-----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, LfHkx7FkGotQv8imAe740Ulw+aisS7VyohNT/gUh813NlNaCHXDeC/q3aMjRk6jV 2yb+bYxm0XYsiU2y01xncQ== 0001056404-04-004134.txt : 20041202 0001056404-04-004134.hdr.sgml : 20041202 20041202113413 ACCESSION NUMBER: 0001056404-04-004134 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: 20041202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Fremont Home Loan Trust 2004-3 CENTRAL INDEX KEY: 0001306925 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-115858-25 FILM NUMBER: 041179455 BUSINESS ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: 3 WORLD FINANCIAL CENTER CITY: NEW YORK STATE: NY ZIP: 10285 8-K 1 fom04003_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 FREMONT HOME LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115858-25 Pooling and Servicing Agreement) (Commission 54-2162577 (State or other File Number) 54-2162578 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 FREMONT HOME LOAN TRUST, Mortgage Pass-Through Certificates, Series 2004-3 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 2004-3 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. FREMONT HOME LOAN TRUST Mortgage Pass-Through Certificates, Series 2004-3 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: 11/28/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the November 26, 2004 distribution. EX-99.1
Fremont Home Loan Trust Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 FREMONT Series: 2004-3 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution A1 35729PFG0 SEN 2.26000% 670,374,000.00 1,472,960.65 9,612,531.56 A2 35729PFH8 SEN 2.14000% 300,000,000.00 624,166.67 7,569,656.35 A3 35729PFJ4 SEN 2.31000% 113,525,000.00 254,958.23 0.00 A4 35729PFK1 SEN 2.43000% 46,502,000.00 109,860.98 0.00 M1 35729PFL9 MEZ 2.56000% 43,425,000.00 108,080.00 0.00 M2 35729PFM7 MEZ 2.61000% 31,212,000.00 79,200.45 0.00 M3 35729PFN5 MEZ 2.66000% 23,748,000.00 61,414.97 0.00 M4 35729PFP0 MEZ 2.96000% 23,748,000.00 68,341.47 0.00 M5 35729PFQ8 MEZ 3.16000% 43,425,000.00 133,411.25 0.00 M6 35729PFR6 MEZ 3.31000% 12,892,000.00 41,487.17 0.00 M7 35729PFS4 MEZ 3.56000% 10,178,000.00 35,227.19 0.00 M8 35729PFT2 MEZ 4.01000% 12,892,000.00 50,260.89 0.00 M9 35729PFU9 MEZ 4.46000% 8,142,000.00 35,304.62 0.00 M10 35729PFV7 MEZ 4.31000% 10,177,000.00 42,644.46 0.00 X FOM04003X RES 0.00000% 6,785,128.07 4,118,039.86 0.00 P FOM04003P RES 0.00000% 100.00 163,292.00 0.00 R2 FOM0403R2 RES 0.00000% 0.00 0.00 0.00 Totals 1,357,025,228.07 7,398,650.86 17,182,187.91
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1 0.00 660,761,468.44 11,085,492.21 0.00 A2 0.00 292,430,343.65 8,193,823.02 0.00 A3 0.00 113,525,000.00 254,958.23 0.00 A4 0.00 46,502,000.00 109,860.98 0.00 M1 0.00 43,425,000.00 108,080.00 0.00 M2 0.00 31,212,000.00 79,200.45 0.00 M3 0.00 23,748,000.00 61,414.97 0.00 M4 0.00 23,748,000.00 68,341.47 0.00 M5 0.00 43,425,000.00 133,411.25 0.00 M6 0.00 12,892,000.00 41,487.17 0.00 M7 0.00 10,178,000.00 35,227.19 0.00 M8 0.00 12,892,000.00 50,260.89 0.00 M9 0.00 8,142,000.00 35,304.62 0.00 M10 0.00 10,177,000.00 42,644.46 0.00 X 0.00 6,785,128.00 4,118,039.86 0.00 P 0.00 100.00 163,292.00 0.00 R2 0.00 0.00 0.00 0.00 Totals 0.00 1,339,843,040.09 24,580,838.77 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) A1 670,374,000.00 670,374,000.00 0.00 9,612,531.56 0.00 0.00 A2 300,000,000.00 300,000,000.00 0.00 7,569,656.35 0.00 0.00 A3 113,525,000.00 113,525,000.00 0.00 0.00 0.00 0.00 A4 46,502,000.00 46,502,000.00 0.00 0.00 0.00 0.00 M1 43,425,000.00 43,425,000.00 0.00 0.00 0.00 0.00 M2 31,212,000.00 31,212,000.00 0.00 0.00 0.00 0.00 M3 23,748,000.00 23,748,000.00 0.00 0.00 0.00 0.00 M4 23,748,000.00 23,748,000.00 0.00 0.00 0.00 0.00 M5 43,425,000.00 43,425,000.00 0.00 0.00 0.00 0.00 M6 12,892,000.00 12,892,000.00 0.00 0.00 0.00 0.00 M7 10,178,000.00 10,178,000.00 0.00 0.00 0.00 0.00 M8 12,892,000.00 12,892,000.00 0.00 0.00 0.00 0.00 M9 8,142,000.00 8,142,000.00 0.00 0.00 0.00 0.00 M10 10,177,000.00 10,177,000.00 0.00 0.00 0.00 0.00 X 6,785,128.07 6,785,128.07 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 R2 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 1,357,025,228.07 1,357,025,228.07 0.00 17,182,187.91 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 A1 9,612,531.56 660,761,468.44 0.98566094 9,612,531.56 A2 7,569,656.35 292,430,343.65 0.97476781 7,569,656.35 A3 0.00 113,525,000.00 1.00000000 0.00 A4 0.00 46,502,000.00 1.00000000 0.00 M1 0.00 43,425,000.00 1.00000000 0.00 M2 0.00 31,212,000.00 1.00000000 0.00 M3 0.00 23,748,000.00 1.00000000 0.00 M4 0.00 23,748,000.00 1.00000000 0.00 M5 0.00 43,425,000.00 1.00000000 0.00 M6 0.00 12,892,000.00 1.00000000 0.00 M7 0.00 10,178,000.00 1.00000000 0.00 M8 0.00 12,892,000.00 1.00000000 0.00 M9 0.00 8,142,000.00 1.00000000 0.00 M10 0.00 10,177,000.00 1.00000000 0.00 X 0.00 6,785,128.00 0.99999999 0.00 P 0.00 100.00 1.00000000 0.00 R2 0.00 0.00 0.00000000 0.00 R2 0.00 0.00 0.00000000 0.00 Totals 17,182,187.91 1,339,843,040.09 0.98733834 17,182,187.91
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 670,374,000.00 1000.00000000 0.00000000 14.33905784 0.00000000 A2 300,000,000.00 1000.00000000 0.00000000 25.23218783 0.00000000 A3 113,525,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A4 46,502,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 43,425,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 31,212,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 23,748,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 23,748,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 43,425,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 12,892,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 10,178,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 12,892,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 8,142,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 10,177,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 6,785,128.07 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 R2 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 A1 0.00000000 14.33905784 985.66094216 0.98566094 14.33905784 A2 0.00000000 25.23218783 974.76781217 0.97476781 25.23218783 A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 999.99998968 0.99999999 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 R2 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 A1 670,374,000.00 2.26000% 670,374,000.00 1,472,960.65 0.00 0.00 A2 300,000,000.00 2.14000% 300,000,000.00 624,166.67 0.00 0.00 A3 113,525,000.00 2.31000% 113,525,000.00 254,958.23 0.00 0.00 A4 46,502,000.00 2.43000% 46,502,000.00 109,860.98 0.00 0.00 M1 43,425,000.00 2.56000% 43,425,000.00 108,080.00 0.00 0.00 M2 31,212,000.00 2.61000% 31,212,000.00 79,200.45 0.00 0.00 M3 23,748,000.00 2.66000% 23,748,000.00 61,414.97 0.00 0.00 M4 23,748,000.00 2.96000% 23,748,000.00 68,341.47 0.00 0.00 M5 43,425,000.00 3.16000% 43,425,000.00 133,411.25 0.00 0.00 M6 12,892,000.00 3.31000% 12,892,000.00 41,487.17 0.00 0.00 M7 10,178,000.00 3.56000% 10,178,000.00 35,227.19 0.00 0.00 M8 12,892,000.00 4.01000% 12,892,000.00 50,260.89 0.00 0.00 M9 8,142,000.00 4.46000% 8,142,000.00 35,304.62 0.00 0.00 M10 10,177,000.00 4.31000% 10,177,000.00 42,644.46 0.00 0.00 X 6,785,128.07 0.00000% 6,785,128.07 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 R2 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,357,025,228.07 3,117,319.00 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 A1 0.00 0.00 1,472,960.65 0.00 660,761,468.44 A2 0.00 0.00 624,166.67 0.00 292,430,343.65 A3 0.00 0.00 254,958.23 0.00 113,525,000.00 A4 0.00 0.00 109,860.98 0.00 46,502,000.00 M1 0.00 0.00 108,080.00 0.00 43,425,000.00 M2 0.00 0.00 79,200.45 0.00 31,212,000.00 M3 0.00 0.00 61,414.97 0.00 23,748,000.00 M4 0.00 0.00 68,341.47 0.00 23,748,000.00 M5 0.00 0.00 133,411.25 0.00 43,425,000.00 M6 0.00 0.00 41,487.17 0.00 12,892,000.00 M7 0.00 0.00 35,227.19 0.00 10,178,000.00 M8 0.00 0.00 50,260.89 0.00 12,892,000.00 M9 0.00 0.00 35,304.62 0.00 8,142,000.00 M10 0.00 0.00 42,644.46 0.00 10,177,000.00 X 0.00 0.00 4,118,039.86 0.00 6,785,128.00 P 0.00 0.00 163,292.00 0.00 100.00 R2 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 7,398,650.86 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 A1 670,374,000.00 2.26000% 1000.00000000 2.19722222 0.00000000 0.00000000 A2 300,000,000.00 2.14000% 1000.00000000 2.08055557 0.00000000 0.00000000 A3 113,525,000.00 2.31000% 1000.00000000 2.24583334 0.00000000 0.00000000 A4 46,502,000.00 2.43000% 1000.00000000 2.36250011 0.00000000 0.00000000 M1 43,425,000.00 2.56000% 1000.00000000 2.48888889 0.00000000 0.00000000 M2 31,212,000.00 2.61000% 1000.00000000 2.53750000 0.00000000 0.00000000 M3 23,748,000.00 2.66000% 1000.00000000 2.58611125 0.00000000 0.00000000 M4 23,748,000.00 2.96000% 1000.00000000 2.87777792 0.00000000 0.00000000 M5 43,425,000.00 3.16000% 1000.00000000 3.07222222 0.00000000 0.00000000 M6 12,892,000.00 3.31000% 1000.00000000 3.21805538 0.00000000 0.00000000 M7 10,178,000.00 3.56000% 1000.00000000 3.46111122 0.00000000 0.00000000 M8 12,892,000.00 4.01000% 1000.00000000 3.89861077 0.00000000 0.00000000 M9 8,142,000.00 4.46000% 1000.00000000 4.33611152 0.00000000 0.00000000 M10 10,177,000.00 4.31000% 1000.00000000 4.19027808 0.00000000 0.00000000 X 6,785,128.07 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 R2 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 A1 0.00000000 0.00000000 2.19722222 0.00000000 985.66094216 A2 0.00000000 0.00000000 2.08055557 0.00000000 974.76781217 A3 0.00000000 0.00000000 2.24583334 0.00000000 1000.00000000 A4 0.00000000 0.00000000 2.36250011 0.00000000 1000.00000000 M1 0.00000000 0.00000000 2.48888889 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.53750000 0.00000000 1000.00000000 M3 0.00000000 0.00000000 2.58611125 0.00000000 1000.00000000 M4 0.00000000 0.00000000 2.87777792 0.00000000 1000.00000000 M5 0.00000000 0.00000000 3.07222222 0.00000000 1000.00000000 M6 0.00000000 0.00000000 3.21805538 0.00000000 1000.00000000 M7 0.00000000 0.00000000 3.46111122 0.00000000 1000.00000000 M8 0.00000000 0.00000000 3.89861077 0.00000000 1000.00000000 M9 0.00000000 0.00000000 4.33611152 0.00000000 1000.00000000 M10 0.00000000 0.00000000 4.19027808 0.00000000 1000.00000000 X 0.00000000 0.00000000 606.92146375 0.00000000 999.99998968 P 0.00000000 0.00000000 1632920.00000000 0.00000000 1000.00000000 R2 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 25,581,919.17 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 25,581,919.17 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 1,001,080.40 Payment of Interest and Principal 24,580,838.77 Total Withdrawals (Pool Distribution Amount) 25,581,919.17 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 565,427.18 Credit Risk Manager's Fee 12,439.40 PMI 422,082.95 Wells Fargo Bank, N.A.. 1,130.87 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 1,001,080.40
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 0.00 0.00 0.00 0.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 63 0 0 0 63 11,110,204.84 0.00 0.00 0.00 11,110,204.84 60 Days 5 0 0 0 5 584,548.56 0.00 0.00 0.00 584,548.56 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 68 0 0 0 68 11,694,753.40 0.00 0.00 0.00 11,694,753.40 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 0.845751% 0.000000% 0.000000% 0.000000% 0.845751% 0.828783% 0.000000% 0.000000% 0.000000% 0.828783% 60 Days 0.067123% 0.000000% 0.000000% 0.000000% 0.067123% 0.043605% 0.000000% 0.000000% 0.000000% 0.043605% 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 0.912874% 0.000000% 0.000000% 0.000000% 0.912874% 0.872389% 0.000000% 0.000000% 0.000000% 0.872389%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(A) 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 2 170,573.00 0.00 0.00 0.00 170,573.00 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 2 0 0 0 2 170,573.00 0.00 0.00 0.00 170,573.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.175285% 0.000000% 0.000000% 0.000000% 0.175285% 0.106916% 0.000000% 0.000000% 0.000000% 0.106916% 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 0.175285% 0.000000% 0.000000% 0.000000% 0.175285% 0.106916% 0.000000% 0.000000% 0.000000% 0.106916% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) 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 31 0 0 0 31 6,169,873.72 0.00 0.00 0.00 6,169,873.72 60 Days 2 0 0 0 2 276,000.00 0.00 0.00 0.00 276,000.00 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 33 0 0 0 33 6,445,873.72 0.00 0.00 0.00 6,445,873.72 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.889271% 0.000000% 0.000000% 0.000000% 0.889271% 0.970007% 0.000000% 0.000000% 0.000000% 0.970007% 60 Days 0.057372% 0.000000% 0.000000% 0.000000% 0.057372% 0.043392% 0.000000% 0.000000% 0.000000% 0.043392% 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 0.946644% 0.000000% 0.000000% 0.000000% 0.946644% 1.013399% 0.000000% 0.000000% 0.000000% 1.013399% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 2(A) 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 13 0 0 0 13 503,539.01 0.00 0.00 0.00 503,539.01 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 13 0 0 0 13 503,539.01 0.00 0.00 0.00 503,539.01 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.977444% 0.000000% 0.000000% 0.000000% 0.977444% 0.476399% 0.000000% 0.000000% 0.000000% 0.476399% 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 0.977444% 0.000000% 0.000000% 0.000000% 0.977444% 0.476399% 0.000000% 0.000000% 0.000000% 0.476399% DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1(B) 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 17 0 0 0 17 4,266,219.11 0.00 0.00 0.00 4,266,219.11 60 Days 3 0 0 0 3 308,548.56 0.00 0.00 0.00 308,548.56 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 20 0 0 0 20 4,574,767.67 0.00 0.00 0.00 4,574,767.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.139410% 0.000000% 0.000000% 0.000000% 1.139410% 0.971266% 0.000000% 0.000000% 0.000000% 0.971266% 60 Days 0.201072% 0.000000% 0.000000% 0.000000% 0.201072% 0.070246% 0.000000% 0.000000% 0.000000% 0.070246% 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 1.340483% 0.000000% 0.000000% 0.000000% 1.340483% 1.041512% 0.000000% 0.000000% 0.000000% 1.041512%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 0.00
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.283378% Weighted Average Net Coupon 6.783378% Weighted Average Pass-Through Rate 6.409135% Weighted Average Maturity(Stepdown Calculation ) 355 Beginning Scheduled Collateral Loan Count 7,535 Number Of Loans Paid In Full 86 Ending Scheduled Collateral Loan Count 7,449 Beginning Scheduled Collateral Balance 1,357,025,228.07 Ending Scheduled Collateral Balance 1,339,843,040.09 Ending Actual Collateral Balance at 31-Oct-2004 1,340,544,103.86 Monthly P &I Constant 9,134,658.81 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 898,219.57 Unscheduled Principal 16,283,968.41
Miscellaneous Reporting Overcollateralization Amount 6,785,228.00 Overcollaterlization Deficiency Amount 0.00 Target Overcollateralization 6,785,228.00
Group Level Collateral Statement Group 1(A) 1(B) 2(A) Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.681682 7.190180 8.325255 Weighted Average Net Rate 2.810211 6.690180 7.825255 Weighted Average Maturity 355 355 349 Beginning Loan Count 1,149 3,528 1,342 Loans Paid In Full 8 42 12 Ending Loan Count 1,141 3,486 1,330 Beginning Scheduled Balance 16,470,429.68 644,300,217.66 105,956,148.44 Ending scheduled Balance 159,444,014.97 635,714,100.77 105,605,033.51 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 1,158,706.71 4,307,223.01 856,888.08 Scheduled Principal 131,471.06 446,694.14 121,794.82 Unscheduled Principal 894,943.65 8,139,422.75 229,320.11 Scheduled Interest 1,027,235.65 3,860,528.87 735,093.26 Servicing Fees 66,862.68 268,458.42 44,148.40 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 43,658.68 237,135.55 25,188.86 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 916,714.29 3,354,934.90 665,756.00 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 6.855202 6.248519 7.539980
Group Level Collateral Statement Group 1(B) Total Collateral Description Mixed ARM Mixed Fixed & Arm Weighted Average Coupon Rate 7.027356 7.283378 Weighted Average Net Rate 6.527356 6.783378 Weighted Average Maturity 349 355 Beginning Loan Count 1,516 7,535 Loans Paid In Full 24 86 Ending Loan Count 1,492 7,449 Beginning Scheduled Balance 446,298,432.29 1,213,025,228.07 Ending scheduled Balance 439,079,890.84 1,339,843,040.09 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 2,811,841.01 9,134,658.81 Scheduled Principal 198,259.55 898,219.57 Unscheduled Principal 7,020,281.90 16,283,968.41 Scheduled Interest 2,613,581.46 8,236,439.24 Servicing Fees 185,957.68 565,427.18 Master Servicing Fees 0.00 0.00 Trustee Fee 0.00 0.00 FRY Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 117,230.73 423,213.82 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 2,310,393.05 7,247,798.24 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 6.212147 6.409135
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