-----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, JSoRINMRXZf2ICiXxD5PJOqBGbVKuSrAWD/sxjzgVZiSfkRPSnxJ9HCW3PIXw5Ar GnuV8CK2AZhns+sciDZwmg== 0001056404-04-004383.txt : 20041206 0001056404-04-004383.hdr.sgml : 20041206 20041206143358 ACCESSION NUMBER: 0001056404-04-004383 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 MORTGAGE BACKED PASS THR CERTS SER 2004-AR3 CENTRAL INDEX KEY: 0001285419 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 000000000 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: 041186028 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 csf04ar3_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-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 November 26, 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 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-AR3 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-AR3 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-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 3.48756% 71,606,344.06 208,109.60 4,900,601.21 AR 22541SEL8 RES 4.20654% 0.00 0.00 0.00 AR-L 22541SEM6 RES 4.20654% 0.00 0.00 0.00 2-A-1 22541SDS4 SEN 4.49020% 237,120,155.02 887,263.39 8,775,478.59 3-A-1 22541SDT2 SEN 3.62787% 59,781,643.57 180,733.21 765,606.74 3-A-2 22541SDU9 SEN 2.06000% 44,397,362.20 76,215.47 568,584.57 4-A-1 22541SDV7 SEN 4.30422% 59,479,924.48 213,345.56 3,448,602.93 5-A-1 22541SDW5 SEN 4.81687% 175,529,631.90 704,586.37 2,788,045.66 6-A-1 22541SDX3 SEN 2.30250% 78,338,069.12 160,331.91 3,441,320.67 6-A-2 22541SDY1 SEN 2.30250% 149,197,976.68 305,358.53 7,431,268.55 6-A-3 22541SDZ8 SEN 2.13250% 51,289,350.46 97,221.81 3,765,460.42 6-A-4 22541SEA2 SEN 2.41250% 24,310,000.00 52,131.44 0.00 6-M-1 22541SEE4 MEZ 2.53250% 12,370,000.00 27,846.24 0.00 6-M-2 22541SEF1 MEZ 3.28250% 6,180,000.00 18,031.87 0.00 6-M-3 22541SEG9 MEZ 3.68250% 4,121,803.00 13,492.04 0.00 I-X 22541SEB0 SEN 0.71300% 0.00 42,546.10 0.00 II-X 22541SEC8 SEN 0.19900% 0.00 39,322.43 0.00 III-X 22541SED6 SEN 1.56787% 0.00 58,007.63 0.00 CB-1 22541SEH7 SUB 4.45872% 18,193,363.06 67,599.21 8,355.23 CB-2 22541SEJ3 SUB 4.45872% 9,301,045.33 34,558.94 4,271.47 CB-3 22541SEK0 SUB 4.45872% 4,854,886.47 18,038.80 2,229.59 CB-4 22541SDH8 SUB 4.45872% 4,447,155.76 16,523.84 2,042.34 CB-5 22541SDJ4 SUB 4.45872% 3,233,932.59 12,015.99 1,485.17 CB-6 22541SDK1 SUB 4.45872% 2,423,252.22 9,003.83 1,112.87 6-X 22541SDL9 OC 0.00000% 2,061,409.02 999,382.71 0.00 Totals 1,018,237,304.94 4,241,666.92 35,904,466.01
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 66,705,742.86 5,108,710.81 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 228,344,676.43 9,662,741.98 0.00 3-A-1 0.00 59,016,036.82 946,339.95 0.00 3-A-2 0.00 43,828,777.63 644,800.04 0.00 4-A-1 0.00 56,031,321.54 3,661,948.49 0.00 5-A-1 0.00 172,741,586.24 3,492,632.03 0.00 6-A-1 0.00 74,896,748.45 3,601,652.58 0.00 6-A-2 0.00 141,766,708.13 7,736,627.08 0.00 6-A-3 0.00 47,523,890.04 3,862,682.23 0.00 6-A-4 0.00 24,310,000.00 52,131.44 0.00 6-M-1 0.00 12,370,000.00 27,846.24 0.00 6-M-2 0.00 6,180,000.00 18,031.87 0.00 6-M-3 0.00 4,121,803.00 13,492.04 0.00 I-X 0.00 0.00 42,546.10 0.00 II-X 0.00 0.00 39,322.43 0.00 III-X 0.00 0.00 58,007.63 0.00 CB-1 0.00 18,185,007.82 75,954.44 0.00 CB-2 0.00 9,296,773.86 38,830.41 0.00 CB-3 0.00 4,852,656.88 20,268.39 0.00 CB-4 0.00 4,445,113.42 18,566.18 0.00 CB-5 0.00 3,232,447.42 13,501.16 0.00 CB-6 0.00 2,422,139.35 10,116.70 0.00 6-X 0.00 2,061,409.02 999,382.71 0.00 Totals 0.00 982,332,838.91 40,146,132.93 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 71,606,344.06 56,715.70 4,843,885.51 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-1 284,190,000.00 237,120,155.02 113,447.03 8,662,031.56 0.00 0.00 3-A-1 70,288,000.00 59,781,643.57 4,796.63 760,810.11 0.00 0.00 3-A-2 52,200,000.00 44,397,362.20 3,562.26 565,022.31 0.00 0.00 4-A-1 68,175,000.00 59,479,924.48 31,630.10 3,416,972.83 0.00 0.00 5-A-1 199,256,000.00 175,529,631.90 84,846.54 2,703,199.12 0.00 0.00 6-A-1 100,850,000.00 78,338,069.12 0.00 3,441,320.67 0.00 0.00 6-A-2 191,650,000.00 149,197,976.68 0.00 7,431,268.55 0.00 0.00 6-A-3 72,800,000.00 51,289,350.46 0.00 3,765,460.42 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 18,193,363.06 8,355.23 0.00 0.00 0.00 CB-2 9,330,000.00 9,301,045.33 4,271.47 0.00 0.00 0.00 CB-3 4,870,000.00 4,854,886.47 2,229.59 0.00 0.00 0.00 CB-4 4,461,000.00 4,447,155.76 2,042.34 0.00 0.00 0.00 CB-5 3,244,000.00 3,233,932.59 1,485.17 0.00 0.00 0.00 CB-6 2,430,795.94 2,423,252.22 1,112.87 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 1,018,237,304.94 314,494.93 35,589,971.08 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 4,900,601.21 66,705,742.86 0.70680833 4,900,601.21 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 8,775,478.59 228,344,676.43 0.80349300 8,775,478.59 3-A-1 765,606.74 59,016,036.82 0.83963176 765,606.74 3-A-2 568,584.57 43,828,777.63 0.83963176 568,584.57 4-A-1 3,448,602.93 56,031,321.54 0.82187490 3,448,602.93 5-A-1 2,788,045.66 172,741,586.24 0.86693292 2,788,045.66 6-A-1 3,441,320.67 74,896,748.45 0.74265492 3,441,320.67 6-A-2 7,431,268.55 141,766,708.13 0.73971671 7,431,268.55 6-A-3 3,765,460.42 47,523,890.04 0.65280069 3,765,460.42 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 8,355.23 18,185,007.82 0.99643878 8,355.23 CB-2 4,271.47 9,296,773.86 0.99643878 4,271.47 CB-3 2,229.59 4,852,656.88 0.99643878 2,229.59 CB-4 2,042.34 4,445,113.42 0.99643879 2,042.34 CB-5 1,485.17 3,232,447.42 0.99643879 1,485.17 CB-6 1,112.87 2,422,139.35 0.99643878 1,112.87 6-X 0.00 2,061,409.02 0.00000000 0.00 Totals 35,904,466.01 982,332,838.91 0.80298416 35,904,466.01
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 94,376,000.00 758.73467894 0.60095469 51.32539533 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-1 284,190,000.00 834.37191675 0.39919431 30.47971976 0.00000000 3-A-1 70,288,000.00 850.52418009 0.06824252 10.82418208 0.00000000 3-A-2 52,200,000.00 850.52418008 0.06824253 10.82418218 0.00000000 4-A-1 68,175,000.00 872.45947165 0.46395453 50.12061357 0.00000000 5-A-1 199,256,000.00 880.92520125 0.42581674 13.56646284 0.00000000 6-A-1 100,850,000.00 776.77807754 0.00000000 34.12315984 0.00000000 6-A-2 191,650,000.00 778.49192111 0.00000000 38.77520767 0.00000000 6-A-3 72,800,000.00 704.52404478 0.00000000 51.72335742 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 18,250,000.00 996.89660603 0.45782082 0.00000000 0.00000000 CB-2 9,330,000.00 996.89660557 0.45782101 0.00000000 0.00000000 CB-3 4,870,000.00 996.89660575 0.45782136 0.00000000 0.00000000 CB-4 4,461,000.00 996.89660614 0.45782112 0.00000000 0.00000000 CB-5 3,244,000.00 996.89660604 0.45782059 0.00000000 0.00000000 CB-6 2,430,795.94 996.89660499 0.45782124 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 51.92635003 706.80832902 0.70680833 51.92635003 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 30.87891407 803.49300267 0.80349300 30.87891407 3-A-1 0.00000000 10.89242460 839.63175535 0.83963176 10.89242460 3-A-2 0.00000000 10.89242471 839.63175536 0.83963176 10.89242471 4-A-1 0.00000000 50.58456810 821.87490341 0.82187490 50.58456810 5-A-1 0.00000000 13.99227958 866.93292167 0.86693292 13.99227958 6-A-1 0.00000000 34.12315984 742.65491770 0.74265492 34.12315984 6-A-2 0.00000000 38.77520767 739.71671344 0.73971671 38.77520767 6-A-3 0.00000000 51.72335742 652.80068736 0.65280069 51.72335742 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 0.45782082 996.43878466 0.99643878 0.45782082 CB-2 0.00000000 0.45782101 996.43878457 0.99643878 0.45782101 CB-3 0.00000000 0.45782136 996.43878439 0.99643878 0.45782136 CB-4 0.00000000 0.45782112 996.43878503 0.99643879 0.45782112 CB-5 0.00000000 0.45782059 996.43878545 0.99643879 0.45782059 CB-6 0.00000000 0.45782124 996.43878375 0.99643878 0.45782124 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 3.48756% 71,606,344.06 208,109.60 0.00 0.00 AR 50.00 4.20654% 0.00 0.00 0.00 0.00 AR-L 50.00 4.20654% 0.00 0.00 0.00 0.00 2-A-1 284,190,000.00 4.49020% 237,120,155.02 887,263.39 0.00 0.00 3-A-1 70,288,000.00 3.62787% 59,781,643.57 180,733.21 0.00 0.00 3-A-2 52,200,000.00 2.06000% 44,397,362.20 76,215.47 0.00 0.00 4-A-1 68,175,000.00 4.30422% 59,479,924.48 213,345.56 0.00 0.00 5-A-1 199,256,000.00 4.81687% 175,529,631.90 704,586.37 0.00 0.00 6-A-1 100,850,000.00 2.30250% 78,338,069.12 160,331.91 0.00 0.00 6-A-2 191,650,000.00 2.30250% 149,197,976.68 305,358.53 0.00 0.00 6-A-3 72,800,000.00 2.13250% 51,289,350.46 97,221.81 0.00 0.00 6-A-4 24,310,000.00 2.41250% 24,310,000.00 52,131.44 0.00 0.00 6-M-1 12,370,000.00 2.53250% 12,370,000.00 27,846.24 0.00 0.00 6-M-2 6,180,000.00 3.28250% 6,180,000.00 18,031.87 0.00 0.00 6-M-3 4,121,803.00 3.68250% 4,121,803.00 13,492.04 0.00 0.00 I-X 0.00 0.71300% 71,606,344.06 42,546.10 0.00 0.00 II-X 0.00 0.19900% 237,120,155.02 39,322.43 0.00 0.00 III-X 0.00 1.56787% 44,397,362.20 58,007.63 0.00 0.00 CB-1 18,250,000.00 4.45872% 18,193,363.06 67,599.21 0.00 0.00 CB-2 9,330,000.00 4.45872% 9,301,045.33 34,558.94 0.00 0.00 CB-3 4,870,000.00 4.45872% 4,854,886.47 18,038.80 0.00 0.00 CB-4 4,461,000.00 4.45872% 4,447,155.76 16,523.84 0.00 0.00 CB-5 3,244,000.00 4.45872% 3,233,932.59 12,015.99 0.00 0.00 CB-6 2,430,795.94 4.45872% 2,423,252.22 9,003.83 0.00 0.00 6-X 0.00 0.00000% 327,868,608.28 0.00 0.00 0.00 Totals 1,223,352,698.94 3,242,284.21 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 0.00 208,109.60 0.00 66,705,742.86 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 0.00 887,263.39 0.00 228,344,676.43 3-A-1 0.00 0.00 180,733.21 0.00 59,016,036.82 3-A-2 0.00 0.00 76,215.47 0.00 43,828,777.63 4-A-1 0.00 0.00 213,345.56 0.00 56,031,321.54 5-A-1 0.00 0.00 704,586.37 0.00 172,741,586.24 6-A-1 0.00 0.00 160,331.91 0.00 74,896,748.45 6-A-2 0.00 0.00 305,358.53 0.00 141,766,708.13 6-A-3 0.00 0.00 97,221.81 0.00 47,523,890.04 6-A-4 0.00 0.00 52,131.44 0.00 24,310,000.00 6-M-1 0.00 0.00 27,846.24 0.00 12,370,000.00 6-M-2 0.00 0.00 18,031.87 0.00 6,180,000.00 6-M-3 0.00 0.00 13,492.04 0.00 4,121,803.00 I-X 0.00 0.00 42,546.10 0.00 66,705,742.86 II-X 0.00 0.00 39,322.43 0.00 228,344,676.43 III-X 0.00 0.00 58,007.63 0.00 43,828,777.63 CB-1 0.00 0.00 67,599.21 0.00 18,185,007.82 CB-2 0.00 0.00 34,558.94 0.00 9,296,773.86 CB-3 0.00 0.00 18,038.80 0.00 4,852,656.88 CB-4 0.00 0.00 16,523.84 0.00 4,445,113.42 CB-5 0.00 0.00 12,015.99 0.00 3,232,447.42 CB-6 0.00 0.00 9,003.83 0.00 2,422,139.35 6-X 0.00 0.00 999,382.71 0.00 313,230,558.64 Totals 0.00 0.00 4,241,666.92 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 3.48756% 758.73467894 2.20511147 0.00000000 0.00000000 AR 50.00 4.20654% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.20654% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 284,190,000.00 4.49020% 834.37191675 3.12207815 0.00000000 0.00000000 3-A-1 70,288,000.00 3.62787% 850.52418009 2.57132384 0.00000000 0.00000000 3-A-2 52,200,000.00 2.06000% 850.52418008 1.46006648 0.00000000 0.00000000 4-A-1 68,175,000.00 4.30422% 872.45947165 3.12938115 0.00000000 0.00000000 5-A-1 199,256,000.00 4.81687% 880.92520125 3.53608609 0.00000000 0.00000000 6-A-1 100,850,000.00 2.30250% 776.77807754 1.58980575 0.00000000 0.00000000 6-A-2 191,650,000.00 2.30250% 778.49192111 1.59331349 0.00000000 0.00000000 6-A-3 72,800,000.00 2.13250% 704.52404478 1.33546442 0.00000000 0.00000000 6-A-4 24,310,000.00 2.41250% 1000.00000000 2.14444426 0.00000000 0.00000000 6-M-1 12,370,000.00 2.53250% 1000.00000000 2.25111075 0.00000000 0.00000000 6-M-2 6,180,000.00 3.28250% 1000.00000000 2.91777832 0.00000000 0.00000000 6-M-3 4,121,803.00 3.68250% 1000.00000000 3.27333451 0.00000000 0.00000000 I-X 0.00 0.71300% 758.73467894 0.45081483 0.00000000 0.00000000 II-X 0.00 0.19900% 834.37191675 0.13836669 0.00000000 0.00000000 III-X 0.00 1.56787% 850.52418008 1.11125728 0.00000000 0.00000000 CB-1 18,250,000.00 4.45872% 996.89660603 3.70406630 0.00000000 0.00000000 CB-2 9,330,000.00 4.45872% 996.89660557 3.70406645 0.00000000 0.00000000 CB-3 4,870,000.00 4.45872% 996.89660575 3.70406571 0.00000000 0.00000000 CB-4 4,461,000.00 4.45872% 996.89660614 3.70406635 0.00000000 0.00000000 CB-5 3,244,000.00 4.45872% 996.89660604 3.70406597 0.00000000 0.00000000 CB-6 2,430,795.94 4.45872% 996.89660499 3.70406658 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 2.20511147 0.00000000 706.80832902 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 3.12207815 0.00000000 803.49300267 3-A-1 0.00000000 0.00000000 2.57132384 0.00000000 839.63175535 3-A-2 0.00000000 0.00000000 1.46006648 0.00000000 839.63175536 4-A-1 0.00000000 0.00000000 3.12938115 0.00000000 821.87490341 5-A-1 0.00000000 0.00000000 3.53608609 0.00000000 866.93292167 6-A-1 0.00000000 0.00000000 1.58980575 0.00000000 742.65491770 6-A-2 0.00000000 0.00000000 1.59331349 0.00000000 739.71671344 6-A-3 0.00000000 0.00000000 1.33546442 0.00000000 652.80068736 6-A-4 0.00000000 0.00000000 2.14444426 0.00000000 1000.00000000 6-M-1 0.00000000 0.00000000 2.25111075 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 2.91777832 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 3.27333451 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.45081483 0.00000000 706.80832902 II-X 0.00000000 0.00000000 0.13836669 0.00000000 803.49300267 III-X 0.00000000 0.00000000 1.11125728 0.00000000 839.63175536 CB-1 0.00000000 0.00000000 3.70406630 0.00000000 996.43878466 CB-2 0.00000000 0.00000000 3.70406645 0.00000000 996.43878457 CB-3 0.00000000 0.00000000 3.70406571 0.00000000 996.43878439 CB-4 0.00000000 0.00000000 3.70406635 0.00000000 996.43878503 CB-5 0.00000000 0.00000000 3.70406597 0.00000000 996.43878545 CB-6 0.00000000 0.00000000 3.70406658 0.00000000 996.43878375 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 40,428,032.56 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 84,969.01 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 40,513,001.57 Withdrawals Reimbursement for Servicer Advances 72,310.69 Payment of Service Fee 294,557.93 Payment of Interest and Principal 40,146,132.57 Total Withdrawals (Pool Distribution Amount) 40,513,001.19 Ending Balance 0.38
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 276,937.70 External Master Servicing Fee 12,809.80 PMI Fee 4,810.43 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 294,557.93
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 20 0 0 0 20 5,324,572.68 0.00 0.00 0.00 5,324,572.68 60 Days 12 1 0 0 13 3,337,671.09 148,744.04 0.00 0.00 3,486,415.13 90 Days 3 0 1 0 4 353,987.20 0.00 264,000.00 0.00 617,987.20 120 Days 4 0 0 0 4 1,233,772.19 0.00 0.00 0.00 1,233,772.19 150 Days 9 0 1 0 10 1,959,008.13 0.00 170,146.61 0.00 2,129,154.74 180+ Days 0 0 6 1 7 0.00 0.00 1,800,782.71 379,887.27 2,180,669.98 Totals 48 1 8 1 58 12,209,011.29 148,744.04 2,234,929.32 379,887.27 14,972,571.92 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 0.542888% 0.000000% 0.000000% 0.000000% 0.542888% 0.541770% 0.000000% 0.000000% 0.000000% 0.541770% 60 Days 0.325733% 0.027144% 0.000000% 0.000000% 0.352877% 0.339605% 0.015135% 0.000000% 0.000000% 0.354739% 90 Days 0.081433% 0.000000% 0.027144% 0.000000% 0.108578% 0.036018% 0.000000% 0.026862% 0.000000% 0.062880% 120 Days 0.108578% 0.000000% 0.000000% 0.000000% 0.108578% 0.125535% 0.000000% 0.000000% 0.000000% 0.125535% 150 Days 0.244300% 0.000000% 0.027144% 0.000000% 0.271444% 0.199327% 0.000000% 0.017312% 0.000000% 0.216639% 180+ Days 0.000000% 0.000000% 0.162866% 0.027144% 0.190011% 0.000000% 0.000000% 0.183228% 0.038653% 0.221881% Totals 1.302932% 0.027144% 0.217155% 0.027144% 1.574376% 1.242255% 0.015135% 0.227402% 0.038653% 1.523445%
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 2 0 0 0 2 955,159.90 0.00 0.00 0.00 955,159.90 60 Days 1 0 0 0 1 607,438.51 0.00 0.00 0.00 607,438.51 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 1,562,598.41 0.00 0.00 0.00 1,562,598.41 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.423729% 0.000000% 0.000000% 0.000000% 0.423729% 0.391237% 0.000000% 0.000000% 0.000000% 0.391237% 60 Days 0.211864% 0.000000% 0.000000% 0.000000% 0.211864% 0.248809% 0.000000% 0.000000% 0.000000% 0.248809% 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 0.635593% 0.000000% 0.000000% 0.000000% 0.635593% 0.640046% 0.000000% 0.000000% 0.000000% 0.640046% 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 1 1 0 0 2 76,000.00 148,744.04 0.00 0.00 224,744.04 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 1 1 0.00 0.00 0.00 379,887.27 379,887.27 Totals 1 1 0 1 3 76,000.00 148,744.04 0.00 379,887.27 604,631.31 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 0.247525% 0.247525% 0.000000% 0.000000% 0.495050% 0.069320% 0.135671% 0.000000% 0.000000% 0.204992% 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% 0.247525% 0.247525% 0.000000% 0.000000% 0.000000% 0.346500% 0.346500% Totals 0.247525% 0.247525% 0.000000% 0.247525% 0.742574% 0.069320% 0.135671% 0.000000% 0.346500% 0.551491% 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 1 0 0 0 1 136,548.30 0.00 0.00 0.00 136,548.30 120 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 1 136,548.30 0.00 0.00 0.00 136,548.30 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 0.303030% 0.000000% 0.000000% 0.000000% 0.303030% 0.228279% 0.000000% 0.000000% 0.000000% 0.228279% 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 0.303030% 0.000000% 0.000000% 0.000000% 0.303030% 0.228279% 0.000000% 0.000000% 0.000000% 0.228279% 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 1 0 0 0 1 193,562.69 0.00 0.00 0.00 193,562.69 60 Days 1 0 0 0 1 201,697.56 0.00 0.00 0.00 201,697.56 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 2 0 0 0 2 644,999.21 0.00 0.00 0.00 644,999.21 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 0 0 4 1,040,259.46 0.00 0.00 0.00 1,040,259.46 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.108460% 0.000000% 0.000000% 0.000000% 0.108460% 0.105307% 0.000000% 0.000000% 0.000000% 0.105307% 60 Days 0.108460% 0.000000% 0.000000% 0.000000% 0.108460% 0.109733% 0.000000% 0.000000% 0.000000% 0.109733% 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 0.216920% 0.000000% 0.000000% 0.000000% 0.216920% 0.350910% 0.000000% 0.000000% 0.000000% 0.350910% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.433839% 0.000000% 0.000000% 0.000000% 0.433839% 0.565951% 0.000000% 0.000000% 0.000000% 0.565951% 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 1,279,189.21 0.00 0.00 0.00 1,279,189.21 60 Days 1 0 0 0 1 60,596.49 0.00 0.00 0.00 60,596.49 90 Days 1 0 1 0 2 81,975.81 0.00 264,000.00 0.00 345,975.81 120 Days 1 0 0 0 1 139,287.99 0.00 0.00 0.00 139,287.99 150 Days 3 0 0 0 3 367,497.55 0.00 0.00 0.00 367,497.55 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 12 0 1 0 13 1,928,547.05 0.00 264,000.00 0.00 2,192,547.05 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.307190% 0.000000% 0.000000% 0.000000% 1.307190% 1.570377% 0.000000% 0.000000% 0.000000% 1.570377% 60 Days 0.217865% 0.000000% 0.000000% 0.000000% 0.217865% 0.074390% 0.000000% 0.000000% 0.000000% 0.074390% 90 Days 0.217865% 0.000000% 0.217865% 0.000000% 0.435730% 0.100636% 0.000000% 0.324096% 0.000000% 0.424732% 120 Days 0.217865% 0.000000% 0.000000% 0.000000% 0.217865% 0.170995% 0.000000% 0.000000% 0.000000% 0.170995% 150 Days 0.653595% 0.000000% 0.000000% 0.000000% 0.653595% 0.451153% 0.000000% 0.000000% 0.000000% 0.451153% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.614379% 0.000000% 0.217865% 0.000000% 2.832244% 2.367551% 0.000000% 0.324096% 0.000000% 2.691647% 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 11 0 0 0 11 2,896,660.88 0.00 0.00 0.00 2,896,660.88 60 Days 8 0 0 0 8 2,391,938.53 0.00 0.00 0.00 2,391,938.53 90 Days 1 0 0 0 1 135,463.09 0.00 0.00 0.00 135,463.09 120 Days 3 0 0 0 3 1,094,484.20 0.00 0.00 0.00 1,094,484.20 150 Days 4 0 1 0 5 946,511.37 0.00 170,146.61 0.00 1,116,657.98 180 Days 0 0 6 0 6 0.00 0.00 1,800,782.71 0.00 1,800,782.71 Totals 27 0 7 0 34 7,465,058.07 0.00 1,970,929.32 0.00 9,435,987.39 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.159115% 0.000000% 0.000000% 0.000000% 1.159115% 1.248547% 0.000000% 0.000000% 0.000000% 1.248547% 60 Days 0.842993% 0.000000% 0.000000% 0.000000% 0.842993% 1.030997% 0.000000% 0.000000% 0.000000% 1.030997% 90 Days 0.105374% 0.000000% 0.000000% 0.000000% 0.105374% 0.058389% 0.000000% 0.000000% 0.000000% 0.058389% 120 Days 0.316122% 0.000000% 0.000000% 0.000000% 0.316122% 0.471755% 0.000000% 0.000000% 0.000000% 0.471755% 150 Days 0.421496% 0.000000% 0.105374% 0.000000% 0.526870% 0.407975% 0.000000% 0.073338% 0.000000% 0.481313% 180 Days 0.000000% 0.000000% 0.632244% 0.000000% 0.632244% 0.000000% 0.000000% 0.776191% 0.000000% 0.776191% Totals 2.845100% 0.000000% 0.737619% 0.000000% 3.582719% 3.217663% 0.000000% 0.849529% 0.000000% 4.067192%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 84,969.01
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 285,434.75 0.02333217% 285,434.75 0.02905683% Fraud 16,221,417.92 1.32598047% 16,221,417.92 1.65131586% Special Hazard 8,110,708.96 0.66299024% 8,110,708.96 0.82565793% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.345974% Weighted Average Net Coupon 5.019601% Weighted Average Pass-Through Rate 4.998835% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 3,802 Number Of Loans Paid In Full 118 Ending Scheduled Collateral Loan Count 3,684 Beginning Scheduled Collateral Balance 1,018,237,304.95 Ending Scheduled Collateral Balance 982,332,838.93 Ending Actual Collateral Balance at 31-Oct-2004 982,810,283.09 Monthly P &I Constant 5,081,927.38 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 545,702.53 Unscheduled Principal 35,358,763.49
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 4.625202 5.080688 3.998966 Weighted Average Net Rate 4.251728 4.735712 3.629901 Weighted Average Maturity 350 350 350 Beginning Loan Count 158 488 406 Loans Paid In Full 10 16 2 Ending Loan Count 148 472 404 Beginning Scheduled Balance 76,807,760.25 252,820,723.37 110,962,115.67 Ending scheduled Balance 71,903,039.27 244,037,733.05 109,627,380.11 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 356,878.28 1,191,378.02 378,681.23 Scheduled Principal 60,835.47 120,958.76 8,903.14 Unscheduled Principal 4,843,885.51 8,662,031.56 1,325,832.42 Scheduled Interest 296,042.81 1,070,419.26 369,778.09 Servicing Fees 23,904.75 72,680.88 34,126.89 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 1,994.84 5,586.35 188.03 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 270,143.22 992,152.03 335,463.17 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 4.220561 4.709196 3.627867
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 4.711705 5.198792 6.359186 Weighted Average Net Rate 4.339651 4.840455 6.103196 Weighted Average Maturity 350 350 350 Beginning Loan Count 347 938 475 Loans Paid In Full 17 16 16 Ending Loan Count 330 922 459 Beginning Scheduled Balance 63,243,819.43 186,534,277.95 84,842,123.63 Ending scheduled Balance 59,793,214.94 183,740,912.92 81,400,802.96 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 281,953.49 898,293.32 513,976.45 Scheduled Principal 33,631.66 90,165.91 64,370.77 Unscheduled Principal 3,416,972.83 2,703,199.12 3,376,949.90 Scheduled Interest 248,321.83 808,127.41 449,605.68 Servicing Fees 19,608.42 55,701.81 18,098.90 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 1,867.32 3,665.92 1,622.69 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 226,846.09 748,759.68 429,884.09 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 4.304220 4.816871 6.080246
Group Level Collateral Statement Group G6-B 30Y AltA Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.389080 5.345974 Weighted Average Net Rate 6.128289 5.019601 Weighted Average Maturity 350.00 350.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 1,460,766.59 5,081,927.38 Beginning Loan Count 990 3,802 Loans Paid In Full 41 118 Ending Loan Count 949 3,684 Beginning Scheduled Balance 243,026,484.65 1,018,237,304.95 Ending Scheduled Balance 231,829,755.68 982,332,838.93 Scheduled Principal 166,836.82 545,702.53 Unscheduled Principal 11,029,892.15 35,358,763.49 Scheduled Interest 1,293,929.77 4,536,224.85 Servicing Fee 52,816.05 276,937.70 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 2,695.08 17,620.23 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 1,238,418.64 4,241,666.92 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 Pass-Through Rate 6.114981 4.998835
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 999,382.71 Grp 1 Excess Interest 1,280.13 Grp 2 Excess Interest 4,213.68 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 0.017109% Trigger Event - 3 mo Delinq Rate > 5.25% NO
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