-----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, MFhRuF5azrj7Itn5I22uejnwjlWAAeSOgpBBgisdcW8Y5BsPEBXE5a0UVMjx+oEU 7Y7mv+7Rdfu4Jafb5POX/w== 0001056404-05-000175.txt : 20050104 0001056404-05-000175.hdr.sgml : 20050104 20050104134857 ACCESSION NUMBER: 0001056404-05-000175 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050104 DATE AS OF CHANGE: 20050104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Wells Fargo Mortgage Backed Securities Series 2004-E CENTRAL INDEX KEY: 0001288591 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: 333-110283-17 FILM NUMBER: 05505738 BUSINESS ADDRESS: STREET 1: 7485 NEW HORIZON WAY CITY: FREDERICK STATE: MD ZIP: 21703 BUSINESS PHONE: 3018468881 MAIL ADDRESS: STREET 1: 7485 NEW HORIZON WAY CITY: FREDERIDK STATE: MD ZIP: 21703 8-K 1 wfm0400e_dec.txt DECEMBER 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): December 27, 2004 WELLS FARGO ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2004-E Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110283-17 54-2152466 Pooling and Servicing Agreement) (Commission 54-2152467 (State or other File Number) IRS EIN jurisdiction of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2004 a distribution was made to holders of WELLS FARGO ASSET SECURITIES CORPORATION, Mortgage Pass-Through Certificates, Series 2004-E 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-E Trust, relating to the December 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. WELLS FARGO ASSET SECURITIES CORPORATION Mortgage Pass-Through Certificates, Series 2004-E 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: 12/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-E Trust, relating to the December 27, 2004 distribution. EX-99.1
Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates Series 2004-E 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 A-1 94981DAA5 SEN 4.90138% 85,577,510.45 349,556.48 1,626,544.32 A-2 94981DAB3 SEN 4.50000% 93,019,033.10 348,837.80 1,767,982.96 A-3 94981DAC1 SEN 0.40138% 0.00 31,114.90 0.00 A-4 94981DAD9 SEN 4.90138% 37,838,370.96 154,557.52 2,132,841.60 A-5 94981DAE7 SEN 3.66200% 17,888,000.00 54,590.78 0.00 A-6 94981DAF4 SEN 4.33000% 17,103,000.00 61,716.23 0.00 A-7 94981DAG2 SEN 4.90138% 8,410,000.00 34,352.13 0.00 A-8 94981DAH0 SEN 4.90138% 10,000,000.00 40,846.77 0.00 A-9 94981DAJ6 SEN 4.90138% 3,936,000.00 16,077.29 0.00 A-10 94981DAK3 SEN 4.90138% 17,040,000.00 69,602.90 0.00 A-11 94981DAL1 SEN 0.91287% 0.00 26,619.92 0.00 A-R 94981DAM9 SEN 4.89933% 0.00 0.00 0.00 A-LR 94981DAN7 SEN 4.89933% 0.00 0.00 0.00 B-1 94981DAP2 SUB 4.90138% 4,767,877.28 19,475.24 5,842.50 B-2 94981DAQ0 SUB 4.90138% 1,271,301.72 5,192.86 1,557.84 B-3 94981DAR8 SUB 4.90138% 635,650.86 2,596.43 778.92 B-4 94981DAS6 SUB 4.90138% 475,994.40 1,944.28 583.28 B-5 94981DAT4 SUB 4.90138% 318,321.26 1,300.24 390.07 B-6 94981DAU1 SUB 4.90138% 318,171.98 1,299.63 389.88 Totals 298,599,232.01 1,219,681.40 5,536,911.37
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 83,950,966.13 1,976,100.80 0.00 A-2 0.00 91,251,050.14 2,116,820.76 0.00 A-3 0.00 0.00 31,114.90 0.00 A-4 0.00 35,705,529.36 2,287,399.12 0.00 A-5 0.00 17,888,000.00 54,590.78 0.00 A-6 0.00 17,103,000.00 61,716.23 0.00 A-7 0.00 8,410,000.00 34,352.13 0.00 A-8 0.00 10,000,000.00 40,846.77 0.00 A-9 0.00 3,936,000.00 16,077.29 0.00 A-10 0.00 17,040,000.00 69,602.90 0.00 A-11 0.00 0.00 26,619.92 0.00 A-R 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 B-1 0.00 4,762,034.78 25,317.74 0.00 B-2 0.00 1,269,743.88 6,750.70 0.00 B-3 0.00 634,871.94 3,375.35 0.00 B-4 0.00 475,411.13 2,527.56 0.00 B-5 0.00 317,931.19 1,690.31 0.00 B-6 0.00 317,782.10 1,689.51 0.00 Totals 0.00 293,062,320.65 6,756,592.77 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) A-1 92,000,000.00 85,577,510.45 104,865.63 1,521,678.69 0.00 0.00 A-2 100,000,000.00 93,019,033.10 113,984.38 1,653,998.58 0.00 0.00 A-3 0.00 0.00 0.00 0.00 0.00 0.00 A-4 46,260,000.00 37,838,370.96 137,507.34 1,995,334.26 0.00 0.00 A-5 17,888,000.00 17,888,000.00 0.00 0.00 0.00 0.00 A-6 17,103,000.00 17,103,000.00 0.00 0.00 0.00 0.00 A-7 8,410,000.00 8,410,000.00 0.00 0.00 0.00 0.00 A-8 10,000,000.00 10,000,000.00 0.00 0.00 0.00 0.00 A-9 3,936,000.00 3,936,000.00 0.00 0.00 0.00 0.00 A-10 17,040,000.00 17,040,000.00 0.00 0.00 0.00 0.00 A-11 0.00 0.00 0.00 0.00 0.00 0.00 A-R 50.00 0.00 0.00 0.00 0.00 0.00 A-LR 50.00 0.00 0.00 0.00 0.00 0.00 B-1 4,808,000.00 4,767,877.28 5,842.50 0.00 0.00 0.00 B-2 1,282,000.00 1,271,301.72 1,557.84 0.00 0.00 0.00 B-3 641,000.00 635,650.86 778.92 0.00 0.00 0.00 B-4 480,000.00 475,994.40 583.28 0.00 0.00 0.00 B-5 321,000.00 318,321.26 390.07 0.00 0.00 0.00 B-6 320,849.47 318,171.98 389.88 0.00 0.00 0.00 Totals 320,489,949.47 298,599,232.01 365,899.84 5,171,011.53 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 A-1 1,626,544.32 83,950,966.13 0.91251050 1,626,544.32 A-2 1,767,982.96 91,251,050.14 0.91251050 1,767,982.96 A-3 0.00 0.00 0.00000000 0.00 A-4 2,132,841.60 35,705,529.36 0.77184456 2,132,841.60 A-5 0.00 17,888,000.00 1.00000000 0.00 A-6 0.00 17,103,000.00 1.00000000 0.00 A-7 0.00 8,410,000.00 1.00000000 0.00 A-8 0.00 10,000,000.00 1.00000000 0.00 A-9 0.00 3,936,000.00 1.00000000 0.00 A-10 0.00 17,040,000.00 1.00000000 0.00 A-11 0.00 0.00 0.00000000 0.00 A-R 0.00 0.00 0.00000000 0.00 A-LR 0.00 0.00 0.00000000 0.00 B-1 5,842.50 4,762,034.78 0.99043985 5,842.50 B-2 1,557.84 1,269,743.88 0.99043984 1,557.84 B-3 778.92 634,871.94 0.99043984 778.92 B-4 583.28 475,411.13 0.99043985 583.28 B-5 390.07 317,931.19 0.99043984 390.07 B-6 389.88 317,782.10 0.99043985 389.88 Totals 5,536,911.37 293,062,320.65 0.91441969 5,536,911.37
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 92,000,000.00 930.19033098 1.13984380 16.53998576 0.00000000 A-2 100,000,000.00 930.19033100 1.13984380 16.53998580 0.00000000 A-3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-4 46,260,000.00 817.95008560 2.97248898 43.13303632 0.00000000 A-5 17,888,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-6 17,103,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-7 8,410,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-8 10,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-9 3,936,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-10 17,040,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A-11 0.00 0.00000000 0.00000000 0.00000000 0.00000000 A-R 50.00 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 4,808,000.00 991.65500832 1.21516223 0.00000000 0.00000000 B-2 1,282,000.00 991.65500780 1.21516381 0.00000000 0.00000000 B-3 641,000.00 991.65500780 1.21516381 0.00000000 0.00000000 B-4 480,000.00 991.65500000 1.21516667 0.00000000 0.00000000 B-5 321,000.00 991.65501558 1.21517134 0.00000000 0.00000000 B-6 320,849.47 991.65499634 1.21514927 0.00000000 0.00000000 (2) Per $1000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 17.67982957 912.51050141 0.91251050 17.67982957 A-2 0.00000000 17.67982960 912.51050140 0.91251050 17.67982960 A-3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-4 0.00000000 46.10552529 771.84456031 0.77184456 46.10552529 A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A-11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 1.21516223 990.43984609 0.99043985 1.21516223 B-2 0.00000000 1.21516381 990.43984399 0.99043984 1.21516381 B-3 0.00000000 1.21516381 990.43984399 0.99043984 1.21516381 B-4 0.00000000 1.21516667 990.43985417 0.99043985 1.21516667 B-5 0.00000000 1.21517134 990.43984424 0.99043984 1.21517134 B-6 0.00000000 1.21514927 990.43984707 0.99043985 1.21514927 (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 A-1 92,000,000.00 4.90138% 85,577,510.45 349,540.02 0.00 0.00 A-2 100,000,000.00 4.50000% 93,019,033.10 348,821.37 0.00 0.00 A-3 0.00 0.40138% 93,019,033.10 31,113.44 0.00 0.00 A-4 46,260,000.00 4.90138% 37,838,370.96 154,550.24 0.00 0.00 A-5 17,888,000.00 3.66200% 17,888,000.00 54,588.21 0.00 0.00 A-6 17,103,000.00 4.33000% 17,103,000.00 61,713.33 0.00 0.00 A-7 8,410,000.00 4.90138% 8,410,000.00 34,350.52 0.00 0.00 A-8 10,000,000.00 4.90138% 10,000,000.00 40,844.85 0.00 0.00 A-9 3,936,000.00 4.90138% 3,936,000.00 16,076.53 0.00 0.00 A-10 17,040,000.00 4.90138% 17,040,000.00 69,599.62 0.00 0.00 A-11 0.00 0.91287% 34,991,000.00 26,618.66 0.00 0.00 A-R 50.00 4.89933% 0.00 0.00 0.00 0.00 A-LR 50.00 4.89933% 0.00 0.00 0.00 0.00 B-1 4,808,000.00 4.90138% 4,767,877.28 19,474.32 0.00 0.00 B-2 1,282,000.00 4.90138% 1,271,301.72 5,192.61 0.00 0.00 B-3 641,000.00 4.90138% 635,650.86 2,596.31 0.00 0.00 B-4 480,000.00 4.90138% 475,994.40 1,944.19 0.00 0.00 B-5 321,000.00 4.90138% 318,321.26 1,300.18 0.00 0.00 B-6 320,849.47 4.90138% 318,171.98 1,299.57 0.00 0.00 Totals 320,489,949.47 1,219,623.97 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 A-1 (16.46) 0.00 349,556.48 0.00 83,950,966.13 A-2 (16.43) 0.00 348,837.80 0.00 91,251,050.14 A-3 (1.47) 0.00 31,114.90 0.00 91,251,050.14 A-4 (7.28) 0.00 154,557.52 0.00 35,705,529.36 A-5 (2.57) 0.00 54,590.78 0.00 17,888,000.00 A-6 (2.91) 0.00 61,716.23 0.00 17,103,000.00 A-7 (1.62) 0.00 34,352.13 0.00 8,410,000.00 A-8 (1.92) 0.00 40,846.77 0.00 10,000,000.00 A-9 (0.76) 0.00 16,077.29 0.00 3,936,000.00 A-10 (3.28) 0.00 69,602.90 0.00 17,040,000.00 A-11 (1.25) 0.00 26,619.92 0.00 34,991,000.00 A-R 0.00 0.00 0.00 0.00 0.00 A-LR 0.00 0.00 0.00 0.00 0.00 B-1 (0.92) 0.00 19,475.24 0.00 4,762,034.78 B-2 (0.24) 0.00 5,192.86 0.00 1,269,743.88 B-3 (0.12) 0.00 2,596.43 0.00 634,871.94 B-4 (0.09) 0.00 1,944.28 0.00 475,411.13 B-5 (0.06) 0.00 1,300.24 0.00 317,931.19 B-6 (0.06) 0.00 1,299.63 0.00 317,782.10 Totals (57.44) 0.00 1,219,681.40 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 A-1 92,000,000.00 4.90138% 930.19033098 3.79934804 0.00000000 0.00000000 A-2 100,000,000.00 4.50000% 930.19033100 3.48821370 0.00000000 0.00000000 A-3 0.00 0.40138% 930.19033100 0.31113440 0.00000000 0.00000000 A-4 46,260,000.00 4.90138% 817.95008560 3.34090445 0.00000000 0.00000000 A-5 17,888,000.00 3.66200% 1000.00000000 3.05166648 0.00000000 0.00000000 A-6 17,103,000.00 4.33000% 1000.00000000 3.60833363 0.00000000 0.00000000 A-7 8,410,000.00 4.90138% 1000.00000000 4.08448514 0.00000000 0.00000000 A-8 10,000,000.00 4.90138% 1000.00000000 4.08448500 0.00000000 0.00000000 A-9 3,936,000.00 4.90138% 1000.00000000 4.08448425 0.00000000 0.00000000 A-10 17,040,000.00 4.90138% 1000.00000000 4.08448474 0.00000000 0.00000000 A-11 0.00 0.91287% 1000.00000000 0.76072876 0.00000000 0.00000000 A-R 50.00 4.89933% 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 50.00 4.89933% 0.00000000 0.00000000 0.00000000 0.00000000 B-1 4,808,000.00 4.90138% 991.65500832 4.05039933 0.00000000 0.00000000 B-2 1,282,000.00 4.90138% 991.65500780 4.05039782 0.00000000 0.00000000 B-3 641,000.00 4.90138% 991.65500780 4.05040562 0.00000000 0.00000000 B-4 480,000.00 4.90138% 991.65500000 4.05039583 0.00000000 0.00000000 B-5 321,000.00 4.90138% 991.65501558 4.05040498 0.00000000 0.00000000 B-6 320,849.47 4.90138% 991.65499634 4.05040407 0.00000000 0.00000000 (5) All classes are per $1000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 (0.00017891) 0.00000000 3.79952696 0.00000000 912.51050141 A-2 (0.00016430) 0.00000000 3.48837800 0.00000000 912.51050140 A-3 (0.00001470) 0.00000000 0.31114900 0.00000000 912.51050140 A-4 (0.00015737) 0.00000000 3.34106182 0.00000000 771.84456031 A-5 (0.00014367) 0.00000000 3.05181015 0.00000000 1000.00000000 A-6 (0.00017015) 0.00000000 3.60850319 0.00000000 1000.00000000 A-7 (0.00019263) 0.00000000 4.08467658 0.00000000 1000.00000000 A-8 (0.00019200) 0.00000000 4.08467700 0.00000000 1000.00000000 A-9 (0.00019309) 0.00000000 4.08467734 0.00000000 1000.00000000 A-10 (0.00019249) 0.00000000 4.08467723 0.00000000 1000.00000000 A-11 (0.00003572) 0.00000000 0.76076477 0.00000000 1000.00000000 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 A-LR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 (0.00019135) 0.00000000 4.05059068 0.00000000 990.43984609 B-2 (0.00018721) 0.00000000 4.05059282 0.00000000 990.43984399 B-3 (0.00018721) 0.00000000 4.05059282 0.00000000 990.43984399 B-4 (0.00018750) 0.00000000 4.05058333 0.00000000 990.43985417 B-5 (0.00018692) 0.00000000 4.05059190 0.00000000 990.43984424 B-6 (0.00018700) 0.00000000 4.05059108 0.00000000 990.43984707 (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 51,456.36 Deposits Payments of Interest and Principal 6,782,436.90 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 0.00 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 6,782,436.90 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 62,423.20 Payment of Interest and Principal 6,756,592.76 Total Withdrawals (Pool Distribution Amount) 6,819,015.96 Ending Balance 14,877.30
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 2,216.02 Servicing Fee Support 2,273.46 Non-Supported Prepayment/Curtailment Interest Shortfall (57.44)
SERVICING FEES Gross Servicing Fee 62,208.33 Master Servicing Fee 2,488.33 Supported Prepayment/Curtailment Interest Shortfall 2,273.46 Net Servicing Fee 62,423.20
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 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 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 0.000000% 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 55,483.15
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 7,852,849.47 2.45026388% 7,777,775.02 2.65396623% 97.346034% 100.000000% Class B-1 3,044,849.47 0.95006083% 3,015,740.24 1.02904400% 1.624922% 0.000000% Class B-2 1,762,849.47 0.55004828% 1,745,996.36 0.59577647% 0.433268% 0.000000% Class B-3 1,121,849.47 0.35004201% 1,111,124.42 0.37914271% 0.216634% 0.000000% Class B-4 641,849.47 0.20027133% 635,713.29 0.21692085% 0.162222% 0.000000% Class B-5 320,849.47 0.10011218% 317,782.10 0.10843499% 0.108486% 0.000000% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.108435% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
COLLATERAL STATEMENT Collateral Description 10/1 CMT ARM Weighted Average Gross Coupon 5.161600% Weighted Average Net Coupon 4.901600% Weighted Average Pass-Through Rate 4.901600% Weighted Average Maturity(Stepdown Calculation ) 351 Beginning Scheduled Collateral Loan Count 567 Number Of Loans Paid In Full 9 Ending Scheduled Collateral Loan Count 558 Beginning Scheduled Collateral Balance 298,599,232.00 Ending Scheduled Collateral Balance 293,062,320.64 Ending Actual Collateral Balance at 30-Nov-2004 296,507,498.37 Monthly P &I Constant 1,656,310.74 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 6,715,185.67 Ending scheduled Balance For discounted Loans 293,062,320.64 Scheduled Principal 365,899.83 Unscheduled Principal 5,171,011.53 Unpaid Principal Balance Of Outstanding Mortgage Loans With Original LTV: Less Than Or Equal To 80% 291,834,308.09 Greater Than 80%, less than or equal to 85% 0.00 Greater than 85%, less than or equal to 95% 1,223,885.39 Greater than 95% 0.00
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