-----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, ThkmbvrlHcO9MC4LDpgMXGEKYxg10A8AXjCTCV4L01Ny2KvTq4e6WP2htlSIGjLY +7NFGvaCpBjcAXRmrz5UWg== 0001056404-05-000112.txt : 20050104 0001056404-05-000112.hdr.sgml : 20050104 20050104092510 ACCESSION NUMBER: 0001056404-05-000112 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 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: 05504103 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 jpm040a3_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-A3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-04 Pooling and Servicing Agreement) (Commission 54-2155140 (State or other File Number) 54-2155141 jurisdiction 54-2155142 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-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 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-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: 1/3/2005 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 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-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 4.34708% 171,045,796.94 619,624.42 3,868,043.53 A-R JPA04A3AR SEN 4.34258% 0.00 0.25 0.00 2-A-1 466247CW1 SEN 3.70669% 40,700,140.24 125,719.00 1,269,839.59 3-A-1 466247CX9 SEN 5.01104% 23,646,970.72 98,746.67 330,929.12 3-A-2 466247CY7 SEN 5.01104% 40,595,573.53 169,521.83 173,661.01 3-A-3 466247CZ4 SEN 5.01104% 22,207,100.00 92,733.96 0.00 4-A-1 466247DA8 SEN 4.33725% 58,318,283.88 210,784.24 498,929.61 4-A-2 466247DT7 SEN 4.33725% 1,990,185.24 7,193.28 17,026.60 S-F-1 466247DB6 SEN 3.98985% 9,362,704.42 31,129.82 10,708.50 S-F-2 466247DC4 SEN 4.68771% 74,512,926.65 291,078.89 3,061,287.97 S-F-3 466247DD2 SEN 4.64833% 110,311,212.08 427,302.73 460,837.15 I-B-1 466247DF7 SUB 4.42601% 5,223,979.30 19,267.82 5,195.47 I-B-2 466247DG5 SUB 4.42601% 3,095,676.69 11,417.91 3,078.78 I-B-3 466247DH3 SUB 4.42601% 1,354,283.92 4,995.06 1,346.89 I-B-4 466247DM2 SUB 4.42601% 1,160,829.00 4,281.53 1,154.49 I-B-5 466247DN0 SUB 4.42601% 773,919.17 2,854.48 769.70 I-B-6 466247DP5 SUB 4.42601% 1,161,427.10 4,283.74 1,155.09 S-B-1 466247DJ9 SUB 4.62919% 3,607,650.09 13,917.07 2,447.81 S-B-2 466247DK6 SUB 4.62919% 1,530,530.30 5,904.26 1,038.47 S-B-3 466247DL4 SUB 4.62919% 765,265.15 2,952.13 519.24 S-B-4 466247DQ3 SUB 4.62919% 765,265.15 2,952.13 519.24 S-B-5 466247DR1 SUB 4.62919% 327,913.82 1,264.98 222.49 S-B-6 466247DS9 SUB 4.62919% 546,913.41 2,109.80 371.08 Totals 573,004,546.80 2,150,036.00 9,709,081.83
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 167,177,753.41 4,487,667.95 0.00 A-R 0.00 0.00 0.25 0.00 2-A-1 0.00 39,430,300.65 1,395,558.59 0.00 3-A-1 0.00 23,316,041.59 429,675.79 0.00 3-A-2 0.00 40,421,912.51 343,182.84 0.00 3-A-3 0.00 22,207,100.00 92,733.96 0.00 4-A-1 0.00 57,819,354.27 709,713.85 0.00 4-A-2 0.00 1,973,158.63 24,219.88 0.00 S-F-1 0.00 9,351,995.92 41,838.32 0.00 S-F-2 0.00 71,451,638.68 3,352,366.86 0.00 S-F-3 0.00 109,850,374.93 888,139.88 0.00 I-B-1 0.00 5,218,783.83 24,463.29 0.00 I-B-2 0.00 3,092,597.91 14,496.69 0.00 I-B-3 0.00 1,352,937.03 6,341.95 0.00 I-B-4 0.00 1,159,674.51 5,436.02 0.00 I-B-5 0.00 773,149.48 3,624.18 0.00 I-B-6 0.00 1,160,272.01 5,438.83 0.00 S-B-1 0.00 3,605,202.29 16,364.88 0.00 S-B-2 0.00 1,529,491.83 6,942.73 0.00 S-B-3 0.00 764,745.92 3,471.37 0.00 S-B-4 0.00 764,745.92 3,471.37 0.00 S-B-5 0.00 327,691.33 1,487.47 0.00 S-B-6 0.00 546,542.33 2,480.88 0.00 Totals 0.00 563,295,464.98 11,859,117.83 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-1 182,151,800.00 171,045,796.94 214,907.70 3,653,135.83 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 40,700,140.24 18,460.31 1,251,379.28 0.00 0.00 3-A-1 25,000,000.00 23,646,970.72 27,900.91 303,028.21 0.00 0.00 3-A-2 41,305,600.00 40,595,573.53 14,641.51 159,019.51 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 58,318,283.88 78,318.04 420,611.57 0.00 0.00 4-A-2 2,005,000.00 1,990,185.24 2,672.70 14,353.90 0.00 0.00 S-F-1 11,415,500.00 9,362,704.42 8,485.97 2,222.53 0.00 0.00 S-F-2 87,901,300.00 74,512,926.65 78,319.34 2,982,968.63 0.00 0.00 S-F-3 112,490,000.00 110,311,212.08 40,294.57 420,542.58 0.00 0.00 I-B-1 5,249,500.00 5,223,979.30 5,195.47 0.00 0.00 0.00 I-B-2 3,110,800.00 3,095,676.69 3,078.78 0.00 0.00 0.00 I-B-3 1,360,900.00 1,354,283.92 1,346.89 0.00 0.00 0.00 I-B-4 1,166,500.00 1,160,829.00 1,154.49 0.00 0.00 0.00 I-B-5 777,700.00 773,919.17 769.70 0.00 0.00 0.00 I-B-6 1,167,101.00 1,161,427.10 1,155.09 0.00 0.00 0.00 S-B-1 3,619,600.00 3,607,650.09 2,447.81 0.00 0.00 0.00 S-B-2 1,535,600.00 1,530,530.30 1,038.47 0.00 0.00 0.00 S-B-3 767,800.00 765,265.15 519.24 0.00 0.00 0.00 S-B-4 767,800.00 765,265.15 519.24 0.00 0.00 0.00 S-B-5 329,000.00 327,913.82 222.49 0.00 0.00 0.00 S-B-6 548,725.00 546,913.41 371.08 0.00 0.00 0.00 Totals 608,230,926.00 573,004,546.80 501,819.80 9,207,262.04 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 3,868,043.53 167,177,753.41 0.91779358 3,868,043.53 A-R 0.00 0.00 0.00000000 0.00 2-A-1 1,269,839.59 39,430,300.65 0.88406565 1,269,839.59 3-A-1 330,929.12 23,316,041.59 0.93264166 330,929.12 3-A-2 173,661.01 40,421,912.51 0.97860611 173,661.01 3-A-3 0.00 22,207,100.00 1.00000000 0.00 4-A-1 498,929.61 57,819,354.27 0.98411902 498,929.61 4-A-2 17,026.60 1,973,158.63 0.98411902 17,026.60 S-F-1 10,708.50 9,351,995.92 0.81923664 10,708.50 S-F-2 3,061,287.97 71,451,638.68 0.81286214 3,061,287.97 S-F-3 460,837.15 109,850,374.93 0.97653458 460,837.15 I-B-1 5,195.47 5,218,783.83 0.99414874 5,195.47 I-B-2 3,078.78 3,092,597.91 0.99414874 3,078.78 I-B-3 1,346.89 1,352,937.03 0.99414875 1,346.89 I-B-4 1,154.49 1,159,674.51 0.99414874 1,154.49 I-B-5 769.70 773,149.48 0.99414875 769.70 I-B-6 1,155.09 1,160,272.01 0.99414876 1,155.09 S-B-1 2,447.81 3,605,202.29 0.99602229 2,447.81 S-B-2 1,038.47 1,529,491.83 0.99602229 1,038.47 S-B-3 519.24 764,745.92 0.99602230 519.24 S-B-4 519.24 764,745.92 0.99602230 519.24 S-B-5 222.49 327,691.33 0.99602228 222.49 S-B-6 371.08 546,542.33 0.99602229 371.08 Totals 9,709,081.83 563,295,464.98 0.92612105 9,709,081.83
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 182,151,800.00 939.02885912 1.17982748 20.05544732 0.00000000 A-R 100.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 44,601,100.00 912.53669170 0.41389809 28.05713940 0.00000000 3-A-1 25,000,000.00 945.87882880 1.11603640 12.12112840 0.00000000 3-A-2 41,305,600.00 982.81040658 0.35446792 3.84982932 0.00000000 3-A-3 22,207,100.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A-1 58,752,400.00 992.61109129 1.33301857 7.15905342 0.00000000 4-A-2 2,005,000.00 992.61109227 1.33301746 7.15905237 0.00000000 S-F-1 11,415,500.00 820.17471158 0.74337261 0.19469406 0.00000000 S-F-2 87,901,300.00 847.68856263 0.89099183 33.93543247 0.00000000 S-F-3 112,490,000.00 980.63127460 0.35820580 3.73848858 0.00000000 I-B-1 5,249,500.00 995.13845128 0.98970759 0.00000000 0.00000000 I-B-2 3,110,800.00 995.13844992 0.98970683 0.00000000 0.00000000 I-B-3 1,360,900.00 995.13845249 0.98970534 0.00000000 0.00000000 I-B-4 1,166,500.00 995.13844835 0.98970424 0.00000000 0.00000000 I-B-5 777,700.00 995.13844670 0.98971326 0.00000000 0.00000000 I-B-6 1,167,101.00 995.13846702 0.98970869 0.00000000 0.00000000 S-B-1 3,619,600.00 996.69855509 0.67626533 0.00000000 0.00000000 S-B-2 1,535,600.00 996.69855431 0.67626335 0.00000000 0.00000000 S-B-3 767,800.00 996.69855431 0.67626986 0.00000000 0.00000000 S-B-4 767,800.00 996.69855431 0.67626986 0.00000000 0.00000000 S-B-5 329,000.00 996.69854103 0.67626140 0.00000000 0.00000000 S-B-6 548,725.00 996.69854663 0.67625860 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 21.23527481 917.79358431 0.91779358 21.23527481 A-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 28.47103749 884.06565421 0.88406565 28.47103749 3-A-1 0.00000000 13.23716480 932.64166360 0.93264166 13.23716480 3-A-2 0.00000000 4.20429700 978.60610934 0.97860611 4.20429700 3-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A-1 0.00000000 8.49207198 984.11901931 0.98411902 8.49207198 4-A-2 0.00000000 8.49206983 984.11901746 0.98411902 8.49206983 S-F-1 0.00000000 0.93806666 819.23664491 0.81923664 0.93806666 S-F-2 0.00000000 34.82642430 812.86213833 0.81286214 34.82642430 S-F-3 0.00000000 4.09669437 976.53458023 0.97653458 4.09669437 I-B-1 0.00000000 0.98970759 994.14874369 0.99414874 0.98970759 I-B-2 0.00000000 0.98970683 994.14874309 0.99414874 0.98970683 I-B-3 0.00000000 0.98970534 994.14874715 0.99414875 0.98970534 I-B-4 0.00000000 0.98970424 994.14874411 0.99414874 0.98970424 I-B-5 0.00000000 0.98971326 994.14874630 0.99414875 0.98971326 I-B-6 0.00000000 0.98970869 994.14875833 0.99414876 0.98970869 S-B-1 0.00000000 0.67626533 996.02229252 0.99602229 0.67626533 S-B-2 0.00000000 0.67626335 996.02229096 0.99602229 0.67626335 S-B-3 0.00000000 0.67626986 996.02229747 0.99602230 0.67626986 S-B-4 0.00000000 0.67626986 996.02229747 0.99602230 0.67626986 S-B-5 0.00000000 0.67626140 996.02227964 0.99602228 0.67626140 S-B-6 0.00000000 0.67625860 996.02228803 0.99602229 0.67625860 (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 4.34708% 171,045,796.94 619,624.42 0.00 0.00 A-R 100.00 4.34258% 0.00 0.00 0.00 0.00 2-A-1 44,601,100.00 3.70669% 40,700,140.24 125,719.00 0.00 0.00 3-A-1 25,000,000.00 5.01104% 23,646,970.72 98,746.67 0.00 0.00 3-A-2 41,305,600.00 5.01104% 40,595,573.53 169,521.83 0.00 0.00 3-A-3 22,207,100.00 5.01104% 22,207,100.00 92,733.96 0.00 0.00 4-A-1 58,752,400.00 4.33725% 58,318,283.88 210,784.24 0.00 0.00 4-A-2 2,005,000.00 4.33725% 1,990,185.24 7,193.28 0.00 0.00 S-F-1 11,415,500.00 3.98985% 9,362,704.42 31,129.82 0.00 0.00 S-F-2 87,901,300.00 4.68771% 74,512,926.65 291,078.89 0.00 0.00 S-F-3 112,490,000.00 4.64833% 110,311,212.08 427,302.73 0.00 0.00 I-B-1 5,249,500.00 4.42601% 5,223,979.30 19,267.82 0.00 0.00 I-B-2 3,110,800.00 4.42601% 3,095,676.69 11,417.91 0.00 0.00 I-B-3 1,360,900.00 4.42601% 1,354,283.92 4,995.06 0.00 0.00 I-B-4 1,166,500.00 4.42601% 1,160,829.00 4,281.53 0.00 0.00 I-B-5 777,700.00 4.42601% 773,919.17 2,854.48 0.00 0.00 I-B-6 1,167,101.00 4.42601% 1,161,427.10 4,283.74 0.00 0.00 S-B-1 3,619,600.00 4.62919% 3,607,650.09 13,917.07 0.00 0.00 S-B-2 1,535,600.00 4.62919% 1,530,530.30 5,904.26 0.00 0.00 S-B-3 767,800.00 4.62919% 765,265.15 2,952.13 0.00 0.00 S-B-4 767,800.00 4.62919% 765,265.15 2,952.13 0.00 0.00 S-B-5 329,000.00 4.62919% 327,913.82 1,264.98 0.00 0.00 S-B-6 548,725.00 4.62919% 546,913.41 2,109.80 0.00 0.00 Totals 608,230,926.00 2,150,035.75 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 0.00 619,624.42 0.00 167,177,753.41 A-R 0.00 0.00 0.25 0.00 0.00 2-A-1 0.00 0.00 125,719.00 0.00 39,430,300.65 3-A-1 0.00 0.00 98,746.67 0.00 23,316,041.59 3-A-2 0.00 0.00 169,521.83 0.00 40,421,912.51 3-A-3 0.00 0.00 92,733.96 0.00 22,207,100.00 4-A-1 0.00 0.00 210,784.24 0.00 57,819,354.27 4-A-2 0.00 0.00 7,193.28 0.00 1,973,158.63 S-F-1 0.00 0.00 31,129.82 0.00 9,351,995.92 S-F-2 0.00 0.00 291,078.89 0.00 71,451,638.68 S-F-3 0.00 0.00 427,302.73 0.00 109,850,374.93 I-B-1 0.00 0.00 19,267.82 0.00 5,218,783.83 I-B-2 0.00 0.00 11,417.91 0.00 3,092,597.91 I-B-3 0.00 0.00 4,995.06 0.00 1,352,937.03 I-B-4 0.00 0.00 4,281.53 0.00 1,159,674.51 I-B-5 0.00 0.00 2,854.48 0.00 773,149.48 I-B-6 0.00 0.00 4,283.74 0.00 1,160,272.01 S-B-1 0.00 0.00 13,917.07 0.00 3,605,202.29 S-B-2 0.00 0.00 5,904.26 0.00 1,529,491.83 S-B-3 0.00 0.00 2,952.13 0.00 764,745.92 S-B-4 0.00 0.00 2,952.13 0.00 764,745.92 S-B-5 0.00 0.00 1,264.98 0.00 327,691.33 S-B-6 0.00 0.00 2,109.80 0.00 546,542.33 Totals 0.00 0.00 2,150,036.00 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 4.34708% 939.02885912 3.40169254 0.00000000 0.00000000 A-R 100.00 4.34258% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 44,601,100.00 3.70669% 912.53669170 2.81874214 0.00000000 0.00000000 3-A-1 25,000,000.00 5.01104% 945.87882880 3.94986680 0.00000000 0.00000000 3-A-2 41,305,600.00 5.01104% 982.81040658 4.10408831 0.00000000 0.00000000 3-A-3 22,207,100.00 5.01104% 1000.00000000 4.17586988 0.00000000 0.00000000 4-A-1 58,752,400.00 4.33725% 992.61109129 3.58767029 0.00000000 0.00000000 4-A-2 2,005,000.00 4.33725% 992.61109227 3.58767082 0.00000000 0.00000000 S-F-1 11,415,500.00 3.98985% 820.17471158 2.72697823 0.00000000 0.00000000 S-F-2 87,901,300.00 4.68771% 847.68856263 3.31142873 0.00000000 0.00000000 S-F-3 112,490,000.00 4.64833% 980.63127460 3.79858414 0.00000000 0.00000000 I-B-1 5,249,500.00 4.42601% 995.13845128 3.67041052 0.00000000 0.00000000 I-B-2 3,110,800.00 4.42601% 995.13844992 3.67040954 0.00000000 0.00000000 I-B-3 1,360,900.00 4.42601% 995.13845249 3.67040929 0.00000000 0.00000000 I-B-4 1,166,500.00 4.42601% 995.13844835 3.67040720 0.00000000 0.00000000 I-B-5 777,700.00 4.42601% 995.13844670 3.67041276 0.00000000 0.00000000 I-B-6 1,167,101.00 4.42601% 995.13846702 3.67041070 0.00000000 0.00000000 S-B-1 3,619,600.00 4.62919% 996.69855509 3.84491933 0.00000000 0.00000000 S-B-2 1,535,600.00 4.62919% 996.69855431 3.84492055 0.00000000 0.00000000 S-B-3 767,800.00 4.62919% 996.69855431 3.84492055 0.00000000 0.00000000 S-B-4 767,800.00 4.62919% 996.69855431 3.84492055 0.00000000 0.00000000 S-B-5 329,000.00 4.62919% 996.69854103 3.84492401 0.00000000 0.00000000 S-B-6 548,725.00 4.62919% 996.69854663 3.84491321 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 3.40169254 0.00000000 917.79358431 A-R 0.00000000 0.00000000 2.50000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 2.81874214 0.00000000 884.06565421 3-A-1 0.00000000 0.00000000 3.94986680 0.00000000 932.64166360 3-A-2 0.00000000 0.00000000 4.10408831 0.00000000 978.60610934 3-A-3 0.00000000 0.00000000 4.17586988 0.00000000 1000.00000000 4-A-1 0.00000000 0.00000000 3.58767029 0.00000000 984.11901931 4-A-2 0.00000000 0.00000000 3.58767082 0.00000000 984.11901746 S-F-1 0.00000000 0.00000000 2.72697823 0.00000000 819.23664491 S-F-2 0.00000000 0.00000000 3.31142873 0.00000000 812.86213833 S-F-3 0.00000000 0.00000000 3.79858414 0.00000000 976.53458023 I-B-1 0.00000000 0.00000000 3.67041052 0.00000000 994.14874369 I-B-2 0.00000000 0.00000000 3.67040954 0.00000000 994.14874309 I-B-3 0.00000000 0.00000000 3.67040929 0.00000000 994.14874715 I-B-4 0.00000000 0.00000000 3.67040720 0.00000000 994.14874411 I-B-5 0.00000000 0.00000000 3.67041276 0.00000000 994.14874630 I-B-6 0.00000000 0.00000000 3.67041070 0.00000000 994.14875833 S-B-1 0.00000000 0.00000000 3.84491933 0.00000000 996.02229252 S-B-2 0.00000000 0.00000000 3.84492055 0.00000000 996.02229096 S-B-3 0.00000000 0.00000000 3.84492055 0.00000000 996.02229747 S-B-4 0.00000000 0.00000000 3.84492055 0.00000000 996.02229747 S-B-5 0.00000000 0.00000000 3.84492401 0.00000000 996.02227964 S-B-6 0.00000000 0.00000000 3.84491321 0.00000000 996.02228803 (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 11,985,981.26 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 19,387.17 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,005,368.43 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 146,250.60 Payment of Interest and Principal 11,859,117.83 Total Withdrawals (Pool Distribution Amount) 12,005,368.43 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 142,669.32 Master Servicing Fee 3,581.28 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 146,250.60
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 6 0 0 0 6 4,102,697.80 0.00 0.00 0.00 4,102,697.80 60 Days 1 0 0 0 1 89,811.53 0.00 0.00 0.00 89,811.53 90 Days 1 0 0 0 1 159,837.34 0.00 0.00 0.00 159,837.34 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 8 0 0 0 8 4,352,346.67 0.00 0.00 0.00 4,352,346.67 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 0.468019% 0.000000% 0.000000% 0.000000% 0.468019% 0.727880% 0.000000% 0.000000% 0.000000% 0.727880% 60 Days 0.078003% 0.000000% 0.000000% 0.000000% 0.078003% 0.015934% 0.000000% 0.000000% 0.000000% 0.015934% 90 Days 0.078003% 0.000000% 0.000000% 0.000000% 0.078003% 0.028358% 0.000000% 0.000000% 0.000000% 0.028358% 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 0.624025% 0.000000% 0.000000% 0.000000% 0.624025% 0.772171% 0.000000% 0.000000% 0.000000% 0.772171%
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 3 0 0 0 3 1,364,998.80 0.00 0.00 0.00 1,364,998.80 60 Days 1 0 0 0 1 89,811.53 0.00 0.00 0.00 89,811.53 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 1,454,810.33 0.00 0.00 0.00 1,454,810.33 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.684932% 0.000000% 0.000000% 0.000000% 0.684932% 0.786738% 0.000000% 0.000000% 0.000000% 0.786738% 60 Days 0.228311% 0.000000% 0.000000% 0.000000% 0.228311% 0.051764% 0.000000% 0.000000% 0.000000% 0.051764% 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 0.913242% 0.000000% 0.000000% 0.000000% 0.913242% 0.838502% 0.000000% 0.000000% 0.000000% 0.838502% 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 1 0 0 0 1 876,000.00 0.00 0.00 0.00 876,000.00 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 1 876,000.00 0.00 0.00 0.00 876,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.636943% 0.000000% 0.000000% 0.000000% 0.636943% 0.984354% 0.000000% 0.000000% 0.000000% 0.984354% 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 0.636943% 0.000000% 0.000000% 0.000000% 0.636943% 0.984354% 0.000000% 0.000000% 0.000000% 0.984354% 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 1,750,000.00 0.00 0.00 0.00 1,750,000.00 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 1,750,000.00 0.00 0.00 0.00 1,750,000.00 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% 17.918946% 0.000000% 0.000000% 0.000000% 17.918946% 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% 17.918946% 0.000000% 0.000000% 0.000000% 17.918946% 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 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 1 0 0 0 1 159,837.34 0.00 0.00 0.00 159,837.34 120 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 1 159,837.34 0.00 0.00 0.00 159,837.34 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 0.473934% 0.000000% 0.000000% 0.000000% 0.473934% 0.214153% 0.000000% 0.000000% 0.000000% 0.214153% 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 0.473934% 0.000000% 0.000000% 0.000000% 0.473934% 0.214153% 0.000000% 0.000000% 0.000000% 0.214153% 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 1 0 0 0 1 111,699.00 0.00 0.00 0.00 111,699.00 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 1 111,699.00 0.00 0.00 0.00 111,699.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.411523% 0.000000% 0.000000% 0.000000% 0.411523% 0.098073% 0.000000% 0.000000% 0.000000% 0.098073% 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 0.411523% 0.000000% 0.000000% 0.000000% 0.411523% 0.098073% 0.000000% 0.000000% 0.000000% 0.098073%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 19,387.17
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 608,230,826.00 99.99998356% 563,295,464.98 99.99999983% 96.396947% 0.000000% Class 1-A-1 426,079,026.00 70.05218048% 396,117,711.57 70.32148056% 29.678519% 823.704757% Class 2-A-1 381,477,926.00 62.71925838% 356,687,410.92 63.32154837% 6.999932% 194.277801% Class 3-A-1 356,477,926.00 58.60897741% 333,371,369.33 59.18232784% 4.139221% 114.880922% Class 3-A-2 315,172,326.00 51.81787254% 292,949,456.82 52.00635804% 7.175970% 199.163591% Class 3-A-3 292,965,226.00 48.16677572% 270,742,356.82 48.06400428% 3.942354% 109.417034% Class 4-A-1 234,212,826.00 38.50722086% 212,923,002.55 37.79952360% 10.264481% 284.882864% Class 4-A-2 232,207,826.00 38.17757632% 210,949,843.92 37.44923520% 0.350288% 9.721988% Class B1 15,151,526.00 2.49108116% 15,077,050.56 2.67657943% 0.926474% 25.713571% Class B2 12,040,726.00 1.97963068% 11,984,452.65 2.12756065% 0.549019% 15.237599% Class B3 10,679,826.00 1.75588342% 10,631,515.62 1.88737816% 0.240182% 6.666082% Class B4 9,513,326.00 1.56409771% 9,471,841.11 1.68150494% 0.205873% 5.713855% Class B5 8,735,626.00 1.43623509% 8,698,691.63 1.54425025% 0.137255% 3.809400% Class B6 7,568,525.00 1.24435057% 7,538,419.62 1.33827096% 0.205979% 5.716799% 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 0.03550535% Fraud 6,082,309.00 0.99999996% 6,082,309.00 1.07977241% Special Hazard 7,814,923.00 1.28486117% 5,730,045.48 1.01723622% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.808939% Weighted Average Net Coupon 4.510157% Weighted Average Pass-Through Rate 4.502657% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 1,309 Number Of Loans Paid In Full 27 Ending Scheduled Collateral Loan Count 1,282 Beginning Scheduled Collateral Balance 573,004,547.75 Ending Scheduled Collateral Balance 563,295,465.91 Ending Actual Collateral Balance at 30-Nov-2004 563,650,453.16 Monthly P &I Constant 2,798,106.24 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 7,482,752.87 Scheduled Principal 501,819.80 Unscheduled Principal 9,207,262.04
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 4.639830 3.964189 5.289253 Weighted Average Net Rate 4.354578 3.714189 5.018544 Weighted Average Maturity 352 352 353 Beginning Loan Count 449 81 158 Loans Paid In Full 11 2 1 Ending Loan Count 438 79 157 Beginning Scheduled Balance 177,223,998.99 42,218,877.64 89,463,046.57 Ending scheduled Balance 173,348,192.96 40,948,349.20 88,956,973.52 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 907,911.19 158,618.84 438,352.60 Scheduled Principal 222,670.20 19,149.16 44,025.33 Unscheduled Principal 3,653,135.83 1,251,379.28 462,047.72 Scheduled Interest 685,240.99 139,469.68 394,327.27 Servicing Fees 42,127.87 8,795.60 20,182.08 Master Servicing Fees 1,107.65 263.87 559.14 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 642,005.47 130,410.21 373,586.05 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 4.347078 3.706689 5.011044
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 4.594751 4.372348 5.010496 Weighted Average Net Rate 4.344751 3.997348 4.695206 Weighted Average Maturity 353 346 344 Beginning Loan Count 136 19 221 Loans Paid In Full 1 0 10 Ending Loan Count 135 19 211 Beginning Scheduled Balance 62,368,243.15 9,768,897.54 77,637,774.06 Ending scheduled Balance 61,849,520.78 9,757,820.88 74,573,201.61 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 322,562.36 44,448.31 405,773.64 Scheduled Principal 83,756.90 8,854.13 81,603.82 Unscheduled Principal 434,965.47 2,222.53 2,982,968.63 Scheduled Interest 238,805.46 35,594.18 324,169.82 Servicing Fees 12,993.38 3,052.78 20,398.72 Master Servicing Fees 389.80 61.06 485.24 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 225,422.28 32,480.34 303,285.86 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 4.337251 3.989848 4.687706
Group Level Collateral Statement Group 7 Total Collateral Description 7/1 CMT ARM Mixed ARM Weighted Average Coupon Rate 5.024459 4.808939 Weighted Average Net Rate 4.655834 4.510157 Weighted Average Maturity 350.00 350.00 Record Date 11/30/2004 11/30/2004 Principal And Interest Constant 520,439.30 2,798,106.24 Beginning Loan Count 245 1,309 Loans Paid In Full 2 27 Ending Loan Count 243 1,282 Beginning Scheduled Balance 114,323,709.80 573,004,547.75 Ending Scheduled Balance 113,861,406.96 563,295,465.91 Scheduled Principal 41,760.26 501,819.80 Unscheduled Principal 420,542.58 9,207,262.04 Scheduled Interest 478,679.04 2,296,286.44 Servicing Fee 35,118.89 142,669.32 Master Servicing Fee 714.52 3,581.28 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 442,845.63 2,150,035.84 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 4.648334 4.502657
Miscellaneous Reporting Group 1 Senior Percentage 96.513902% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.486098% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 2 Senior Percentage 96.402705% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.597295% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 3 Senior Percentage 96.631679% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.368321% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
Miscellaneous Reporting Group 4 Senior Percentage 96.697399% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.302601% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 5 Senior Percentage 95.841976% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.158024% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 6 Senior Percentage 95.975094% Senior Prepayment Percentage 100.000000% Subordinate Percentage 4.024906% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
Miscellaneous Reporting Group 7 Senior Percentage 96.490231% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.509769% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
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