-----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, N4iIS0CH+F5Xjl4nmCiNBn8vysNBxrvo4dQKJhOGOutzwA2NerfB9g39GtPKSO5g 7u9Rbj/b3dSnaq61QNbiGQ== 0001056404-04-004186.txt : 20041203 0001056404-04-004186.hdr.sgml : 20041203 20041203113647 ACCESSION NUMBER: 0001056404-04-004186 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 DATE AS OF CHANGE: 20041203 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IMPAC CMB Trust SERIES 2004-6 CENTRAL INDEX KEY: 0001295854 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: 333-113187-04 FILM NUMBER: 041182467 BUSINESS ADDRESS: STREET 1: 1401 DOVE STREET STREET 2: SUITE 200 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 9494753600 MAIL ADDRESS: STREET 1: 1401 DOVE STREET STREET 2: SUITE 200 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 8-K 1 imh04006_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 IMPAC CMB TRUST SERIES 2004-6 Collateralized Asset-Backed Bonds, Series 2004-6 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-113187-04 54-6637668 Pooling and Servicing Agreement) (Commission 54-6637669 (State or other File Number) 54-6637670 jurisdiction 54-6637671 of Incorporation) 54-6637672 54-6637673 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 November 26, 2004 a distribution was made to holders of IMPAC CMB TRUST SERIES 2004-6, Collateralized Asset-Backed Bonds, Series 2004-6 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Collateralized Asset-Backed Bonds, Series 2004-6 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. IMPAC CMB TRUST SERIES 2004-6 Collateralized Asset-Backed Bonds, Series 2004-6 Trust (Registrant) By: Wells Fargo Bank, N.A. as Indenture Trustee 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 Collateralized Asset-Backed Bonds, Series 2004-6 Trust, relating to the November 26, 2004 distribution. EX-99.1
Impac Assets Corp. Collateralized Asset-Backed Bonds Record Date: 10/31/2004 Distribution Date: 11/26/2004 IMH Series: 2004-6 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-A-1 45254NJV0 SEN 2.33250% 197,331,960.44 409,134.80 3,522,437.20 1-A-2 45254NKD8 SEN 2.32250% 1,316,829,862.87 2,718,521.20 23,505,824.85 1-A-3 45254NKE6 SEN 2.42250% 146,314,429.21 315,063.64 2,611,758.32 2-A 45254NJW8 SEN 5.56000% 169,955,435.89 787,460.07 1,547,712.29 M-1 45254NJX6 MEZ 2.48250% 42,444,792.77 93,661.48 723,193.80 M-2 45254NJY4 MEZ 2.53250% 68,972,788.26 155,265.36 1,175,189.93 M-3 45254NJZ1 MEZ 2.63250% 47,750,391.87 111,735.88 813,593.03 M-4 45254NKA4 MEZ 3.08250% 47,750,391.87 130,836.04 813,593.03 M-5 45254NKB2 MEZ 3.23250% 53,055,990.97 152,447.51 903,992.25 M-6 45254NKC0 MEZ 3.48250% 31,833,594.58 98,542.64 542,395.35 CERTS IMH04006C SUB 0.00000% 0.00 2,432,411.66 0.00 Totals 2,122,239,638.73 7,405,080.28 36,159,690.05
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 193,809,523.24 3,931,572.00 0.00 1-A-2 0.00 1,293,324,038.02 26,224,346.05 0.00 1-A-3 0.00 143,702,670.89 2,926,821.96 0.00 2-A 0.00 168,407,723.60 2,335,172.36 0.00 M-1 0.00 41,721,598.97 816,855.28 0.00 M-2 0.00 67,797,598.33 1,330,455.29 0.00 M-3 0.00 46,936,798.84 925,328.91 0.00 M-4 0.00 46,936,798.84 944,429.07 0.00 M-5 0.00 52,151,998.72 1,056,439.76 0.00 M-6 0.00 31,291,199.23 640,937.99 0.00 CERTS 0.00 0.00 2,432,411.66 0.00 Totals 0.00 2,086,079,948.68 43,564,770.33 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-1 205,000,000.00 197,331,960.44 0.00 0.00 0.00 0.00 1-A-2 1,368,000,000.00 1,316,829,862.87 0.00 0.00 0.00 0.00 1-A-3 152,000,000.00 146,314,429.21 0.00 0.00 0.00 0.00 2-A 172,500,000.00 169,955,435.89 0.00 1,547,712.29 0.00 0.00 M-1 44,000,000.00 42,444,792.77 0.00 723,193.80 0.00 0.00 M-2 71,500,000.00 68,972,788.26 0.00 1,175,189.93 0.00 0.00 M-3 49,500,000.00 47,750,391.87 0.00 813,593.03 0.00 0.00 M-4 49,500,000.00 47,750,391.87 0.00 813,593.03 0.00 0.00 M-5 55,000,000.00 53,055,990.97 0.00 903,992.25 0.00 0.00 M-6 33,000,000.00 31,833,594.58 0.00 542,395.35 0.00 0.00 CERTS 0.00 0.00 0.00 0.00 0.00 0.00 Totals 2,200,000,000.00 2,122,239,638.73 0.00 6,519,669.68 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 3,522,437.20 193,809,523.24 0.94541231 3,522,437.20 1-A-2 23,505,824.85 1,293,324,038.02 0.94541231 23,505,824.85 1-A-3 2,611,758.32 143,702,670.89 0.94541231 2,611,758.32 2-A 1,547,712.29 168,407,723.60 0.97627666 1,547,712.29 M-1 723,193.80 41,721,598.97 0.94821816 723,193.80 M-2 1,175,189.93 67,797,598.33 0.94821816 1,175,189.93 M-3 813,593.03 46,936,798.84 0.94821816 813,593.03 M-4 813,593.03 46,936,798.84 0.94821816 813,593.03 M-5 903,992.25 52,151,998.72 0.94821816 903,992.25 M-6 542,395.35 31,291,199.23 0.94821816 542,395.35 CERTS 0.00 0.00 0.00000000 0.00 Totals 36,159,690.05 2,086,079,948.68 0.94821816 36,159,690.05
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 205,000,000.00 962.59492898 0.00000000 0.00000000 0.00000000 1-A-2 1,368,000,000.00 962.59492900 0.00000000 0.00000000 0.00000000 1-A-3 152,000,000.00 962.59492901 0.00000000 0.00000000 0.00000000 2-A 172,500,000.00 985.24890371 0.00000000 8.97224516 0.00000000 M-1 44,000,000.00 964.65438114 0.00000000 16.43622273 0.00000000 M-2 71,500,000.00 964.65438126 0.00000000 16.43622280 0.00000000 M-3 49,500,000.00 964.65438121 0.00000000 16.43622283 0.00000000 M-4 49,500,000.00 964.65438121 0.00000000 16.43622283 0.00000000 M-5 55,000,000.00 964.65438127 0.00000000 16.43622273 0.00000000 M-6 33,000,000.00 964.65438121 0.00000000 16.43622273 0.00000000 CERTS 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000.00.
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 17.18262049 945.41230849 0.94541231 17.18262049 1-A-2 0.00000000 17.18262050 945.41230849 0.94541231 17.18262050 1-A-3 0.00000000 17.18262053 945.41230849 0.94541231 17.18262053 2-A 0.00000000 8.97224516 976.27665855 0.97627666 8.97224516 M-1 0.00000000 16.43622273 948.21815841 0.94821816 16.43622273 M-2 0.00000000 16.43622280 948.21815846 0.94821816 16.43622280 M-3 0.00000000 16.43622283 948.21815838 0.94821816 16.43622283 M-4 0.00000000 16.43622283 948.21815838 0.94821816 16.43622283 M-5 0.00000000 16.43622273 948.21815855 0.94821816 16.43622273 M-6 0.00000000 16.43622273 948.21815848 0.94821816 16.43622273 CERTS 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-A-1 205,000,000.00 2.33250% 197,331,960.44 409,134.93 0.00 0.00 1-A-2 1,368,000,000.00 2.32250% 1,316,829,862.87 2,718,522.09 0.00 0.00 1-A-3 152,000,000.00 2.42250% 146,314,429.21 315,063.74 0.00 0.00 2-A 172,500,000.00 5.56000% 169,955,435.89 787,460.19 0.00 0.00 M-1 44,000,000.00 2.48250% 42,444,792.77 93,661.51 0.00 0.00 M-2 71,500,000.00 2.53250% 68,972,788.26 155,265.41 0.00 0.00 M-3 49,500,000.00 2.63250% 47,750,391.87 111,735.92 0.00 0.00 M-4 49,500,000.00 3.08250% 47,750,391.87 130,836.07 0.00 0.00 M-5 55,000,000.00 3.23250% 53,055,990.97 152,447.55 0.00 0.00 M-6 33,000,000.00 3.48250% 31,833,594.58 98,542.66 0.00 0.00 CERTS 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 2,200,000,000.00 4,972,670.07 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 0.13 0.00 409,134.80 0.00 193,809,523.24 1-A-2 0.90 0.00 2,718,521.20 0.00 1,293,324,038.02 1-A-3 0.10 0.00 315,063.64 0.00 143,702,670.89 2-A 0.12 0.00 787,460.07 0.00 168,407,723.60 M-1 0.03 0.00 93,661.48 0.00 41,721,598.97 M-2 0.05 0.00 155,265.36 0.00 67,797,598.33 M-3 0.03 0.00 111,735.88 0.00 46,936,798.84 M-4 0.03 0.00 130,836.04 0.00 46,936,798.84 M-5 0.04 0.00 152,447.51 0.00 52,151,998.72 M-6 0.02 0.00 98,542.64 0.00 31,291,199.23 CERTS 0.00 0.00 2,432,411.66 0.00 0.00 Totals 1.45 0.00 7,405,080.28 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 205,000,000.00 2.33250% 962.59492898 1.99578015 0.00000000 0.00000000 1-A-2 1,368,000,000.00 2.32250% 962.59492900 1.98722375 0.00000000 0.00000000 1-A-3 152,000,000.00 2.42250% 962.59492901 2.07278776 0.00000000 0.00000000 2-A 172,500,000.00 5.56000% 985.24890371 4.56498661 0.00000000 0.00000000 M-1 44,000,000.00 2.48250% 964.65438114 2.12867068 0.00000000 0.00000000 M-2 71,500,000.00 2.53250% 964.65438126 2.17154420 0.00000000 0.00000000 M-3 49,500,000.00 2.63250% 964.65438121 2.25729131 0.00000000 0.00000000 M-4 49,500,000.00 3.08250% 964.65438121 2.64315293 0.00000000 0.00000000 M-5 55,000,000.00 3.23250% 964.65438127 2.77177364 0.00000000 0.00000000 M-6 33,000,000.00 3.48250% 964.65438121 2.98614121 0.00000000 0.00000000 CERTS 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000.00 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 0.00000063 0.00000000 1.99577951 0.00000000 945.41230849 1-A-2 0.00000066 0.00000000 1.98722310 0.00000000 945.41230849 1-A-3 0.00000066 0.00000000 2.07278711 0.00000000 945.41230849 2-A 0.00000070 0.00000000 4.56498591 0.00000000 976.27665855 M-1 0.00000068 0.00000000 2.12867000 0.00000000 948.21815841 M-2 0.00000070 0.00000000 2.17154350 0.00000000 948.21815846 M-3 0.00000061 0.00000000 2.25729051 0.00000000 948.21815838 M-4 0.00000061 0.00000000 2.64315232 0.00000000 948.21815838 M-5 0.00000073 0.00000000 2.77177291 0.00000000 948.21815855 M-6 0.00000061 0.00000000 2.98614061 0.00000000 948.21815848 CERTS 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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage M-1-1 2.48250% 0.00 0.00 38,503,797.19 37,816,492.37 94.54123085% M-1-2 2.48250% 0.00 0.00 3,940,995.59 3,905,106.61 97.62766598% M-2-1 2.53250% 0.00 0.00 62,568,670.43 61,451,800.10 94.54123085% M-2-2 2.53250% 0.00 0.00 6,404,117.83 6,345,798.23 97.62766583% M-3-1 2.63250% 0.00 0.00 43,316,771.83 42,543,553.91 94.54123085% M-3-2 2.63250% 0.00 0.00 4,433,620.04 4,393,244.93 97.62766576% M-4-1 3.08250% 0.00 0.00 43,316,771.83 42,543,553.91 94.54123085% M-4-2 3.08250% 0.00 0.00 4,433,620.04 4,393,244.93 97.62766576% M-5-1 3.23250% 0.00 0.00 48,129,746.48 47,270,615.45 94.54123084% M-5-2 3.23250% 0.00 0.00 4,926,244.49 4,881,383.26 97.62766579% M-6-1 3.48250% 0.00 0.00 28,877,847.89 28,362,369.27 94.54123084% M-6-2 3.48250% 0.00 0.00 2,955,746.69 2,928,829.96 97.62766598%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 44,282,522.73 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 44,282,522.73 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 717,752.40 Payment of Interest and Principal 43,564,770.33 Total Withdrawals (Pool Distribution Amount) 44,282,522.73 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 650,359.55 Ambac Fee 11,330.36 Master Servicing Fee 53,055.95 Owner Trustee Fee 3,006.54 Wells Fargo Bank, NA 0.00 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 717,752.40
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 Financial Guaranty 0.00 0.00 0.00 0.00
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 2 0 0 2 138,023.25 0.00 0.00 138,023.25 30 Days 54 1 0 0 55 10,610,104.63 151,376.54 0.00 0.00 10,761,481.17 60 Days 17 0 11 0 28 4,526,617.02 0.00 3,320,933.84 0.00 7,847,550.86 90 Days 2 1 8 0 11 260,503.85 640,000.00 1,771,435.97 0.00 2,671,939.82 120 Days 0 0 4 0 4 0.00 0.00 700,217.23 0.00 700,217.23 150 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 73 4 23 0 100 15,397,225.50 929,399.79 5,792,587.04 0.00 22,119,212.33 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 0.026021% 0.000000% 0.000000% 0.026021% 0.006616% 0.000000% 0.000000% 0.006616% 30 Days 0.702576% 0.013011% 0.000000% 0.000000% 0.715587% 0.508614% 0.007257% 0.000000% 0.000000% 0.515871% 60 Days 0.221181% 0.000000% 0.143117% 0.000000% 0.364299% 0.216992% 0.000000% 0.159195% 0.000000% 0.376186% 90 Days 0.026021% 0.013011% 0.104085% 0.000000% 0.143117% 0.012488% 0.030680% 0.084917% 0.000000% 0.128084% 120 Days 0.000000% 0.000000% 0.052043% 0.000000% 0.052043% 0.000000% 0.000000% 0.033566% 0.000000% 0.033566% 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 0.949779% 0.052043% 0.299245% 0.000000% 1.301067% 0.738094% 0.044552% 0.277678% 0.000000% 1.060324%
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 43 1 0 0 44 8,779,224.43 151,376.54 0.00 0.00 8,930,600.97 60 Days 16 0 10 0 26 4,428,129.84 0.00 3,010,778.46 0.00 7,438,908.30 90 Days 1 1 8 0 10 184,749.51 640,000.00 1,771,435.97 0.00 2,596,185.48 120 Days 0 0 4 0 4 0.00 0.00 700,217.23 0.00 700,217.23 150 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 60 2 22 0 84 13,392,103.78 791,376.54 5,482,431.66 0.00 19,665,911.98 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.629760% 0.014646% 0.000000% 0.000000% 0.644405% 0.464307% 0.008006% 0.000000% 0.000000% 0.472312% 60 Days 0.234329% 0.000000% 0.146456% 0.000000% 0.380785% 0.234190% 0.000000% 0.159231% 0.000000% 0.393421% 90 Days 0.014646% 0.014646% 0.117165% 0.000000% 0.146456% 0.009771% 0.033848% 0.093686% 0.000000% 0.137304% 120 Days 0.000000% 0.000000% 0.058582% 0.000000% 0.058582% 0.000000% 0.000000% 0.037032% 0.000000% 0.037032% 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 0.878735% 0.029291% 0.322203% 0.000000% 1.230228% 0.708268% 0.041854% 0.289949% 0.000000% 1.040071% 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 2 0 0 2 138,023.25 0.00 0.00 138,023.25 30 Days 11 0 0 0 11 1,830,880.20 0.00 0.00 0.00 1,830,880.20 60 Days 1 0 1 0 2 98,487.18 0.00 310,155.38 0.00 408,642.56 90 Days 1 0 0 0 1 75,754.34 0.00 0.00 0.00 75,754.34 120 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 13 2 1 0 16 2,005,121.72 138,023.25 310,155.38 0.00 2,453,300.35 0-29 Days 0.233100% 0.000000% 0.000000% 0.233100% 0.070689% 0.000000% 0.000000% 0.070689% 30 Days 1.282051% 0.000000% 0.000000% 0.000000% 1.282051% 0.937685% 0.000000% 0.000000% 0.000000% 0.937685% 60 Days 0.116550% 0.000000% 0.116550% 0.000000% 0.233100% 0.050440% 0.000000% 0.158846% 0.000000% 0.209286% 90 Days 0.116550% 0.000000% 0.000000% 0.000000% 0.116550% 0.038798% 0.000000% 0.000000% 0.000000% 0.038798% 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 1.515152% 0.233100% 0.116550% 0.000000% 1.864802% 1.026923% 0.070689% 0.158846% 0.000000% 1.256458%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00 Class 1-A-2 627,000,000.00 28.49999978% 598,946,387.42 28.71157396% 61.997817% 0.000000% Class 1-A-3 475,000,000.00 21.59090893% 455,243,716.53 21.82292758% 6.888646% 0.000000% Class 2A 302,500,000.00 13.74999989% 286,835,992.93 13.75000000% 8.072928% 0.000000% Class M-1 258,500,000.00 11.74999991% 245,114,393.96 11.75000000% 2.000000% 0.000000% Class M-2 187,000,000.00 8.49999993% 177,316,795.63 8.50000000% 3.250000% 0.000000% Class M-3 137,500,000.00 6.24999995% 130,379,996.79 6.25000000% 2.250000% 0.000000% Class M-4 88,000,000.00 3.99999997% 83,443,197.95 4.00000000% 2.250000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 5.327626% Weighted Average Net Coupon 4.959887% Weighted Average Pass-Through Rate 4.844789% Weighted Average Maturity(Stepdown Calculation ) 354 Beginning Scheduled Collateral Loan Count 7,799 Number Of Loans Paid In Full 113 Ending Scheduled Collateral Loan Count 7,686 Beginning Scheduled Collateral Balance 2,122,239,638.73 Ending Scheduled Collateral Balance 2,086,079,948.69 Ending Actual Collateral Balance at 31-Oct-2004 2,086,079,948.69 Monthly P &I Constant 10,120,641.63 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 2,086,079,948.69 Scheduled Principal 698,558.85 Unscheduled Principal 35,461,131.19
Miscellaneous Reporting Net Derivative Contract Payment Amount 0.00
Group Level Collateral Statement Group 1 2 Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 5.218274 6.396005 5.327626 Weighted Average Net Rate 4.843274 6.099200 4.959887 Weighted Average Maturity 354 340 354 Beginning Loan Count 6,934 865 7,799 Loans Paid In Full 106 7 113 Ending Loan Count 6,828 858 7,686 Beginning Scheduled Balance 1,925,189,858.18 197,049,780.55 2,122,239,638.73 Ending scheduled Balance 1,890,824,617.17 195,255,331.52 2,086,079,948.69 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 8,851,937.65 1,268,703.98 10,120,641.63 Scheduled Principal 480,131.01 218,427.84 698,558.85 Unscheduled Principal 33,885,110.00 1,576,021.19 35,461,131.19 Scheduled Interest 8,371,806.64 1,050,276.14 9,422,082.78 Servicing Fees 601,621.84 48,737.71 650,359.55 Master Servicing Fees 0.00 0.00 0.00 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 191,246.72 12,309.09 203,555.81 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 7,578,938.08 989,229.34 8,568,167.42 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
Miscellaneous Reporting Group 1 Net Monthly Excess Cash 2,326,895.91 Excess Interest applied as Principal 0.00 Overcollateralization Amount 0.00 Overcollateralization Deficiency Amount 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 0.00 Group 2 Net Monthly Excess Cash 105,514.31 Excess Interest applied as Principal 0.00 Overcollateralization Amount 0.00 Overcollateralization Deficiency Amount 0.00 Overcollateralization Increase Amount 0.00 Overcollateralization Reduction Amount 0.00 Overcollateralization Target Amount 0.00
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