-----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, CeCknMxE5sKoFxQblHLvJAncb1egMZO/Ng7+Vk29DrgkO4TToJNH8qmvyjxWxiCt v1AdbSRkoQnWjSbX1O+HkA== 0001056404-04-002846.txt : 20040903 0001056404-04-002846.hdr.sgml : 20040903 20040903095946 ACCESSION NUMBER: 0001056404-04-002846 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040825 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040903 DATE AS OF CHANGE: 20040903 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-5 CENTRAL INDEX KEY: 0001288968 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-92140-44 FILM NUMBER: 041015341 BUSINESS ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 8-K 1 srm04005_aug.txt AUGUST 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): August 25, 2004 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-92140-44 54-2152455 54-6612488 Pooling and Servicing Agreement) (Commission 54-2152456 54-6616716 (State or other File Number) 54-2152457 54-6616717 jurisdiction 54-2152458 54-6616718 of Incorporation) 54-2152459 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 August 25, 2004 a distribution was made to holders of STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-5 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 2004-5 Trust, relating to the August 25, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-5 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 8/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-5 Trust, relating to the August 25, 2004 distribution. EX-99.1
Structured Adjustable Rate Mortgage Loan Trust Mortgage Pass-Through Certificates Record Date: 7/31/04 Distribution Date: 8/25/04 SARM Series: 2004-5 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 86359BPM7 SEN 4.54189% 198,617,487.55 751,748.37 4,473,347.99 2-A 86359BPP0 SEN 4.70296% 128,526,425.43 503,712.56 1,488,250.17 3-A1 86359BPQ8 SEN 4.38000% 289,618,309.89 1,057,106.83 5,072,636.84 3-A2 86359BPR6 SEN 4.90000% 120,674,295.79 492,753.37 2,113,598.68 3-A3 86359BPS4 SEN 3.93000% 9,653,943.66 31,616.67 169,087.89 3-A4 86359BPT2 SEN 4.20000% 24,134,859.16 84,472.01 422,719.74 3-A5 86359BPU9 SEN 4.37700% 96,769,200.49 352,965.66 1,694,903.24 3-A6 86359BPV7 SEN 4.38000% 7,240,457.75 26,427.67 126,815.92 3-AX 86359BPW5 SEN 4.48000% 0.00 155,788.28 0.00 3-PAX 86359BPX3 SEN 4.48000% 0.00 95,238.83 0.00 4-A 86359BPY1 SEN 4.62600% 96,599,638.56 372,391.61 488,261.72 4-AX 86359BPZ8 SEN 4.62600% 0.00 30,678.01 0.00 5-A 86359BQA2 SEN 5.00000% 107,827,941.70 449,283.09 469,896.30 5-AX 86359BQB0 SEN 5.00000% 0.00 17,644.65 0.00 B1 86359BQC8 SUB 4.63456% 48,226,329.66 186,256.60 9,755.05 B2 86359BQD6 SUB 4.63456% 10,849,549.99 41,902.43 2,194.61 B3 86359BQE4 SUB 4.63456% 6,026,417.32 23,274.84 1,219.00 B4 86359BQG9 SUB 4.63456% 6,026,417.32 23,274.84 1,219.00 B5 86359BQH7 SUB 4.63456% 4,218,492.13 16,292.39 853.30 B6 86359BQJ3 SUB 4.63456% 3,026,563.72 11,689.00 612.20 P-I SRM0405P1 SEN 0.00000% 0.00 10,205.19 0.00 P-II SRM0405P2 SEN 0.00000% 0.00 16,886.40 0.00 R 86359BQF1 SEN 4.55276% 0.00 0.00 0.00 Totals 1,158,036,330.12 4,751,609.30 16,535,371.65
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 194,144,139.57 5,225,096.36 0.00 2-A 0.00 127,038,175.27 1,991,962.73 0.00 3-A1 0.00 284,545,673.05 6,129,743.67 0.00 3-A2 0.00 118,560,697.11 2,606,352.05 0.00 3-A3 0.00 9,484,855.77 200,704.56 0.00 3-A4 0.00 23,712,139.42 507,191.75 0.00 3-A5 0.00 95,074,297.25 2,047,868.90 0.00 3-A6 0.00 7,113,641.83 153,243.59 0.00 3-AX 0.00 0.00 155,788.28 0.00 3-PAX 0.00 0.00 95,238.83 0.00 4-A 0.00 96,111,376.84 860,653.33 0.00 4-AX 0.00 0.00 30,678.01 0.00 5-A 0.00 107,358,045.40 919,179.39 0.00 5-AX 0.00 0.00 17,644.65 0.00 B1 0.00 48,216,574.61 196,011.65 0.00 B2 0.00 10,847,355.38 44,097.04 0.00 B3 0.00 6,025,198.32 24,493.84 0.00 B4 0.00 6,025,198.32 24,493.84 0.00 B5 0.00 4,217,638.82 17,145.69 0.00 B6 0.00 3,025,951.52 12,301.20 0.00 P-I 0.00 0.00 10,205.19 0.00 P-II 0.00 0.00 16,886.40 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 1,141,500,958.48 21,286,980.95 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A1 215,075,000.00 198,617,487.55 51,784.28 4,421,563.71 0.00 0.00 2-A 134,226,000.00 128,526,425.43 24,008.49 1,464,241.68 0.00 0.00 3-A1 300,000,000.00 289,618,309.89 46,032.83 5,026,604.01 0.00 0.00 3-A2 125,000,000.00 120,674,295.79 19,180.35 2,094,418.34 0.00 0.00 3-A3 10,000,000.00 9,653,943.66 1,534.43 167,553.47 0.00 0.00 3-A4 25,000,000.00 24,134,859.16 3,836.07 418,883.67 0.00 0.00 3-A5 100,238,000.00 96,769,200.49 15,380.80 1,679,522.44 0.00 0.00 3-A6 7,500,000.00 7,240,457.75 1,150.82 125,665.10 0.00 0.00 3-AX 0.00 0.00 0.00 0.00 0.00 0.00 3-PAX 0.00 0.00 0.00 0.00 0.00 0.00 4-A 99,980,000.00 96,599,638.56 31,803.11 456,458.61 0.00 0.00 4-AX 0.00 0.00 0.00 0.00 0.00 0.00 5-A 110,980,000.00 107,827,941.70 23,195.03 446,701.27 0.00 0.00 5-AX 0.00 0.00 0.00 0.00 0.00 0.00 B1 48,255,000.00 48,226,329.66 9,755.05 0.00 0.00 0.00 B2 10,856,000.00 10,849,549.99 2,194.61 0.00 0.00 0.00 B3 6,030,000.00 6,026,417.32 1,219.00 0.00 0.00 0.00 B4 6,030,000.00 6,026,417.32 1,219.00 0.00 0.00 0.00 B5 4,221,000.00 4,218,492.13 853.30 0.00 0.00 0.00 B6 3,028,363.00 3,026,563.72 612.20 0.00 0.00 0.00 P-I 0.00 0.00 0.00 0.00 0.00 0.00 P-II 0.00 0.00 0.00 0.00 0.00 0.00 R 100.00 0.00 0.00 0.00 0.00 0.00 Totals 1,206,419,463.00 1,158,036,330.12 233,759.37 16,301,612.30 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 4,473,347.99 194,144,139.57 0.90268111 4,473,347.99 2-A 1,488,250.17 127,038,175.27 0.94644983 1,488,250.17 3-A1 5,072,636.84 284,545,673.05 0.94848558 5,072,636.84 3-A2 2,113,598.68 118,560,697.11 0.94848558 2,113,598.68 3-A3 169,087.89 9,484,855.77 0.94848558 169,087.89 3-A4 422,719.74 23,712,139.42 0.94848558 422,719.74 3-A5 1,694,903.24 95,074,297.25 0.94848558 1,694,903.24 3-A6 126,815.92 7,113,641.83 0.94848558 126,815.92 3-AX 0.00 0.00 0.00000000 0.00 3-PAX 0.00 0.00 0.00000000 0.00 4-A 488,261.72 96,111,376.84 0.96130603 488,261.72 4-AX 0.00 0.00 0.00000000 0.00 5-A 469,896.30 107,358,045.40 0.96736390 469,896.30 5-AX 0.00 0.00 0.00000000 0.00 B1 9,755.05 48,216,574.61 0.99920370 9,755.05 B2 2,194.61 10,847,355.38 0.99920370 2,194.61 B3 1,219.00 6,025,198.32 0.99920370 1,219.00 B4 1,219.00 6,025,198.32 0.99920370 1,219.00 B5 853.30 4,217,638.82 0.99920370 853.30 B6 612.20 3,025,951.52 0.99920370 612.20 P-I 0.00 0.00 0.00000000 0.00 P-II 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 16,535,371.65 1,141,500,958.48 0.94618911 16,535,371.65
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 215,075,000.00 923.48012345 0.24077313 20.55824113 0.00000000 2-A 134,226,000.00 957.53747731 0.17886617 10.90877833 0.00000000 3-A1 300,000,000.00 965.39436630 0.15344277 16.75534670 0.00000000 3-A2 125,000,000.00 965.39436632 0.15344280 16.75534672 0.00000000 3-A3 10,000,000.00 965.39436600 0.15344300 16.75534700 0.00000000 3-A4 25,000,000.00 965.39436640 0.15344280 16.75534680 0.00000000 3-A5 100,238,000.00 965.39436631 0.15344281 16.75534667 0.00000000 3-A6 7,500,000.00 965.39436667 0.15344267 16.75534667 0.00000000 3-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-PAX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 4-A 99,980,000.00 966.18962352 0.31809472 4.56549920 0.00000000 4-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A 110,980,000.00 971.59796089 0.20900189 4.02506100 0.00000000 5-AX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 48,255,000.00 999.40585763 0.20215625 0.00000000 0.00000000 B2 10,856,000.00 999.40585759 0.20215641 0.00000000 0.00000000 B3 6,030,000.00 999.40585738 0.20215589 0.00000000 0.00000000 B4 6,030,000.00 999.40585738 0.20215589 0.00000000 0.00000000 B5 4,221,000.00 999.40585880 0.20215589 0.00000000 0.00000000 B6 3,028,363.00 999.40585722 0.20215542 0.00000000 0.00000000 P-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes 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 20.79901425 902.68110924 0.90268111 20.79901425 2-A 0.00000000 11.08764450 946.44983289 0.94644983 11.08764450 3-A1 0.00000000 16.90878947 948.48557683 0.94848558 16.90878947 3-A2 0.00000000 16.90878944 948.48557688 0.94848558 16.90878944 3-A3 0.00000000 16.90878900 948.48557700 0.94848558 16.90878900 3-A4 0.00000000 16.90878960 948.48557680 0.94848558 16.90878960 3-A5 0.00000000 16.90878948 948.48557683 0.94848558 16.90878948 3-A6 0.00000000 16.90878933 948.48557733 0.94848558 16.90878933 3-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-PAX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4-A 0.00000000 4.88359392 961.30602961 0.96130603 4.88359392 4-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A 0.00000000 4.23406289 967.36389800 0.96736390 4.23406289 5-AX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.20215625 999.20370138 0.99920370 0.20215625 B2 0.00000000 0.20215641 999.20370118 0.99920370 0.20215641 B3 0.00000000 0.20215589 999.20370149 0.99920370 0.20215589 B4 0.00000000 0.20215589 999.20370149 0.99920370 0.20215589 B5 0.00000000 0.20215589 999.20370054 0.99920370 0.20215589 B6 0.00000000 0.20215542 999.20370180 0.99920370 0.20215542 P-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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 1-A1 215,075,000.00 4.54189% 198,617,487.55 751,748.37 0.00 0.00 2-A 134,226,000.00 4.70296% 128,526,425.43 503,712.57 0.00 0.00 3-A1 300,000,000.00 4.38000% 289,618,309.89 1,057,106.83 0.00 0.00 3-A2 125,000,000.00 4.90000% 120,674,295.79 492,753.37 0.00 0.00 3-A3 10,000,000.00 3.93000% 9,653,943.66 31,616.67 0.00 0.00 3-A4 25,000,000.00 4.20000% 24,134,859.16 84,472.01 0.00 0.00 3-A5 100,238,000.00 4.37700% 96,769,200.49 352,965.66 0.00 0.00 3-A6 7,500,000.00 4.38000% 7,240,457.75 26,427.67 0.00 0.00 3-AX 0.00 4.48000% 41,729,003.39 155,788.28 0.00 0.00 3-PAX 0.00 4.48000% 25,510,400.77 95,238.83 0.00 0.00 4-A 99,980,000.00 4.62600% 96,599,638.56 372,391.61 0.00 0.00 4-AX 0.00 4.62600% 7,957,980.47 30,678.01 0.00 0.00 5-A 110,980,000.00 5.00000% 107,827,941.70 449,283.09 0.00 0.00 5-AX 0.00 5.00000% 4,234,715.28 17,644.65 0.00 0.00 B1 48,255,000.00 4.63456% 48,226,329.66 186,256.60 0.00 0.00 B2 10,856,000.00 4.63456% 10,849,549.99 41,902.43 0.00 0.00 B3 6,030,000.00 4.63456% 6,026,417.32 23,274.84 0.00 0.00 B4 6,030,000.00 4.63456% 6,026,417.32 23,274.84 0.00 0.00 B5 4,221,000.00 4.63456% 4,218,492.13 16,292.39 0.00 0.00 B6 3,028,363.00 4.63456% 3,026,563.72 11,689.00 0.00 0.00 P-I 0.00 0.00000% 0.00 0.00 0.00 0.00 P-II 0.00 0.00000% 0.00 0.00 0.00 0.00 R 100.00 4.55276% 0.00 0.00 0.00 0.00 Totals 1,206,419,463.00 4,724,517.72 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 0.00 751,748.37 0.00 194,144,139.57 2-A 0.00 0.00 503,712.56 0.00 127,038,175.27 3-A1 0.00 0.00 1,057,106.83 0.00 284,545,673.05 3-A2 0.00 0.00 492,753.37 0.00 118,560,697.11 3-A3 0.00 0.00 31,616.67 0.00 9,484,855.77 3-A4 0.00 0.00 84,472.01 0.00 23,712,139.42 3-A5 0.00 0.00 352,965.66 0.00 95,074,297.25 3-A6 0.00 0.00 26,427.67 0.00 7,113,641.83 3-AX 0.00 0.00 155,788.28 0.00 40,869,956.24 3-PAX 0.00 0.00 95,238.83 0.00 25,259,536.13 4-A 0.00 0.00 372,391.61 0.00 96,111,376.84 4-AX 0.00 0.00 30,678.01 0.00 7,914,774.06 5-A 0.00 0.00 449,283.09 0.00 107,358,045.40 5-AX 0.00 0.00 17,644.65 0.00 4,200,864.38 B1 0.00 0.00 186,256.60 0.00 48,216,574.61 B2 0.00 0.00 41,902.43 0.00 10,847,355.38 B3 0.00 0.00 23,274.84 0.00 6,025,198.32 B4 0.00 0.00 23,274.84 0.00 6,025,198.32 B5 0.00 0.00 16,292.39 0.00 4,217,638.82 B6 0.00 0.00 11,689.00 0.00 3,025,951.52 P-I 0.00 0.00 10,205.19 0.00 0.00 P-II 0.00 0.00 16,886.40 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 4,751,609.30 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 215,075,000.00 4.54189% 923.48012345 3.49528476 0.00000000 0.00000000 2-A 134,226,000.00 4.70296% 957.53747731 3.75271982 0.00000000 0.00000000 3-A1 300,000,000.00 4.38000% 965.39436630 3.52368943 0.00000000 0.00000000 3-A2 125,000,000.00 4.90000% 965.39436632 3.94202696 0.00000000 0.00000000 3-A3 10,000,000.00 3.93000% 965.39436600 3.16166700 0.00000000 0.00000000 3-A4 25,000,000.00 4.20000% 965.39436640 3.37888040 0.00000000 0.00000000 3-A5 100,238,000.00 4.37700% 965.39436631 3.52127596 0.00000000 0.00000000 3-A6 7,500,000.00 4.38000% 965.39436667 3.52368933 0.00000000 0.00000000 3-AX 0.00 4.48000% 936.08962695 3.49473462 0.00000000 0.00000000 3-PAX 0.00 4.48000% 988.04977299 3.68871917 0.00000000 0.00000000 4-A 99,980,000.00 4.62600% 966.18962352 3.72466103 0.00000000 0.00000000 4-AX 0.00 4.62600% 943.82870783 3.63845911 0.00000000 0.00000000 5-A 110,980,000.00 5.00000% 971.59796089 4.04832483 0.00000000 0.00000000 5-AX 0.00 5.00000% 948.64352329 3.95268202 0.00000000 0.00000000 B1 48,255,000.00 4.63456% 999.40585763 3.85984043 0.00000000 0.00000000 B2 10,856,000.00 4.63456% 999.40585759 3.85984064 0.00000000 0.00000000 B3 6,030,000.00 4.63456% 999.40585738 3.85984080 0.00000000 0.00000000 B4 6,030,000.00 4.63456% 999.40585738 3.85984080 0.00000000 0.00000000 B5 4,221,000.00 4.63456% 999.40585880 3.85984127 0.00000000 0.00000000 B6 3,028,363.00 4.63456% 999.40585722 3.85984111 0.00000000 0.00000000 P-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 100.00 4.55276% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes 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 3.49528476 0.00000000 902.68110924 2-A 0.00000000 0.00000000 3.75271974 0.00000000 946.44983289 3-A1 0.00000000 0.00000000 3.52368943 0.00000000 948.48557683 3-A2 0.00000000 0.00000000 3.94202696 0.00000000 948.48557688 3-A3 0.00000000 0.00000000 3.16166700 0.00000000 948.48557700 3-A4 0.00000000 0.00000000 3.37888040 0.00000000 948.48557680 3-A5 0.00000000 0.00000000 3.52127596 0.00000000 948.48557683 3-A6 0.00000000 0.00000000 3.52368933 0.00000000 948.48557733 3-AX 0.00000000 0.00000000 3.49473462 0.00000000 916.81897438 3-PAX 0.00000000 0.00000000 3.68871917 0.00000000 978.33347128 4-A 0.00000000 0.00000000 3.72466103 0.00000000 961.30602961 4-AX 0.00000000 0.00000000 3.63845911 0.00000000 938.70436124 5-A 0.00000000 0.00000000 4.04832483 0.00000000 967.36389800 5-AX 0.00000000 0.00000000 3.95268202 0.00000000 941.06038371 B1 0.00000000 0.00000000 3.85984043 0.00000000 999.20370138 B2 0.00000000 0.00000000 3.85984064 0.00000000 999.20370118 B3 0.00000000 0.00000000 3.85984080 0.00000000 999.20370149 B4 0.00000000 0.00000000 3.85984080 0.00000000 999.20370149 B5 0.00000000 0.00000000 3.85984127 0.00000000 999.20370054 B6 0.00000000 0.00000000 3.85984111 0.00000000 999.20370180 P-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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 21,533,963.17 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 21,533,963.17 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 246,982.22 Payment of Interest and Principal 21,286,980.95 Total Withdrawals (Pool Distribution Amount) 21,533,963.17 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 242,157.06 Wells Fargo Bank, N.A. 4,825.16 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 246,982.22
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 28 0 0 0 28 9,378,928.41 0.00 0.00 0.00 9,378,928.41 60 Days 2 0 0 0 2 203,065.52 0.00 0.00 0.00 203,065.52 90 Days 1 0 0 0 1 311,920.00 0.00 0.00 0.00 311,920.00 120 Days 1 0 0 0 1 68,000.00 0.00 0.00 0.00 68,000.00 150 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 32 0 0 0 32 9,961,913.93 0.00 0.00 0.00 9,961,913.93 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 0.828648% 0.000000% 0.000000% 0.000000% 0.828648% 0.821524% 0.000000% 0.000000% 0.000000% 0.821524% 60 Days 0.059189% 0.000000% 0.000000% 0.000000% 0.059189% 0.017787% 0.000000% 0.000000% 0.000000% 0.017787% 90 Days 0.029595% 0.000000% 0.000000% 0.000000% 0.029595% 0.027322% 0.000000% 0.000000% 0.000000% 0.027322% 120 Days 0.029595% 0.000000% 0.000000% 0.000000% 0.029595% 0.005956% 0.000000% 0.000000% 0.000000% 0.005956% 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 0.947026% 0.000000% 0.000000% 0.000000% 0.947026% 0.872590% 0.000000% 0.000000% 0.000000% 0.872590%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 5 0 0 0 5 2,787,349.50 0.00 0.00 0.00 2,787,349.50 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 2,787,349.50 0.00 0.00 0.00 2,787,349.50 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.976563% 0.000000% 0.000000% 0.000000% 0.976563% 1.332967% 0.000000% 0.000000% 0.000000% 1.332967% 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 0.976563% 0.000000% 0.000000% 0.000000% 0.976563% 1.332967% 0.000000% 0.000000% 0.000000% 1.332967% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8 0 0 0 8 2,107,358.81 0.00 0.00 0.00 2,107,358.81 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 311,920.00 0.00 0.00 0.00 311,920.00 120 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 9 0 0 0 9 2,419,278.81 0.00 0.00 0.00 2,419,278.81 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.568627% 0.000000% 0.000000% 0.000000% 1.568627% 1.545200% 0.000000% 0.000000% 0.000000% 1.545200% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.196078% 0.000000% 0.000000% 0.000000% 0.196078% 0.228712% 0.000000% 0.000000% 0.000000% 0.228712% 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 1.764706% 0.000000% 0.000000% 0.000000% 1.764706% 1.773913% 0.000000% 0.000000% 0.000000% 1.773913% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3-AX 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 9 0 0 0 9 2,601,094.83 0.00 0.00 0.00 2,601,094.83 60 Days 2 0 0 0 2 203,065.52 0.00 0.00 0.00 203,065.52 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 1 0 0 0 1 68,000.00 0.00 0.00 0.00 68,000.00 150 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 12 0 0 0 12 2,872,160.35 0.00 0.00 0.00 2,872,160.35 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.745033% 0.000000% 0.000000% 0.000000% 0.745033% 0.715152% 0.000000% 0.000000% 0.000000% 0.715152% 60 Days 0.165563% 0.000000% 0.000000% 0.000000% 0.165563% 0.055831% 0.000000% 0.000000% 0.000000% 0.055831% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.082781% 0.000000% 0.000000% 0.000000% 0.082781% 0.018696% 0.000000% 0.000000% 0.000000% 0.018696% 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 0.993377% 0.000000% 0.000000% 0.000000% 0.993377% 0.789680% 0.000000% 0.000000% 0.000000% 0.789680% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 3-PAX 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 4 0 0 0 4 1,189,895.62 0.00 0.00 0.00 1,189,895.62 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 4 0 0 0 4 1,189,895.62 0.00 0.00 0.00 1,189,895.62 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.660066% 0.000000% 0.000000% 0.000000% 0.660066% 0.555288% 0.000000% 0.000000% 0.000000% 0.555288% 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 0.660066% 0.000000% 0.000000% 0.000000% 0.660066% 0.555288% 0.000000% 0.000000% 0.000000% 0.555288% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 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 5 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 693,229.65 0.00 0.00 0.00 693,229.65 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 2 0 0 0 2 693,229.65 0.00 0.00 0.00 693,229.65 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.751880% 0.000000% 0.000000% 0.000000% 0.751880% 0.602360% 0.000000% 0.000000% 0.000000% 0.602360% 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 0.751880% 0.000000% 0.000000% 0.000000% 0.751880% 0.602360% 0.000000% 0.000000% 0.000000% 0.602360%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00 Class B-1 30,165,363.00 2.50040421% 30,141,342.36 2.64050084% 4.223963% 0.000000% Class B-2 19,309,363.00 1.60055135% 19,293,986.98 1.69022959% 0.950271% 0.000000% Class B-3 13,279,363.00 1.10072520% 13,268,788.66 1.16239838% 0.527831% 0.000000% Class B-4 7,249,363.00 0.60089904% 7,243,590.34 0.63456717% 0.527831% 0.000000% Class B-5 3,028,363.00 0.25102073% 3,025,951.52 0.26508532% 0.369482% 0.000000% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.265085% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 344,042.00 0.02851761% 344,042.00 0.03013944% Fraud 24,128,390.00 2.00000006% 24,128,390.00 2.11374242% Special Hazard 12,064,195.00 1.00000003% 11,415,009.59 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.151651% Weighted Average Net Coupon 4.900720% Weighted Average Pass-Through Rate 4.895720% Weighted Average Maturity(Stepdown Calculation ) 355 Beginning Scheduled Collateral Loan Count 3,425 Number Of Loans Paid In Full 46 Ending Scheduled Collateral Loan Count 3,379 Beginning Scheduled Collateral Balance 1,158,036,330.77 Ending Scheduled Collateral Balance 1,141,500,959.12 Ending Actual Collateral Balance at 31-Jul-2004 1,141,649,310.90 Monthly P &I Constant 5,205,258.50 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,141,500,959.12 Scheduled Principal 233,759.36 Unscheduled Principal 16,301,612.29
Group Level Collateral Statement Group 1 2 3-AX Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.797837 4.957963 5.239366 Weighted Average Net Rate 4.546886 4.707963 4.987045 Weighted Average Maturity 355 355 355 Beginning Loan Count 523 515 1,229 Loans Paid In Full 11 5 21 Ending Loan Count 512 510 1,208 Beginning Scheduled Balance 213,559,069.01 137,853,403.42 370,970,446.83 Ending scheduled Balance 209,081,825.40 136,363,410.99 363,668,503.04 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 909,531.16 595,310.86 1,685,280.64 Scheduled Principal 55,679.90 25,750.75 65,572.23 Unscheduled Principal 4,421,563.71 1,464,241.68 7,236,371.56 Scheduled Interest 853,851.26 569,560.11 1,619,708.41 Servicing Fees 44,660.60 28,719.45 78,003.20 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 889.82 574.39 1,545.72 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 808,300.84 540,266.27 1,540,159.49 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 4.541886 4.702963 4.982045
Group Level Collateral Statement Group 3-PAX 4 5 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.260818 5.262233 5.451364 Weighted Average Net Rate 5.010818 5.012095 5.201364 Weighted Average Maturity 356 356 355 Beginning Loan Count 613 278 267 Loans Paid In Full 7 1 1 Ending Loan Count 606 277 266 Beginning Scheduled Balance 216,570,693.84 103,544,204.03 115,538,513.64 Ending scheduled Balance 214,266,605.00 103,053,655.98 115,066,958.71 Record Date 07/31/2004 07/31/2004 07/31/2004 Principal And Interest Constant 977,262.50 488,150.89 549,722.45 Scheduled Principal 27,813.38 34,089.44 24,853.66 Unscheduled Principal 2,276,275.46 456,458.61 446,701.27 Scheduled Interest 949,449.12 454,061.45 524,868.79 Servicing Fees 45,118.90 21,583.65 24,070.53 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 902.37 431.44 481.42 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 903,427.85 432,046.36 500,316.84 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 5.005818 5.007095 5.196364
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 5.151651 Weighted Average Net Rate 4.900720 Weighted Average Maturity 355.00 Record Date 07/31/2004 Principal And Interest Constant 5,205,258.50 Beginning Loan Count 3,425 Loans Paid In Full 46 Ending Loan Count 3,379 Beginning Scheduled Balance 1,158,036,330.77 Ending Scheduled Balance 1,141,500,959.12 Scheduled Principal 233,759.36 Unscheduled Principal 16,301,612.29 Scheduled Interest 4,971,499.14 Servicing Fee 242,156.33 Master Servicing Fee 0.00 Trustee Fee 4,825.16 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 4,724,517.65 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 4.895720
-----END PRIVACY-ENHANCED MESSAGE-----