-----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, KVRSbK2OhTm+S9b1lFwnVXreH+F7J2zXn0t9b/wQdnb4LLUS2f461xlPvF0fLvnq JyM9QsZZHd/9TB8h+XcPFg== 0001056404-05-000188.txt : 20050104 0001056404-05-000188.hdr.sgml : 20050104 20050104153122 ACCESSION NUMBER: 0001056404-05-000188 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050104 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: 05506936 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_dec.txt DECEMBER 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): December 27, 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 December 27, 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 December 27, 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: 12/27/2004 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 December 27, 2004 distribution. EX-99.1
J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 J.P. Morgan Acceptance Corporation I Mortgage Pass-Through Certificates 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% 64,312,900.37 276,009.53 1,813,266.58 1-A2 466247FU2 SEN 5.22855% 2,381,640.52 10,377.11 67,149.03 1-A3 466247FV0 SEN 0.07855% 0.00 4,209.84 0.00 2-A1 466247FW8 SEN 4.78613% 47,420,545.57 189,134.06 487,297.02 2-A2 466247FX6 SEN 4.20000% 72,329,594.09 253,153.58 743,264.23 2-A3 466247FY4 SEN 4.78613% 1,706,846.01 6,807.66 17,539.68 2-A4 466247GP2 SEN 0.58613% 0.00 35,328.76 0.00 3-A1 466247FZ1 SEN 5.35763% 77,313,159.53 345,179.60 644,359.94 4-A1 466247GA5 SEN 3.43000% 19,777,818.60 56,531.60 684,744.27 4-A2 466247GB3 SEN 4.85000% 84,412,636.71 341,167.74 3,802,045.75 4-A3 466247GC1 SEN 4.92502% 3,055,427.91 12,540.04 137,620.11 4-A4 466247GD9 SEN 4.92502% 24,491,600.00 100,518.04 0.00 4-A5 466247GE7 SEN 4.92502% 1,831,718.00 7,517.71 0.00 4-A6 466247GQ0 SEN 0.34457% 0.00 29,917.49 0.00 5-A1 466247GF4 SEN 3.12144% 15,225,256.52 39,603.96 1,590,159.02 AR 466247GG2 SEN 5.22504% 0.00 0.32 0.00 B1 466247GH0 SUB 4.94685% 6,098,736.22 25,141.26 3,688.55 B2 466247GJ6 SUB 4.94685% 3,702,675.64 15,263.81 2,239.40 B3 466247GK3 SUB 4.94685% 1,960,222.41 8,080.77 1,185.55 B4 466247GL1 SUB 4.94685% 1,306,814.94 5,387.18 790.37 B5 466247GM9 SUB 4.94685% 653,407.47 2,693.59 395.18 B6 466247GN7 SUB 4.94685% 1,524,770.00 6,285.67 922.19 Totals 429,505,770.51 1,770,849.32 9,996,666.87
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A1 0.00 62,499,633.79 2,089,276.11 0.00 1-A2 0.00 2,314,491.49 77,526.14 0.00 1-A3 0.00 0.00 4,209.84 0.00 2-A1 0.00 46,933,248.56 676,431.08 0.00 2-A2 0.00 71,586,329.86 996,417.81 0.00 2-A3 0.00 1,689,306.34 24,347.34 0.00 2-A4 0.00 0.00 35,328.76 0.00 3-A1 0.00 76,668,799.59 989,539.54 0.00 4-A1 0.00 19,093,074.33 741,275.87 0.00 4-A2 0.00 80,610,590.96 4,143,213.49 0.00 4-A3 0.00 2,917,807.80 150,160.15 0.00 4-A4 0.00 24,491,600.00 100,518.04 0.00 4-A5 0.00 1,831,718.00 7,517.71 0.00 4-A6 0.00 0.00 29,917.49 0.00 5-A1 0.00 13,635,097.51 1,629,762.98 0.00 AR 0.00 0.00 0.32 0.00 B1 0.00 6,095,047.67 28,829.81 0.00 B2 0.00 3,700,436.24 17,503.21 0.00 B3 0.00 1,959,036.85 9,266.32 0.00 B4 0.00 1,306,024.57 6,177.55 0.00 B5 0.00 653,012.28 3,088.77 0.00 B6 0.00 1,523,847.81 7,207.86 0.00 Totals 0.00 419,509,103.65 11,767,516.19 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 64,312,900.37 72,545.33 1,740,721.25 0.00 0.00 1-A2 2,384,866.00 2,381,640.52 2,686.50 64,462.53 0.00 0.00 1-A3 0.00 0.00 0.00 0.00 0.00 0.00 2-A1 48,450,000.00 47,420,545.57 37,218.00 450,079.02 0.00 0.00 2-A2 73,899,800.00 72,329,594.09 56,767.86 686,496.37 0.00 0.00 2-A3 1,743,900.00 1,706,846.01 1,339.62 16,200.06 0.00 0.00 2-A4 0.00 0.00 0.00 0.00 0.00 0.00 3-A1 79,086,600.00 77,313,159.53 16,365.71 627,994.23 0.00 0.00 4-A1 20,000,000.00 19,777,818.60 5,833.20 678,911.07 0.00 0.00 4-A2 85,646,300.00 84,412,636.71 32,388.85 3,769,656.89 0.00 0.00 4-A3 3,100,082.00 3,055,427.91 1,172.36 136,447.76 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 15,225,256.52 24,573.27 1,565,585.75 0.00 0.00 AR 100.00 0.00 0.00 0.00 0.00 0.00 B1 6,102,400.00 6,098,736.22 3,688.55 0.00 0.00 0.00 B2 3,704,900.00 3,702,675.64 2,239.40 0.00 0.00 0.00 B3 1,961,400.00 1,960,222.41 1,185.55 0.00 0.00 0.00 B4 1,307,600.00 1,306,814.94 790.37 0.00 0.00 0.00 B5 653,800.00 653,407.47 395.18 0.00 0.00 0.00 B6 1,525,686.00 1,524,770.00 922.19 0.00 0.00 0.00 Totals 435,871,252.00 429,505,770.51 260,111.94 9,736,554.93 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 1,813,266.58 62,499,633.79 0.97049121 1,813,266.58 1-A2 67,149.03 2,314,491.49 0.97049121 67,149.03 1-A3 0.00 0.00 0.00000000 0.00 2-A1 487,297.02 46,933,248.56 0.96869450 487,297.02 2-A2 743,264.23 71,586,329.86 0.96869450 743,264.23 2-A3 17,539.68 1,689,306.34 0.96869450 17,539.68 2-A4 0.00 0.00 0.00000000 0.00 3-A1 644,359.94 76,668,799.59 0.96942844 644,359.94 4-A1 684,744.27 19,093,074.33 0.95465372 684,744.27 4-A2 3,802,045.75 80,610,590.96 0.94120343 3,802,045.75 4-A3 137,620.11 2,917,807.80 0.94120343 137,620.11 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 1,590,159.02 13,635,097.51 0.87513864 1,590,159.02 AR 0.00 0.00 0.00000000 0.00 B1 3,688.55 6,095,047.67 0.99879517 3,688.55 B2 2,239.40 3,700,436.24 0.99879517 2,239.40 B3 1,185.55 1,959,036.85 0.99879517 1,185.55 B4 790.37 1,306,024.57 0.99879517 790.37 B5 395.18 653,012.28 0.99879517 395.18 B6 922.19 1,523,847.81 0.99879517 922.19 Totals 9,996,666.87 419,509,103.65 0.96246105 9,996,666.87
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A1 64,400,000.00 998.64752127 1.12648028 27.02983307 0.00000000 1-A2 2,384,866.00 998.64752150 1.12647838 27.02983312 0.00000000 1-A3 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 48,450,000.00 978.75223055 0.76817337 9.28955666 0.00000000 2-A2 73,899,800.00 978.75223059 0.76817339 9.28955653 0.00000000 2-A3 1,743,900.00 978.75222777 0.76817478 9.28955789 0.00000000 2-A4 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 79,086,600.00 977.57596774 0.20693404 7.94058956 0.00000000 4-A1 20,000,000.00 988.89093000 0.29166000 33.94555350 0.00000000 4-A2 85,646,300.00 985.59583671 0.37816987 44.01424101 0.00000000 4-A3 3,100,082.00 985.59583585 0.37817064 44.01424220 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 15,580,500.00 977.19948140 1.57718109 100.48366548 0.00000000 AR 100.00 0.00000000 0.00000000 0.00000000 0.00000000 B1 6,102,400.00 999.39961654 0.60444251 0.00000000 0.00000000 B2 3,704,900.00 999.39961672 0.60444276 0.00000000 0.00000000 B3 1,961,400.00 999.39961762 0.60444071 0.00000000 0.00000000 B4 1,307,600.00 999.39961762 0.60444325 0.00000000 0.00000000 B5 653,800.00 999.39961762 0.60443561 0.00000000 0.00000000 B6 1,525,686.00 999.39961434 0.60444285 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 28.15631335 970.49120792 0.97049121 28.15631335 1-A2 0.00000000 28.15631151 970.49120999 0.97049121 28.15631151 1-A3 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A1 0.00000000 10.05773003 968.69450072 0.96869450 10.05773003 2-A2 0.00000000 10.05772993 968.69450066 0.96869450 10.05772993 2-A3 0.00000000 10.05773267 968.69450083 0.96869450 10.05773267 2-A4 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A1 0.00000000 8.14752360 969.42844414 0.96942844 8.14752360 4-A1 0.00000000 34.23721350 954.65371650 0.95465372 34.23721350 4-A2 0.00000000 44.39241100 941.20342572 0.94120343 44.39241100 4-A3 0.00000000 44.39240962 941.20342623 0.94120343 44.39240962 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 102.06084657 875.13863547 0.87513864 102.06084657 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 B1 0.00000000 0.60444251 998.79517403 0.99879517 0.60444251 B2 0.00000000 0.60444276 998.79517396 0.99879517 0.60444276 B3 0.00000000 0.60444071 998.79517182 0.99879517 0.60444071 B4 0.00000000 0.60444325 998.79517437 0.99879517 0.60444325 B5 0.00000000 0.60443561 998.79516672 0.99879517 0.60443561 B6 0.00000000 0.60444285 998.79517148 0.99879517 0.60444285 (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% 64,312,900.37 276,009.53 0.00 0.00 1-A2 2,384,866.00 5.22855% 2,381,640.52 10,377.11 0.00 0.00 1-A3 0.00 0.07855% 64,312,900.37 4,209.84 0.00 0.00 2-A1 48,450,000.00 4.78613% 47,420,545.57 189,134.06 0.00 0.00 2-A2 73,899,800.00 4.20000% 72,329,594.09 253,153.58 0.00 0.00 2-A3 1,743,900.00 4.78613% 1,706,846.01 6,807.66 0.00 0.00 2-A4 0.00 0.58613% 72,329,594.09 35,328.76 0.00 0.00 3-A1 79,086,600.00 5.35763% 77,313,159.53 345,179.60 0.00 0.00 4-A1 20,000,000.00 3.43000% 19,777,818.60 56,531.60 0.00 0.00 4-A2 85,646,300.00 4.85000% 84,412,636.71 341,167.74 0.00 0.00 4-A3 3,100,082.00 4.92502% 3,055,427.91 12,540.04 0.00 0.00 4-A4 24,491,600.00 4.92502% 24,491,600.00 100,518.04 0.00 0.00 4-A5 1,831,718.00 4.92502% 1,831,718.00 7,517.71 0.00 0.00 4-A6 0.00 0.34457% 104,190,455.31 29,917.49 0.00 0.00 5-A1 15,580,500.00 3.12144% 15,225,256.52 39,603.96 0.00 0.00 AR 100.00 5.22504% 0.00 0.00 0.00 0.00 B1 6,102,400.00 4.94685% 6,098,736.22 25,141.26 0.00 0.00 B2 3,704,900.00 4.94685% 3,702,675.64 15,263.81 0.00 0.00 B3 1,961,400.00 4.94685% 1,960,222.41 8,080.77 0.00 0.00 B4 1,307,600.00 4.94685% 1,306,814.94 5,387.18 0.00 0.00 B5 653,800.00 4.94685% 653,407.47 2,693.59 0.00 0.00 B6 1,525,686.00 4.94685% 1,524,770.00 6,285.67 0.00 0.00 Totals 435,871,252.00 1,770,849.00 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 1-A1 0.00 0.00 276,009.53 0.00 62,499,633.79 1-A2 0.00 0.00 10,377.11 0.00 2,314,491.49 1-A3 0.00 0.00 4,209.84 0.00 62,499,633.79 2-A1 0.00 0.00 189,134.06 0.00 46,933,248.56 2-A2 0.00 0.00 253,153.58 0.00 71,586,329.86 2-A3 0.00 0.00 6,807.66 0.00 1,689,306.34 2-A4 0.00 0.00 35,328.76 0.00 71,586,329.86 3-A1 0.00 0.00 345,179.60 0.00 76,668,799.59 4-A1 0.00 0.00 56,531.60 0.00 19,093,074.33 4-A2 0.00 0.00 341,167.74 0.00 80,610,590.96 4-A3 0.00 0.00 12,540.04 0.00 2,917,807.80 4-A4 0.00 0.00 100,518.04 0.00 24,491,600.00 4-A5 0.00 0.00 7,517.71 0.00 1,831,718.00 4-A6 0.00 0.00 29,917.49 0.00 99,703,665.29 5-A1 0.00 0.00 39,603.96 0.00 13,635,097.51 AR 0.00 0.00 0.32 0.00 0.00 B1 0.00 0.00 25,141.26 0.00 6,095,047.67 B2 0.00 0.00 15,263.81 0.00 3,700,436.24 B3 0.00 0.00 8,080.77 0.00 1,959,036.85 B4 0.00 0.00 5,387.18 0.00 1,306,024.57 B5 0.00 0.00 2,693.59 0.00 653,012.28 B6 0.00 0.00 6,285.67 0.00 1,523,847.81 Totals 0.00 0.00 1,770,849.32 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% 998.64752127 4.28586227 0.00000000 0.00000000 1-A2 2,384,866.00 5.22855% 998.64752150 4.35123399 0.00000000 0.00000000 1-A3 0.00 0.07855% 998.64752127 0.06537019 0.00000000 0.00000000 2-A1 48,450,000.00 4.78613% 978.75223055 3.90369577 0.00000000 0.00000000 2-A2 73,899,800.00 4.20000% 978.75223059 3.42563282 0.00000000 0.00000000 2-A3 1,743,900.00 4.78613% 978.75222777 3.90369861 0.00000000 0.00000000 2-A4 0.00 0.58613% 978.75223059 0.47806300 0.00000000 0.00000000 3-A1 79,086,600.00 5.35763% 977.57596774 4.36457756 0.00000000 0.00000000 4-A1 20,000,000.00 3.43000% 988.89093000 2.82658000 0.00000000 0.00000000 4-A2 85,646,300.00 4.85000% 985.59583671 3.98344984 0.00000000 0.00000000 4-A3 3,100,082.00 4.92502% 985.59583585 4.04506719 0.00000000 0.00000000 4-A4 24,491,600.00 4.92502% 1000.00000000 4.10418429 0.00000000 0.00000000 4-A5 1,831,718.00 4.92502% 1000.00000000 4.10418525 0.00000000 0.00000000 4-A6 0.00 0.34457% 986.21963391 0.28318540 0.00000000 0.00000000 5-A1 15,580,500.00 3.12144% 977.19948140 2.54189275 0.00000000 0.00000000 AR 100.00 5.22504% 0.00000000 0.00000000 0.00000000 0.00000000 B1 6,102,400.00 4.94685% 999.39961654 4.11989709 0.00000000 0.00000000 B2 3,704,900.00 4.94685% 999.39961672 4.11989797 0.00000000 0.00000000 B3 1,961,400.00 4.94685% 999.39961762 4.11989905 0.00000000 0.00000000 B4 1,307,600.00 4.94685% 999.39961762 4.11989905 0.00000000 0.00000000 B5 653,800.00 4.94685% 999.39961762 4.11989905 0.00000000 0.00000000 B6 1,525,686.00 4.94685% 999.39961434 4.11989754 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 4.28586227 0.00000000 970.49120792 1-A2 0.00000000 0.00000000 4.35123399 0.00000000 970.49120999 1-A3 0.00000000 0.00000000 0.06537019 0.00000000 970.49120792 2-A1 0.00000000 0.00000000 3.90369577 0.00000000 968.69450072 2-A2 0.00000000 0.00000000 3.42563282 0.00000000 968.69450066 2-A3 0.00000000 0.00000000 3.90369861 0.00000000 968.69450083 2-A4 0.00000000 0.00000000 0.47806300 0.00000000 968.69450066 3-A1 0.00000000 0.00000000 4.36457756 0.00000000 969.42844414 4-A1 0.00000000 0.00000000 2.82658000 0.00000000 954.65371650 4-A2 0.00000000 0.00000000 3.98344984 0.00000000 941.20342572 4-A3 0.00000000 0.00000000 4.04506719 0.00000000 941.20342623 4-A4 0.00000000 0.00000000 4.10418429 0.00000000 1000.00000000 4-A5 0.00000000 0.00000000 4.10418525 0.00000000 1000.00000000 4-A6 0.00000000 0.00000000 0.28318540 0.00000000 943.74971286 5-A1 0.00000000 0.00000000 2.54189275 0.00000000 875.13863547 AR 0.00000000 0.00000000 3.20000000 0.00000000 0.00000000 B1 0.00000000 0.00000000 4.11989709 0.00000000 998.79517403 B2 0.00000000 0.00000000 4.11989797 0.00000000 998.79517396 B3 0.00000000 0.00000000 4.11989905 0.00000000 998.79517182 B4 0.00000000 0.00000000 4.11989905 0.00000000 998.79517437 B5 0.00000000 0.00000000 4.11989905 0.00000000 998.79516672 B6 0.00000000 0.00000000 4.11989754 0.00000000 998.79517148 (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 11,877,397.08 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 20,210.82 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 11,897,607.90 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 130,091.71 Payment of Interest and Principal 11,767,516.19 Total Withdrawals (Pool Distribution Amount) 11,897,607.90 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 127,407.31 Master Servicing Fee 2,684.40 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 130,091.71
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 12 0 0 0 12 4,034,966.86 0.00 0.00 0.00 4,034,966.86 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 12 0 0 0 12 4,034,966.86 0.00 0.00 0.00 4,034,966.86 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 1.174168% 0.000000% 0.000000% 0.000000% 1.174168% 0.961411% 0.000000% 0.000000% 0.000000% 0.961411% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.174168% 0.000000% 0.000000% 0.000000% 1.174168% 0.961411% 0.000000% 0.000000% 0.000000% 0.961411%
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 1 0 0 0 1 471,518.77 0.00 0.00 0.00 471,518.77 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 1 471,518.77 0.00 0.00 0.00 471,518.77 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.719424% 0.000000% 0.000000% 0.000000% 0.719424% 0.700809% 0.000000% 0.000000% 0.000000% 0.700809% 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 0.719424% 0.000000% 0.000000% 0.000000% 0.719424% 0.700809% 0.000000% 0.000000% 0.000000% 0.700809% 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 8 0 0 0 8 2,421,048.09 0.00 0.00 0.00 2,421,048.09 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 2,421,048.09 0.00 0.00 0.00 2,421,048.09 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.895735% 0.000000% 0.000000% 0.000000% 1.895735% 1.940337% 0.000000% 0.000000% 0.000000% 1.940337% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.895735% 0.000000% 0.000000% 0.000000% 1.895735% 1.940337% 0.000000% 0.000000% 0.000000% 1.940337% 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 2 0 0 0 2 368,400.00 0.00 0.00 0.00 368,400.00 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 2 368,400.00 0.00 0.00 0.00 368,400.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.197605% 0.000000% 0.000000% 0.000000% 1.197605% 0.463095% 0.000000% 0.000000% 0.000000% 0.463095% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.197605% 0.000000% 0.000000% 0.000000% 1.197605% 0.463095% 0.000000% 0.000000% 0.000000% 0.463095% 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 1 0 0 0 1 774,000.00 0.00 0.00 0.00 774,000.00 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 1 774,000.00 0.00 0.00 0.00 774,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.396825% 0.000000% 0.000000% 0.000000% 0.396825% 0.578177% 0.000000% 0.000000% 0.000000% 0.578177% 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 0.396825% 0.000000% 0.000000% 0.000000% 0.396825% 0.578177% 0.000000% 0.000000% 0.000000% 0.578177% 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 20,210.82
SUBORDINATION LEVEL/CLASS PERCENTAGE AND PREPAYMENT PERCENTAGE Current Original $ Original % Current $ Current % Class% Prepayment% Class A 435,871,152.00 99.99997706% 419,509,103.65 99.99999980% 96.367801% 0.000000% Class 1-A-1 371,471,152.00 85.22497189% 357,009,469.86 85.10172152% 14.898278% 410.172415% Class 1-A-2 369,086,286.00 84.67782271% 354,694,978.37 84.55000727% 0.551714% 15.189538% Class 1-A-3 369,086,286.00 84.67782271% 354,694,978.37 84.55000727% 0.000000% 0.000000% Class 2-A-1 320,636,286.00 73.56215500% 307,761,729.81 73.36234816% 11.187659% 308.013387% Class 2-A-2 246,736,486.00 56.60765303% 236,175,399.95 56.29803916% 17.064309% 469.806558% Class 2-A-3 244,992,586.00 56.20755782% 234,486,093.61 55.89535271% 0.402686% 11.086575% Class 2-A-4 244,992,586.00 56.20755782% 234,486,093.61 55.89535271% 0.000000% 0.000000% Class 3-A-1 165,905,986.00 38.06307143% 157,817,294.02 37.61951584% 18.275837% 503.161775% Class 4-A-1 145,905,986.00 33.47456051% 138,724,219.69 33.06822622% 4.551290% 125.303973% Class 4-A-2 60,259,686.00 13.82511137% 58,113,628.73 13.85276937% 19.215457% 529.030952% Class 4-A-3 57,159,604.00 13.11387336% 55,195,820.93 13.15724029% 0.695529% 19.148981% Class 4-A-4 32,668,004.00 7.49487466% 30,704,220.93 7.31908333% 5.838157% 160.733401% Class B-1 9,153,386.00 2.10002058% 9,142,357.75 2.17929901% 1.452900% 40.000561% Class B-2 5,448,486.00 1.25002188% 5,441,921.51 1.29721178% 0.882087% 24.285212% Class B-3 3,487,086.00 0.80002661% 3,482,884.66 0.83022862% 0.466983% 12.856761% Class B-4 2,179,486.00 0.50002977% 2,176,860.09 0.51890652% 0.311322% 8.571174% Class B-5 1,525,686.00 0.35003134% 1,523,847.81 0.36324547% 0.155661% 4.285587% Class B-6 0.00 0.00000000% 0.00 0.00000000% 0.363245% 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 0.03413037% Fraud 8,717,425.00 1.99999999% 8,717,425.00 2.07800615% Special Hazard 4,408,800.00 1.01149135% 4,408,799.98 1.05094262% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.311056% Weighted Average Net Coupon 4.955091% Weighted Average Pass-Through Rate 4.947591% Weighted Average Maturity(Stepdown Calculation ) 356 Beginning Scheduled Collateral Loan Count 1,039 Number Of Loans Paid In Full 17 Ending Scheduled Collateral Loan Count 1,022 Beginning Scheduled Collateral Balance 429,505,771.37 Ending Scheduled Collateral Balance 419,509,104.50 Ending Actual Collateral Balance at 30-Nov-2004 419,692,342.69 Monthly P &I Constant 2,161,052.79 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Class A Optimal Amount 11,695,442.33 Scheduled Principal 260,111.94 Unscheduled Principal 9,736,554.93
Group Level Collateral Statement Group 1 2 3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.486051 5.091746 5.710847 Weighted Average Net Rate 5.236051 4.793629 5.365134 Weighted Average Maturity 356 356 356 Beginning Loan Count 143 426 168 Loans Paid In Full 4 4 1 Ending Loan Count 139 422 167 Beginning Scheduled Balance 69,114,079.79 125,954,341.03 80,181,068.72 Ending scheduled Balance 67,230,934.92 124,702,710.36 79,536,101.70 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 393,930.56 633,294.85 398,557.62 Scheduled Principal 77,961.09 98,855.22 16,972.79 Unscheduled Principal 1,805,183.78 1,152,775.45 627,994.23 Scheduled Interest 315,969.47 534,439.63 381,584.83 Servicing Fees 14,398.77 31,290.93 23,099.71 Master Servicing Fees 431.96 787.21 501.13 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 301,138.74 502,361.49 357,983.99 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 5.228551 4.786129 5.357634
Group Level Collateral Statement Group 4 5 Total Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.397763 3.503944 5.311056 Weighted Average Net Rate 4.932522 3.128944 4.955091 Weighted Average Maturity 358 356 356 Beginning Loan Count 257 45 1,039 Loans Paid In Full 5 3 17 Ending Loan Count 252 42 1,022 Beginning Scheduled Balance 138,466,771.52 15,789,510.31 429,505,771.37 Ending scheduled Balance 133,840,916.92 14,198,440.60 419,509,104.50 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 663,681.17 71,588.59 2,161,052.79 Scheduled Principal 40,838.88 25,483.96 260,111.94 Unscheduled Principal 4,585,015.72 1,565,585.75 9,736,554.93 Scheduled Interest 622,842.29 46,104.63 1,900,940.85 Servicing Fees 53,683.68 4,934.22 127,407.31 Master Servicing Fees 865.42 98.68 2,684.40 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 568,293.19 41,071.73 1,770,849.14 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 4.925022 3.121444 4.947591
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