-----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, RpK5YiGNf4kRYsy1GEc3RczUeNJj/ICXHH8oFR5NwfCqbrbdvkiIGfXhNEwZtyzW XB1R5AZzUB/VKBBfS0Yqww== 0001056404-05-001403.txt : 20050329 0001056404-05-001403.hdr.sgml : 20050329 20050329103413 ACCESSION NUMBER: 0001056404-05-001403 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: 20050329 DATE AS OF CHANGE: 20050329 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Structured Asset Mortgage Investments II Series 2004-AR5 CENTRAL INDEX KEY: 0001302015 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K/A SEC ACT: 1934 Act SEC FILE NUMBER: 333-115122-17 FILM NUMBER: 05708314 BUSINESS ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 BUSINESS PHONE: 212272-2000 MAIL ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 8-K/A 1 sam04ar5_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 20, 2004 STRUCTURED ASSET MORTGAGE INVESTMENTS II INC. Mortgage Pass-Through Certificates, Series 2004-AR5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115122-17 54-2160285 Pooling and Servicing Agreement) (Commission 54-2160286 (State or other File Number) 54-6636581 jurisdiction IRS EIN of Incorporation) 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 20, 2004, a revision was made to the STRUCTURED ASSET MORTGAGE INVESTMENTS II INC., Mortgage Pass-Through Certificates, Series 2004-AR5 which was not included in the original 8-K filed. The 8-K is being amended because the pass through rate for class I-X has been revised. 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-AR5 Trust, relating to the September 20, 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. STRUCTURED ASSET MORTGAGE INVESTMENTS II INC. Mortgage Pass-Through Certificates, Series 2004-AR5 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: 3/26/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-AR5 Trust, relating to the September 20, 2004 distribution. EX-99.1
Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/20/2004 Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Series 2004-AR5 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-1 86359LDX4 SEN 1.97000% 802,060,000.00 833,919.61 4,771,799.52 I-A-2 86359LDY2 SEN 4.01400% 93,315,100.00 312,139.01 1,181,017.75 II-A-1 86359LDZ9 SEN 2.83700% 48,444,600.00 114,531.11 42,088.04 II-A-2 86359LEA3 SEN 1.53400% 106,746,100.00 136,457.10 218,185.81 II-A-3 86359LEB1 SEN 1.91500% 107,957,100.00 172,281.54 693,447.80 I-M 86359LEG0 MEZ 2.09000% 30,657,400.00 33,816.82 1,227.43 I-B-1 86359LEH8 SUB 2.24000% 15,571,800.00 18,409.33 623.45 I-B-2 86359LEJ4 SUB 2.84000% 11,192,200.00 16,775.86 448.10 I-B-3 86359LEK1 SUB 3.14000% 7,785,900.00 12,902.97 311.72 I-B-4 86359LEP0 SUB 3.26500% 3,892,900.00 10,591.93 155.86 I-B-5 86359LEQ8 SUB 3.26500% 2,433,100.00 6,620.06 97.41 I-B-6 86359LER6 SUB 3.26500% 6,326,141.00 17,212.38 253.28 II-B-1 86359LEL9 SUB 1.93000% 4,888,700.00 7,862.66 4,977.87 II-B-2 86359LEM7 SUB 1.93000% 3,771,300.00 6,065.51 3,840.09 II-B-3 86359LEN5 SUB 1.93000% 2,793,500.00 4,492.88 2,844.46 II-B-4 86359LES4 SUB 1.93000% 2,793,400.00 4,492.72 2,844.35 II-B-5 86359LET2 SUB 1.93000% 1,117,400.00 1,797.15 1,137.78 II-B-6 86359LEU9 SUB 1.93000% 838,236.00 1,348.16 853.53 I-X 86359LEC9 SEN 1.97717% 0.00 1,428,948.17 0.00 R-I 86359LED7 SEN 0.00000% 50.00 0.00 50.00 R-II 86359LEE5 SEN 0.00000% 50.00 0.00 50.00 R-III 86359LEF2 SEN 0.00000% 50.00 162,521.67 50.00 Totals 1,252,585,027.00 3,303,186.64 6,926,304.25
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 797,288,200.48 5,605,719.13 0.00 I-A-2 0.00 92,134,082.25 1,493,156.76 0.00 II-A-1 0.00 48,402,511.96 156,619.15 0.00 II-A-2 0.00 106,527,914.19 354,642.91 0.00 II-A-3 0.00 107,263,652.20 865,729.34 0.00 I-M 0.00 30,656,172.57 35,044.25 0.00 I-B-1 0.00 15,571,176.55 19,032.78 0.00 I-B-2 0.00 11,191,751.90 17,223.96 0.00 I-B-3 0.00 7,785,588.28 13,214.69 0.00 I-B-4 0.00 3,892,744.14 10,747.79 0.00 I-B-5 0.00 2,433,002.59 6,717.47 0.00 I-B-6 0.00 6,325,887.72 17,465.66 0.00 II-B-1 0.00 4,883,722.13 12,840.53 0.00 II-B-2 0.00 3,767,459.91 9,905.60 0.00 II-B-3 0.00 2,790,655.54 7,337.34 0.00 II-B-4 0.00 2,790,555.65 7,337.07 0.00 II-B-5 0.00 1,116,262.22 2,934.93 0.00 II-B-6 0.00 837,382.47 2,201.69 0.00 I-X 0.00 0.00 1,428,948.17 0.00 R-I 0.00 0.00 50.00 0.00 R-II 0.00 0.00 50.00 0.00 R-III 0.00 0.00 162,571.67 0.00 Totals 0.00 1,245,658,722.75 10,229,490.89 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-1 802,060,000.00 802,060,000.00 10,066.46 4,761,733.06 0.00 0.00 I-A-2 93,315,100.00 93,315,100.00 25,781.80 1,155,235.95 0.00 0.00 II-A-1 48,444,600.00 48,444,600.00 39,329.85 2,758.19 0.00 0.00 II-A-2 106,746,100.00 106,746,100.00 185,052.76 33,133.05 0.00 0.00 II-A-3 107,957,100.00 107,957,100.00 43,565.54 649,882.26 0.00 0.00 I-M 30,657,400.00 30,657,400.00 1,227.43 0.00 0.00 0.00 I-B-1 15,571,800.00 15,571,800.00 623.45 0.00 0.00 0.00 I-B-2 11,192,200.00 11,192,200.00 448.10 0.00 0.00 0.00 I-B-3 7,785,900.00 7,785,900.00 311.72 0.00 0.00 0.00 I-B-4 3,892,900.00 3,892,900.00 155.86 0.00 0.00 0.00 I-B-5 2,433,100.00 2,433,100.00 97.41 0.00 0.00 0.00 I-B-6 6,326,141.00 6,326,141.00 253.28 0.00 0.00 0.00 II-B-1 4,888,700.00 4,888,700.00 4,977.87 0.00 0.00 0.00 II-B-2 3,771,300.00 3,771,300.00 3,840.09 0.00 0.00 0.00 II-B-3 2,793,500.00 2,793,500.00 2,844.46 0.00 0.00 0.00 II-B-4 2,793,400.00 2,793,400.00 2,844.35 0.00 0.00 0.00 II-B-5 1,117,400.00 1,117,400.00 1,137.78 0.00 0.00 0.00 II-B-6 838,236.00 838,236.00 853.53 0.00 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 R-I 50.00 50.00 0.00 50.00 0.00 0.00 R-II 50.00 50.00 0.00 50.00 0.00 0.00 R-III 50.00 50.00 0.00 50.00 0.00 0.00 Totals 1,252,585,027.00 1,252,585,027.00 323,411.74 6,602,892.51 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-1 4,771,799.52 797,288,200.48 0.99405057 4,771,799.52 I-A-2 1,181,017.75 92,134,082.25 0.98734377 1,181,017.75 II-A-1 42,088.04 48,402,511.96 0.99913121 42,088.04 II-A-2 218,185.81 106,527,914.19 0.99795603 218,185.81 II-A-3 693,447.80 107,263,652.20 0.99357664 693,447.80 I-M 1,227.43 30,656,172.57 0.99995996 1,227.43 I-B-1 623.45 15,571,176.55 0.99995996 623.45 I-B-2 448.10 11,191,751.90 0.99995996 448.10 I-B-3 311.72 7,785,588.28 0.99995996 311.72 I-B-4 155.86 3,892,744.14 0.99995996 155.86 I-B-5 97.41 2,433,002.59 0.99995996 97.41 I-B-6 253.28 6,325,887.72 0.99995996 253.28 II-B-1 4,977.87 4,883,722.13 0.99898176 4,977.87 II-B-2 3,840.09 3,767,459.91 0.99898176 3,840.09 II-B-3 2,844.46 2,790,655.54 0.99898176 2,844.46 II-B-4 2,844.35 2,790,555.65 0.99898176 2,844.35 II-B-5 1,137.78 1,116,262.22 0.99898176 1,137.78 II-B-6 853.53 837,382.47 0.99898175 853.53 I-X 0.00 0.00 0.00000000 0.00 R-I 50.00 0.00 0.00000000 50.00 R-II 50.00 0.00 0.00000000 50.00 R-III 50.00 0.00 0.00000000 50.00 Totals 6,926,304.25 1,245,658,722.75 0.99447039 6,926,304.25
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 802,060,000.00 1000.00000000 0.01255076 5.93687886 0.00000000 I-A-2 93,315,100.00 1000.00000000 0.27628755 12.37994655 0.00000000 II-A-1 48,444,600.00 1000.00000000 0.81185209 0.05693493 0.00000000 II-A-2 106,746,100.00 1000.00000000 1.73357865 0.31039120 0.00000000 II-A-3 107,957,100.00 1000.00000000 0.40354493 6.01981954 0.00000000 I-M 30,657,400.00 1000.00000000 0.04003699 0.00000000 0.00000000 I-B-1 15,571,800.00 1000.00000000 0.04003712 0.00000000 0.00000000 I-B-2 11,192,200.00 1000.00000000 0.04003681 0.00000000 0.00000000 I-B-3 7,785,900.00 1000.00000000 0.04003648 0.00000000 0.00000000 I-B-4 3,892,900.00 1000.00000000 0.04003699 0.00000000 0.00000000 I-B-5 2,433,100.00 1000.00000000 0.04003535 0.00000000 0.00000000 I-B-6 6,326,141.00 1000.00000000 0.04003705 0.00000000 0.00000000 II-B-1 4,888,700.00 1000.00000000 1.01824002 0.00000000 0.00000000 II-B-2 3,771,300.00 1000.00000000 1.01824039 0.00000000 0.00000000 II-B-3 2,793,500.00 1000.00000000 1.01824235 0.00000000 0.00000000 II-B-4 2,793,400.00 1000.00000000 1.01823942 0.00000000 0.00000000 II-B-5 1,117,400.00 1000.00000000 1.01823877 0.00000000 0.00000000 II-B-6 838,236.00 1000.00000000 1.01824546 0.00000000 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-I 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 R-II 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 R-III 50.00 1000.00000000 0.00000000 1000.00000000 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 I-A-1 0.00000000 5.94942962 994.05057038 0.99405057 5.94942962 I-A-2 0.00000000 12.65623409 987.34376591 0.98734377 12.65623409 II-A-1 0.00000000 0.86878703 999.13121297 0.99913121 0.86878703 II-A-2 0.00000000 2.04396985 997.95603015 0.99795603 2.04396985 II-A-3 0.00000000 6.42336447 993.57663553 0.99357664 6.42336447 I-M 0.00000000 0.04003699 999.95996301 0.99995996 0.04003699 I-B-1 0.00000000 0.04003712 999.95996288 0.99995996 0.04003712 I-B-2 0.00000000 0.04003681 999.95996319 0.99995996 0.04003681 I-B-3 0.00000000 0.04003648 999.95996352 0.99995996 0.04003648 I-B-4 0.00000000 0.04003699 999.95996301 0.99995996 0.04003699 I-B-5 0.00000000 0.04003535 999.95996465 0.99995996 0.04003535 I-B-6 0.00000000 0.04003705 999.95996295 0.99995996 0.04003705 II-B-1 0.00000000 1.01824002 998.98175998 0.99898176 1.01824002 II-B-2 0.00000000 1.01824039 998.98175961 0.99898176 1.01824039 II-B-3 0.00000000 1.01824235 998.98175765 0.99898176 1.01824235 II-B-4 0.00000000 1.01823942 998.98176058 0.99898176 1.01823942 II-B-5 0.00000000 1.01823877 998.98176123 0.99898176 1.01823877 II-B-6 0.00000000 1.01824546 998.98175454 0.99898175 1.01824546 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-I 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 R-II 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 R-III 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 (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-1 802,060,000.00 1.97000% 802,060,000.00 833,919.61 0.00 0.00 I-A-2 93,315,100.00 4.01400% 93,315,100.00 312,139.01 0.00 0.00 II-A-1 48,444,600.00 2.83700% 48,444,600.00 114,531.11 0.00 0.00 II-A-2 106,746,100.00 1.53400% 106,746,100.00 136,457.10 0.00 0.00 II-A-3 107,957,100.00 1.91500% 107,957,100.00 172,281.54 0.00 0.00 I-M 30,657,400.00 2.09000% 30,657,400.00 33,816.82 0.00 0.00 I-B-1 15,571,800.00 2.24000% 15,571,800.00 18,409.33 0.00 0.00 I-B-2 11,192,200.00 2.84000% 11,192,200.00 16,775.86 0.00 0.00 I-B-3 7,785,900.00 3.14000% 7,785,900.00 12,902.97 0.00 0.00 I-B-4 3,892,900.00 3.26500% 3,892,900.00 10,591.93 0.00 0.00 I-B-5 2,433,100.00 3.26500% 2,433,100.00 6,620.06 0.00 0.00 I-B-6 6,326,141.00 3.26500% 6,326,141.00 17,212.38 0.00 0.00 II-B-1 4,888,700.00 1.93000% 4,888,700.00 7,862.66 0.00 0.00 II-B-2 3,771,300.00 1.93000% 3,771,300.00 6,065.51 0.00 0.00 II-B-3 2,793,500.00 1.93000% 2,793,500.00 4,492.88 0.00 0.00 II-B-4 2,793,400.00 1.93000% 2,793,400.00 4,492.72 0.00 0.00 II-B-5 1,117,400.00 1.93000% 1,117,400.00 1,797.15 0.00 0.00 II-B-6 838,236.00 1.93000% 838,236.00 1,348.16 0.00 0.00 I-X 0.00 1.97717% 867,267,300.00 898,733.94 0.00 0.00 R-I 50.00 0.00000% 50.00 0.00 0.00 0.00 R-II 50.00 0.00000% 50.00 0.00 0.00 0.00 R-III 50.00 0.00000% 50.00 0.00 0.00 0.00 Totals 1,252,585,027.00 2,610,450.74 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-1 0.00 0.00 833,919.61 0.00 797,288,200.48 I-A-2 0.00 0.00 312,139.01 0.00 92,134,082.25 II-A-1 0.00 0.00 114,531.11 0.00 48,402,511.96 II-A-2 0.00 0.00 136,457.10 0.00 106,527,914.19 II-A-3 0.00 0.00 172,281.54 0.00 107,263,652.20 I-M 0.00 0.00 33,816.82 0.00 30,656,172.57 I-B-1 0.00 0.00 18,409.33 0.00 15,571,176.55 I-B-2 0.00 0.00 16,775.86 0.00 11,191,751.90 I-B-3 0.00 0.00 12,902.97 0.00 7,785,588.28 I-B-4 0.00 0.00 10,591.93 0.00 3,892,744.14 I-B-5 0.00 0.00 6,620.06 0.00 2,433,002.59 I-B-6 0.00 0.00 17,212.38 0.00 6,325,887.72 II-B-1 0.00 0.00 7,862.66 0.00 4,883,722.13 II-B-2 0.00 0.00 6,065.51 0.00 3,767,459.91 II-B-3 0.00 0.00 4,492.88 0.00 2,790,655.54 II-B-4 0.00 0.00 4,492.72 0.00 2,790,555.65 II-B-5 0.00 0.00 1,797.15 0.00 1,116,262.22 II-B-6 0.00 0.00 1,348.16 0.00 837,382.47 I-X 0.00 0.00 1,428,948.17 0.00 862,492,889.77 R-I 0.00 0.00 0.00 0.00 0.00 R-II 0.00 0.00 0.00 0.00 0.00 R-III 0.00 0.00 162,521.67 0.00 0.00 Totals 0.00 0.00 3,303,186.64 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-1 802,060,000.00 1.97000% 1000.00000000 1.03972223 0.00000000 0.00000000 I-A-2 93,315,100.00 4.01400% 1000.00000000 3.34500001 0.00000000 0.00000000 II-A-1 48,444,600.00 2.83700% 1000.00000000 2.36416670 0.00000000 0.00000000 II-A-2 106,746,100.00 1.53400% 1000.00000000 1.27833335 0.00000000 0.00000000 II-A-3 107,957,100.00 1.91500% 1000.00000000 1.59583334 0.00000000 0.00000000 I-M 30,657,400.00 2.09000% 1000.00000000 1.10305571 0.00000000 0.00000000 I-B-1 15,571,800.00 2.24000% 1000.00000000 1.18222235 0.00000000 0.00000000 I-B-2 11,192,200.00 2.84000% 1000.00000000 1.49888851 0.00000000 0.00000000 I-B-3 7,785,900.00 3.14000% 1000.00000000 1.65722267 0.00000000 0.00000000 I-B-4 3,892,900.00 3.26500% 1000.00000000 2.72083280 0.00000000 0.00000000 I-B-5 2,433,100.00 3.26500% 1000.00000000 2.72083350 0.00000000 0.00000000 I-B-6 6,326,141.00 3.26500% 1000.00000000 2.72083408 0.00000000 0.00000000 II-B-1 4,888,700.00 1.93000% 1000.00000000 1.60833350 0.00000000 0.00000000 II-B-2 3,771,300.00 1.93000% 1000.00000000 1.60833400 0.00000000 0.00000000 II-B-3 2,793,500.00 1.93000% 1000.00000000 1.60833363 0.00000000 0.00000000 II-B-4 2,793,400.00 1.93000% 1000.00000000 1.60833393 0.00000000 0.00000000 II-B-5 1,117,400.00 1.93000% 1000.00000000 1.60833184 0.00000000 0.00000000 II-B-6 838,236.00 1.93000% 1000.00000000 1.60832987 0.00000000 0.00000000 I-X 0.00 1.97717% 1000.00000000 1.03628252 0.00000000 0.00000000 R-I 50.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R-II 50.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R-III 50.00 0.00000% 1000.00000000 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 I-A-1 0.00000000 0.00000000 1.03972223 0.00000000 994.05057038 I-A-2 0.00000000 0.00000000 3.34500001 0.00000000 987.34376591 II-A-1 0.00000000 0.00000000 2.36416670 0.00000000 999.13121297 II-A-2 0.00000000 0.00000000 1.27833335 0.00000000 997.95603015 II-A-3 0.00000000 0.00000000 1.59583334 0.00000000 993.57663553 I-M 0.00000000 0.00000000 1.10305571 0.00000000 999.95996301 I-B-1 0.00000000 0.00000000 1.18222235 0.00000000 999.95996288 I-B-2 0.00000000 0.00000000 1.49888851 0.00000000 999.95996319 I-B-3 0.00000000 0.00000000 1.65722267 0.00000000 999.95996352 I-B-4 0.00000000 0.00000000 2.72083280 0.00000000 999.95996301 I-B-5 0.00000000 0.00000000 2.72083350 0.00000000 999.95996465 I-B-6 0.00000000 0.00000000 2.72083408 0.00000000 999.95996295 II-B-1 0.00000000 0.00000000 1.60833350 0.00000000 998.98175998 II-B-2 0.00000000 0.00000000 1.60833400 0.00000000 998.98175961 II-B-3 0.00000000 0.00000000 1.60833363 0.00000000 998.98175765 II-B-4 0.00000000 0.00000000 1.60833393 0.00000000 998.98176058 II-B-5 0.00000000 0.00000000 1.60833184 0.00000000 998.98176123 II-B-6 0.00000000 0.00000000 1.60832987 0.00000000 998.98175454 I-X 0.00000000 0.00000000 1.64764447 0.00000000 994.49488038 R-I 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 3250433.40000000 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 1-X 1.26821% 802,060,000.00 797,288,200.48 0.00 0.00 99.40505704% 2-X 0.94009% 65,207,300.00 65,204,689.29 0.00 0.00 99.99599629%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 10,602,144.26 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 19,311.15 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,621,455.41 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 300,945.60 Payment of Interest and Principal 10,229,490.89 Total Withdrawals (Pool Distribution Amount) 10,530,436.49 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 291,235.99 Master Servicing Fee 1,565.74 Miscellaneous Fee 8,143.87 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 300,945.60
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Carryover Shortfall Reserve Fund 5,000.00 0.00 0.00 5,000.00
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 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 22 0 0 0 22 6,340,422.34 0.00 0.00 0.00 6,340,422.34 60 Days 1 0 0 0 1 478,399.99 0.00 0.00 0.00 478,399.99 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 1 0 0 0 1 107,529.99 0.00 0.00 0.00 107,529.99 Totals 24 0 0 0 24 6,926,352.32 0.00 0.00 0.00 6,926,352.32 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 0.576369% 0.000000% 0.000000% 0.000000% 0.576369% 0.508906% 0.000000% 0.000000% 0.000000% 0.508906% 60 Days 0.026199% 0.000000% 0.000000% 0.000000% 0.026199% 0.038398% 0.000000% 0.000000% 0.000000% 0.038398% 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 0.026199% 0.000000% 0.000000% 0.000000% 0.026199% 0.008631% 0.000000% 0.000000% 0.000000% 0.008631% Totals 0.628766% 0.000000% 0.000000% 0.000000% 0.628766% 0.555935% 0.000000% 0.000000% 0.000000% 0.555935%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Subgroup I-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 18 0 0 0 18 5,597,422.34 0.00 0.00 0.00 5,597,422.34 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 1 0 0 0 1 107,529.99 0.00 0.00 0.00 107,529.99 Totals 19 0 0 0 19 5,704,952.33 0.00 0.00 0.00 5,704,952.33 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.663228% 0.000000% 0.000000% 0.000000% 0.663228% 0.645585% 0.000000% 0.000000% 0.000000% 0.645585% 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 0.036846% 0.000000% 0.000000% 0.000000% 0.036846% 0.012402% 0.000000% 0.000000% 0.000000% 0.012402% Totals 0.700074% 0.000000% 0.000000% 0.000000% 0.700074% 0.657987% 0.000000% 0.000000% 0.000000% 0.657987% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Subgroup I-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 2 544,400.00 0.00 0.00 0.00 544,400.00 60 Days 1 0 0 0 1 478,399.99 0.00 0.00 0.00 478,399.99 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 3 0 0 0 3 1,022,799.99 0.00 0.00 0.00 1,022,799.99 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.518135% 0.000000% 0.000000% 0.000000% 0.518135% 0.542955% 0.000000% 0.000000% 0.000000% 0.542955% 60 Days 0.259067% 0.000000% 0.000000% 0.000000% 0.259067% 0.477130% 0.000000% 0.000000% 0.000000% 0.477130% 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 0.777202% 0.000000% 0.000000% 0.000000% 0.777202% 1.020085% 0.000000% 0.000000% 0.000000% 1.020085% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Subgroup II-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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 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 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Subgroup II-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 1 0 0 0 1 117,000.00 0.00 0.00 0.00 117,000.00 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 1 0 0 0 1 117,000.00 0.00 0.00 0.00 117,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.330033% 0.000000% 0.000000% 0.000000% 0.330033% 0.103330% 0.000000% 0.000000% 0.000000% 0.103330% 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 0.330033% 0.000000% 0.000000% 0.000000% 0.330033% 0.103330% 0.000000% 0.000000% 0.000000% 0.103330% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Subgroup II-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 1 0 0 0 1 81,600.00 0.00 0.00 0.00 81,600.00 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 1 0 0 0 1 81,600.00 0.00 0.00 0.00 81,600.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.263852% 0.000000% 0.000000% 0.000000% 0.263852% 0.071615% 0.000000% 0.000000% 0.000000% 0.071615% 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 0.263852% 0.000000% 0.000000% 0.000000% 0.263852% 0.071615% 0.000000% 0.000000% 0.000000% 0.071615%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 19,311.15
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 3.472710% Weighted Average Net Coupon 3.106505% Weighted Average Pass-Through Rate 3.097202% Weighted Average Maturity(Stepdown Calculation ) 354 Beginning Scheduled Collateral Loan Count 3,831 Number Of Loans Paid In Full 14 Ending Scheduled Collateral Loan Count 3,817 Beginning Scheduled Collateral Balance 1,252,585,026.50 Ending Scheduled Collateral Balance 1,245,658,722.61 Ending Actual Collateral Balance at 31-Aug-2004 1,245,892,005.36 Monthly P &I Constant 3,948,298.27 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 347,986.22 Unscheduled Principal 6,602,742.51
Miscellaneous Reporting Deferred Interest Subgroup II-1 0.00 Deferred Interest Subgroup II-2 560.03 Deferred Interest Subgroup II-3 24,014.43 Group I Subordinate % 8.000054% Subgroup I-1 Subordinate % 8.000071% Subgroup I-2 Subordinate % 8.000052% Group II Subordinate % 5.800077% Subgroup II-1 Subordinate % 5.800144% Subgroup II-2 Subordinate % 5.800058% Subgroup II-3 Subordinate % 5.800067% Group II Subordinate Prepayment % 0.000000% Subgroup I-1 Subordinate Prepayment % 0.000000% Subgroup I-2 Subordinate Prepayment % 0.000000% Group II Subordinate Prepayment % 0.000000% Subgroup II-1 Subordinate Prepayment % 0.000000% Subgroup II-2 Subordinate Prepayment % 0.000000% Subgroup II-3 Subordinate Prepayment % 0.000000% Group I Senior Prepayment % 100.000000% Subgroup I-1 Senior Prepayment % 100.000000% Subgroup I-2 Senior Prepayment % 100.000000% Group II Senior Prepayment % 100.000000% Subgroup II-1 Senior Prepayment % 100.000000% Subgroup II-2 Senior Prepayment % 100.000000% Subgroup II-3 Senior Prepayment % 100.000000% Group I Senior % 91.999946% Subgroup I-1 Senior % 91.999929% Subgroup I-2 Senior % 91.999948% Group II Senior % 94.199923% Subgroup II-1 Senior % 94.199856% Subgroup II-2 Senior % 94.199942% Subgroup II-3 Senior % 94.199933%
Group Level Collateral Statement Group Subgroup I-1 Subgroup I-2 Subgroup II-1 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 3.518306 4.399659 3.695336 Weighted Average Net Rate 3.153646 4.024659 3.320337 Weighted Average Maturity 353 358 356 Beginning Loan Count 2,723 389 35 Loans Paid In Full 9 3 0 Ending Loan Count 2,714 386 35 Beginning Scheduled Balance 871,805,026.72 101,429,514.63 51,427,467.07 Ending scheduled Balance 867,032,351.85 100,246,254.97 51,382,957.38 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 2,567,006.08 399,903.14 200,119.66 Scheduled Principal 10,941.81 28,023.71 41,751.50 Unscheduled Principal 4,761,733.06 1,155,235.95 2,758.19 Scheduled Interest 2,556,064.27 371,879.43 158,368.16 Servicing Fees 264,927.21 31,696.72 16,071.08 Master Servicing Fees 1,089.76 126.79 64.28 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 3,295.18 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 2,286,752.12 340,055.92 142,232.80 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 3.147610 4.023159 3.318836
Group Level Collateral Statement Group Subgroup II-2 Subgroup II-3 Total Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 1.916368 3.744446 3.472710 Weighted Average Net Rate 1.559033 3.369446 3.106505 Weighted Average Maturity 359 358 354 Beginning Loan Count 303 381 3,831 Loans Paid In Full 0 2 14 Ending Loan Count 303 379 3,817 Beginning Scheduled Balance 113,318,646.94 114,604,221.52 1,252,584,876.88 Ending scheduled Balance 113,089,067.10 113,908,091.31 1,245,658,722.61 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 377,413.67 403,855.72 3,948,298.27 Scheduled Principal 197,006.82 70,262.38 347,986.22 Unscheduled Principal 33,133.05 649,882.26 6,602,742.51 Scheduled Interest 180,966.88 357,607.77 3,624,886.51 Servicing Fees 33,743.92 35,813.82 382,252.75 Master Servicing Fees 141.65 143.26 1,565.74 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 1,899.99 2,948.70 8,143.87 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 145,181.32 318,701.99 3,232,924.15 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 1.537413 3.337071 3.097202
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