-----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, O7x4G5Q8WZv8wtZ5/owt6HlRDii0irXNu1WutNeY2b3aCxJVVkXpv7ueFKRwIqNS uLqt5bscmItk3FKbJ3Iu/Q== 0001056404-04-004382.txt : 20041206 0001056404-04-004382.hdr.sgml : 20041206 20041206143339 ACCESSION NUMBER: 0001056404-04-004382 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041206 DATE AS OF CHANGE: 20041206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MTG BACKED P/T CERTIFICATES SERIES 2004 AR2 CENTRAL INDEX KEY: 0001281911 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 542144756 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-20 FILM NUMBER: 041186026 BUSINESS ADDRESS: STREET 1: WELLS FARGO BANK,N.A. STREET 2: 9062 OLD ANNAPOLIS ROAD CITY: COLUMBIA STATE: MD ZIP: 21045 BUSINESS PHONE: 410-884-2220 MAIL ADDRESS: STREET 1: WELLS FARGO BANK,N.A. STREET 2: 9062 OLD ANNAPOLIS ROAD CITY: COLUMBIA STATE: MD ZIP: 21045 FORMER COMPANY: FORMER CONFORMED NAME: CSFB MORTGAGE BACKED PASS THROUGH CERTIFICATES SERIES 2004 A DATE OF NAME CHANGE: 20040226 8-K 1 csf04ar2_nov.txt NOVEMBER 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): November 26, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-AR2 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-20 54-2144755 Pooling and Servicing Agreement) (Commission 54-2144756 (State or other File Number) 54-2144757 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) 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 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2004-AR2 Trust. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR2 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. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-AR2 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield as Assistant Vice President By: Beth Belfield as Assistant Vice President Date: 12/4/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR2 Trust, relating to the November 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 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 4.24811% 81,830,759.23 289,688.43 2,972,799.47 AR 22541Q7P1 RES 4.27271% 0.00 0.00 0.00 AR-L 22541Q7Q9 RES 4.27271% 0.00 0.00 0.00 II-A-1 22541Q6Z0 SEN 4.62208% 171,533,642.98 660,701.19 6,646,914.11 III-A-1 22541Q7A4 SEN 5.22132% 33,725,488.53 146,729.34 761,344.61 IV-A-1 22541Q7B2 SEN 4.28045% 49,047,498.26 174,954.32 336,997.69 V-A-1 22541Q7C0 SEN 4.83189% 96,839,685.05 389,932.26 3,076,371.70 VI-A-1 22541Q7D8 SEN 2.33250% 80,998,675.66 167,937.25 4,525,844.06 VI-A-2 22541Q7E6 SEN 2.17250% 40,430,576.96 78,075.94 3,460,403.91 VI-A-3 22541Q7F3 SEN 2.43250% 21,500,000.00 46,487.78 0.00 VI-A-4 22541Q7G1 SEN 2.26250% 37,755,921.92 75,931.35 2,109,632.21 VI-M-1 22541Q7H9 MEZ 2.58250% 7,914,000.00 18,167.03 0.00 VI-M-2 22541Q7J5 MEZ 3.43250% 3,962,000.00 12,088.50 0.00 VI-M-3 22541Q7K2 MEZ 3.83250% 2,637,942.00 8,986.59 0.00 C-B-1 22541Q7L0 SUB 4.59871% 8,766,036.99 33,593.47 2,503.36 C-B-2 22541Q7M8 SUB 4.59871% 4,931,331.57 18,898.00 1,408.26 C-B-3 22541Q7N6 SUB 4.59871% 3,013,978.86 11,550.26 860.72 C-B-4 22541Q7R7 SUB 4.59871% 1,917,352.71 7,347.74 547.55 C-B-5 22541Q7S5 SUB 4.59871% 2,191,260.24 8,397.41 625.77 C-B-6 22541Q7T3 SUB 4.59871% 1,096,690.57 4,202.77 313.19 VI-X 22541Q7U0 OC 0.00000% 1,319,819.71 595,367.32 0.00 Totals 651,412,661.24 2,749,036.95 23,896,566.61
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A-1 0.00 78,857,959.76 3,262,487.90 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 II-A-1 0.00 164,886,728.87 7,307,615.30 0.00 III-A-1 0.00 32,964,143.93 908,073.95 0.00 IV-A-1 0.00 48,710,500.57 511,952.01 0.00 V-A-1 0.00 93,763,313.35 3,466,303.96 0.00 VI-A-1 0.00 76,472,831.60 4,693,781.31 0.00 VI-A-2 0.00 36,970,173.05 3,538,479.85 0.00 VI-A-3 0.00 21,500,000.00 46,487.78 0.00 VI-A-4 0.00 35,646,289.71 2,185,563.56 0.00 VI-M-1 0.00 7,914,000.00 18,167.03 0.00 VI-M-2 0.00 3,962,000.00 12,088.50 0.00 VI-M-3 0.00 2,637,942.00 8,986.59 0.00 C-B-1 0.00 8,763,533.63 36,096.83 0.00 C-B-2 0.00 4,929,923.30 20,306.26 0.00 C-B-3 0.00 3,013,118.14 12,410.98 0.00 C-B-4 0.00 1,916,805.16 7,895.29 0.00 C-B-5 0.00 2,190,634.47 9,023.18 0.00 C-B-6 0.00 1,096,377.38 4,515.96 0.00 VI-X 0.00 1,319,819.71 595,367.32 0.00 Totals 0.00 627,516,094.63 26,645,603.56 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 81,830,759.23 15,000.45 2,957,799.02 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 II-A-1 212,757,000.00 171,533,642.98 68,912.16 6,578,001.95 0.00 0.00 III-A-1 38,901,000.00 33,725,488.53 12,818.09 748,526.52 0.00 0.00 IV-A-1 58,186,000.00 49,047,498.26 6,695.59 330,302.10 0.00 0.00 V-A-1 112,708,000.00 96,839,685.05 20,025.41 3,056,346.29 0.00 0.00 VI-A-1 111,825,000.00 80,998,675.66 0.00 4,525,844.06 0.00 0.00 VI-A-2 64,000,000.00 40,430,576.96 0.00 3,460,403.91 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 37,755,921.92 0.00 2,109,632.21 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 8,766,036.99 2,503.36 0.00 0.00 0.00 C-B-2 4,951,000.00 4,931,331.57 1,408.26 0.00 0.00 0.00 C-B-3 3,026,000.00 3,013,978.86 860.72 0.00 0.00 0.00 C-B-4 1,925,000.00 1,917,352.71 547.55 0.00 0.00 0.00 C-B-5 2,200,000.00 2,191,260.24 625.77 0.00 0.00 0.00 C-B-6 1,101,064.68 1,096,690.57 313.19 0.00 0.00 0.00 VI-X 0.00 1,319,819.71 0.00 0.00 0.00 0.00 Totals 814,054,106.68 651,412,661.24 129,710.55 23,766,856.06 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 2,972,799.47 78,857,959.76 0.74722800 2,972,799.47 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 II-A-1 6,646,914.11 164,886,728.87 0.77500025 6,646,914.11 III-A-1 761,344.61 32,964,143.93 0.84738552 761,344.61 IV-A-1 336,997.69 48,710,500.57 0.83715156 336,997.69 V-A-1 3,076,371.70 93,763,313.35 0.83191356 3,076,371.70 VI-A-1 4,525,844.06 76,472,831.60 0.68386167 4,525,844.06 VI-A-2 3,460,403.91 36,970,173.05 0.57765895 3,460,403.91 VI-A-3 0.00 21,500,000.00 1.00000000 0.00 VI-A-4 2,109,632.21 35,646,289.71 0.68386167 2,109,632.21 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 2,503.36 8,763,533.63 0.99574294 2,503.36 C-B-2 1,408.26 4,929,923.30 0.99574294 1,408.26 C-B-3 860.72 3,013,118.14 0.99574294 860.72 C-B-4 547.55 1,916,805.16 0.99574294 547.55 C-B-5 625.77 2,190,634.47 0.99574294 625.77 C-B-6 313.19 1,096,377.38 0.99574294 313.19 VI-X 0.00 1,319,819.71 0.00000000 0.00 Totals 23,896,566.61 627,516,094.63 0.77085305 23,896,566.61
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A-1 105,534,000.00 775.39711591 0.14213855 28.02697728 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 212,757,000.00 806.24206480 0.32390079 30.91791081 0.00000000 III-A-1 38,901,000.00 866.95685278 0.32950541 19.24183234 0.00000000 IV-A-1 58,186,000.00 842.94328979 0.11507218 5.67665933 0.00000000 V-A-1 112,708,000.00 859.20861918 0.17767514 27.11738554 0.00000000 VI-A-1 111,825,000.00 724.33423349 0.00000000 40.47256034 0.00000000 VI-A-2 64,000,000.00 631.72776500 0.00000000 54.06881109 0.00000000 VI-A-3 21,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 VI-A-4 52,125,000.00 724.33423348 0.00000000 40.47256038 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 8,801,000.00 996.02738212 0.28444040 0.00000000 0.00000000 C-B-2 4,951,000.00 996.02738235 0.28443951 0.00000000 0.00000000 C-B-3 3,026,000.00 996.02738268 0.28444151 0.00000000 0.00000000 C-B-4 1,925,000.00 996.02738182 0.28444156 0.00000000 0.00000000 C-B-5 2,200,000.00 996.02738182 0.28444091 0.00000000 0.00000000 C-B-6 1,101,064.68 996.02738143 0.28444287 0.00000000 0.00000000 VI-X 0.00 4.99999999 0.00000000 0.00000000 0.00000000 (2) 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 28.16911583 747.22800008 0.74722800 28.16911583 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 0.00000000 31.24181160 775.00025320 0.77500025 31.24181160 III-A-1 0.00000000 19.57133775 847.38551528 0.84738552 19.57133775 IV-A-1 0.00000000 5.79173152 837.15155828 0.83715156 5.79173152 V-A-1 0.00000000 27.29506069 831.91355849 0.83191356 27.29506069 VI-A-1 0.00000000 40.47256034 683.86167315 0.68386167 40.47256034 VI-A-2 0.00000000 54.06881109 577.65895391 0.57765895 54.06881109 VI-A-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 VI-A-4 0.00000000 40.47256038 683.86167309 0.68386167 40.47256038 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 0.28444040 995.74294171 0.99574294 0.28444040 C-B-2 0.00000000 0.28443951 995.74294082 0.99574294 0.28443951 C-B-3 0.00000000 0.28444151 995.74294118 0.99574294 0.28444151 C-B-4 0.00000000 0.28444156 995.74294026 0.99574294 0.28444156 C-B-5 0.00000000 0.28444091 995.74294091 0.99574294 0.28444091 C-B-6 0.00000000 0.28444287 995.74293855 0.99574294 0.28444287 VI-X 0.00000000 0.00000000 4.99999999 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 4.24811% 81,830,759.23 289,688.43 0.00 0.00 AR 50.00 4.27271% 0.00 0.00 0.00 0.00 AR-L 50.00 4.27271% 0.00 0.00 0.00 0.00 II-A-1 212,757,000.00 4.62208% 171,533,642.98 660,701.19 0.00 0.00 III-A-1 38,901,000.00 5.22132% 33,725,488.53 146,743.03 0.00 0.00 IV-A-1 58,186,000.00 4.28045% 49,047,498.26 174,954.32 0.00 0.00 V-A-1 112,708,000.00 4.83189% 96,839,685.05 389,932.26 0.00 0.00 VI-A-1 111,825,000.00 2.33250% 80,998,675.66 167,937.25 0.00 0.00 VI-A-2 64,000,000.00 2.17250% 40,430,576.96 78,075.94 0.00 0.00 VI-A-3 21,500,000.00 2.43250% 21,500,000.00 46,487.78 0.00 0.00 VI-A-4 52,125,000.00 2.26250% 37,755,921.92 75,931.35 0.00 0.00 VI-M-1 7,914,000.00 2.58250% 7,914,000.00 18,167.03 0.00 0.00 VI-M-2 3,962,000.00 3.43250% 3,962,000.00 12,088.50 0.00 0.00 VI-M-3 2,637,942.00 3.83250% 2,637,942.00 8,986.59 0.00 0.00 C-B-1 8,801,000.00 4.59871% 8,766,036.99 33,593.70 0.00 0.00 C-B-2 4,951,000.00 4.59871% 4,931,331.57 18,898.13 0.00 0.00 C-B-3 3,026,000.00 4.59871% 3,013,978.86 11,550.34 0.00 0.00 C-B-4 1,925,000.00 4.59871% 1,917,352.71 7,347.79 0.00 0.00 C-B-5 2,200,000.00 4.59871% 2,191,260.24 8,397.47 0.00 0.00 C-B-6 1,101,064.68 4.59871% 1,096,690.57 4,202.80 0.00 0.00 VI-X 0.00 0.00000% 196,518,936.25 0.00 0.00 0.00 Totals 814,054,106.68 2,153,683.90 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 0.00 289,688.43 0.00 78,857,959.76 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 II-A-1 0.00 0.00 660,701.19 0.00 164,886,728.87 III-A-1 13.69 0.00 146,729.34 0.00 32,964,143.93 IV-A-1 0.00 0.00 174,954.32 0.00 48,710,500.57 V-A-1 0.00 0.00 389,932.26 0.00 93,763,313.35 VI-A-1 0.00 0.00 167,937.25 0.00 76,472,831.60 VI-A-2 0.00 0.00 78,075.94 0.00 36,970,173.05 VI-A-3 0.00 0.00 46,487.78 0.00 21,500,000.00 VI-A-4 0.00 0.00 75,931.35 0.00 35,646,289.71 VI-M-1 0.00 0.00 18,167.03 0.00 7,914,000.00 VI-M-2 0.00 0.00 12,088.50 0.00 3,962,000.00 VI-M-3 0.00 0.00 8,986.59 0.00 2,637,942.00 C-B-1 0.23 0.00 33,593.47 0.00 8,763,533.63 C-B-2 0.13 0.00 18,898.00 0.00 4,929,923.30 C-B-3 0.08 0.00 11,550.26 0.00 3,013,118.14 C-B-4 0.05 0.00 7,347.74 0.00 1,916,805.16 C-B-5 0.06 0.00 8,397.41 0.00 2,190,634.47 C-B-6 0.03 0.00 4,202.77 0.00 1,096,377.38 VI-X 0.00 0.00 595,367.32 0.00 186,423,056.08 Totals 14.27 0.00 2,749,036.95 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 4.24811% 775.39711591 2.74497726 0.00000000 0.00000000 AR 50.00 4.27271% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.27271% 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 212,757,000.00 4.62208% 806.24206480 3.10542633 0.00000000 0.00000000 III-A-1 38,901,000.00 5.22132% 866.95685278 3.77221742 0.00000000 0.00000000 IV-A-1 58,186,000.00 4.28045% 842.94328979 3.00681126 0.00000000 0.00000000 V-A-1 112,708,000.00 4.83189% 859.20861918 3.45966799 0.00000000 0.00000000 VI-A-1 111,825,000.00 2.33250% 724.33423349 1.50178627 0.00000000 0.00000000 VI-A-2 64,000,000.00 2.17250% 631.72776500 1.21993656 0.00000000 0.00000000 VI-A-3 21,500,000.00 2.43250% 1000.00000000 2.16222233 0.00000000 0.00000000 VI-A-4 52,125,000.00 2.26250% 724.33423348 1.45671655 0.00000000 0.00000000 VI-M-1 7,914,000.00 2.58250% 1000.00000000 2.29555598 0.00000000 0.00000000 VI-M-2 3,962,000.00 3.43250% 1000.00000000 3.05111055 0.00000000 0.00000000 VI-M-3 2,637,942.00 3.83250% 1000.00000000 3.40666702 0.00000000 0.00000000 C-B-1 8,801,000.00 4.59871% 996.02738212 3.81703216 0.00000000 0.00000000 C-B-2 4,951,000.00 4.59871% 996.02738235 3.81703292 0.00000000 0.00000000 C-B-3 3,026,000.00 4.59871% 996.02738268 3.81703239 0.00000000 0.00000000 C-B-4 1,925,000.00 4.59871% 996.02738182 3.81703377 0.00000000 0.00000000 C-B-5 2,200,000.00 4.59871% 996.02738182 3.81703182 0.00000000 0.00000000 C-B-6 1,101,064.68 4.59871% 996.02738143 3.81703280 0.00000000 0.00000000 VI-X 0.00 0.00000% 744.49159295 0.00000000 0.00000000 0.00000000 (5) 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 2.74497726 0.00000000 747.22800008 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-A-1 0.00000000 0.00000000 3.10542633 0.00000000 775.00025320 III-A-1 0.00035192 0.00000000 3.77186550 0.00000000 847.38551528 IV-A-1 0.00000000 0.00000000 3.00681126 0.00000000 837.15155828 V-A-1 0.00000000 0.00000000 3.45966799 0.00000000 831.91355849 VI-A-1 0.00000000 0.00000000 1.50178627 0.00000000 683.86167315 VI-A-2 0.00000000 0.00000000 1.21993656 0.00000000 577.65895391 VI-A-3 0.00000000 0.00000000 2.16222233 0.00000000 1000.00000000 VI-A-4 0.00000000 0.00000000 1.45671655 0.00000000 683.86167309 VI-M-1 0.00000000 0.00000000 2.29555598 0.00000000 1000.00000000 VI-M-2 0.00000000 0.00000000 3.05111055 0.00000000 1000.00000000 VI-M-3 0.00000000 0.00000000 3.40666702 0.00000000 1000.00000000 C-B-1 0.00002613 0.00000000 3.81700602 0.00000000 995.74294171 C-B-2 0.00002626 0.00000000 3.81700667 0.00000000 995.74294082 C-B-3 0.00002644 0.00000000 3.81700595 0.00000000 995.74294118 C-B-4 0.00002597 0.00000000 3.81700779 0.00000000 995.74294026 C-B-5 0.00002727 0.00000000 3.81700455 0.00000000 995.74294091 C-B-6 0.00002725 0.00000000 3.81700556 0.00000000 995.74293855 VI-X 0.00000000 0.00000000 2.25548730 0.00000000 706.24439880 (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 26,858,238.40 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 55,061.71 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 26,913,300.11 Withdrawals Reimbursement for Servicer Advances 47,971.76 Payment of Service Fee 219,724.49 Payment of Interest and Principal 26,645,603.86 Total Withdrawals (Pool Distribution Amount) 26,913,300.11 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 14.27
SERVICING FEES Gross Servicing Fee 169,130.30 External Master Servicing Fee 8,001.84 PMI Fee 42,592.35 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 219,724.49
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 1 0 0 1 217,669.11 0.00 0.00 217,669.11 30 Days 14 0 0 0 14 3,729,709.32 0.00 0.00 0.00 3,729,709.32 60 Days 10 0 0 0 10 2,264,466.21 0.00 0.00 0.00 2,264,466.21 90 Days 2 0 0 0 2 396,888.10 0.00 0.00 0.00 396,888.10 120 Days 1 0 0 0 1 317,741.29 0.00 0.00 0.00 317,741.29 150 Days 4 0 1 0 5 1,951,298.92 0.00 236,321.57 0.00 2,187,620.49 180+ Days 0 0 4 2 6 0.00 0.00 1,385,366.31 395,909.92 1,781,276.23 Totals 31 1 5 2 39 8,660,103.84 217,669.11 1,621,687.88 395,909.92 10,895,370.75 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 0.044763% 0.000000% 0.000000% 0.044763% 0.034668% 0.000000% 0.000000% 0.034668% 30 Days 0.626679% 0.000000% 0.000000% 0.000000% 0.626679% 0.594026% 0.000000% 0.000000% 0.000000% 0.594026% 60 Days 0.447628% 0.000000% 0.000000% 0.000000% 0.447628% 0.360659% 0.000000% 0.000000% 0.000000% 0.360659% 90 Days 0.089526% 0.000000% 0.000000% 0.000000% 0.089526% 0.063212% 0.000000% 0.000000% 0.000000% 0.063212% 120 Days 0.044763% 0.000000% 0.000000% 0.000000% 0.044763% 0.050606% 0.000000% 0.000000% 0.000000% 0.050606% 150 Days 0.179051% 0.000000% 0.044763% 0.000000% 0.223814% 0.310781% 0.000000% 0.037639% 0.000000% 0.348420% 180+ Days 0.000000% 0.000000% 0.179051% 0.089526% 0.268577% 0.000000% 0.000000% 0.220646% 0.063056% 0.283702% Totals 1.387645% 0.044763% 0.223814% 0.089526% 1.745748% 1.379284% 0.034668% 0.258284% 0.063056% 1.735293%
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 1 0 0 0 1 431,819.28 0.00 0.00 0.00 431,819.28 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 1 431,819.28 0.00 0.00 0.00 431,819.28 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.581395% 0.000000% 0.000000% 0.000000% 0.581395% 0.518466% 0.000000% 0.000000% 0.000000% 0.518466% 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 0.581395% 0.000000% 0.000000% 0.000000% 0.581395% 0.518466% 0.000000% 0.000000% 0.000000% 0.518466% 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 3 0 0 0 3 1,463,687.17 0.00 0.00 0.00 1,463,687.17 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 3 0 0 0 3 1,463,687.17 0.00 0.00 0.00 1,463,687.17 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.845070% 0.000000% 0.000000% 0.000000% 0.845070% 0.842181% 0.000000% 0.000000% 0.000000% 0.842181% 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 0.845070% 0.000000% 0.000000% 0.000000% 0.845070% 0.842181% 0.000000% 0.000000% 0.000000% 0.842181% 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 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 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 1 0 1 0.00 0.00 236,321.57 0.00 236,321.57 180 Days 0 0 0 1 1 0.00 0.00 0.00 313,000.00 313,000.00 Totals 0 0 1 1 2 0.00 0.00 236,321.57 313,000.00 549,321.57 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% 0.370370% 0.000000% 0.370370% 0.000000% 0.000000% 0.462092% 0.000000% 0.462092% 180 Days 0.000000% 0.000000% 0.000000% 0.370370% 0.370370% 0.000000% 0.000000% 0.000000% 0.612026% 0.612026% Totals 0.000000% 0.000000% 0.370370% 0.370370% 0.740741% 0.000000% 0.000000% 0.462092% 0.612026% 1.074118% 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 2 0 0 0 2 304,698.67 0.00 0.00 0.00 304,698.67 60 Days 1 0 0 0 1 207,000.00 0.00 0.00 0.00 207,000.00 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 3 0 0 0 3 511,698.67 0.00 0.00 0.00 511,698.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.411523% 0.000000% 0.000000% 0.000000% 0.411523% 0.309427% 0.000000% 0.000000% 0.000000% 0.309427% 60 Days 0.205761% 0.000000% 0.000000% 0.000000% 0.205761% 0.210212% 0.000000% 0.000000% 0.000000% 0.210212% 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 0.617284% 0.000000% 0.000000% 0.000000% 0.617284% 0.519639% 0.000000% 0.000000% 0.000000% 0.519639% 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 1 0 0 1 217,669.11 0.00 0.00 217,669.11 30 Days 8 0 0 0 8 1,529,504.20 0.00 0.00 0.00 1,529,504.20 60 Days 9 0 0 0 9 2,057,466.21 0.00 0.00 0.00 2,057,466.21 90 Days 2 0 0 0 2 396,888.10 0.00 0.00 0.00 396,888.10 120 Days 1 0 0 0 1 317,741.29 0.00 0.00 0.00 317,741.29 150 Days 4 0 0 0 4 1,951,298.92 0.00 0.00 0.00 1,951,298.92 180 Days 0 0 4 1 5 0.00 0.00 1,385,366.31 82,909.92 1,468,276.23 Totals 24 1 4 1 30 6,252,898.72 217,669.11 1,385,366.31 82,909.92 7,938,844.06 0-29 Days 0.121951% 0.000000% 0.000000% 0.121951% 0.116663% 0.000000% 0.000000% 0.116663% 30 Days 0.975610% 0.000000% 0.000000% 0.000000% 0.975610% 0.819761% 0.000000% 0.000000% 0.000000% 0.819761% 60 Days 1.097561% 0.000000% 0.000000% 0.000000% 1.097561% 1.102731% 0.000000% 0.000000% 0.000000% 1.102731% 90 Days 0.243902% 0.000000% 0.000000% 0.000000% 0.243902% 0.212718% 0.000000% 0.000000% 0.000000% 0.212718% 120 Days 0.121951% 0.000000% 0.000000% 0.000000% 0.121951% 0.170298% 0.000000% 0.000000% 0.000000% 0.170298% 150 Days 0.487805% 0.000000% 0.000000% 0.000000% 0.487805% 1.045829% 0.000000% 0.000000% 0.000000% 1.045829% 180 Days 0.000000% 0.000000% 0.487805% 0.121951% 0.609756% 0.000000% 0.000000% 0.742509% 0.044437% 0.786945% Totals 2.926829% 0.121951% 0.487805% 0.121951% 3.658537% 3.351338% 0.116663% 0.742509% 0.044437% 4.254947%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 55,061.71
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 178,343.00 0.02190800% 178,343.00 0.02842047% Fraud 11,001,803.29 1.35148305% 11,001,803.29 1.75323046% Special Hazard 5,795,080.00 0.71187897% 5,795,080.00 0.92349504% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.468931% Weighted Average Net Coupon 5.157368% Weighted Average Pass-Through Rate 5.064166% Weighted Average Maturity(Stepdown Calculation ) 349 Beginning Scheduled Collateral Loan Count 2,307 Number Of Loans Paid In Full 73 Ending Scheduled Collateral Loan Count 2,234 Beginning Scheduled Collateral Balance 651,412,661.24 Ending Scheduled Collateral Balance 627,516,094.64 Ending Actual Collateral Balance at 31-Oct-2004 627,869,332.43 Monthly P &I Constant 3,118,377.98 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 149,602.00 Unscheduled Principal 23,746,964.60
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 4.574806 4.995603 5.598441 Weighted Average Net Rate 4.282078 4.666401 5.237689 Weighted Average Maturity 348 349 349 Beginning Loan Count 179 366 134 Loans Paid In Full 7 11 3 Ending Loan Count 172 355 131 Beginning Scheduled Balance 86,205,899.69 180,354,905.71 35,340,039.52 Ending scheduled Balance 83,232,298.21 173,704,447.73 34,578,081.27 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 344,448.52 823,273.95 178,306.01 Scheduled Principal 15,802.46 72,456.03 13,431.73 Unscheduled Principal 2,957,799.02 6,578,001.95 748,526.52 Scheduled Interest 328,646.06 750,817.92 164,874.28 Servicing Fees 21,029.06 49,477.63 10,624.16 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 0.00 0.00 0.00 FRY Amount 0.00 0.00 0.00 Special Hazard Fee 0.00 0.00 0.00 Other Fee 1,003.42 3,656.01 481.99 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 306,613.58 697,684.28 153,768.13 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 4.268110 4.642076 5.221322
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 4.655663 5.213769 6.617072 Weighted Average Net Rate 4.314222 4.857687 6.353103 Weighted Average Maturity 349 349 349 Beginning Loan Count 272 500 856 Loans Paid In Full 2 14 36 Ending Loan Count 270 486 820 Beginning Scheduled Balance 51,467,314.05 101,525,566.02 196,518,936.25 Ending scheduled Balance 51,129,986.02 98,448,225.33 186,423,056.08 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 206,704.67 462,103.41 1,103,541.42 Scheduled Principal 7,025.93 20,994.40 19,891.45 Unscheduled Principal 330,302.10 3,056,346.29 10,075,988.72 Scheduled Interest 199,678.74 441,109.01 1,083,649.97 Servicing Fees 14,644.22 30,126.16 43,229.07 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 1,448.62 2,182.33 41,821.82 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 183,585.90 408,800.52 998,599.08 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 4.280446 4.831893 6.097727
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.468931 Weighted Average Net Rate 5.157368 Weighted Average Maturity 349.00 Record Date 10/31/2004 Principal And Interest Constant 3,118,377.98 Beginning Loan Count 2,307 Loans Paid In Full 73 Ending Loan Count 2,234 Beginning Scheduled Balance 651,412,661.24 Ending Scheduled Balance 627,516,094.64 Scheduled Principal 149,602.00 Unscheduled Principal 23,746,964.60 Scheduled Interest 2,968,775.98 Servicing Fee 169,130.30 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 50,594.19 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 2,749,051.49 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 5.064166
Miscellaneous Reporting Group G1 30Y Jumbo A Arm Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G2 30Y Jumbo A Arm Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G3 30Y Jumbo A Arm Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Miscellaneous Reporting Group G4 30Y Jumbo A Arm Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5 30Y Jumbo A Arm Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G6 30Y AltA Arm Excess Cash 595,367.37 Grp 1 Excess Interest 1,436.76 Grp 2 Excess Interest 3,005.92 Extra Principal Distribution 0.00 Overcollateralized Amount 1,319,819.71 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 1,319,819.71 Rolling 3 month Delinquency Rate 0.023736% Trigger Event - 3 mo Delinq Rate > 5.25% NO Substitution Adjustment Amount 0.00 Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
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