-----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, OrTB3b9iXSC3zpxkT/1mivUZTOJ9OOlmwVXS69jOldaQz1xP/dHZnFQhjXlPbZlO iZMNBzEx58DFlwdb5At85A== 0001056404-05-000114.txt : 20050104 0001056404-05-000114.hdr.sgml : 20050104 20050104092549 ACCESSION NUMBER: 0001056404-05-000114 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-A4 CENTRAL INDEX KEY: 0001298781 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: 333-109775-06 FILM NUMBER: 05504105 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 jpm040a4_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-A4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-06 Pooling and Servicing Agreement) (Commission 54-2157839 (State or other File Number) 54-2157840 jurisdiction IRS EIN of Incorporation) c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, Maryland 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On December 27, 2004 a distribution was made to holders of J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A4 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-A4 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-A4 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-A4 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-A4 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-A1 466247DX8 SEN 4.69918% 39,575,336.67 154,976.34 388,062.07 1-A2 466247DY6 SEN 4.69918% 1,405,946.49 5,505.66 13,786.23 1-A3 466247EF6 SEN 4.69918% 34,203,188.45 133,939.10 335,384.64 1-A4 466247EG4 SEN 4.69918% 2,274,512.03 8,906.95 22,303.08 2-A1 466247DZ3 SEN 4.73751% 77,606,936.62 306,386.15 2,157,980.38 2-A2 466247EH2 SEN 4.73751% 71,871,406.71 283,742.72 1,998,495.14 2-A3 466247EJ8 SEN 4.73751% 5,181,161.80 20,454.82 144,070.18 3-A1 466247EA7 SEN 4.38733% 127,981,195.81 467,912.79 1,970,941.45 AR 466247EB5 SEN 4.69483% 0.00 0.00 0.00 B1 466247EC3 SUB 4.60514% 6,158,329.02 23,633.32 5,622.01 B2 466247EDI SUB 4.60514% 2,501,733.98 9,600.70 2,283.86 B3 466247EE9 SUB 4.60514% 1,539,482.61 5,907.95 1,405.41 B4 466247DU4 SUB 4.60514% 1,154,661.78 4,431.15 1,054.10 B5 466247DV2 SUB 4.60514% 577,330.89 2,215.58 527.05 B6 466247DWO SUB 4.60514% 962,470.61 3,693.60 878.61 Totals 372,993,693.47 1,431,306.83 7,042,794.21
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 39,187,274.60 543,038.41 0.00 1-A2 0.00 1,392,160.27 19,291.89 0.00 1-A3 0.00 33,867,803.81 469,323.74 0.00 1-A4 0.00 2,252,208.95 31,210.03 0.00 2-A1 0.00 75,448,956.25 2,464,366.53 0.00 2-A2 0.00 69,872,911.58 2,282,237.86 0.00 2-A3 0.00 5,037,091.61 164,525.00 0.00 3-A1 0.00 126,010,254.37 2,438,854.24 0.00 AR 0.00 0.00 0.00 0.00 B1 0.00 6,152,707.02 29,255.33 0.00 B2 0.00 2,499,450.12 11,884.56 0.00 B3 0.00 1,538,077.20 7,313.36 0.00 B4 0.00 1,153,607.68 5,485.25 0.00 B5 0.00 576,803.84 2,742.63 0.00 B6 0.00 961,592.00 4,572.21 0.00 Totals 0.00 365,950,899.30 8,474,101.04 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) 1-A1 40,497,300.00 39,575,336.67 49,683.30 338,378.77 0.00 0.00 1-A2 1,438,700.00 1,405,946.49 1,765.04 12,021.19 0.00 0.00 1-A3 35,000,000.00 34,203,188.45 42,939.05 292,445.59 0.00 0.00 1-A4 2,327,500.00 2,274,512.03 2,855.45 19,447.63 0.00 0.00 2-A1 80,985,200.00 77,606,936.62 30,919.93 2,127,060.44 0.00 0.00 2-A2 75,000,000.00 71,871,406.71 28,634.80 1,969,860.34 0.00 0.00 2-A3 5,406,700.00 5,181,161.80 2,064.26 142,005.92 0.00 0.00 3-A1 132,674,600.00 127,981,195.81 171,035.25 1,799,906.20 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 B1 6,180,400.00 6,158,329.02 5,622.01 0.00 0.00 0.00 B2 2,510,700.00 2,501,733.98 2,283.86 0.00 0.00 0.00 B3 1,545,000.00 1,539,482.61 1,405.41 0.00 0.00 0.00 B4 1,158,800.00 1,154,661.78 1,054.10 0.00 0.00 0.00 B5 579,400.00 577,330.89 527.05 0.00 0.00 0.00 B6 965,920.00 962,470.61 878.61 0.00 0.00 0.00 Totals 386,270,320.00 372,993,693.47 341,668.12 6,701,126.08 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-A1 388,062.07 39,187,274.60 0.96765154 388,062.07 1-A2 13,786.23 1,392,160.27 0.96765154 13,786.23 1-A3 335,384.64 33,867,803.81 0.96765154 335,384.64 1-A4 22,303.08 2,252,208.95 0.96765154 22,303.08 2-A1 2,157,980.38 75,448,956.25 0.93163882 2,157,980.38 2-A2 1,998,495.14 69,872,911.58 0.93163882 1,998,495.14 2-A3 144,070.18 5,037,091.61 0.93163882 144,070.18 3-A1 1,970,941.45 126,010,254.37 0.94976924 1,970,941.45 AR 0.00 0.00 0.00000000 0.00 B1 5,622.01 6,152,707.02 0.99551923 5,622.01 B2 2,283.86 2,499,450.12 0.99551923 2,283.86 B3 1,405.41 1,538,077.20 0.99551922 1,405.41 B4 1,054.10 1,153,607.68 0.99551923 1,054.10 B5 527.05 576,803.84 0.99551923 527.05 B6 878.61 961,592.00 0.99551930 878.61 Totals 7,042,794.21 365,950,899.30 0.94739585 7,042,794.21
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 40,497,300.00 977.23395560 1.22682994 8.35558840 0.00000000 1-A2 1,438,700.00 977.23395426 1.22682978 8.35559185 0.00000000 1-A3 35,000,000.00 977.23395571 1.22683000 8.35558829 0.00000000 1-A4 2,327,500.00 977.23395489 1.22683136 8.35558754 0.00000000 2-A1 80,985,200.00 958.28542277 0.38179729 26.26480443 0.00000000 2-A2 75,000,000.00 958.28542280 0.38179733 26.26480453 0.00000000 2-A3 5,406,700.00 958.28542364 0.38179666 26.26480478 0.00000000 3-A1 132,674,600.00 964.62469689 1.28913334 13.56632091 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 6,180,400.00 996.42887515 0.90965148 0.00000000 0.00000000 B2 2,510,700.00 996.42887641 0.90965070 0.00000000 0.00000000 B3 1,545,000.00 996.42887379 0.90965049 0.00000000 0.00000000 B4 1,158,800.00 996.42887470 0.90964791 0.00000000 0.00000000 B5 579,400.00 996.42887470 0.90964791 0.00000000 0.00000000 B6 965,920.00 996.42890716 0.90960949 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 1-A1 0.00000000 9.58241833 967.65153726 0.96765154 9.58241833 1-A2 0.00000000 9.58242163 967.65153958 0.96765154 9.58242163 1-A3 0.00000000 9.58241829 967.65153743 0.96765154 9.58241829 1-A4 0.00000000 9.58241890 967.65153598 0.96765154 9.58241890 2-A1 0.00000000 26.64660185 931.63882104 0.93163882 26.64660185 2-A2 0.00000000 26.64660187 931.63882107 0.93163882 26.64660187 2-A3 0.00000000 26.64660144 931.63882035 0.93163882 26.64660144 3-A1 0.00000000 14.85545425 949.76924272 0.94976924 14.85545425 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.90965148 995.51922529 0.99551923 0.90965148 B2 0.00000000 0.90965070 995.51922571 0.99551923 0.90965070 B3 0.00000000 0.90965049 995.51922330 0.99551922 0.90965049 B4 0.00000000 0.90964791 995.51922679 0.99551923 0.90964791 B5 0.00000000 0.90964791 995.51922679 0.99551923 0.90964791 B6 0.00000000 0.90960949 995.51929766 0.99551930 0.90960949 (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-A1 40,497,300.00 4.69918% 39,575,336.67 154,976.34 0.00 0.00 1-A2 1,438,700.00 4.69918% 1,405,946.49 5,505.66 0.00 0.00 1-A3 35,000,000.00 4.69918% 34,203,188.45 133,939.10 0.00 0.00 1-A4 2,327,500.00 4.69918% 2,274,512.03 8,906.95 0.00 0.00 2-A1 80,985,200.00 4.73751% 77,606,936.62 306,386.15 0.00 0.00 2-A2 75,000,000.00 4.73751% 71,871,406.71 283,742.72 0.00 0.00 2-A3 5,406,700.00 4.73751% 5,181,161.80 20,454.82 0.00 0.00 3-A1 132,674,600.00 4.38733% 127,981,195.81 467,912.79 0.00 0.00 AR 100.00 4.69483% 0.00 0.00 0.00 0.00 B1 6,180,400.00 4.60514% 6,158,329.02 23,633.32 0.00 0.00 B2 2,510,700.00 4.60514% 2,501,733.98 9,600.70 0.00 0.00 B3 1,545,000.00 4.60514% 1,539,482.61 5,907.95 0.00 0.00 B4 1,158,800.00 4.60514% 1,154,661.78 4,431.15 0.00 0.00 B5 579,400.00 4.60514% 577,330.89 2,215.58 0.00 0.00 B6 965,920.00 4.60514% 962,470.61 3,693.60 0.00 0.00 Totals 386,270,320.00 1,431,306.83 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-A1 0.00 0.00 154,976.34 0.00 39,187,274.60 1-A2 0.00 0.00 5,505.66 0.00 1,392,160.27 1-A3 0.00 0.00 133,939.10 0.00 33,867,803.81 1-A4 0.00 0.00 8,906.95 0.00 2,252,208.95 2-A1 0.00 0.00 306,386.15 0.00 75,448,956.25 2-A2 0.00 0.00 283,742.72 0.00 69,872,911.58 2-A3 0.00 0.00 20,454.82 0.00 5,037,091.61 3-A1 0.00 0.00 467,912.79 0.00 126,010,254.37 AR 0.00 0.00 0.00 0.00 0.00 B1 0.00 0.00 23,633.32 0.00 6,152,707.02 B2 0.00 0.00 9,600.70 0.00 2,499,450.12 B3 0.00 0.00 5,907.95 0.00 1,538,077.20 B4 0.00 0.00 4,431.15 0.00 1,153,607.68 B5 0.00 0.00 2,215.58 0.00 576,803.84 B6 0.00 0.00 3,693.60 0.00 961,592.00 Totals 0.00 0.00 1,431,306.83 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-A1 40,497,300.00 4.69918% 977.23395560 3.82683142 0.00000000 0.00000000 1-A2 1,438,700.00 4.69918% 977.23395426 3.82682978 0.00000000 0.00000000 1-A3 35,000,000.00 4.69918% 977.23395571 3.82683143 0.00000000 0.00000000 1-A4 2,327,500.00 4.69918% 977.23395489 3.82683136 0.00000000 0.00000000 2-A1 80,985,200.00 4.73751% 958.28542277 3.78323632 0.00000000 0.00000000 2-A2 75,000,000.00 4.73751% 958.28542280 3.78323627 0.00000000 0.00000000 2-A3 5,406,700.00 4.73751% 958.28542364 3.78323562 0.00000000 0.00000000 3-A1 132,674,600.00 4.38733% 964.62469689 3.52676993 0.00000000 0.00000000 AR 100.00 4.69483% 0.00000000 0.00000000 0.00000000 0.00000000 B1 6,180,400.00 4.60514% 996.42887515 3.82391431 0.00000000 0.00000000 B2 2,510,700.00 4.60514% 996.42887641 3.82391365 0.00000000 0.00000000 B3 1,545,000.00 4.60514% 996.42887379 3.82391586 0.00000000 0.00000000 B4 1,158,800.00 4.60514% 996.42887470 3.82391267 0.00000000 0.00000000 B5 579,400.00 4.60514% 996.42887470 3.82392130 0.00000000 0.00000000 B6 965,920.00 4.60514% 996.42890716 3.82391917 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 1-A1 0.00000000 0.00000000 3.82683142 0.00000000 967.65153726 1-A2 0.00000000 0.00000000 3.82682978 0.00000000 967.65153958 1-A3 0.00000000 0.00000000 3.82683143 0.00000000 967.65153743 1-A4 0.00000000 0.00000000 3.82683136 0.00000000 967.65153598 2-A1 0.00000000 0.00000000 3.78323632 0.00000000 931.63882104 2-A2 0.00000000 0.00000000 3.78323627 0.00000000 931.63882107 2-A3 0.00000000 0.00000000 3.78323562 0.00000000 931.63882035 3-A1 0.00000000 0.00000000 3.52676993 0.00000000 949.76924272 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.00000000 3.82391431 0.00000000 995.51922529 B2 0.00000000 0.00000000 3.82391365 0.00000000 995.51922571 B3 0.00000000 0.00000000 3.82391586 0.00000000 995.51922330 B4 0.00000000 0.00000000 3.82391267 0.00000000 995.51922679 B5 0.00000000 0.00000000 3.82392130 0.00000000 995.51922679 B6 0.00000000 0.00000000 3.82391917 0.00000000 995.51929766 (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 8,546,004.30 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 17,445.82 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 8,563,450.12 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 89,349.08 Payment of Interest and Principal 8,474,101.04 Total Withdrawals (Pool Distribution Amount) 8,563,450.12 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 87,017.87 Wells Fargo Bank N.A. 2,331.21 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 89,349.08
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 8 0 0 0 8 3,244,236.84 0.00 0.00 0.00 3,244,236.84 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 295,319.45 0.00 0.00 0.00 295,319.45 120 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 9 0 0 0 9 3,539,556.29 0.00 0.00 0.00 3,539,556.29 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 0.854701% 0.000000% 0.000000% 0.000000% 0.854701% 0.885954% 0.000000% 0.000000% 0.000000% 0.885954% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.106838% 0.000000% 0.000000% 0.000000% 0.106838% 0.080647% 0.000000% 0.000000% 0.000000% 0.080647% 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 0.961538% 0.000000% 0.000000% 0.000000% 0.961538% 0.966602% 0.000000% 0.000000% 0.000000% 0.966602%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 2 0 0 0 2 1,104,433.53 0.00 0.00 0.00 1,104,433.53 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 2 0 0 0 2 1,104,433.53 0.00 0.00 0.00 1,104,433.53 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.219512% 0.000000% 0.000000% 0.000000% 1.219512% 1.389340% 0.000000% 0.000000% 0.000000% 1.389340% 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 1.219512% 0.000000% 0.000000% 0.000000% 1.219512% 1.389340% 0.000000% 0.000000% 0.000000% 1.389340% 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 4 0 0 0 4 1,761,259.91 0.00 0.00 0.00 1,761,259.91 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 1,761,259.91 0.00 0.00 0.00 1,761,259.91 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.265823% 0.000000% 0.000000% 0.000000% 1.265823% 1.129104% 0.000000% 0.000000% 0.000000% 1.129104% 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 1.265823% 0.000000% 0.000000% 0.000000% 1.265823% 1.129104% 0.000000% 0.000000% 0.000000% 1.129104% 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 2 0 0 0 2 378,543.40 0.00 0.00 0.00 378,543.40 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 1 0 0 0 1 295,319.45 0.00 0.00 0.00 295,319.45 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 673,862.85 0.00 0.00 0.00 673,862.85 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.438596% 0.000000% 0.000000% 0.000000% 0.438596% 0.289617% 0.000000% 0.000000% 0.000000% 0.289617% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.219298% 0.000000% 0.000000% 0.000000% 0.219298% 0.225944% 0.000000% 0.000000% 0.000000% 0.225944% 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 0.657895% 0.000000% 0.000000% 0.000000% 0.657895% 0.515561% 0.000000% 0.000000% 0.000000% 0.515561%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 17,445.82
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 386,270,220.00 99.99997411% 365,950,899.30 99.99999988% 96.479791% 0.000000% Class 1-A-1 345,772,920.00 89.51578780% 326,763,624.70 89.29165769% 10.708342% 304.196173% Class 1-A-2 344,334,220.00 89.14332843% 325,371,464.43 88.91123500% 0.380423% 10.806820% Class 1-A-3 309,334,220.00 80.08231645% 291,503,660.62 79.65649513% 9.254740% 262.903109% Class 1-A-4 307,006,720.00 79.47975915% 289,251,451.67 79.04105493% 0.615440% 17.483057% Class 2-A-1 226,021,520.00 58.51382006% 213,802,495.42 58.42382013% 20.617235% 585.682061% Class 2-A-2 151,021,520.00 39.09736580% 143,929,583.84 39.33029921% 19.093521% 542.397310% Class 2-A-3 145,614,820.00 37.69764656% 138,892,492.23 37.95386002% 1.376439% 39.101060% Class 3-A-1 12,940,220.00 3.35004253% 12,882,237.86 3.52020937% 34.433651% 978.170530% Class B-1 6,759,820.00 1.75002314% 6,729,530.84 1.83891633% 1.681293% 47.761166% Class B-2 4,249,120.00 1.10003792% 4,230,080.72 1.15591483% 0.683001% 19.402298% Class B-3 2,704,120.00 0.70005896% 2,692,003.52 0.73561877% 0.420296% 11.939519% Class B-4 1,545,320.00 0.40006180% 1,538,395.84 0.42038313% 0.315236% 8.955025% Class B-5 965,920.00 0.25006322% 961,592.00 0.26276531% 0.157618% 4.477513% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.262765% 7.464479% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 106,350.00 0.02753253% 106,350.00 0.02906128% Fraud 3,862,703.00 0.99999995% 3,862,703.00 1.05552494% Special Hazard 4,394,834.00 1.13776124% 4,368,672.52 1.19378652% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.892273% Weighted Average Net Coupon 4.612318% Weighted Average Pass-Through Rate 4.604818% Weighted Average Maturity(Stepdown Calculation ) 355 Beginning Scheduled Collateral Loan Count 951 Number Of Loans Paid In Full 15 Ending Scheduled Collateral Loan Count 936 Beginning Scheduled Collateral Balance 372,993,693.97 Ending Scheduled Collateral Balance 365,950,899.73 Ending Actual Collateral Balance at 30-Nov-2004 366,185,615.76 Monthly P &I Constant 1,862,324.05 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 8,412,847.69 Scheduled Principal 341,668.16 Unscheduled Principal 6,701,126.08
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.956680 5.064731 4.644826 Weighted Average Net Rate 4.706680 4.745007 4.394826 Weighted Average Maturity 355 355 354 Beginning Loan Count 165 323 463 Loans Paid In Full 1 7 7 Ending Loan Count 164 316 456 Beginning Scheduled Balance 80,192,929.22 160,244,995.54 132,555,769.21 Ending scheduled Balance 79,429,960.98 155,942,224.49 130,578,714.26 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 431,917.28 740,175.91 690,230.86 Scheduled Principal 100,675.06 63,844.35 177,148.75 Unscheduled Principal 662,293.18 4,238,926.70 1,799,906.20 Scheduled Interest 331,242.22 676,331.56 513,082.11 Servicing Fees 16,706.86 42,695.22 27,615.79 Master Servicing Fees 501.21 1,001.53 828.47 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 314,034.15 632,634.81 484,637.85 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 4.699180 4.737507 4.387326
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 4.892273 Weighted Average Net Rate 4.612318 Weighted Average Maturity 355 Beginning Loan Count 951 Loans Paid In Full 15 Ending Loan Count 936 Beginning Scheduled Balance 372,993,693.97 Ending scheduled Balance 365,950,899.73 Record Date 11/30/2004 Principal And Interest Constant 1,862,324.05 Scheduled Principal 341,668.16 Unscheduled Principal 6,701,126.08 Scheduled Interest 1,520,655.89 Servicing Fees 87,017.87 Master Servicing Fees 2,331.21 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 1,431,306.81 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 4.604818
Miscellaneous Reporting Group 1 Senior Percentage 96.590790% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.409210% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 2 Senior Percentage 96.514406% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.485594% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0 Group 3 Senior Percentage 96.548944% Senior Prepayment Percentage 100.000000% Subordinate Percentage 3.451056% Subordinate Prepayment Percentage 0.000000% Interest Transfer 0 Prinicpal Transfer 0
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