-----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, TOrmwxyCl9z5s4fFhLlIVOZD9HtIzZhR6Gy0RNEFVEYFJGQc33j0nYdfHJDQyINl 0nV3eBK8vRuIS8gOWeh6qg== 0001056404-04-004305.txt : 20041203 0001056404-04-004305.hdr.sgml : 20041203 20041203162803 ACCESSION NUMBER: 0001056404-04-004305 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: MERRILL LYNCH MORT INV INC MLMI Series 2004-A2 CENTRAL INDEX KEY: 0001301782 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1228 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-112231-19 FILM NUMBER: 041184110 BUSINESS ADDRESS: STREET 1: 4LD FINANCIAL CENTER FLOOR 10 CITY: NEW YORK STATE: NY ZIP: 10281-1310 BUSINESS PHONE: 2124491000 MAIL ADDRESS: STREET 1: WORLD FINANCIAL CTR N TOWER STREET 2: 250 VESEY ST 10TH FL CITY: NEW YORK STATE: NY ZIP: 10281-1310 8-K 1 mlm04a02_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 MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Pass-Through Certificates, Series 2004-A02 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-112231-19 Pooling and Servicing Agreement) (Commission 54-6636561 (State or other File Number) 54-6636562 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 November 26, 2004 a distribution was made to holders of MERRILL LYNCH MORTGAGE INVESTORS, INC., Mortgage Pass-Through Certificates, Series 2004-A02 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-A02 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. MERRILL LYNCH MORTGAGE INVESTORS, INC. Mortgage Pass-Through Certificates, Series 2004-A02 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/3/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A02 Trust, relating to the November 26, 2004 distribution. EX-99.1
Merrill Lynch Mortgage Loans, Inc. Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 MLM Series: 2004-A02 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 I-A 59020UGT6 SEQ 3.83821% 352,487,443.97 1,127,433.50 12,937,360.95 II-A1 59020UGU3 SEQ 4.69796% 22,022,212.43 86,216.24 167,188.81 II-A2 59020UGV1 SEQ 4.69796% 29,356,426.25 114,929.45 222,868.89 II-A3 59020UGW9 SEQ 4.69796% 2,054,949.84 8,045.06 15,600.82 M-1 59020UGX7 SUB 3.94968% 7,627,540.40 25,105.31 4,789.51 M-2 59020UGY5 SUB 3.94968% 2,832,487.18 9,322.86 1,778.58 M-3 59020UGZ2 SUB 3.94968% 1,526,107.34 5,023.04 958.28 B-1 MLM04A2B1 SUB 3.94968% 1,525,108.57 5,019.75 957.65 B-2 MLM04A2B2 SUB 3.94968% 1,088,649.87 3,583.19 683.59 B-3 MLM04A2B3 SUB 3.94968% 654,889.12 2,155.50 411.22 R-I MLM04A2RI SEQ 0.00000% 0.00 0.00 0.00 R-II MLM4A2RII SEQ 0.00000% 0.00 0.38 0.00 Totals 421,175,814.97 1,386,834.28 13,352,598.30
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A 0.00 339,550,083.02 14,064,794.45 0.00 II-A1 0.00 21,855,023.62 253,405.05 0.00 II-A2 0.00 29,133,557.36 337,798.34 0.00 II-A3 0.00 2,039,349.02 23,645.88 0.00 M-1 0.00 7,622,750.89 29,894.82 0.00 M-2 0.00 2,830,708.59 11,101.44 0.00 M-3 0.00 1,525,149.06 5,981.32 0.00 B-1 0.00 1,524,150.92 5,977.40 0.00 B-2 0.00 1,087,966.28 4,266.78 0.00 B-3 0.00 654,477.90 2,566.72 0.00 R-I 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.38 0.00 Totals 0.00 407,823,216.66 14,739,432.58 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) I-A 366,467,000.00 352,487,443.97 206,732.15 12,730,628.80 0.00 0.00 II-A1 22,505,000.00 22,022,212.43 19,952.29 147,236.53 0.00 0.00 II-A2 30,000,000.00 29,356,426.25 26,597.14 196,271.75 0.00 0.00 II-A3 2,100,000.00 2,054,949.84 1,861.80 13,739.02 0.00 0.00 M-1 7,637,000.00 7,627,540.40 4,789.51 0.00 0.00 0.00 M-2 2,836,000.00 2,832,487.18 1,778.58 0.00 0.00 0.00 M-3 1,528,000.00 1,526,107.34 958.28 0.00 0.00 0.00 B-1 1,527,000.00 1,525,108.57 957.65 0.00 0.00 0.00 B-2 1,090,000.00 1,088,649.87 683.59 0.00 0.00 0.00 B-3 655,701.31 654,889.12 411.22 0.00 0.00 0.00 R-I 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Totals 436,345,701.31 421,175,814.97 264,722.21 13,087,876.10 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 I-A 12,937,360.95 339,550,083.02 0.92655023 12,937,360.95 II-A1 167,188.81 21,855,023.62 0.97111858 167,188.81 II-A2 222,868.89 29,133,557.36 0.97111858 222,868.89 II-A3 15,600.82 2,039,349.02 0.97111858 15,600.82 M-1 4,789.51 7,622,750.89 0.99813420 4,789.51 M-2 1,778.58 2,830,708.59 0.99813420 1,778.58 M-3 958.28 1,525,149.06 0.99813420 958.28 B-1 957.65 1,524,150.92 0.99813420 957.65 B-2 683.59 1,087,966.28 0.99813420 683.59 B-3 411.22 654,477.90 0.99813420 411.22 R-I 0.00 0.00 0.00000000 0.00 R-I 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 R-II 0.00 0.00 0.00000000 0.00 Totals 13,352,598.30 407,823,216.66 0.93463329 13,352,598.30
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A 366,467,000.00 961.85316541 0.56412214 34.73881359 0.00000000 II-A1 22,505,000.00 978.54754188 0.88657143 6.54239191 0.00000000 II-A2 30,000,000.00 978.54754167 0.88657133 6.54239167 0.00000000 II-A3 2,100,000.00 978.54754286 0.88657143 6.54239048 0.00000000 M-1 7,637,000.00 998.76134608 0.62714548 0.00000000 0.00000000 M-2 2,836,000.00 998.76134697 0.62714386 0.00000000 0.00000000 M-3 1,528,000.00 998.76134817 0.62714660 0.00000000 0.00000000 B-1 1,527,000.00 998.76134250 0.62714473 0.00000000 0.00000000 B-2 1,090,000.00 998.76134862 0.62714679 0.00000000 0.00000000 B-3 655,701.31 998.76134150 0.62714531 0.00000000 0.00000000 R-I 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All classes are per $1000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A 0.00000000 35.30293574 926.55022968 0.92655023 35.30293574 II-A1 0.00000000 7.42896290 971.11857898 0.97111858 7.42896290 II-A2 0.00000000 7.42896300 971.11857867 0.97111858 7.42896300 II-A3 0.00000000 7.42896190 971.11858095 0.97111858 7.42896190 M-1 0.00000000 0.62714548 998.13420060 0.99813420 0.62714548 M-2 0.00000000 0.62714386 998.13419958 0.99813420 0.62714386 M-3 0.00000000 0.62714660 998.13420157 0.99813420 0.62714660 B-1 0.00000000 0.62714473 998.13419777 0.99813420 0.62714473 B-2 0.00000000 0.62714679 998.13420183 0.99813420 0.62714679 B-3 0.00000000 0.62714531 998.13419619 0.99813420 0.62714531 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 I-A 366,467,000.00 3.83821% 352,487,443.97 1,127,433.50 0.00 0.00 II-A1 22,505,000.00 4.69796% 22,022,212.43 86,216.24 0.00 0.00 II-A2 30,000,000.00 4.69796% 29,356,426.25 114,929.45 0.00 0.00 II-A3 2,100,000.00 4.69796% 2,054,949.84 8,045.06 0.00 0.00 M-1 7,637,000.00 3.94968% 7,627,540.40 25,105.31 0.00 0.00 M-2 2,836,000.00 3.94968% 2,832,487.18 9,322.86 0.00 0.00 M-3 1,528,000.00 3.94968% 1,526,107.34 5,023.04 0.00 0.00 B-1 1,527,000.00 3.94968% 1,525,108.57 5,019.75 0.00 0.00 B-2 1,090,000.00 3.94968% 1,088,649.87 3,583.19 0.00 0.00 B-3 655,701.31 3.94968% 654,889.12 2,155.50 0.00 0.00 R-I 0.00 0.00000% 0.00 0.00 0.00 0.00 R-II 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 436,345,701.31 1,386,833.90 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 I-A 0.00 0.00 1,127,433.50 0.00 339,550,083.02 II-A1 0.00 0.00 86,216.24 0.00 21,855,023.62 II-A2 0.00 0.00 114,929.45 0.00 29,133,557.36 II-A3 0.00 0.00 8,045.06 0.00 2,039,349.02 M-1 0.00 0.00 25,105.31 0.00 7,622,750.89 M-2 0.00 0.00 9,322.86 0.00 2,830,708.59 M-3 0.00 0.00 5,023.04 0.00 1,525,149.06 B-1 0.00 0.00 5,019.75 0.00 1,524,150.92 B-2 0.00 0.00 3,583.19 0.00 1,087,966.28 B-3 0.00 0.00 2,155.50 0.00 654,477.90 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.38 0.00 0.00 Totals 0.00 0.00 1,386,834.28 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 I-A 366,467,000.00 3.83821% 961.85316541 3.07649393 0.00000000 0.00000000 II-A1 22,505,000.00 4.69796% 978.54754188 3.83098156 0.00000000 0.00000000 II-A2 30,000,000.00 4.69796% 978.54754167 3.83098167 0.00000000 0.00000000 II-A3 2,100,000.00 4.69796% 978.54754286 3.83098095 0.00000000 0.00000000 M-1 7,637,000.00 3.94968% 998.76134608 3.28732618 0.00000000 0.00000000 M-2 2,836,000.00 3.94968% 998.76134697 3.28732722 0.00000000 0.00000000 M-3 1,528,000.00 3.94968% 998.76134817 3.28732984 0.00000000 0.00000000 B-1 1,527,000.00 3.94968% 998.76134250 3.28732809 0.00000000 0.00000000 B-2 1,090,000.00 3.94968% 998.76134862 3.28733028 0.00000000 0.00000000 B-3 655,701.31 3.94968% 998.76134150 3.28731995 0.00000000 0.00000000 R-I 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All classes are per $1000 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 I-A 0.00000000 0.00000000 3.07649393 0.00000000 926.55022968 II-A1 0.00000000 0.00000000 3.83098156 0.00000000 971.11857898 II-A2 0.00000000 0.00000000 3.83098167 0.00000000 971.11857867 II-A3 0.00000000 0.00000000 3.83098095 0.00000000 971.11858095 M-1 0.00000000 0.00000000 3.28732618 0.00000000 998.13420060 M-2 0.00000000 0.00000000 3.28732722 0.00000000 998.13419958 M-3 0.00000000 0.00000000 3.28732984 0.00000000 998.13420157 B-1 0.00000000 0.00000000 3.28732809 0.00000000 998.13419777 B-2 0.00000000 0.00000000 3.28733028 0.00000000 998.13420183 B-3 0.00000000 0.00000000 3.28731995 0.00000000 998.13419619 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 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 14,827,177.55 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 14,827,177.55 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 87,744.96 Payment of Interest and Principal 14,739,432.59 Total Withdrawals (Pool Distribution Amount) 14,827,177.55 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 87,744.96 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 87,744.96
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 1,935,805.97 0.00 0.00 0.00 1,935,805.97 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 6 0 0 0 6 1,935,805.97 0.00 0.00 0.00 1,935,805.97 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 0.546448% 0.000000% 0.000000% 0.000000% 0.546448% 0.474434% 0.000000% 0.000000% 0.000000% 0.474434% 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 0.546448% 0.000000% 0.000000% 0.000000% 0.546448% 0.474434% 0.000000% 0.000000% 0.000000% 0.474434%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 4 0 0 0 4 1,641,670.74 0.00 0.00 0.00 1,641,670.74 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 1,641,670.74 0.00 0.00 0.00 1,641,670.74 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.418410% 0.000000% 0.000000% 0.000000% 0.418410% 0.465088% 0.000000% 0.000000% 0.000000% 0.465088% 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 0.418410% 0.000000% 0.000000% 0.000000% 0.418410% 0.465088% 0.000000% 0.000000% 0.000000% 0.465088% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 2 0 0 0 2 294,135.23 0.00 0.00 0.00 294,135.23 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 2 294,135.23 0.00 0.00 0.00 294,135.23 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.408451% 0.000000% 0.000000% 0.000000% 1.408451% 0.534361% 0.000000% 0.000000% 0.000000% 0.534361% 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 1.408451% 0.000000% 0.000000% 0.000000% 1.408451% 0.534361% 0.000000% 0.000000% 0.000000% 0.534361%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 8,186.65
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 104,376.00 0.02392048% 104,376.00 0.02559344% Fraud 4,363,457.00 1.00000000% 4,363,457.00 1.06993835% Special Hazard 4,363,457.00 1.00000000% 4,363,457.00 1.06993835% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 4.201322% Weighted Average Net Coupon 3.951322% Weighted Average Pass-Through Rate 3.951322% Weighted Average Maturity(Stepdown Calculation) 356 Beginning Scheduled Collateral Loan Count 1,127 Number Of Loans Paid In Full 29 Ending Scheduled Collateral Loan Count 1,098 Beginning Scheduled Collateral Balance 421,175,814.97 Ending Scheduled Collateral Balance 407,823,216.66 Ending Actual Collateral Balance at 31-Oct-2004 408,024,595.08 Monthly P &I Constant 1,739,301.39 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 264,722.21 Unscheduled Principal 13,087,876.10
Group Level Collateral Statement Group Group 1 Group 2 Total Collateral Description Fixed 15/30 & ARM Fixed 15/30 & ARM Mixed Fixed & Arm Weighted Average Coupon Rate 4.088209 4.947962 4.201322 Weighted Average Net Rate 3.838209 4.697962 3.951322 Weighted Average Maturity 357 355 356 Beginning Loan Count 984 143 1,127 Loans Paid In Full 28 1 29 Ending Loan Count 956 142 1,098 Beginning Scheduled Balance 365,764,281.50 55,411,533.47 421,175,814.97 Ending scheduled Balance 352,819,133.75 55,004,082.91 407,823,216.66 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,460,619.67 278,681.72 1,739,301.39 Scheduled Principal 214,518.95 50,203.26 264,722.21 Unscheduled Principal 12,730,628.80 357,247.30 13,087,876.10 Scheduled Interest 1,246,100.72 228,478.46 1,474,579.18 Servicing Fees 76,200.89 11,544.07 87,744.96 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 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 1,169,899.83 216,934.39 1,386,834.22 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 3.838209 4.697962 3.951322
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