-----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, OhO4f0/VysNkooPhCL5IM97sbq1JhwliyXvSbMQLeYVBmk66Fv0/7mTMUi1qzqfT 1PQxsWtu3mu4eVI8nnALXg== 0001056404-05-000131.txt : 20050104 0001056404-05-000131.hdr.sgml : 20050104 20050104094332 ACCESSION NUMBER: 0001056404-05-000131 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 DATE AS OF CHANGE: 20050104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-WWF1 CENTRAL INDEX KEY: 0001308503 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: 333-118640-04 FILM NUMBER: 05504189 BUSINESS ADDRESS: STREET 1: 1100 TOWN & COUNTRY ROAD STREET 2: SUITE 1100 CITY: ORANGE STATE: CA ZIP: 92868 BUSINESS PHONE: 714-541-9960 X2340 MAIL ADDRESS: STREET 1: 1100 TOWN & COUNTRY ROAD STREET 2: SUITE 1100 CITY: ORANGE STATE: CA ZIP: 92868 8-K 1 pps04ww1_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 PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2004-WWF1 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-118640-04 54-2163812 Pooling and Servicing Agreement) (Commission 54-2163813 (State or other File Number) 54-2163814 jurisdiction 54-2163815 of Incorporation) 54-2163816 IRS EIN 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 December 27, 2004 a distribution was made to holders of PARK PLACE SECURITIES, INC., Asset Backed Pass-Through Certificates, Series 2004-WWF1 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2004-WWF1 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. PARK PLACE SECURITIES, INC. Asset Backed Pass-Through Certificates, Series 2004-WWF1 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: 12/28/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Asset Backed Pass-Through Certificates, Series 2004-WWF1 Trust, relating to the December 27, 2004 distribution. EX-99.1
Park Place Securities, Inc Asset Backed Pass-Through Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Park Place Securities, Inc Asset Backed Pass-Through Certificates Series 2004-WWF1 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 A1A 70069FDU8 SEN 2.26000% 600,000,000.00 1,695,000.00 10,614,949.57 A1B 70069FDV6 SEN 2.59000% 363,308,000.00 1,176,209.65 0.00 A1C 70069FDW4 SEN 2.45250% 1,000,000,000.00 3,065,625.00 11,019,268.57 A1D 70069FDX2 SEN 2.55000% 225,000,000.00 717,187.50 2,479,335.43 A2 70069FDY0 SEN 2.46000% 364,728,000.00 1,121,538.60 3,219,800.31 A3 70069FDG9 SEN 2.54000% 91,182,000.00 289,502.85 804,950.08 A4 70069FDZ7 SEN 2.46000% 625,258,000.00 1,922,668.35 8,892,938.24 A5 70069FDH7 SEN 2.56000% 69,474,000.00 222,316.80 988,116.89 M1 70069FDJ3 MEZ 2.72000% 43,000,000.00 146,200.00 0.00 M2 70069FDK0 MEZ 2.77000% 221,450,000.00 766,770.63 0.00 M3 70069FDL8 MEZ 2.83000% 64,500,000.00 228,168.75 0.00 M4 70069FDM6 MEZ 3.19000% 109,650,000.00 437,229.38 0.00 M5 70069FDN4 MEZ 3.29000% 73,100,000.00 300,623.75 0.00 M6 70069FDP9 MEZ 3.44000% 55,900,000.00 240,370.00 0.00 M7 70069FDQ7 MEZ 3.89000% 68,800,000.00 334,540.00 0.00 M8 70069FDR5 MEZ 4.04000% 47,300,000.00 238,865.00 0.00 M9 70069FDS3 MEZ 5.49000% 55,900,000.00 383,613.75 0.00 M10 70069FDT1 MEZ 4.59000% 34,400,000.00 197,370.00 0.00 M11 70069FEA1 MEZ 4.59000% 32,250,000.00 185,034.38 0.00 AIOS 70069FEB9 SEN 0.26477% 0.00 948,750.28 0.00 CE PPS04WWCE SUB 0.00000% 154,800,874.36 7,842,970.40 0.00 P PPS04WW1P SEN 0.00000% 100.00 307,169.87 0.00 RX PPS04WWR1 RES 0.00000% 0.00 0.00 0.00 R PPS04WWR2 RES 0.00000% 0.00 0.00 0.00 Totals 4,300,000,974.36 22,767,724.94 38,019,359.09
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1A 0.00 589,385,050.43 12,309,949.57 0.00 A1B 0.00 363,308,000.00 1,176,209.65 0.00 A1C 0.00 988,980,731.43 14,084,893.57 0.00 A1D 0.00 222,520,664.57 3,196,522.93 0.00 A2 0.00 361,508,199.69 4,341,338.91 0.00 A3 0.00 90,377,049.92 1,094,452.93 0.00 A4 0.00 616,365,061.76 10,815,606.59 0.00 A5 0.00 68,485,883.11 1,210,433.69 0.00 M1 0.00 43,000,000.00 146,200.00 0.00 M2 0.00 221,450,000.00 766,770.63 0.00 M3 0.00 64,500,000.00 228,168.75 0.00 M4 0.00 109,650,000.00 437,229.38 0.00 M5 0.00 73,100,000.00 300,623.75 0.00 M6 0.00 55,900,000.00 240,370.00 0.00 M7 0.00 68,800,000.00 334,540.00 0.00 M8 0.00 47,300,000.00 238,865.00 0.00 M9 0.00 55,900,000.00 383,613.75 0.00 M10 0.00 34,400,000.00 197,370.00 0.00 M11 0.00 32,250,000.00 185,034.38 0.00 AIOS 0.00 0.00 948,750.28 0.00 CE 0.00 154,800,035.08 7,842,970.40 0.00 P 0.00 100.00 307,169.87 0.00 RX 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 4,261,980,775.99 60,787,084.03 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) A1A 600,000,000.00 600,000,000.00 0.00 10,614,949.57 0.00 0.00 A1B 363,308,000.00 363,308,000.00 0.00 0.00 0.00 0.00 A1C 1,000,000,000.00 1,000,000,000.00 0.00 11,019,268.57 0.00 0.00 A1D 225,000,000.00 225,000,000.00 0.00 2,479,335.43 0.00 0.00 A2 364,728,000.00 364,728,000.00 0.00 3,219,800.31 0.00 0.00 A3 91,182,000.00 91,182,000.00 0.00 804,950.08 0.00 0.00 A4 625,258,000.00 625,258,000.00 0.00 8,892,938.24 0.00 0.00 A5 69,474,000.00 69,474,000.00 0.00 988,116.89 0.00 0.00 M1 43,000,000.00 43,000,000.00 0.00 0.00 0.00 0.00 M2 221,450,000.00 221,450,000.00 0.00 0.00 0.00 0.00 M3 64,500,000.00 64,500,000.00 0.00 0.00 0.00 0.00 M4 109,650,000.00 109,650,000.00 0.00 0.00 0.00 0.00 M5 73,100,000.00 73,100,000.00 0.00 0.00 0.00 0.00 M6 55,900,000.00 55,900,000.00 0.00 0.00 0.00 0.00 M7 68,800,000.00 68,800,000.00 0.00 0.00 0.00 0.00 M8 47,300,000.00 47,300,000.00 0.00 0.00 0.00 0.00 M9 55,900,000.00 55,900,000.00 0.00 0.00 0.00 0.00 M10 34,400,000.00 34,400,000.00 0.00 0.00 0.00 0.00 M11 32,250,000.00 32,250,000.00 0.00 0.00 0.00 0.00 AIOS 0.00 0.00 0.00 0.00 0.00 0.00 CE 154,800,874.36 154,800,874.36 0.00 0.00 0.00 0.00 P 100.00 100.00 0.00 0.00 0.00 0.00 RX 0.00 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 4,300,000,974.36 4,300,000,974.36 0.00 38,019,359.09 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 A1A 10,614,949.57 589,385,050.43 0.98230842 10,614,949.57 A1B 0.00 363,308,000.00 1.00000000 0.00 A1C 11,019,268.57 988,980,731.43 0.98898073 11,019,268.57 A1D 2,479,335.43 222,520,664.57 0.98898073 2,479,335.43 A2 3,219,800.31 361,508,199.69 0.99117205 3,219,800.31 A3 804,950.08 90,377,049.92 0.99117205 804,950.08 A4 8,892,938.24 616,365,061.76 0.98577717 8,892,938.24 A5 988,116.89 68,485,883.11 0.98577717 988,116.89 M1 0.00 43,000,000.00 1.00000000 0.00 M2 0.00 221,450,000.00 1.00000000 0.00 M3 0.00 64,500,000.00 1.00000000 0.00 M4 0.00 109,650,000.00 1.00000000 0.00 M5 0.00 73,100,000.00 1.00000000 0.00 M6 0.00 55,900,000.00 1.00000000 0.00 M7 0.00 68,800,000.00 1.00000000 0.00 M8 0.00 47,300,000.00 1.00000000 0.00 M9 0.00 55,900,000.00 1.00000000 0.00 M10 0.00 34,400,000.00 1.00000000 0.00 M11 0.00 32,250,000.00 1.00000000 0.00 AIOS 0.00 0.00 0.00000000 0.00 CE 0.00 154,800,035.08 0.99999458 0.00 P 0.00 100.00 1.00000000 0.00 RX 0.00 0.00 0.00000000 0.00 R 0.00 0.00 0.00000000 0.00 Totals 38,019,359.09 4,261,980,775.99 0.99115810 38,019,359.09
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1A 600,000,000.00 1000.00000000 0.00000000 17.69158262 0.00000000 A1B 363,308,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 A1C 1,000,000,000.00 1000.00000000 0.00000000 11.01926857 0.00000000 A1D 225,000,000.00 1000.00000000 0.00000000 11.01926858 0.00000000 A2 364,728,000.00 1000.00000000 0.00000000 8.82794935 0.00000000 A3 91,182,000.00 1000.00000000 0.00000000 8.82794938 0.00000000 A4 625,258,000.00 1000.00000000 0.00000000 14.22283000 0.00000000 A5 69,474,000.00 1000.00000000 0.00000000 14.22282998 0.00000000 M1 43,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 221,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 64,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M4 109,650,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M5 73,100,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M6 55,900,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M7 68,800,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M8 47,300,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M9 55,900,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M10 34,400,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M11 32,250,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 AIOS 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CE 154,800,874.36 1000.00000000 0.00000000 0.00000000 0.00000000 P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000000 0.00000000 0.00000000 0.00000000 R 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 A1A 0.00000000 17.69158262 982.30841738 0.98230842 17.69158262 A1B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 A1C 0.00000000 11.01926857 988.98073143 0.98898073 11.01926857 A1D 0.00000000 11.01926858 988.98073142 0.98898073 11.01926858 A2 0.00000000 8.82794935 991.17205065 0.99117205 8.82794935 A3 0.00000000 8.82794938 991.17205062 0.99117205 8.82794938 A4 0.00000000 14.22283000 985.77717000 0.98577717 14.22283000 A5 0.00000000 14.22282998 985.77717002 0.98577717 14.22282998 M1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M10 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 M11 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 AIOS 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CE 0.00000000 0.00000000 999.99457833 0.99999458 0.00000000 P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 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 A1A 600,000,000.00 2.26000% 600,000,000.00 1,695,000.00 0.00 0.00 A1B 363,308,000.00 2.59000% 363,308,000.00 1,176,209.65 0.00 0.00 A1C 1,000,000,000.00 2.45250% 1,000,000,000.00 3,065,625.00 0.00 0.00 A1D 225,000,000.00 2.55000% 225,000,000.00 717,187.50 0.00 0.00 A2 364,728,000.00 2.46000% 364,728,000.00 1,121,538.60 0.00 0.00 A3 91,182,000.00 2.54000% 91,182,000.00 289,502.85 0.00 0.00 A4 625,258,000.00 2.46000% 625,258,000.00 1,922,668.35 0.00 0.00 A5 69,474,000.00 2.56000% 69,474,000.00 222,316.80 0.00 0.00 M1 43,000,000.00 2.72000% 43,000,000.00 146,200.00 0.00 0.00 M2 221,450,000.00 2.77000% 221,450,000.00 766,770.63 0.00 0.00 M3 64,500,000.00 2.83000% 64,500,000.00 228,168.75 0.00 0.00 M4 109,650,000.00 3.19000% 109,650,000.00 437,229.38 0.00 0.00 M5 73,100,000.00 3.29000% 73,100,000.00 300,623.75 0.00 0.00 M6 55,900,000.00 3.44000% 55,900,000.00 240,370.00 0.00 0.00 M7 68,800,000.00 3.89000% 68,800,000.00 334,540.00 0.00 0.00 M8 47,300,000.00 4.04000% 47,300,000.00 238,865.00 0.00 0.00 M9 55,900,000.00 5.49000% 55,900,000.00 383,613.75 0.00 0.00 M10 34,400,000.00 4.59000% 34,400,000.00 197,370.00 0.00 0.00 M11 32,250,000.00 4.59000% 32,250,000.00 185,034.38 0.00 0.00 AIOS 0.00 0.26477% 4,300,000,974.35 948,750.28 0.00 0.00 CE 154,800,874.36 0.00000% 4,300,000,974.35 0.00 0.00 0.00 P 100.00 0.00000% 100.00 0.00 0.00 0.00 RX 0.00 0.00000% 0.00 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 4,300,000,974.36 14,617,584.67 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 A1A 0.00 0.00 1,695,000.00 0.00 589,385,050.43 A1B 0.00 0.00 1,176,209.65 0.00 363,308,000.00 A1C 0.00 0.00 3,065,625.00 0.00 988,980,731.43 A1D 0.00 0.00 717,187.50 0.00 222,520,664.57 A2 0.00 0.00 1,121,538.60 0.00 361,508,199.69 A3 0.00 0.00 289,502.85 0.00 90,377,049.92 A4 0.00 0.00 1,922,668.35 0.00 616,365,061.76 A5 0.00 0.00 222,316.80 0.00 68,485,883.11 M1 0.00 0.00 146,200.00 0.00 43,000,000.00 M2 0.00 0.00 766,770.63 0.00 221,450,000.00 M3 0.00 0.00 228,168.75 0.00 64,500,000.00 M4 0.00 0.00 437,229.38 0.00 109,650,000.00 M5 0.00 0.00 300,623.75 0.00 73,100,000.00 M6 0.00 0.00 240,370.00 0.00 55,900,000.00 M7 0.00 0.00 334,540.00 0.00 68,800,000.00 M8 0.00 0.00 238,865.00 0.00 47,300,000.00 M9 0.00 0.00 383,613.75 0.00 55,900,000.00 M10 0.00 0.00 197,370.00 0.00 34,400,000.00 M11 0.00 0.00 185,034.38 0.00 32,250,000.00 AIOS 0.00 0.00 948,750.28 0.00 4,261,980,775.99 CE 0.00 0.00 7,842,970.40 0.00 4,261,980,775.99 P 0.00 0.00 307,169.87 0.00 100.00 RX 0.00 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 22,767,724.94 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 A1A 600,000,000.00 2.26000% 1000.00000000 2.82500000 0.00000000 0.00000000 A1B 363,308,000.00 2.59000% 1000.00000000 3.23750000 0.00000000 0.00000000 A1C 1,000,000,000.00 2.45250% 1000.00000000 3.06562500 0.00000000 0.00000000 A1D 225,000,000.00 2.55000% 1000.00000000 3.18750000 0.00000000 0.00000000 A2 364,728,000.00 2.46000% 1000.00000000 3.07500000 0.00000000 0.00000000 A3 91,182,000.00 2.54000% 1000.00000000 3.17500000 0.00000000 0.00000000 A4 625,258,000.00 2.46000% 1000.00000000 3.07500000 0.00000000 0.00000000 A5 69,474,000.00 2.56000% 1000.00000000 3.20000000 0.00000000 0.00000000 M1 43,000,000.00 2.72000% 1000.00000000 3.40000000 0.00000000 0.00000000 M2 221,450,000.00 2.77000% 1000.00000000 3.46250002 0.00000000 0.00000000 M3 64,500,000.00 2.83000% 1000.00000000 3.53750000 0.00000000 0.00000000 M4 109,650,000.00 3.19000% 1000.00000000 3.98750005 0.00000000 0.00000000 M5 73,100,000.00 3.29000% 1000.00000000 4.11250000 0.00000000 0.00000000 M6 55,900,000.00 3.44000% 1000.00000000 4.30000000 0.00000000 0.00000000 M7 68,800,000.00 3.89000% 1000.00000000 4.86250000 0.00000000 0.00000000 M8 47,300,000.00 4.04000% 1000.00000000 5.05000000 0.00000000 0.00000000 M9 55,900,000.00 5.49000% 1000.00000000 6.86250000 0.00000000 0.00000000 M10 34,400,000.00 4.59000% 1000.00000000 5.73750000 0.00000000 0.00000000 M11 32,250,000.00 4.59000% 1000.00000000 5.73750016 0.00000000 0.00000000 AIOS 0.00 0.26477% 1000.00000000 0.22063955 0.00000000 0.00000000 CE 154,800,874.36 0.00000% 27777.62717509 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 RX 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00 0.00000% 0.00000000 0.00000000 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 A1A 0.00000000 0.00000000 2.82500000 0.00000000 982.30841738 A1B 0.00000000 0.00000000 3.23750000 0.00000000 1000.00000000 A1C 0.00000000 0.00000000 3.06562500 0.00000000 988.98073143 A1D 0.00000000 0.00000000 3.18750000 0.00000000 988.98073142 A2 0.00000000 0.00000000 3.07500000 0.00000000 991.17205065 A3 0.00000000 0.00000000 3.17500000 0.00000000 991.17205062 A4 0.00000000 0.00000000 3.07500000 0.00000000 985.77717000 A5 0.00000000 0.00000000 3.20000000 0.00000000 985.77717002 M1 0.00000000 0.00000000 3.40000000 0.00000000 1000.00000000 M2 0.00000000 0.00000000 3.46250002 0.00000000 1000.00000000 M3 0.00000000 0.00000000 3.53750000 0.00000000 1000.00000000 M4 0.00000000 0.00000000 3.98750005 0.00000000 1000.00000000 M5 0.00000000 0.00000000 4.11250000 0.00000000 1000.00000000 M6 0.00000000 0.00000000 4.30000000 0.00000000 1000.00000000 M7 0.00000000 0.00000000 4.86250000 0.00000000 1000.00000000 M8 0.00000000 0.00000000 5.05000000 0.00000000 1000.00000000 M9 0.00000000 0.00000000 6.86250000 0.00000000 1000.00000000 M10 0.00000000 0.00000000 5.73750000 0.00000000 1000.00000000 M11 0.00000000 0.00000000 5.73750016 0.00000000 1000.00000000 AIOS 0.00000000 0.00000000 0.22063955 0.00000000 991.15809541 CE 0.00000000 0.00000000 50.66489729 0.00000000 27532.02004582 P 0.00000000 0.00000000 3071698.70000000 0.00000000 1000.00000000 RX 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 (6) Amount Does Not Include Excess Special Hazard, Bankruptcy,or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 60,953,104.09 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 25,614.99 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 307,169.87 Total Deposits 61,285,888.95 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 493,777.54 Payment of Interest and Principal 60,792,111.41 Total Withdrawals (Pool Distribution Amount) 61,285,888.95 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 488,750.14 Bond Insurer Fee 0.00 Custodian Fee 5,027.40 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 493,777.54
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Financial Guaranty 0.00 0.00 0.00 0.00 Reserve Fund 0.00 135,396.82 135,396.82 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 9 0 0 0 9 1,815,883.94 0.00 0.00 0.00 1,815,883.94 60 Days 5 0 0 0 5 1,131,901.12 0.00 0.00 0.00 1,131,901.12 90 Days 3 0 0 0 3 511,320.30 0.00 0.00 0.00 511,320.30 120 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 17 0 0 0 17 3,459,105.36 0.00 0.00 0.00 3,459,105.36 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 0.045072% 0.000000% 0.000000% 0.000000% 0.045072% 0.053213% 0.000000% 0.000000% 0.000000% 0.053213% 60 Days 0.025040% 0.000000% 0.000000% 0.000000% 0.025040% 0.033169% 0.000000% 0.000000% 0.000000% 0.033169% 90 Days 0.015024% 0.000000% 0.000000% 0.000000% 0.015024% 0.014984% 0.000000% 0.000000% 0.000000% 0.014984% 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 0.085136% 0.000000% 0.000000% 0.000000% 0.085136% 0.101366% 0.000000% 0.000000% 0.000000% 0.101366%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 Group 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 Group 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 Group 4 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 6 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 25,614.99 Class M-1 918,050,974.36 21.35001782% 918,050,135.08 26.90666170% 1.260265% 0.000000% Class M-2 696,600,974.36 16.20001899% 696,600,135.08 20.41629696% 6.490365% 0.000000% Class M-3 632,100,974.36 14.70001933% 632,100,135.08 18.52589946% 1.890397% 0.000000% Class M-4 522,450,974.36 12.15001991% 522,450,135.08 15.31222371% 3.213676% 0.000000% Class CE 100.00 0.00000233% 100.00 0.00000293% 4.536955% 0.000000% Class P 0.00 0.00000000% 0.00 0.00000000% 0.000003% 0.000000% Class R-I 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Class R-II 0.00 0.00000000% 0.00 0.00000000% 0.000000% 0.000000% Please Refer to the Prospectus Supplement for a Full Description of Loss Exposure
COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.424577% Weighted Average Net Coupon 7.288182% Weighted Average Pass-Through Rate 7.254577% Weighted Average Maturity(Stepdown Calculation ) 1 Beginning Scheduled Collateral Loan Count 20,143 Number Of Loans Paid In Full 175 Ending Scheduled Collateral Loan Count 19,968 Beginning Scheduled Collateral Balance 4,300,000,974.00 Ending Scheduled Collateral Balance 3,411,980,814.17 Ending Actual Collateral Balance at 30-Nov-2004 3,412,490,015.17 Monthly P &I Constant 24,099,165.89 Special Servicing Fee 0.00 Prepayment Penalties 307,169.87 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 3,411,980,814.17 Scheduled Principal 2,753,499.76 Unscheduled Principal 35,266,710.98
Group 1 Prefunding Account Beginning Balance 557,239,870.27 Group 1 Prefunding Account Subsequent Transfer Amount 0.00 Group 1 Prefunding Account Ending Balance 557,239,870.27 Group 2 Prefunding Account Beginning Balance 115,843,553.89 Group 2 Prefunding Account Subsequent Transfer Amount 0.00 Group 2 Prefunding Account Ending Balance 115,843,553.89 Group 3 Prefunding Account Beginning Balance 176,916,525.29 Group 3 Prefunding Account Subsequent Transfer Amount 0.00 Group 3 Prefunding Account Ending Balance 176,916,525.29 Group 1 Cap Interest 1,054,883.48 Group 2 Cap Interest 218,536.81 Group 3 Cap Interest 334,394.51 Other Income 0.00
Miscellaneous Reporting Excess Cash 7,982,542.95 Extra Principal 0.00 Overcollateralization Amt 154,800,035.08 Overcollateralization Deficiency Amt 0.00 Overcollateralization Increase 0.00 Overcollateralization Release Amt 851.65 Specified Overcollateralization Amount 154,800,035.08 Trigger Event 0.00 Cap Payment for Group 1 Seniors 0.00 Cap Payment for Group 2 Seniors 0.00 Cap Payment for Group 3 Seniors 0.00
Group Level Collateral Statement Group Group 1 Group 2 Group 3 Collateral Description Mixed Fixed Mixed ARM Mixed Fixed Weighted Average Coupon Rate 7.375833 7.530076 7.414514 Weighted Average Net Rate 7.205833 7.360076 7.244514 Weighted Average Maturity 355 355 354 Beginning Loan Count 3,275 11,372 842 Loans Paid In Full 13 113 4 Ending Loan Count 3,262 11,259 838 Beginning Scheduled Balance 425,664,415.23 1,835,264,688.79 90,820,997.89 Ending scheduled Balance 423,651,264.68 1,813,163,725.61 90,379,207.39 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 3,000,346.25 12,914,240.43 643,995.97 Scheduled Principal 383,988.35 1,397,838.07 82,834.67 Unscheduled Principal 1,629,162.20 20,703,105.11 358,955.83 Scheduled Interest 2,616,357.90 11,516,402.36 561,161.30 Servicing Fees 60,302.48 259,995.79 12,866.31 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 2,556,055.42 11,256,406.57 548,294.99 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 7.205833 7.360076 7.244514
Group Level Collateral Statement Group Group 4 Group 5 Group 6 Collateral Description Mixed ARM Mixed Fixed Mixed ARM Weighted Average Coupon Rate 7.548986 6.634409 7.254076 Weighted Average Net Rate 7.378986 6.464409 7.084075 Weighted Average Maturity 354 356 356 Beginning Loan Count 2,807 467 1,380 Loans Paid In Full 22 2 21 Ending Loan Count 2,785 465 71,359 Beginning Scheduled Balance 380,469,902.31 156,384,846.49 561,396,194.20 Ending scheduled Balance 376,886,852.27 155,707,824.28 552,191,939.94 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 2,683,135.83 1,013,716.87 3,843,730.54 Scheduled Principal 289,667.54 149,115.98 450,055.15 Unscheduled Principal 3,293,382.50 527,906.23 8,754,199.11 Scheduled Interest 2,393,468.29 864,600.89 3,393,675.39 Servicing Fees 53,899.92 22,154.51 79,531.24 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 2,339,568.37 842,446.38 3,314,144.15 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 7.378986 6.464409 7.084075
Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 7.424577 Weighted Average Net Rate 7.288182 Weighted Average Maturity 1.00 Record Date 11/30/2004 Principal And Interest Constant 24,099,165.89 Beginning Loan Count 20,143 Loans Paid In Full 175 Ending Loan Count 89,968 Beginning Scheduled Balance 3,450,001,044.91 Ending Scheduled Balance 3,411,980,814.17 Scheduled Principal 2,753,499.76 Unscheduled Principal 35,266,710.98 Scheduled Interest 21,345,666.13 Servicing Fee 488,750.25 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 0.00 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 20,856,915.88 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 7.254577
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