-----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, Cr1c4DAytQpjjQH6Zwy3zB3vMhOMNRtPPPJC7vAfsWn0OF1+fMwOsIfndS3ADnNI SfoTMrb+MG9GfC2EsJ6tHg== 0001056404-04-004239.txt : 20041203 0001056404-04-004239.hdr.sgml : 20041203 20041203134714 ACCESSION NUMBER: 0001056404-04-004239 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: Asset-Backed Funding Corp. ABFC Asset Backed Certificates, Series 2004-OPT4 CENTRAL INDEX KEY: 0001296183 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: 333-108551-07 FILM NUMBER: 041183002 BUSINESS ADDRESS: STREET 1: 100 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 BUSINESS PHONE: 7043862400 MAIL ADDRESS: STREET 1: 100 NORTH TRYON ST CITY: CHARLOTTE STATE: NC ZIP: 28255 8-K 1 abf04op4_nov.txt NOVEMBER 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): November 26, 2004 ASSET BACKED FUNDING CORPORATION Asset Backed Certificates, Series 2004-OP4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-108551-07 54-2155107 Pooling and Servicing Agreement) (Commission 54-2155108 (State or other File Number) 54-6621650 jurisdiction 54-6621651 of Incorporation) 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 ASSET BACKED FUNDING CORPORATION, Asset Backed Certificates, Series 2004-OP4 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Certificates, Series 2004-OP4 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. ASSET BACKED FUNDING CORPORATION Asset Backed Certificates, Series 2004-OP4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 11/30/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Certificates, Series 2004-OP4 Trust, relating to the November 26, 2004 distribution. EX-99.1
Asset Backed Funding Corporation Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 ABFC Series: 2004-OP4 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 A-1 04542BHB1 SEN 2.24250% 534,515,321.71 1,065,467.21 18,017,998.12 A-2 04542BHC9 SEN 2.24250% 90,158,246.36 179,715.44 2,023,186.75 M-1 04542BHD7 SUB 2.53250% 42,905,000.00 96,583.92 0.00 M-2 04542BHE5 SUB 3.11250% 30,309,000.00 83,854.90 0.00 M-3 04542BHF2 SUB 3.38250% 5,117,000.00 15,385.11 0.00 M-4 04542BHG0 SUB 3.73250% 7,872,000.00 26,117.55 0.00 M-5 04542BHH8 SUB 3.93250% 5,511,000.00 19,264.01 0.00 M-6 04542BHJ4 SUB 5.43250% 7,872,000.00 38,013.01 0.00 M-7 04542BHK1 SUB 5.43250% 6,692,000.00 32,314.92 0.00 CE ABF04OP4C SEN 0.00000% 3,936,776.66 2,126,987.54 0.00 R1 ABF4OP4R1 SEN 0.00000% 0.00 0.00 0.00 R2 ABF4OP4R2 SEN 0.00000% 0.00 0.00 0.00 P ABF04OP4P SEN 0.00000% 0.00 322,669.91 0.00 Totals 734,888,344.73 4,006,373.52 20,041,184.87
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 516,497,323.59 19,083,465.33 0.00 A-2 0.00 88,135,059.61 2,202,902.19 0.00 M-1 0.00 42,905,000.00 96,583.92 0.00 M-2 0.00 30,309,000.00 83,854.90 0.00 M-3 0.00 5,117,000.00 15,385.11 0.00 M-4 0.00 7,872,000.00 26,117.55 0.00 M-5 0.00 5,511,000.00 19,264.01 0.00 M-6 0.00 7,872,000.00 38,013.01 0.00 M-7 0.00 6,692,000.00 32,314.92 0.00 CE 0.00 3,936,776.66 2,126,987.54 0.00 R1 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 P 0.00 0.00 322,669.91 0.00 Totals 0.00 714,847,159.86 24,047,558.39 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) A-1 578,603,000.00 534,515,321.71 0.00 18,017,998.12 0.00 0.00 A-2 98,426,000.00 90,158,246.36 0.00 2,023,186.75 0.00 0.00 M-1 42,905,000.00 42,905,000.00 0.00 0.00 0.00 0.00 M-2 30,309,000.00 30,309,000.00 0.00 0.00 0.00 0.00 M-3 5,117,000.00 5,117,000.00 0.00 0.00 0.00 0.00 M-4 7,872,000.00 7,872,000.00 0.00 0.00 0.00 0.00 M-5 5,511,000.00 5,511,000.00 0.00 0.00 0.00 0.00 M-6 7,872,000.00 7,872,000.00 0.00 0.00 0.00 0.00 M-7 6,692,000.00 6,692,000.00 0.00 0.00 0.00 0.00 CE 3,936,776.66 3,936,776.66 0.00 0.00 0.00 0.00 R1 0.00 0.00 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 0.00 0.00 0.00 0.00 Totals 787,243,776.66 734,888,344.73 0.00 20,041,184.87 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 A-1 18,017,998.12 516,497,323.59 0.89266271 18,017,998.12 A-2 2,023,186.75 88,135,059.61 0.89544490 2,023,186.75 M-1 0.00 42,905,000.00 1.00000000 0.00 M-2 0.00 30,309,000.00 1.00000000 0.00 M-3 0.00 5,117,000.00 1.00000000 0.00 M-4 0.00 7,872,000.00 1.00000000 0.00 M-5 0.00 5,511,000.00 1.00000000 0.00 M-6 0.00 7,872,000.00 1.00000000 0.00 M-7 0.00 6,692,000.00 1.00000000 0.00 CE 0.00 3,936,776.66 1.00000000 0.00 R1 0.00 0.00 0.00000000 0.00 R2 0.00 0.00 0.00000000 0.00 P 0.00 0.00 0.00000000 0.00 Totals 20,041,184.87 714,847,159.86 0.90803787 20,041,184.87
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 578,603,000.00 923.80323246 0.00000000 31.14051970 0.00000000 A-2 98,426,000.00 916.00030846 0.00000000 20.55540965 0.00000000 M-1 42,905,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 30,309,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 5,117,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-4 7,872,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-5 5,511,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-6 7,872,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-7 6,692,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 CE 3,936,776.66 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1 0.00000000 31.14051970 892.66271276 0.89266271 31.14051970 A-2 0.00000000 20.55540965 895.44489881 0.89544490 20.55540965 M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 CE 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 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 A-1 578,603,000.00 2.24250% 534,515,321.71 1,065,467.21 0.00 0.00 A-2 98,426,000.00 2.24250% 90,158,246.36 179,715.44 0.00 0.00 M-1 42,905,000.00 2.53250% 42,905,000.00 96,583.92 0.00 0.00 M-2 30,309,000.00 3.11250% 30,309,000.00 83,854.90 0.00 0.00 M-3 5,117,000.00 3.38250% 5,117,000.00 15,385.11 0.00 0.00 M-4 7,872,000.00 3.73250% 7,872,000.00 26,117.55 0.00 0.00 M-5 5,511,000.00 3.93250% 5,511,000.00 19,264.01 0.00 0.00 M-6 7,872,000.00 5.43250% 7,872,000.00 38,013.01 0.00 0.00 M-7 6,692,000.00 5.43250% 6,692,000.00 32,314.92 0.00 0.00 CE 3,936,776.66 0.00000% 3,936,776.66 0.00 0.00 0.00 R1 0.00 0.00000% 0.00 0.00 0.00 0.00 R2 0.00 0.00000% 0.00 0.00 0.00 0.00 P 0.00 0.00000% 0.01 0.00 0.00 0.00 Totals 787,243,776.66 1,556,716.07 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 A-1 0.00 0.00 1,065,467.21 0.00 516,497,323.59 A-2 0.00 0.00 179,715.44 0.00 88,135,059.61 M-1 0.00 0.00 96,583.92 0.00 42,905,000.00 M-2 0.00 0.00 83,854.90 0.00 30,309,000.00 M-3 0.00 0.00 15,385.11 0.00 5,117,000.00 M-4 0.00 0.00 26,117.55 0.00 7,872,000.00 M-5 0.00 0.00 19,264.01 0.00 5,511,000.00 M-6 0.00 0.00 38,013.01 0.00 7,872,000.00 M-7 0.00 0.00 32,314.92 0.00 6,692,000.00 CE 0.00 0.00 2,126,987.54 0.00 3,936,776.66 R1 0.00 0.00 0.00 0.00 0.00 R2 0.00 0.00 0.00 0.00 0.00 P 0.00 0.00 322,669.91 0.00 0.01 Totals 0.00 0.00 4,006,373.52 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 A-1 578,603,000.00 2.24250% 923.80323246 1.84144778 0.00000000 0.00000000 A-2 98,426,000.00 2.24250% 916.00030846 1.82589397 0.00000000 0.00000000 M-1 42,905,000.00 2.53250% 1000.00000000 2.25111106 0.00000000 0.00000000 M-2 30,309,000.00 3.11250% 1000.00000000 2.76666667 0.00000000 0.00000000 M-3 5,117,000.00 3.38250% 1000.00000000 3.00666602 0.00000000 0.00000000 M-4 7,872,000.00 3.73250% 1000.00000000 3.31777820 0.00000000 0.00000000 M-5 5,511,000.00 3.93250% 1000.00000000 3.49555616 0.00000000 0.00000000 M-6 7,872,000.00 5.43250% 1000.00000000 4.82888847 0.00000000 0.00000000 M-7 6,692,000.00 5.43250% 1000.00000000 4.82888822 0.00000000 0.00000000 CE 3,936,776.66 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R1 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1 0.00000000 0.00000000 1.84144778 0.00000000 892.66271276 A-2 0.00000000 0.00000000 1.82589397 0.00000000 895.44489881 M-1 0.00000000 0.00000000 2.25111106 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 2.76666667 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 3.00666602 0.00000000 1000.00000000 M-4 0.00000000 0.00000000 3.31777820 0.00000000 1000.00000000 M-5 0.00000000 0.00000000 3.49555616 0.00000000 1000.00000000 M-6 0.00000000 0.00000000 4.82888847 0.00000000 1000.00000000 M-7 0.00000000 0.00000000 4.82888822 0.00000000 1000.00000000 CE 0.00000000 0.00000000 540.28656530 0.00000000 1000.00000000 R1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 P 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 24,374,914.53 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 322,669.91 Total Deposits 24,697,584.44 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 650,026.05 Payment of Interest and Principal 24,047,558.39 Total Withdrawals (Pool Distribution Amount) 24,697,584.44 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 183,722.09 Credit Risk Manager Fee 9,186.10 PMI Premium 451,912.40 Trustee 5,205.46 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 650,026.05
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Class A-2 Reserve Fund 0.00 0.00 0.00 0.00 Class M Reserve Fund 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 7 1 0 8 681,759.57 211,340.72 0.00 893,100.29 30 Days 75 0 0 0 75 11,485,814.45 0.00 0.00 0.00 11,485,814.45 60 Days 25 1 9 0 35 3,951,452.44 137,072.12 1,054,533.77 0.00 5,143,058.33 90 Days 6 4 24 0 34 1,080,842.90 841,623.59 3,634,676.61 0.00 5,557,143.10 120 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 106 12 34 0 152 16,518,109.79 1,660,455.28 4,900,551.10 0.00 23,079,116.17 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 0.153240% 0.021891% 0.000000% 0.175131% 0.095340% 0.029555% 0.000000% 0.124894% 30 Days 1.641856% 0.000000% 0.000000% 0.000000% 1.641856% 1.606218% 0.000000% 0.000000% 0.000000% 1.606218% 60 Days 0.547285% 0.021891% 0.197023% 0.000000% 0.766200% 0.552585% 0.019169% 0.147470% 0.000000% 0.719224% 90 Days 0.131349% 0.087566% 0.525394% 0.000000% 0.744308% 0.151149% 0.117696% 0.508286% 0.000000% 0.777131% 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 2.320490% 0.262697% 0.744308% 0.000000% 3.327496% 2.309952% 0.232204% 0.685311% 0.000000% 3.227467%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 125,483.95
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.076552% Weighted Average Net Coupon 6.776552% Weighted Average Pass-Through Rate 6.015125% Weighted Average Maturity (Stepdown Calculation) 348 Beginning Scheduled Collateral Loan Count 4,675 Number Of Loans Paid In Full 107 Ending Scheduled Collateral Loan Count 4,568 Beginning Scheduled Collateral Balance 734,888,344.73 Ending Scheduled Collateral Balance 714,847,159.86 Ending Actual Collateral Balance at 31-Oct-2004 715,084,396.25 Monthly P &I Constant 4,991,650.39 Special Servicing Fee 0.00 Prepayment Penalties 322,669.91 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 657,920.64 Unscheduled Principal 19,383,264.23 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 3,936,776.66 Overcollateralized Amount 3,936,776.66 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 2,126,987.54
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 7.109211 6.883178 7.076552 Weighted Average Net Rate 6.809211 6.583177 6.776552 Weighted Average Maturity 88 (3) 348 Beginning Loan Count 4,369 306 4,675 Loans Paid In Full 101 6 107 Ending Loan Count 4,268 300 4,568 Beginning Scheduled Balance 628,707,340.55 106,181,004.18 734,888,344.73 Ending scheduled Balance 610,689,342.43 104,157,817.43 714,847,159.86 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 4,281,020.88 710,629.51 4,991,650.39 Scheduled Principal 556,343.42 101,577.22 657,920.64 Unscheduled Principal 17,461,654.70 1,921,609.53 19,383,264.23 Scheduled Interest 3,724,677.46 609,052.29 4,333,729.75 Servicing Fees 157,176.84 26,545.25 183,722.09 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 4,453.34 752.12 5,205.46 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 7,858.84 1,327.26 9,186.10 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 3 393,747.23 58,165.17 451,912.40 Net Interest 3,161,441.21 522,262.49 3,683,703.70 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 6.034175 5.902327 6.015125
Miscellaneous Reporting Group 1 Group 1 Available Funds 21,179,439.24 Group 2 Group 2 Available Funds 2,545,449.24
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