-----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, ItOAWticja0nOKuf5/tv8WI4040InCz9juK2juJXQeFhv4bJUTNWBKzhQStgm+iZ amfQrSwv/VPZApHjFLKmxA== 0001056404-05-000288.txt : 20050105 0001056404-05-000288.hdr.sgml : 20050105 20050105153717 ACCESSION NUMBER: 0001056404-05-000288 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: 20050105 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Bear Stearns BSALTA 2004-12 CENTRAL INDEX KEY: 0001310119 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: 333-115122-28 FILM NUMBER: 05512509 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 bsl040012_dec.txt DECEMBER 8K 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 BEAR STEARNS ALT-A TRUST Mortgage Pass-Through Certificates, Series 2004-12 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-115122-28 Pooling and Servicing Agreement) (Commission 54-2163745 (State or other File Number) 54-2163746 jurisdiction 54-2163747 of Incorporation) 54-2163748 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 BEAR STEARNS ALT-A TRUST, Mortgage Pass-Through Certificates, Series 2004-12 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 2004-12 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. BEAR STEARNS ALT-A TRUST Mortgage Pass-Through Certificates, Series 2004-12 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: 1/3/05 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-12 Trust, relating to the December 27, 2004 distribution. EX-99.1
Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Record Date: 11/30/04 Distribution Date: 12/27/04 Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-12 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-A-1 07386HNQ0 SEN 2.54000% 521,206,000.00 992,897.43 7,494,981.98 I-A-2 07386HNR8 SEN 2.61000% 62,532,000.00 122,406.39 899,214.92 I-A-3 07386HNS6 SEN 2.54000% 407,557,000.00 776,396.09 7,530,535.72 I-A-4 07386HNT4 SEN 2.61000% 48,897,000.00 95,715.88 903,482.47 I-M-1 07386HNU1 SUB 2.81000% 32,872,000.00 69,277.74 0.00 I-M-2 07386HNV9 SUB 3.24000% 18,943,000.00 46,031.49 0.00 I-B-1 07386HNW7 SUB 3.94000% 6,686,000.00 19,757.13 0.00 I-B-2 07386HNX5 SUB 3.94000% 5,571,000.00 16,462.31 0.00 II-A-1 07386HPD7 SEN 4.39785% 45,148,000.00 165,461.64 13,011.37 II-A-2 07386HPE5 SEN 5.17076% 156,969,000.00 676,374.43 1,890,508.43 II-A-3 07386HPF2 SEN 4.62427% 85,277,000.00 328,619.64 1,649,092.18 II-A-4 07386HPG0 SEN 4.62427% 4,630,000.00 17,841.96 89,535.24 II-X-1 07386HPH8 SEN 0.47070% 0.00 35,266.02 0.00 II-A-5 07386HPJ4 SEN 5.01665% 47,250,000.00 197,530.75 42,208.85 II-A-6 07386HPK1 SEN 5.01665% 2,566,000.00 10,727.28 2,292.23 II-X-2 07386HPL9 SEN 0.41520% 0.00 17,236.34 0.00 II-M-1 07386HPM7 SUB 5.08678% 4,632,000.00 19,634.99 730.58 II-B-1 07386HPN5 SUB 5.08678% 2,779,000.00 11,780.14 438.32 II-B-2 07386HPP0 SUB 5.08678% 7,967,000.00 33,772.01 1,256.59 II-B-3 07386HPQ8 SUB 5.08678% 4,817,000.00 20,419.20 759.76 II-B-4 07386HPA3 SUB 5.08678% 5,744,000.00 24,348.74 905.97 II-B-5 07386HPB1 SUB 5.08678% 1,667,000.00 7,066.39 262.93 II-B-6 07386HPC9 SUB 5.08678% 1,115,478.12 4,728.50 175.94 XP 07386HNY3 SEN 0.00000% 100.00 0.00 0.00 B-IO 07386HNZ0 SEN 0.00000% 10,028,862.75 3,010,553.03 0.00 R 07386HPW5 RES 0.00000% 0.00 0.00 0.00 Totals 1,484,854,440.87 6,720,305.52 20,519,393.48
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 513,711,018.02 8,487,879.41 0.00 I-A-2 0.00 61,632,785.08 1,021,621.31 0.00 I-A-3 0.00 400,026,464.28 8,306,931.81 0.00 I-A-4 0.00 47,993,517.53 999,198.35 0.00 I-M-1 0.00 32,872,000.00 69,277.74 0.00 I-M-2 0.00 18,943,000.00 46,031.49 0.00 I-B-1 0.00 6,686,000.00 19,757.13 0.00 I-B-2 0.00 5,571,000.00 16,462.31 0.00 II-A-1 0.00 45,134,988.63 178,473.01 0.00 II-A-2 0.00 155,078,491.57 2,566,882.86 0.00 II-A-3 0.00 83,627,907.82 1,977,711.82 0.00 II-A-4 0.00 4,540,464.76 107,377.20 0.00 II-X-1 0.00 0.00 35,266.02 0.00 II-A-5 0.00 47,207,791.15 239,739.60 0.00 II-A-6 0.00 2,563,707.77 13,019.51 0.00 II-X-2 0.00 0.00 17,236.34 0.00 II-M-1 0.00 4,631,269.42 20,365.57 0.00 II-B-1 0.00 2,778,561.68 12,218.46 0.00 II-B-2 0.00 7,965,743.41 35,028.60 0.00 II-B-3 0.00 4,816,240.24 21,178.96 0.00 II-B-4 0.00 5,743,094.03 25,254.71 0.00 II-B-5 0.00 1,666,737.07 7,329.32 0.00 II-B-6 0.00 1,115,302.18 4,904.44 0.00 XP 0.00 100.00 0.00 0.00 B-IO 0.00 10,028,736.16 3,010,553.03 0.00 R 0.00 0.00 0.00 0.00 Totals 0.00 1,464,334,920.80 27,239,699.00 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-A-1 521,206,000.00 521,206,000.00 0.00 7,494,981.98 0.00 0.00 I-A-2 62,532,000.00 62,532,000.00 0.00 899,214.92 0.00 0.00 I-A-3 407,557,000.00 407,557,000.00 0.00 7,530,535.72 0.00 0.00 I-A-4 48,897,000.00 48,897,000.00 0.00 903,482.47 0.00 0.00 I-M-1 32,872,000.00 32,872,000.00 0.00 0.00 0.00 0.00 I-M-2 18,943,000.00 18,943,000.00 0.00 0.00 0.00 0.00 I-B-1 6,686,000.00 6,686,000.00 0.00 0.00 0.00 0.00 I-B-2 5,571,000.00 5,571,000.00 0.00 0.00 0.00 0.00 II-A-1 45,148,000.00 45,148,000.00 6,783.39 6,227.98 0.00 0.00 II-A-2 156,969,000.00 156,969,000.00 24,470.10 1,866,038.33 0.00 0.00 II-A-3 85,277,000.00 85,277,000.00 15,971.01 1,633,121.17 0.00 0.00 II-A-4 4,630,000.00 4,630,000.00 867.12 88,668.12 0.00 0.00 II-X-1 0.00 0.00 0.00 0.00 0.00 0.00 II-A-5 47,250,000.00 47,250,000.00 5,525.38 36,683.47 0.00 0.00 II-A-6 2,566,000.00 2,566,000.00 300.07 1,992.17 0.00 0.00 II-X-2 0.00 0.00 0.00 0.00 0.00 0.00 II-M-1 4,632,000.00 4,632,000.00 730.58 0.00 0.00 0.00 II-B-1 2,779,000.00 2,779,000.00 438.32 0.00 0.00 0.00 II-B-2 7,967,000.00 7,967,000.00 1,256.59 0.00 0.00 0.00 II-B-3 4,817,000.00 4,817,000.00 759.76 0.00 0.00 0.00 II-B-4 5,744,000.00 5,744,000.00 905.97 0.00 0.00 0.00 II-B-5 1,667,000.00 1,667,000.00 262.93 0.00 0.00 0.00 II-B-6 1,115,478.12 1,115,478.12 175.94 0.00 0.00 0.00 XP 100.00 100.00 0.00 0.00 0.00 0.00 B-IO 10,028,862.75 10,028,862.75 0.00 0.00 0.00 0.00 R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,484,854,440.87 1,484,854,440.87 58,447.16 20,460,946.33 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-A-1 7,494,981.98 513,711,018.02 0.98561992 7,494,981.98 I-A-2 899,214.92 61,632,785.08 0.98561992 899,214.92 I-A-3 7,530,535.72 400,026,464.28 0.98152274 7,530,535.72 I-A-4 903,482.47 47,993,517.53 0.98152274 903,482.47 I-M-1 0.00 32,872,000.00 1.00000000 0.00 I-M-2 0.00 18,943,000.00 1.00000000 0.00 I-B-1 0.00 6,686,000.00 1.00000000 0.00 I-B-2 0.00 5,571,000.00 1.00000000 0.00 II-A-1 13,011.37 45,134,988.63 0.99971181 13,011.37 II-A-2 1,890,508.43 155,078,491.57 0.98795617 1,890,508.43 II-A-3 1,649,092.18 83,627,907.82 0.98066193 1,649,092.18 II-A-4 89,535.24 4,540,464.76 0.98066194 89,535.24 II-X-1 0.00 0.00 0.00000000 0.00 II-A-5 42,208.85 47,207,791.15 0.99910669 42,208.85 II-A-6 2,292.23 2,563,707.77 0.99910669 2,292.23 II-X-2 0.00 0.00 0.00000000 0.00 II-M-1 730.58 4,631,269.42 0.99984228 730.58 II-B-1 438.32 2,778,561.68 0.99984227 438.32 II-B-2 1,256.59 7,965,743.41 0.99984228 1,256.59 II-B-3 759.76 4,816,240.24 0.99984228 759.76 II-B-4 905.97 5,743,094.03 0.99984228 905.97 II-B-5 262.93 1,666,737.07 0.99984227 262.93 II-B-6 175.94 1,115,302.18 0.99984227 175.94 XP 0.00 100.00 1.00000000 0.00 B-IO 0.00 10,028,736.16 0.99998738 0.00 R 0.00 0.00 0.00000000 0.00 Totals 20,519,393.48 1,464,334,920.80 0.98618079 20,519,393.48
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 521,206,000.00 1000.00000000 0.00000000 14.38007617 0.00000000 I-A-2 62,532,000.00 1000.00000000 0.00000000 14.38007612 0.00000000 I-A-3 407,557,000.00 1000.00000000 0.00000000 18.47725771 0.00000000 I-A-4 48,897,000.00 1000.00000000 0.00000000 18.47725770 0.00000000 I-M-1 32,872,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 18,943,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-1 6,686,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-B-2 5,571,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-A-1 45,148,000.00 1000.00000000 0.15024785 0.13794587 0.00000000 II-A-2 156,969,000.00 1000.00000000 0.15589129 11.88794176 0.00000000 II-A-3 85,277,000.00 1000.00000000 0.18728391 19.15078122 0.00000000 II-A-4 4,630,000.00 1000.00000000 0.18728294 19.15078186 0.00000000 II-X-1 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-A-5 47,250,000.00 1000.00000000 0.11693926 0.77636974 0.00000000 II-A-6 2,566,000.00 1000.00000000 0.11694076 0.77637178 0.00000000 II-X-2 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-M-1 4,632,000.00 1000.00000000 0.15772453 0.00000000 0.00000000 II-B-1 2,779,000.00 1000.00000000 0.15772580 0.00000000 0.00000000 II-B-2 7,967,000.00 1000.00000000 0.15772436 0.00000000 0.00000000 II-B-3 4,817,000.00 1000.00000000 0.15772472 0.00000000 0.00000000 II-B-4 5,744,000.00 1000.00000000 0.15772458 0.00000000 0.00000000 II-B-5 1,667,000.00 1000.00000000 0.15772645 0.00000000 0.00000000 II-B-6 1,115,478.12 1000.00000000 0.15772609 0.00000000 0.00000000 XP 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 B-IO 10,028,862.75 1000.00000000 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 I-A-1 0.00000000 14.38007617 985.61992383 0.98561992 14.38007617 I-A-2 0.00000000 14.38007612 985.61992388 0.98561992 14.38007612 I-A-3 0.00000000 18.47725771 981.52274229 0.98152274 18.47725771 I-A-4 0.00000000 18.47725770 981.52274230 0.98152274 18.47725770 I-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-B-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-B-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-A-1 0.00000000 0.28819372 999.71180628 0.99971181 0.28819372 II-A-2 0.00000000 12.04383305 987.95616695 0.98795617 12.04383305 II-A-3 0.00000000 19.33806513 980.66193487 0.98066193 19.33806513 II-A-4 0.00000000 19.33806479 980.66193521 0.98066194 19.33806479 II-X-1 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-5 0.00000000 0.89330899 999.10669101 0.99910669 0.89330899 II-A-6 0.00000000 0.89330865 999.10669135 0.99910669 0.89330865 II-X-2 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-M-1 0.00000000 0.15772453 999.84227547 0.99984228 0.15772453 II-B-1 0.00000000 0.15772580 999.84227420 0.99984227 0.15772580 II-B-2 0.00000000 0.15772436 999.84227564 0.99984228 0.15772436 II-B-3 0.00000000 0.15772472 999.84227528 0.99984228 0.15772472 II-B-4 0.00000000 0.15772458 999.84227542 0.99984228 0.15772458 II-B-5 0.00000000 0.15772645 999.84227355 0.99984227 0.15772645 II-B-6 0.00000000 0.15772609 999.84227391 0.99984227 0.15772609 XP 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B-IO 0.00000000 0.00000000 999.98737743 0.99998738 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 I-A-1 521,206,000.00 2.54000% 521,206,000.00 992,897.43 0.00 0.00 I-A-2 62,532,000.00 2.61000% 62,532,000.00 122,406.39 0.00 0.00 I-A-3 407,557,000.00 2.54000% 407,557,000.00 776,396.09 0.00 0.00 I-A-4 48,897,000.00 2.61000% 48,897,000.00 95,715.88 0.00 0.00 I-M-1 32,872,000.00 2.81000% 32,872,000.00 69,277.74 0.00 0.00 I-M-2 18,943,000.00 3.24000% 18,943,000.00 46,031.49 0.00 0.00 I-B-1 6,686,000.00 3.94000% 6,686,000.00 19,757.13 0.00 0.00 I-B-2 5,571,000.00 3.94000% 5,571,000.00 16,462.31 0.00 0.00 II-A-1 45,148,000.00 4.39785% 45,148,000.00 165,461.64 0.00 0.00 II-A-2 156,969,000.00 5.17076% 156,969,000.00 676,374.43 0.00 0.00 II-A-3 85,277,000.00 4.62427% 85,277,000.00 328,619.64 0.00 0.00 II-A-4 4,630,000.00 4.62427% 4,630,000.00 17,841.96 0.00 0.00 II-X-1 0.00 0.47070% 89,907,000.00 35,266.02 0.00 0.00 II-A-5 47,250,000.00 5.01665% 47,250,000.00 197,530.75 0.00 0.00 II-A-6 2,566,000.00 5.01665% 2,566,000.00 10,727.28 0.00 0.00 II-X-2 0.00 0.41520% 49,816,000.00 17,236.34 0.00 0.00 II-M-1 4,632,000.00 5.08678% 4,632,000.00 19,634.99 0.00 0.00 II-B-1 2,779,000.00 5.08678% 2,779,000.00 11,780.14 0.00 0.00 II-B-2 7,967,000.00 5.08678% 7,967,000.00 33,772.01 0.00 0.00 II-B-3 4,817,000.00 5.08678% 4,817,000.00 20,419.20 0.00 0.00 II-B-4 5,744,000.00 5.08678% 5,744,000.00 24,348.74 0.00 0.00 II-B-5 1,667,000.00 5.08678% 1,667,000.00 7,066.39 0.00 0.00 II-B-6 1,115,478.12 5.08678% 1,115,478.12 4,728.50 0.00 0.00 XP 100.00 0.00000% 100.00 0.00 0.00 0.00 B-IO 10,028,862.75 0.00000% 10,028,862.75 0.00 0.00 0.00 R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 1,484,854,440.87 3,709,752.49 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-A-1 0.00 0.00 992,897.43 0.00 513,711,018.02 I-A-2 0.00 0.00 122,406.39 0.00 61,632,785.08 I-A-3 0.00 0.00 776,396.09 0.00 400,026,464.28 I-A-4 0.00 0.00 95,715.88 0.00 47,993,517.53 I-M-1 0.00 0.00 69,277.74 0.00 32,872,000.00 I-M-2 0.00 0.00 46,031.49 0.00 18,943,000.00 I-B-1 0.00 0.00 19,757.13 0.00 6,686,000.00 I-B-2 0.00 0.00 16,462.31 0.00 5,571,000.00 II-A-1 0.00 0.00 165,461.64 0.00 45,134,988.63 II-A-2 0.00 0.00 676,374.43 0.00 155,078,491.57 II-A-3 0.00 0.00 328,619.64 0.00 83,627,907.82 II-A-4 0.00 0.00 17,841.96 0.00 4,540,464.76 II-X-1 0.00 0.00 35,266.02 0.00 88,168,372.58 II-A-5 0.00 0.00 197,530.75 0.00 47,207,791.15 II-A-6 0.00 0.00 10,727.28 0.00 2,563,707.77 II-X-2 0.00 0.00 17,236.34 0.00 49,771,498.92 II-M-1 0.00 0.00 19,634.99 0.00 4,631,269.42 II-B-1 0.00 0.00 11,780.14 0.00 2,778,561.68 II-B-2 0.00 0.00 33,772.01 0.00 7,965,743.41 II-B-3 0.00 0.00 20,419.20 0.00 4,816,240.24 II-B-4 0.00 0.00 24,348.74 0.00 5,743,094.03 II-B-5 0.00 0.00 7,066.39 0.00 1,666,737.07 II-B-6 0.00 0.00 4,728.50 0.00 1,115,302.18 XP 0.00 0.00 0.00 0.00 100.00 B-IO 0.00 0.00 3,010,553.03 0.00 10,028,736.16 R 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 6,720,305.52 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-A-1 521,206,000.00 2.54000% 1000.00000000 1.90500000 0.00000000 0.00000000 I-A-2 62,532,000.00 2.61000% 1000.00000000 1.95750000 0.00000000 0.00000000 I-A-3 407,557,000.00 2.54000% 1000.00000000 1.90500001 0.00000000 0.00000000 I-A-4 48,897,000.00 2.61000% 1000.00000000 1.95750005 0.00000000 0.00000000 I-M-1 32,872,000.00 2.81000% 1000.00000000 2.10750000 0.00000000 0.00000000 I-M-2 18,943,000.00 3.24000% 1000.00000000 2.43000000 0.00000000 0.00000000 I-B-1 6,686,000.00 3.94000% 1000.00000000 2.95500000 0.00000000 0.00000000 I-B-2 5,571,000.00 3.94000% 1000.00000000 2.95500090 0.00000000 0.00000000 II-A-1 45,148,000.00 4.39785% 1000.00000000 3.66487198 0.00000000 0.00000000 II-A-2 156,969,000.00 5.17076% 1000.00000000 4.30896820 0.00000000 0.00000000 II-A-3 85,277,000.00 4.62427% 1000.00000000 3.85355535 0.00000000 0.00000000 II-A-4 4,630,000.00 4.62427% 1000.00000000 3.85355508 0.00000000 0.00000000 II-X-1 0.00 0.47070% 1000.00000000 0.39224999 0.00000000 0.00000000 II-A-5 47,250,000.00 5.01665% 1000.00000000 4.18054497 0.00000000 0.00000000 II-A-6 2,566,000.00 5.01665% 1000.00000000 4.18054560 0.00000000 0.00000000 II-X-2 0.00 0.41520% 1000.00000000 0.34600008 0.00000000 0.00000000 II-M-1 4,632,000.00 5.08678% 1000.00000000 4.23898748 0.00000000 0.00000000 II-B-1 2,779,000.00 5.08678% 1000.00000000 4.23898525 0.00000000 0.00000000 II-B-2 7,967,000.00 5.08678% 1000.00000000 4.23898707 0.00000000 0.00000000 II-B-3 4,817,000.00 5.08678% 1000.00000000 4.23898692 0.00000000 0.00000000 II-B-4 5,744,000.00 5.08678% 1000.00000000 4.23898677 0.00000000 0.00000000 II-B-5 1,667,000.00 5.08678% 1000.00000000 4.23898620 0.00000000 0.00000000 II-B-6 1,115,478.12 5.08678% 1000.00000000 4.23898947 0.00000000 0.00000000 XP 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 B-IO 10,028,862.75 0.00000% 1000.00000000 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 I-A-1 0.00000000 0.00000000 1.90500000 0.00000000 985.61992383 I-A-2 0.00000000 0.00000000 1.95750000 0.00000000 985.61992388 I-A-3 0.00000000 0.00000000 1.90500001 0.00000000 981.52274229 I-A-4 0.00000000 0.00000000 1.95750005 0.00000000 981.52274230 I-M-1 0.00000000 0.00000000 2.10750000 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 2.43000000 0.00000000 1000.00000000 I-B-1 0.00000000 0.00000000 2.95500000 0.00000000 1000.00000000 I-B-2 0.00000000 0.00000000 2.95500090 0.00000000 1000.00000000 II-A-1 0.00000000 0.00000000 3.66487198 0.00000000 999.71180628 II-A-2 0.00000000 0.00000000 4.30896820 0.00000000 987.95616695 II-A-3 0.00000000 0.00000000 3.85355535 0.00000000 980.66193487 II-A-4 0.00000000 0.00000000 3.85355508 0.00000000 980.66193521 II-X-1 0.00000000 0.00000000 0.39224999 0.00000000 980.66193489 II-A-5 0.00000000 0.00000000 4.18054497 0.00000000 999.10669101 II-A-6 0.00000000 0.00000000 4.18054560 0.00000000 999.10669135 II-X-2 0.00000000 0.00000000 0.34600008 0.00000000 999.10669102 II-M-1 0.00000000 0.00000000 4.23898748 0.00000000 999.84227547 II-B-1 0.00000000 0.00000000 4.23898525 0.00000000 999.84227420 II-B-2 0.00000000 0.00000000 4.23898707 0.00000000 999.84227564 II-B-3 0.00000000 0.00000000 4.23898692 0.00000000 999.84227528 II-B-4 0.00000000 0.00000000 4.23898677 0.00000000 999.84227542 II-B-5 0.00000000 0.00000000 4.23898620 0.00000000 999.84227355 II-B-6 0.00000000 0.00000000 4.23898947 0.00000000 999.84227391 XP 0.00000000 0.00000000 0.00000000 0.00000000 1000.00000000 B-IO 0.00000000 0.00000000 300.18887535 0.00000000 999.98737743 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 Component Statement Component Beginning Ending Beginning Ending Ending Pass-Through Notional Notional Component Component Component Class Rate Balance Balance Balance Balance Percentage B-IO-I 0.00000% 1,114,292,862.35 1,097,464,621.08 0.00 0.00 98.48978287% B-IO-P 0.00000% 0.00 0.00 10,028,862.75 10,028,736.16 99.99873774%
CERTIFICATEHOLDER ACCOUNT STATEMENT CERTIFICATE ACCOUNT Beginning Balance 0.00 Deposits Payments of Interest and Principal 27,507,302.11 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 150,307.25 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 27,657,609.36 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 417,910.38 Payment of Interest and Principal 27,239,698.98 Total Withdrawals (Pool Distribution Amount) 27,657,609.36 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 346,281.26 Additional Servicing Fee 71,482.05 Miscellaneous Fee 147.07 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 417,910.38
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 131 0 0 0 131 30,152,611.38 0.00 0.00 0.00 30,152,611.38 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 131 0 0 0 131 30,152,611.38 0.00 0.00 0.00 30,152,611.38 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 2.089647% 0.000000% 0.000000% 0.000000% 2.089647% 2.097643% 0.000000% 0.000000% 0.000000% 2.097643% 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 2.089647% 0.000000% 0.000000% 0.000000% 2.089647% 2.097643% 0.000000% 0.000000% 0.000000% 2.097643%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 54 0 0 0 54 13,845,991.42 0.00 0.00 0.00 13,845,991.42 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 54 0 0 0 54 13,845,991.42 0.00 0.00 0.00 13,845,991.42 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.139461% 0.000000% 0.000000% 0.000000% 2.139461% 2.282576% 0.000000% 0.000000% 0.000000% 2.282576% 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 2.139461% 0.000000% 0.000000% 0.000000% 2.139461% 2.282576% 0.000000% 0.000000% 0.000000% 2.282576% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 65 0 0 0 65 11,245,172.52 0.00 0.00 0.00 11,245,172.52 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 65 0 0 0 65 11,245,172.52 0.00 0.00 0.00 11,245,172.52 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 2.415459% 0.000000% 0.000000% 0.000000% 2.415459% 2.339730% 0.000000% 0.000000% 0.000000% 2.339730% 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 2.415459% 0.000000% 0.000000% 0.000000% 2.415459% 2.339730% 0.000000% 0.000000% 0.000000% 2.339730% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 1 0 0 0 1 235,600.00 0.00 0.00 0.00 235,600.00 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 1 0 0 0 1 235,600.00 0.00 0.00 0.00 235,600.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.411523% 0.000000% 0.000000% 0.000000% 0.411523% 0.481471% 0.000000% 0.000000% 0.000000% 0.481471% 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 0.411523% 0.000000% 0.000000% 0.000000% 0.411523% 0.481471% 0.000000% 0.000000% 0.000000% 0.481471% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 11 0 0 0 11 4,825,847.44 0.00 0.00 0.00 4,825,847.44 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 11 0 0 0 11 4,825,847.44 0.00 0.00 0.00 4,825,847.44 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 3.426791% 0.000000% 0.000000% 0.000000% 3.426791% 3.119152% 0.000000% 0.000000% 0.000000% 3.119152% 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 3.426791% 0.000000% 0.000000% 0.000000% 3.426791% 3.119152% 0.000000% 0.000000% 0.000000% 3.119152% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group 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 Group 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 150,307.25
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.685823% Weighted Average Net Coupon 5.405972% Weighted Average Pass-Through Rate 5.341804% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 6,391 Number Of Loans Paid In Full 122 Ending Scheduled Collateral Loan Count 6,269 Beginning Scheduled Collateral Balance 1,484,854,440.87 Ending Scheduled Collateral Balance 1,437,228,839.94 Ending Actual Collateral Balance at 30-Nov-2004 1,437,452,075.55 Monthly P &I Constant 7,191,011.95 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,464,334,920.72 Scheduled Principal 283,930.01 Unscheduled Principal 20,235,489.66
Prefunding Amount 27,106,080.78 Interest Coverage 121,991.94 Interest Coverage Account Balance 89,315.92
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Coupon Rate 5.685823% Weighted Average Net Rate 5.405972% Weighted Average Pass Through Rate 5.341804% Weighted Average Maturity 358 Record Date 11/30/2004 Principal and Interest Constant 7,191,011.95 Beginning Loan Count 6,391 Loans Paid in Full 122 Ending Loan Count 6,269 Beginning Scheduled Balance 1,484,854,440.87 Ending Scheduled Balance 1,437,228,839.94 Ending Actual Balance at 30-Nov-2004 1,437,452,075.55 Scheduled Principal 283,930.01 Unscheduled Principal 20,235,489.66 Scheduled Interest 6,907,081.94 Servicing Fee 346,281.26 Master Servicing Fee 0.00 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 71,629.12 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,489,171.56 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Special Servicing Fee 0.00 Prepayment Penalties 0.00
Miscellaneous Reporting Senior Percentage Group II-1 92.248230% Senior Percentage Group II-2 92.249420% Senior Percentage Group II-3 92.249628% Senior Percentage Group II-4 0.922486% Senior Prepayment Percentage Group II-1 1.000000% Senior Prepayment Percentage Group II-2 1.000000% Senior Prepayment Percentage Group II-3 1.000000% Senior Prepayment Percentage Group II-4 1.000000% Trigger Event NO Interest Carry Forward Amount 0.00 Subordinate Prepay Percent Group II-1 0.000000% Subordinate Prepay Percent Group II-2 0.000000% Subordinate Prepay Percent Group II-3 0.000000% Subordinate Prepay Percent Group II-4 0.000000% Subordinate Percentage Group II-1 0.000000% Subordinate Percentage Group II-2 0.000000% Subordinate Percentage Group II-3 0.000000% Subordinate Percentage Group II-4 0.000000%
Group Level Collateral Statement Group Group I-1 Group I-2 Group II-1 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.898089 5.849200 4.772846 Weighted Average Net Rate 5.664403 5.476901 4.527142 Weighted Average Maturity 357 357 357 Beginning Loan Count 2,568 2,738 243 Loans Paid In Full 44 47 0 Ending Loan Count 2,524 2,691 243 Beginning Scheduled Balance 625,321,713.00 488,971,150.00 48,941,861.00 Ending scheduled Balance 606,497,242.87 480,537,118.21 48,928,279.18 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 3,134,151.57 2,496,976.71 202,013.39 Scheduled Principal 111,914.58 113,568.27 7,353.41 Unscheduled Principal 8,282,295.38 8,320,463.04 6,227.98 Scheduled Interest 3,022,236.99 2,383,408.44 194,659.98 Servicing Fees 121,774.09 151,702.80 10,021.01 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 53,719.56 0.00 5,273.32 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 2,846,743.34 2,231,705.64 179,365.65 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 5.555602 5.476901 4.397846
Group Level Collateral Statement Group Group II-2 Group II-3 Group II-4 Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.764105 5.400897 5.804803 Weighted Average Net Rate 4.584990 5.126950 5.468456 Weighted Average Maturity 358 357 358 Beginning Loan Count 343 310 189 Loans Paid In Full 22 5 4 Ending Loan Count 321 305 185 Beginning Scheduled Balance 170,157,168.00 97,460,556.00 54,001,894.00 Ending scheduled Balance 154,694,782.59 94,932,513.53 51,638,903.56 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 648,191.44 453,351.53 256,327.31 Scheduled Principal 26,526.02 18,252.79 6,314.94 Unscheduled Principal 1,866,038.33 1,721,789.29 38,675.64 Scheduled Interest 621,665.42 435,098.74 250,012.37 Servicing Fees 25,398.04 22,249.16 15,136.16 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 9,172.34 2,597.45 866.45 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 587,095.04 410,252.13 234,009.76 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 4.499176 5.092475 5.433254
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.685823 Weighted Average Net Rate 5.405972 Weighted Average Maturity 358.00 Record Date 11/30/2004 Principal And Interest Constant 7,191,011.95 Beginning Loan Count 6,391 Loans Paid In Full 122 Ending Loan Count 6,269 Beginning Scheduled Balance 1,484,854,342.00 Ending Scheduled Balance 1,437,228,839.94 Scheduled Principal 283,930.01 Unscheduled Principal 20,235,489.66 Scheduled Interest 6,907,081.94 Servicing Fee 346,281.26 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 71,629.12 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 6,489,171.56 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 5.341804
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