-----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, SY9LLJYCKZrayJojuNoYKE9LHvAIk5R/glufaXglgH+xPDMoeFDiwTmHsTguAOBJ 5vu5DF3uD/u7KQA9ycDcaQ== 0001056404-04-003367.txt : 20041005 0001056404-04-003367.hdr.sgml : 20041005 20041005101128 ACCESSION NUMBER: 0001056404-04-003367 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041005 DATE AS OF CHANGE: 20041005 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORTGAGE LOAN TRUST SERIES 2004-3 CENTRAL INDEX KEY: 0001288499 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-100675-05 FILM NUMBER: 041064484 8-K 1 dms04003_sep.txt SEPT. 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): September 27, 2004 DEUTSCHE MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-100675-05 Pooling and Servicing Agreement) (Commission 54-2151943 (State or other File Number) 54-2151944 jurisdiction 54-2151945 of Incorporation) 54-2151946 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 September 27, 2004 a distribution was made to holders of DEUTSCHE MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-3 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 2004-3 Trust, relating to the September 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. DEUTSCHE MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 10/4/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the September 27, 2004 distribution. EX-99.1
Deutsche Mortgage Securities Mortgage Pass-Through Certificates Record Date: 8/31/04 Distribution Date: 9/27/04 DMS Series: 2004-3 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-1 251563DS8 SEN 1.79500% 67,966,128.34 111,832.60 4,046,349.21 I-A-2 251563DT6 SEN 2.91000% 12,779,000.00 30,989.08 0.00 I-A-3 251563DU3 SEN 3.59000% 23,292,000.00 69,681.90 0.00 I-A-4 251563DV1 SEN 4.60000% 16,685,000.00 63,959.17 0.00 I-A-5 251563DW9 SEN 5.36000% 22,551,000.00 100,727.80 0.00 I-A-6 251563DX7 SEN 4.36000% 25,000,000.00 90,833.33 0.00 I-A-7 251563DY5 SEN 3.75000% 50,000,000.00 156,250.00 0.00 I-AI-O 251563DZ2 SEN 4.50000% 0.00 117,187.50 0.00 I-M-1 251563EA6 SUB 4.87000% 6,000,000.00 24,350.00 0.00 I-M-2 251563EB4 SUB 5.32000% 4,375,000.00 19,395.83 0.00 I-M-3 251563EC2 SUB 6.07000% 1,875,000.00 9,484.38 0.00 I-CE DMS043OC1 SEN 0.00000% 874,058.00 503,412.00 0.00 I-P DMS0403P1 SEN 0.00000% 100.00 46,969.51 0.00 I-R DMS0403R1 SEN 0.00000% 0.00 0.00 0.00 II-AR-1 251563ED0 SEN 1.88500% 88,058,849.26 152,158.35 1,946,382.55 II-AR-2 251563EE8 SEN 2.00500% 115,881,028.39 212,979.67 4,120,132.79 II-MR-1 251563EF5 SUB 2.21500% 8,625,000.00 17,512.34 0.00 II-MR-2 251563EG3 SUB 2.86500% 5,875,000.00 15,429.22 0.00 II-MR-3 251563EH1 SUB 3.61500% 4,875,000.00 16,154.53 0.00 II-CE DMS043OC2 SEN 0.00000% 286.54 667,579.97 0.00 II-P DMS0403P2 SEN 0.00000% 100.00 0.00 0.00 II-R DMS0403R2 SEN 0.00000% 0.00 0.00 0.00 Totals 454,712,550.53 2,426,887.18 10,112,864.55
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 63,919,779.13 4,158,181.81 0.00 I-A-2 0.00 12,779,000.00 30,989.08 0.00 I-A-3 0.00 23,292,000.00 69,681.90 0.00 I-A-4 0.00 16,685,000.00 63,959.17 0.00 I-A-5 0.00 22,551,000.00 100,727.80 0.00 I-A-6 0.00 25,000,000.00 90,833.33 0.00 I-A-7 0.00 50,000,000.00 156,250.00 0.00 I-AI-O 0.00 0.00 117,187.50 0.00 I-M-1 0.00 6,000,000.00 24,350.00 0.00 I-M-2 0.00 4,375,000.00 19,395.83 0.00 I-M-3 0.00 1,875,000.00 9,484.38 0.00 I-CE 0.00 874,058.00 503,412.00 0.00 I-P 0.00 100.00 46,969.51 0.00 I-R 0.00 0.00 0.00 0.00 II-AR-1 0.00 86,112,466.71 2,098,540.90 0.00 II-AR-2 0.00 111,760,895.60 4,333,112.46 0.00 II-MR-1 0.00 8,625,000.00 17,512.34 0.00 II-MR-2 0.00 5,875,000.00 15,429.22 0.00 II-MR-3 0.00 4,875,000.00 16,154.53 0.00 II-CE 0.00 286.54 667,579.97 0.00 II-P 0.00 100.00 0.00 0.00 II-R 0.00 0.00 0.00 0.00 Totals 0.00 444,599,685.98 12,539,751.73 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-1 86,569,000.00 67,966,128.34 0.00 4,046,349.21 0.00 0.00 I-A-2 12,779,000.00 12,779,000.00 0.00 0.00 0.00 0.00 I-A-3 23,292,000.00 23,292,000.00 0.00 0.00 0.00 0.00 I-A-4 16,685,000.00 16,685,000.00 0.00 0.00 0.00 0.00 I-A-5 22,551,000.00 22,551,000.00 0.00 0.00 0.00 0.00 I-A-6 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 I-A-7 50,000,000.00 50,000,000.00 0.00 0.00 0.00 0.00 I-AI-O 0.00 0.00 0.00 0.00 0.00 0.00 I-M-1 6,000,000.00 6,000,000.00 0.00 0.00 0.00 0.00 I-M-2 4,375,000.00 4,375,000.00 0.00 0.00 0.00 0.00 I-M-3 1,875,000.00 1,875,000.00 0.00 0.00 0.00 0.00 I-CE 873,958.00 874,058.00 0.00 0.00 0.00 0.00 I-P 100.00 100.00 0.00 0.00 0.00 0.00 I-R 0.00 0.00 0.00 0.00 0.00 0.00 II-AR-1 95,986,000.00 88,058,849.26 0.00 1,946,382.55 0.00 0.00 II-AR-2 134,639,000.00 115,881,028.39 0.00 4,120,132.79 0.00 0.00 II-MR-1 8,625,000.00 8,625,000.00 0.00 0.00 0.00 0.00 II-MR-2 5,875,000.00 5,875,000.00 0.00 0.00 0.00 0.00 II-MR-3 4,875,000.00 4,875,000.00 0.00 0.00 0.00 0.00 II-CE 287.00 286.54 0.00 0.00 0.00 0.00 II-P 100.00 100.00 0.00 0.00 0.00 0.00 II-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 500,000,445.00 454,712,550.53 0.00 10,112,864.55 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A-1 4,046,349.21 63,919,779.13 0.73836800 4,046,349.21 I-A-2 0.00 12,779,000.00 1.00000000 0.00 I-A-3 0.00 23,292,000.00 1.00000000 0.00 I-A-4 0.00 16,685,000.00 1.00000000 0.00 I-A-5 0.00 22,551,000.00 1.00000000 0.00 I-A-6 0.00 25,000,000.00 1.00000000 0.00 I-A-7 0.00 50,000,000.00 1.00000000 0.00 I-AI-O 0.00 0.00 0.00000000 0.00 I-M-1 0.00 6,000,000.00 1.00000000 0.00 I-M-2 0.00 4,375,000.00 1.00000000 0.00 I-M-3 0.00 1,875,000.00 1.00000000 0.00 I-CE 0.00 874,058.00 1.00011442 0.00 I-P 0.00 100.00 1.00000000 0.00 I-R 0.00 0.00 0.00000000 0.00 II-AR-1 1,946,382.55 86,112,466.71 0.89713569 1,946,382.55 II-AR-2 4,120,132.79 111,760,895.60 0.83007818 4,120,132.79 II-MR-1 0.00 8,625,000.00 1.00000000 0.00 II-MR-2 0.00 5,875,000.00 1.00000000 0.00 II-MR-3 0.00 4,875,000.00 1.00000000 0.00 II-CE 0.00 286.54 0.99839721 0.00 II-P 0.00 100.00 1.00000000 0.00 II-R 0.00 0.00 0.00000000 0.00 Totals 10,112,864.55 444,599,685.98 0.88919858 10,112,864.55
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 86,569,000.00 785.10931557 0.00000000 46.74131860 0.00000000 I-A-2 12,779,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 23,292,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-4 16,685,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-5 22,551,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-6 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-7 50,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-AI-O 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-M-1 6,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 4,375,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-3 1,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-CE 873,958.00 1000.11442197 0.00000000 0.00000000 0.00000000 I-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 95,986,000.00 917.41346926 0.00000000 20.27777540 0.00000000 II-AR-2 134,639,000.00 860.67950883 0.00000000 30.60133238 0.00000000 II-MR-1 8,625,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-MR-2 5,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-MR-3 4,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-CE 287.00 998.39721254 0.00000000 0.00000000 0.00000000 II-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-R 0.00 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-A-1 0.00000000 46.74131860 738.36799697 0.73836800 46.74131860 I-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-AI-O 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-CE 0.00000000 0.00000000 1,000.11442197 1.00011442 0.00000000 I-P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 0.00000000 20.27777540 897.13569385 0.89713569 20.27777540 II-AR-2 0.00000000 30.60133238 830.07817646 0.83007818 30.60133238 II-MR-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-MR-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-MR-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-CE 0.00000000 0.00000000 998.39721254 0.99839721 0.00000000 II-P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-R 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-1 86,569,000.00 1.79500% 67,966,128.34 111,832.60 0.00 0.00 I-A-2 12,779,000.00 2.91000% 12,779,000.00 30,989.08 0.00 0.00 I-A-3 23,292,000.00 3.59000% 23,292,000.00 69,681.90 0.00 0.00 I-A-4 16,685,000.00 4.60000% 16,685,000.00 63,959.17 0.00 0.00 I-A-5 22,551,000.00 5.36000% 22,551,000.00 100,727.80 0.00 0.00 I-A-6 25,000,000.00 4.36000% 25,000,000.00 90,833.33 0.00 0.00 I-A-7 50,000,000.00 3.75000% 50,000,000.00 156,250.00 0.00 0.00 I-AI-O 0.00 4.50000% 31,250,000.00 117,187.50 0.00 0.00 I-M-1 6,000,000.00 4.87000% 6,000,000.00 24,350.00 0.00 0.00 I-M-2 4,375,000.00 5.32000% 4,375,000.00 19,395.83 0.00 0.00 I-M-3 1,875,000.00 6.07000% 1,875,000.00 9,484.38 0.00 0.00 I-CE 873,958.00 0.00000% 874,058.00 0.00 0.00 0.00 I-P 100.00 0.00000% 100.00 0.00 0.00 0.00 I-R 0.00 0.00000% 0.00 0.00 0.00 0.00 II-AR-1 95,986,000.00 1.88500% 88,058,849.26 152,158.35 0.00 0.00 II-AR-2 134,639,000.00 2.00500% 115,881,028.39 212,979.67 0.00 0.00 II-MR-1 8,625,000.00 2.21500% 8,625,000.00 17,512.34 0.00 0.00 II-MR-2 5,875,000.00 2.86500% 5,875,000.00 15,429.22 0.00 0.00 II-MR-3 4,875,000.00 3.61500% 4,875,000.00 16,154.53 0.00 0.00 II-CE 287.00 0.00000% 286.54 0.00 0.00 0.00 II-P 100.00 0.00000% 100.00 0.00 0.00 0.00 II-R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 500,000,445.00 1,208,925.70 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-1 0.00 0.00 111,832.60 0.00 63,919,779.13 I-A-2 0.00 0.00 30,989.08 0.00 12,779,000.00 I-A-3 0.00 0.00 69,681.90 0.00 23,292,000.00 I-A-4 0.00 0.00 63,959.17 0.00 16,685,000.00 I-A-5 0.00 0.00 100,727.80 0.00 22,551,000.00 I-A-6 0.00 0.00 90,833.33 0.00 25,000,000.00 I-A-7 0.00 0.00 156,250.00 0.00 50,000,000.00 I-AI-O 0.00 0.00 117,187.50 0.00 31,250,000.00 I-M-1 0.00 0.00 24,350.00 0.00 6,000,000.00 I-M-2 0.00 0.00 19,395.83 0.00 4,375,000.00 I-M-3 0.00 0.00 9,484.38 0.00 1,875,000.00 I-CE 0.00 0.00 503,412.00 0.00 874,058.00 I-P 0.00 0.00 46,969.51 0.00 100.00 I-R 0.00 0.00 0.00 0.00 0.00 II-AR-1 0.00 0.00 152,158.35 0.00 86,112,466.71 II-AR-2 0.00 0.00 212,979.67 0.00 111,760,895.60 II-MR-1 0.00 0.00 17,512.34 0.00 8,625,000.00 II-MR-2 0.00 0.00 15,429.22 0.00 5,875,000.00 II-MR-3 0.00 0.00 16,154.53 0.00 4,875,000.00 II-CE 0.00 0.00 667,579.97 0.00 286.54 II-P 0.00 0.00 0.00 0.00 100.00 II-R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 2,426,887.18 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-1 86,569,000.00 1.79500% 785.10931557 1.29183195 0.00000000 0.00000000 I-A-2 12,779,000.00 2.91000% 1000.00000000 2.42500039 0.00000000 0.00000000 I-A-3 23,292,000.00 3.59000% 1000.00000000 2.99166667 0.00000000 0.00000000 I-A-4 16,685,000.00 4.60000% 1000.00000000 3.83333353 0.00000000 0.00000000 I-A-5 22,551,000.00 5.36000% 1000.00000000 4.46666667 0.00000000 0.00000000 I-A-6 25,000,000.00 4.36000% 1000.00000000 3.63333320 0.00000000 0.00000000 I-A-7 50,000,000.00 3.75000% 1000.00000000 3.12500000 0.00000000 0.00000000 I-AI-O 0.00 4.50000% 1000.00000000 3.75000000 0.00000000 0.00000000 I-M-1 6,000,000.00 4.87000% 1000.00000000 4.05833333 0.00000000 0.00000000 I-M-2 4,375,000.00 5.32000% 1000.00000000 4.43333257 0.00000000 0.00000000 I-M-3 1,875,000.00 6.07000% 1000.00000000 5.05833600 0.00000000 0.00000000 I-CE 873,958.00 0.00000% 1000.11442197 0.00000000 0.00000000 0.00000000 I-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 I-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 95,986,000.00 1.88500% 917.41346926 1.58521399 0.00000000 0.00000000 II-AR-2 134,639,000.00 2.00500% 860.67950883 1.58185719 0.00000000 0.00000000 II-MR-1 8,625,000.00 2.21500% 1000.00000000 2.03041623 0.00000000 0.00000000 II-MR-2 5,875,000.00 2.86500% 1000.00000000 2.62625021 0.00000000 0.00000000 II-MR-3 4,875,000.00 3.61500% 1000.00000000 3.31374974 0.00000000 0.00000000 II-CE 287.00 0.00000% 998.39721254 0.00000000 0.00000000 0.00000000 II-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 II-R 0.00 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-A-1 0.00000000 0.00000000 1.29183195 0.00000000 738.36799697 I-A-2 0.00000000 0.00000000 2.42500039 0.00000000 1000.00000000 I-A-3 0.00000000 0.00000000 2.99166667 0.00000000 1000.00000000 I-A-4 0.00000000 0.00000000 3.83333353 0.00000000 1000.00000000 I-A-5 0.00000000 0.00000000 4.46666667 0.00000000 1000.00000000 I-A-6 0.00000000 0.00000000 3.63333320 0.00000000 1000.00000000 I-A-7 0.00000000 0.00000000 3.12500000 0.00000000 1000.00000000 I-AI-O 0.00000000 0.00000000 3.75000000 0.00000000 1000.00000000 I-M-1 0.00000000 0.00000000 4.05833333 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 4.43333257 0.00000000 1000.00000000 I-M-3 0.00000000 0.00000000 5.05833600 0.00000000 1000.00000000 I-CE 0.00000000 0.00000000 576.01395033 0.00000000 1000.11442197 I-P 0.00000000 0.00000000 469695.10000000 0.00000000 1000.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 0.00000000 0.00000000 1.58521399 0.00000000 897.13569385 II-AR-2 0.00000000 0.00000000 1.58185719 0.00000000 830.07817646 II-MR-1 0.00000000 0.00000000 2.03041623 0.00000000 1000.00000000 II-MR-2 0.00000000 0.00000000 2.62625021 0.00000000 1000.00000000 II-MR-3 0.00000000 0.00000000 3.31374974 0.00000000 1000.00000000 II-CE 0.00000000 0.00000000 2326062.61324042 0.00000000 998.39721254 II-P 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 II-R 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 12,596,711.69 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 70,346.61 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 46,969.51 Total Deposits 12,714,027.81 Withdrawals Reimbursement for Servicer Advances 71,241.38 Payment of Service Fee 103,034.70 Payment of Interest and Principal 12,539,751.73 Total Withdrawals (Pool Distribution Amount) 12,714,027.81 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 94,731.80 AMBAC, Class I-A-5 & I-A-6 3,566.33 Credit Risk Manager 3,789.27 Master Servicing Fee 947.30 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 103,034.70
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 0.00 0.00 1,000.00 Reserve Fund 1,000.00 0.00 0.00 1,000.00
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 1 0 0 1 137,627.20 0.00 0.00 137,627.20 30 Days 16 0 0 0 16 3,349,173.04 0.00 0.00 0.00 3,349,173.04 60 Days 10 0 0 0 10 2,037,872.23 0.00 0.00 0.00 2,037,872.23 90 Days 3 3 15 1 22 763,166.01 293,575.48 3,539,047.67 104,288.26 4,700,077.42 120 Days 6 1 1 0 8 707,987.09 101,779.55 65,406.76 0.00 875,173.40 150 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 35 5 16 1 57 6,858,198.37 532,982.23 3,604,454.43 104,288.26 11,099,923.29 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 0.046512% 0.000000% 0.000000% 0.046512% 0.030941% 0.000000% 0.000000% 0.030941% 30 Days 0.744186% 0.000000% 0.000000% 0.000000% 0.744186% 0.752959% 0.000000% 0.000000% 0.000000% 0.752959% 60 Days 0.465116% 0.000000% 0.000000% 0.000000% 0.465116% 0.458153% 0.000000% 0.000000% 0.000000% 0.458153% 90 Days 0.139535% 0.139535% 0.697674% 0.046512% 1.023256% 0.171575% 0.066001% 0.795647% 0.023446% 1.056669% 120 Days 0.279070% 0.046512% 0.046512% 0.000000% 0.372093% 0.159169% 0.022882% 0.014705% 0.000000% 0.196756% 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 1.627907% 0.232558% 0.744186% 0.046512% 2.651163% 1.541856% 0.119825% 0.810351% 0.023446% 2.495479%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I, Pool 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 1 137,627.20 0.00 0.00 137,627.20 30 Days 8 0 0 0 8 1,816,407.68 0.00 0.00 0.00 1,816,407.68 60 Days 10 0 0 0 10 2,037,872.23 0.00 0.00 0.00 2,037,872.23 90 Days 2 3 15 1 21 663,416.01 293,575.48 3,539,047.67 104,288.26 4,600,327.42 120 Days 6 1 1 0 8 707,987.09 101,779.55 65,406.76 0.00 875,173.40 150 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 26 5 16 1 48 5,225,683.01 532,982.23 3,604,454.43 104,288.26 9,467,407.93 0-29 Days 0.081037% 0.000000% 0.000000% 0.081037% 0.060485% 0.000000% 0.000000% 0.060485% 30 Days 0.648298% 0.000000% 0.000000% 0.000000% 0.648298% 0.798278% 0.000000% 0.000000% 0.000000% 0.798278% 60 Days 0.810373% 0.000000% 0.000000% 0.000000% 0.810373% 0.895608% 0.000000% 0.000000% 0.000000% 0.895608% 90 Days 0.162075% 0.243112% 1.215559% 0.081037% 1.701783% 0.291559% 0.129021% 1.555348% 0.045833% 2.021761% 120 Days 0.486224% 0.081037% 0.081037% 0.000000% 0.648298% 0.311148% 0.044730% 0.028745% 0.000000% 0.384623% 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 2.106969% 0.405186% 1.296596% 0.081037% 3.889789% 2.296594% 0.234236% 1.584093% 0.045833% 4.160755% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II, Pool 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 7 0 0 0 7 1,259,831.65 0.00 0.00 0.00 1,259,831.65 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 99,750.00 0.00 0.00 0.00 99,750.00 120 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 8 0 0 0 8 1,359,581.65 0.00 0.00 0.00 1,359,581.65 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.320755% 0.000000% 0.000000% 0.000000% 1.320755% 1.337655% 0.000000% 0.000000% 0.000000% 1.337655% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.188679% 0.000000% 0.000000% 0.000000% 0.188679% 0.105912% 0.000000% 0.000000% 0.000000% 0.105912% 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 1.509434% 0.000000% 0.000000% 0.000000% 1.509434% 1.443567% 0.000000% 0.000000% 0.000000% 1.443567% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II, Pool 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 1 272,933.71 0.00 0.00 0.00 272,933.71 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 1 272,933.71 0.00 0.00 0.00 272,933.71 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.259067% 0.000000% 0.000000% 0.000000% 0.259067% 0.221755% 0.000000% 0.000000% 0.000000% 0.221755% 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 0.259067% 0.000000% 0.000000% 0.000000% 0.259067% 0.221755% 0.000000% 0.000000% 0.000000% 0.221755%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 70,346.61
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.577020% Weighted Average Net Coupon 6.327020% Weighted Average Pass-Through Rate 6.290086% Weighted Average Maturity(Stepdown Calculation ) 349 Beginning Scheduled Collateral Loan Count 2,187 Number Of Loans Paid In Full 37 Ending Scheduled Collateral Loan Count 2,150 Beginning Scheduled Collateral Balance 454,712,550.53 Ending Scheduled Collateral Balance 444,599,685.98 Ending Actual Collateral Balance at 31-Aug-2004 444,801,394.92 Monthly P &I Constant 2,706,630.52 Special Servicing Fee 0.00 Prepayment Penalties 46,969.51 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 444,599,685.98 Scheduled Principal 214,419.21 Unscheduled Principal 9,898,445.34
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.577020% Weighted Average Net Rate 6.327020% Weighted Average Pass Through Rate 6.290086% Weighted Average Maturity 349 Record Date 08/31/2004 Principal and Interest Constant 2,706,630.52 Beginning Loan Count 2,187 Loans Paid in Full 37 Ending Loan Count 2,150 Beginning Scheduled Balance 454,712,550.53 Ending Scheduled Balance 444,599,685.98 Ending Actual Balance at 31-Aug-2004 444,801,394.92 Scheduled Principal 214,419.21 Unscheduled Principal 9,898,445.34 Scheduled Interest 2,492,211.31 Servicing Fee 94,731.80 Master Servicing Fee 947.30 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 13,048.17 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,383,484.04 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 Prepayment Penalties 46,969.51
Miscellaneous Reporting Credit Enhancement Percentage Group I 5.772599% Credit Enhancement Percentage Group II 8.918480% Overcollateralization Amount Group I 874,058.00 Overcollateralization Amount Group II 286.54 Req Overcollateralization Amnt Group I 874,058.00 Req Overcollateralization Amnt Group II 1,500,002.32
Group Level Collateral Statement Group Group I, Pool 1 Group II, Pool 1 Group II, Pool 2 Collateral Description Mixed Fixed Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.060828 6.071723 6.078711 Weighted Average Net Rate 6.810828 5.821723 5.828710 Weighted Average Maturity 343 355 354 Beginning Loan Count 1,251 540 396 Loans Paid In Full 17 10 10 Ending Loan Count 1,234 530 386 Beginning Scheduled Balance 231,397,286.34 96,123,286.27 127,191,977.92 Ending scheduled Balance 227,350,937.13 94,176,903.72 123,071,845.13 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 1,560,032.36 493,642.11 652,956.05 Scheduled Principal 198,485.35 7,280.49 8,653.37 Unscheduled Principal 3,847,863.86 1,939,102.06 4,111,479.42 Scheduled Interest 1,361,547.01 486,361.62 644,302.68 Servicing Fees 48,207.77 20,025.69 26,498.34 Master Servicing Fees 482.06 200.26 264.98 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 11,187.21 801.02 1,059.94 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 1,301,669.97 465,334.65 616,479.42 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 6.750312 5.809223 5.816211
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.577020 Weighted Average Net Rate 6.327020 Weighted Average Maturity 349 Beginning Loan Count 2,187 Loans Paid In Full 37 Ending Loan Count 2,150 Beginning Scheduled Balance 454,712,550.53 Ending scheduled Balance 444,599,685.98 Record Date 08/31/2004 Principal And Interest Constant 2,706,630.52 Scheduled Principal 214,419.21 Unscheduled Principal 9,898,445.34 Scheduled Interest 2,492,211.31 Servicing Fees 94,731.80 Master Servicing Fees 947.30 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 13,048.17 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,383,484.04 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 6.290086
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