R-IV 0.00000000 0.00000000 147.60000000 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 14,827,520.46 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 16,174.42 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,843,694.88 Withdrawals Reimbursement for Servicer Advances 24,435.75 Payment of Service Fee 111,733.68 Payment of Interest and Principal 14,707,525.45 Total Withdrawals (Pool Distribution Amount) 14,843,694.88 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 1,830.30 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 1,830.30
SERVICING FEES Gross Servicing Fee 99,262.78 Additional Servicing Fee 11,445.53 Miscellaneous Fee 1,025.37 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 111,733.68
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 10 0 0 0 10 4,030,549.66 0.00 0.00 0.00 4,030,549.66 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 10 0 0 0 10 4,030,549.66 0.00 0.00 0.00 4,030,549.66 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 0.870322% 0.000000% 0.000000% 0.000000% 0.870322% 0.777755% 0.000000% 0.000000% 0.000000% 0.777755% 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 0.870322% 0.000000% 0.000000% 0.000000% 0.870322% 0.777755% 0.000000% 0.000000% 0.000000% 0.777755%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-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 62,993.59 0.00 0.00 0.00 62,993.59 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 62,993.59 0.00 0.00 0.00 62,993.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.449275% 0.000000% 0.000000% 0.000000% 1.449275% 0.167522% 0.000000% 0.000000% 0.000000% 0.167522% 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 1.449275% 0.000000% 0.000000% 0.000000% 1.449275% 0.167522% 0.000000% 0.000000% 0.000000% 0.167522% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-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 Group I-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 2,044,742.51 0.00 0.00 0.00 2,044,742.51 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 5 0 0 0 5 2,044,742.51 0.00 0.00 0.00 2,044,742.51 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.506024% 0.000000% 0.000000% 0.000000% 1.506024% 1.390629% 0.000000% 0.000000% 0.000000% 1.390629% 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 1.506024% 0.000000% 0.000000% 0.000000% 1.506024% 1.390629% 0.000000% 0.000000% 0.000000% 1.390629% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I-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 I-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 3 0 0 0 3 922,813.56 0.00 0.00 0.00 922,813.56 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 3 0 0 0 3 922,813.56 0.00 0.00 0.00 922,813.56 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.304348% 0.000000% 0.000000% 0.000000% 1.304348% 0.857580% 0.000000% 0.000000% 0.000000% 0.857580% 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 1.304348% 0.000000% 0.000000% 0.000000% 1.304348% 0.857580% 0.000000% 0.000000% 0.000000% 0.857580% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 1,000,000.00 0.00 0.00 0.00 1,000,000.00 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 1,000,000.00 0.00 0.00 0.00 1,000,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.735294% 0.000000% 0.000000% 0.000000% 0.735294% 1.865284% 0.000000% 0.000000% 0.000000% 1.865284% 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 0.735294% 0.000000% 0.000000% 0.000000% 0.735294% 1.865284% 0.000000% 0.000000% 0.000000% 1.865284% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II-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 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 II-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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 16,174.42
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.031648% Weighted Average Net Coupon 4.807159% Weighted Average Pass-Through Rate 4.778956% Weighted Average Maturity(Stepdown Calculation ) 352 Beginning Scheduled Collateral Loan Count 1,175 Number Of Loans Paid In Full 26 Ending Scheduled Collateral Loan Count 1,149 Beginning Scheduled Collateral Balance 530,608,512.79 Ending Scheduled Collateral Balance 518,012,285.94 Ending Actual Collateral Balance at 31-Oct-2004 518,228,744.44 Monthly P &I Constant 2,519,701.40 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 518,012,285.94 Scheduled Principal 294,838.85 Unscheduled Principal 12,301,388.00
Miscellaneous Reporting Diverted Amount 0.00
Group Level Collateral Statement Group Group I-1 Group I-2 Group I-3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.395519 5.025713 5.064881 Weighted Average Net Rate 4.144160 4.832230 4.814881 Weighted Average Maturity 351 351 352 Beginning Loan Count 99 343 70 Loans Paid In Full 4 11 0 Ending Loan Count 95 332 70 Beginning Scheduled Balance 39,964,076.55 151,987,245.04 34,238,197.48 Ending scheduled Balance 38,081,967.51 146,975,900.72 34,218,721.33 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 169,265.62 725,595.01 161,679.80 Scheduled Principal 22,879.91 89,058.14 17,169.47 Unscheduled Principal 1,859,229.13 4,922,286.18 2,306.68 Scheduled Interest 146,385.71 636,536.87 144,510.33 Servicing Fees 8,371.10 24,505.73 7,132.96 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 422.14 7,761.52 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 137,592.47 604,269.62 137,377.37 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 4.131485 4.770950 4.814881
Group Level Collateral Statement Group Group I-4 Group II-1 Group II-2 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.503946 4.205796 4.986730 Weighted Average Net Rate 5.253280 3.955796 4.796777 Weighted Average Maturity 351 351 351 Beginning Loan Count 232 139 190 Loans Paid In Full 2 3 4 Ending Loan Count 230 136 186 Beginning Scheduled Balance 108,533,258.84 54,602,463.30 85,677,192.41 Ending scheduled Balance 107,564,285.99 53,581,908.85 83,487,887.85 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 553,917.90 228,326.89 401,632.68 Scheduled Principal 56,116.94 36,954.52 45,591.84 Unscheduled Principal 912,855.91 983,599.93 2,143,712.72 Scheduled Interest 497,800.96 191,372.37 356,040.84 Servicing Fees 22,671.31 11,375.51 13,562.17 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 4,287.24 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 475,129.65 179,996.86 338,191.43 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 5.253280 3.955796 4.736730
Group Level Collateral Statement Group Group II-3 Group II-4 Total Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.977553 5.639644 5.031648 Weighted Average Net Rate 4.727553 5.387820 4.807159 Weighted Average Maturity 26.00 351.00 352.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 77,458.48 201,825.02 2,519,701.40 Beginning Loan Count 31 71 1,175 Loans Paid In Full 0 2 26 Ending Loan Count 31 69 1,149 Beginning Scheduled Balance 16,523,313.75 39,082,765.42 530,608,512.79 Ending Scheduled Balance 16,511,278.59 37,590,335.10 518,012,285.94 Scheduled Principal 8,920.42 18,147.61 294,838.85 Unscheduled Principal 3,114.74 1,474,282.71 12,301,388.00 Scheduled Interest 68,538.06 183,677.41 2,224,862.55 Servicing Fee 3,442.36 8,201.64 99,262.78 Master Servicing Fee 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 12,470.90 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 65,095.70 175,475.77 2,113,128.87 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 4.727553 5.387820 4.778956
Miscellaneous Reporting Group Group I-1 Avearge Loss Severity % Group I-1 0.000000% Senior Percentage Group I-1 95.325290% Senior Prep. Percentage Group I-1 100.000000% Subordinate Percentage Group I-1 4.674710% Subordinate Prep. Percentage Group I-1 0.000000% Group Group I-2 Avearge Loss Severity % Group I-2 0.000000% Senior Percentage Group I-2 95.087406% Senior Prep. Percentage Group I-2 100.000000% Subordinate Percentage Group I-2 4.912594% Subordinate Prep. Percentage Group I-2 0.000000% Group Group I-3 Avearge Loss Severity % Group I-3 0.000000% Senior Percentage Group I-3 95.485197% Senior Prep. Percentage Group I-3 100.000000% Subordinate Percentage Group I-3 4.514803% Subordinate Prep. Percentage Group I-3 0.000000%
Miscellaneous Reporting Group Group I-4 Avearge Loss Severity % Group I-4 0.000000% Senior Percentage Group I-4 95.309284% Senior Prep. Percentage Group I-4 100.000000% Subordinate Percentage Group I-4 4.690716% Subordinate Prep. Percentage Group I-4 0.000000% Group Group II-1 Avearge Loss Severity % Group II-1 0.000000% Senior Percentage Group II-1 95.930991% Senior Prep. Percentage Group II-1 100.000000% Subordinate Percentage Group II-1 4.069009% Subordinate Prep. Percentage Group II-1 0.000000% Group Group II-2 Avearge Loss Severity % Group II-2 0.000000% Senior Percentage Group II-2 96.263823% Senior Prep. Percentage Group II-2 100.000000% Subordinate Percentage Group II-2 3.736177% Subordinate Prep. Percentage Group II-2 0.000000%
Miscellaneous Reporting Group Group II-3 Avearge Loss Severity % Group II-3 0.000000% Senior Percentage Group II-3 96.372716% Senior Prep. Percentage Group II-3 100.000000% Subordinate Percentage Group II-3 3.627284% Subordinate Prep. Percentage Group II-3 0.000000% Group Group II-4 Avearge Loss Severity % Group II-4 0.000000% Senior Percentage Group II-4 95.668953% Senior Prep. Percentage Group II-4 100.000000% Subordinate Percentage Group II-4 4.331047% Subordinate Prep. Percentage Group II-4 0.000000%
Group -----END PRIVACY-ENHANCED MESSAGE-----