-----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, PJQhEtqQo9OoxMBLXUf6NpVXiB7tq4MsnWVWvHOl6MWmHOkcJNEIk8J4K/iFu1Vg RQaW0iQgEzRzrBHNlldZKQ== 0001056404-04-001372.txt : 20040408 0001056404-04-001372.hdr.sgml : 20040408 20040408083818 ACCESSION NUMBER: 0001056404-04-001372 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040325 ITEM INFORMATION: Other events ITEM INFORMATION: Financial statements and exhibits FILED AS OF DATE: 20040408 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE BACKED PASS THROUGH CERTIFICATES SERIES 2004 A CENTRAL INDEX KEY: 0001281911 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: 333-107055-20 FILM NUMBER: 04723540 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 MAIL ADDRESS: STREET 1: 11 MADISON AVE 4TH FL CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 csf04ar2.txt MARCH 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 Form 8-K Current Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): March 25, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed Pass-Through Certificates, Series 2004-AR2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-20 54-2144756 Pooling and Servicing Agreement) (Commission 54-2144757 (State or other File Number) 54-2144755 jurisdiction 54-2144758 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) ITEM 5. Other Events On March 25, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed Pass-Through Certificates, Series 2004-AR2 Trust. ITEM 7. Financial Statements and Exhibits (c) Exhibits furnished in accordance with Item 601(a) of Regulation S-K Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed Pass-Through Certificates, Series 2004-AR2 Trust, relating to the March 25, 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. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed Pass-Through Certificates, Series 2004-AR2 Trust By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 4/6/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage- Backed Pass-Through Certificates, Series 2004-AR2 Trust, relating to the March 25, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 2/29/2004 Distribution Date: 3/25/2004 CSF Series: 2004-AR2 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 22541Q6Y3 SEN 4.27858% 105,534,000.00 376,279.48 2,869,494.28 AR 22541Q7P1 RES 4.27858% 50.00 0.18 50.00 AR-L 22541Q7Q9 RES 4.27858% 50.00 0.18 50.00 II-A-1 22541Q6Z0 SEN 4.63100% 212,757,000.00 821,064.28 596,258.56 III-A-1 22541Q7A4 SEN 5.23729% 38,901,000.00 169,779.85 936,136.90 IV-A-1 22541Q7B2 SEN 4.31683% 58,186,000.00 209,316.11 27,512.75 V-A-1 22541Q7C0 SEN 4.85206% 112,708,000.00 455,722.03 705,714.86 VI-A-1 22541Q7D8 SEN 1.49000% 111,825,000.00 134,221.06 2,216,011.75 VI-A-2 22541Q7E6 SEN 1.33000% 64,000,000.00 68,568.89 1,694,334.94 VI-A-3 22541Q7F3 SEN 1.59000% 21,500,000.00 27,537.92 0.00 VI-A-4 22541Q7G1 SEN 1.42000% 52,125,000.00 59,625.21 1,032,949.81 VI-M-1 22541Q7H9 MEZ 1.74000% 7,914,000.00 11,092.79 0.00 VI-M-2 22541Q7J5 MEZ 2.59000% 3,962,000.00 8,266.27 0.00 VI-M-3 22541Q7K2 MEZ 2.99000% 2,637,942.00 6,353.78 0.00 C-B-1 22541Q7L0 SUB 4.61781% 8,801,000.00 33,867.82 4,634.74 C-B-2 22541Q7M8 SUB 4.61781% 4,951,000.00 19,052.33 2,607.27 C-B-3 22541Q7N6 SUB 4.61781% 3,026,000.00 11,644.59 1,593.54 C-B-4 22541Q7R7 SUB 4.61781% 1,925,000.00 7,407.74 1,013.73 C-B-5 22541Q7S5 SUB 4.61781% 2,200,000.00 8,465.99 1,158.55 C-B-6 22541Q7T3 SUB 4.61781% 1,101,064.68 4,237.09 579.84 VI-X 22541Q7U0 OC 0.00000% 0.00 0.00 0.00 Totals 814,054,106.68 2,432,503.59 10,090,101.52
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 102,664,505.72 3,245,773.76 0.00 AR 0.00 0.00 50.18 0.00 AR-L 0.00 0.00 50.18 0.00 II-A-1 0.00 212,160,741.44 1,417,322.84 0.00 III-A-1 0.00 37,964,863.10 1,105,916.75 0.00 IV-A-1 0.00 58,158,487.25 236,828.86 0.00 V-A-1 0.00 112,002,285.14 1,161,436.89 0.00 VI-A-1 0.00 109,608,988.25 2,350,232.81 0.00 VI-A-2 0.00 62,305,665.06 1,762,903.83 0.00 VI-A-3 0.00 21,500,000.00 27,537.92 0.00 VI-A-4 0.00 51,092,050.19 1,092,575.02 0.00 VI-M-1 0.00 7,914,000.00 11,092.79 0.00 VI-M-2 0.00 3,962,000.00 8,266.27 0.00 VI-M-3 0.00 2,637,942.00 6,353.78 0.00 C-B-1 0.00 8,796,365.26 38,502.56 0.00 C-B-2 0.00 4,948,392.73 21,659.60 0.00 C-B-3 0.00 3,024,406.46 13,238.13 0.00 C-B-4 0.00 1,923,986.27 8,421.47 0.00 C-B-5 0.00 2,198,841.45 9,624.54 0.00 C-B-6 0.00 1,100,484.84 4,816.93 0.00 VI-X 0.00 1,041,929.13 0.00 0.00 Totals 0.00 805,005,934.29 12,522,605.11 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-1 105,534,000.00 105,534,000.00 69,097.67 2,800,396.61 0.00 0.00 AR 50.00 50.00 1.20 48.80 0.00 0.00 AR-L 50.00 50.00 1.20 48.80 0.00 0.00 II-A-1 212,757,000.00 212,757,000.00 138,907.33 457,351.23 0.00 0.00 III-A-1 38,901,000.00 38,901,000.00 20,314.21 915,822.69 0.00 0.00 IV-A-1 58,186,000.00 58,186,000.00 15,704.80 11,807.95 0.00 0.00 V-A-1 112,708,000.00 112,708,000.00 34,077.49 671,637.37 0.00 0.00 VI-A-1 111,825,000.00 111,825,000.00 0.00 2,216,011.75 0.00 0.00 VI-A-2 64,000,000.00 64,000,000.00 0.00 1,694,334.94 0.00 0.00 VI-A-3 21,500,000.00 21,500,000.00 0.00 0.00 0.00 0.00 VI-A-4 52,125,000.00 52,125,000.00 0.00 1,032,949.81 0.00 0.00 VI-M-1 7,914,000.00 7,914,000.00 0.00 0.00 0.00 0.00 VI-M-2 3,962,000.00 3,962,000.00 0.00 0.00 0.00 0.00 VI-M-3 2,637,942.00 2,637,942.00 0.00 0.00 0.00 0.00 C-B-1 8,801,000.00 8,801,000.00 4,634.74 0.00 0.00 0.00 C-B-2 4,951,000.00 4,951,000.00 2,607.27 0.00 0.00 0.00 C-B-3 3,026,000.00 3,026,000.00 1,593.54 0.00 0.00 0.00 C-B-4 1,925,000.00 1,925,000.00 1,013.73 0.00 0.00 0.00 C-B-5 2,200,000.00 2,200,000.00 1,158.55 0.00 0.00 0.00 C-B-6 1,101,064.68 1,101,064.68 579.84 0.00 0.00 0.00 VI-X 0.00 0.00 0.00 0.00 0.00 0.00 Totals 814,054,106.68 814,054,106.68 289,691.57 9,800,409.95 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 2,869,494.28 102,664,505.72 0.97280976 2,869,494.28 AR 50.00 0.00 0.00000000 50.00 AR-L 50.00 0.00 0.00000000 50.00 II-A-1 596,258.56 212,160,741.44 0.99719747 596,258.56 III-A-1 936,136.90 37,964,863.10 0.97593540 936,136.90 IV-A-1 27,512.75 58,158,487.25 0.99952716 27,512.75 V-A-1 705,714.86 112,002,285.14 0.99373856 705,714.86 VI-A-1 2,216,011.75 109,608,988.25 0.98018322 2,216,011.75 VI-A-2 1,694,334.94 62,305,665.06 0.97352602 1,694,334.94 VI-A-3 0.00 21,500,000.00 1.00000000 0.00 VI-A-4 1,032,949.81 51,092,050.19 0.98018322 1,032,949.81 VI-M-1 0.00 7,914,000.00 1.00000000 0.00 VI-M-2 0.00 3,962,000.00 1.00000000 0.00 VI-M-3 0.00 2,637,942.00 1.00000000 0.00 C-B-1 4,634.74 8,796,365.26 0.99947338 4,634.74 C-B-2 2,607.27 4,948,392.73 0.99947339 2,607.27 C-B-3 1,593.54 3,024,406.46 0.99947338 1,593.54 C-B-4 1,013.73 1,923,986.27 0.99947339 1,013.73 C-B-5 1,158.55 2,198,841.45 0.99947339 1,158.55 C-B-6 579.84 1,100,484.84 0.99947338 579.84 VI-X 0.00 1,041,929.13 0.00000000 0.00 Totals 10,090,101.52 805,005,934.29 0.98888505 10,090,101.52
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 105,534,000.00 1000.00000000 0.65474321 26.53549197 0.00000000 AR 50.00 1000.00000000 24.00000000 976.00000000 0.00000000 AR-L 50.00 1000.00000000 24.00000000 976.00000000 0.00000000 II-A-1 212,757,000.00 1000.00000000 0.65289194 2.14964128 0.00000000 III-A-1 38,901,000.00 1000.00000000 0.52220277 23.54239454 0.00000000 IV-A-1 58,186,000.00 1000.00000000 0.26990685 0.20293455 0.00000000 V-A-1 112,708,000.00 1000.00000000 0.30235201 5.95909226 0.00000000 VI-A-1 111,825,000.00 1000.00000000 0.00000000 19.81678292 0.00000000 VI-A-2 64,000,000.00 1000.00000000 0.00000000 26.47398344 0.00000000 VI-A-3 21,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-A-4 52,125,000.00 1000.00000000 0.00000000 19.81678293 0.00000000 VI-M-1 7,914,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-M-2 3,962,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-M-3 2,637,942.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 8,801,000.00 1000.00000000 0.52661516 0.00000000 0.00000000 C-B-2 4,951,000.00 1000.00000000 0.52661483 0.00000000 0.00000000 C-B-3 3,026,000.00 1000.00000000 0.52661599 0.00000000 0.00000000 C-B-4 1,925,000.00 1000.00000000 0.52661299 0.00000000 0.00000000 C-B-5 2,200,000.00 1000.00000000 0.52661364 0.00000000 0.00000000 C-B-6 1,101,064.68 1000.00000000 0.52661756 0.00000000 0.00000000 VI-X 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 27.19023518 972.80976482 0.97280976 27.19023518 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 AR-L 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 II-A-1 0.00000000 2.80253322 997.19746678 0.99719747 2.80253322 III-A-1 0.00000000 24.06459731 975.93540269 0.97593540 24.06459731 IV-A-1 0.00000000 0.47284141 999.52715859 0.99952716 0.47284141 V-A-1 0.00000000 6.26144426 993.73855574 0.99373856 6.26144426 VI-A-1 0.00000000 19.81678292 980.18321708 0.98018322 19.81678292 VI-A-2 0.00000000 26.47398344 973.52601656 0.97352602 26.47398344 VI-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-A-4 0.00000000 19.81678293 980.18321707 0.98018322 19.81678293 VI-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.52661516 999.47338484 0.99947338 0.52661516 C-B-2 0.00000000 0.52661483 999.47338517 0.99947339 0.52661483 C-B-3 0.00000000 0.52661599 999.47338401 0.99947338 0.52661599 C-B-4 0.00000000 0.52661299 999.47338701 0.99947339 0.52661299 C-B-5 0.00000000 0.52661364 999.47338636 0.99947339 0.52661364 C-B-6 0.00000000 0.52661756 999.47338244 0.99947338 0.52661756 VI-X 0.00000000 0.00000000 3.94724037 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-1 105,534,000.00 4.27858% 105,534,000.00 376,279.48 0.00 0.00 AR 50.00 4.27858% 50.00 0.18 0.00 0.00 AR-L 50.00 4.27858% 50.00 0.18 0.00 0.00 II-A-1 212,757,000.00 4.63100% 212,757,000.00 821,064.28 0.00 0.00 III-A-1 38,901,000.00 5.23729% 38,901,000.00 169,779.85 0.00 0.00 IV-A-1 58,186,000.00 4.31683% 58,186,000.00 209,316.10 0.00 0.00 V-A-1 112,708,000.00 4.85206% 112,708,000.00 455,722.03 0.00 0.00 VI-A-1 111,825,000.00 1.49000% 111,825,000.00 134,221.06 0.00 0.00 VI-A-2 64,000,000.00 1.33000% 64,000,000.00 68,568.89 0.00 0.00 VI-A-3 21,500,000.00 1.59000% 21,500,000.00 27,537.92 0.00 0.00 VI-A-4 52,125,000.00 1.42000% 52,125,000.00 59,625.21 0.00 0.00 VI-M-1 7,914,000.00 1.74000% 7,914,000.00 11,092.79 0.00 0.00 VI-M-2 3,962,000.00 2.59000% 3,962,000.00 8,266.27 0.00 0.00 VI-M-3 2,637,942.00 2.99000% 2,637,942.00 6,353.78 0.00 0.00 C-B-1 8,801,000.00 4.61781% 8,801,000.00 33,867.82 0.00 0.00 C-B-2 4,951,000.00 4.61781% 4,951,000.00 19,052.33 0.00 0.00 C-B-3 3,026,000.00 4.61781% 3,026,000.00 11,644.59 0.00 0.00 C-B-4 1,925,000.00 4.61781% 1,925,000.00 7,407.74 0.00 0.00 C-B-5 2,200,000.00 4.61781% 2,200,000.00 8,465.99 0.00 0.00 C-B-6 1,101,064.68 4.61781% 1,101,064.68 4,237.09 0.00 0.00 VI-X 0.00 0.00000% 263,963,942.79 0.00 0.00 0.00 Totals 814,054,106.68 2,432,503.58 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 0.00 376,279.48 0.00 102,664,505.72 AR 0.00 0.00 0.18 0.00 0.00 AR-L 0.00 0.00 0.18 0.00 0.00 II-A-1 0.00 0.00 821,064.28 0.00 212,160,741.44 III-A-1 0.00 0.00 169,779.85 0.00 37,964,863.10 IV-A-1 0.00 0.00 209,316.11 0.00 58,158,487.25 V-A-1 0.00 0.00 455,722.03 0.00 112,002,285.14 VI-A-1 0.00 0.00 134,221.06 0.00 109,608,988.25 VI-A-2 0.00 0.00 68,568.89 0.00 62,305,665.06 VI-A-3 0.00 0.00 27,537.92 0.00 21,500,000.00 VI-A-4 0.00 0.00 59,625.21 0.00 51,092,050.19 VI-M-1 0.00 0.00 11,092.79 0.00 7,914,000.00 VI-M-2 0.00 0.00 8,266.27 0.00 3,962,000.00 VI-M-3 0.00 0.00 6,353.78 0.00 2,637,942.00 C-B-1 0.00 0.00 33,867.82 0.00 8,796,365.26 C-B-2 0.00 0.00 19,052.33 0.00 4,948,392.73 C-B-3 0.00 0.00 11,644.59 0.00 3,024,406.46 C-B-4 0.00 0.00 7,407.74 0.00 1,923,986.27 C-B-5 0.00 0.00 8,465.99 0.00 2,198,841.45 C-B-6 0.00 0.00 4,237.09 0.00 1,100,484.84 VI-X 0.00 0.00 0.00 0.00 260,062,574.63 Totals 0.00 0.00 2,432,503.59 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-1 105,534,000.00 4.27858% 1000.00000000 3.56548108 0.00000000 0.00000000 AR 50.00 4.27858% 1000.00000000 3.60000000 0.00000000 0.00000000 AR-L 50.00 4.27858% 1000.00000000 3.60000000 0.00000000 0.00000000 II-A-1 212,757,000.00 4.63100% 1000.00000000 3.85916459 0.00000000 0.00000000 III-A-1 38,901,000.00 5.23729% 1000.00000000 4.36440837 0.00000000 0.00000000 IV-A-1 58,186,000.00 4.31683% 1000.00000000 3.59736191 0.00000000 0.00000000 V-A-1 112,708,000.00 4.85206% 1000.00000000 4.04338672 0.00000000 0.00000000 VI-A-1 111,825,000.00 1.49000% 1000.00000000 1.20027776 0.00000000 0.00000000 VI-A-2 64,000,000.00 1.33000% 1000.00000000 1.07138891 0.00000000 0.00000000 VI-A-3 21,500,000.00 1.59000% 1000.00000000 1.28083349 0.00000000 0.00000000 VI-A-4 52,125,000.00 1.42000% 1000.00000000 1.14388892 0.00000000 0.00000000 VI-M-1 7,914,000.00 1.74000% 1000.00000000 1.40166667 0.00000000 0.00000000 VI-M-2 3,962,000.00 2.59000% 1000.00000000 2.08638819 0.00000000 0.00000000 VI-M-3 2,637,942.00 2.99000% 1000.00000000 2.40861247 0.00000000 0.00000000 C-B-1 8,801,000.00 4.61781% 1000.00000000 3.84817862 0.00000000 0.00000000 C-B-2 4,951,000.00 4.61781% 1000.00000000 3.84817815 0.00000000 0.00000000 C-B-3 3,026,000.00 4.61781% 1000.00000000 3.84817911 0.00000000 0.00000000 C-B-4 1,925,000.00 4.61781% 1000.00000000 3.84817662 0.00000000 0.00000000 C-B-5 2,200,000.00 4.61781% 1000.00000000 3.84817727 0.00000000 0.00000000 C-B-6 1,101,064.68 4.61781% 1000.00000000 3.84817539 0.00000000 0.00000000 VI-X 0.00 0.00000% 1000.00000000 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 3.56548108 0.00000000 972.80976482 AR 0.00000000 0.00000000 3.60000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 3.60000000 0.00000000 0.00000000 II-A-1 0.00000000 0.00000000 3.85916459 0.00000000 997.19746678 III-A-1 0.00000000 0.00000000 4.36440837 0.00000000 975.93540269 IV-A-1 0.00000000 0.00000000 3.59736208 0.00000000 999.52715859 V-A-1 0.00000000 0.00000000 4.04338672 0.00000000 993.73855574 VI-A-1 0.00000000 0.00000000 1.20027776 0.00000000 980.18321708 VI-A-2 0.00000000 0.00000000 1.07138891 0.00000000 973.52601656 VI-A-3 0.00000000 0.00000000 1.28083349 0.00000000 1000.00000000 VI-A-4 0.00000000 0.00000000 1.14388892 0.00000000 980.18321707 VI-M-1 0.00000000 0.00000000 1.40166667 0.00000000 1000.00000000 VI-M-2 0.00000000 0.00000000 2.08638819 0.00000000 1000.00000000 VI-M-3 0.00000000 0.00000000 2.40861247 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 3.84817862 0.00000000 999.47338484 C-B-2 0.00000000 0.00000000 3.84817815 0.00000000 999.47338517 C-B-3 0.00000000 0.00000000 3.84817911 0.00000000 999.47338401 C-B-4 0.00000000 0.00000000 3.84817662 0.00000000 999.47338701 C-B-5 0.00000000 0.00000000 3.84817727 0.00000000 999.47338636 C-B-6 0.00000000 0.00000000 3.84817539 0.00000000 999.47338244 VI-X 0.00000000 0.00000000 0.00000000 0.00000000 985.22007166 (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 12,726,613.66 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 5,983.88 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 12,732,597.54 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 270,543.95 Payment of Interest and Principal 12,522,605.11 Total Withdrawals (Pool Distribution Amount) 12,793,149.06 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 209,992.43 External Master Servicing Fee 9,986.58 PMI Fee 50,564.94 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 270,543.95
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 5,000.00 0.00 0.00 5,000.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 5 0 0 0 5 841,864.99 0.00 0.00 0.00 841,864.99 60 Days 1 0 0 0 1 71,138.50 0.00 0.00 0.00 71,138.50 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 6 0 0 0 6 913,003.49 0.00 0.00 0.00 913,003.49 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.180050% 0.000000% 0.000000% 0.000000% 0.180050% 0.104531% 0.000000% 0.000000% 0.000000% 0.104531% 60 Days 0.036010% 0.000000% 0.000000% 0.000000% 0.036010% 0.008833% 0.000000% 0.000000% 0.000000% 0.008833% 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 0.216060% 0.000000% 0.000000% 0.000000% 0.216060% 0.113364% 0.000000% 0.000000% 0.000000% 0.113364%
Delinquency Status By Groups
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Jumbo A Arm 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 G2 30Y Jumbo A Arm 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 G3 30Y Jumbo A Arm 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 94,211.57 0.00 0.00 0.00 94,211.57 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 94,211.57 0.00 0.00 0.00 94,211.57 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.675676% 0.000000% 0.000000% 0.000000% 0.675676% 0.237895% 0.000000% 0.000000% 0.000000% 0.237895% 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 0.675676% 0.000000% 0.000000% 0.000000% 0.675676% 0.237895% 0.000000% 0.000000% 0.000000% 0.237895% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Y Jumbo A Arm 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 G5 30Y Jumbo A Arm 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 G6 30Y AltA Arm 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 4 0 0 0 4 747,653.42 0.00 0.00 0.00 747,653.42 60 Days 1 0 0 0 1 71,138.50 0.00 0.00 0.00 71,138.50 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 5 0 0 0 5 818,791.92 0.00 0.00 0.00 818,791.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.369686% 0.000000% 0.000000% 0.000000% 0.369686% 0.287343% 0.000000% 0.000000% 0.000000% 0.287343% 60 Days 0.092421% 0.000000% 0.000000% 0.000000% 0.092421% 0.027340% 0.000000% 0.000000% 0.000000% 0.027340% 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 0.462107% 0.000000% 0.000000% 0.000000% 0.462107% 0.314684% 0.000000% 0.000000% 0.000000% 0.314684%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 5,983.88
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 178,343.00 0.02190800% 178,343.00 0.02215425% Fraud 11,001,803.29 1.35148305% 11,001,803.29 1.36667356% Special Hazard 5,795,080.00 0.71187897% 5,795,080.00 0.71988041% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.520482% Weighted Average Net Coupon 5.210931% Weighted Average Pass-Through Rate 5.121672% Weighted Average Maturity(Stepdown Calculation ) 357 Beginning Scheduled Collateral Loan Count 2,806 Number Of Loans Paid In Full 29 Ending Scheduled Collateral Loan Count 2,777 Beginning Scheduled Collateral Balance 814,054,106.69 Ending Scheduled Collateral Balance 805,005,934.29 Ending Actual Collateral Balance at 29-Feb-2004 805,370,931.45 Monthly P &I Constant 4,217,182.03 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 805,005,934.29 Scheduled Principal 472,206.41 Unscheduled Principal 8,575,966.77
Group Level Collateral Statement Group G1 30Y Jumbo A Arm G2 30Y Jumbo A Arm G3 30Y Jumbo A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.604871 5.005808 5.617112 Weighted Average Net Rate 4.311574 4.676024 5.254564 Weighted Average Maturity 356 357 357 Beginning Loan Count 225 445 150 Loans Paid In Full 5 1 2 Ending Loan Count 220 444 148 Beginning Scheduled Balance 109,930,902.42 221,621,811.38 40,522,152.88 Ending scheduled Balance 107,058,429.27 221,019,765.06 39,585,169.41 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 493,826.96 1,069,191.90 210,841.99 Scheduled Principal 71,978.95 144,695.09 21,160.78 Unscheduled Principal 2,800,494.20 457,351.23 915,822.69 Scheduled Interest 421,848.01 924,496.81 189,681.21 Servicing Fees 26,868.67 60,906.05 12,242.66 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 1,190.60 4,622.04 583.33 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 393,788.74 858,968.72 176,855.22 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 4.298577 4.650997 5.237290
Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6 30Y AltA Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.684010 5.234184 6.638486 Weighted Average Net Rate 4.347075 4.877967 6.374334 Weighted Average Maturity 357 357 357 Beginning Loan Count 310 576 1,100 Loans Paid In Full 0 3 18 Ending Loan Count 310 573 1,082 Beginning Scheduled Balance 60,610,643.06 117,404,654.94 263,963,942.79 Ending scheduled Balance 60,582,475.88 116,697,520.04 260,062,574.63 Record Date 02/29/2004 02/29/2004 02/29/2004 Principal And Interest Constant 252,943.30 547,595.50 1,642,782.38 Scheduled Principal 16,359.23 35,497.53 182,514.83 Unscheduled Principal 11,807.95 671,637.37 3,718,853.33 Scheduled Interest 236,584.07 512,097.97 1,460,267.55 Servicing Fees 17,018.23 34,851.27 58,105.55 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 1,527.42 2,534.26 50,093.87 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 218,038.42 474,712.44 1,352,068.13 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 4.316834 4.852064 6.146604
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.520482 Weighted Average Net Rate 5.210931 Weighted Average Maturity 357.00 Record Date 02/29/2004 Principal And Interest Constant 4,217,182.03 Beginning Loan Count 2,806 Loans Paid In Full 29 Ending Loan Count 2,777 Beginning Scheduled Balance 814,054,107.47 Ending Scheduled Balance 805,005,934.29 Scheduled Principal 472,206.41 Unscheduled Principal 8,575,966.77 Scheduled Interest 3,744,975.62 Servicing Fee 209,992.43 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 60,551.52 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,474,431.67 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 5.121672
Miscellaneous Reporting Group G1 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G2 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G5 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G6 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Excess Cash 1,041,928.34 Grp 1 Excess Interest 1,832.18 Grp 2 Excess Interest 3,693.70 Extra Principal Distribution 1,041,928.34 Overcollateralized Amount 1,041,929.13 Overcollateralization Deficiency 277,890.58 Overcollateralization Increase 1,041,928.34 Overcollateralization Release 0.00 Target Overcollateralization 1,319,819.71 Rolling 3 month Delinquency Rate 0.000000% Trigger Event - 3 mo Delinq Rate > 5.25% NO
Group -----END PRIVACY-ENHANCED MESSAGE-----