-----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, DyrpOYtyAz2OVT+n6BIvbgHUL8Fk6p4LbAYoTRWQcMKnJjzzna609zCdbLyqBBbK LuP4bkqDTbUNHkEXgQ/KvQ== 0001056404-04-004362.txt : 20041206 0001056404-04-004362.hdr.sgml : 20041206 20041206110227 ACCESSION NUMBER: 0001056404-04-004362 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-Through Certificates, Series 2004-3 CENTRAL INDEX KEY: 0001289092 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: 333-107055-26 FILM NUMBER: 041185493 BUSINESS ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2123252000 MAIL ADDRESS: STREET 1: 11 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 8-K 1 csf04003_nov.txt NOV 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 2004-3 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-26 Pooling and Servicing Agreement) (Commission 54-2151934 (State or other File Number) 54-2151935 jurisdiction 54-2151936 of Incorporation) 54-2151937 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 2004-3 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 2004-3 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 2004-3 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: 12/3/04 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-3 Trust , relating to the November 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/04 Distribution Date: 11/26/04 CSF Series: 2004-3 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution I-A1 22541SGB8 SEN 5.25000% 46,160,181.83 201,950.79 999,776.06 I-A2 22541SGC6 SEN 5.25000% 14,249,983.88 62,343.68 86,139.79 I-A3 22541SGD4 SEN 5.25000% 2,414,000.00 10,561.25 0.00 I-A4 22541SGE2 SEN 5.25000% 21,722,000.00 95,033.75 0.00 I-A5 22541SGF9 SEN 5.00000% 185,545,828.91 773,107.62 4,018,707.70 I-A6 22541SGG7 SEN 2.38250% 16,867,802.05 33,489.61 365,337.05 I-A7 22541SGH5 SEN 5.61750% 0.00 78,962.40 0.00 I-A8 22541SGJ1 SEN 5.25000% 11,500,000.00 50,312.50 0.00 I-A9 22541SGK8 SEN 5.25000% 12,146,000.00 53,138.75 0.00 I-A10 2541SGL6 SEN 5.25000% 19,689,096.12 86,139.79 (86,139.79) II-A1 22541SGM4 SEN 5.00000% 39,738,010.30 165,575.04 525,099.72 III-A1 22541SGN2 SEN 5.75000% 69,589,223.59 333,448.36 2,942,865.19 III-A2 22541SGP7 SEN 5.75000% 4,084,000.00 19,569.17 0.00 III-A3 22541SGQ5 SEN 5.75000% 2,042,000.00 9,784.58 0.00 III-A4 22541SGR3 SEN 5.75000% 11,000,000.00 52,708.34 0.00 III-A5 22541SGS1 SEN 5.75000% 2,043,000.00 9,789.38 0.00 IV-A1 22541SGT9 SEN 6.00000% 49,893,241.26 249,297.51 3,003,008.05 I-X 22541SGU6 SEN 5.25000% 0.00 81,537.17 0.00 II-X 22541SGV4 SEN 5.00000% 0.00 5,945.16 0.00 III-X 22541SHQ4 SEN 5.75000% 0.00 31,506.17 0.00 IV-X 22541SGW2 SEN 6.00000% 0.00 16,432.11 0.00 AP 22541SGX0 SEN 0.00000% 890,001.61 0.00 20,672.90 IIP 22541SGY8 SEN 0.00000% 931,674.29 0.00 4,352.51 IV-P 22541SGZ5 SEN 0.00000% 1,246,533.31 0.00 67,554.24 AR 22541SHG6 SEN 5.25000% 0.00 10.98 0.00 AR-L 22541SHH4 SEN 5.25000% 0.00 0.00 0.00 C-B-1 22541SHA9 SUB 5.22217% 6,156,602.41 26,792.36 8,547.93 C-B-2 22541SHB7 SUB 5.22217% 2,052,199.81 8,930.78 2,849.31 C-B-3 22541SHC5 SUB 5.22217% 1,231,320.28 5,358.47 1,709.59 C-B-4 22541SHJ0 SUB 5.22217% 1,026,099.41 4,465.39 1,424.65 C-B-5 22541SHK7 SUB 5.22217% 615,659.65 2,679.23 854.79 C-B-6 22541SHL5 SUB 5.22217% 615,662.62 2,679.25 854.80 D-B-1 22541SHD3 SUB 5.84272% 5,484,521.82 26,685.73 5,254.34 D-B-2 22541SHE1 SUB 5.84272% 2,089,341.22 10,165.99 2,001.65 D-B-3 22541SHF8 SUB 5.84272% 1,218,781.97 5,930.16 1,167.63 D-B-4 22541SHM3 SUB 5.84272% 1,392,893.81 6,777.33 1,334.44 D-B-5 22541SHN1 SUB 5.84272% 783,502.83 3,812.25 750.62 D-B-6 22541SHP6 SUB 5.84272% 348,226.09 1,694.34 333.61 Totals 534,767,389.07 2,526,615.39 11,974,456.78
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses I-A1 0.00 45,160,405.77 1,201,726.85 0.00 I-A2 0.00 14,163,844.09 148,483.47 0.00 I-A3 0.00 2,414,000.00 10,561.25 0.00 I-A4 0.00 21,722,000.00 95,033.75 0.00 I-A5 0.00 181,527,121.21 4,791,815.32 0.00 I-A6 0.00 16,502,465.00 398,826.66 0.00 I-A7 0.00 0.00 78,962.40 0.00 I-A8 0.00 11,500,000.00 50,312.50 0.00 I-A9 0.00 12,146,000.00 53,138.75 0.00 I-A10 0.00 19,775,235.91 0.00 0.00 II-A1 0.00 39,212,910.58 690,674.76 0.00 III-A1 0.00 66,646,358.40 3,276,313.55 0.00 III-A2 0.00 4,084,000.00 19,569.17 0.00 III-A3 0.00 2,042,000.00 9,784.58 0.00 III-A4 0.00 11,000,000.00 52,708.34 0.00 III-A5 0.00 2,043,000.00 9,789.38 0.00 IV-A1 0.00 46,890,233.21 3,252,305.56 0.00 I-X 0.00 0.00 81,537.17 0.00 II-X 0.00 0.00 5,945.16 0.00 III-X 0.00 0.00 31,506.17 0.00 IV-X 0.00 0.00 16,432.11 0.00 AP 0.00 869,328.71 20,672.90 0.00 IIP 0.00 927,321.77 4,352.51 0.00 IV-P 0.00 1,178,979.07 67,554.24 0.00 AR 0.00 0.00 10.98 0.00 AR-L 0.00 0.00 0.00 0.00 C-B-1 0.00 6,148,054.48 35,340.29 0.00 C-B-2 0.00 2,049,350.50 11,780.09 0.00 C-B-3 0.00 1,229,610.70 7,068.06 0.00 C-B-4 0.00 1,024,674.76 5,890.04 0.00 C-B-5 0.00 614,804.85 3,534.02 0.00 C-B-6 0.00 614,807.82 3,534.05 0.00 D-B-1 0.00 5,479,267.48 31,940.07 0.00 D-B-2 0.00 2,087,339.57 12,167.64 0.00 D-B-3 0.00 1,217,614.33 7,097.79 0.00 D-B-4 0.00 1,391,559.37 8,111.77 0.00 D-B-5 0.00 782,752.21 4,562.87 0.00 D-B-6 0.00 347,892.48 2,027.95 0.00 Totals 0.00 522,792,932.27 14,501,072.17 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) I-A1 51,000,000.00 46,160,181.83 65,193.73 934,582.34 0.00 0.00 I-A2 14,759,000.00 14,249,983.88 5,617.03 80,522.76 0.00 0.00 I-A3 2,414,000.00 2,414,000.00 0.00 0.00 0.00 0.00 I-A4 21,722,000.00 21,722,000.00 0.00 0.00 0.00 0.00 I-A5 205,000,000.00 185,545,828.91 262,053.21 3,756,654.49 0.00 0.00 I-A6 18,636,363.00 16,867,802.05 23,823.02 341,514.03 0.00 0.00 I-A7 0.00 0.00 0.00 0.00 0.00 0.00 I-A8 11,500,000.00 11,500,000.00 0.00 0.00 0.00 0.00 I-A9 12,146,000.00 12,146,000.00 0.00 0.00 0.00 0.00 I-A10 19,180,080.00 19,689,096.12 0.00 0.00 (86,139.79) 0.00 II-A1 44,440,275.00 39,738,010.30 158,439.54 366,660.18 0.00 0.00 III-A1 83,004,700.00 69,589,223.59 84,877.93 2,857,987.26 0.00 0.00 III-A2 4,084,000.00 4,084,000.00 0.00 0.00 0.00 0.00 III-A3 2,042,000.00 2,042,000.00 0.00 0.00 0.00 0.00 III-A4 11,000,000.00 11,000,000.00 0.00 0.00 0.00 0.00 III-A5 2,043,000.00 2,043,000.00 0.00 0.00 0.00 0.00 IV-A1 59,380,836.00 49,893,241.26 47,922.34 2,955,085.70 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 IV-X 0.00 0.00 0.00 0.00 0.00 0.00 AP 902,774.58 890,001.61 982.19 19,690.71 0.00 0.00 IIP 986,621.57 931,674.29 3,875.52 476.99 0.00 0.00 IV-P 1,335,663.45 1,246,533.31 1,508.83 66,045.41 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 C-B-1 6,204,936.00 6,156,602.41 8,547.93 0.00 0.00 0.00 C-B-2 2,068,311.00 2,052,199.81 2,849.31 0.00 0.00 0.00 C-B-3 1,240,987.00 1,231,320.28 1,709.59 0.00 0.00 0.00 C-B-4 1,034,155.00 1,026,099.41 1,424.65 0.00 0.00 0.00 C-B-5 620,493.00 615,659.65 854.79 0.00 0.00 0.00 C-B-6 620,496.00 615,662.62 854.80 0.00 0.00 0.00 D-B-1 5,515,176.00 5,484,521.82 5,254.34 0.00 0.00 0.00 D-B-2 2,101,019.00 2,089,341.22 2,001.65 0.00 0.00 0.00 D-B-3 1,225,594.00 1,218,781.97 1,167.63 0.00 0.00 0.00 D-B-4 1,400,679.00 1,392,893.81 1,334.44 0.00 0.00 0.00 D-B-5 787,882.00 783,502.83 750.62 0.00 0.00 0.00 D-B-6 350,172.40 348,226.09 333.61 0.00 0.00 0.00 Totals 588,747,314.00 534,767,389.07 681,376.70 11,379,219.87 (86,139.79) 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution I-A1 999,776.06 45,160,405.77 0.88549815 999,776.06 I-A2 86,139.79 14,163,844.09 0.95967505 86,139.79 I-A3 0.00 2,414,000.00 1.00000000 0.00 I-A4 0.00 21,722,000.00 1.00000000 0.00 I-A5 4,018,707.70 181,527,121.21 0.88549815 4,018,707.70 I-A6 365,337.05 16,502,465.00 0.88549815 365,337.05 I-A7 0.00 0.00 0.00000000 0.00 I-A8 0.00 11,500,000.00 1.00000000 0.00 I-A9 0.00 12,146,000.00 1.00000000 0.00 I-A10 (86,139.79) 19,775,235.91 1.03102990 (86,139.79) II-A1 525,099.72 39,212,910.58 0.88237327 525,099.72 III-A1 2,942,865.19 66,646,358.40 0.80292271 2,942,865.19 III-A2 0.00 4,084,000.00 1.00000000 0.00 III-A3 0.00 2,042,000.00 1.00000000 0.00 III-A4 0.00 11,000,000.00 1.00000000 0.00 III-A5 0.00 2,043,000.00 1.00000000 0.00 IV-A1 3,003,008.05 46,890,233.21 0.78965263 3,003,008.05 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 IV-X 0.00 0.00 0.00000000 0.00 AP 20,672.90 869,328.71 0.96295214 20,672.90 IIP 4,352.51 927,321.77 0.93989610 4,352.51 IV-P 67,554.24 1,178,979.07 0.88269172 67,554.24 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 C-B-1 8,547.93 6,148,054.48 0.99083286 8,547.93 C-B-2 2,849.31 2,049,350.50 0.99083286 2,849.31 C-B-3 1,709.59 1,229,610.70 0.99083286 1,709.59 C-B-4 1,424.65 1,024,674.76 0.99083286 1,424.65 C-B-5 854.79 614,804.85 0.99083285 854.79 C-B-6 854.80 614,807.82 0.99083285 854.80 D-B-1 5,254.34 5,479,267.48 0.99348914 5,254.34 D-B-2 2,001.65 2,087,339.57 0.99348915 2,001.65 D-B-3 1,167.63 1,217,614.33 0.99348914 1,167.63 D-B-4 1,334.44 1,391,559.37 0.99348914 1,334.44 D-B-5 750.62 782,752.21 0.99348914 750.62 D-B-6 333.61 347,892.48 0.99348915 333.61 Totals 11,974,456.78 522,792,932.27 0.88797506 11,974,456.78
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion I-A1 51,000,000.00 905.10160451 1.27830843 18.32514392 0.00000000 I-A2 14,759,000.00 965.51147639 0.38058337 5.45584118 0.00000000 I-A3 2,414,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A4 21,722,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A5 205,000,000.00 905.10160444 1.27830834 18.32514385 0.00000000 I-A6 18,636,363.00 905.10160432 1.27830843 18.32514370 0.00000000 I-A7 0.00 0.00000000 0.00000000 0.00000000 0.00000000 I-A8 11,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A9 12,146,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 I-A10 19,180,080.00 1026.53879024 0.00000000 0.00000000 (4.49110692) II-A1 44,440,275.00 894.18911787 3.56522411 8.25062806 0.00000000 III-A1 83,004,700.00 838.37690625 1.02256776 34.43163170 0.00000000 III-A2 4,084,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A3 2,042,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A4 11,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 III-A5 2,043,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 IV-A1 59,380,836.00 840.22463510 0.80703377 49.76497300 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 IV-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 AP 902,774.58 985.85142927 1.08796816 21.81132526 0.00000000 IIP 986,621.57 944.30764371 3.92807143 0.48345791 0.00000000 IV-P 1,335,663.45 933.26901324 1.12964834 49.44764342 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 C-B-1 6,204,936.00 992.21046116 1.37760164 0.00000000 0.00000000 C-B-2 2,068,311.00 992.21046061 1.37760230 0.00000000 0.00000000 C-B-3 1,240,987.00 992.21045829 1.37760508 0.00000000 0.00000000 C-B-4 1,034,155.00 992.21046168 1.37759814 0.00000000 0.00000000 C-B-5 620,493.00 992.21046813 1.37759814 0.00000000 0.00000000 C-B-6 620,496.00 992.21045744 1.37760759 0.00000000 0.00000000 D-B-1 5,515,176.00 994.44184918 0.95270577 0.00000000 0.00000000 D-B-2 2,101,019.00 994.44184941 0.95270438 0.00000000 0.00000000 D-B-3 1,225,594.00 994.44185432 0.95270538 0.00000000 0.00000000 D-B-4 1,400,679.00 994.44184570 0.95270936 0.00000000 0.00000000 D-B-5 787,882.00 994.44184535 0.95270612 0.00000000 0.00000000 D-B-6 350,172.40 994.44185207 0.95270215 0.00000000 0.00000000 (2) Per $1,000 denomination.
Principal Distribution Factors Statement (continued) Total Ending Ending Total Realized Principal Certificate Certificate Principal Class Loss (3) Reduction Balance Percentage Distribution I-A1 0.00000000 19.60345216 885.49815235 0.88549815 19.60345216 I-A2 0.00000000 5.83642455 959.67505183 0.95967505 5.83642455 I-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A5 0.00000000 19.60345220 885.49815224 0.88549815 19.60345220 I-A6 0.00000000 19.60345213 885.49815219 0.88549815 19.60345213 I-A7 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 I-A8 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A9 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 I-A10 0.00000000 (4.49110692) 1,031.02989716 1.03102990 (4.49110692) II-A1 0.00000000 11.81585217 882.37326569 0.88237327 11.81585217 III-A1 0.00000000 35.45419946 802.92270679 0.80292271 35.45419946 III-A2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 III-A5 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 IV-A1 0.00000000 50.57200694 789.65262816 0.78965263 50.57200694 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 IV-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AP 0.00000000 22.89929342 962.95213585 0.96295214 22.89929342 IIP 0.00000000 4.41152934 939.89610424 0.93989610 4.41152934 IV-P 0.00000000 50.57729176 882.69172148 0.88269172 50.57729176 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 1.37760164 990.83285952 0.99083286 1.37760164 C-B-2 0.00000000 1.37760230 990.83285831 0.99083286 1.37760230 C-B-3 0.00000000 1.37760508 990.83286126 0.99083286 1.37760508 C-B-4 0.00000000 1.37759814 990.83286355 0.99083286 1.37759814 C-B-5 0.00000000 1.37759814 990.83285388 0.99083285 1.37759814 C-B-6 0.00000000 1.37760759 990.83284985 0.99083285 1.37760759 D-B-1 0.00000000 0.95270577 993.48914341 0.99348914 0.95270577 D-B-2 0.00000000 0.95270438 993.48914503 0.99348915 0.95270438 D-B-3 0.00000000 0.95270538 993.48914078 0.99348914 0.95270538 D-B-4 0.00000000 0.95270936 993.48913634 0.99348914 0.95270936 D-B-5 0.00000000 0.95270612 993.48913924 0.99348914 0.95270612 D-B-6 0.00000000 0.95270215 993.48914992 0.99348915 0.95270215 (3) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class Amount Rate Balance Interest Shortfall Shortfall I-A1 51,000,000.00 5.25000% 46,160,181.83 201,950.80 0.00 0.00 I-A2 14,759,000.00 5.25000% 14,249,983.88 62,343.68 0.00 0.00 I-A3 2,414,000.00 5.25000% 2,414,000.00 10,561.25 0.00 0.00 I-A4 21,722,000.00 5.25000% 21,722,000.00 95,033.75 0.00 0.00 I-A5 205,000,000.00 5.00000% 185,545,828.91 773,107.62 0.00 0.00 I-A6 18,636,363.00 2.38250% 16,867,802.05 33,489.62 0.00 0.00 I-A7 0.00 5.61750% 16,867,802.05 78,962.40 0.00 0.00 I-A8 11,500,000.00 5.25000% 11,500,000.00 50,312.50 0.00 0.00 I-A9 12,146,000.00 5.25000% 12,146,000.00 53,138.75 0.00 0.00 I-A10 19,180,080.00 5.25000% 19,689,096.12 86,139.80 0.00 0.00 II-A1 44,440,275.00 5.00000% 39,738,010.30 165,575.04 0.00 0.00 III-A1 83,004,700.00 5.75000% 69,589,223.59 333,448.36 0.00 0.00 III-A2 4,084,000.00 5.75000% 4,084,000.00 19,569.17 0.00 0.00 III-A3 2,042,000.00 5.75000% 2,042,000.00 9,784.58 0.00 0.00 III-A4 11,000,000.00 5.75000% 11,000,000.00 52,708.33 0.00 0.00 III-A5 2,043,000.00 5.75000% 2,043,000.00 9,789.38 0.00 0.00 IV-A1 59,380,836.00 6.00000% 49,893,241.26 249,466.21 0.00 0.00 I-X 0.00 5.25000% 18,637,066.79 81,537.17 0.00 0.00 II-X 0.00 5.00000% 1,426,838.27 5,945.16 0.00 0.00 III-X 0.00 5.75000% 6,575,200.81 31,506.17 0.00 0.00 IV-X 0.00 6.00000% 3,288,646.13 16,443.23 0.00 0.00 AP 902,774.58 0.00000% 890,001.61 0.00 0.00 0.00 IIP 986,621.57 0.00000% 931,674.29 0.00 0.00 0.00 IV-P 1,335,663.45 0.00000% 1,246,533.31 0.00 0.00 0.00 AR 50.00 5.25000% 0.00 0.00 0.00 0.00 AR-L 50.00 5.25000% 0.00 0.00 0.00 0.00 C-B-1 6,204,936.00 5.22217% 6,156,602.41 26,792.36 0.00 0.00 C-B-2 2,068,311.00 5.22217% 2,052,199.81 8,930.78 0.00 0.00 C-B-3 1,240,987.00 5.22217% 1,231,320.28 5,358.47 0.00 0.00 C-B-4 1,034,155.00 5.22217% 1,026,099.41 4,465.39 0.00 0.00 C-B-5 620,493.00 5.22217% 615,659.65 2,679.23 0.00 0.00 C-B-6 620,496.00 5.22217% 615,662.62 2,679.25 0.00 0.00 D-B-1 5,515,176.00 5.84272% 5,484,521.82 26,703.79 0.00 0.00 D-B-2 2,101,019.00 5.84272% 2,089,341.22 10,172.87 0.00 0.00 D-B-3 1,225,594.00 5.84272% 1,218,781.97 5,934.17 0.00 0.00 D-B-4 1,400,679.00 5.84272% 1,392,893.81 6,781.91 0.00 0.00 D-B-5 787,882.00 5.84272% 783,502.83 3,814.83 0.00 0.00 D-B-6 350,172.40 5.84272% 348,226.09 1,695.49 0.00 0.00 Totals 588,747,314.00 2,526,821.51 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance I-A1 0.00 0.00 201,950.79 0.00 45,160,405.77 I-A2 0.00 0.00 62,343.68 0.00 14,163,844.09 I-A3 0.00 0.00 10,561.25 0.00 2,414,000.00 I-A4 0.00 0.00 95,033.75 0.00 21,722,000.00 I-A5 0.00 0.00 773,107.62 0.00 181,527,121.21 I-A6 0.00 0.00 33,489.61 0.00 16,502,465.00 I-A7 0.00 0.00 78,962.40 0.00 16,502,465.00 I-A8 0.00 0.00 50,312.50 0.00 11,500,000.00 I-A9 0.00 0.00 53,138.75 0.00 12,146,000.00 I-A10 0.00 0.00 86,139.79 0.00 19,775,235.91 II-A1 0.00 0.00 165,575.04 0.00 39,212,910.58 III-A1 0.00 0.00 333,448.36 0.00 66,646,358.40 III-A2 0.00 0.00 19,569.17 0.00 4,084,000.00 III-A3 0.00 0.00 9,784.58 0.00 2,042,000.00 III-A4 0.00 0.00 52,708.34 0.00 11,000,000.00 III-A5 0.00 0.00 9,789.38 0.00 2,043,000.00 IV-A1 168.70 0.00 249,297.51 0.00 46,890,233.21 I-X 0.00 0.00 81,537.17 0.00 18,183,197.84 II-X 0.00 0.00 5,945.16 0.00 1,408,005.41 III-X 0.00 0.00 31,506.17 0.00 6,350,863.06 IV-X 11.12 0.00 16,432.11 0.00 3,040,215.39 AP 0.00 0.00 0.00 0.00 869,328.71 IIP 0.00 0.00 0.00 0.00 927,321.77 IV-P 0.00 0.00 0.00 0.00 1,178,979.07 AR 0.00 0.00 10.98 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 C-B-1 0.00 0.00 26,792.36 0.00 6,148,054.48 C-B-2 0.00 0.00 8,930.78 0.00 2,049,350.50 C-B-3 0.00 0.00 5,358.47 0.00 1,229,610.70 C-B-4 0.00 0.00 4,465.39 0.00 1,024,674.76 C-B-5 0.00 0.00 2,679.23 0.00 614,804.85 C-B-6 0.00 0.00 2,679.25 0.00 614,807.82 D-B-1 18.06 0.00 26,685.73 0.00 5,479,267.48 D-B-2 6.88 0.00 10,165.99 0.00 2,087,339.57 D-B-3 4.01 0.00 5,930.16 0.00 1,217,614.33 D-B-4 4.59 0.00 6,777.33 0.00 1,391,559.37 D-B-5 2.58 0.00 3,812.25 0.00 782,752.21 D-B-6 1.15 0.00 1,694.34 0.00 347,892.48 Totals 217.09 0.00 2,526,615.39 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall I-A1 51,000,000.00 5.25000% 905.10160451 3.95981961 0.00000000 0.00000000 I-A2 14,759,000.00 5.25000% 965.51147639 4.22411274 0.00000000 0.00000000 I-A3 2,414,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 I-A4 21,722,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 I-A5 205,000,000.00 5.00000% 905.10160444 3.77125668 0.00000000 0.00000000 I-A6 18,636,363.00 2.38250% 905.10160432 1.79700406 0.00000000 0.00000000 I-A7 0.00 5.61750% 905.10160432 4.23700697 0.00000000 0.00000000 I-A8 11,500,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 I-A9 12,146,000.00 5.25000% 1000.00000000 4.37500000 0.00000000 0.00000000 I-A10 19,180,080.00 5.25000% 1026.53879024 4.49110744 0.00000000 0.00000000 II-A1 44,440,275.00 5.00000% 894.18911787 3.72578793 0.00000000 0.00000000 III-A1 83,004,700.00 5.75000% 838.37690625 4.01722264 0.00000000 0.00000000 III-A2 4,084,000.00 5.75000% 1000.00000000 4.79166748 0.00000000 0.00000000 III-A3 2,042,000.00 5.75000% 1000.00000000 4.79166503 0.00000000 0.00000000 III-A4 11,000,000.00 5.75000% 1000.00000000 4.79166636 0.00000000 0.00000000 III-A5 2,043,000.00 5.75000% 1000.00000000 4.79166911 0.00000000 0.00000000 IV-A1 59,380,836.00 6.00000% 840.22463510 4.20112324 0.00000000 0.00000000 I-X 0.00 5.25000% 899.93915715 3.93723395 0.00000000 0.00000000 II-X 0.00 5.00000% 905.65362661 3.77355712 0.00000000 0.00000000 III-X 0.00 5.75000% 828.76308838 3.97115640 0.00000000 0.00000000 IV-X 0.00 6.00000% 744.76212831 3.72381049 0.00000000 0.00000000 AP 902,774.58 0.00000% 985.85142927 0.00000000 0.00000000 0.00000000 IIP 986,621.57 0.00000% 944.30764371 0.00000000 0.00000000 0.00000000 IV-P 1,335,663.45 0.00000% 933.26901324 0.00000000 0.00000000 0.00000000 AR 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 5.25000% 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 6,204,936.00 5.22217% 992.21046116 4.31791077 0.00000000 0.00000000 C-B-2 2,068,311.00 5.22217% 992.21046061 4.31790964 0.00000000 0.00000000 C-B-3 1,240,987.00 5.22217% 992.21045829 4.31790986 0.00000000 0.00000000 C-B-4 1,034,155.00 5.22217% 992.21046168 4.31791173 0.00000000 0.00000000 C-B-5 620,493.00 5.22217% 992.21046813 4.31790528 0.00000000 0.00000000 C-B-6 620,496.00 5.22217% 992.21045744 4.31791663 0.00000000 0.00000000 D-B-1 5,515,176.00 5.84272% 994.44184918 4.84187449 0.00000000 0.00000000 D-B-2 2,101,019.00 5.84272% 994.44184941 4.84187435 0.00000000 0.00000000 D-B-3 1,225,594.00 5.84272% 994.44185432 4.84187259 0.00000000 0.00000000 D-B-4 1,400,679.00 5.84272% 994.44184570 4.84187312 0.00000000 0.00000000 D-B-5 787,882.00 5.84272% 994.44184535 4.84187988 0.00000000 0.00000000 D-B-6 350,172.40 5.84272% 994.44185207 4.84187217 0.00000000 0.00000000 (5) Per $1,000 denomination.
Interest Distribution Factors Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (6) Distribution Shortfall Balance I-A1 0.00000000 0.00000000 3.95981941 0.00000000 885.49815235 I-A2 0.00000000 0.00000000 4.22411274 0.00000000 959.67505183 I-A3 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 I-A4 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 I-A5 0.00000000 0.00000000 3.77125668 0.00000000 885.49815224 I-A6 0.00000000 0.00000000 1.79700352 0.00000000 885.49815219 I-A7 0.00000000 0.00000000 4.23700697 0.00000000 885.49815219 I-A8 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 I-A9 0.00000000 0.00000000 4.37500000 0.00000000 1000.00000000 I-A10 0.00000000 0.00000000 4.49110692 0.00000000 1031.02989716 II-A1 0.00000000 0.00000000 3.72578793 0.00000000 882.37326569 III-A1 0.00000000 0.00000000 4.01722264 0.00000000 802.92270679 III-A2 0.00000000 0.00000000 4.79166748 0.00000000 1000.00000000 III-A3 0.00000000 0.00000000 4.79166503 0.00000000 1000.00000000 III-A4 0.00000000 0.00000000 4.79166727 0.00000000 1000.00000000 III-A5 0.00000000 0.00000000 4.79166911 0.00000000 1000.00000000 IV-A1 0.00284098 0.00000000 4.19828225 0.00000000 789.65262816 I-X 0.00000000 0.00000000 3.93723395 0.00000000 878.02291652 II-X 0.00000000 0.00000000 3.77355712 0.00000000 893.69989064 III-X 0.00000000 0.00000000 3.97115640 0.00000000 800.48671297 IV-X 0.00251829 0.00000000 3.72129221 0.00000000 688.50134520 AP 0.00000000 0.00000000 0.00000000 0.00000000 962.95213585 IIP 0.00000000 0.00000000 0.00000000 0.00000000 939.89610424 IV-P 0.00000000 0.00000000 0.00000000 0.00000000 882.69172148 AR 0.00000000 0.00000000 219.60000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 0.00000000 4.31791077 0.00000000 990.83285952 C-B-2 0.00000000 0.00000000 4.31790964 0.00000000 990.83285831 C-B-3 0.00000000 0.00000000 4.31790986 0.00000000 990.83286126 C-B-4 0.00000000 0.00000000 4.31791173 0.00000000 990.83286355 C-B-5 0.00000000 0.00000000 4.31790528 0.00000000 990.83285388 C-B-6 0.00000000 0.00000000 4.31791663 0.00000000 990.83284985 D-B-1 0.00327460 0.00000000 4.83859989 0.00000000 993.48914341 D-B-2 0.00327460 0.00000000 4.83859975 0.00000000 993.48914503 D-B-3 0.00327188 0.00000000 4.83860071 0.00000000 993.48914078 D-B-4 0.00327698 0.00000000 4.83860328 0.00000000 993.48913634 D-B-5 0.00327460 0.00000000 4.83860527 0.00000000 993.48913924 D-B-6 0.00328410 0.00000000 4.83858808 0.00000000 993.48914992 (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 14,649,175.03 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 25,385.14 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 14,674,560.17 Withdrawals Reimbursement for Servicer Advances 21,809.77 Payment of Service Fee 151,678.23 Payment of Interest and Principal 14,501,072.17 Total Withdrawals (Pool Distribution Amount) 14,674,560.17 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 217.09
SERVICING FEES Gross Servicing Fee 111,409.80 Certificate Administration Fee 0.00 External Master Servicing Fee 15,539.03 Fix Retained Yield 19,061.18 Master Servicing Fee 0.00 PMI Fee 1,211.82 Pool Insurance Fee 0.00 Trust Admin Fee 4,456.40 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 151,678.23
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Jumbo A 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 15Y Jumbo A 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 AltA No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 3 0 0 0 3 1,334,688.76 0.00 0.00 0.00 1,334,688.76 60 Days 1 0 0 0 1 349,023.35 0.00 0.00 0.00 349,023.35 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 1 0 1 0.00 0.00 638,703.09 0.00 638,703.09 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 4 0 1 0 5 1,683,712.11 0.00 638,703.09 0.00 2,322,415.20 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.546392% 0.000000% 0.000000% 0.000000% 1.546392% 1.422997% 0.000000% 0.000000% 0.000000% 1.422997% 60 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.372116% 0.000000% 0.000000% 0.000000% 0.372116% 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% 0.515464% 0.000000% 0.515464% 0.000000% 0.000000% 0.680962% 0.000000% 0.680962% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.061856% 0.000000% 0.515464% 0.000000% 2.577320% 1.795113% 0.000000% 0.680962% 0.000000% 2.476075% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Y Conf AltA 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 2 0 0 2 374,940.21 0.00 0.00 374,940.21 30 Days 2 0 0 0 2 540,563.21 0.00 0.00 0.00 540,563.21 60 Days 3 0 0 0 3 353,548.96 0.00 0.00 0.00 353,548.96 90 Days 1 0 1 0 2 184,338.63 0.00 169,109.35 0.00 353,447.98 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 1 0 1 0 2 32,666.30 0.00 134,768.76 0.00 167,435.06 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 2 2 0 11 1,111,117.10 374,940.21 303,878.11 0.00 1,789,935.42 0-29 Days 0.619195% 0.000000% 0.000000% 0.619195% 0.716744% 0.000000% 0.000000% 0.716744% 30 Days 0.619195% 0.000000% 0.000000% 0.000000% 0.619195% 1.033353% 0.000000% 0.000000% 0.000000% 1.033353% 60 Days 0.928793% 0.000000% 0.000000% 0.000000% 0.928793% 0.675852% 0.000000% 0.000000% 0.000000% 0.675852% 90 Days 0.309598% 0.000000% 0.309598% 0.000000% 0.619195% 0.352386% 0.000000% 0.323273% 0.000000% 0.675659% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.309598% 0.000000% 0.309598% 0.000000% 0.619195% 0.062446% 0.000000% 0.257627% 0.000000% 0.320073% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 2.167183% 0.619195% 0.619195% 0.000000% 3.405573% 2.124036% 0.716744% 0.580900% 0.000000% 3.421680%
COLLATERAL STATEMENT Collateral Description Mixed Fixed Weighted Average Gross Coupon 6.010488% Weighted Average Net Coupon 5.760488% Weighted Average Pass-Through Rate 5.670121% Weighted Average Maturity(Stepdown Calculation ) 350 Beginning Scheduled Collateral Loan Count 1,306 Number Of Loans Paid In Full 33 Ending Scheduled Collateral Loan Count 1,273 Beginning Scheduled Collateral Balance 534,767,389.35 Ending Scheduled Collateral Balance 522,792,932.56 Ending Actual Collateral Balance at 31-Oct-2004 523,340,102.41 Monthly P &I Constant 3,354,270.53 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 522,792,932.56 Scheduled Principal 675,759.68 Unscheduled Principal 11,298,697.11
Group Level Collateral Statement Group G1 30Y Jumbo A G2 15Y Jumbo A G3 30Y Jumbo AltA Collateral Description Mixed Fixed Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 5.835848 5.362624 6.538656 Weighted Average Net Rate 5.585848 5.112624 6.288656 Weighted Average Maturity 55 15 182 Beginning Loan Count 680 87 200 Loans Paid In Full 10 1 6 Ending Loan Count 670 86 194 Beginning Scheduled Balance 340,778,220.61 41,971,838.96 96,680,027.90 Ending scheduled Balance 335,383,246.14 41,437,194.90 93,709,785.74 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 2,019,497.72 355,072.88 619,362.85 Scheduled Principal 362,222.82 167,506.89 92,564.98 Unscheduled Principal 5,032,751.65 367,137.17 2,877,677.18 Scheduled Interest 1,657,274.90 187,565.99 526,797.87 Servicing Fees 70,995.40 8,744.13 20,141.67 Master Servicing Fees 0.00 0.00 0.00 Trustee Fee 2,839.79 349.76 805.68 FRY Amount 0.00 0.00 13,177.99 Special Hazard Fee 0.00 0.00 0.00 Other Fee 11,382.47 1,526.19 1,751.13 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 1,572,057.24 176,945.91 490,921.40 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 5.535766 5.058989 6.093355
Group Level Collateral Statement Group G4 30Y Conf AltA Total Collateral Description Mixed Fixed Mixed Fixed Weighted Average Coupon Rate 6.654580 6.010488 Weighted Average Net Rate 6.404580 5.760488 Weighted Average Maturity 217 350 Beginning Loan Count 339 1,306 Loans Paid In Full 16 33 Ending Loan Count 323 1,273 Beginning Scheduled Balance 55,337,301.88 534,767,389.35 Ending scheduled Balance 52,262,705.78 522,792,932.56 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 360,337.08 3,354,270.53 Scheduled Principal 53,464.99 675,759.68 Unscheduled Principal 3,021,131.11 11,298,697.11 Scheduled Interest 306,872.09 2,678,510.85 Servicing Fees 11,528.60 111,409.80 Master Servicing Fees 0.00 0.00 Trustee Fee 461.17 4,456.40 FRY Amount 5,883.19 19,061.18 Special Hazard Fee 0.00 0.00 Other Fee 2,091.06 16,750.85 Pool Insurance Fee 0.00 0.00 Spread Fee 1 0.00 0.00 Spread Fee 2 0.00 0.00 Spread Fee 3 0.00 0.00 Net Interest 286,908.07 2,526,832.62 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 6.221656 5.670121
Miscellaneous Reporting Group G1 30Y Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G2 15Y Jumbo A Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Jumbo AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4 30Y Conf AltA Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
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