-----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, GRHhoxGfaZZo5Vxqu3y6ZJtSY5h3fecuUbk355/sAD+ZN5czSHq2ObzNA1Osnx2L iz+LBPZjPOHlW3t62wlX4Q== 0001056404-05-001942.txt : 20050422 0001056404-05-001942.hdr.sgml : 20050422 20050421174241 ACCESSION NUMBER: 0001056404-05-001942 CONFORMED SUBMISSION TYPE: 8-K/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040426 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050422 DATE AS OF CHANGE: 20050421 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-23 FILM NUMBER: 05765576 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 8-K/A 1 csf04ar3_april04.txt APRIL 8-K/A UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K/A CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): April 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 Subsequent to filing the 8-K relating to the payment date on April 26, 2004, a revision was made to the CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2004-AR3 Trust which was not included in the original 8-K filed. The 8-K is being amended because the LIBOR rate for numerous classes were revised. This revision was not previously disclosed in a 1934 Act filing. The revised data has been and will continue to be available on the Wells Fargo Bank, N.A., website at www.ctslink.com. ITEM 9.01 Financial Statements and Exhibits (c) Exhibits Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR3 Trust, relating to the April 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: 4/20/2005 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Amended monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR3 Trust, relating to the April 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Record Date: 3/31/2004 Distribution Date: 4/26/2004 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates 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 3.48231% 94,376,000.00 273,872.46 4,326,809.64 AR 22541SEL8 RES 4.19531% 50.00 0.17 50.00 AR-L 22541SEM6 RES 4.19531% 50.00 0.17 50.00 2-A-1 22541SDS4 SEN 4.50876% 284,190,000.00 1,067,786.28 3,586,801.59 3-A-1 22541SDT2 SEN 4.17009% 70,288,000.00 244,255.81 1,005,014.94 3-A-2 22541SDU9 SEN 1.65000% 52,200,000.00 62,205.00 746,383.17 4-A-1 22541SDV7 SEN 4.31050% 68,175,000.00 244,890.09 1,219,124.23 5-A-1 22541SDW5 SEN 4.82819% 199,256,000.00 801,705.04 2,483,014.48 6-A-1 22541SDX3 SEN 1.46000% 100,850,000.00 114,520.78 3,905,178.50 6-A-2 22541SDY1 SEN 1.46000% 191,650,000.00 217,629.22 5,169,087.08 6-A-3 22541SDZ8 SEN 1.29000% 72,800,000.00 73,042.67 2,619,201.91 6-A-4 22541SEA2 SEN 1.57000% 24,310,000.00 29,685.21 0.00 6-M-1 22541SEE4 MEZ 1.69000% 12,370,000.00 16,259.68 0.00 6-M-2 22541SEF1 MEZ 2.44000% 6,180,000.00 11,728.27 0.00 6-M-3 22541SEG9 MEZ 2.84000% 4,121,803.00 9,104.60 0.00 I-X 22541SEB0 SEN 0.71300% 0.00 56,075.07 0.00 II-X 22541SEC8 SEN 0.19900% 0.00 47,128.18 0.00 III-X 22541SED6 SEN 2.74009% 0.00 119,193.72 0.00 CB-1 22541SEH7 SUB 4.55512% 18,250,000.00 69,275.79 7,923.52 CB-2 22541SEJ3 SUB 4.55512% 9,330,000.00 35,416.06 4,050.76 CB-3 22541SEK0 SUB 4.55512% 4,870,000.00 18,486.20 2,114.39 CB-4 22541SDH8 SUB 4.55512% 4,461,000.00 16,933.66 1,936.81 CB-5 22541SDJ4 SUB 4.55512% 3,244,000.00 12,314.01 1,408.43 CB-6 22541SDK1 SUB 4.55512% 2,430,795.94 9,227.14 1,055.37 6-X 22541SDL9 OC 0.00000% 0.00 0.00 0.00 Totals 1,223,352,698.94 3,550,735.28 25,079,204.82
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 90,049,190.36 4,600,682.10 0.00 AR 0.00 0.00 50.17 0.00 AR-L 0.00 0.00 50.17 0.00 2-A-1 0.00 280,603,198.41 4,654,587.87 0.00 3-A-1 0.00 69,282,985.06 1,249,270.75 0.00 3-A-2 0.00 51,453,616.83 808,588.17 0.00 4-A-1 0.00 66,955,875.77 1,464,014.32 0.00 5-A-1 0.00 196,772,985.52 3,284,719.52 0.00 6-A-1 0.00 96,944,821.50 4,019,699.28 0.00 6-A-2 0.00 186,480,912.92 5,386,716.30 0.00 6-A-3 0.00 70,180,798.09 2,692,244.58 0.00 6-A-4 0.00 24,310,000.00 29,685.21 0.00 6-M-1 0.00 12,370,000.00 16,259.68 0.00 6-M-2 0.00 6,180,000.00 11,728.27 0.00 6-M-3 0.00 4,121,803.00 9,104.60 0.00 I-X 0.00 0.00 56,075.07 0.00 II-X 0.00 0.00 47,128.18 0.00 III-X 0.00 0.00 119,193.72 0.00 CB-1 0.00 18,242,076.48 77,199.31 0.00 CB-2 0.00 9,325,949.24 39,466.82 0.00 CB-3 0.00 4,867,885.61 20,600.59 0.00 CB-4 0.00 4,459,063.19 18,870.47 0.00 CB-5 0.00 3,242,591.57 13,722.44 0.00 CB-6 0.00 2,429,740.57 10,282.51 0.00 6-X 0.00 1,640,864.54 0.00 0.00 Totals 0.00 1,199,914,358.66 28,629,940.10 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 94,376,000.00 72,391.03 4,254,418.60 0.00 0.00 AR 50.00 50.00 0.84 49.16 0.00 0.00 AR-L 50.00 50.00 0.84 49.16 0.00 0.00 2-A-1 284,190,000.00 284,190,000.00 121,291.56 3,465,510.03 0.00 0.00 3-A-1 70,288,000.00 70,288,000.00 6,663.39 998,351.56 0.00 0.00 3-A-2 52,200,000.00 52,200,000.00 4,948.62 741,434.54 0.00 0.00 4-A-1 68,175,000.00 68,175,000.00 34,776.64 1,184,347.59 0.00 0.00 5-A-1 199,256,000.00 199,256,000.00 93,579.46 2,389,435.02 0.00 0.00 6-A-1 100,850,000.00 100,850,000.00 0.00 3,905,178.50 0.00 0.00 6-A-2 191,650,000.00 191,650,000.00 0.00 5,169,087.08 0.00 0.00 6-A-3 72,800,000.00 72,800,000.00 0.00 2,619,201.91 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 18,250,000.00 7,923.52 0.00 0.00 0.00 CB-2 9,330,000.00 9,330,000.00 4,050.76 0.00 0.00 0.00 CB-3 4,870,000.00 4,870,000.00 2,114.39 0.00 0.00 0.00 CB-4 4,461,000.00 4,461,000.00 1,936.81 0.00 0.00 0.00 CB-5 3,244,000.00 3,244,000.00 1,408.43 0.00 0.00 0.00 CB-6 2,430,795.94 2,430,795.94 1,055.37 0.00 0.00 0.00 6-X 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,223,352,698.94 1,223,352,698.94 352,141.66 24,727,063.15 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 4,326,809.64 90,049,190.36 0.95415350 4,326,809.64 AR 50.00 0.00 0.00000000 50.00 AR-L 50.00 0.00 0.00000000 50.00 2-A-1 3,586,801.59 280,603,198.41 0.98737886 3,586,801.59 3-A-1 1,005,014.94 69,282,985.06 0.98570147 1,005,014.94 3-A-2 746,383.17 51,453,616.83 0.98570147 746,383.17 4-A-1 1,219,124.23 66,955,875.77 0.98211772 1,219,124.23 5-A-1 2,483,014.48 196,772,985.52 0.98753857 2,483,014.48 6-A-1 3,905,178.50 96,944,821.50 0.96127736 3,905,178.50 6-A-2 5,169,087.08 186,480,912.92 0.97302850 5,169,087.08 6-A-3 2,619,201.91 70,180,798.09 0.96402195 2,619,201.91 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 7,923.52 18,242,076.48 0.99956583 7,923.52 CB-2 4,050.76 9,325,949.24 0.99956583 4,050.76 CB-3 2,114.39 4,867,885.61 0.99956583 2,114.39 CB-4 1,936.81 4,459,063.19 0.99956584 1,936.81 CB-5 1,408.43 3,242,591.57 0.99956584 1,408.43 CB-6 1,055.37 2,429,740.57 0.99956583 1,055.37 6-X 0.00 1,640,864.54 0.00000000 0.00 Totals 25,079,204.82 1,199,914,358.66 0.98084090 25,079,204.82
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 1000.00000000 0.76704914 45.07945452 0.00000000 AR 50.00 1000.00000000 16.80000000 983.20000000 0.00000000 AR-L 50.00 1000.00000000 16.80000000 983.20000000 0.00000000 2-A-1 284,190,000.00 1000.00000000 0.42679742 12.19434192 0.00000000 3-A-1 70,288,000.00 1000.00000000 0.09480125 14.20372695 0.00000000 3-A-2 52,200,000.00 1000.00000000 0.09480115 14.20372682 0.00000000 4-A-1 68,175,000.00 1000.00000000 0.51010840 17.37216854 0.00000000 5-A-1 199,256,000.00 1000.00000000 0.46964438 11.99178454 0.00000000 6-A-1 100,850,000.00 1000.00000000 0.00000000 38.72264254 0.00000000 6-A-2 191,650,000.00 1000.00000000 0.00000000 26.97149533 0.00000000 6-A-3 72,800,000.00 1000.00000000 0.00000000 35.97804821 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 1000.00000000 0.43416548 0.00000000 0.00000000 CB-2 9,330,000.00 1000.00000000 0.43416506 0.00000000 0.00000000 CB-3 4,870,000.00 1000.00000000 0.43416632 0.00000000 0.00000000 CB-4 4,461,000.00 1000.00000000 0.43416499 0.00000000 0.00000000 CB-5 3,244,000.00 1000.00000000 0.43416461 0.00000000 0.00000000 CB-6 2,430,795.94 1000.00000000 0.43416643 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 45.84650377 954.15349623 0.95415350 45.84650377 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 AR-L 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 2-A-1 0.00000000 12.62113934 987.37886066 0.98737886 12.62113934 3-A-1 0.00000000 14.29852806 985.70147194 0.98570147 14.29852806 3-A-2 0.00000000 14.29852816 985.70147184 0.98570147 14.29852816 4-A-1 0.00000000 17.88227693 982.11772307 0.98211772 17.88227693 5-A-1 0.00000000 12.46142892 987.53857108 0.98753857 12.46142892 6-A-1 0.00000000 38.72264254 961.27735746 0.96127736 38.72264254 6-A-2 0.00000000 26.97149533 973.02850467 0.97302850 26.97149533 6-A-3 0.00000000 35.97804821 964.02195179 0.96402195 35.97804821 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 0.43416548 999.56583452 0.99956583 0.43416548 CB-2 0.00000000 0.43416506 999.56583494 0.99956583 0.43416506 CB-3 0.00000000 0.43416632 999.56583368 0.99956583 0.43416632 CB-4 0.00000000 0.43416499 999.56583501 0.99956584 0.43416499 CB-5 0.00000000 0.43416461 999.56583539 0.99956584 0.43416461 CB-6 0.00000000 0.43416643 999.56583357 0.99956583 0.43416643 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 3.48231% 94,376,000.00 273,872.46 0.00 0.00 AR 50.00 4.19531% 50.00 0.17 0.00 0.00 AR-L 50.00 4.19531% 50.00 0.17 0.00 0.00 2-A-1 284,190,000.00 4.50876% 284,190,000.00 1,067,786.28 0.00 0.00 3-A-1 70,288,000.00 4.17009% 70,288,000.00 244,255.81 0.00 0.00 3-A-2 52,200,000.00 1.65000% 52,200,000.00 62,205.00 0.00 0.00 4-A-1 68,175,000.00 4.31050% 68,175,000.00 244,890.09 0.00 0.00 5-A-1 199,256,000.00 4.82819% 199,256,000.00 801,705.03 0.00 0.00 6-A-1 100,850,000.00 1.46000% 100,850,000.00 114,520.78 0.00 0.00 6-A-2 191,650,000.00 1.46000% 191,650,000.00 217,629.22 0.00 0.00 6-A-3 72,800,000.00 1.29000% 72,800,000.00 73,042.67 0.00 0.00 6-A-4 24,310,000.00 1.57000% 24,310,000.00 29,685.21 0.00 0.00 6-M-1 12,370,000.00 1.69000% 12,370,000.00 16,259.68 0.00 0.00 6-M-2 6,180,000.00 2.44000% 6,180,000.00 11,728.27 0.00 0.00 6-M-3 4,121,803.00 2.84000% 4,121,803.00 9,104.60 0.00 0.00 I-X 0.00 0.71300% 94,376,000.00 56,075.07 0.00 0.00 II-X 0.00 0.19900% 284,190,000.00 47,128.18 0.00 0.00 III-X 0.00 2.74009% 52,200,000.00 119,193.72 0.00 0.00 CB-1 18,250,000.00 4.55512% 18,250,000.00 69,275.79 0.00 0.00 CB-2 9,330,000.00 4.55512% 9,330,000.00 35,416.06 0.00 0.00 CB-3 4,870,000.00 4.55512% 4,870,000.00 18,486.20 0.00 0.00 CB-4 4,461,000.00 4.55512% 4,461,000.00 16,933.66 0.00 0.00 CB-5 3,244,000.00 4.55512% 3,244,000.00 12,314.01 0.00 0.00 CB-6 2,430,795.94 4.55512% 2,430,795.94 9,227.14 0.00 0.00 6-X 0.00 0.00000% 412,281,803.90 0.00 0.00 0.00 Totals 1,223,352,698.94 3,550,735.27 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 0.00 273,872.46 0.00 90,049,190.36 AR 0.00 0.00 0.17 0.00 0.00 AR-L 0.00 0.00 0.17 0.00 0.00 2-A-1 0.00 0.00 1,067,786.28 0.00 280,603,198.41 3-A-1 0.00 0.00 244,255.81 0.00 69,282,985.06 3-A-2 0.00 0.00 62,205.00 0.00 51,453,616.83 4-A-1 0.00 0.00 244,890.09 0.00 66,955,875.77 5-A-1 0.00 0.00 801,705.04 0.00 196,772,985.52 6-A-1 0.00 0.00 114,520.78 0.00 96,944,821.50 6-A-2 0.00 0.00 217,629.22 0.00 186,480,912.92 6-A-3 0.00 0.00 73,042.67 0.00 70,180,798.09 6-A-4 0.00 0.00 29,685.21 0.00 24,310,000.00 6-M-1 0.00 0.00 16,259.68 0.00 12,370,000.00 6-M-2 0.00 0.00 11,728.27 0.00 6,180,000.00 6-M-3 0.00 0.00 9,104.60 0.00 4,121,803.00 I-X 0.00 0.00 56,075.07 0.00 90,049,190.36 II-X 0.00 0.00 47,128.18 0.00 280,603,198.41 III-X 0.00 0.00 119,193.72 0.00 51,453,616.83 CB-1 0.00 0.00 69,275.79 0.00 18,242,076.48 CB-2 0.00 0.00 35,416.06 0.00 9,325,949.24 CB-3 0.00 0.00 18,486.20 0.00 4,867,885.61 CB-4 0.00 0.00 16,933.66 0.00 4,459,063.19 CB-5 0.00 0.00 12,314.01 0.00 3,242,591.57 CB-6 0.00 0.00 9,227.14 0.00 2,429,740.57 6-X 0.00 0.00 0.00 0.00 402,229,200.04 Totals 0.00 0.00 3,550,735.28 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 3.48231% 1000.00000000 2.90192909 0.00000000 0.00000000 AR 50.00 4.19531% 1000.00000000 3.40000000 0.00000000 0.00000000 AR-L 50.00 4.19531% 1000.00000000 3.40000000 0.00000000 0.00000000 2-A-1 284,190,000.00 4.50876% 1000.00000000 3.75729716 0.00000000 0.00000000 3-A-1 70,288,000.00 4.17009% 1000.00000000 3.47507128 0.00000000 0.00000000 3-A-2 52,200,000.00 1.65000% 1000.00000000 1.19166667 0.00000000 0.00000000 4-A-1 68,175,000.00 4.31050% 1000.00000000 3.59208053 0.00000000 0.00000000 5-A-1 199,256,000.00 4.82819% 1000.00000000 4.02349254 0.00000000 0.00000000 6-A-1 100,850,000.00 1.46000% 1000.00000000 1.13555558 0.00000000 0.00000000 6-A-2 191,650,000.00 1.46000% 1000.00000000 1.13555554 0.00000000 0.00000000 6-A-3 72,800,000.00 1.29000% 1000.00000000 1.00333338 0.00000000 0.00000000 6-A-4 24,310,000.00 1.57000% 1000.00000000 1.22111107 0.00000000 0.00000000 6-M-1 12,370,000.00 1.69000% 1000.00000000 1.31444462 0.00000000 0.00000000 6-M-2 6,180,000.00 2.44000% 1000.00000000 1.89777832 0.00000000 0.00000000 6-M-3 4,121,803.00 2.84000% 1000.00000000 2.20888771 0.00000000 0.00000000 I-X 0.00 0.71300% 1000.00000000 0.59416663 0.00000000 0.00000000 II-X 0.00 0.19900% 1000.00000000 0.16583335 0.00000000 0.00000000 III-X 0.00 2.74009% 1000.00000000 2.28340460 0.00000000 0.00000000 CB-1 18,250,000.00 4.55512% 1000.00000000 3.79593370 0.00000000 0.00000000 CB-2 9,330,000.00 4.55512% 1000.00000000 3.79593355 0.00000000 0.00000000 CB-3 4,870,000.00 4.55512% 1000.00000000 3.79593429 0.00000000 0.00000000 CB-4 4,461,000.00 4.55512% 1000.00000000 3.79593365 0.00000000 0.00000000 CB-5 3,244,000.00 4.55512% 1000.00000000 3.79593403 0.00000000 0.00000000 CB-6 2,430,795.94 4.55512% 1000.00000000 3.79593361 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 2.90192909 0.00000000 954.15349623 AR 0.00000000 0.00000000 3.40000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 3.40000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.75729716 0.00000000 987.37886066 3-A-1 0.00000000 0.00000000 3.47507128 0.00000000 985.70147194 3-A-2 0.00000000 0.00000000 1.19166667 0.00000000 985.70147184 4-A-1 0.00000000 0.00000000 3.59208053 0.00000000 982.11772307 5-A-1 0.00000000 0.00000000 4.02349259 0.00000000 987.53857108 6-A-1 0.00000000 0.00000000 1.13555558 0.00000000 961.27735746 6-A-2 0.00000000 0.00000000 1.13555554 0.00000000 973.02850467 6-A-3 0.00000000 0.00000000 1.00333338 0.00000000 964.02195179 6-A-4 0.00000000 0.00000000 1.22111107 0.00000000 1000.00000000 6-M-1 0.00000000 0.00000000 1.31444462 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 1.89777832 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 2.20888771 0.00000000 1000.00000000 I-X 0.00000000 0.00000000 0.59416663 0.00000000 954.15349623 II-X 0.00000000 0.00000000 0.16583335 0.00000000 987.37886066 III-X 0.00000000 0.00000000 2.28340460 0.00000000 985.70147184 CB-1 0.00000000 0.00000000 3.79593370 0.00000000 999.56583452 CB-2 0.00000000 0.00000000 3.79593355 0.00000000 999.56583494 CB-3 0.00000000 0.00000000 3.79593429 0.00000000 999.56583368 CB-4 0.00000000 0.00000000 3.79593365 0.00000000 999.56583501 CB-5 0.00000000 0.00000000 3.79593403 0.00000000 999.56583539 CB-6 0.00000000 0.00000000 3.79593361 0.00000000 999.56583357 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 28,973,728.82 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 7,520.39 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 28,981,249.21 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 351,309.11 Payment of Interest and Principal 28,629,940.10 Total Withdrawals (Pool Distribution Amount) 28,981,249.21 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 331,058.71 External Master Servicing Fee 14,971.64 PMI Fee 5,278.76 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 351,309.11
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 7 0 0 0 7 1,298,772.44 0.00 0.00 0.00 1,298,772.44 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 7 0 0 0 7 1,298,772.44 0.00 0.00 0.00 1,298,772.44 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 0.160073% 0.000000% 0.000000% 0.000000% 0.160073% 0.108194% 0.000000% 0.000000% 0.000000% 0.108194% 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 0.160073% 0.000000% 0.000000% 0.000000% 0.160073% 0.108194% 0.000000% 0.000000% 0.000000% 0.108194%
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 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 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 1 0 0 0 1 333,700.00 0.00 0.00 0.00 333,700.00 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 1 0 0 0 1 333,700.00 0.00 0.00 0.00 333,700.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.096712% 0.000000% 0.000000% 0.000000% 0.096712% 0.160526% 0.000000% 0.000000% 0.000000% 0.160526% 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 0.096712% 0.000000% 0.000000% 0.000000% 0.096712% 0.160526% 0.000000% 0.000000% 0.000000% 0.160526% 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 3 0 0 0 3 602,056.12 0.00 0.00 0.00 602,056.12 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 3 602,056.12 0.00 0.00 0.00 602,056.12 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.531915% 0.000000% 0.000000% 0.000000% 0.531915% 0.582085% 0.000000% 0.000000% 0.000000% 0.582085% 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 0.531915% 0.000000% 0.000000% 0.000000% 0.531915% 0.582085% 0.000000% 0.000000% 0.000000% 0.582085% 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 3 363,016.32 0.00 0.00 0.00 363,016.32 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 3 363,016.32 0.00 0.00 0.00 363,016.32 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.254885% 0.000000% 0.000000% 0.000000% 0.254885% 0.121402% 0.000000% 0.000000% 0.000000% 0.121402% 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 0.254885% 0.000000% 0.000000% 0.000000% 0.254885% 0.121402% 0.000000% 0.000000% 0.000000% 0.121402%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 7,520.39
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 285,434.75 0.02333217% 285,434.75 0.02378793% Fraud 16,221,417.92 1.32598047% 16,221,417.92 1.35188131% Special Hazard 8,110,708.96 0.66299024% 8,110,708.96 0.67594065% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.437099% Weighted Average Net Coupon 5.112360% Weighted Average Pass-Through Rate 5.092496% Weighted Average Maturity (Stepdown Calculation) 357 Beginning Scheduled Collateral Loan Count 4,455 Number Of Loans Paid In Full 82 Ending Scheduled Collateral Loan Count 4,373 Beginning Scheduled Collateral Balance 1,223,352,698.95 Ending Scheduled Collateral Balance 1,199,914,358.66 Ending Actual Collateral Balance at 31-Mar-2004 1,200,406,799.54 Monthly P&I Constant 6,170,848.00 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,199,914,358.66 Scheduled Principal 627,940.16 Unscheduled Principal 22,810,401.02 Extra principal distribution Amount 1,640,863.64 Excess Cash Amount 0.00
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 4.619644 5.096540 4.541284 Weighted Average Net Rate 4.246479 4.753359 4.172380 Weighted Average Maturity 357 357 357 Beginning Loan Count 200 572 462 Loans Paid In Full 9 7 5 Ending Loan Count 191 565 457 Beginning Scheduled Balance 99,605,392.95 299,939,624.34 129,275,497.85 Ending scheduled Balance 95,274,472.10 296,346,100.85 127,523,456.28 Record Date 03/31/2004 03/31/2004 03/31/2004 Principal And Interest Constant 459,855.11 1,401,892.00 501,486.12 Scheduled Principal 76,403.92 128,013.46 12,255.47 Unscheduled Principal 4,254,516.93 3,465,510.03 1,739,786.10 Scheduled Interest 383,451.19 1,273,878.54 489,230.65 Servicing Fees 30,974.34 85,777.93 39,741.90 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 2,586.76 6,399.34 247.19 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 349,890.09 1,181,701.27 449,241.56 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 4.215315 4.727757 4.170086
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 4.717143 5.210276 6.392849 Weighted Average Net Rate 4.345169 4.851381 6.135778 Weighted Average Maturity 357 357 357 Beginning Loan Count 391 1,044 582 Loans Paid In Full 6 10 18 Ending Loan Count 385 1,034 564 Beginning Scheduled Balance 71,952,830.40 210,297,550.40 106,725,728.88 Ending scheduled Balance 70,731,779.07 207,809,350.32 103,368,537.14 Record Date 03/31/2004 03/31/2004 03/31/2004 Principal And Interest Constant 319,546.89 1,011,855.34 645,485.78 Scheduled Principal 36,703.74 98,765.06 76,917.88 Unscheduled Principal 1,184,347.59 2,389,435.02 3,280,273.86 Scheduled Interest 282,843.15 913,090.28 568,567.90 Servicing Fees 22,303.81 62,895.61 22,863.39 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 2,078.96 4,064.06 1,845.49 Pool Insurance Fee 0.00 0.00 0.00 Spread 1 0.00 0.00 0.00 Spread 2 0.00 0.00 0.00 Spread 3 0.00 0.00 0.00 Net Interest 258,460.38 846,130.61 543,859.02 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 4.310497 4.828191 6.115029
Group Level Collateral Statement Group G6-B 30Y AltA Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.408694 5.437099 Weighted Average Net Rate 6.147524 5.112360 Weighted Average Maturity 357 357 Record Date 03/31/2004 03/31/2004 Principal And Interest Constant 1,830,726.76 6,170,848.00 Beginning Loan Count 1,204 4,455 Loans Paid In Full 27 82 Ending Loan Count 1,177 4,373 Beginning Scheduled Balance 305,556,075.02 1,223,352,699.84 Ending Scheduled Balance 298,860,662.90 1,199,914,358.66 Scheduled Principal 198,880.63 627,940.16 Unscheduled Principal 6,496,531.49 22,810,401.02 Scheduled Interest 1,631,846.13 5,542,907.84 Servicing Fee 66,501.73 331,058.71 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 3,028.60 20,250.40 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 1,562,315.80 5,191,598.73 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 6.135630 5.092496
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 1,640,863.64 Grp 1 Excess Interest 1,660.09 Grp 2 Excess Interest 4,998.99 Extra Principal Distribution 1,640,863.64 Overcollateralized Amount 1,640,864.54 Overcollateralization Deficiency 420,544.48 Overcollateralization Increase 1,640,863.64 Overcollateralization Release 0.00 Target Overcollateralization 2,061,409.02 Rolling 3 month Delinquency Rate 0.00 Trigger Event - 3 mo Delinq Rate > 5.25% No
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