-----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, KOzc23FmIonPDLyBnIhsjszgAcUIrp9yEvymSzdZIURVb//kKJx46e/cUnR2UNbh UinadPCcPmCjG+GE7KB39A== 0001056404-05-001401.txt : 20050329 0001056404-05-001401.hdr.sgml : 20050329 20050329103316 ACCESSION NUMBER: 0001056404-05-001401 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041025 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 Trust 2004-AR6 CENTRAL INDEX KEY: 0001304835 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: 333-115122-20 FILM NUMBER: 05708310 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 sam04ar6_10410.txt OCTOBER 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): October 19, 2004 STRUCTURED ASSET MORTGAGE INVESTMENTS II INC. Mortgage Pass-Through Certificates, Series 2004-AR6 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115122-20 54-2161251 Pooling and Servicing Agreement) (Commission 54-2161252 (State or other File Number) 54-2161253 jurisdiction 54-6643062 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 October 19, 2004, a revision was made to the STRUCTURED ASSET MORTGAGE INVESTMENTS II INC., Mortgage Pass-Through Certificates, Series 2004-AR6 which was not included in the original 8-K filed. The 8-K is being amended because the pass-through rate for class 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-AR6 Trust, relating to the October 19, 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-AR6 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-AR6 Trust, relating to the October 19, 2004 distribution. EX-99.1
Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Record Date: 9/30/2004 Distribution Date: 10/19/2004 Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Series 2004-AR6 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-1A 86359LEV7 SEN 2.19000% 510,000,000.00 589,475.00 1,016,259.05 A-1B 86359LFL8 SEN 2.19000% 78,000,000.00 90,155.00 155,427.86 A-2 86359LEW5 SEN 2.19000% 239,928,000.00 277,316.78 376,358.20 A-3 86359LFK0 SEN 3.72300% 116,788,000.00 362,334.77 2,940,814.85 M 86359LFB0 MEZ 2.29000% 19,301,000.00 23,327.40 1,273.20 B-1 86359LFC8 SUB 2.44000% 16,761,000.00 21,584.44 1,105.64 B-2 86359LFD6 SUB 3.04000% 12,190,000.00 19,558.18 804.12 B-3 86359LFE4 SUB 3.34000% 8,634,000.00 15,219.82 569.54 B-4 86359LFF1 SUB 3.31400% 4,063,000.00 11,220.65 268.02 B-5 86359LFG9 SUB 3.31400% 3,047,000.00 8,414.80 201.00 B-6 86359LFH7 SUB 3.31400% 7,111,049.00 19,638.35 469.08 X 86359LEX3 SEN 1.84479% 0.00 1,360,250.29 0.00 R-I 86359LEY1 RES 3.25500% 50.00 0.14 50.00 R-II 86359LEZ8 RES 3.25500% 50.00 0.14 50.00 R-III 86359LFA2 RES 3.25500% 50.00 0.14 50.00 .A-1B. 86359LFJ3 GT 2.04000% 78,000,000.00 83,980.00 155,427.86 Totals 1,093,823,199.00 2,882,475.90 4,649,128.42
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A-1A 0.00 508,983,740.95 1,605,734.05 0.00 A-1B 0.00 77,844,572.14 245,582.86 0.00 A-2 0.00 239,551,641.80 653,674.98 0.00 A-3 0.00 113,847,185.15 3,303,149.62 0.00 M 0.00 19,299,726.80 24,600.60 0.00 B-1 0.00 16,759,894.36 22,690.08 0.00 B-2 0.00 12,189,195.88 20,362.30 0.00 B-3 0.00 8,633,430.46 15,789.36 0.00 B-4 0.00 4,062,731.98 11,488.67 0.00 B-5 0.00 3,046,799.00 8,615.80 0.00 B-6 0.00 7,110,579.92 20,107.43 0.00 X 0.00 0.00 1,360,250.29 0.00 R-I 0.00 0.00 50.14 0.00 R-II 0.00 0.00 50.14 0.00 R-III 0.00 0.00 50.14 0.00 ..A-1B. 0.00 77,844,572.14 239,407.86 0.00 Totals 0.00 1,089,174,070.58 7,531,604.32 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-1A 510,000,000.00 510,000,000.00 0.00 1,016,259.05 0.00 0.00 A-1B 78,000,000.00 78,000,000.00 0.00 155,427.86 0.00 0.00 A-2 239,928,000.00 239,928,000.00 0.00 376,358.20 0.00 0.00 A-3 116,788,000.00 116,788,000.00 62,317.90 2,878,496.94 0.00 0.00 M 19,301,000.00 19,301,000.00 1,273.20 0.00 0.00 0.00 B-1 16,761,000.00 16,761,000.00 1,105.64 0.00 0.00 0.00 B-2 12,190,000.00 12,190,000.00 804.12 0.00 0.00 0.00 B-3 8,634,000.00 8,634,000.00 569.54 0.00 0.00 0.00 B-4 4,063,000.00 4,063,000.00 268.02 0.00 0.00 0.00 B-5 3,047,000.00 3,047,000.00 201.00 0.00 0.00 0.00 B-6 7,111,049.00 7,111,049.00 469.08 0.00 0.00 0.00 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 ..A-1B. 78,000,000.00 78,000,000.00 0.00 155,427.86 0.00 0.00 Totals 1,093,823,199.00 1,093,823,199.00 67,008.50 4,582,119.91 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-1A 1,016,259.05 508,983,740.95 0.99800734 1,016,259.05 A-1B 155,427.86 77,844,572.14 0.99800734 155,427.86 A-2 376,358.20 239,551,641.80 0.99843137 376,358.20 A-3 2,940,814.85 113,847,185.15 0.97481920 2,940,814.85 M 1,273.20 19,299,726.80 0.99993403 1,273.20 B-1 1,105.64 16,759,894.36 0.99993403 1,105.64 B-2 804.12 12,189,195.88 0.99993403 804.12 B-3 569.54 8,633,430.46 0.99993404 569.54 B-4 268.02 4,062,731.98 0.99993403 268.02 B-5 201.00 3,046,799.00 0.99993403 201.00 B-6 469.08 7,110,579.92 0.99993404 469.08 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 .A-1B. 155,427.86 77,844,572.14 0.99800734 155,427.86 Totals 4,649,128.42 1,089,174,070.58 0.99574965 4,649,128.42
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A-1A 510,000,000.00 1000.00000000 0.00000000 1.99266480 0.00000000 A-1B 78,000,000.00 1000.00000000 0.00000000 1.99266487 0.00000000 A-2 239,928,000.00 1000.00000000 0.00000000 1.56862976 0.00000000 A-3 116,788,000.00 1000.00000000 0.53359849 24.64719783 0.00000000 M 19,301,000.00 1000.00000000 0.06596549 0.00000000 0.00000000 B-1 16,761,000.00 1000.00000000 0.06596504 0.00000000 0.00000000 B-2 12,190,000.00 1000.00000000 0.06596555 0.00000000 0.00000000 B-3 8,634,000.00 1000.00000000 0.06596479 0.00000000 0.00000000 B-4 4,063,000.00 1000.00000000 0.06596603 0.00000000 0.00000000 B-5 3,047,000.00 1000.00000000 0.06596652 0.00000000 0.00000000 B-6 7,111,049.00 1000.00000000 0.06596495 0.00000000 0.00000000 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 ..A-1B. 78,000,000.00 1000.00000000 0.00000000 1.99266487 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution A-1A 0.00000000 1.99266480 998.00733520 0.99800734 1.99266480 A-1B 0.00000000 1.99266487 998.00733513 0.99800734 1.99266487 A-2 0.00000000 1.56862976 998.43137024 0.99843137 1.56862976 A-3 0.00000000 25.18079640 974.81920360 0.97481920 25.18079640 M 0.00000000 0.06596549 999.93403451 0.99993403 0.06596549 B-1 0.00000000 0.06596504 999.93403496 0.99993403 0.06596504 B-2 0.00000000 0.06596555 999.93403445 0.99993403 0.06596555 B-3 0.00000000 0.06596479 999.93403521 0.99993404 0.06596479 B-4 0.00000000 0.06596603 999.93403397 0.99993403 0.06596603 B-5 0.00000000 0.06596652 999.93403348 0.99993403 0.06596652 B-6 0.00000000 0.06596495 999.93403505 0.99993404 0.06596495 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 ..A-1B. 0.00000000 1.99266487 998.00733513 0.99800734 1.99266487 (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-1A 510,000,000.00 2.19000% 510,000,000.00 589,475.00 0.00 0.00 A-1B 78,000,000.00 2.19000% 78,000,000.00 90,155.00 0.00 0.00 A-2 239,928,000.00 2.19000% 239,928,000.00 277,316.78 0.00 0.00 A-3 116,788,000.00 3.72300% 116,788,000.00 362,334.77 0.00 0.00 M 19,301,000.00 2.29000% 19,301,000.00 23,327.40 0.00 0.00 B-1 16,761,000.00 2.44000% 16,761,000.00 21,584.44 0.00 0.00 B-2 12,190,000.00 3.04000% 12,190,000.00 19,558.18 0.00 0.00 B-3 8,634,000.00 3.34000% 8,634,000.00 15,219.82 0.00 0.00 B-4 4,063,000.00 3.31400% 4,063,000.00 11,220.65 0.00 0.00 B-5 3,047,000.00 3.31400% 3,047,000.00 8,414.80 0.00 0.00 B-6 7,111,049.00 3.31400% 7,111,049.00 19,638.35 0.00 0.00 X 0.00 1.84479% 884,814,000.00 766,838.80 0.00 0.00 R-I 50.00 3.25500% 50.00 0.14 0.00 0.00 R-II 50.00 3.25500% 50.00 0.14 0.00 0.00 R-III 50.00 3.25500% 50.00 0.14 0.00 0.00 ..A-1B. 78,000,000.00 2.04000% 78,000,000.00 83,980.00 0.00 0.00 Totals 1,093,823,199.00 2,289,064.41 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-1A 0.00 0.00 589,475.00 0.00 508,983,740.95 A-1B 0.00 0.00 90,155.00 0.00 77,844,572.14 A-2 0.00 0.00 277,316.78 0.00 239,551,641.80 A-3 0.00 0.00 362,334.77 0.00 113,847,185.15 M 0.00 0.00 23,327.40 0.00 19,299,726.80 B-1 0.00 0.00 21,584.44 0.00 16,759,894.36 B-2 0.00 0.00 19,558.18 0.00 12,189,195.88 B-3 0.00 0.00 15,219.82 0.00 8,633,430.46 B-4 0.00 0.00 11,220.65 0.00 4,062,731.98 B-5 0.00 0.00 8,414.80 0.00 3,046,799.00 B-6 0.00 0.00 19,638.35 0.00 7,110,579.92 X 0.00 0.00 1,360,250.29 0.00 883,262,202.39 R-I 0.00 0.00 0.14 0.00 0.00 R-II 0.00 0.00 0.14 0.00 0.00 R-III 0.00 0.00 0.14 0.00 0.00 ..A-1B. 0.00 0.00 83,980.00 0.00 77,844,572.14 Totals 0.00 0.00 2,882,475.90 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-1A 510,000,000.00 2.19000% 1000.00000000 1.15583333 0.00000000 0.00000000 A-1B 78,000,000.00 2.19000% 1000.00000000 1.15583333 0.00000000 0.00000000 A-2 239,928,000.00 2.19000% 1000.00000000 1.15583333 0.00000000 0.00000000 A-3 116,788,000.00 3.72300% 1000.00000000 3.10250000 0.00000000 0.00000000 M 19,301,000.00 2.29000% 1000.00000000 1.20861095 0.00000000 0.00000000 B-1 16,761,000.00 2.44000% 1000.00000000 1.28777758 0.00000000 0.00000000 B-2 12,190,000.00 3.04000% 1000.00000000 1.60444463 0.00000000 0.00000000 B-3 8,634,000.00 3.34000% 1000.00000000 1.76277739 0.00000000 0.00000000 B-4 4,063,000.00 3.31400% 1000.00000000 2.76166626 0.00000000 0.00000000 B-5 3,047,000.00 3.31400% 1000.00000000 2.76166721 0.00000000 0.00000000 B-6 7,111,049.00 3.31400% 1000.00000000 2.76166709 0.00000000 0.00000000 X 0.00 1.84479% 1000.00000000 0.86666667 0.00000000 0.00000000 R-I 50.00 3.25500% 1000.00000000 2.80000000 0.00000000 0.00000000 R-II 50.00 3.25500% 1000.00000000 2.80000000 0.00000000 0.00000000 R-III 50.00 3.25500% 1000.00000000 2.80000000 0.00000000 0.00000000 ..A-1B. 78,000,000.00 2.04000% 1000.00000000 1.07666667 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance A-1A 0.00000000 0.00000000 1.15583333 0.00000000 998.00733520 A-1B 0.00000000 0.00000000 1.15583333 0.00000000 998.00733513 A-2 0.00000000 0.00000000 1.15583333 0.00000000 998.43137024 A-3 0.00000000 0.00000000 3.10250000 0.00000000 974.81920360 M 0.00000000 0.00000000 1.20861095 0.00000000 999.93403451 B-1 0.00000000 0.00000000 1.28777758 0.00000000 999.93403496 B-2 0.00000000 0.00000000 1.60444463 0.00000000 999.93403445 B-3 0.00000000 0.00000000 1.76277739 0.00000000 999.93403521 B-4 0.00000000 0.00000000 2.76166626 0.00000000 999.93403397 B-5 0.00000000 0.00000000 2.76166721 0.00000000 999.93403348 B-6 0.00000000 0.00000000 2.76166709 0.00000000 999.93403505 X 0.00000000 0.00000000 1.53732908 0.00000000 998.24618778 R-I 0.00000000 0.00000000 2.80000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 2.80000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 2.80000000 0.00000000 0.00000000 ..A-1B. 0.00000000 0.00000000 1.07666667 0.00000000 998.00733513 (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 1.84479% 588,000,000.00 586,828,313.09 0.00 0.00 99.80073352% 2-X 1.84479% 239,928,000.00 239,551,641.80 0.00 0.00 99.84313702% 3-X 1.84479% 56,886,000.00 56,882,247.50 0.00 0.00 99.99340347%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 7,563,673.45 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 10,541.43 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 7,574,214.88 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 288,193.42 Payment of Interest and Principal 7,286,021.46 Total Withdrawals (Pool Distribution Amount) 7,574,214.88 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 236,938.69 Additional Servicing Fee 45,475.43 Master Servicing Fee 1,982.32 Miscellaneous Fee 3,796.98 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 288,193.42
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Carryover Shortfall Reserve Fund 5,000.00 155.46 155.46 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 8 0 0 0 8 3,679,214.82 0.00 0.00 0.00 3,679,214.82 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 8 0 0 0 8 3,679,214.82 0.00 0.00 0.00 3,679,214.82 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 0.285816% 0.000000% 0.000000% 0.000000% 0.285816% 0.388490% 0.000000% 0.000000% 0.000000% 0.388490% 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 0.285816% 0.000000% 0.000000% 0.000000% 0.285816% 0.388490% 0.000000% 0.000000% 0.000000% 0.388490%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I 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 3 0 0 0 3 2,653,744.58 0.00 0.00 0.00 2,653,744.58 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 3 0 0 0 3 2,653,744.58 0.00 0.00 0.00 2,653,744.58 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.283554% 0.000000% 0.000000% 0.000000% 0.283554% 0.468222% 0.000000% 0.000000% 0.000000% 0.468222% 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 0.283554% 0.000000% 0.000000% 0.000000% 0.283554% 0.468222% 0.000000% 0.000000% 0.000000% 0.468222% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II 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 5 0 0 0 5 1,025,470.24 0.00 0.00 0.00 1,025,470.24 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 5 0 0 0 5 1,025,470.24 0.00 0.00 0.00 1,025,470.24 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.382263% 0.000000% 0.000000% 0.000000% 0.382263% 0.398070% 0.000000% 0.000000% 0.000000% 0.398070% 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 0.382263% 0.000000% 0.000000% 0.000000% 0.382263% 0.398070% 0.000000% 0.000000% 0.000000% 0.398070% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group III 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 10,541.43
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 3.643300% Weighted Average Net Coupon 3.361460% Weighted Average Pass-Through Rate 3.305883% Weighted Average Maturity(Stepdown Calculation ) 357 Beginning Scheduled Collateral Loan Count 2,808 Number Of Loans Paid In Full 9 Ending Scheduled Collateral Loan Count 2,799 Beginning Scheduled Collateral Balance 1,015,823,199.00 Ending Scheduled Collateral Balance 947,011,432.82 Ending Actual Collateral Balance at 30-Sep-2004 947,055,373.02 Monthly P &I Constant 2,867,425.61 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,011,329,498.49 Scheduled Principal 67,008.50 Unscheduled Principal 4,426,692.05
Miscellaneous Reporting PMT to the SWAP Counterparty by Trust 6,175.00 PMT to the Trust by SWAP Counterparty 0.00 Amt Remaining in the Int-Coverage Acc 225,705.90 Amt Withdrawn from Int-Coverage Acc 168,119.33 Amt Remaining in the Prefunding Acc 64,318,065.65 Amt Withdrawn from Prefunding Acc 0.00 Amt Withdrawn to buy Sub Loans 0.00 Group I Senior % 93.000000% Group II Senior % 93.000000% Group III Senior % 93.000000% Group I Senior Prepayment % 100.000000% Group II Senior Prepayment % 100.000000% Group III Senior Prepayment % 100.000000% Group I Subordinate % 7.000000% Group II Subordinate % 7.000000% Group III Subordinate % 7.000000% Group I Subordinate Prepayment % 0.000000% Group II Subordinate Prepayment % 0.000000% Group III Subordinate Prepayment % 0.000000%
Group Level Collateral Statement Group Group I Group II Group III Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 3.442005 3.448302 4.109242 Weighted Average Net Rate 3.140666 3.160188 3.799839 Weighted Average Maturity 357 358 357 Beginning Loan Count 1,058 1,309 441 Loans Paid In Full 0 1 8 Ending Loan Count 1,058 1,308 433 Beginning Scheduled Balance 567,939,999.32 257,986,834.48 125,578,299.57 Ending scheduled Balance 566,768,162.41 257,610,476.28 122,632,794.13 Record Date 09/30/2004 09/30/2004 09/30/2004 Principal And Interest Constant 1,629,043.68 741,347.10 497,034.83 Scheduled Principal 0.00 0.00 67,008.50 Unscheduled Principal 1,171,836.91 376,358.20 2,878,496.94 Scheduled Interest 1,629,043.68 741,347.10 430,026.33 Servicing Fees 142,618.73 61,941.40 32,378.56 Master Servicing Fees 1,183.21 537.48 261.63 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 26,665.12 15,510.28 7,097.01 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 1,458,576.62 663,357.94 390,289.13 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 3.081826 3.085543 3.729522
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 3.643300 Weighted Average Net Rate 3.361460 Weighted Average Maturity 357 Beginning Loan Count 2,808 Loans Paid In Full 9 Ending Loan Count 2,799 Beginning Scheduled Balance 951,505,133.37 Ending scheduled Balance 947,011,432.82 Record Date 09/30/2004 Principal And Interest Constant 2,867,425.61 Scheduled Principal 67,008.50 Unscheduled Principal 4,426,692.05 Scheduled Interest 2,800,417.11 Servicing Fees 236,938.69 Master Servicing Fees 1,982.32 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 49,272.41 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,512,223.69 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 3.305883
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