8-K 1 aeg04004_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 AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-110187-04 54-6636489 Pooling and Servicing Agreement) (Commission 54-6636490 (State or other File Number) 54-6636491 jurisdiction 54-6636492 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 AEGIS ASSET BACKED SECURITIES TRUST, Mortgage Pass-Through Certificates, Series 2004-4 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 2004-4 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. AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-4 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trustee By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/3/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage Pass-Through Certificates, Series 2004-4 Trust, relating to the November 26, 2004 distribution. EX-99.1

AEGIS Asset Backed Securities Trust Mortgage Pass-Through Certificates Record Date: 810/31/2004 Distribution Date: 911/2726/2004 AEGIS Series: 2004-4 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 A1 00764MCQ8 SEN 12.~~99000~~29250% ~~418~~414,~~000~~160,~~000~~813.0050 ~~716~~843,~~289~~967.4470 15,~~297~~387,~~217~~719.5965 A-2A 00764MCR6 SEN 12.~~99000~~32000% ~~200~~197,~~000~~605,~~000~~927.0038 ~~342~~407,~~722~~507.2234 ~~808~~3,~~930~~359,720.0011 A-2B 00764MCS4 SEN 2.~~18000~~48250% 60,660,000.00 ~~113~~133,~~872~~856.3040 0.00 M1 00764MCT2 MEZ 2.~~23000~~53250% 50,320,000.00 96113,~~628~~275.3891 0.00 M2 00764MCU9 MEZ 23.~~78000~~08250% 40,750,000.00 97111,~~550~~655.9700 0.00 M3 00764MCV7 MEZ 23.~~98000~~28250% 11,230,000.00 2832,~~817~~766.4364 0.00 B1 00764MCW5 SUB 3.~~43000~~73250% 8,320,000.00 2427,~~574~~603.0491 0.00 B2 00764MCX3 SUB 3.~~53000~~83250% 8,320,000.00 2528,~~290~~343.4947 0.00 B3 00764MCY1 SUB 5.~~13000~~43250% 8,320,000.00 3640,~~753~~176.6036 0.00 X AEG04004X OC 0.00000% 2325,~~770~~782,~~651~~413.9300 2,~~472~~378,~~423~~751.3422 0.00 P AEG04004P SEN 0.00000% ~~100~~0.00 23151,~~799~~293.7261 0.00 R1 AEG0404R1 RES 0.00000% 0.00 0.00 0.00 Totals ~~829~~825,~~690~~469,~~751~~153.9388 34,~~978~~269,~~721~~197.9356 28,~~106~~747,~~147~~439.5976

Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses A1 0.00 ~~416~~408,~~702~~773,~~782~~093.4184 26,~~013~~231,~~507~~687.0335 0.00 A-2A 0.00 ~~199~~194,~~191~~246,~~070~~207.0028 13,~~151~~767,~~652~~227.2245 0.00 A-2B 0.00 60,660,000.00 ~~113~~133,~~872~~856.3040 0.00 M1 0.00 50,320,000.00 96113,~~628~~275.3891 0.00 M2 0.00 40,750,000.00 97111,~~550~~655.9700 0.00 M3 0.00 11,230,000.00 2832,~~817~~766.4364 0.00 B1 0.00 8,320,000.00 2427,~~574~~603.0491 0.00 B2 0.00 8,320,000.00 2528,~~290~~343.4947 0.00 B3 0.00 8,320,000.00 3640,~~753~~176.6036 0.00 X 0.00 25,782,413.3100 2,~~472~~378,~~423~~751.3422 0.00 P 0.00 ~~100~~0.00 23151,~~799~~293.7261 0.00 R1 0.00 0.00 0.00 0.00 Totals 0.00 ~~829~~816,~~596~~721,~~365~~714.7212 613,~~084~~016,~~869~~637.5232 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) A1 418,000,000.00 ~~418~~414,~~000~~160,~~000~~813.0050 0.00 15,~~297~~387,~~217~~719.5965 0.00 0.00 A-2A 200,000,000.00 ~~200~~197,~~000~~605,~~000~~927.0038 0.00 ~~808~~3,~~930~~359,720.0011 0.00 0.00 A-2B 60,660,000.00 60,660,000.00 0.00 0.00 0.00 0.00 M1 50,320,000.00 50,320,000.00 0.00 0.00 0.00 0.00 M2 40,750,000.00 40,750,000.00 0.00 0.00 0.00 0.00 M3 11,230,000.00 11,230,000.00 0.00 0.00 0.00 0.00 B1 8,320,000.00 8,320,000.00 0.00 0.00 0.00 0.00 B2 8,320,000.00 8,320,000.00 0.00 0.00 0.00 0.00 B3 8,320,000.00 8,320,000.00 0.00 0.00 0.00 0.00 X 23,770,651.93 2325,~~770~~782,~~651~~413.9300 0.00 0.00 0.00 0.00 P 100.00 ~~100~~0.00 0.00 0.00 0.00 0.00 R1 0.00 0.00 0.00 0.00 0.00 0.00 Totals 829,690,751.93 ~~829~~825,~~690~~469,~~751~~153.9388 0.00 28,~~106~~747,~~147~~439.5976 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 A1 15,~~297~~387,~~217~~719.5965 ~~416~~408,~~702~~773,~~782~~093.4184 0.~~99689661~~97792606 15,~~297~~387,~~217~~719.5965 A-2A ~~808~~3,~~930~~359,720.0011 ~~199~~194,~~191~~246,~~070~~207.0028 0.~~99595535~~97123104 ~~808~~3,~~930~~359,720.0011 A-2B 0.00 60,660,000.00 1.00000000 0.00 M1 0.00 50,320,000.00 1.00000000 0.00 M2 0.00 40,750,000.00 1.00000000 0.00 M3 0.00 11,230,000.00 1.00000000 0.00 B1 0.00 8,320,000.00 1.00000000 0.00 B2 0.00 8,320,000.00 1.00000000 0.00 B3 0.00 8,320,000.00 1.00000000 0.00 X 0.00 25,782,413.3100 1.~~08463215~~08463214 0.00 P 0.00 ~~100~~0.00 10.00000000 0.00 R1 0.00 0.00 0.00000000 0.00 Totals 28,~~106~~747,~~147~~439.5976 ~~829~~816,~~596~~721,~~365~~714.7212 0.~~99988624~~98436883 28,~~106~~747,~~147~~439.5976

Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion A1 418,000,000.00 ~~1000~~990.~~00000000~~81534330 0.00000000 312.~~10339136~~88928146 0.00000000 A-2A 200,000,000.00 ~~1000~~988.~~00000000~~02963690 0.00000000 416.~~04465000~~79860055 0.00000000 A-2B 60,660,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M1 50,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M2 40,750,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 M3 11,230,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B1 8,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B2 8,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 B3 8,320,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 X 23,770,651.93 ~~1000~~1084.~~00000000~~63213697 0.00000000 0.00000000 0.00000000 P 100.00 ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 R1 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 A1 0.00000000 312.~~10339136~~88928146 ~~996~~977.~~89660864~~92606182 0.~~99689661~~97792606 312.~~10339136~~88928146 A-2A 0.00000000 416.~~04465000~~79860055 ~~995~~971.~~95535000~~23103640 0.~~99595535~~97123104 416.~~04465000~~79860055 A-2B 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 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 B1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 B3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 X 0.00000000 0.00000000 1,084.~~63215001~~63213697 1.~~08463215~~08463214 0.00000000 P 0.00000000 0.00000000 ~~1,000~~0.00000000 10.00000000 0.00000000 R1 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 A1 418,000,000.00 12.~~99000~~29250% ~~418~~414,~~000~~160,~~000~~813.0050 ~~716~~843,~~289~~967.4470 0.00 0.00 A-2A 200,000,000.00 12.~~99000~~32000% ~~200~~197,~~000~~605,~~000~~927.0038 ~~342~~407,~~722~~507.2234 0.00 0.00 A-2B 60,660,000.00 2.~~18000~~48250% 60,660,000.00 ~~113~~133,~~872~~856.3040 0.00 0.00 M1 50,320,000.00 2.~~23000~~53250% 50,320,000.00 96113,~~628~~275.3891 0.00 0.00 M2 40,750,000.00 23.~~78000~~08250% 40,750,000.00 97111,~~550~~655.9700 0.00 0.00 M3 11,230,000.00 23.~~98000~~28250% 11,230,000.00 2832,~~817~~766.4364 0.00 0.00 B1 8,320,000.00 3.~~43000~~73250% 8,320,000.00 2427,~~574~~603.0491 0.00 0.00 B2 8,320,000.00 3.~~53000~~83250% 8,320,000.00 2528,~~290~~343.4947 0.00 0.00 B3 8,320,000.00 5.~~13000~~43250% 8,320,000.00 3640,~~753~~176.6036 0.00 0.00 X 23,770,651.93 0.00000% 2325,~~770~~782,~~651~~413.9300 0.00 0.00 0.00 P 100.00 0.00000% ~~100~~0.00 0.00 0.00 0.00 R1 0.00 0.00000% 0.00 0.00 0.00 0.00 Totals 829,690,751.93 1,~~482~~739,~~498~~152.8773 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 A1 0.00 0.00 ~~716~~843,~~289~~967.4470 0.00 ~~416~~408,~~702~~773,~~782~~093.4184 A-2A 0.00 0.00 ~~342~~407,~~722~~507.2234 0.00 ~~199~~194,~~191~~246,~~070~~207.0028 A-2B 0.00 0.00 ~~113~~133,~~872~~856.3040 0.00 60,660,000.00 M1 0.00 0.00 96113,~~628~~275.3891 0.00 50,320,000.00 M2 0.00 0.00 97111,~~550~~655.9700 0.00 40,750,000.00 M3 0.00 0.00 2832,~~817~~766.4364 0.00 11,230,000.00 B1 0.00 0.00 2427,~~574~~603.0491 0.00 8,320,000.00 B2 0.00 0.00 2528,~~290~~343.4947 0.00 8,320,000.00 B3 0.00 0.00 3640,~~753~~176.6036 0.00 8,320,000.00 X 0.00 0.00 2,~~472~~378,~~423~~751.3422 0.00 25,782,413.3100 P 0.00 0.00 23151,~~799~~293.7261 0.00 ~~100~~0.00 R1 0.00 0.00 0.00 0.00 0.00 Totals 0.00 0.00 34,~~978~~269,~~721~~197.9356 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 A1 418,000,000.00 12.~~99000~~29250% ~~1000~~990.~~00000000~~81534330 12.~~71361110~~01906148 0.00000000 0.00000000 A-2A 200,000,000.00 12.~~99000~~32000% ~~1000~~988.~~00000000~~02963690 12.~~71361110~~03753670 0.00000000 0.00000000 A-2B 60,660,000.00 2.~~18000~~48250% 1000.00000000 12.~~87722222~~20666667 0.00000000 0.00000000 M1 50,320,000.00 2.~~23000~~53250% 1000.00000000 12.~~92027782~~25111109 0.00000000 0.00000000 M2 40,750,000.00 23.~~78000~~08250% 1000.00000000 2.~~39388883~~74000000 0.00000000 0.00000000 M3 11,230,000.00 23.~~98000~~28250% 1000.00000000 2.~~56611131~~91777738 0.00000000 0.00000000 B1 8,320,000.00 3.~~43000~~73250% 1000.00000000 23.~~95361058~~31777764 0.00000000 0.00000000 B2 8,320,000.00 3.~~53000~~83250% 1000.00000000 3.~~03972236~~40666707 0.00000000 0.00000000 B3 8,320,000.00 5.~~13000~~43250% 1000.00000000 4.~~41750000~~82888942 0.00000000 0.00000000 X 23,770,651.93 0.00000% ~~1000~~1084.~~00000000~~63213697 0.00000000 0.00000000 0.00000000 P 100.00 0.00000% ~~1000~~0.00000000 0.00000000 0.00000000 0.00000000 R1 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 A1 0.00000000 0.00000000 12.~~71361110~~01906148 0.00000000 ~~996~~977.~~89660864~~92606182 A-2A 0.00000000 0.00000000 12.~~71361110~~03753670 0.00000000 ~~995~~971.~~95535000~~23103640 A-2B 0.00000000 0.00000000 12.~~87722222~~20666667 0.00000000 1000.00000000 M1 0.00000000 0.00000000 12.~~92027782~~25111109 0.00000000 1000.00000000 M2 0.00000000 0.00000000 2.~~39388883~~74000000 0.00000000 1000.00000000 M3 0.00000000 0.00000000 2.~~56611131~~91777738 0.00000000 1000.00000000 B1 0.00000000 0.00000000 23.~~95361058~~31777764 0.00000000 1000.00000000 B2 0.00000000 0.00000000 3.~~03972236~~40666707 0.00000000 1000.00000000 B3 0.00000000 0.00000000 4.~~41750000~~82888942 0.00000000 1000.00000000 X 0.00000000 0.00000000 ~~104~~100.~~01159157~~07092893 0.00000000 1084.~~63215001~~63213697 P 0.00000000 0.00000000 ~~237997~~1512936.~~20000000~~10000000 0.00000000 ~~1000~~0.00000000 R1 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 613,~~414~~176,~~963~~971.5825 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 878,~~238~~295.3001 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 23151,~~799~~293.7261 Total Deposits 613,~~447~~406,~~001~~559.6087 Withdrawals Reimbursement for Servicer Advances 030,499.0052 Payment of Service Fee ~~362~~359,~~132~~423.0803 Payment of Interest and Principal 613,~~084~~016,~~869~~637.5232 Total Withdrawals (Pool Distribution Amount) 613,~~447~~406,~~001~~559.6087 Ending Balance 0.00

SERVICING FEES Gross Servicing Fee ~~346~~343,~~537~~945.8948 Credit Risk Manager Fee 10,~~396~~318.1336 Trustee Fee 5,~~198~~159.0619 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee ~~362~~359,~~132~~423.0803

OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 1,000.00 0409,702.0035 0409,702.0035 1,000.00 Financial Guaranty 0.00 0.00 0.00 0.00

LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 415 0 0 415 ~~340~~1,~~727~~912,240.4479 0.00 0.00 ~~340~~1,~~727~~912,240.4479 30 Days 771 02 0 0 773 ~~951~~8,~~236~~132,557.3600 0131,730.0005 0.00 0.00 ~~951~~8,~~236~~264,287.3605 60 Days 39 02 112 0 423 ~~204~~612,~~353~~061.08 0109,606.0078 ~~142~~1,~~300~~472,185.0042 0.00 ~~346~~2,~~653~~193,853.0828 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 02 0 02 0.00 0.00 0186,968.0047 0.00 0186,968.0047 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 1080 419 114 0 15113 18,~~155~~744,~~589~~618.4408 ~~340~~2,~~727~~153,577.4462 ~~142~~1,~~300~~659,153.0089 0.00 112,~~638~~557,~~616~~349.8859 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.~~069372~~263389% 0.000000% 0.000000% 0.~~069372~~263389% 0.~~041071~~234136% 0.000000% 0.000000% 0.~~041071~~234136% 30 Days 01.~~121401~~246708% 0.~~000000~~035119% 0.000000% 0.000000% 01.~~121401~~281826% 0.~~114663~~995756% 0.~~000000~~016129% 0.000000% 0.000000% 01.~~114663~~011885% 60 Days 0.~~052029~~158033% 0.~~000000~~035119% 0.~~017343~~210711% 0.000000% 0.~~069372~~403863% 0.~~024633~~074941% 0.~~000000~~013420% 0.~~017153~~180255% 0.000000% 0.~~041786~~268617% 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~~035119% 0.000000% 0.~~000000~~035119% 0.000000% 0.000000% 0.~~000000~~022893% 0.000000% 0.~~000000~~022893% 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 01.~~173430~~404741% 0.~~069372~~333626% 0.~~017343~~245830% 0.000000% 01.~~260146~~984197% 01.~~139295~~070697% 0.~~041071~~263686% 0.~~017153~~203148% 0.000000% 01.~~197520~~537531%

OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 878,~~238~~295.3001

COLLATERAL STATEMENT Collateral Description Mixed Fixed & Arm Weighted Average Gross Coupon 7.~~301145~~345452% Weighted Average Net Coupon 6.~~801145~~845452% Weighted Average Pass-Through Rate 6.~~793645~~825819% Weighted Average Maturity(Stepdown Calculation ) ~~345~~343 Beginning Scheduled Collateral Loan Count 5,~~774~~741 Number Of Loans Paid In Full 846 Ending Scheduled Collateral Loan Count 5,~~766~~695 Beginning Scheduled Collateral Balance ~~829~~825,~~690~~469,~~751~~154.9319 Ending Scheduled Collateral Balance ~~829~~816,~~596~~721,~~265~~714.7243 Ending Actual Collateral Balance at 31-~~Aug~~Oct-2004 ~~829~~816,~~596~~721,~~265~~714.7243 Monthly P &I Constant 5,~~715~~718,~~621~~187.5860 Special Servicing Fee 0.00 Prepayment Penalties 23151,~~799~~293.7261 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal ~~655~~664,~~375~~395.0616 Unscheduled Principal 18,~~439~~083,~~293~~044.0760 Required Overcollateralization Amount 0.00 Overcollateralized Increase Amount 0.00 Overcollateralized reduction Amount 0.00 Specified O/C Amount 25,782,413.31 Overcollateralized Amount 25,782,413.31 Overcollateralized Deficiency Amount 0.00 Base Overcollateralized Amount 0.00 Extra principal distribution Amount ~~11,479~~0.4600 Excess Cash Amount 2,~~483~~378,~~902~~751.8022

Miscellaneous Reporting Libor Used 1.~~630000~~932500% Net Swap Payment to Swap Counterparty $~~731~~567,~~712~~197.3469 Net Swap Payment to Supp. Interest Trust 0.00 Swap Termination Pmt to Swap Counterpty 0.00 Swap Termination Pmt to Supp. Int. Trust 0.00

Group Level Collateral Statement Group ARM FIXED Total Collateral Description Mixed ARM Mixed Fixed Mixed Fixed & Arm Weighted Average Coupon Rate 7.~~534505~~599322 6.~~822598~~826060 7.~~301145~~345452 Weighted Average Net Rate 7.~~034505~~099322 6.~~322598~~326060 6.~~801145~~845452 Weighted Average Maturity ~~345~~343 ~~345~~343 ~~345~~343 Beginning Loan Count 3,~~623~~597 2,~~151~~144 5,~~774~~741 Loans Paid In Full 538 3 8 46 Ending Loan Count 3,~~618~~559 2,~~148~~136 5,~~766~~695 Beginning Scheduled Balance ~~559~~554,~~066~~458,~~329~~583.5202 ~~272~~271,~~624~~010,~~604~~571.3317 ~~831~~825,~~690~~469,~~933~~154.8519 Ending scheduled Balance ~~557~~547,~~930~~117,~~036~~717.6292 ~~271~~269,~~666~~603,~~229~~996.1051 ~~829~~816,~~596~~721,~~265~~714.7243 Record Date 0810/31/2004 0810/31/2004 0810/31/2004 Principal And Interest Constant 3,~~831~~840,~~868~~108.2226 1,~~883~~878,~~753~~079.3634 5,~~715~~718,~~621~~187.5860 Scheduled Principal ~~321~~327,~~628~~936.3623 ~~333~~336,~~746~~458.7093 ~~655~~664,~~375~~395.0616 Unscheduled Principal ~~814~~7,~~664~~012,928.5487 ~~624~~1,~~628~~070,115.5373 18,~~439~~083,~~293~~044.0760 Scheduled Interest 3,~~510~~512,~~239~~172.8603 1,~~550~~541,~~006~~620.6641 5,~~060~~053,~~246~~792.5244 Servicing Fees ~~232~~231,~~944~~024.3041 ~~113~~112,~~593~~921.5907 ~~346~~343,~~537~~945.8948 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 3,~~494~~465.1637 1,~~703~~693.9082 5,~~198~~159.0619 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 3,~~273~~277,~~801~~682.4025 1,~~434~~427,~~709~~005.1752 4,~~708~~704,~~510~~687.5777 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.~~027005~~073782 6.~~315098~~318515 6.~~793645~~825819

Filing Compare · AEGIS ASSET BACKED SECURITIES TRUST Mortgage Pass-Through Certificates, Series 2004-4