-----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, Ag/u7bPOTVkzOCianAKOtGX+2k0U9Tr+3SX7ujIifO+FtRh/j2sjQWOr9OPEXMSd MMWMRwjdL9SoUI7YrBrBJQ== 0001056404-05-000115.txt : 20050104 0001056404-05-000115.hdr.sgml : 20050104 20050104092607 ACCESSION NUMBER: 0001056404-05-000115 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: J.P. Morgan Mortgage Trust 2004-A2 CENTRAL INDEX KEY: 0001288667 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: 333-109775-03 FILM NUMBER: 05504107 BUSINESS ADDRESS: STREET 1: 60 WALL STREET CITY: NEW YORK STATE: NY ZIP: 10260 BUSINESS PHONE: 2126487741 MAIL ADDRESS: STREET 1: 60 WALL STREET CITY: NEW YORK STATE: NY ZIP: 10260 8-K 1 jpm040a2_dec.txt DECEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): December 27, 2004 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-03 Pooling and Servicing Agreement) (Commission 54-2151953 (State or other File Number) 54-2151954 jurisdiction 54-2151955 of Incorporation) IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, Maryland 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 J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A2 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-A2 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. J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A2 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: 1/3/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A2 Trust, relating to the December 27, 2004 distribution. EX-99.1
J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Series 2004-A2 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 1-A1 466247CC5 SEN 3.81000% 62,836,124.49 199,504.69 838,762.16 1-A2 466247CD3 SEN 4.14000% 63,273,380.14 218,293.16 844,598.82 1-A3 466247CE1 IO 0.60072% 0.00 63,130.23 0.00 AR 466247CN1 SEN 4.59221% 0.00 0.00 0.00 2-A1 466247CF8 SEN 4.33500% 7,417,023.51 26,794.00 311,918.82 2-A2 466247CG6 SEN 4.07000% 38,554,151.76 130,762.82 1,621,373.51 2-A3 466247CH4 SEN 4.07000% 654,088.76 2,218.45 27,507.34 2-A4 466247CJ0 IO 0.68202% 0.00 26,499.48 0.00 3-A1 466247CK7 SEN 5.13565% 79,424,012.78 339,911.76 2,031,726.79 4-A1 466247CL5 SEN 3.50000% 54,696,978.90 159,532.85 688,664.56 4-A2 466247CM3 IO 0.26553% 0.00 12,102.96 0.00 B-1 466247CP6 SUB 4.57790% 5,548,904.17 21,168.62 3,923.73 B-2 466247CQ4 SUB 4.57790% 2,952,535.70 11,263.68 2,087.79 B-3 466247CR2 SUB 4.57790% 1,291,715.71 4,927.79 913.39 B-4 466247CS0 SUB 4.57790% 1,107,213.33 4,223.93 782.93 B-5 466247CT8 SUB 4.57790% 553,606.66 2,111.96 391.46 B-6 466247CU5 SUB 4.57790% 1,107,467.09 4,224.90 783.11 Totals 319,417,203.00 1,226,671.28 6,373,434.41
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 61,997,362.34 1,038,266.85 0.00 1-A2 0.00 62,428,781.32 1,062,891.98 0.00 1-A3 0.00 0.00 63,130.23 0.00 AR 0.00 0.00 0.00 0.00 2-A1 0.00 7,105,104.69 338,712.82 0.00 2-A2 0.00 36,932,778.25 1,752,136.33 0.00 2-A3 0.00 626,581.42 29,725.79 0.00 2-A4 0.00 0.00 26,499.48 0.00 3-A1 0.00 77,392,285.99 2,371,638.55 0.00 4-A1 0.00 54,008,314.34 848,197.41 0.00 4-A2 0.00 0.00 12,102.96 0.00 B-1 0.00 5,544,980.45 25,092.35 0.00 B-2 0.00 2,950,447.91 13,351.47 0.00 B-3 0.00 1,290,802.31 5,841.18 0.00 B-4 0.00 1,106,430.40 5,006.86 0.00 B-5 0.00 553,215.20 2,503.42 0.00 B-6 0.00 1,106,683.98 5,008.01 0.00 Totals 0.00 313,043,768.60 7,600,105.69 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) 1-A1 75,000,000.00 62,836,124.49 68,598.33 770,163.83 0.00 0.00 1-A2 75,521,900.00 63,273,380.14 69,075.68 775,523.14 0.00 0.00 1-A3 0.00 0.00 0.00 0.00 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 2-A1 8,000,000.00 7,417,023.51 3,681.51 308,237.31 0.00 0.00 2-A2 41,584,500.00 38,554,151.76 19,136.72 1,602,236.79 0.00 0.00 2-A3 705,500.00 654,088.76 324.66 27,182.68 0.00 0.00 2-A4 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 85,400,000.00 79,424,012.78 25,755.76 2,005,971.03 0.00 0.00 4-A1 72,037,000.00 54,696,978.90 27,899.77 660,764.79 0.00 0.00 4-A2 0.00 0.00 0.00 0.00 0.00 0.00 B-1 5,575,900.00 5,548,904.17 3,923.73 0.00 0.00 0.00 B-2 2,966,900.00 2,952,535.70 2,087.79 0.00 0.00 0.00 B-3 1,298,000.00 1,291,715.71 913.39 0.00 0.00 0.00 B-4 1,112,600.00 1,107,213.33 782.93 0.00 0.00 0.00 B-5 556,300.00 553,606.66 391.46 0.00 0.00 0.00 B-6 1,112,855.00 1,107,467.09 783.11 0.00 0.00 0.00 Totals 370,871,555.00 319,417,203.00 223,354.84 6,150,079.57 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 1-A1 838,762.16 61,997,362.34 0.82663150 838,762.16 1-A2 844,598.82 62,428,781.32 0.82663150 844,598.82 1-A3 0.00 0.00 0.00000000 0.00 AR 0.00 0.00 0.00000000 0.00 2-A1 311,918.82 7,105,104.69 0.88813809 311,918.82 2-A2 1,621,373.51 36,932,778.25 0.88813809 1,621,373.51 2-A3 27,507.34 626,581.42 0.88813809 27,507.34 2-A4 0.00 0.00 0.00000000 0.00 3-A1 2,031,726.79 77,392,285.99 0.90623286 2,031,726.79 4-A1 688,664.56 54,008,314.34 0.74973020 688,664.56 4-A2 0.00 0.00 0.00000000 0.00 B-1 3,923.73 5,544,980.45 0.99445479 3,923.73 B-2 2,087.79 2,950,447.91 0.99445479 2,087.79 B-3 913.39 1,290,802.31 0.99445478 913.39 B-4 782.93 1,106,430.40 0.99445479 782.93 B-5 391.46 553,215.20 0.99445479 391.46 B-6 783.11 1,106,683.98 0.99445479 783.11 Totals 6,373,434.41 313,043,768.60 0.84407597 6,373,434.41
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 75,000,000.00 837.81499320 0.91464440 10.26885107 0.00000000 1-A2 75,521,900.00 837.81499327 0.91464436 10.26885102 0.00000000 1-A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 8,000,000.00 927.12793875 0.46018875 38.52966375 0.00000000 2-A2 41,584,500.00 927.12793853 0.46018877 38.52966346 0.00000000 2-A3 705,500.00 927.12793763 0.46018427 38.52966690 0.00000000 2-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 85,400,000.00 930.02356885 0.30158970 23.48912213 0.00000000 4-A1 72,037,000.00 759.29007177 0.38729778 9.17257507 0.00000000 4-A2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B-1 5,575,900.00 995.15848025 0.70369447 0.00000000 0.00000000 B-2 2,966,900.00 995.15848192 0.70369409 0.00000000 0.00000000 B-3 1,298,000.00 995.15848228 0.70369029 0.00000000 0.00000000 B-4 1,112,600.00 995.15848463 0.70369405 0.00000000 0.00000000 B-5 556,300.00 995.15847564 0.70368506 0.00000000 0.00000000 B-6 1,112,855.00 995.15847977 0.70369455 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 1-A1 0.00000000 11.18349547 826.63149787 0.82663150 11.18349547 1-A2 0.00000000 11.18349538 826.63149788 0.82663150 11.18349538 1-A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 38.98985250 888.13808625 0.88813809 38.98985250 2-A2 0.00000000 38.98985223 888.13808631 0.88813809 38.98985223 2-A3 0.00000000 38.98985117 888.13808646 0.88813809 38.98985117 2-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 23.79071183 906.23285703 0.90623286 23.79071183 4-A1 0.00000000 9.55987284 749.73019893 0.74973020 9.55987284 4-A2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B-1 0.00000000 0.70369447 994.45478757 0.99445479 0.70369447 B-2 0.00000000 0.70369409 994.45478783 0.99445479 0.70369409 B-3 0.00000000 0.70369029 994.45478428 0.99445478 0.70369029 B-4 0.00000000 0.70369405 994.45479058 0.99445479 0.70369405 B-5 0.00000000 0.70368506 994.45479058 0.99445479 0.70368506 B-6 0.00000000 0.70369455 994.45478521 0.99445479 0.70369455 (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 1-A1 75,000,000.00 3.81000% 62,836,124.49 199,504.69 0.00 0.00 1-A2 75,521,900.00 4.14000% 63,273,380.14 218,293.16 0.00 0.00 1-A3 0.00 0.60072% 126,109,504.63 63,130.23 0.00 0.00 AR 100.00 4.59221% 0.00 0.00 0.00 0.00 2-A1 8,000,000.00 4.33500% 7,417,023.51 26,794.00 0.00 0.00 2-A2 41,584,500.00 4.07000% 38,554,151.76 130,762.82 0.00 0.00 2-A3 705,500.00 4.07000% 654,088.76 2,218.45 0.00 0.00 2-A4 0.00 0.68202% 46,625,264.03 26,499.48 0.00 0.00 3-A1 85,400,000.00 5.13565% 79,424,012.78 339,911.76 0.00 0.00 4-A1 72,037,000.00 3.50000% 54,696,978.90 159,532.85 0.00 0.00 4-A2 0.00 0.26553% 54,696,978.90 12,102.96 0.00 0.00 B-1 5,575,900.00 4.57790% 5,548,904.17 21,168.62 0.00 0.00 B-2 2,966,900.00 4.57790% 2,952,535.70 11,263.68 0.00 0.00 B-3 1,298,000.00 4.57790% 1,291,715.71 4,927.79 0.00 0.00 B-4 1,112,600.00 4.57790% 1,107,213.33 4,223.93 0.00 0.00 B-5 556,300.00 4.57790% 553,606.66 2,111.96 0.00 0.00 B-6 1,112,855.00 4.57790% 1,107,467.09 4,224.90 0.00 0.00 Totals 370,871,555.00 1,226,671.28 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 1-A1 0.00 0.00 199,504.69 0.00 61,997,362.34 1-A2 0.00 0.00 218,293.16 0.00 62,428,781.32 1-A3 0.00 0.00 63,130.23 0.00 124,426,143.65 AR 0.00 0.00 0.00 0.00 0.00 2-A1 0.00 0.00 26,794.00 0.00 7,105,104.69 2-A2 0.00 0.00 130,762.82 0.00 36,932,778.25 2-A3 0.00 0.00 2,218.45 0.00 626,581.42 2-A4 0.00 0.00 26,499.48 0.00 44,664,464.36 3-A1 0.00 0.00 339,911.76 0.00 77,392,285.99 4-A1 0.00 0.00 159,532.85 0.00 54,008,314.34 4-A2 0.00 0.00 12,102.96 0.00 54,008,314.34 B-1 0.00 0.00 21,168.62 0.00 5,544,980.45 B-2 0.00 0.00 11,263.68 0.00 2,950,447.91 B-3 0.00 0.00 4,927.79 0.00 1,290,802.31 B-4 0.00 0.00 4,223.93 0.00 1,106,430.40 B-5 0.00 0.00 2,111.96 0.00 553,215.20 B-6 0.00 0.00 4,224.90 0.00 1,106,683.98 Totals 0.00 0.00 1,226,671.28 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 1-A1 75,000,000.00 3.81000% 837.81499320 2.66006253 0.00000000 0.00000000 1-A2 75,521,900.00 4.14000% 837.81499327 2.89046171 0.00000000 0.00000000 1-A3 0.00 0.60072% 837.81499323 0.41940894 0.00000000 0.00000000 AR 100.00 4.59221% 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 8,000,000.00 4.33500% 927.12793875 3.34925000 0.00000000 0.00000000 2-A2 41,584,500.00 4.07000% 927.12793853 3.14450865 0.00000000 0.00000000 2-A3 705,500.00 4.07000% 927.12793763 3.14450744 0.00000000 0.00000000 2-A4 0.00 0.68202% 927.12793856 0.52693339 0.00000000 0.00000000 3-A1 85,400,000.00 5.13565% 930.02356885 3.98023138 0.00000000 0.00000000 4-A1 72,037,000.00 3.50000% 759.29007177 2.21459597 0.00000000 0.00000000 4-A2 0.00 0.26553% 759.29007177 0.16801033 0.00000000 0.00000000 B-1 5,575,900.00 4.57790% 995.15848025 3.79644900 0.00000000 0.00000000 B-2 2,966,900.00 4.57790% 995.15848192 3.79644747 0.00000000 0.00000000 B-3 1,298,000.00 4.57790% 995.15848228 3.79644838 0.00000000 0.00000000 B-4 1,112,600.00 4.57790% 995.15848463 3.79644976 0.00000000 0.00000000 B-5 556,300.00 4.57790% 995.15847564 3.79644077 0.00000000 0.00000000 B-6 1,112,855.00 4.57790% 995.15847977 3.79645147 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 1-A1 0.00000000 0.00000000 2.66006253 0.00000000 826.63149787 1-A2 0.00000000 0.00000000 2.89046171 0.00000000 826.63149788 1-A3 0.00000000 0.00000000 0.41940894 0.00000000 826.63149781 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 0.00000000 3.34925000 0.00000000 888.13808625 2-A2 0.00000000 0.00000000 3.14450865 0.00000000 888.13808631 2-A3 0.00000000 0.00000000 3.14450744 0.00000000 888.13808646 2-A4 0.00000000 0.00000000 0.52693339 0.00000000 888.13808630 3-A1 0.00000000 0.00000000 3.98023138 0.00000000 906.23285703 4-A1 0.00000000 0.00000000 2.21459597 0.00000000 749.73019893 4-A2 0.00000000 0.00000000 0.16801033 0.00000000 749.73019893 B-1 0.00000000 0.00000000 3.79644900 0.00000000 994.45478757 B-2 0.00000000 0.00000000 3.79644747 0.00000000 994.45478783 B-3 0.00000000 0.00000000 3.79644838 0.00000000 994.45478428 B-4 0.00000000 0.00000000 3.79644976 0.00000000 994.45479058 B-5 0.00000000 0.00000000 3.79644077 0.00000000 994.45479058 B-6 0.00000000 0.00000000 3.79645147 0.00000000 994.45478521 (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 7,667,142.04 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 10,611.07 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 7,677,753.11 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 77,647.42 Payment of Interest and Principal 7,600,105.69 Total Withdrawals (Pool Distribution Amount) 7,677,753.11 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 74,985.62 LPMI 0.00 Master Servicing Fee 2,661.80 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 77,647.42
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,189,768.40 0.00 0.00 0.00 1,189,768.40 60 Days 2 0 0 0 2 735,180.79 0.00 0.00 0.00 735,180.79 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 313,177.50 0.00 0.00 0.00 313,177.50 150 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 6 0 0 0 6 2,238,126.69 0.00 0.00 0.00 2,238,126.69 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 0.448430% 0.000000% 0.000000% 0.000000% 0.448430% 0.379854% 0.000000% 0.000000% 0.000000% 0.379854% 60 Days 0.298954% 0.000000% 0.000000% 0.000000% 0.298954% 0.234719% 0.000000% 0.000000% 0.000000% 0.234719% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.149477% 0.000000% 0.000000% 0.000000% 0.149477% 0.099987% 0.000000% 0.000000% 0.000000% 0.099987% 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 0.896861% 0.000000% 0.000000% 0.000000% 0.896861% 0.714560% 0.000000% 0.000000% 0.000000% 0.714560%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 814,381.77 0.00 0.00 0.00 814,381.77 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 1 0 0 0 1 313,177.50 0.00 0.00 0.00 313,177.50 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1,127,559.27 0.00 0.00 0.00 1,127,559.27 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.675676% 0.000000% 0.000000% 0.000000% 0.675676% 0.627427% 0.000000% 0.000000% 0.000000% 0.627427% 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 0.337838% 0.000000% 0.000000% 0.000000% 0.337838% 0.241282% 0.000000% 0.000000% 0.000000% 0.241282% 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 1.013514% 0.000000% 0.000000% 0.000000% 1.013514% 0.868709% 0.000000% 0.000000% 0.000000% 0.868709% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP2 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 1 375,386.63 0.00 0.00 0.00 375,386.63 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 1 375,386.63 0.00 0.00 0.00 375,386.63 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.961538% 0.000000% 0.000000% 0.000000% 0.961538% 0.808212% 0.000000% 0.000000% 0.000000% 0.808212% 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 0.961538% 0.000000% 0.000000% 0.000000% 0.961538% 0.808212% 0.000000% 0.000000% 0.000000% 0.808212% DELINQUENT BANKRUPTCY FORECLOSURE REO Total GROUP3 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 GROUP4 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 2 0 0 0 2 735,180.79 0.00 0.00 0.00 735,180.79 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 2 0 0 0 2 735,180.79 0.00 0.00 0.00 735,180.79 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 1.785714% 0.000000% 0.000000% 0.000000% 1.785714% 1.299909% 0.000000% 0.000000% 0.000000% 1.299909% 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 1.785714% 0.000000% 0.000000% 0.000000% 1.785714% 1.299909% 0.000000% 0.000000% 0.000000% 1.299909%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 10,611.07
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 370,871,455.00 99.99997304% 313,043,768.60 99.99999999% 95.990158% 0.000000% Class 1-A-1 295,871,455.00 79.77733828% 251,046,406.26 80.19530539% 19.804695% 493.902129% Class 1-A-2 220,349,555.00 59.41398094% 188,617,624.94 60.25279652% 19.942509% 497.339029% Class 1-A-3 220,349,555.00 59.41398094% 188,617,624.94 60.25279652% 0.000000% 0.000000% Class 2-A-1 212,349,555.00 57.25689990% 181,512,520.25 57.98311241% 2.269684% 56.602833% Class 2-A-2 170,765,055.00 46.04425783% 144,579,742.00 46.18515252% 11.797960% 294.225063% Class 2-A-3 170,059,555.00 45.85403025% 143,953,160.58 45.98499475% 0.200158% 4.991662% Class 2-A-4 170,059,555.00 45.85403025% 143,953,160.58 45.98499475% 0.000000% 0.000000% Class 3-A-1 84,659,555.00 22.82719013% 66,560,874.59 21.26248188% 24.722513% 616.545824% Class 4-A-1 12,622,555.00 3.40348426% 12,552,560.25 4.00984192% 17.252640% 430.257360% Class 4-A-2 12,622,555.00 3.40348426% 12,552,560.25 4.00984192% 0.000000% 0.000000% Class B-1 7,046,655.00 1.90002574% 7,007,579.80 2.23853036% 1.771312% 44.174099% Class B-2 4,079,755.00 1.10004527% 4,057,131.89 1.29602704% 0.942503% 23.504750% Class B-3 2,781,755.00 0.75005887% 2,766,329.58 0.88368780% 0.412339% 10.283180% Class B-4 1,669,155.00 0.45006283% 1,659,899.18 0.53024508% 0.353443% 8.814380% Class B-5 1,112,855.00 0.30006480% 1,106,683.98 0.35352372% 0.176721% 4.407190% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.353524% 8.816400% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 100,000.00 0.02696351% 100,000.00 0.03194441% Fraud 3,708,716.00 1.00000012% 3,708,716.00 1.18472762% Special Hazard 3,770,000.00 1.01652444% 3,479,098.24 1.11137757% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.900120% Weighted Average Net Coupon 4.618410% Weighted Average Pass-Through Rate 4.608410% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 678 Number Of Loans Paid In Full 9 Ending Scheduled Collateral Loan Count 669 Beginning Scheduled Collateral Balance 319,417,203.03 Ending Scheduled Collateral Balance 313,043,768.62 Ending Actual Collateral Balance at 30-Nov-2004 313,217,621.21 Monthly P &I Constant 1,527,673.56 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 7,543,302.41 Ending Scheduled Balance for Premium Loans 313,043,768.62 Scheduled Principal 223,354.84 Unscheduled Principal 6,150,079.57
Group Level Collateral Statement Group GROUP1 GROUP2 GROUP3 Collateral Description 5/1 CMT ARM 7/1 CMT ARM 10/1 CMT ARM Weighted Average Coupon Rate 4.841031 5.156387 5.450963 Weighted Average Net Rate 4.586290 4.804176 5.145652 Weighted Average Maturity 349 349 349 Beginning Loan Count 299 106 160 Loans Paid In Full 3 2 3 Ending Loan Count 296 104 157 Beginning Scheduled Balance 131,368,248.87 48,391,267.30 82,434,256.82 Ending scheduled Balance 129,679,146.91 46,429,591.06 80,401,553.86 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 673,379.83 231,956.22 401,186.97 Scheduled Principal 143,414.99 24,019.46 26,731.93 Unscheduled Principal 1,545,686.97 1,937,656.78 2,005,971.03 Scheduled Interest 529,964.84 207,936.76 374,455.04 Servicing Fees 27,887.41 14,203.29 20,973.36 Master Servicing Fees 1,094.73 403.25 686.96 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 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 500,982.70 193,330.22 352,794.72 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 4.576290 4.794176 5.135652
Group Level Collateral Statement Group GROUP4 Total Collateral Description 3/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 4.025528 4.900120 Weighted Average Net Rate 3.775527 4.618410 Weighted Average Maturity 352 350 Beginning Loan Count 113 678 Loans Paid In Full 1 9 Ending Loan Count 112 669 Beginning Scheduled Balance 57,223,430.04 319,417,203.03 Ending scheduled Balance 56,533,476.79 313,043,768.62 Record Date 11/30/2004 11/30/2004 Principal And Interest Constant 221,150.54 1,527,673.56 Scheduled Principal 29,188.46 223,354.84 Unscheduled Principal 660,764.79 6,150,079.57 Scheduled Interest 191,962.08 1,304,318.72 Servicing Fees 11,921.56 74,985.62 Master Servicing Fees 476.86 2,661.80 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 179,563.66 1,226,671.30 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 3.765528 4.608410
Miscellaneous Reporting Group GROUP1 Senior Percentage 95.996944% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.003056% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP2 Senior Percentage 96.350574% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.649426% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0 Group GROUP3 Senior Percentage 96.348309% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.651691% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0
Miscellaneous Reporting Group GROUP4 Senior Percentage 95.584936% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.415064% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Principal Transfer 0
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