-----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, QBAXm2B1zmtvA2TTgr1EfLCWvsn/vcSMtnXWBRewjxxxrQJvQcG3GLTsRybiDG9O UVfqwUscSKjEyie2KqzCQw== 0001056404-04-004143.txt : 20041202 0001056404-04-004143.hdr.sgml : 20041202 20041202113802 ACCESSION NUMBER: 0001056404-04-004143 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: CSFB ADJUSTABLE RATE MORTGAGE TRUST 2004-3 CENTRAL INDEX KEY: 0001307467 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: 333-115435-06 FILM NUMBER: 041179481 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123252000 MAIL ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 arm04003_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 ADJUSTABLE RATE MORTGAGE TRUST Mortgage-Backed P/T Certificates, Series 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115435-06 54-2162561 Pooling and Servicing Agreement) (Commission 54-2162562 (State or other File Number) IRS EIN jurisdiction of Incorporation) C/O Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On November 26, 2004 a distribution was made to holders of ADJUSTABLE RATE MORTGAGE TRUST, Mortgage-Backed P/T 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-Backed P/T 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. ADJUSTABLE RATE MORTGAGE TRUST Mortgage-Backed P/T Certificates, Series 2004-3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust 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-Backed P/T Certificates, Series 2004-3 Trust , relating to the November 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 ARMT 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 1A1 007036CR5 SEN 2.31000% 52,330,000.00 90,661.72 210,513.02 AR 007036DA1 SEN 2.31000% 50.00 0.25 50.00 ARL 007036DB9 SEN 2.31000% 50.00 0.09 50.00 2A1 007036CT1 SEN 2.59000% 167,310,000.00 324,999.67 2,060,846.58 CM 007036CW4 SUB 2.50000% 6,830,000.00 12,806.25 333.43 CB1 007036CX2 SUB 2.60000% 4,760,000.00 9,282.00 232.38 CB2 007036CY0 SUB 3.25000% 4,270,000.00 10,408.13 208.46 CB3 007036CZ7 SUB 3.70000% 3,050,000.00 8,463.75 148.90 CB4 007036DC7 SUB 3.67474% 1,830,000.00 5,603.98 89.34 CB5 007036DD5 SUB 3.67474% 2,080,000.00 6,369.55 101.54 CB6 007036DE3 SUB 3.67474% 1,586,989.73 4,859.82 77.47 X 007036CV6 SEN 1.37777% 0.00 273,889.40 0.00 Totals 244,047,089.73 747,344.61 2,272,651.12
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1A1 0.00 52,119,486.98 301,174.74 0.00 AR 0.00 0.00 50.25 0.00 ARL 0.00 0.00 50.09 0.00 2A1 0.00 165,249,153.42 2,385,846.25 0.00 CM 0.00 6,829,666.57 13,139.68 0.00 CB1 0.00 4,759,767.62 9,514.38 0.00 CB2 0.00 4,269,791.54 10,616.59 0.00 CB3 0.00 3,049,851.10 8,612.65 0.00 CB4 0.00 1,829,910.66 5,693.32 0.00 CB5 0.00 2,079,898.46 6,471.09 0.00 CB6 0.00 1,586,912.26 4,937.29 0.00 X 0.00 0.00 273,889.40 0.00 Totals 0.00 241,774,438.61 3,019,995.73 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) 1A1 52,330,000.00 52,330,000.00 0.00 210,513.02 0.00 0.00 52,330,000.00 52,330,000.00 0.00 210,513.02 0.00 0.00 AR 50.00 50.00 0.00 50.00 0.00 0.00 ARL 50.00 50.00 0.00 50.00 0.00 0.00 2A1 167,310,000.00 167,310,000.00 10,720.90 2,050,125.68 0.00 0.00 167,310,000.00 167,310,000.00 10,720.90 2,050,125.68 0.00 0.00 CM 6,830,000.00 6,830,000.00 333.43 0.00 0.00 0.00 6,830,000.00 6,830,000.00 333.43 0.00 0.00 0.00 CB1 4,760,000.00 4,760,000.00 232.38 0.00 0.00 0.00 CB2 4,270,000.00 4,270,000.00 208.46 0.00 0.00 0.00 CB3 3,050,000.00 3,050,000.00 148.90 0.00 0.00 0.00 CB4 1,830,000.00 1,830,000.00 89.34 0.00 0.00 0.00 CB5 2,080,000.00 2,080,000.00 101.54 0.00 0.00 0.00 CB6 1,586,989.73 1,586,989.73 77.47 0.00 0.00 0.00 X 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 470,517,089.73 470,517,089.73 22,966.75 4,521,377.40 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 1A1 210,513.02 52,119,486.98 0.99597720 210,513.02 1A1 210,513.02 52,119,486.98 0.99597720 210,513.02 AR 50.00 0.00 0.00000000 50.00 ARL 50.00 0.00 0.00000000 50.00 2A1 2,060,846.58 165,249,153.42 0.98768247 2,060,846.58 2A1 2,060,846.58 165,249,153.42 0.98768247 2,060,846.58 CM 333.43 6,829,666.57 0.99995118 333.43 CM 333.43 6,829,666.57 0.99995118 333.43 CB1 232.38 4,759,767.62 0.99995118 232.38 CB2 208.46 4,269,791.54 0.99995118 208.46 CB3 148.90 3,049,851.10 0.99995118 148.90 CB4 89.34 1,829,910.66 0.99995118 89.34 CB5 101.54 2,079,898.46 0.99995118 101.54 CB6 77.47 1,586,912.26 0.99995118 77.47 X 0.00 0.00 0.00000000 0.00 X 0.00 0.00 0.00000000 0.00 Totals 4,544,344.15 465,972,745.58 0.99034181 4,544,344.15
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1A1 52,330,000.00 1000.00000000 0.00000000 4.02279801 0.00000000 AR 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 ARL 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 2A1 167,310,000.00 1000.00000000 0.06407806 12.25345574 0.00000000 CM 6,830,000.00 1000.00000000 0.04881845 0.00000000 0.00000000 CB1 4,760,000.00 1000.00000000 0.04881933 0.00000000 0.00000000 CB2 4,270,000.00 1000.00000000 0.04881967 0.00000000 0.00000000 CB3 3,050,000.00 1000.00000000 0.04881967 0.00000000 0.00000000 CB4 1,830,000.00 1000.00000000 0.04881967 0.00000000 0.00000000 CB5 2,080,000.00 1000.00000000 0.04881731 0.00000000 0.00000000 CB6 1,586,989.73 1000.00000000 0.04881569 0.00000000 0.00000000 X 0.00 0.00000000 0.00000000 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 1A1 0.00000000 4.02279801 995.97720199 0.99597720 4.02279801 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 ARL 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 2A1 0.00000000 12.31753380 987.68246620 0.98768247 12.31753380 CM 0.00000000 0.04881845 999.95118155 0.99995118 0.04881845 CB1 0.00000000 0.04881933 999.95118067 0.99995118 0.04881933 CB2 0.00000000 0.04881967 999.95118033 0.99995118 0.04881967 CB3 0.00000000 0.04881967 999.95118033 0.99995118 0.04881967 CB4 0.00000000 0.04881967 999.95118033 0.99995118 0.04881967 CB5 0.00000000 0.04881731 999.95118269 0.99995118 0.04881731 CB6 0.00000000 0.04881569 999.95118431 0.99995118 0.04881569 X 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 1A1 52,330,000.00 2.31000% 52,330,000.00 90,661.73 0.00 0.00 AR 50.00 2.31000% 50.00 0.09 0.00 0.00 ARL 50.00 2.31000% 50.00 0.09 0.00 0.00 2A1 167,310,000.00 2.59000% 167,310,000.00 324,999.67 0.00 0.00 CM 6,830,000.00 2.50000% 6,830,000.00 12,806.25 0.00 0.00 CB1 4,760,000.00 2.60000% 4,760,000.00 9,282.00 0.00 0.00 CB2 4,270,000.00 3.25000% 4,270,000.00 10,408.13 0.00 0.00 CB3 3,050,000.00 3.70000% 3,050,000.00 8,463.75 0.00 0.00 CB4 1,830,000.00 3.67474% 1,830,000.00 5,603.98 0.00 0.00 CB5 2,080,000.00 3.67474% 2,080,000.00 6,369.55 0.00 0.00 CB6 1,586,989.73 3.67474% 1,586,989.73 4,859.82 0.00 0.00 X 0.00 1.37777% 238,550,000.00 273,889.40 0.00 0.00 Totals 244,047,089.73 747,344.46 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 1A1 0.00 0.00 90,661.72 0.00 52,119,486.98 AR 0.00 0.00 0.25 0.00 0.00 ARL 0.00 0.00 0.09 0.00 0.00 2A1 0.00 0.00 324,999.67 0.00 165,249,153.42 CM 0.00 0.00 12,806.25 0.00 6,829,666.57 CB1 0.00 0.00 9,282.00 0.00 4,759,767.62 CB2 0.00 0.00 10,408.13 0.00 4,269,791.54 CB3 0.00 0.00 8,463.75 0.00 3,049,851.10 CB4 0.00 0.00 5,603.98 0.00 1,829,910.66 CB5 0.00 0.00 6,369.55 0.00 2,079,898.46 CB6 0.00 0.00 4,859.82 0.00 1,586,912.26 X 0.00 0.00 273,889.40 0.00 236,277,717.24 Totals 0.00 0.00 747,344.61 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 1A1 52,330,000.00 2.31000% 1000.00000000 1.73250010 0.00000000 0.00000000 AR 50.00 2.31000% 1000.00000000 1.80000000 0.00000000 0.00000000 ARL 50.00 2.31000% 1000.00000000 1.80000000 0.00000000 0.00000000 2A1 167,310,000.00 2.59000% 1000.00000000 1.94249997 0.00000000 0.00000000 CM 6,830,000.00 2.50000% 1000.00000000 1.87500000 0.00000000 0.00000000 CB1 4,760,000.00 2.60000% 1000.00000000 1.95000000 0.00000000 0.00000000 CB2 4,270,000.00 3.25000% 1000.00000000 2.43750117 0.00000000 0.00000000 CB3 3,050,000.00 3.70000% 1000.00000000 2.77500000 0.00000000 0.00000000 CB4 1,830,000.00 3.67474% 1000.00000000 3.06228415 0.00000000 0.00000000 CB5 2,080,000.00 3.67474% 1000.00000000 3.06228365 0.00000000 0.00000000 CB6 1,586,989.73 3.67474% 1000.00000000 3.06228825 0.00000000 0.00000000 X 0.00 1.37777% 1000.00000000 1.14814253 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 1A1 0.00000000 0.00000000 1.73249990 0.00000000 995.97720199 AR 0.00000000 0.00000000 5.00000000 0.00000000 0.00000000 ARL 0.00000000 0.00000000 1.80000000 0.00000000 0.00000000 2A1 0.00000000 0.00000000 1.94249997 0.00000000 987.68246620 CM 0.00000000 0.00000000 1.87500000 0.00000000 999.95118155 CB1 0.00000000 0.00000000 1.95000000 0.00000000 999.95118067 CB2 0.00000000 0.00000000 2.43750117 0.00000000 999.95118033 CB3 0.00000000 0.00000000 2.77500000 0.00000000 999.95118033 CB4 0.00000000 0.00000000 3.06228415 0.00000000 999.95118033 CB5 0.00000000 0.00000000 3.06228365 0.00000000 999.95118269 CB6 0.00000000 0.00000000 3.06228825 0.00000000 999.95118431 X 0.00000000 0.00000000 1.14814253 0.00000000 990.47460591 (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 3,096,260.44 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 3,096,260.44 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 76,264.71 Payment of Interest and Principal 3,019,995.73 Total Withdrawals (Pool Distribution Amount) 3,096,260.44 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 76,264.71 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 76,264.71
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 5,000.00 0.00 0.00 5,000.00 Reserve Fund 5,000.00 0.00 0.00 5,000.00 Reserve Fund 5,000.00 0.00 0.00 5,000.00 Financial Guaranty 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 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 GROUP ONE 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 GROUP TWO 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
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 216,853.00 0.08885703% 216,853.00 0.08969227% Fraud 11,267,140.00 4.61678933% 11,267,140.00 4.66018644% Special Hazard 5,633,570.00 2.30839467% 5,633,570.00 2.33009322% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 4.049755% Weighted Average Net Coupon 3.674755% Weighted Average Pass-Through Rate 3.674755% Weighted Average Maturity(Stepdown Calculation ) 359 Beginning Scheduled Collateral Loan Count 886 Number Of Loans Paid In Full 7 Ending Scheduled Collateral Loan Count 879 Beginning Scheduled Collateral Balance 244,047,089.73 Ending Scheduled Collateral Balance 241,774,446.98 Ending Actual Collateral Balance at 31-Oct-2004 241,781,948.51 Monthly P &I Constant 835,521.46 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 11,912.41 Unscheduled Principal 2,260,738.70
Miscellaneous Reporting Number of Loans with PPP received 0.00 Rolling Delinquency Rate 0.000000% Cumulative Prepayment Penalties $0.00
Group Level Collateral Statement Group GROUP ONE GROUP TWO Total Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.152045 4.017763 4.049755 Weighted Average Net Rate 3.777045 3.642763 3.674755 Weighted Average Maturity 358 357 359 Beginning Loan Count 206 680 886 Loans Paid In Full 0 7 7 Ending Loan Count 206 673 879 Beginning Scheduled Balance 58,142,379.23 185,904,710.50 244,047,089.73 Ending scheduled Balance 57,931,766.21 183,842,680.77 241,774,446.98 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 201,174.83 634,346.63 835,521.46 Scheduled Principal 0.00 11,912.41 11,912.41 Unscheduled Principal 210,613.02 2,050,125.68 2,260,738.70 Scheduled Interest 201,174.83 622,434.22 823,609.05 Servicing Fees 18,169.49 58,095.22 76,264.71 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 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 183,005.34 564,339.00 747,344.34 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 3.777045 3.642763 3.674755
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