-----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, BfdtbCelB3jLebMetGN6/GbNaGgtpApYOx+DgUfcRJmIp/B67auNRh4f3xhQIMWh UO4AWANOJemt5Tj/GA89+w== 0001056404-04-004117.txt : 20041202 0001056404-04-004117.hdr.sgml : 20041202 20041202105619 ACCESSION NUMBER: 0001056404-04-004117 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: J.P. Morgan Mortgage Trust 2004-A5 CENTRAL INDEX KEY: 0001307445 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: 333-109775-08 FILM NUMBER: 041179258 BUSINESS ADDRESS: STREET 1: 60 WALL STREET CITY: NEW YORK STATE: NY ZIP: 10260 BUSINESS PHONE: 2126487741 MAIL ADDRESS: STREET 1: 60 WALL STREET CITY: NEW YORK STATE: NY ZIP: 10260 8-K 1 jpa040a5_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 J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-109775-08 Pooling and Servicing Agreement) (Commission 54-2162596 (State or other File Number) 54-2162597 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 J.P. MORGAN MORTGAGE TRUST, Mortgage Pass-Through Certificates, Series 2004-A5 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-A5 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. J.P. MORGAN MORTGAGE TRUST Mortgage Pass-Through Certificates, Series 2004-A5 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: 11/30/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-A5 Trust, relating to the November 26, 2004 distribution. EX-99.1
J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 JPMMT Series: 2004-A5 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A1 466247FT5 SEN 5.15000% 64,400,000.00 276,383.33 87,099.63 1-A2 466247FU2 SEN 5.22851% 2,384,866.00 10,391.09 3,225.48 1-A3 466247FV0 SEN 0.07851% 0.00 4,213.61 0.00 2-A1 466247FW8 SEN 4.79291% 48,450,000.00 193,513.76 1,029,454.43 2-A2 466247FX6 SEN 4.20000% 73,899,800.00 258,649.30 1,570,205.91 2-A3 466247FY4 SEN 4.79291% 1,743,900.00 6,965.30 37,053.99 2-A4 466247GP2 SEN 0.59291% 0.00 36,513.30 0.00 3-A1 466247FZ1 SEN 5.36427% 79,086,600.00 353,534.88 1,773,440.47 4-A1 466247GA5 SEN 3.43000% 20,000,000.00 57,166.67 222,181.40 4-A2 466247GB3 SEN 4.85000% 85,646,300.00 346,153.80 1,233,663.29 4-A3 466247GC1 SEN 4.92778% 3,100,082.00 12,730.43 44,654.09 4-A4 466247GD9 SEN 4.92778% 24,491,600.00 100,574.30 0.00 4-A5 466247GE7 SEN 4.92778% 1,831,718.00 7,521.92 0.00 4-A6 466247GQ0 SEN 0.34660% 0.00 30,514.10 0.00 5-A1 466247GF4 SEN 3.12901% 15,580,500.00 40,626.35 355,243.48 AR 466247GG2 SEN 5.22851% 100.00 5.96 100.00 B1 466247GH0 SUB 4.95118% 6,102,400.00 25,178.37 3,663.78 B2 466247GJ6 SUB 4.95118% 3,704,900.00 15,286.34 2,224.36 B3 466247GK3 SUB 4.95118% 1,961,400.00 8,092.70 1,177.59 B4 466247GL1 SUB 4.95118% 1,307,600.00 5,395.13 785.06 B5 466247GM9 SUB 4.95118% 653,800.00 2,697.57 392.53 B6 466247GN7 SUB 4.95118% 1,525,686.00 6,294.95 916.00 Totals 435,871,252.00 1,798,403.16 6,365,481.49
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 64,312,900.37 363,482.96 0.00 1-A2 0.00 2,381,640.52 13,616.57 0.00 1-A3 0.00 0.00 4,213.61 0.00 2-A1 0.00 47,420,545.57 1,222,968.19 0.00 2-A2 0.00 72,329,594.09 1,828,855.21 0.00 2-A3 0.00 1,706,846.01 44,019.29 0.00 2-A4 0.00 0.00 36,513.30 0.00 3-A1 0.00 77,313,159.53 2,126,975.35 0.00 4-A1 0.00 19,777,818.60 279,348.07 0.00 4-A2 0.00 84,412,636.71 1,579,817.09 0.00 4-A3 0.00 3,055,427.91 57,384.52 0.00 4-A4 0.00 24,491,600.00 100,574.30 0.00 4-A5 0.00 1,831,718.00 7,521.92 0.00 4-A6 0.00 0.00 30,514.10 0.00 5-A1 0.00 15,225,256.52 395,869.83 0.00 AR 0.00 0.00 105.96 0.00 B1 0.00 6,098,736.22 28,842.15 0.00 B2 0.00 3,702,675.64 17,510.70 0.00 B3 0.00 1,960,222.41 9,270.29 0.00 B4 0.00 1,306,814.94 6,180.19 0.00 B5 0.00 653,407.47 3,090.10 0.00 B6 0.00 1,524,770.00 7,210.95 0.00 Totals 0.00 429,505,770.51 8,163,884.65 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A1 64,400,000.00 64,400,000.00 72,071.74 15,027.88 0.00 0.00 1-A2 2,384,866.00 2,384,866.00 2,668.97 556.51 0.00 0.00 1-A3 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 48,450,000.00 48,450,000.00 37,621.51 991,832.92 0.00 0.00 2-A2 73,899,800.00 73,899,800.00 57,383.33 1,512,822.58 0.00 0.00 2-A3 1,743,900.00 1,743,900.00 1,354.14 35,699.84 0.00 0.00 2-A4 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 79,086,600.00 79,086,600.00 17,092.21 1,756,348.26 0.00 0.00 4-A1 20,000,000.00 20,000,000.00 5,812.04 216,369.36 0.00 0.00 4-A2 85,646,300.00 85,646,300.00 32,271.39 1,201,391.91 0.00 0.00 4-A3 3,100,082.00 3,100,082.00 1,168.11 43,485.98 0.00 0.00 4-A4 24,491,600.00 24,491,600.00 0.00 0.00 0.00 0.00 4-A5 1,831,718.00 1,831,718.00 0.00 0.00 0.00 0.00 4-A6 0.00 0.00 0.00 0.00 0.00 0.00 5-A1 15,580,500.00 15,580,500.00 25,004.26 330,239.22 0.00 0.00 AR 100.00 100.00 82.75 17.25 0.00 0.00 B1 6,102,400.00 6,102,400.00 3,663.78 0.00 0.00 0.00 B2 3,704,900.00 3,704,900.00 2,224.36 0.00 0.00 0.00 B3 1,961,400.00 1,961,400.00 1,177.59 0.00 0.00 0.00 B4 1,307,600.00 1,307,600.00 785.06 0.00 0.00 0.00 B5 653,800.00 653,800.00 392.53 0.00 0.00 0.00 B6 1,525,686.00 1,525,686.00 916.00 0.00 0.00 0.00 Totals 435,871,252.00 435,871,252.00 261,689.77 6,103,791.71 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A1 87,099.63 64,312,900.37 0.99864752 87,099.63 1-A2 3,225.48 2,381,640.52 0.99864752 3,225.48 1-A3 0.00 0.00 0.00000000 0.00 2-A1 1,029,454.43 47,420,545.57 0.97875223 1,029,454.43 2-A2 1,570,205.91 72,329,594.09 0.97875223 1,570,205.91 2-A3 37,053.99 1,706,846.01 0.97875223 37,053.99 2-A4 0.00 0.00 0.00000000 0.00 3-A1 1,773,440.47 77,313,159.53 0.97757597 1,773,440.47 4-A1 222,181.40 19,777,818.60 0.98889093 222,181.40 4-A2 1,233,663.29 84,412,636.71 0.98559584 1,233,663.29 4-A3 44,654.09 3,055,427.91 0.98559584 44,654.09 4-A4 0.00 24,491,600.00 1.00000000 0.00 4-A5 0.00 1,831,718.00 1.00000000 0.00 4-A6 0.00 0.00 0.00000000 0.00 5-A1 355,243.48 15,225,256.52 0.97719948 355,243.48 AR 100.00 0.00 0.00000000 100.00 B1 3,663.78 6,098,736.22 0.99939962 3,663.78 B2 2,224.36 3,702,675.64 0.99939962 2,224.36 B3 1,177.59 1,960,222.41 0.99939962 1,177.59 B4 785.06 1,306,814.94 0.99939962 785.06 B5 392.53 653,407.47 0.99939962 392.53 B6 916.00 1,524,770.00 0.99939961 916.00 Totals 6,365,481.49 429,505,770.51 0.98539596 6,365,481.49
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 64,400,000.00 1000.00000000 1.11912640 0.23335217 0.00000000 1-A2 2,384,866.00 1000.00000000 1.11912787 0.23335064 0.00000000 1-A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 48,450,000.00 1000.00000000 0.77650175 20.47126770 0.00000000 2-A2 73,899,800.00 1000.00000000 0.77650183 20.47126758 0.00000000 2-A3 1,743,900.00 1000.00000000 0.77650095 20.47126555 0.00000000 2-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 79,086,600.00 1000.00000000 0.21612018 22.20791209 0.00000000 4-A1 20,000,000.00 1000.00000000 0.29060200 10.81846800 0.00000000 4-A2 85,646,300.00 1000.00000000 0.37679841 14.02736499 0.00000000 4-A3 3,100,082.00 1000.00000000 0.37679971 14.02736444 0.00000000 4-A4 24,491,600.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A5 1,831,718.00 1000.00000000 0.00000000 0.00000000 0.00000000 4-A6 0.00 0.00000000 0.00000000 0.00000000 0.00000000 5-A1 15,580,500.00 1000.00000000 1.60484323 21.19567536 0.00000000 AR 100.00 1000.00000000 827.50000000 172.50000000 0.00000000 B1 6,102,400.00 1000.00000000 0.60038346 0.00000000 0.00000000 B2 3,704,900.00 1000.00000000 0.60038328 0.00000000 0.00000000 B3 1,961,400.00 1000.00000000 0.60038238 0.00000000 0.00000000 B4 1,307,600.00 1000.00000000 0.60038238 0.00000000 0.00000000 B5 653,800.00 1000.00000000 0.60038238 0.00000000 0.00000000 B6 1,525,686.00 1000.00000000 0.60038566 0.00000000 0.00000000
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A1 0.00000000 1.35247873 998.64752127 0.99864752 1.35247873 1-A2 0.00000000 1.35247850 998.64752150 0.99864752 1.35247850 1-A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 21.24776945 978.75223055 0.97875223 21.24776945 2-A2 0.00000000 21.24776941 978.75223059 0.97875223 21.24776941 2-A3 0.00000000 21.24777223 978.75222777 0.97875223 21.24777223 2-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 22.42403226 977.57596774 0.97757597 22.42403226 4-A1 0.00000000 11.10907000 988.89093000 0.98889093 11.10907000 4-A2 0.00000000 14.40416329 985.59583671 0.98559584 14.40416329 4-A3 0.00000000 14.40416415 985.59583585 0.98559584 14.40416415 4-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 4-A6 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5-A1 0.00000000 22.80051860 977.19948140 0.97719948 22.80051860 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 B1 0.00000000 0.60038346 999.39961654 0.99939962 0.60038346 B2 0.00000000 0.60038328 999.39961672 0.99939962 0.60038328 B3 0.00000000 0.60038238 999.39961762 0.99939962 0.60038238 B4 0.00000000 0.60038238 999.39961762 0.99939962 0.60038238 B5 0.00000000 0.60038238 999.39961762 0.99939962 0.60038238 B6 0.00000000 0.60038566 999.39961434 0.99939961 0.60038566 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall 1-A1 64,400,000.00 5.15000% 64,400,000.00 276,383.33 0.00 0.00 1-A2 2,384,866.00 5.22851% 2,384,866.00 10,391.09 0.00 0.00 1-A3 0.00 0.07851% 64,400,000.00 4,213.61 0.00 0.00 2-A1 48,450,000.00 4.79291% 48,450,000.00 193,513.76 0.00 0.00 2-A2 73,899,800.00 4.20000% 73,899,800.00 258,649.30 0.00 0.00 2-A3 1,743,900.00 4.79291% 1,743,900.00 6,965.30 0.00 0.00 2-A4 0.00 0.59291% 73,899,800.00 36,513.30 0.00 0.00 3-A1 79,086,600.00 5.36427% 79,086,600.00 353,534.88 0.00 0.00 4-A1 20,000,000.00 3.43000% 20,000,000.00 57,166.67 0.00 0.00 4-A2 85,646,300.00 4.85000% 85,646,300.00 346,153.80 0.00 0.00 4-A3 3,100,082.00 4.92778% 3,100,082.00 12,730.43 0.00 0.00 4-A4 24,491,600.00 4.92778% 24,491,600.00 100,574.30 0.00 0.00 4-A5 1,831,718.00 4.92778% 1,831,718.00 7,521.92 0.00 0.00 4-A6 0.00 0.34660% 105,646,300.00 30,514.10 0.00 0.00 5-A1 15,580,500.00 3.12901% 15,580,500.00 40,626.35 0.00 0.00 AR 100.00 5.22851% 100.00 0.44 0.00 0.00 B1 6,102,400.00 4.95118% 6,102,400.00 25,178.37 0.00 0.00 B2 3,704,900.00 4.95118% 3,704,900.00 15,286.34 0.00 0.00 B3 1,961,400.00 4.95118% 1,961,400.00 8,092.70 0.00 0.00 B4 1,307,600.00 4.95118% 1,307,600.00 5,395.13 0.00 0.00 B5 653,800.00 4.95118% 653,800.00 2,697.57 0.00 0.00 B6 1,525,686.00 4.95118% 1,525,686.00 6,294.95 0.00 0.00 Totals 435,871,252.00 1,798,397.64 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A1 0.00 0.00 276,383.33 0.00 64,312,900.37 1-A2 0.00 0.00 10,391.09 0.00 2,381,640.52 1-A3 0.00 0.00 4,213.61 0.00 64,312,900.37 2-A1 0.00 0.00 193,513.76 0.00 47,420,545.57 2-A2 0.00 0.00 258,649.30 0.00 72,329,594.09 2-A3 0.00 0.00 6,965.30 0.00 1,706,846.01 2-A4 0.00 0.00 36,513.30 0.00 72,329,594.09 3-A1 0.00 0.00 353,534.88 0.00 77,313,159.53 4-A1 0.00 0.00 57,166.67 0.00 19,777,818.60 4-A2 0.00 0.00 346,153.80 0.00 84,412,636.71 4-A3 0.00 0.00 12,730.43 0.00 3,055,427.91 4-A4 0.00 0.00 100,574.30 0.00 24,491,600.00 4-A5 0.00 0.00 7,521.92 0.00 1,831,718.00 4-A6 0.00 0.00 30,514.10 0.00 104,190,455.31 5-A1 0.00 0.00 40,626.35 0.00 15,225,256.52 AR 0.00 0.00 5.96 0.00 0.00 B1 0.00 0.00 25,178.37 0.00 6,098,736.22 B2 0.00 0.00 15,286.34 0.00 3,702,675.64 B3 0.00 0.00 8,092.70 0.00 1,960,222.41 B4 0.00 0.00 5,395.13 0.00 1,306,814.94 B5 0.00 0.00 2,697.57 0.00 653,407.47 B6 0.00 0.00 6,294.95 0.00 1,524,770.00 Totals 0.00 0.00 1,798,403.16 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A1 64,400,000.00 5.15000% 1000.00000000 4.29166661 0.00000000 0.00000000 1-A2 2,384,866.00 5.22851% 1000.00000000 4.35709595 0.00000000 0.00000000 1-A3 0.00 0.07851% 1000.00000000 0.06542873 0.00000000 0.00000000 2-A1 48,450,000.00 4.79291% 1000.00000000 3.99409205 0.00000000 0.00000000 2-A2 73,899,800.00 4.20000% 1000.00000000 3.50000000 0.00000000 0.00000000 2-A3 1,743,900.00 4.79291% 1000.00000000 3.99409370 0.00000000 0.00000000 2-A4 0.00 0.59291% 1000.00000000 0.49409200 0.00000000 0.00000000 3-A1 79,086,600.00 5.36427% 1000.00000000 4.47022479 0.00000000 0.00000000 4-A1 20,000,000.00 3.43000% 1000.00000000 2.85833350 0.00000000 0.00000000 4-A2 85,646,300.00 4.85000% 1000.00000000 4.04166672 0.00000000 0.00000000 4-A3 3,100,082.00 4.92778% 1000.00000000 4.10648170 0.00000000 0.00000000 4-A4 24,491,600.00 4.92778% 1000.00000000 4.10648141 0.00000000 0.00000000 4-A5 1,831,718.00 4.92778% 1000.00000000 4.10648364 0.00000000 0.00000000 4-A6 0.00 0.34660% 1000.00000000 0.28883264 0.00000000 0.00000000 5-A1 15,580,500.00 3.12901% 1000.00000000 2.60751260 0.00000000 0.00000000 AR 100.00 5.22851% 1000.00000000 4.40000000 0.00000000 0.00000000 B1 6,102,400.00 4.95118% 1000.00000000 4.12597830 0.00000000 0.00000000 B2 3,704,900.00 4.95118% 1000.00000000 4.12597911 0.00000000 0.00000000 B3 1,961,400.00 4.95118% 1000.00000000 4.12598144 0.00000000 0.00000000 B4 1,307,600.00 4.95118% 1000.00000000 4.12597889 0.00000000 0.00000000 B5 653,800.00 4.95118% 1000.00000000 4.12598654 0.00000000 0.00000000 B6 1,525,686.00 4.95118% 1000.00000000 4.12598005 0.00000000 0.00000000 (5) Per $1 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A1 0.00000000 0.00000000 4.29166661 0.00000000 998.64752127 1-A2 0.00000000 0.00000000 4.35709595 0.00000000 998.64752150 1-A3 0.00000000 0.00000000 0.06542873 0.00000000 998.64752127 2-A1 0.00000000 0.00000000 3.99409205 0.00000000 978.75223055 2-A2 0.00000000 0.00000000 3.50000000 0.00000000 978.75223059 2-A3 0.00000000 0.00000000 3.99409370 0.00000000 978.75222777 2-A4 0.00000000 0.00000000 0.49409200 0.00000000 978.75223059 3-A1 0.00000000 0.00000000 4.47022479 0.00000000 977.57596774 4-A1 0.00000000 0.00000000 2.85833350 0.00000000 988.89093000 4-A2 0.00000000 0.00000000 4.04166672 0.00000000 985.59583671 4-A3 0.00000000 0.00000000 4.10648170 0.00000000 985.59583585 4-A4 0.00000000 0.00000000 4.10648141 0.00000000 1000.00000000 4-A5 0.00000000 0.00000000 4.10648364 0.00000000 1000.00000000 4-A6 0.00000000 0.00000000 0.28883264 0.00000000 986.21963391 5-A1 0.00000000 0.00000000 2.60751260 0.00000000 977.19948140 AR 0.00000000 0.00000000 59.60000000 0.00000000 0.00000000 B1 0.00000000 0.00000000 4.12597830 0.00000000 999.39961654 B2 0.00000000 0.00000000 4.12597911 0.00000000 999.39961672 B3 0.00000000 0.00000000 4.12598144 0.00000000 999.39961762 B4 0.00000000 0.00000000 4.12597889 0.00000000 999.39961762 B5 0.00000000 0.00000000 4.12598654 0.00000000 999.39961762 B6 0.00000000 0.00000000 4.12598005 0.00000000 999.39961434 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 8,292,698.19 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 8,292,698.19 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 128,813.57 Payment of Interest and Principal 8,163,884.62 Total Withdrawals (Pool Distribution Amount) 8,292,698.19 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 128,813.57 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 128,813.57
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 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 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 0.000000% 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%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total 1 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 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 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 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 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 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 4 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 5 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 0.00
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 435,871,152.00 99.99997706% 429,505,770.51 99.99999980% 96.450193% 0.000000% Class 1-A-1 371,471,152.00 85.22497189% 365,192,870.14 85.02630104% 14.973699% 421.817243% Class 1-A-2 369,086,286.00 84.67782271% 362,811,229.62 84.47179382% 0.554507% 15.620770% Class 1-A-3 369,086,286.00 84.67782271% 362,811,229.62 84.47179382% 0.000000% 0.000000% Class 2-A-1 320,636,286.00 73.56215500% 315,390,684.05 73.43107010% 11.040724% 311.023196% Class 2-A-2 246,736,486.00 56.60765303% 243,061,089.96 56.59087867% 16.840191% 474.397358% Class 2-A-3 244,992,586.00 56.20755782% 241,354,243.95 56.19348098% 0.397398% 11.194909% Class 2-A-4 244,992,586.00 56.20755782% 241,354,243.95 56.19348098% 0.000000% 0.000000% Class 3-A-1 165,905,986.00 38.06307143% 164,041,084.42 38.19298723% 18.000494% 507.083705% Class 4-A-1 145,905,986.00 33.47456051% 144,263,265.82 33.58820194% 4.604785% 129.719308% Class 4-A-2 60,259,686.00 13.82511137% 59,850,629.11 13.93476714% 19.653435% 553.647954% Class 4-A-3 57,159,604.00 13.11387336% 56,795,201.20 13.22338487% 0.711382% 20.040026% Class 4-A-4 32,668,004.00 7.49487466% 32,303,601.20 7.52110993% 5.702275% 160.636189% Class B-1 9,153,386.00 2.10002058% 9,147,890.46 2.12986439% 1.419943% 40.000561% Class B-2 5,448,486.00 1.25002188% 5,445,214.82 1.26778618% 0.862078% 24.285212% Class B-3 3,487,086.00 0.80002661% 3,484,992.41 0.81139594% 0.456390% 12.856761% Class B-4 2,179,486.00 0.50002977% 2,178,177.47 0.50713579% 0.304260% 8.571174% Class B-5 1,525,686.00 0.35003134% 1,524,770.00 0.35500571% 0.152130% 4.285587% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.355006% 10.000704% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 143,180.00 0.03284915% 143,180.00 0.03333599% Fraud 8,717,425.00 1.99999999% 8,717,425.00 2.02964095% Special Hazard 4,408,800.00 1.01149135% 4,408,800.00 1.02648213% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.302699% Weighted Average Net Coupon 4.948062% Weighted Average Pass-Through Rate 4.940562% Weighted Average Maturity(Stepdown Calculation ) 357 Beginning Scheduled Collateral Loan Count 1,053 Number Of Loans Paid In Full 14 Ending Scheduled Collateral Loan Count 1,039 Beginning Scheduled Collateral Balance 435,871,252.00 Ending Scheduled Collateral Balance 429,505,771.37 Ending Actual Collateral Balance at 31-Oct-2004 429,696,879.97 Monthly P &I Constant 2,187,768.20 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 8,091,774.72 Scheduled Principal 261,689.76 Unscheduled Principal 6,103,791.72
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.486015 5.098701 5.715804 Weighted Average Net Rate 0.000000 0.000000 0.000000 Weighted Average Maturity (1) (1) (1) Beginning Loan Count 143 432 172 Loans Paid In Full (143) (426) (168) Ending Loan Count 143 426 168 Beginning Scheduled Balance 69,207,218.70 128,594,550.27 81,955,129.14 Ending scheduled Balance 69,114,079.79 125,954,341.03 80,181,068.72 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 393,930.44 646,241.53 408,078.34 Scheduled Principal 77,537.26 99,853.90 17,712.16 Unscheduled Principal 15,601.65 2,540,355.34 1,756,348.26 Scheduled Interest 316,393.18 546,387.63 390,366.18 Servicing Fees 14,418.17 31,965.48 23,496.12 Master Servicing Fees 432.55 803.72 512.22 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 301,542.46 513,618.43 366,357.84 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 5.228515 4.792910 5.364270
Group Level Collateral Statement Group 4 5 Total Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.364214 3.511518 5.302699 Weighted Average Net Rate 0.000000 0.000000 4.948062 Weighted Average Maturity (1) (1) 357 Beginning Loan Count 260 46 1,053 Loans Paid In Full (257) (45) (1,039) Ending Loan Count 257 45 1,039 Beginning Scheduled Balance 139,968,693.96 16,145,660.78 435,871,252.85 Ending scheduled Balance 138,466,771.52 15,789,510.31 429,505,771.37 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 666,360.16 73,157.73 2,187,768.20 Scheduled Principal 40,675.19 25,911.25 261,689.76 Unscheduled Principal 1,461,247.25 330,239.22 6,103,791.72 Scheduled Interest 625,684.97 47,246.48 1,926,078.44 Servicing Fees 53,888.28 5,045.52 128,813.57 Master Servicing Fees 874.80 100.91 2,724.20 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 0.00 0.00 0.00 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 570,921.89 42,100.05 1,794,540.67 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4.894711 3.129018 4.940562
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