8-K 1 dms04003_nov.txt NOVEMBER 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): November 26, 2004 DEUTSCHE MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-100675-05 54-2151943 Pooling and Servicing Agreement) (Commission 54-2151944 (State or other File Number) 54-2151945 jurisdiction 54-2151946 of Incorporation) 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 November 26, 2004 a distribution was made to holders of DEUTSCHE MORTGAGE SECURITIES, INC., Mortgage Pass-Through Certificates, Series 2004-3 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the November 26, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. DEUTSCHE MORTGAGE SECURITIES, INC. Mortgage Pass-Through Certificates, Series 2004-3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Master Servicer By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/4/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-3 Trust, relating to the November 26, 2004 distribution. EX-99.1

Deutsche Mortgage Securities Mortgage Pass-Through Certificates Record Date: 810/31/042004 Distribution Date: 911/2726/042004 DMS Series: 2004-3 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A-1 251563DS8 SEN 12.~~79500~~11250% 6759,~~966~~068,~~128~~143.3485 ~~111~~110,~~832~~916.6085 42,~~046~~903,~~349~~486.2141 I-A-2 251563DT6 SEN 2.91000% 12,779,000.00 30,989.0807 0.00 I-A-3 251563DU3 SEN 3.59000% 23,292,000.00 69,681.90 0.00 I-A-4 251563DV1 SEN 4.60000% 16,685,000.00 63,959.17 0.00 I-A-5 251563DW9 SEN 5.36000% 22,551,000.00 100,727.80 0.00 I-A-6 251563DX7 SEN 4.36000% 25,000,000.00 90,833.33 0.00 I-A-7 251563DY5 SEN 3.75000% 50,000,000.00 156,250.00 0.00 I-AI-O 251563DZ2 SEN 4.50000% 0.00 ~~117~~93,~~187~~750.5000 0.00 I-M-1 251563EA6 SUB 4.87000% 6,000,000.00 24,350.00 0.00 I-M-2 251563EB4 SUB 5.32000% 4,375,000.00 19,395.83 0.00 I-M-3 251563EC2 SUB 6.07000% 1,875,000.00 9,484.3837 0.00 I-CE DMS043OC1 SEN 0.00000% 874,058.00 ~~503~~385,~~412~~999.0018 0.00 I-P DMS0403P1 SEN 0.00000% 100.00 4650,~~969~~147.5188 0.00 I-R DMS0403R1 SEN 0.00000% 0.00 0.00 0.00 II-AR-1 251563ED0 SEN 12.~~88500~~20250% 8881,~~058~~057,~~849~~836.2645 ~~152,~~158,693.3522 13,~~946~~486,~~382~~423.5561 II-AR-2 251563EE8 SEN 2.~~00500~~32250% ~~115~~109,~~881~~637,~~028~~281.3998 ~~212~~226,~~979~~340.6706 49,~~120~~024,~~132~~225.7905 II-MR-1 251563EF5 SUB 2.~~21500~~53250% 8,625,000.00 1719,~~512~~415.3483 0.00 II-MR-2 251563EG3 SUB 23.~~86500~~18250% 5,875,000.00 1516,~~429~~619.2272 0.00 II-MR-3 251563EH1 SUB 3.~~61500~~93250% 4,875,000.00 1617,~~154~~040.5383 0.00 II-CE DMS043OC2 SEN 0.00000% 286.54 ~~667,579~~0.9700 0.00 II-P DMS0403P2 SEN 0.00000% 100.00 015,405.0062 0.00 II-R DMS0403R2 SEN 0.00000% 0.00 0.00 0.00 Totals ~~454~~432,~~712~~569,~~550~~806.5382 21,~~426~~660,~~887~~000.1866 1015,~~112~~414,~~864~~135.5507

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 6356,~~919~~164,~~779~~657.1344 43,~~158~~014,~~181~~403.8126 0.00 I-A-2 0.00 12,779,000.00 30,989.0807 0.00 I-A-3 0.00 23,292,000.00 69,681.90 0.00 I-A-4 0.00 16,685,000.00 63,959.17 0.00 I-A-5 0.00 22,551,000.00 100,727.80 0.00 I-A-6 0.00 25,000,000.00 90,833.33 0.00 I-A-7 0.00 50,000,000.00 156,250.00 0.00 I-AI-O 0.00 0.00 ~~117~~93,~~187~~750.5000 0.00 I-M-1 0.00 6,000,000.00 24,350.00 0.00 I-M-2 0.00 4,375,000.00 19,395.83 0.00 I-M-3 0.00 1,875,000.00 9,484.3837 0.00 I-CE 0.00 874,058.00 ~~503~~385,~~412~~999.0018 0.00 I-P 0.00 100.00 4650,~~969~~147.5188 0.00 I-R 0.00 0.00 0.00 0.00 II-AR-1 0.00 8677,~~112~~571,~~466~~412.7184 23,~~098~~645,~~540~~116.9083 0.00 II-AR-2 0.00 ~~111~~100,~~760~~613,~~895~~056.6093 49,~~333~~250,~~112~~565.4611 0.00 II-MR-1 0.00 8,625,000.00 1719,~~512~~415.3483 0.00 II-MR-2 0.00 5,875,000.00 1516,~~429~~619.2272 0.00 II-MR-3 0.00 4,875,000.00 1617,~~154~~040.5383 0.00 II-CE 0.00 ~~286~~578,871.5441 ~~667,579~~0.9700 0.00 II-P 0.00 100.00 015,405.0062 0.00 II-R 0.00 0.00 0.00 0.00 Totals 0.00 ~~444~~417,~~599~~734,~~685~~256.9862 1217,~~539~~074,~~751~~135.73 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.

Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A-1 86,569,000.00 6759,~~966~~068,~~128~~143.3485 0.00 42,~~046~~903,~~349~~486.2141 0.00 0.00 I-A-2 12,779,000.00 12,779,000.00 0.00 0.00 0.00 0.00 I-A-3 23,292,000.00 23,292,000.00 0.00 0.00 0.00 0.00 I-A-4 16,685,000.00 16,685,000.00 0.00 0.00 0.00 0.00 I-A-5 22,551,000.00 22,551,000.00 0.00 0.00 0.00 0.00 I-A-6 25,000,000.00 25,000,000.00 0.00 0.00 0.00 0.00 I-A-7 50,000,000.00 50,000,000.00 0.00 0.00 0.00 0.00 I-AI-O 0.00 0.00 0.00 0.00 0.00 0.00 I-M-1 6,000,000.00 6,000,000.00 0.00 0.00 0.00 0.00 I-M-2 4,375,000.00 4,375,000.00 0.00 0.00 0.00 0.00 I-M-3 1,875,000.00 1,875,000.00 0.00 0.00 0.00 0.00 I-CE 873,958.00 874,058.00 0.00 0.00 0.00 0.00 I-P 100.00 100.00 0.00 0.00 0.00 0.00 I-R 0.00 0.00 0.00 0.00 0.00 0.00 II-AR-1 95,986,000.00 8881,~~058~~057,~~849~~836.2645 0.00 13,~~946~~486,~~382~~423.5561 0.00 0.00 II-AR-2 134,639,000.00 ~~115~~109,~~881~~637,~~028~~281.3998 0.00 49,~~120~~024,~~132~~225.7905 0.00 0.00 II-MR-1 8,625,000.00 8,625,000.00 0.00 0.00 0.00 0.00 II-MR-2 5,875,000.00 5,875,000.00 0.00 0.00 0.00 0.00 II-MR-3 4,875,000.00 4,875,000.00 0.00 0.00 0.00 0.00 II-CE 287.00 286.54 0.00 0.00 0.00 0.00 II-P 100.00 100.00 0.00 0.00 0.00 0.00 II-R 0.00 0.00 0.00 0.00 0.00 0.00 Totals 500,000,445.00 ~~454~~432,~~712~~569,~~550~~806.5382 0.00 1015,~~112~~414,~~864~~135.5507 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 42,~~046~~903,~~349~~486.2141 6356,~~919~~164,~~779~~657.1344 0.~~73836800~~64878487 42,~~046~~903,~~349~~486.2141 I-A-2 0.00 12,779,000.00 1.00000000 0.00 I-A-3 0.00 23,292,000.00 1.00000000 0.00 I-A-4 0.00 16,685,000.00 1.00000000 0.00 I-A-5 0.00 22,551,000.00 1.00000000 0.00 I-A-6 0.00 25,000,000.00 1.00000000 0.00 I-A-7 0.00 50,000,000.00 1.00000000 0.00 I-AI-O 0.00 0.00 0.00000000 0.00 I-M-1 0.00 6,000,000.00 1.00000000 0.00 I-M-2 0.00 4,375,000.00 1.00000000 0.00 I-M-3 0.00 1,875,000.00 1.00000000 0.00 I-CE 0.00 874,058.00 1.00011442 0.00 I-P 0.00 100.00 1.00000000 0.00 I-R 0.00 0.00 0.00000000 0.00 II-AR-1 13,~~946~~486,~~382~~423.5561 8677,~~112~~571,~~466~~412.7184 0.~~89713569~~80815341 13,~~946~~486,~~382~~423.5561 II-AR-2 49,~~120~~024,~~132~~225.7905 ~~111~~100,~~760~~613,~~895~~056.6093 0.~~83007818~~74728019 49,~~120~~024,~~132~~225.7905 II-MR-1 0.00 8,625,000.00 1.00000000 0.00 II-MR-2 0.00 5,875,000.00 1.00000000 0.00 II-MR-3 0.00 4,875,000.00 1.00000000 0.00 II-CE 0.00 ~~286~~578,871.5441 02,016.~~99839721~~97355401 0.00 II-P 0.00 100.00 1.00000000 0.00 II-R 0.00 0.00 0.00000000 0.00 Totals 1015,~~112~~414,~~864~~135.5507 ~~444~~417,~~599~~734,~~685~~256.9862 0.~~88919858~~83546777 1015,~~112~~414,~~864~~135.5507

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 86,569,000.00 ~~785~~682.~~10931557~~32443311 0.00000000 4633.~~74131860~~53956278 0.00000000 I-A-2 12,779,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-3 23,292,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-4 16,685,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-5 22,551,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-6 25,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A-7 50,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-AI-O 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-M-1 6,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-2 4,375,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-M-3 1,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-CE 873,958.00 1000.11442197 0.00000000 0.00000000 0.00000000 I-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-R 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 95,986,000.00 ~~917~~844.~~41346926~~47561571 0.00000000 2036.~~27777540~~32220959 0.00000000 II-AR-2 134,639,000.00 ~~860~~814.~~67950883~~30552797 0.00000000 3067.~~60133238~~02534221 0.00000000 II-MR-1 8,625,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-MR-2 5,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-MR-3 4,875,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-CE 287.00 998.39721254 0.00000000 0.00000000 0.00000000 II-P 100.00 1000.00000000 0.00000000 0.00000000 0.00000000 II-R 0.00 0.00000000 0.00000000 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-A-1 0.00000000 4633.~~74131860~~53956278 ~~738~~648.~~36799697~~78487033 0.~~73836800~~64878487 4633.~~74131860~~53956278 I-A-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-6 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A-7 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-AI-O 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-CE 0.00000000 0.00000000 1,000.11442197 1.00011442 0.00000000 I-P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 0.00000000 2036.~~27777540~~32220959 ~~897~~808.~~13569385~~15340612 0.~~89713569~~80815341 2036.~~27777540~~32220959 II-AR-2 0.00000000 3067.~~60133238~~02534221 ~~830~~747.~~07817646~~28018576 0.~~83007818~~74728019 3067.~~60133238~~02534221 II-MR-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-MR-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-MR-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-CE 0.00000000 0.00000000 ~~998~~2,016,973.~~39721254~~55400697 02016.~~99839721~~97355401 0.00000000 II-P 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 II-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 86,569,000.00 12.~~79500~~11250% 6759,~~966~~068,~~128~~143.3485 ~~111~~110,~~832~~916.6085 0.00 0.00 I-A-2 12,779,000.00 2.91000% 12,779,000.00 30,989.08 0.00 0.00 I-A-3 23,292,000.00 3.59000% 23,292,000.00 69,681.90 0.00 0.00 I-A-4 16,685,000.00 4.60000% 16,685,000.00 63,959.17 0.00 0.00 I-A-5 22,551,000.00 5.36000% 22,551,000.00 100,727.80 0.00 0.00 I-A-6 25,000,000.00 4.36000% 25,000,000.00 90,833.33 0.00 0.00 I-A-7 50,000,000.00 3.75000% 50,000,000.00 156,250.00 0.00 0.00 I-AI-O 0.00 4.50000% 3125,~~250~~000,000.00 ~~117~~93,~~187~~750.5000 0.00 0.00 I-M-1 6,000,000.00 4.87000% 6,000,000.00 24,350.00 0.00 0.00 I-M-2 4,375,000.00 5.32000% 4,375,000.00 19,395.83 0.00 0.00 I-M-3 1,875,000.00 6.07000% 1,875,000.00 9,484.38 0.00 0.00 I-CE 873,958.00 0.00000% 874,058.00 0.00 0.00 0.00 I-P 100.00 0.00000% 100.00 0.00 0.00 0.00 I-R 0.00 0.00000% 0.00 0.00 0.00 0.00 II-AR-1 95,986,000.00 12.~~88500~~20250% 8881,~~058~~057,~~849~~836.2645 ~~152,~~158,693.3523 0.00 0.00 II-AR-2 134,639,000.00 2.~~00500~~32250% ~~115~~109,~~881~~637,~~028~~281.3998 ~~212~~226,~~979~~340.6708 0.00 0.00 II-MR-1 8,625,000.00 2.~~21500~~53250% 8,625,000.00 1719,~~512~~415.3483 0.00 0.00 II-MR-2 5,875,000.00 23.~~86500~~18250% 5,875,000.00 1516,~~429~~619.2272 0.00 0.00 II-MR-3 4,875,000.00 3.~~61500~~93250% 4,875,000.00 1617,~~154~~040.5383 0.00 0.00 II-CE 287.00 0.00000% 286.54 0.00 0.00 0.00 II-P 100.00 0.00000% 100.00 0.00 0.00 0.00 II-R 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 500,000,445.00 1,208,~~925~~448.7003 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 ~~111~~110,~~832~~916.6085 0.00 6356,~~919~~164,~~779~~657.1344 I-A-2 0.00 0.00 30,989.0807 0.00 12,779,000.00 I-A-3 0.00 0.00 69,681.90 0.00 23,292,000.00 I-A-4 0.00 0.00 63,959.17 0.00 16,685,000.00 I-A-5 0.00 0.00 100,727.80 0.00 22,551,000.00 I-A-6 0.00 0.00 90,833.33 0.00 25,000,000.00 I-A-7 0.00 0.00 156,250.00 0.00 50,000,000.00 I-AI-O 0.00 0.00 ~~117~~93,~~187~~750.5000 0.00 3125,~~250~~000,000.00 I-M-1 0.00 0.00 24,350.00 0.00 6,000,000.00 I-M-2 0.00 0.00 19,395.83 0.00 4,375,000.00 I-M-3 0.00 0.00 9,484.3837 0.00 1,875,000.00 I-CE 0.00 0.00 ~~503~~385,~~412~~999.0018 0.00 874,058.00 I-P 0.00 0.00 4650,~~969~~147.5188 0.00 100.00 I-R 0.00 0.00 0.00 0.00 0.00 II-AR-1 0.0001 0.00 ~~152,~~158,693.3522 0.00 8677,~~112~~571,~~466~~412.7184 II-AR-2 0.0001 0.00 ~~212~~226,~~979~~340.6706 0.00 ~~111~~100,~~760~~613,~~895~~056.6093 II-MR-1 0.00 0.00 1719,~~512~~415.3483 0.00 8,625,000.00 II-MR-2 0.00 0.00 1516,~~429~~619.2272 0.00 5,875,000.00 II-MR-3 0.00 0.00 1617,~~154~~040.5383 0.00 4,875,000.00 II-CE 0.00 0.00 ~~667,579~~0.9700 0.00 ~~286~~578,871.5441 II-P 0.00 0.00 015,405.0062 0.00 100.00 II-R 0.00 0.00 0.00 0.00 0.00 Totals 0.0002 0.00 21,~~426~~660,~~887~~000.1866 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 86,569,000.00 12.~~79500~~11250% ~~785~~682.~~10931557~~32443311 1.~~29183195~~28125368 0.00000000 0.00000000 I-A-2 12,779,000.00 2.91000% 1000.00000000 2.42500039 0.00000000 0.00000000 I-A-3 23,292,000.00 3.59000% 1000.00000000 2.99166667 0.00000000 0.00000000 I-A-4 16,685,000.00 4.60000% 1000.00000000 3.83333353 0.00000000 0.00000000 I-A-5 22,551,000.00 5.36000% 1000.00000000 4.46666667 0.00000000 0.00000000 I-A-6 25,000,000.00 4.36000% 1000.00000000 3.63333320 0.00000000 0.00000000 I-A-7 50,000,000.00 3.75000% 1000.00000000 3.12500000 0.00000000 0.00000000 I-AI-O 0.00 4.50000% ~~1000~~800.00000000 3.~~75000000~~00000000 0.00000000 0.00000000 I-M-1 6,000,000.00 4.87000% 1000.00000000 4.05833333 0.00000000 0.00000000 I-M-2 4,375,000.00 5.32000% 1000.00000000 4.43333257 0.00000000 0.00000000 I-M-3 1,875,000.00 6.07000% 1000.00000000 5.05833600 0.00000000 0.00000000 I-CE 873,958.00 0.00000% 1000.11442197 0.00000000 0.00000000 0.00000000 I-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 I-R 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 95,986,000.00 12.~~88500~~20250% ~~917~~844.~~41346926~~47561571 1.~~58521399~~65329558 0.00000000 0.00000000 II-AR-2 134,639,000.00 2.~~00500~~32250% ~~860~~814.~~67950883~~30552797 1.~~58185719~~68108854 0.00000000 0.00000000 II-MR-1 8,625,000.00 2.~~21500~~53250% 1000.00000000 2.~~03041623~~25111072 0.00000000 0.00000000 II-MR-2 5,875,000.00 23.~~86500~~18250% 1000.00000000 2.~~62625021~~82888851 0.00000000 0.00000000 II-MR-3 4,875,000.00 3.~~61500~~93250% 1000.00000000 3.~~31374974~~49555487 0.00000000 0.00000000 II-CE 287.00 0.00000% 998.39721254 0.00000000 0.00000000 0.00000000 II-P 100.00 0.00000% 1000.00000000 0.00000000 0.00000000 0.00000000 II-R 0.00 0.00000% 0.00000000 0.00000000 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-A-1 0.00000000 0.00000000 1.~~29183195~~28125368 0.00000000 ~~738~~648.~~36799697~~78487033 I-A-2 0.00000000 0.00000000 2.~~42500039~~42499961 0.00000000 1000.00000000 I-A-3 0.00000000 0.00000000 2.99166667 0.00000000 1000.00000000 I-A-4 0.00000000 0.00000000 3.83333353 0.00000000 1000.00000000 I-A-5 0.00000000 0.00000000 4.46666667 0.00000000 1000.00000000 I-A-6 0.00000000 0.00000000 3.63333320 0.00000000 1000.00000000 I-A-7 0.00000000 0.00000000 3.12500000 0.00000000 1000.00000000 I-AI-O 0.00000000 0.00000000 3.~~75000000~~00000000 0.00000000 ~~1000~~800.00000000 I-M-1 0.00000000 0.00000000 4.05833333 0.00000000 1000.00000000 I-M-2 0.00000000 0.00000000 4.43333257 0.00000000 1000.00000000 I-M-3 0.00000000 0.00000000 5.~~05833600~~05833067 0.00000000 1000.00000000 I-CE 0.00000000 0.00000000 ~~576~~441.~~01395033~~66788335 0.00000000 1000.11442197 I-P 0.00000000 0.00000000 ~~469695~~501478.~~10000000~~80000000 0.00000000 1000.00000000 I-R 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-AR-1 0.~~00000000~~00000010 0.00000000 1.~~58521399~~65329548 0.00000000 ~~897~~808.~~13569385~~15340612 II-AR-2 0.~~00000000~~00000007 0.00000000 1.~~58185719~~68108839 0.00000000 ~~830~~747.~~07817646~~28018576 II-MR-1 0.00000000 0.00000000 2.~~03041623~~25111072 0.00000000 1000.00000000 II-MR-2 0.00000000 0.00000000 2.~~62625021~~82888851 0.00000000 1000.00000000 II-MR-3 0.00000000 0.00000000 3.~~31374974~~49555487 0.00000000 1000.00000000 II-CE 0.00000000 0.00000000 ~~2326062~~0.~~61324042~~00000000 0.00000000 ~~998~~2016973.~~39721254~~55400697 II-P 0.00000000 0.00000000 0154056.~~00000000~~20000000 0.00000000 1000.00000000 II-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 1217,~~596~~183,~~711~~003.6994 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 7083,~~346~~772.6137 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0(91,187.0074) Prepayment Penalties 4665,~~969~~553.5150 Total Deposits 1217,~~714~~241,~~027~~142.8107 Withdrawals Reimbursement for Servicer Advances 7168,~~241~~815.3834 Payment of Service Fee ~~103~~98,~~034~~191.7000 Payment of Interest and Principal 1217,~~539~~074,~~751~~135.73 Total Withdrawals (Pool Distribution Amount) 1217,~~714~~241,~~027~~142.8107 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee 9490,~~731~~118.8071 AMBAC, Class I-A-5 & I-A-6 3,566.33 Credit Risk Manager 3,~~789~~604.2779 Master Servicing Fee ~~947~~901.3017 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~103~~98,~~034~~191.7000

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 1 0 0 1 ~~137~~75,~~627~~456.2029 0.00 0.00 ~~137~~75,~~627~~456.2029 30 Days 1620 0 0 0 1620 34,~~349,~~173,153.0481 0.00 0.00 0.00 34,~~349,~~173,153.0481 60 Days 1012 01 0 0 1013 2,~~037~~651,~~872~~280.2342 0137,627.0020 0.00 0.00 2,~~037~~788,~~872~~907.2362 90 Days 32 30 152 10 224 ~~763~~244,~~166~~200.0100 ~~293,575~~0.4800 3576,~~539,047~~882.6729 ~~104,288~~0.2600 4821,~~700,077~~082.4229 120 Days 60 1 14 0 85 ~~707,987~~0.0900 ~~101~~103,~~779~~239.5598 65490,~~406~~729.7649 0.00 ~~875~~593,~~173~~969.4047 150 Days 0 01 015 03 019 0.00 0265,623.0030 03,268,459.0066 0336,747.0062 03,870,830.0058 180+ Days 0 02 05 0 07 0.00 0246,739.0048 0525,063.0003 0.00 0771,802.0051 Totals 3534 56 1626 13 5769 67,~~858~~068,~~198~~634.3723 ~~532~~828,~~982~~686.2325 34,~~604~~861,~~454~~134.4347 ~~104~~336,~~288~~747.2662 1113,~~099~~095,~~923~~202.2957 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.~~046512~~048900% 0.000000% 0.000000% 0.~~046512~~048900% 0.~~030941~~018054% 0.000000% 0.000000% 0.~~030941~~018054% 30 Days 0.~~744186~~977995% 0.000000% 0.000000% 0.000000% 0.~~744186~~977995% 0.~~752959~~998466% 0.000000% 0.000000% 0.000000% 0.~~752959~~998466% 60 Days 0.~~465116~~586797% 0.~~000000~~048900% 0.000000% 0.000000% 0.~~465116~~635697% 0.~~458153~~634344% 0.~~000000~~032929% 0.000000% 0.000000% 0.~~458153~~667272% 90 Days 0.~~139535~~097800% 0.~~139535~~000000% 0.~~697674~~097800% 0.~~046512~~000000% 10.~~023256~~195599% 0.~~171575~~058427% 0.~~066001~~000000% 0.~~795647~~138025% 0.~~023446~~000000% 10.~~056669~~196452% 120 Days 0.~~279070~~000000% 0.~~046512~~048900% 0.~~046512~~195599% 0.000000% 0.~~372093~~244499% 0.~~159169~~000000% 0.~~022882~~024701% 0.~~014705~~117412% 0.000000% 0.~~196756~~142113% 150 Days 0.000000% 0.~~000000~~048900% 0.~~000000~~733496% 0.~~000000~~146699% 0.~~000000~~929095% 0.000000% 0.~~000000~~063553% 0.~~000000~~782010% 0.~~000000~~080570% 0.~~000000~~926133% 180+ Days 0.000000% 0.~~000000~~097800% 0.~~000000~~244499% 0.000000% 0.~~000000~~342298% 0.000000% 0.~~000000~~059035% 0.~~000000~~125626% 0.000000% 0.~~000000~~184661% Totals 1.~~627907~~662592% 0.~~232558~~293399% 01.~~744186~~271394% 0.~~046512~~146699% 23.~~651163~~374083% 1.~~541856~~691237% 0.~~119825~~198271% 01.~~810351~~163072% 0.~~023446~~080570% 23.~~495479~~133150%

Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group I, Pool 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 1 0 0 1 ~~137~~75,~~627~~456.2029 0.00 0.00 ~~137~~75,~~627~~456.2029 30 Days 814 0 0 0 814 12,~~816~~410,~~407~~353.6881 0.00 0.00 0.00 12,~~816~~410,~~407~~353.6881 60 Days 1012 01 0 0 1013 2,~~037~~651,~~872~~280.2342 0137,627.0020 0.00 0.00 2,~~037~~788,~~872~~907.2362 90 Days 20 30 152 10 212 ~~663,416~~0.0100 ~~293,575~~0.4800 3576,~~539,047~~882.6729 ~~104,288~~0.2600 4576,~~600,327~~882.4229 120 Days 60 1 14 0 85 ~~707,987~~0.0900 ~~101~~103,~~779~~239.5598 65490,~~406~~729.7649 0.00 ~~875~~593,~~173~~969.4047 150 Days 0 01 015 02 018 0.00 0265,623.0030 03,268,459.0066 0236,997.0062 03,771,080.0058 180 Days 0 02 05 0 07 0.00 0246,739.0048 0525,063.0003 0.00 0771,802.0051 Totals 26 56 1626 12 4860 5,~~225~~061,~~683~~634.0123 ~~532~~828,~~982~~686.2325 34,~~604~~861,~~454~~134.4347 ~~104~~236,~~288~~997.2662 910,~~467~~988,~~407~~452.9357 0-29 Days 0.~~081037~~083542% 0.000000% 0.000000% 0.~~081037~~083542% 0.~~060485~~034328% 0.000000% 0.000000% 0.~~060485~~034328% 30 Days 01.~~648298~~169591% 0.000000% 0.000000% 0.000000% 01.~~648298~~169591% 01.~~798278~~096579% 0.000000% 0.000000% 0.000000% 01.~~798278~~096579% 60 Days 01.~~810373~~002506% 0.~~000000~~083542% 0.000000% 0.000000% 01.~~810373~~086048% 01.~~895608~~206187% 0.~~000000~~062613% 0.000000% 0.000000% 01.~~895608~~268800% 90 Days 0.~~162075~~000000% 0.~~243112~~000000% 10.~~215559~~167084% 0.~~081037~~000000% 10.~~701783~~167084% 0.~~291559~~000000% 0.~~129021~~000000% 10.~~555348~~262450% 0.~~045833~~000000% 20.~~021761~~262450% 120 Days 0.~~486224~~000000% 0.~~081037~~083542% 0.~~081037~~334169% 0.000000% 0.~~648298~~417711% 0.~~311148~~000000% 0.~~044730~~046969% 0.~~028745~~223255% 0.000000% 0.~~384623~~270224% 150 Days 0.000000% 0.~~000000~~083542% 01.~~000000~~253133% 0.~~000000~~167084% 01.~~000000~~503759% 0.000000% 0.~~000000~~120844% 01.~~000000~~486970% 0.~~000000~~107821% 01.~~000000~~715635% 180 Days 0.000000% 0.~~000000~~167084% 0.~~000000~~417711% 0.000000% 0.~~000000~~584795% 0.000000% 0.~~000000~~112253% 0.~~000000~~238875% 0.000000% 0.~~000000~~351128% Totals 2.~~106969~~172097% 0.~~405186~~501253% 12.~~296596~~172097% 0.~~081037~~167084% 35.~~889789~~012531% 2.~~296594~~302766% 0.~~234236~~377007% 12.~~584093~~211549% 0.~~045833~~107821% 4.~~160755~~999143% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II, Pool 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 74 0 0 0 74 1819,~~259,831~~800.6500 0.00 0.00 0.00 1819,~~259,831~~800.6500 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 12 0 0 0 12 99244,~~750~~200.00 0.00 0.00 0.00 99244,~~750~~200.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 01 01 0.00 0.00 0.00 099,750.00 099,750.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 86 0 0 01 87 1,~~359~~064,~~581~~000.6500 0.00 0.00 099,750.00 1,~~359~~163,~~581~~750.6500 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 10.~~320755~~819672% 0.000000% 0.000000% 0.000000% 10.~~320755~~819672% 10.~~337655~~955453% 0.000000% 0.000000% 0.000000% 10.~~337655~~955453% 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.~~188679~~409836% 0.000000% 0.000000% 0.000000% 0.~~188679~~409836% 0.~~105912~~284608% 0.000000% 0.000000% 0.000000% 0.~~105912~~284608% 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~~204918% 0.~~000000~~204918% 0.000000% 0.000000% 0.000000% 0.~~000000~~116256% 0.~~000000~~116256% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.~~509434~~229508% 0.000000% 0.000000% 0.~~000000~~204918% 1.~~509434~~434426% 1.~~443567~~240060% 0.000000% 0.000000% 0.~~000000~~116256% 1.~~443567~~356316% DELINQUENT BANKRUPTCY FORECLOSURE REO Total Group II, Pool 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 12 0 0 0 12 ~~272~~943,~~933~~000.7100 0.00 0.00 0.00 ~~272~~943,~~933~~000.7100 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 0 0 12 ~~272~~943,~~933~~000.7100 0.00 0.00 0.00 ~~272~~943,~~933~~000.7100 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.~~259067~~555556% 0.000000% 0.000000% 0.000000% 0.~~259067~~555556% 0.~~221755~~839361% 0.000000% 0.000000% 0.000000% 0.~~221755~~839361% 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.~~259067~~555556% 0.000000% 0.000000% 0.000000% 0.~~259067~~555556% 0.~~221755~~839361% 0.000000% 0.000000% 0.000000% 0.~~221755~~839361%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 7083,~~346~~772.6137

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 6.~~577020~~578332% Weighted Average Net Coupon 6.~~327020~~328332% Weighted Average Pass-Through Rate 6.~~290086~~291108% Weighted Average Maturity(Stepdown Calculation ) ~~349~~347 Beginning Scheduled Collateral Loan Count 2,~~187~~099 Number Of Loans Paid In Full 3754 Ending Scheduled Collateral Loan Count 2,~~150~~045 Beginning Scheduled Collateral Balance ~~454~~432,~~712~~569,~~550~~806.5382 Ending Scheduled Collateral Balance ~~444~~417,~~599~~734,~~685~~256.9862 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2004 ~~444~~417,~~801~~956,~~394~~421.9230 Monthly P &I Constant 2,~~706~~581,~~630~~007.5250 Special Servicing Fee 0.00 Prepayment Penalties 4665,~~969~~553.5150 Realized Loss Amount 091,187.0074 Cumulative Realized Loss 091,187.0074 Ending Scheduled Balance for Premium Loans ~~444~~417,~~599~~734,~~685~~256.9862 Scheduled Principal ~~214~~209,~~419~~684.2143 Unscheduled Principal 914,~~898~~625,~~445~~865.3477

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~577020~~578332% Weighted Average Net Rate 6.~~327020~~328332% Weighted Average Pass Through Rate 6.~~290086~~291108% Weighted Average Maturity ~~349~~347 Record Date 0810/31/2004 Principal and Interest Constant 2,~~706~~581,~~630~~007.5250 Beginning Loan Count 2,~~187~~099 Loans Paid in Full 3754 Ending Loan Count 2,~~150~~045 Beginning Scheduled Balance ~~454~~432,~~712~~569,~~550~~806.5382 Ending Scheduled Balance ~~444~~417,~~599~~734,~~685~~256.9862 Ending Actual Balance at 31-~~Aug~~Oct-2004 ~~444~~417,~~801~~956,~~394~~421.9230 Scheduled Principal ~~214~~209,~~419~~684.2143 Unscheduled Principal 914,~~898~~625,~~445~~865.3477 Scheduled Interest 2,~~492~~371,~~211~~323.3107 Servicing Fee 9490,~~731~~118.8071 Master Servicing Fee ~~947~~901.3017 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 1312,~~048~~517.1707 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,~~383~~267,~~484~~786.0412 Realized Loss Amount 091,187.0074 Cumulative Realized Loss 091,187.0074 Percentage of Cumulative Losses 0.~~0000~~0182 Special Servicing Fee 0.00 Prepayment Penalties 4665,~~969~~553.5150

Miscellaneous Reporting Credit Enhancement Percentage Group I 5.~~772599~~976461% Credit Enhancement Percentage Group II 89.~~918480~~778661% Overcollateralization Amount Group I 874,058.00 Overcollateralization Amount Group II ~~286~~578,871.5441 Req Overcollateralization Amnt Group I 874,058.00 Req Overcollateralization Amnt Group II 1,500,002.32

Group Level Collateral Statement Group Group I, Pool 1 Group II, Pool 1 Group II, Pool 2 Collateral Description Mixed Fixed Mixed ARM Mixed ARM Weighted Average Coupon Rate 7.~~060828~~058048 6.~~071723~~064584 6.~~078711~~074396 Weighted Average Net Rate 6.~~810828~~808048 5.~~821723~~814584 5.~~828710~~824396 Weighted Average Maturity ~~343~~341 ~~355~~353 ~~354~~352 Beginning Loan Count 1,~~251~~212 ~~540~~506 ~~396~~381 Loans Paid In Full 1715 1018 1021 Ending Loan Count 1,~~234~~197 ~~530~~488 ~~386~~360 Beginning Scheduled Balance ~~231~~222,~~397~~499,~~286~~301.3485 9689,~~123~~122,~~286~~273.2746 ~~127~~120,~~191~~948,~~977~~231.9251 Ending scheduled Balance ~~227~~219,~~350~~595,~~937~~815.1344 9485,~~176~~797,~~903~~087.7285 ~~123~~112,~~071~~341,~~845~~353.1333 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant 1,~~560~~503,~~032~~804.3656 ~~493~~456,~~642~~635.1131 ~~652~~620,~~956~~567.0563 Scheduled Principal ~~198~~195,~~485~~128.3598 76,~~280~~227.4935 8,~~653~~328.3710 Unscheduled Principal 32,~~847~~708,~~863~~357.8643 13,~~939~~318,~~102~~958.0626 48,~~111~~598,~~479~~550.4208 Scheduled Interest 1,~~361~~308,~~547~~675.0158 ~~486~~450,~~361~~407.6296 ~~644~~612,~~302~~239.6853 Servicing Fees 4846,~~207~~354.7701 2018,~~025~~567.6914 2625,~~498~~197.3456 Master Servicing Fees ~~482~~463.0652 ~~200~~185.2668 ~~264~~251.9897 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 1110,~~187~~766.2147 ~~801~~742.0270 1,~~059~~007.9490 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 1,~~301~~251,~~669~~091.9758 ~~465~~430,~~334~~912.6544 ~~616~~585,~~479~~782.4210 Realized Loss Amount 091,187.0074 0.00 0.00 Cumulative Realized Loss 091,187.0074 0.00 0.00 Percentage of Cumulative Losses 0.~~0000~~0365 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 6.~~750312~~747481 5.~~809223~~802084 5.~~816211~~811896

Group Level Collateral Statement Group Total Collateral Description Mixed Fixed & Arm Weighted Average Coupon Rate 6.~~577020~~578332 Weighted Average Net Rate 6.~~327020~~328332 Weighted Average Maturity ~~349~~347 Beginning Loan Count 2,~~187~~099 Loans Paid In Full 3754 Ending Loan Count 2,~~150~~045 Beginning Scheduled Balance ~~454~~432,~~712~~569,~~550~~806.5382 Ending scheduled Balance ~~444~~417,~~599~~734,~~685~~256.9862 Record Date 0810/31/2004 Principal And Interest Constant 2,~~706~~581,~~630~~007.5250 Scheduled Principal ~~214~~209,~~419~~684.2143 Unscheduled Principal 914,~~898~~625,~~445~~865.3477 Scheduled Interest 2,~~492~~371,~~211~~323.3107 Servicing Fees 9490,~~731~~118.8071 Master Servicing Fees ~~947~~901.3017 Trustee Fee 0.00 FRY Amount 0.00 Special Hazard Fee 0.00 Other Fee 1312,~~048~~517.1707 Pool Insurance Fee 0.00 Spread Fee 1 0.00 Spread Fee 2 0.00 Spread Fee 3 0.00 Net Interest 2,~~383~~267,~~484~~786.0412 Realized Loss Amount 091,187.0074 Cumulative Realized Loss 091,187.0074 Percentage of Cumulative Losses 0.~~0000~~0182 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 6.~~290086~~291108

Filing Compare · DEUTSCHE MORTGAGE LOAN TRUST SERIES 2004-3