-----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, TFZMqPqmpYrxmUmQxTBYjHFxTJWUxgi4FjSeYtE8wfO+MruNns3ZDDSXemZMWSOh sjS4TjIA7ynPSATOw1Lwvw== 0001056404-04-004141.txt : 20041202 0001056404-04-004141.hdr.sgml : 20041202 20041202113721 ACCESSION NUMBER: 0001056404-04-004141 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: Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-9 CENTRAL INDEX KEY: 0001307526 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: 333-115122-25 FILM NUMBER: 041179474 BUSINESS ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 BUSINESS PHONE: 212272-2000 MAIL ADDRESS: STREET 1: 383 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10179 8-K 1 bst04009_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 BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2004-9 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115122-25 Pooling and Servicing Agreement) (Commission 54-2162561 (State or other File Number) 54-2162562 jurisdiction IRS EIN 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 BEAR STEARNS ARM TRUST, Mortgage Pass-Through Certificates, Series 2004-9 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 2004-9 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. BEAR STEARNS ARM TRUST Mortgage Pass-Through Certificates, Series 2004-9 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 2004-9 Trust, relating to the November 26, 2004 distribution. EX-99.1
Bear Stearns ARM Trust Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 BST Series: 2004-9 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 I-1-A-1 07384M2V3 SEN 3.58139% 58,238,500.00 173,812.11 27,404.36 I-1-X-1 07384M2W1 SEN 1.11300% 0.00 54,016.21 0.00 R-I 07384M3G5 SEN 4.69439% 50.00 0.20 50.00 R-II 07384M3H3 SEN 4.69439% 50.00 0.20 50.00 R-III 07384M3J9 SEN 4.69439% 50.00 0.93 50.00 I-2-A-1 07384M2X9 SEN 4.17475% 100,000,000.00 347,896.03 1,250,162.30 I-2-A-2 07384M2Y7 SEN 4.17475% 3,000,000.00 10,436.88 37,504.87 I-2-A-3 07384M2Z4 SEN 5.07975% 53,307,000.00 225,655.30 666,424.02 I-2-X-1 07384M3A8 SEN 0.90500% 0.00 77,679.17 0.00 I-3-A-1 07384M3B6 SEN 5.53444% 41,171,000.00 189,881.93 999,302.25 II-1-A-1 07384M3C4 SEN 4.31925% 13,973,000.00 50,294.05 669,134.01 II-2-A-1 07384M3D2 SEN 4.87826% 196,581,000.00 799,144.91 1,992,160.70 II-3-A-1 07384M3E0 SEN 4.93767% 25,428,000.00 104,629.33 7,034.22 II-4-A-1 07384M3F7 SEN 5.52335% 94,865,000.00 436,643.96 1,890,472.83 I-B-1 07384M3K6 SUB 5.06523% 4,723,000.00 19,935.89 1,196.59 I-B-2 07384M3L4 SUB 5.06523% 3,643,000.00 15,377.18 922.97 I-B-3 07384M3M2 SUB 5.06523% 2,564,000.00 10,822.70 649.60 I-B-4 07384M3R1 SUB 5.06523% 1,754,000.00 7,403.67 444.38 I-B-5 07384M3S9 SUB 5.06523% 945,000.00 3,988.87 239.42 I-B-6 07384M3T7 SUB 5.06523% 541,924.67 2,287.48 137.30 II-B-1 07384M3N0 SUB 5.04418% 5,485,000.00 23,056.08 2,318.12 II-B-2 07384M3P5 SUB 5.04418% 2,400,000.00 10,088.35 1,014.31 II-B-3 07384M3Q3 SUB 5.04418% 1,371,000.00 5,762.97 579.42 II-B-4 07384M3U4 SUB 5.04418% 1,029,000.00 4,325.38 434.89 II-B-5 07384M3V2 SUB 5.04418% 1,029,000.00 4,325.38 434.89 II-B-6 07384M3W0 SUB 5.04418% 687,656.15 2,890.55 290.62 Totals 612,736,230.82 2,580,355.71 7,548,412.07
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-1-A-1 0.00 58,211,095.64 201,216.47 0.00 I-1-X-1 0.00 0.00 54,016.21 0.00 R-I 0.00 0.00 50.20 0.00 R-II 0.00 0.00 50.20 0.00 R-III 0.00 0.00 50.93 0.00 I-2-A-1 0.00 98,749,837.70 1,598,058.33 0.00 I-2-A-2 0.00 2,962,495.13 47,941.75 0.00 I-2-A-3 0.00 52,640,575.98 892,079.32 0.00 I-2-X-1 0.00 0.00 77,679.17 0.00 I-3-A-1 0.00 40,171,697.75 1,189,184.18 0.00 II-1-A-1 0.00 13,303,865.99 719,428.06 0.00 II-2-A-1 0.00 194,588,839.30 2,791,305.61 0.00 II-3-A-1 0.00 25,420,965.78 111,663.55 0.00 II-4-A-1 0.00 92,974,527.17 2,327,116.79 0.00 I-B-1 0.00 4,721,803.41 21,132.48 0.00 I-B-2 0.00 3,642,077.03 16,300.15 0.00 I-B-3 0.00 2,563,350.40 11,472.30 0.00 I-B-4 0.00 1,753,555.62 7,848.05 0.00 I-B-5 0.00 944,760.58 4,228.29 0.00 I-B-6 0.00 541,787.37 2,424.78 0.00 II-B-1 0.00 5,482,681.88 25,374.20 0.00 II-B-2 0.00 2,398,985.69 11,102.66 0.00 II-B-3 0.00 1,370,420.58 6,342.39 0.00 II-B-4 0.00 1,028,565.11 4,760.27 0.00 II-B-5 0.00 1,028,565.11 4,760.27 0.00 II-B-6 0.00 687,365.53 3,181.17 0.00 Totals 0.00 605,187,818.75 10,128,767.78 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) I-1-A-1 58,238,500.00 58,238,500.00 16,594.31 10,810.05 0.00 0.00 I-1-X-1 0.00 0.00 0.00 0.00 0.00 0.00 R-I 50.00 50.00 0.00 50.00 0.00 0.00 R-II 50.00 50.00 0.00 50.00 0.00 0.00 R-III 50.00 50.00 0.00 50.00 0.00 0.00 I-2-A-1 100,000,000.00 100,000,000.00 29,282.86 1,220,879.44 0.00 0.00 I-2-A-2 3,000,000.00 3,000,000.00 878.49 36,626.38 0.00 0.00 I-2-A-3 53,307,000.00 53,307,000.00 15,609.82 650,814.20 0.00 0.00 I-2-X-1 0.00 0.00 0.00 0.00 0.00 0.00 I-3-A-1 41,171,000.00 41,171,000.00 2,423.40 996,878.85 0.00 0.00 II-1-A-1 13,973,000.00 13,973,000.00 20,395.43 648,738.58 0.00 0.00 II-2-A-1 196,581,000.00 196,581,000.00 88,766.44 1,903,394.26 0.00 0.00 II-3-A-1 25,428,000.00 25,428,000.00 7,034.22 0.00 0.00 0.00 II-4-A-1 94,865,000.00 94,865,000.00 0.00 1,890,472.83 0.00 0.00 I-B-1 4,723,000.00 4,723,000.00 1,196.59 0.00 0.00 0.00 I-B-2 3,643,000.00 3,643,000.00 922.97 0.00 0.00 0.00 I-B-3 2,564,000.00 2,564,000.00 649.60 0.00 0.00 0.00 I-B-4 1,754,000.00 1,754,000.00 444.38 0.00 0.00 0.00 I-B-5 945,000.00 945,000.00 239.42 0.00 0.00 0.00 I-B-6 541,924.67 541,924.67 137.30 0.00 0.00 0.00 II-B-1 5,485,000.00 5,485,000.00 2,318.12 0.00 0.00 0.00 II-B-2 2,400,000.00 2,400,000.00 1,014.31 0.00 0.00 0.00 II-B-3 1,371,000.00 1,371,000.00 579.42 0.00 0.00 0.00 II-B-4 1,029,000.00 1,029,000.00 434.89 0.00 0.00 0.00 II-B-5 1,029,000.00 1,029,000.00 434.89 0.00 0.00 0.00 II-B-6 687,656.15 687,656.15 290.62 0.00 0.00 0.00 Totals 612,736,230.82 612,736,230.82 189,647.48 7,358,764.59 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 I-1-A-1 27,404.36 58,211,095.64 0.99952945 27,404.36 I-1-X-1 0.00 0.00 0.00000000 0.00 R-I 50.00 0.00 0.00000000 50.00 R-II 50.00 0.00 0.00000000 50.00 R-III 50.00 0.00 0.00000000 50.00 I-2-A-1 1,250,162.30 98,749,837.70 0.98749838 1,250,162.30 I-2-A-2 37,504.87 2,962,495.13 0.98749838 37,504.87 I-2-A-3 666,424.02 52,640,575.98 0.98749838 666,424.02 I-2-X-1 0.00 0.00 0.00000000 0.00 I-3-A-1 999,302.25 40,171,697.75 0.97572801 999,302.25 II-1-A-1 669,134.01 13,303,865.99 0.95211236 669,134.01 II-2-A-1 1,992,160.70 194,588,839.30 0.98986596 1,992,160.70 II-3-A-1 7,034.22 25,420,965.78 0.99972337 7,034.22 II-4-A-1 1,890,472.83 92,974,527.17 0.98007197 1,890,472.83 I-B-1 1,196.59 4,721,803.41 0.99974665 1,196.59 I-B-2 922.97 3,642,077.03 0.99974665 922.97 I-B-3 649.60 2,563,350.40 0.99974665 649.60 I-B-4 444.38 1,753,555.62 0.99974665 444.38 I-B-5 239.42 944,760.58 0.99974665 239.42 I-B-6 137.30 541,787.37 0.99974664 137.30 II-B-1 2,318.12 5,482,681.88 0.99957737 2,318.12 II-B-2 1,014.31 2,398,985.69 0.99957737 1,014.31 II-B-3 579.42 1,370,420.58 0.99957737 579.42 II-B-4 434.89 1,028,565.11 0.99957737 434.89 II-B-5 434.89 1,028,565.11 0.99957737 434.89 II-B-6 290.62 687,365.53 0.99957738 290.62 Totals 7,548,412.07 605,187,818.75 0.98768081 7,548,412.07
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-1-A-1 58,238,500.00 1000.00000000 0.28493711 0.18561690 0.00000000 I-1-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R-I 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 R-II 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 R-III 50.00 1000.00000000 0.00000000 1000.00000000 0.00000000 I-2-A-1 100,000,000.00 1000.00000000 0.29282860 12.20879440 0.00000000 I-2-A-2 3,000,000.00 1000.00000000 0.29283000 12.20879333 0.00000000 I-2-A-3 53,307,000.00 1000.00000000 0.29282871 12.20879434 0.00000000 I-2-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-3-A-1 41,171,000.00 1000.00000000 0.05886182 24.21313182 0.00000000 II-1-A-1 13,973,000.00 1000.00000000 1.45963143 46.42800973 0.00000000 II-2-A-1 196,581,000.00 1000.00000000 0.45155147 9.68249353 0.00000000 II-3-A-1 25,428,000.00 1000.00000000 0.27663285 0.00000000 0.00000000 II-4-A-1 94,865,000.00 1000.00000000 0.00000000 19.92803278 0.00000000 I-B-1 4,723,000.00 1000.00000000 0.25335380 0.00000000 0.00000000 I-B-2 3,643,000.00 1000.00000000 0.25335438 0.00000000 0.00000000 I-B-3 2,564,000.00 1000.00000000 0.25335413 0.00000000 0.00000000 I-B-4 1,754,000.00 1000.00000000 0.25335234 0.00000000 0.00000000 I-B-5 945,000.00 1000.00000000 0.25335450 0.00000000 0.00000000 I-B-6 541,924.67 1000.00000000 0.25335625 0.00000000 0.00000000 II-B-1 5,485,000.00 1000.00000000 0.42262899 0.00000000 0.00000000 II-B-2 2,400,000.00 1000.00000000 0.42262917 0.00000000 0.00000000 II-B-3 1,371,000.00 1000.00000000 0.42262582 0.00000000 0.00000000 II-B-4 1,029,000.00 1000.00000000 0.42263362 0.00000000 0.00000000 II-B-5 1,029,000.00 1000.00000000 0.42263362 0.00000000 0.00000000 II-B-6 687,656.15 1000.00000000 0.42262401 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-1-A-1 0.00000000 0.47055401 999.52944599 0.99952945 0.47055401 I-1-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R-I 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 R-II 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 R-III 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 I-2-A-1 0.00000000 12.50162300 987.49837700 0.98749838 12.50162300 I-2-A-2 0.00000000 12.50162333 987.49837667 0.98749838 12.50162333 I-2-A-3 0.00000000 12.50162305 987.49837695 0.98749838 12.50162305 I-2-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-3-A-1 0.00000000 24.27199364 975.72800636 0.97572801 24.27199364 II-1-A-1 0.00000000 47.88764117 952.11235883 0.95211236 47.88764117 II-2-A-1 0.00000000 10.13404500 989.86595500 0.98986596 10.13404500 II-3-A-1 0.00000000 0.27663285 999.72336715 0.99972337 0.27663285 II-4-A-1 0.00000000 19.92803278 980.07196722 0.98007197 19.92803278 I-B-1 0.00000000 0.25335380 999.74664620 0.99974665 0.25335380 I-B-2 0.00000000 0.25335438 999.74664562 0.99974665 0.25335438 I-B-3 0.00000000 0.25335413 999.74664587 0.99974665 0.25335413 I-B-4 0.00000000 0.25335234 999.74664766 0.99974665 0.25335234 I-B-5 0.00000000 0.25335450 999.74664550 0.99974665 0.25335450 I-B-6 0.00000000 0.25335625 999.74664375 0.99974664 0.25335625 II-B-1 0.00000000 0.42262899 999.57737101 0.99957737 0.42262899 II-B-2 0.00000000 0.42262917 999.57737083 0.99957737 0.42262917 II-B-3 0.00000000 0.42262582 999.57737418 0.99957737 0.42262582 II-B-4 0.00000000 0.42263362 999.57736638 0.99957737 0.42263362 II-B-5 0.00000000 0.42263362 999.57736638 0.99957737 0.42263362 II-B-6 0.00000000 0.42262401 999.57737599 0.99957738 0.42262401 (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 I-1-A-1 58,238,500.00 3.58139% 58,238,500.00 173,812.11 0.00 0.00 I-1-X-1 0.00 1.11300% 58,238,500.00 54,016.21 0.00 0.00 R-I 50.00 4.69439% 50.00 0.20 0.00 0.00 R-II 50.00 4.69439% 50.00 0.20 0.00 0.00 R-III 50.00 4.69439% 50.00 0.20 0.00 0.00 I-2-A-1 100,000,000.00 4.17475% 100,000,000.00 347,896.03 0.00 0.00 I-2-A-2 3,000,000.00 4.17475% 3,000,000.00 10,436.88 0.00 0.00 I-2-A-3 53,307,000.00 5.07975% 53,307,000.00 225,655.30 0.00 0.00 I-2-X-1 0.00 0.90500% 103,000,000.00 77,679.17 0.00 0.00 I-3-A-1 41,171,000.00 5.53444% 41,171,000.00 189,881.93 0.00 0.00 II-1-A-1 13,973,000.00 4.31925% 13,973,000.00 50,294.05 0.00 0.00 II-2-A-1 196,581,000.00 4.87826% 196,581,000.00 799,144.91 0.00 0.00 II-3-A-1 25,428,000.00 4.93767% 25,428,000.00 104,629.33 0.00 0.00 II-4-A-1 94,865,000.00 5.52335% 94,865,000.00 436,643.96 0.00 0.00 I-B-1 4,723,000.00 5.06523% 4,723,000.00 19,935.89 0.00 0.00 I-B-2 3,643,000.00 5.06523% 3,643,000.00 15,377.18 0.00 0.00 I-B-3 2,564,000.00 5.06523% 2,564,000.00 10,822.70 0.00 0.00 I-B-4 1,754,000.00 5.06523% 1,754,000.00 7,403.67 0.00 0.00 I-B-5 945,000.00 5.06523% 945,000.00 3,988.87 0.00 0.00 I-B-6 541,924.67 5.06523% 541,924.67 2,287.48 0.00 0.00 II-B-1 5,485,000.00 5.04418% 5,485,000.00 23,056.08 0.00 0.00 II-B-2 2,400,000.00 5.04418% 2,400,000.00 10,088.35 0.00 0.00 II-B-3 1,371,000.00 5.04418% 1,371,000.00 5,762.97 0.00 0.00 II-B-4 1,029,000.00 5.04418% 1,029,000.00 4,325.38 0.00 0.00 II-B-5 1,029,000.00 5.04418% 1,029,000.00 4,325.38 0.00 0.00 II-B-6 687,656.15 5.04418% 687,656.15 2,890.55 0.00 0.00 Totals 612,736,230.82 2,580,354.98 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 I-1-A-1 0.00 0.00 173,812.11 0.00 58,211,095.64 I-1-X-1 0.00 0.00 54,016.21 0.00 58,211,095.64 R-I 0.00 0.00 0.20 0.00 0.00 R-II 0.00 0.00 0.20 0.00 0.00 R-III 0.00 0.00 0.93 0.00 0.00 I-2-A-1 0.00 0.00 347,896.03 0.00 98,749,837.70 I-2-A-2 0.00 0.00 10,436.88 0.00 2,962,495.13 I-2-A-3 0.00 0.00 225,655.30 0.00 52,640,575.98 I-2-X-1 0.00 0.00 77,679.17 0.00 101,712,332.83 I-3-A-1 0.00 0.00 189,881.93 0.00 40,171,697.75 II-1-A-1 0.00 0.00 50,294.05 0.00 13,303,865.99 II-2-A-1 0.00 0.00 799,144.91 0.00 194,588,839.30 II-3-A-1 0.00 0.00 104,629.33 0.00 25,420,965.78 II-4-A-1 0.00 0.00 436,643.96 0.00 92,974,527.17 I-B-1 0.00 0.00 19,935.89 0.00 4,721,803.41 I-B-2 0.00 0.00 15,377.18 0.00 3,642,077.03 I-B-3 0.00 0.00 10,822.70 0.00 2,563,350.40 I-B-4 0.00 0.00 7,403.67 0.00 1,753,555.62 I-B-5 0.00 0.00 3,988.87 0.00 944,760.58 I-B-6 0.00 0.00 2,287.48 0.00 541,787.37 II-B-1 0.00 0.00 23,056.08 0.00 5,482,681.88 II-B-2 0.00 0.00 10,088.35 0.00 2,398,985.69 II-B-3 0.00 0.00 5,762.97 0.00 1,370,420.58 II-B-4 0.00 0.00 4,325.38 0.00 1,028,565.11 II-B-5 0.00 0.00 4,325.38 0.00 1,028,565.11 II-B-6 0.00 0.00 2,890.55 0.00 687,365.53 Totals 0.00 0.00 2,580,355.71 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 I-1-A-1 58,238,500.00 3.58139% 1000.00000000 2.98448810 0.00000000 0.00000000 I-1-X-1 0.00 1.11300% 1000.00000000 0.92750002 0.00000000 0.00000000 R-I 50.00 4.69439% 1000.00000000 4.00000000 0.00000000 0.00000000 R-II 50.00 4.69439% 1000.00000000 4.00000000 0.00000000 0.00000000 R-III 50.00 4.69439% 1000.00000000 4.00000000 0.00000000 0.00000000 I-2-A-1 100,000,000.00 4.17475% 1000.00000000 3.47896030 0.00000000 0.00000000 I-2-A-2 3,000,000.00 4.17475% 1000.00000000 3.47896000 0.00000000 0.00000000 I-2-A-3 53,307,000.00 5.07975% 1000.00000000 4.23312698 0.00000000 0.00000000 I-2-X-1 0.00 0.90500% 1000.00000000 0.75416670 0.00000000 0.00000000 I-3-A-1 41,171,000.00 5.53444% 1000.00000000 4.61203104 0.00000000 0.00000000 II-1-A-1 13,973,000.00 4.31925% 1000.00000000 3.59937379 0.00000000 0.00000000 II-2-A-1 196,581,000.00 4.87826% 1000.00000000 4.06521948 0.00000000 0.00000000 II-3-A-1 25,428,000.00 4.93767% 1000.00000000 4.11472904 0.00000000 0.00000000 II-4-A-1 94,865,000.00 5.52335% 1000.00000000 4.60279302 0.00000000 0.00000000 I-B-1 4,723,000.00 5.06523% 1000.00000000 4.22102266 0.00000000 0.00000000 I-B-2 3,643,000.00 5.06523% 1000.00000000 4.22102114 0.00000000 0.00000000 I-B-3 2,564,000.00 5.06523% 1000.00000000 4.22102184 0.00000000 0.00000000 I-B-4 1,754,000.00 5.06523% 1000.00000000 4.22102052 0.00000000 0.00000000 I-B-5 945,000.00 5.06523% 1000.00000000 4.22102646 0.00000000 0.00000000 I-B-6 541,924.67 5.06523% 1000.00000000 4.22102947 0.00000000 0.00000000 II-B-1 5,485,000.00 5.04418% 1000.00000000 4.20347858 0.00000000 0.00000000 II-B-2 2,400,000.00 5.04418% 1000.00000000 4.20347917 0.00000000 0.00000000 II-B-3 1,371,000.00 5.04418% 1000.00000000 4.20347921 0.00000000 0.00000000 II-B-4 1,029,000.00 5.04418% 1000.00000000 4.20347911 0.00000000 0.00000000 II-B-5 1,029,000.00 5.04418% 1000.00000000 4.20347911 0.00000000 0.00000000 II-B-6 687,656.15 5.04418% 1000.00000000 4.20348164 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-1-A-1 0.00000000 0.00000000 2.98448810 0.00000000 999.52944599 I-1-X-1 0.00000000 0.00000000 0.92750002 0.00000000 999.52944599 R-I 0.00000000 0.00000000 4.00000000 0.00000000 0.00000000 R-II 0.00000000 0.00000000 4.00000000 0.00000000 0.00000000 R-III 0.00000000 0.00000000 18.60000000 0.00000000 0.00000000 I-2-A-1 0.00000000 0.00000000 3.47896030 0.00000000 987.49837700 I-2-A-2 0.00000000 0.00000000 3.47896000 0.00000000 987.49837667 I-2-A-3 0.00000000 0.00000000 4.23312698 0.00000000 987.49837695 I-2-X-1 0.00000000 0.00000000 0.75416670 0.00000000 987.49837699 I-3-A-1 0.00000000 0.00000000 4.61203104 0.00000000 975.72800636 II-1-A-1 0.00000000 0.00000000 3.59937379 0.00000000 952.11235883 II-2-A-1 0.00000000 0.00000000 4.06521948 0.00000000 989.86595500 II-3-A-1 0.00000000 0.00000000 4.11472904 0.00000000 999.72336715 II-4-A-1 0.00000000 0.00000000 4.60279302 0.00000000 980.07196722 I-B-1 0.00000000 0.00000000 4.22102266 0.00000000 999.74664620 I-B-2 0.00000000 0.00000000 4.22102114 0.00000000 999.74664562 I-B-3 0.00000000 0.00000000 4.22102184 0.00000000 999.74664587 I-B-4 0.00000000 0.00000000 4.22102052 0.00000000 999.74664766 I-B-5 0.00000000 0.00000000 4.22102646 0.00000000 999.74664550 I-B-6 0.00000000 0.00000000 4.22102947 0.00000000 999.74664375 II-B-1 0.00000000 0.00000000 4.20347858 0.00000000 999.57737101 II-B-2 0.00000000 0.00000000 4.20347917 0.00000000 999.57737083 II-B-3 0.00000000 0.00000000 4.20347921 0.00000000 999.57737418 II-B-4 0.00000000 0.00000000 4.20347911 0.00000000 999.57736638 II-B-5 0.00000000 0.00000000 4.20347911 0.00000000 999.57736638 II-B-6 0.00000000 0.00000000 4.20348164 0.00000000 999.57737599 (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 10,257,812.13 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 3,786.59 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 10,261,598.72 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 132,830.94 Payment of Interest and Principal 10,128,767.78 Total Withdrawals (Pool Distribution Amount) 10,261,598.72 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 132,209.65 Miscellaneous Fee 621.29 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 132,830.94
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 2 0 0 0 2 881,600.00 0.00 0.00 0.00 881,600.00 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 2 881,600.00 0.00 0.00 0.00 881,600.00 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 0.127389% 0.000000% 0.000000% 0.000000% 0.127389% 0.145638% 0.000000% 0.000000% 0.000000% 0.145638% 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 0.127389% 0.000000% 0.000000% 0.000000% 0.127389% 0.145638% 0.000000% 0.000000% 0.000000% 0.145638%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total I-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 I-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 I-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 II-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 II-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 II-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 II-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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 3,786.59
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.313581% Weighted Average Net Coupon 5.054658% Weighted Average Pass-Through Rate 5.053441% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 1,588 Number Of Loans Paid In Full 18 Ending Scheduled Collateral Loan Count 1,570 Beginning Scheduled Collateral Balance 612,736,230.82 Ending Scheduled Collateral Balance 605,187,818.66 Ending Actual Collateral Balance at 31-Oct-2004 605,337,546.38 Monthly P &I Constant 2,926,447.30 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 2,066,719.70 Unscheduled Principal 5,481,692.37
Group Level Collateral Statement Group I-1 I-2 I-3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.951102 5.350448 5.839356 Weighted Average Net Rate 4.694385 5.079753 5.534438 Weighted Average Maturity 360 360 357 Beginning Loan Count 123 394 112 Loans Paid In Full 0 6 2 Ending Loan Count 123 388 110 Beginning Scheduled Balance 61,465,607.13 164,968,708.35 43,453,259.14 Ending scheduled Balance 61,437,133.25 163,012,080.76 42,453,822.55 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 271,115.90 783,854.59 214,006.95 Scheduled Principal 10,960.05 1,908,320.03 2,557.74 Unscheduled Principal 17,513.83 48,307.56 996,878.85 Scheduled Interest 253,602.07 735,547.03 211,449.21 Servicing Fees 13,149.38 37,213.45 11,041.41 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 240,452.69 698,333.58 200,407.80 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 4.694385 5.079753 5.534438
Group Level Collateral Statement Group II-1 II-2 II-3 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.569250 5.128264 5.187676 Weighted Average Net Rate 4.319249 4.878264 4.937676 Weighted Average Maturity 357 358 356 Beginning Loan Count 31 575 58 Loans Paid In Full 1 4 0 Ending Loan Count 30 571 58 Beginning Scheduled Balance 14,480,296.37 203,711,335.21 26,350,669.86 Ending scheduled Balance 13,810,421.89 201,715,954.80 26,342,523.57 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 76,272.64 962,557.35 145,675.44 Scheduled Principal 21,135.90 91,986.15 31,759.83 Unscheduled Principal 648,738.58 1,903,394.26 (23,613.54) Scheduled Interest 55,136.74 870,571.20 113,915.61 Servicing Fees 3,016.73 42,439.86 5,489.72 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 52,120.01 828,131.34 108,425.89 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 4.319250 4.878264 4.937676
Group Level Collateral Statement Group II-4 Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.773353 5.313581 Weighted Average Net Rate 5.523353 5.054658 Weighted Average Maturity 358.00 358.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 472,964.43 2,926,447.30 Beginning Loan Count 295 1,588 Loans Paid In Full 5 18 Ending Loan Count 290 1,570 Beginning Scheduled Balance 98,306,354.67 612,736,230.73 Ending Scheduled Balance 96,415,881.84 605,187,818.66 Scheduled Principal 0.00 2,066,719.70 Unscheduled Principal 1,890,472.83 5,481,692.37 Scheduled Interest 472,964.43 2,713,186.29 Servicing Fee 20,480.49 132,831.04 Master Servicing Fee 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 0.00 0.00 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 452,483.94 2,580,355.25 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 5.523353 5.053441
Miscellaneous Reporting Group I-1 Avearge Loss Severity % Group I 0.00 Senior Percentage Group I 94.75 Senior Prep. Percentage Group I 100.00 Subordinate Percentage Group I 5.25 Group I-2 Avearge Loss Severity % Group II 0.00 Senior Percentage Group II 94.75 Senior Prep. Percentage Group II 100.00 Subordinate Percentage Group II 5.25 Group I-3 Avearge Loss Severity % Group III 0.00 Senior Percentage Group III 94.75 Senior Prep. Percentage Group III 100.00 Subordinate Percentage Group III 5.25
Miscellaneous Reporting Group II-1 Avearge Loss Severity % Group IV 0.00 Senior Percentage Group IV 96.50 Senior Prep. Percentage Group IV 100.00 Subordinate Percentage Group IV 3.50 Group II-2 Avearge Loss Severity % Group V 0.00 Senior Percentage Group V 96.50 Senior Prep. Percentage Group V 100.00 Subordinate Percentage Group V 3.50 Group II-3 Avearge Loss Severity % Group VI 0.00 Senior Percentage Group VI 96.50 Senior Prep. Percentage Group VI 100.00 Subordinate Percentage Group VI 3.50
Miscellaneous Reporting Group II-4 Avearge Loss Severity % Group VII 0.00 Senior Percentage Group VII 96.50 Senior Prep. Percentage Group VII 100.00 Subordinate Percentage Group VII 3.50
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