-----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, AWS4uMUUXqVSima9uyFElmVGr9Z7YmpSwGSGnBqdiuI4nLHyhKk4M5Sjo69uxrpf zkqA9koKhHYO0jYbCgvfQw== 0001056404-04-004183.txt : 20041203 0001056404-04-004183.hdr.sgml : 20041203 20041203113534 ACCESSION NUMBER: 0001056404-04-004183 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: J.P. Morgan Mortgage Trust 2004-A3 CENTRAL INDEX KEY: 0001295740 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: 333-109775-04 FILM NUMBER: 041182457 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 jpa040a3_nov.txt NOVEMBER 8K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): November 26, 2004 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-04 54-2155140 Pooling and Servicing Agreement) (Commission 54-2155141 (State or other File Number) 54-2155142 jurisdiction IRS EIN of Incorporation) 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 November 26, 2004 a distribution was made to holders of J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A3 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-A3 Trust, relating to the November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Securities Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 11/29/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A3 Trust, relating to the November 26, 2004 distribution. EX-99.1
J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 JPMMT Series: 2004-A3 Contact: CTSLink Customer Service Wells Fargo Bank, N.A. Corporate Trust Services 9062 Old Annapolis Road Columbia, MD 21045-1951 Telephone: (301) 815-6600 Fax: (301) 815-6600 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A-1 466247CV3 SEN 4.35008% 173,013,778.97 627,185.99 1,967,982.04 A-R JPA04A3AR SEN 4.34708% 0.00 0.12 0.00 2-A-1 466247CW1 SEN 3.70316% 41,424,512.51 127,834.77 724,372.27 3-A-1 466247CX9 SEN 5.01152% 24,719,607.77 103,235.76 1,072,637.05 3-A-2 466247CY7 SEN 5.01152% 41,158,459.13 171,888.84 562,885.60 3-A-3 466247CZ4 SEN 5.01152% 22,207,100.00 92,742.85 0.00 4-A-1 466247DA8 SEN 4.33724% 58,406,180.39 211,101.12 87,896.51 4-A-2 466247DT7 SEN 4.33724% 1,993,184.82 7,204.09 2,999.58 S-F-1 466247DB6 SEN 3.98950% 9,372,314.39 31,159.00 9,609.97 S-F-2 466247DC4 SEN 4.70188% 77,237,457.56 300,965.85 2,724,530.91 S-F-3 466247DD2 SEN 4.64831% 110,386,283.10 427,591.21 75,071.02 I-B-1 466247DF7 SUB 4.42712% 5,229,133.41 19,291.65 5,154.11 I-B-2 466247DG5 SUB 4.42712% 3,098,730.97 11,432.03 3,054.27 I-B-3 466247DH3 SUB 4.42712% 1,355,620.09 5,001.24 1,336.17 I-B-4 466247DM2 SUB 4.42712% 1,161,974.31 4,286.83 1,145.30 I-B-5 466247DN0 SUB 4.42712% 774,682.74 2,858.01 763.57 I-B-6 466247DP5 SUB 4.42712% 1,162,572.98 4,289.04 1,145.87 S-B-1 466247DJ9 SUB 4.63503% 3,610,082.68 13,912.16 2,432.58 S-B-2 466247DK6 SUB 4.63503% 1,531,562.32 5,902.18 1,032.01 S-B-3 466247DL4 SUB 4.63503% 765,781.16 2,951.09 516.01 S-B-4 466247DQ3 SUB 4.63503% 765,781.16 2,951.09 516.01 S-B-5 466247DR1 SUB 4.63503% 328,134.93 1,264.53 221.11 S-B-6 466247DS9 SUB 4.63503% 547,282.19 2,109.06 368.78 Totals 580,250,217.58 2,177,158.51 7,245,670.74
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 171,045,796.94 2,595,168.03 0.00 A-R 0.00 0.00 0.12 0.00 2-A-1 0.00 40,700,140.24 852,207.04 0.00 3-A-1 0.00 23,646,970.72 1,175,872.81 0.00 3-A-2 0.00 40,595,573.53 734,774.44 0.00 3-A-3 0.00 22,207,100.00 92,742.85 0.00 4-A-1 0.00 58,318,283.88 298,997.63 0.00 4-A-2 0.00 1,990,185.24 10,203.67 0.00 S-F-1 0.00 9,362,704.42 40,768.97 0.00 S-F-2 0.00 74,512,926.65 3,025,496.76 0.00 S-F-3 0.00 110,311,212.08 502,662.23 0.00 I-B-1 0.00 5,223,979.30 24,445.76 0.00 I-B-2 0.00 3,095,676.69 14,486.30 0.00 I-B-3 0.00 1,354,283.92 6,337.41 0.00 I-B-4 0.00 1,160,829.00 5,432.13 0.00 I-B-5 0.00 773,919.17 3,621.58 0.00 I-B-6 0.00 1,161,427.10 5,434.91 0.00 S-B-1 0.00 3,607,650.09 16,344.74 0.00 S-B-2 0.00 1,530,530.30 6,934.19 0.00 S-B-3 0.00 765,265.15 3,467.10 0.00 S-B-4 0.00 765,265.15 3,467.10 0.00 S-B-5 0.00 327,913.82 1,485.64 0.00 S-B-6 0.00 546,913.41 2,477.84 0.00 Totals 0.00 573,004,546.80 9,422,829.25 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-A-1 182,151,800.00 173,013,778.97 215,273.50 1,752,708.54 0.00 0.00 A-R 100.00 0.00 0.00 0.00 0.00 0.00 2-A-1 44,601,100.00 41,424,512.51 18,410.68 705,961.59 0.00 0.00 3-A-1 25,000,000.00 24,719,607.77 28,230.64 1,044,406.41 0.00 0.00 3-A-2 41,305,600.00 41,158,459.13 14,814.53 548,071.07 0.00 0.00 3-A-3 22,207,100.00 22,207,100.00 0.00 0.00 0.00 0.00 4-A-1 58,752,400.00 58,406,180.39 77,984.00 9,912.51 0.00 0.00 4-A-2 2,005,000.00 1,993,184.82 2,661.30 338.28 0.00 0.00 S-F-1 11,415,500.00 9,372,314.39 8,453.95 1,156.02 0.00 0.00 S-F-2 87,901,300.00 77,237,457.56 80,535.85 2,643,995.06 0.00 0.00 S-F-3 112,490,000.00 110,386,283.10 40,098.10 34,972.92 0.00 0.00 I-B-1 5,249,500.00 5,229,133.41 5,154.11 0.00 0.00 0.00 I-B-2 3,110,800.00 3,098,730.97 3,054.27 0.00 0.00 0.00 I-B-3 1,360,900.00 1,355,620.09 1,336.17 0.00 0.00 0.00 I-B-4 1,166,500.00 1,161,974.31 1,145.30 0.00 0.00 0.00 I-B-5 777,700.00 774,682.74 763.57 0.00 0.00 0.00 I-B-6 1,167,101.00 1,162,572.98 1,145.87 0.00 0.00 0.00 S-B-1 3,619,600.00 3,610,082.68 2,432.58 0.00 0.00 0.00 S-B-2 1,535,600.00 1,531,562.32 1,032.01 0.00 0.00 0.00 S-B-3 767,800.00 765,781.16 516.01 0.00 0.00 0.00 S-B-4 767,800.00 765,781.16 516.01 0.00 0.00 0.00 S-B-5 329,000.00 328,134.93 221.11 0.00 0.00 0.00 S-B-6 548,725.00 547,282.19 368.78 0.00 0.00 0.00 Totals 608,230,926.00 580,250,217.58 504,148.34 6,741,522.40 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-A-1 1,967,982.04 171,045,796.94 0.93902886 1,967,982.04 A-R 0.00 0.00 0.00000000 0.00 2-A-1 724,372.27 40,700,140.24 0.91253669 724,372.27 3-A-1 1,072,637.05 23,646,970.72 0.94587883 1,072,637.05 3-A-2 562,885.60 40,595,573.53 0.98281041 562,885.60 3-A-3 0.00 22,207,100.00 1.00000000 0.00 4-A-1 87,896.51 58,318,283.88 0.99261109 87,896.51 4-A-2 2,999.58 1,990,185.24 0.99261109 2,999.58 S-F-1 9,609.97 9,362,704.42 0.82017471 9,609.97 S-F-2 2,724,530.91 74,512,926.65 0.84768856 2,724,530.91 S-F-3 75,071.02 110,311,212.08 0.98063127 75,071.02 I-B-1 5,154.11 5,223,979.30 0.99513845 5,154.11 I-B-2 3,054.27 3,095,676.69 0.99513845 3,054.27 I-B-3 1,336.17 1,354,283.92 0.99513845 1,336.17 I-B-4 1,145.30 1,160,829.00 0.99513845 1,145.30 I-B-5 763.57 773,919.17 0.99513845 763.57 I-B-6 1,145.87 1,161,427.10 0.99513847 1,145.87 S-B-1 2,432.58 3,607,650.09 0.99669856 2,432.58 S-B-2 1,032.01 1,530,530.30 0.99669855 1,032.01 S-B-3 516.01 765,265.15 0.99669855 516.01 S-B-4 516.01 765,265.15 0.99669855 516.01 S-B-5 221.11 327,913.82 0.99669854 221.11 S-B-6 368.78 546,913.41 0.99669855 368.78 Totals 7,245,670.74 573,004,546.80 0.94208387 7,245,670.74
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 182,151,800.00 949.83293588 1.18183570 9.62224112 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 44,601,100.00 928.77782185 0.41278533 15.82834482 0.00000000 3-A-1 25,000,000.00 988.78431080 1.12922560 41.77625640 0.00000000 3-A-2 41,305,600.00 996.43775009 0.35865670 13.26868681 0.00000000 3-A-3 22,207,100.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 58,752,400.00 994.10714098 1.32733301 0.16871668 0.00000000 4-A-2 2,005,000.00 994.10714214 1.32733167 0.16871820 0.00000000 S-F-1 11,415,500.00 821.01654680 0.74056765 0.10126757 0.00000000 S-F-2 87,901,300.00 878.68390524 0.91620772 30.07913489 0.00000000 S-F-3 112,490,000.00 981.29863188 0.35645924 0.31089804 0.00000000 I-B-1 5,249,500.00 996.12028003 0.98182875 0.00000000 0.00000000 I-B-2 3,110,800.00 996.12028096 0.98182783 0.00000000 0.00000000 I-B-3 1,360,900.00 996.12028070 0.98182820 0.00000000 0.00000000 I-B-4 1,166,500.00 996.12028290 0.98182598 0.00000000 0.00000000 I-B-5 777,700.00 996.12027774 0.98183104 0.00000000 0.00000000 I-B-6 1,167,101.00 996.12028436 0.98180877 0.00000000 0.00000000 S-B-1 3,619,600.00 997.37061554 0.67205769 0.00000000 0.00000000 S-B-2 1,535,600.00 997.37061735 0.67205653 0.00000000 0.00000000 S-B-3 767,800.00 997.37061735 0.67206304 0.00000000 0.00000000 S-B-4 767,800.00 997.37061735 0.67206304 0.00000000 0.00000000 S-B-5 329,000.00 997.37060790 0.67206687 0.00000000 0.00000000 S-B-6 548,725.00 997.37061370 0.67206706 0.00000000 0.00000000 (2) 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-A-1 0.00000000 10.80407682 939.02885912 0.93902886 10.80407682 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 16.24113015 912.53669170 0.91253669 16.24113015 3-A-1 0.00000000 42.90548200 945.87882880 0.94587883 42.90548200 3-A-2 0.00000000 13.62734351 982.81040658 0.98281041 13.62734351 3-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 1.49604969 992.61109129 0.99261109 1.49604969 4-A-2 0.00000000 1.49604988 992.61109227 0.99261109 1.49604988 S-F-1 0.00000000 0.84183522 820.17471158 0.82017471 0.84183522 S-F-2 0.00000000 30.99534262 847.68856263 0.84768856 30.99534262 S-F-3 0.00000000 0.66735728 980.63127460 0.98063127 0.66735728 I-B-1 0.00000000 0.98182875 995.13845128 0.99513845 0.98182875 I-B-2 0.00000000 0.98182783 995.13844992 0.99513845 0.98182783 I-B-3 0.00000000 0.98182820 995.13845249 0.99513845 0.98182820 I-B-4 0.00000000 0.98182598 995.13844835 0.99513845 0.98182598 I-B-5 0.00000000 0.98183104 995.13844670 0.99513845 0.98183104 I-B-6 0.00000000 0.98180877 995.13846702 0.99513847 0.98180877 S-B-1 0.00000000 0.67205769 996.69855509 0.99669856 0.67205769 S-B-2 0.00000000 0.67205653 996.69855431 0.99669855 0.67205653 S-B-3 0.00000000 0.67206304 996.69855431 0.99669855 0.67206304 S-B-4 0.00000000 0.67206304 996.69855431 0.99669855 0.67206304 S-B-5 0.00000000 0.67206687 996.69854103 0.99669854 0.67206687 S-B-6 0.00000000 0.67206706 996.69854663 0.99669855 0.67206706 (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-A-1 182,151,800.00 4.35008% 173,013,778.97 627,185.99 0.00 0.00 A-R 100.00 4.34708% 0.00 0.00 0.00 0.00 2-A-1 44,601,100.00 3.70316% 41,424,512.51 127,834.77 0.00 0.00 3-A-1 25,000,000.00 5.01152% 24,719,607.77 103,235.76 0.00 0.00 3-A-2 41,305,600.00 5.01152% 41,158,459.13 171,888.84 0.00 0.00 3-A-3 22,207,100.00 5.01152% 22,207,100.00 92,742.85 0.00 0.00 4-A-1 58,752,400.00 4.33724% 58,406,180.39 211,101.12 0.00 0.00 4-A-2 2,005,000.00 4.33724% 1,993,184.82 7,204.09 0.00 0.00 S-F-1 11,415,500.00 3.98950% 9,372,314.39 31,159.00 0.00 0.00 S-F-2 87,901,300.00 4.70188% 77,237,457.56 302,634.70 0.00 0.00 S-F-3 112,490,000.00 4.64831% 110,386,283.10 427,591.21 0.00 0.00 I-B-1 5,249,500.00 4.42712% 5,229,133.41 19,291.65 0.00 0.00 I-B-2 3,110,800.00 4.42712% 3,098,730.97 11,432.03 0.00 0.00 I-B-3 1,360,900.00 4.42712% 1,355,620.09 5,001.24 0.00 0.00 I-B-4 1,166,500.00 4.42712% 1,161,974.31 4,286.83 0.00 0.00 I-B-5 777,700.00 4.42712% 774,682.74 2,858.01 0.00 0.00 I-B-6 1,167,101.00 4.42712% 1,162,572.98 4,289.04 0.00 0.00 S-B-1 3,619,600.00 4.63503% 3,610,082.68 13,944.03 0.00 0.00 S-B-2 1,535,600.00 4.63503% 1,531,562.32 5,915.69 0.00 0.00 S-B-3 767,800.00 4.63503% 765,781.16 2,957.85 0.00 0.00 S-B-4 767,800.00 4.63503% 765,781.16 2,957.85 0.00 0.00 S-B-5 329,000.00 4.63503% 328,134.93 1,267.43 0.00 0.00 S-B-6 548,725.00 4.63503% 547,282.19 2,113.89 0.00 0.00 Totals 608,230,926.00 2,178,893.87 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-A-1 0.00 0.00 627,185.99 0.00 171,045,796.94 A-R 0.00 0.00 0.12 0.00 0.00 2-A-1 0.00 0.00 127,834.77 0.00 40,700,140.24 3-A-1 0.00 0.00 103,235.76 0.00 23,646,970.72 3-A-2 0.00 0.00 171,888.84 0.00 40,595,573.53 3-A-3 0.00 0.00 92,742.85 0.00 22,207,100.00 4-A-1 0.00 0.00 211,101.12 0.00 58,318,283.88 4-A-2 0.00 0.00 7,204.09 0.00 1,990,185.24 S-F-1 0.00 0.00 31,159.00 0.00 9,362,704.42 S-F-2 1,668.84 0.00 300,965.85 0.00 74,512,926.65 S-F-3 0.00 0.00 427,591.21 0.00 110,311,212.08 I-B-1 0.00 0.00 19,291.65 0.00 5,223,979.30 I-B-2 0.00 0.00 11,432.03 0.00 3,095,676.69 I-B-3 0.00 0.00 5,001.24 0.00 1,354,283.92 I-B-4 0.00 0.00 4,286.83 0.00 1,160,829.00 I-B-5 0.00 0.00 2,858.01 0.00 773,919.17 I-B-6 0.00 0.00 4,289.04 0.00 1,161,427.10 S-B-1 31.86 0.00 13,912.16 0.00 3,607,650.09 S-B-2 13.52 0.00 5,902.18 0.00 1,530,530.30 S-B-3 6.76 0.00 2,951.09 0.00 765,265.15 S-B-4 6.76 0.00 2,951.09 0.00 765,265.15 S-B-5 2.90 0.00 1,264.53 0.00 327,913.82 S-B-6 4.83 0.00 2,109.06 0.00 546,913.41 Totals 1,735.47 0.00 2,177,158.51 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-A-1 182,151,800.00 4.35008% 949.83293588 3.44320501 0.00000000 0.00000000 A-R 100.00 4.34708% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 44,601,100.00 3.70316% 928.77782185 2.86617976 0.00000000 0.00000000 3-A-1 25,000,000.00 5.01152% 988.78431080 4.12943040 0.00000000 0.00000000 3-A-2 41,305,600.00 5.01152% 996.43775009 4.16139313 0.00000000 0.00000000 3-A-3 22,207,100.00 5.01152% 1000.00000000 4.17627020 0.00000000 0.00000000 4-A-1 58,752,400.00 4.33724% 994.10714098 3.59306377 0.00000000 0.00000000 4-A-2 2,005,000.00 4.33724% 994.10714214 3.59306234 0.00000000 0.00000000 S-F-1 11,415,500.00 3.98950% 821.01654680 2.72953440 0.00000000 0.00000000 S-F-2 87,901,300.00 4.70188% 878.68390524 3.44289220 0.00000000 0.00000000 S-F-3 112,490,000.00 4.64831% 981.29863188 3.80114864 0.00000000 0.00000000 I-B-1 5,249,500.00 4.42712% 996.12028003 3.67495000 0.00000000 0.00000000 I-B-2 3,110,800.00 4.42712% 996.12028096 3.67494857 0.00000000 0.00000000 I-B-3 1,360,900.00 4.42712% 996.12028070 3.67495040 0.00000000 0.00000000 I-B-4 1,166,500.00 4.42712% 996.12028290 3.67495071 0.00000000 0.00000000 I-B-5 777,700.00 4.42712% 996.12027774 3.67495178 0.00000000 0.00000000 I-B-6 1,167,101.00 4.42712% 996.12028436 3.67495187 0.00000000 0.00000000 S-B-1 3,619,600.00 4.63503% 997.37061554 3.85236766 0.00000000 0.00000000 S-B-2 1,535,600.00 4.63503% 997.37061735 3.85236390 0.00000000 0.00000000 S-B-3 767,800.00 4.63503% 997.37061735 3.85237041 0.00000000 0.00000000 S-B-4 767,800.00 4.63503% 997.37061735 3.85237041 0.00000000 0.00000000 S-B-5 329,000.00 4.63503% 997.37060790 3.85237082 0.00000000 0.00000000 S-B-6 548,725.00 4.63503% 997.37061370 3.85236685 0.00000000 0.00000000 (5) 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-A-1 0.00000000 0.00000000 3.44320501 0.00000000 939.02885912 A-R 0.00000000 0.00000000 1.20000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 2.86617976 0.00000000 912.53669170 3-A-1 0.00000000 0.00000000 4.12943040 0.00000000 945.87882880 3-A-2 0.00000000 0.00000000 4.16139313 0.00000000 982.81040658 3-A-3 0.00000000 0.00000000 4.17627020 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 3.59306377 0.00000000 992.61109129 4-A-2 0.00000000 0.00000000 3.59306234 0.00000000 992.61109227 S-F-1 0.00000000 0.00000000 2.72953440 0.00000000 820.17471158 S-F-2 0.01898538 0.00000000 3.42390670 0.00000000 847.68856263 S-F-3 0.00000000 0.00000000 3.80114864 0.00000000 980.63127460 I-B-1 0.00000000 0.00000000 3.67495000 0.00000000 995.13845128 I-B-2 0.00000000 0.00000000 3.67494857 0.00000000 995.13844992 I-B-3 0.00000000 0.00000000 3.67495040 0.00000000 995.13845249 I-B-4 0.00000000 0.00000000 3.67495071 0.00000000 995.13844835 I-B-5 0.00000000 0.00000000 3.67495178 0.00000000 995.13844670 I-B-6 0.00000000 0.00000000 3.67495187 0.00000000 995.13846702 S-B-1 0.00880208 0.00000000 3.84356282 0.00000000 996.69855509 S-B-2 0.00880438 0.00000000 3.84356603 0.00000000 996.69855431 S-B-3 0.00880438 0.00000000 3.84356603 0.00000000 996.69855431 S-B-4 0.00880438 0.00000000 3.84356603 0.00000000 996.69855431 S-B-5 0.00881459 0.00000000 3.84355623 0.00000000 996.69854103 S-B-6 0.00880222 0.00000000 3.84356463 0.00000000 996.69854663 (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 9,550,683.75 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 20,078.61 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 9,570,762.36 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 147,933.11 Payment of Interest and Principal 9,422,829.25 Total Withdrawals (Pool Distribution Amount) 9,570,762.36 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 1,735.47 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 1,735.47
SERVICING FEES Gross Servicing Fee 144,306.54 Master Servicing Fee 3,626.57 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 147,933.11
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 8 0 0 0 8 4,150,160.70 0.00 0.00 0.00 4,150,160.70 60 Days 2 0 0 0 2 249,746.67 0.00 0.00 0.00 249,746.67 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 0 0 0 10 4,399,907.37 0.00 0.00 0.00 4,399,907.37 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 0.611154% 0.000000% 0.000000% 0.000000% 0.611154% 0.723837% 0.000000% 0.000000% 0.000000% 0.723837% 60 Days 0.152788% 0.000000% 0.000000% 0.000000% 0.152788% 0.043559% 0.000000% 0.000000% 0.000000% 0.043559% 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 0.763942% 0.000000% 0.000000% 0.000000% 0.763942% 0.767396% 0.000000% 0.000000% 0.000000% 0.767396%
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 2 0 0 0 2 1,193,823.50 0.00 0.00 0.00 1,193,823.50 60 Days 1 0 0 0 1 89,909.33 0.00 0.00 0.00 89,909.33 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 1,283,732.83 0.00 0.00 0.00 1,283,732.83 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.445434% 0.000000% 0.000000% 0.000000% 0.445434% 0.673067% 0.000000% 0.000000% 0.000000% 0.673067% 60 Days 0.222717% 0.000000% 0.000000% 0.000000% 0.222717% 0.050690% 0.000000% 0.000000% 0.000000% 0.050690% 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 0.668151% 0.000000% 0.000000% 0.000000% 0.668151% 0.723757% 0.000000% 0.000000% 0.000000% 0.723757% 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 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 3 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 4 0 0 0 4 2,071,754.93 0.00 0.00 0.00 2,071,754.93 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 2,071,754.93 0.00 0.00 0.00 2,071,754.93 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.531646% 0.000000% 0.000000% 0.000000% 2.531646% 2.314896% 0.000000% 0.000000% 0.000000% 2.314896% 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 2.531646% 0.000000% 0.000000% 0.000000% 2.531646% 2.314896% 0.000000% 0.000000% 0.000000% 2.314896% 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 1 0 0 0 1 440,000.00 0.00 0.00 0.00 440,000.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 440,000.00 0.00 0.00 0.00 440,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 5.263158% 0.000000% 0.000000% 0.000000% 5.263158% 4.500027% 0.000000% 0.000000% 0.000000% 4.500027% 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 5.263158% 0.000000% 0.000000% 0.000000% 5.263158% 4.500027% 0.000000% 0.000000% 0.000000% 4.500027% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 6 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 1 444,582.27 0.00 0.00 0.00 444,582.27 60 Days 1 0 0 0 1 159,837.34 0.00 0.00 0.00 159,837.34 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 2 604,419.61 0.00 0.00 0.00 604,419.61 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.452489% 0.000000% 0.000000% 0.000000% 0.452489% 0.572172% 0.000000% 0.000000% 0.000000% 0.572172% 60 Days 0.452489% 0.000000% 0.000000% 0.000000% 0.452489% 0.205709% 0.000000% 0.000000% 0.000000% 0.205709% 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 0.904977% 0.000000% 0.000000% 0.000000% 0.904977% 0.777881% 0.000000% 0.000000% 0.000000% 0.777881% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 7 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 20,078.61
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 608,230,826.00 99.99998356% 573,004,546.80 99.99999983% 96.454888% 0.000000% Class 1-A-1 426,079,026.00 70.05218048% 401,958,749.86 70.14931233% 29.850688% 842.023816% Class 2-A-1 381,477,926.00 62.71925838% 361,258,609.62 63.04637739% 7.102935% 200.358547% Class 3-A-1 356,477,926.00 58.60897741% 337,611,638.90 58.91953916% 4.126838% 116.409248% Class 3-A-2 315,172,326.00 51.81787254% 297,016,065.37 51.83485306% 7.084686% 199.843786% Class 3-A-3 292,965,226.00 48.16677572% 274,808,965.37 47.95929918% 3.875554% 109.321056% Class 4-A-1 234,212,826.00 38.50722086% 216,490,681.49 37.78166898% 10.177630% 287.089100% Class 4-A-2 232,207,826.00 38.17757632% 214,500,496.25 37.43434447% 0.347325% 9.797279% Class B1 15,151,526.00 2.49108116% 15,089,673.80 2.63343002% 0.911682% 25.716592% Class B2 12,040,726.00 1.97963068% 11,993,997.11 2.09317660% 0.540253% 15.239389% Class B3 10,679,826.00 1.75588342% 10,639,713.19 1.85682875% 0.236348% 6.666865% Class B4 9,513,326.00 1.56409771% 9,478,884.19 1.65424240% 0.202586% 5.714526% Class B5 8,735,626.00 1.43623509% 8,704,965.02 1.51917905% 0.135063% 3.809847% Class B6 7,568,525.00 1.24435057% 7,543,537.92 1.31648832% 0.202691% 5.717470% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 200,000.00 0.03288225% 200,000.00 0.03490374% Fraud 6,082,309.00 0.99999996% 6,082,309.00 1.06147657% Special Hazard 7,814,923.00 1.28486117% 5,730,045.48 1.00000000% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.812049% Weighted Average Net Coupon 4.513612% Weighted Average Pass-Through Rate 4.506112% Weighted Average Maturity(Stepdown Calculation ) 351 Beginning Scheduled Collateral Loan Count 1,326 Number Of Loans Paid In Full 17 Ending Scheduled Collateral Loan Count 1,309 Beginning Scheduled Collateral Balance 580,250,218.51 Ending Scheduled Collateral Balance 573,004,547.75 Ending Actual Collateral Balance at 31-Oct-2004 573,355,427.55 Monthly P &I Constant 2,830,975.27 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 5,759,966.47 Scheduled Principal 504,148.36 Unscheduled Principal 6,741,522.40
Group Level Collateral Statement Group 1 2 3 Collateral Description 5/1 CMT ARM 3/1 CMT ARM 10/1 CMT ARM Weighted Average Coupon Rate 4.643099 3.960662 5.289497 Weighted Average Net Rate 4.357576 3.710662 5.019024 Weighted Average Maturity 353 353 354 Beginning Loan Count 455 82 160 Loans Paid In Full 6 1 2 Ending Loan Count 449 81 158 Beginning Scheduled Balance 179,199,677.87 42,943,925.20 91,100,042.52 Ending scheduled Balance 177,223,998.99 42,218,877.64 89,463,046.57 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 916,338.60 160,824.63 446,079.61 Scheduled Principal 222,970.34 19,085.97 44,518.47 Unscheduled Principal 1,752,708.54 705,961.59 1,592,477.48 Scheduled Interest 693,368.26 141,738.66 401,561.14 Servicing Fees 42,638.05 8,946.65 20,533.36 Master Servicing Fees 1,120.00 268.40 569.38 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 649,610.21 132,523.61 380,458.40 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 4.350076 3.703162 5.011524
Group Level Collateral Statement Group 4 5 6 Collateral Description 7/1 CMT ARM 3/1 CMT ARM 5/1 CMT ARM Weighted Average Coupon Rate 4.594734 4.371993 5.022618 Weighted Average Net Rate 4.344734 3.996993 4.709385 Weighted Average Maturity 354 347 345 Beginning Loan Count 136 19 229 Loans Paid In Full 0 0 8 Ending Loan Count 136 19 221 Beginning Scheduled Balance 62,461,893.13 9,778,874.23 80,365,566.66 Ending scheduled Balance 62,368,243.15 9,768,897.54 77,637,774.06 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 322,562.36 44,448.31 420,168.80 Scheduled Principal 83,399.19 8,820.67 83,797.54 Unscheduled Principal 10,250.79 1,156.02 2,643,995.06 Scheduled Interest 239,163.17 35,627.64 336,371.26 Servicing Fees 13,012.89 3,055.90 20,977.57 Master Servicing Fees 390.39 61.12 502.28 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 225,759.89 32,510.62 314,891.41 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 4.337234 3.989493 4.701885
Group Level Collateral Statement Group 7 Total Collateral Description 7/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 5.024431 4.812049 Weighted Average Net Rate 4.655808 4.513612 Weighted Average Maturity 351.00 351.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 520,552.96 2,830,975.27 Beginning Loan Count 245 1,326 Loans Paid In Full 0 17 Ending Loan Count 245 1,309 Beginning Scheduled Balance 114,400,238.90 580,250,218.51 Ending Scheduled Balance 114,323,709.80 573,004,547.75 Scheduled Principal 41,556.18 504,148.36 Unscheduled Principal 34,972.92 6,741,522.40 Scheduled Interest 478,996.78 2,326,826.91 Servicing Fee 35,142.12 144,306.54 Master Servicing Fee 715.00 3,626.57 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 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 443,139.66 2,178,893.80 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 4.648308 4.506112
Miscellaneous Reporting Group 1 Senior Percentage 96.548041% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.451959% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 2 Senior Percentage 96.461868% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.538132% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 3 Senior Percentage 96.690588% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.309412% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
Miscellaneous Reporting Group 4 Senior Percentage 96.697942% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.302058% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 5 Senior Percentage 95.842468% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.157532% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 6 Senior Percentage 96.107650% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.892350% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
Miscellaneous Reporting Group 7 Senior Percentage 96.491305% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.508695% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
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