-----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, D1bEExAtYHIBeAfA0+2Jf4TBJqj+G24bOopMdAkmkdKYpPWN9eMK1j918+uhMd82 RUbFOKs1dM36ypB8TFV40g== 0001056404-05-001039.txt : 20050207 0001056404-05-001039.hdr.sgml : 20050207 20050207091940 ACCESSION NUMBER: 0001056404-05-001039 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050207 DATE AS OF CHANGE: 20050207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-3 CENTRAL INDEX KEY: 0001296486 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 8-K/A SEC ACT: 1934 Act SEC FILE NUMBER: 333-110187-03 FILM NUMBER: 05579041 MAIL ADDRESS: STREET 1: 1111 WILCREST GREEN STREET 2: STE 250 CITY: HOUSTON STATE: TX ZIP: 77042 8-K/A 1 aeg04003_10409.txt SEPTEMBER 8K/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K/A CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110187-03 54-2157782 Pooling and Servicing Agreement) (Commission 54-2157783 (State or other File Number) 54-2157784 jurisdiction 54-2157785 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 Subsequent to filing the 8-K relating to the payment date on September 27, 2004, a revision was made to the AEGIS ASSET BACKED SECURITIES TRUST, Mortgage Pass-Through Certificates, Series 2004-3 which was not included in the original 8-K filed. The 8-K is being amended because SWAP payment was not calculated correctly, resulting in incorrect X-Class payments. This revision was not previously disclosed in a 1934 Act filing. The revised data has been and will continue to be available on the Wells Fargo Bank, website at www.ctslink.com. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the September 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. AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-3 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: 2/2/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the September 27, 2004 distribution. EX-99.1
AEGIS Asset Backed Securities Trust Mortgage Pass-Through Certificates Record Date: 9/24/2004 Distribution Date: 9/27/2004 AEGIS Asset Backed Securities Trust Mortgage Pass-Through Certificates Series 2004-3 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 00764MCC9 SEN 1.97500% 335,161,226.67 606,781.47 4,565,955.39 A-2A 00764MCD7 SEN 1.81500% 261,821,226.67 435,605.07 4,565,955.39 A-2B 00764MCE5 SEN 2.16500% 73,340,000.00 145,549.34 0.00 M-1 00764MCF2 MEZ 2.21500% 51,400,000.00 104,363.42 0.00 M-2 00764MCG0 MEZ 2.86500% 43,880,000.00 115,239.85 0.00 M-3 00764MCH8 MEZ 3.01500% 10,450,000.00 28,881.19 0.00 B-1 00764MCJ4 SUB 3.51500% 10,450,000.00 33,670.77 0.00 B-2 00764MCK1 SUB 3.71500% 10,450,000.00 35,586.60 0.00 B-3 00764MCL9 SUB 5.96500% 8,360,000.00 45,711.78 0.00 X AEG04003X SEN 0.00000% 23,834,564.00 1,951,201.66 0.00 P AEG04003P SEN 0.00000% 100.00 129,488.11 0.00 R AEG0403R1 SEN 0.00000% 0.00 0.00 0.00 Totals 829,147,117.34 3,632,079.26 9,131,910.78
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1 0.00 330,595,271.28 5,172,736.86 0.00 A-2A 0.00 257,255,271.28 5,001,560.46 0.00 A-2B 0.00 73,340,000.00 145,549.34 0.00 M-1 0.00 51,400,000.00 104,363.42 0.00 M-2 0.00 43,880,000.00 115,239.85 0.00 M-3 0.00 10,450,000.00 28,881.19 0.00 B-1 0.00 10,450,000.00 33,670.77 0.00 B-2 0.00 10,450,000.00 35,586.60 0.00 B-3 0.00 8,360,000.00 45,711.78 0.00 X 0.00 23,834,564.00 1,951,201.66 0.00 P 0.00 100.00 129,488.11 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 820,015,206.56 12,763,990.04 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-1 338,510,000.00 335,161,226.67 0.00 4,565,955.39 0.00 0.00 A-2A 265,170,000.00 261,821,226.67 0.00 4,565,955.39 0.00 0.00 A-2B 73,340,000.00 73,340,000.00 0.00 0.00 0.00 0.00 M-1 51,400,000.00 51,400,000.00 0.00 0.00 0.00 0.00 M-2 43,880,000.00 43,880,000.00 0.00 0.00 0.00 0.00 M-3 10,450,000.00 10,450,000.00 0.00 0.00 0.00 0.00 B-1 10,450,000.00 10,450,000.00 0.00 0.00 0.00 0.00 B-2 10,450,000.00 10,450,000.00 0.00 0.00 0.00 0.00 B-3 8,360,000.00 8,360,000.00 0.00 0.00 0.00 0.00 X 23,824,564.10 23,834,564.00 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 835,834,664.10 829,147,117.34 0.00 9,131,910.78 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 4,565,955.39 330,595,271.28 0.97661892 4,565,955.39 A-2A 4,565,955.39 257,255,271.28 0.97015225 4,565,955.39 A-2B 0.00 73,340,000.00 1.00000000 0.00 M-1 0.00 51,400,000.00 1.00000000 0.00 M-2 0.00 43,880,000.00 1.00000000 0.00 M-3 0.00 10,450,000.00 1.00000000 0.00 B-1 0.00 10,450,000.00 1.00000000 0.00 B-2 0.00 10,450,000.00 1.00000000 0.00 B-3 0.00 8,360,000.00 1.00000000 0.00 X 0.00 23,834,564.00 1.00041973 0.00 P 0.00 100.00 1.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 9,131,910.78 820,015,206.56 0.98107346 9,131,910.78
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1 338,510,000.00 990.10731343 0.00000000 13.48839145 0.00000000 A-2A 265,170,000.00 987.37122099 0.00000000 17.21897421 0.00000000 A-2B 73,340,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-1 51,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-2 43,880,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M-3 10,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-1 10,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-2 10,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-3 8,360,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 23,824,564.10 1000.41973066 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000000 0.00000000 0.00000000 0.00000000
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 13.48839145 976.61892198 0.97661892 13.48839145 A-2A 0.00000000 17.21897421 970.15224679 0.97015225 17.21897421 A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 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 B-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1,000.41973066 1.00041973 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall A-1 338,510,000.00 1.97500% 335,161,226.67 606,781.47 0.00 0.00 A-2A 265,170,000.00 1.81500% 261,821,226.67 435,605.07 0.00 0.00 A-2B 73,340,000.00 2.16500% 73,340,000.00 145,549.34 0.00 0.00 M-1 51,400,000.00 2.21500% 51,400,000.00 104,363.42 0.00 0.00 M-2 43,880,000.00 2.86500% 43,880,000.00 115,239.85 0.00 0.00 M-3 10,450,000.00 3.01500% 10,450,000.00 28,881.19 0.00 0.00 B-1 10,450,000.00 3.51500% 10,450,000.00 33,670.77 0.00 0.00 B-2 10,450,000.00 3.71500% 10,450,000.00 35,586.60 0.00 0.00 B-3 8,360,000.00 5.96500% 8,360,000.00 45,711.78 0.00 0.00 X 23,824,564.10 0.00000% 23,834,564.00 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 835,834,664.10 1,551,389.49 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 0.00 606,781.47 0.00 330,595,271.28 A-2A 0.00 0.00 435,605.07 0.00 257,255,271.28 A-2B 0.00 0.00 145,549.34 0.00 73,340,000.00 M-1 0.00 0.00 104,363.42 0.00 51,400,000.00 M-2 0.00 0.00 115,239.85 0.00 43,880,000.00 M-3 0.00 0.00 28,881.19 0.00 10,450,000.00 B-1 0.00 0.00 33,670.77 0.00 10,450,000.00 B-2 0.00 0.00 35,586.60 0.00 10,450,000.00 B-3 0.00 0.00 45,711.78 0.00 8,360,000.00 X 0.00 0.00 1,951,201.66 0.00 23,834,564.00 P 0.00 0.00 129,488.11 0.00 100.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 3,632,079.26 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-1 338,510,000.00 1.97500% 990.10731343 1.79250678 0.00000000 0.00000000 A-2A 265,170,000.00 1.81500% 987.37122099 1.64273888 0.00000000 0.00000000 A-2B 73,340,000.00 2.16500% 1000.00000000 1.98458331 0.00000000 0.00000000 M-1 51,400,000.00 2.21500% 1000.00000000 2.03041673 0.00000000 0.00000000 M-2 43,880,000.00 2.86500% 1000.00000000 2.62625000 0.00000000 0.00000000 M-3 10,450,000.00 3.01500% 1000.00000000 2.76375024 0.00000000 0.00000000 B-1 10,450,000.00 3.51500% 1000.00000000 3.22208325 0.00000000 0.00000000 B-2 10,450,000.00 3.71500% 1000.00000000 3.40541627 0.00000000 0.00000000 B-3 8,360,000.00 5.96500% 1000.00000000 5.46791627 0.00000000 0.00000000 X 23,824,564.10 0.00000% 1000.41973066 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 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 1.79250678 0.00000000 976.61892198 A-2A 0.00000000 0.00000000 1.64273888 0.00000000 970.15224679 A-2B 0.00000000 0.00000000 1.98458331 0.00000000 1000.00000000 M-1 0.00000000 0.00000000 2.03041673 0.00000000 1000.00000000 M-2 0.00000000 0.00000000 2.62625000 0.00000000 1000.00000000 M-3 0.00000000 0.00000000 2.76375024 0.00000000 1000.00000000 B-1 0.00000000 0.00000000 3.22208325 0.00000000 1000.00000000 B-2 0.00000000 0.00000000 3.40541627 0.00000000 1000.00000000 B-3 0.00000000 0.00000000 5.46791627 0.00000000 1000.00000000 X 0.00000000 0.00000000 81.89873493 0.00000000 1000.41973066 P 0.00000000 0.00000000 1294881.10000000 0.00000000 1000.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 12,962,395.46 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 72,957.80 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 129,488.11 Total Deposits 13,164,841.37 Withdrawals Reimbursement for Servicer Advances 38,790.45 Payment of Service Fee 362,060.88 Payment of Interest and Principal 12,763,990.04 Total Withdrawals (Pool Distribution Amount) 13,164,841.37 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 345,477.93 Credit Risk Manager Fee 10,364.34 Wells Fargo Bank, NA 6,218.61 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 362,060.88
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Basis Risk Reserve Fund 1,000.00 0.00 0.00 1,000.00 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 11 0 0 11 1,032,199.48 0.00 0.00 1,032,199.48 30 Days 55 0 0 0 55 6,063,502.89 0.00 0.00 0.00 6,063,502.89 60 Days 12 0 14 0 26 1,080,690.86 0.00 1,679,700.00 0.00 2,760,390.86 90 Days 3 1 9 0 13 172,000.00 108,200.00 865,542.33 0.00 1,145,742.33 120 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 70 12 23 0 105 7,316,193.75 1,140,399.48 2,545,242.33 0.00 11,001,835.56 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 0.170173% 0.000000% 0.000000% 0.170173% 0.125773% 0.000000% 0.000000% 0.125773% 30 Days 0.850866% 0.000000% 0.000000% 0.000000% 0.850866% 0.738836% 0.000000% 0.000000% 0.000000% 0.738836% 60 Days 0.185644% 0.000000% 0.216584% 0.000000% 0.402228% 0.131682% 0.000000% 0.204671% 0.000000% 0.336353% 90 Days 0.046411% 0.015470% 0.139233% 0.000000% 0.201114% 0.020958% 0.013184% 0.105466% 0.000000% 0.139608% 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 1.082921% 0.185644% 0.355817% 0.000000% 1.624381% 0.891476% 0.138957% 0.310137% 0.000000% 1.340570%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 72,957.80
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.304270% Weighted Average Net Coupon 6.804270% Weighted Average Pass-Through Rate 6.780270% Weighted Average Maturity (Stepdown Calculation ) 342 Beginning Scheduled Collateral Loan Count 6,520 Number Of Loans Paid In Full 56 Ending Scheduled Collateral Loan Count 6,464 Beginning Scheduled Collateral Balance 829,147,017.34 Ending Scheduled Collateral Balance 820,015,106.56 Ending Actual Collateral Balance at 24-Sep-2004 820,683,304.62 Monthly P&I Constant 5,836,209.10 Special Servicing Fee 0.00 Prepayment Penalties 129,488.11 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 787,337.34 Unscheduled Principal 8,344,573.44 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 23,834,564.00 Overcollateralized Amount 23,834,564.00 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount 0.00 Excess Cash Amount 1,951,201.66
Miscellaneous Reporting LIBOR Used 1.615000% Net Swap Payment to Swap Counterparty 1,182,275.80 Net Swap Payment to Supp. Interest Trust 0.00 Swap Term. Payment to Swap Counterparty 0.00 Swap Term. Payment to Supp. Int. Trust 0.00
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