-----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, OZxDyj99PZcm781CYwLqiNuJXdHug7Zq6E+4VxUCz39ZJKWjTfu/fUGKUSHJGeix uTsyJBVEnbqdhVqqccHFBQ== 0001056404-04-003181.txt : 20040930 0001056404-04-003181.hdr.sgml : 20040930 20040930080431 ACCESSION NUMBER: 0001056404-04-003181 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040930 DATE AS OF CHANGE: 20040930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE BACKED PASS THR CERTS SER 2004-AR3 CENTRAL INDEX KEY: 0001285419 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: 333-107055-23 FILM NUMBER: 041054056 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 csf04ar3_sep.txt SEPTEMBER 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): September 27, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-AR3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-23 54-2150427 Pooling and Servicing Agreement) (Commission 54-2150428 (State or other File Number) 54-2150429 jurisdiction 54-2150430 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 September 27, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2004-AR3 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-AR3 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-AR3 Trust (Registrant) By: Wells Fargo Bank, N.A. as Trust Administrator By: /s/ Beth Belfield, Assistant Vice President By: Beth Belfield, Assistant Vice President Date: 9/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR3 Trust, relating to the September 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 CSF Series: 2004-AR3 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 1-A-1 22541SDR6 SEN 3.49686% 77,745,780.79 226,555.20 3,398,126.68 AR 22541SEL8 RES 4.21046% 0.00 0.00 0.00 AR-L 22541SEM6 RES 4.21046% 0.00 0.00 0.00 2-A-1 22541SDS4 SEN 4.49927% 248,226,667.02 930,699.51 1,473,444.40 3-A-1 22541SDT2 SEN 3.64197% 63,141,578.76 191,632.84 1,369,200.40 3-A-2 22541SDU9 SEN 2.06000% 46,892,647.55 80,499.04 1,016,848.69 4-A-1 22541SDV7 SEN 4.30368% 64,061,875.43 229,751.27 1,841,859.19 5-A-1 22541SDW5 SEN 4.82483% 183,819,929.46 739,082.68 2,457,823.52 6-A-1 22541SDX3 SEN 1.98500% 85,701,135.91 155,940.36 2,618,473.31 6-A-2 22541SDY1 SEN 1.98500% 162,169,834.00 295,081.53 6,473,915.52 6-A-3 22541SDZ8 SEN 1.81500% 57,862,254.52 96,268.33 3,280,364.92 6-A-4 22541SEA2 SEN 2.09500% 24,310,000.00 46,685.33 0.00 6-M-1 22541SEE4 MEZ 2.21500% 12,370,000.00 25,116.25 0.00 6-M-2 22541SEF1 MEZ 2.96500% 6,180,000.00 16,796.73 0.00 6-M-3 22541SEG9 MEZ 3.36500% 4,121,803.00 12,714.04 0.00 I-X 22541SEB0 SEN 0.71300% 0.00 46,193.95 0.00 II-X 22541SEC8 SEN 0.19900% 0.00 41,164.26 0.00 III-X 22541SED6 SEN 1.58196% 0.00 61,818.77 0.00 CB-1 22541SEH7 SUB 4.46756% 18,209,763.61 67,794.37 8,176.51 CB-2 22541SEJ3 SUB 4.46756% 9,309,429.83 34,658.71 4,180.10 CB-3 22541SEK0 SUB 4.46756% 4,859,262.95 18,090.88 2,181.90 CB-4 22541SDH8 SUB 4.46756% 4,451,164.68 16,571.55 1,998.65 CB-5 22541SDJ4 SUB 4.46756% 3,236,847.84 12,050.68 1,453.40 CB-6 22541SDK1 SUB 4.46756% 2,425,436.68 9,029.82 1,089.06 6-X 22541SDL9 OC 0.00000% 2,061,409.02 1,163,322.11 0.00 Totals 1,081,156,821.05 4,517,518.21 23,949,136.25
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 74,347,654.11 3,624,681.88 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 246,753,222.62 2,404,143.91 0.00 3-A-1 0.00 61,772,378.36 1,560,833.24 0.00 3-A-2 0.00 45,875,798.86 1,097,347.73 0.00 4-A-1 0.00 62,220,016.24 2,071,610.46 0.00 5-A-1 0.00 181,362,105.94 3,196,906.20 0.00 6-A-1 0.00 83,082,662.60 2,774,413.67 0.00 6-A-2 0.00 155,695,918.48 6,768,997.05 0.00 6-A-3 0.00 54,581,889.61 3,376,633.25 0.00 6-A-4 0.00 24,310,000.00 46,685.33 0.00 6-M-1 0.00 12,370,000.00 25,116.25 0.00 6-M-2 0.00 6,180,000.00 16,796.73 0.00 6-M-3 0.00 4,121,803.00 12,714.04 0.00 I-X 0.00 0.00 46,193.95 0.00 II-X 0.00 0.00 41,164.26 0.00 III-X 0.00 0.00 61,818.77 0.00 CB-1 0.00 18,201,587.10 75,970.88 0.00 CB-2 0.00 9,305,249.74 38,838.81 0.00 CB-3 0.00 4,857,081.05 20,272.78 0.00 CB-4 0.00 4,449,166.03 18,570.20 0.00 CB-5 0.00 3,235,394.44 13,504.08 0.00 CB-6 0.00 2,424,347.62 10,118.88 0.00 6-X 0.00 2,061,409.02 1,163,322.11 0.00 Totals 0.00 1,057,207,684.82 28,466,654.46 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) 1-A-1 94,376,000.00 77,745,780.79 58,563.01 3,339,563.67 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 2-A-1 284,190,000.00 248,226,667.02 114,280.66 1,359,163.74 0.00 0.00 3-A-1 70,288,000.00 63,141,578.76 5,469.06 1,363,731.34 0.00 0.00 3-A-2 52,200,000.00 46,892,647.55 4,061.65 1,012,787.04 0.00 0.00 4-A-1 68,175,000.00 64,061,875.43 33,910.89 1,807,948.30 0.00 0.00 5-A-1 199,256,000.00 183,819,929.46 89,085.76 2,368,737.76 0.00 0.00 6-A-1 100,850,000.00 85,701,135.91 0.00 2,618,473.31 0.00 0.00 6-A-2 191,650,000.00 162,169,834.00 0.00 6,473,915.52 0.00 0.00 6-A-3 72,800,000.00 57,862,254.52 0.00 3,280,364.92 0.00 0.00 6-A-4 24,310,000.00 24,310,000.00 0.00 0.00 0.00 0.00 6-M-1 12,370,000.00 12,370,000.00 0.00 0.00 0.00 0.00 6-M-2 6,180,000.00 6,180,000.00 0.00 0.00 0.00 0.00 6-M-3 4,121,803.00 4,121,803.00 0.00 0.00 0.00 0.00 I-X 0.00 0.00 0.00 0.00 0.00 0.00 II-X 0.00 0.00 0.00 0.00 0.00 0.00 III-X 0.00 0.00 0.00 0.00 0.00 0.00 CB-1 18,250,000.00 18,209,763.61 8,176.51 0.00 0.00 0.00 CB-2 9,330,000.00 9,309,429.83 4,180.10 0.00 0.00 0.00 CB-3 4,870,000.00 4,859,262.95 2,181.90 0.00 0.00 0.00 CB-4 4,461,000.00 4,451,164.68 1,998.65 0.00 0.00 0.00 CB-5 3,244,000.00 3,236,847.84 1,453.40 0.00 0.00 0.00 CB-6 2,430,795.94 2,425,436.68 1,089.06 0.00 0.00 0.00 6-X 0.00 2,061,409.02 0.00 0.00 0.00 0.00 Totals 1,223,352,698.94 1,081,156,821.05 324,450.65 23,624,685.60 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 1-A-1 3,398,126.68 74,347,654.11 0.78778137 3,398,126.68 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 1,473,444.40 246,753,222.62 0.86826849 1,473,444.40 3-A-1 1,369,200.40 61,772,378.36 0.87884672 1,369,200.40 3-A-2 1,016,848.69 45,875,798.86 0.87884672 1,016,848.69 4-A-1 1,841,859.19 62,220,016.24 0.91265150 1,841,859.19 5-A-1 2,457,823.52 181,362,105.94 0.91019646 2,457,823.52 6-A-1 2,618,473.31 83,082,662.60 0.82382412 2,618,473.31 6-A-2 6,473,915.52 155,695,918.48 0.81239717 6,473,915.52 6-A-3 3,280,364.92 54,581,889.61 0.74975123 3,280,364.92 6-A-4 0.00 24,310,000.00 1.00000000 0.00 6-M-1 0.00 12,370,000.00 1.00000000 0.00 6-M-2 0.00 6,180,000.00 1.00000000 0.00 6-M-3 0.00 4,121,803.00 1.00000000 0.00 I-X 0.00 0.00 0.00000000 0.00 II-X 0.00 0.00 0.00000000 0.00 III-X 0.00 0.00 0.00000000 0.00 CB-1 8,176.51 18,201,587.10 0.99734724 8,176.51 CB-2 4,180.10 9,305,249.74 0.99734724 4,180.10 CB-3 2,181.90 4,857,081.05 0.99734724 2,181.90 CB-4 1,998.65 4,449,166.03 0.99734724 1,998.65 CB-5 1,453.40 3,235,394.44 0.99734724 1,453.40 CB-6 1,089.06 2,424,347.62 0.99734724 1,089.06 6-X 0.00 2,061,409.02 0.00000000 0.00 Totals 23,949,136.25 1,057,207,684.82 0.86418879 23,949,136.25
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 94,376,000.00 823.78762387 0.62052863 35.38573016 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 2-A-1 284,190,000.00 873.45320743 0.40212766 4.78258820 0.00000000 3-A-1 70,288,000.00 898.32658149 0.07780930 19.40205071 0.00000000 3-A-2 52,200,000.00 898.32658142 0.07780939 19.40205057 0.00000000 4-A-1 68,175,000.00 939.66813979 0.49740946 26.51922699 0.00000000 5-A-1 199,256,000.00 922.53146435 0.44709198 11.88791183 0.00000000 6-A-1 100,850,000.00 849.78815974 0.00000000 25.96403877 0.00000000 6-A-2 191,650,000.00 846.17706235 0.00000000 33.77988792 0.00000000 6-A-3 72,800,000.00 794.81118846 0.00000000 45.05995769 0.00000000 6-A-4 24,310,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-1 12,370,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-2 6,180,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-3 4,121,803.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 III-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 CB-1 18,250,000.00 997.79526630 0.44802795 0.00000000 0.00000000 CB-2 9,330,000.00 997.79526581 0.44802787 0.00000000 0.00000000 CB-3 4,870,000.00 997.79526694 0.44802875 0.00000000 0.00000000 CB-4 4,461,000.00 997.79526564 0.44802735 0.00000000 0.00000000 CB-5 3,244,000.00 997.79526510 0.44802713 0.00000000 0.00000000 CB-6 2,430,795.94 997.79526536 0.44802609 0.00000000 0.00000000 6-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes are per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution 1-A-1 0.00000000 36.00625879 787.78136507 0.78778137 36.00625879 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 5.18471586 868.26849157 0.86826849 5.18471586 3-A-1 0.00000000 19.47986000 878.84672149 0.87884672 19.47986000 3-A-2 0.00000000 19.47985996 878.84672146 0.87884672 19.47985996 4-A-1 0.00000000 27.01663645 912.65150334 0.91265150 27.01663645 5-A-1 0.00000000 12.33500381 910.19646053 0.91019646 12.33500381 6-A-1 0.00000000 25.96403877 823.82412097 0.82382412 25.96403877 6-A-2 0.00000000 33.77988792 812.39717443 0.81239717 33.77988792 6-A-3 0.00000000 45.05995769 749.75123091 0.74975123 45.05995769 6-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 II-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 III-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 CB-1 0.00000000 0.44802795 997.34723836 0.99734724 0.44802795 CB-2 0.00000000 0.44802787 997.34723901 0.99734724 0.44802787 CB-3 0.00000000 0.44802875 997.34723819 0.99734724 0.44802875 CB-4 0.00000000 0.44802735 997.34723829 0.99734724 0.44802735 CB-5 0.00000000 0.44802713 997.34723798 0.99734724 0.44802713 CB-6 0.00000000 0.44802609 997.34723928 0.99734724 0.44802609 6-X 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 1-A-1 94,376,000.00 3.49686% 77,745,780.79 226,555.20 0.00 0.00 AR 50.00 4.21046% 0.00 0.00 0.00 0.00 AR-L 50.00 4.21046% 0.00 0.00 0.00 0.00 2-A-1 284,190,000.00 4.49927% 248,226,667.02 930,699.51 0.00 0.00 3-A-1 70,288,000.00 3.64197% 63,141,578.76 191,632.84 0.00 0.00 3-A-2 52,200,000.00 2.06000% 46,892,647.55 80,499.04 0.00 0.00 4-A-1 68,175,000.00 4.30368% 64,061,875.43 229,751.27 0.00 0.00 5-A-1 199,256,000.00 4.82483% 183,819,929.46 739,082.68 0.00 0.00 6-A-1 100,850,000.00 1.98500% 85,701,135.91 155,940.36 0.00 0.00 6-A-2 191,650,000.00 1.98500% 162,169,834.00 295,081.53 0.00 0.00 6-A-3 72,800,000.00 1.81500% 57,862,254.52 96,268.33 0.00 0.00 6-A-4 24,310,000.00 2.09500% 24,310,000.00 46,685.33 0.00 0.00 6-M-1 12,370,000.00 2.21500% 12,370,000.00 25,116.25 0.00 0.00 6-M-2 6,180,000.00 2.96500% 6,180,000.00 16,796.73 0.00 0.00 6-M-3 4,121,803.00 3.36500% 4,121,803.00 12,714.04 0.00 0.00 I-X 0.00 0.71300% 77,745,780.79 46,193.95 0.00 0.00 II-X 0.00 0.19900% 248,226,667.02 41,164.26 0.00 0.00 III-X 0.00 1.58196% 46,892,647.55 61,818.76 0.00 0.00 CB-1 18,250,000.00 4.46756% 18,209,763.61 67,794.37 0.00 0.00 CB-2 9,330,000.00 4.46756% 9,309,429.83 34,658.71 0.00 0.00 CB-3 4,870,000.00 4.46756% 4,859,262.95 18,090.88 0.00 0.00 CB-4 4,461,000.00 4.46756% 4,451,164.68 16,571.55 0.00 0.00 CB-5 3,244,000.00 4.46756% 3,236,847.84 12,050.68 0.00 0.00 CB-6 2,430,795.94 4.46756% 2,425,436.68 9,029.82 0.00 0.00 6-X 0.00 0.00000% 354,776,436.45 0.00 0.00 0.00 Totals 1,223,352,698.94 3,354,196.09 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 1-A-1 0.00 0.00 226,555.20 0.00 74,347,654.11 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 930,699.51 0.00 246,753,222.62 3-A-1 0.00 0.00 191,632.84 0.00 61,772,378.36 3-A-2 0.00 0.00 80,499.04 0.00 45,875,798.86 4-A-1 0.00 0.00 229,751.27 0.00 62,220,016.24 5-A-1 0.00 0.00 739,082.68 0.00 181,362,105.94 6-A-1 0.00 0.00 155,940.36 0.00 83,082,662.60 6-A-2 0.00 0.00 295,081.53 0.00 155,695,918.48 6-A-3 0.00 0.00 96,268.33 0.00 54,581,889.61 6-A-4 0.00 0.00 46,685.33 0.00 24,310,000.00 6-M-1 0.00 0.00 25,116.25 0.00 12,370,000.00 6-M-2 0.00 0.00 16,796.73 0.00 6,180,000.00 6-M-3 0.00 0.00 12,714.04 0.00 4,121,803.00 I-X 0.00 0.00 46,193.95 0.00 74,347,654.11 II-X 0.00 0.00 41,164.26 0.00 246,753,222.62 III-X 0.00 0.00 61,818.77 0.00 45,875,798.86 CB-1 0.00 0.00 67,794.37 0.00 18,201,587.10 CB-2 0.00 0.00 34,658.71 0.00 9,305,249.74 CB-3 0.00 0.00 18,090.88 0.00 4,857,081.05 CB-4 0.00 0.00 16,571.55 0.00 4,449,166.03 CB-5 0.00 0.00 12,050.68 0.00 3,235,394.44 CB-6 0.00 0.00 9,029.82 0.00 2,424,347.62 6-X 0.00 0.00 1,163,322.11 0.00 342,403,682.70 Totals 0.00 0.00 4,517,518.21 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 1-A-1 94,376,000.00 3.49686% 823.78762387 2.40055946 0.00000000 0.00000000 AR 50.00 4.21046% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.21046% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 284,190,000.00 4.49927% 873.45320743 3.27491998 0.00000000 0.00000000 3-A-1 70,288,000.00 3.64197% 898.32658149 2.72639483 0.00000000 0.00000000 3-A-2 52,200,000.00 2.06000% 898.32658142 1.54212720 0.00000000 0.00000000 4-A-1 68,175,000.00 4.30368% 939.66813979 3.37002230 0.00000000 0.00000000 5-A-1 199,256,000.00 4.82483% 922.53146435 3.70921167 0.00000000 0.00000000 6-A-1 100,850,000.00 1.98500% 849.78815974 1.54626039 0.00000000 0.00000000 6-A-2 191,650,000.00 1.98500% 846.17706235 1.53968969 0.00000000 0.00000000 6-A-3 72,800,000.00 1.81500% 794.81118846 1.32236717 0.00000000 0.00000000 6-A-4 24,310,000.00 2.09500% 1000.00000000 1.92041670 0.00000000 0.00000000 6-M-1 12,370,000.00 2.21500% 1000.00000000 2.03041633 0.00000000 0.00000000 6-M-2 6,180,000.00 2.96500% 1000.00000000 2.71791748 0.00000000 0.00000000 6-M-3 4,121,803.00 3.36500% 1000.00000000 3.08458216 0.00000000 0.00000000 I-X 0.00 0.71300% 823.78762387 0.48946713 0.00000000 0.00000000 II-X 0.00 0.19900% 873.45320743 0.14484767 0.00000000 0.00000000 III-X 0.00 1.58196% 898.32658142 1.18426743 0.00000000 0.00000000 CB-1 18,250,000.00 4.46756% 997.79526630 3.71476000 0.00000000 0.00000000 CB-2 9,330,000.00 4.46756% 997.79526581 3.71475991 0.00000000 0.00000000 CB-3 4,870,000.00 4.46756% 997.79526694 3.71475975 0.00000000 0.00000000 CB-4 4,461,000.00 4.46756% 997.79526564 3.71476126 0.00000000 0.00000000 CB-5 3,244,000.00 4.46756% 997.79526510 3.71475956 0.00000000 0.00000000 CB-6 2,430,795.94 4.46756% 997.79526536 3.71475855 0.00000000 0.00000000 6-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes are per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance 1-A-1 0.00000000 0.00000000 2.40055946 0.00000000 787.78136507 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.27491998 0.00000000 868.26849157 3-A-1 0.00000000 0.00000000 2.72639483 0.00000000 878.84672149 3-A-2 0.00000000 0.00000000 1.54212720 0.00000000 878.84672146 4-A-1 0.00000000 0.00000000 3.37002230 0.00000000 912.65150334 5-A-1 0.00000000 0.00000000 3.70921167 0.00000000 910.19646053 6-A-1 0.00000000 0.00000000 1.54626039 0.00000000 823.82412097 6-A-2 0.00000000 0.00000000 1.53968969 0.00000000 812.39717443 6-A-3 0.00000000 0.00000000 1.32236717 0.00000000 749.75123091 6-A-4 0.00000000 0.00000000 1.92041670 0.00000000 1000.00000000 6-M-1 0.00000000 0.00000000 2.03041633 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 2.71791748 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 3.08458216 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.48946713 0.00000000 787.78136507 II-X 0.00000000 0.00000000 0.14484767 0.00000000 868.26849157 III-X 0.00000000 0.00000000 1.18426762 0.00000000 878.84672146 CB-1 0.00000000 0.00000000 3.71476000 0.00000000 997.34723836 CB-2 0.00000000 0.00000000 3.71475991 0.00000000 997.34723901 CB-3 0.00000000 0.00000000 3.71475975 0.00000000 997.34723819 CB-4 0.00000000 0.00000000 3.71476126 0.00000000 997.34723829 CB-5 0.00000000 0.00000000 3.71475956 0.00000000 997.34723798 CB-6 0.00000000 0.00000000 3.71475855 0.00000000 997.34723928 6-X 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 28,487,578.00 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 57,684.79 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 28,545,262.79 Withdrawals Reimbursement for Servicer Advances 60,087.55 Payment of Service Fee 18,520.71 Payment of Interest and Principal 28,466,654.53 Total Withdrawals (Pool Distribution Amount) 28,545,262.79 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 0.00 External Master Servicing Fee 13,453.23 PMI Fee 5,067.48 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 18,520.71
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 13 0 0 0 13 2,486,032.79 0.00 0.00 0.00 2,486,032.79 60 Days 10 0 0 0 10 3,057,115.52 0.00 0.00 0.00 3,057,115.52 90 Days 8 0 0 0 8 1,729,945.34 0.00 0.00 0.00 1,729,945.34 120 Days 9 0 1 0 10 2,396,505.31 0.00 379,887.27 0.00 2,776,392.58 150 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 40 0 1 0 41 9,669,598.96 0.00 379,887.27 0.00 10,049,486.23 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 0.330957% 0.000000% 0.000000% 0.000000% 0.330957% 0.235046% 0.000000% 0.000000% 0.000000% 0.235046% 60 Days 0.254582% 0.000000% 0.000000% 0.000000% 0.254582% 0.289040% 0.000000% 0.000000% 0.000000% 0.289040% 90 Days 0.203666% 0.000000% 0.000000% 0.000000% 0.203666% 0.163561% 0.000000% 0.000000% 0.000000% 0.163561% 120 Days 0.229124% 0.000000% 0.025458% 0.000000% 0.254582% 0.226582% 0.000000% 0.035917% 0.000000% 0.262499% 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 1.018330% 0.000000% 0.025458% 0.000000% 1.043788% 0.914229% 0.000000% 0.035917% 0.000000% 0.950146%
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 1 171,149.77 0.00 0.00 0.00 171,149.77 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 1 0 1 0.00 0.00 379,887.27 0.00 379,887.27 150 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 1 0 2 171,149.77 0.00 379,887.27 0.00 551,037.04 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.240385% 0.000000% 0.000000% 0.000000% 0.240385% 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% 0.240385% 0.000000% 0.240385% 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 0.240385% 0.000000% 0.240385% 0.000000% 0.480769% 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 3 0 0 0 3 384,585.59 0.00 0.00 0.00 384,585.59 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 3 384,585.59 0.00 0.00 0.00 384,585.59 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.833333% 0.000000% 0.000000% 0.000000% 0.833333% 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 0.833333% 0.000000% 0.000000% 0.000000% 0.833333% 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 1 0 0 0 1 308,750.00 0.00 0.00 0.00 308,750.00 90 Days 1 0 0 0 1 333,700.00 0.00 0.00 0.00 333,700.00 120 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 2 0 0 0 2 642,450.00 0.00 0.00 0.00 642,450.00 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 0.103520% 0.000000% 0.000000% 0.000000% 0.103520% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.103520% 0.000000% 0.000000% 0.000000% 0.103520% 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 0.207039% 0.000000% 0.000000% 0.000000% 0.207039% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6-A 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 6 0 0 0 6 999,009.14 0.00 0.00 0.00 999,009.14 60 Days 2 0 0 0 2 304,333.93 0.00 0.00 0.00 304,333.93 90 Days 3 0 0 0 3 367,497.55 0.00 0.00 0.00 367,497.55 120 Days 1 0 0 0 1 277,336.16 0.00 0.00 0.00 277,336.16 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 0 0 12 1,948,176.78 0.00 0.00 0.00 1,948,176.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.209677% 0.000000% 0.000000% 0.000000% 1.209677% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.403226% 0.000000% 0.000000% 0.000000% 0.403226% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.604839% 0.000000% 0.000000% 0.000000% 0.604839% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.201613% 0.000000% 0.000000% 0.000000% 0.201613% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.419355% 0.000000% 0.000000% 0.000000% 2.419355% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6-B 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 3 0 0 0 3 931,288.29 0.00 0.00 0.00 931,288.29 60 Days 7 0 0 0 7 2,444,031.59 0.00 0.00 0.00 2,444,031.59 90 Days 4 0 0 0 4 1,028,747.79 0.00 0.00 0.00 1,028,747.79 120 Days 8 0 0 0 8 2,119,169.15 0.00 0.00 0.00 2,119,169.15 150 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 22 0 0 0 22 6,523,236.82 0.00 0.00 0.00 6,523,236.82 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.293830% 0.000000% 0.000000% 0.000000% 0.293830% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.685602% 0.000000% 0.000000% 0.000000% 0.685602% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.391773% 0.000000% 0.000000% 0.000000% 0.391773% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.783546% 0.000000% 0.000000% 0.000000% 0.783546% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.154750% 0.000000% 0.000000% 0.000000% 2.154750% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 57,684.79
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 285,434.75 0.02333217% 285,434.75 0.02699893% Fraud 16,221,417.92 1.32598047% 16,221,417.92 1.53436436% Special Hazard 8,110,708.96 0.66299024% 8,110,708.96 0.76718218% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 0.000000% Weighted Average Net Coupon 5.034650% Weighted Average Pass-Through Rate 0.000000% Weighted Average Maturity(Stepdown Calculation ) 352 Beginning Scheduled Collateral Loan Count 4,016 Number Of Loans Paid In Full 88 Ending Scheduled Collateral Loan Count 3,928 Beginning Scheduled Collateral Balance 1,081,156,821.06 Ending Scheduled Collateral Balance 1,057,207,684.81 Ending Actual Collateral Balance at 31-Aug-2004 1,057,678,507.15 Monthly P &I Constant 5,400,261.94 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 570,423.49 Unscheduled Principal 23,378,712.76
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 4.633531 5.089860 4.012928 Weighted Average Net Rate 4.260581 4.744573 3.644152 Weighted Average Maturity 352 352 352 Beginning Loan Count 168 509 425 Loans Paid In Full 5 3 9 Ending Loan Count 163 506 416 Beginning Scheduled Balance 82,955,124.40 263,941,752.39 116,818,476.25 Ending scheduled Balance 79,553,073.71 262,461,072.95 114,431,839.54 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 382,799.66 1,241,037.75 400,771.73 Scheduled Principal 62,487.02 121,515.70 10,118.33 Unscheduled Principal 3,339,563.67 1,359,163.74 2,376,518.38 Scheduled Interest 320,312.64 1,119,522.05 390,653.40 Servicing Fees 25,781.81 75,946.33 35,899.86 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 2,123.59 5,784.81 212.88 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 292,407.24 1,037,790.91 354,540.66 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
Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6-A 30Y AltA Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.711538 5.206589 6.377378 Weighted Average Net Rate 4.339745 4.848235 6.121857 Weighted Average Maturity 352 352 352 Beginning Loan Count 371 978 509 Loans Paid In Full 11 12 13 Ending Loan Count 360 966 496 Beginning Scheduled Balance 67,829,780.75 194,835,250.82 92,205,190.42 Ending scheduled Balance 65,985,927.03 192,372,088.88 89,586,717.11 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 302,224.27 939,780.13 558,543.89 Scheduled Principal 35,905.42 94,424.18 68,521.08 Unscheduled Principal 1,807,948.30 2,368,737.76 2,549,952.23 Scheduled Interest 266,318.85 845,355.95 490,022.81 Servicing Fees 21,015.57 58,183.43 19,633.63 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 2,038.74 3,800.67 1,626.17 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 243,264.54 783,371.85 468,763.01 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
Group Level Collateral Statement Group G6-B 30Y AltA Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.387536 0.000000 Weighted Average Net Rate 6.125487 5.034650 Weighted Average Maturity 352.00 352.00 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 1,575,104.51 5,400,261.94 Beginning Loan Count 1,056 4,016 Loans Paid In Full 35 88 Ending Loan Count 1,021 3,928 Beginning Scheduled Balance 262,571,246.03 1,081,156,821.06 Ending Scheduled Balance 252,816,965.59 1,057,207,684.81 Scheduled Principal 177,451.76 570,423.49 Unscheduled Principal 9,576,828.68 23,378,712.76 Scheduled Interest 1,397,652.75 4,829,838.45 Servicing Fee 57,338.89 293,799.52 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,933.85 18,520.71 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,337,380.01 4,517,518.22 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00
Miscellaneous Reporting Group G1 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase 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 Repuchase 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 Repuchase 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 Repuchase 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 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G6-A 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G6-B 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repuchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Excess Cash 1,163,322.11 Grp 1 Excess Interest 1,382.59 Grp 2 Excess Interest 4,399.03 Extra Principal Distribution 0.00 Overcollateralized Amount 2,061,409.02 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 2,061,409.02 Rolling 3 month Delinquency Rate 0.007681% Trigger Event - 3 mo Delinq Rate > 5.25% NO
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