-----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, UrCJbwRFzPdi/QoYS1nJF88BoGM45mEbDjaa2Ep7R7+SsiMcqrkSg96UtCR33uiF PEZ2iQhrnfwWphKPdW+B1Q== 0001056404-04-003178.txt : 20040930 0001056404-04-003178.hdr.sgml : 20040930 20040930080323 ACCESSION NUMBER: 0001056404-04-003178 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040927 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20040930 DATE AS OF CHANGE: 20040930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES, SERIES 2004-AR4 CENTRAL INDEX KEY: 0001289159 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-27 FILM NUMBER: 041054053 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 csf04ar4_sep.txt SEPTEMBER 8-K UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D. C. 20549 FORM 8-K CURRENT REPORT Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934 Date of Report (Date of earliest event reported): September 27, 2004 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-AR4 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-27 54-2151938 Pooling and Servicing Agreement) (Commission 54-2151939 (State or other File Number) 54-2151940 jurisdiction 54-2151941 of Incorporation) 54-2151942 IRS EIN c/o Wells Fargo Bank, N.A. 9062 Old Annapolis Road Columbia, MD 21045 (Address of principal executive offices) (Zip Code) Registrant's telephone number, including area code: (410) 884-2000 (Former name or former address, if changed since last report) Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below): [ ] Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425) [ ] Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12) [ ] Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act(17 CFR 240.14d-2(b)) [ ] Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act(17 CFR 240.13e-4(c)) ITEM 8.01 Other Events On September 27, 2004 a distribution was made to holders of CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION, Mortgage-Backed P/T Certificates, Series 2004-AR4 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-AR4 Trust, relating to the September 27, 2004 distribution. Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORPORATION Mortgage-Backed P/T Certificates, Series 2004-AR4 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: 9/27/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR4 Trust, relating to the September 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 CSF Series: 2004-AR4 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 22541SEY0 SEN 3.83659% 136,808,464.62 437,398.52 5,278,298.14 AR 22541SFS2 RES 3.84499% 0.00 0.00 0.00 AR-L 22541SFT0 RES 3.84499% 0.00 0.00 0.00 1-X 22541SFJ2 SEN 0.21700% 0.00 24,739.53 0.00 2-A-1 22541SEZ7 SEN 4.80549% 133,680,659.92 535,334.08 2,208,909.69 2-A-2 22541SFX1 SEN 3.31519% 14,853,836.43 41,036.06 245,441.51 2-X 22541SFK9 SEN 1.49030% 0.00 18,447.23 0.00 3-A-1 22541SFA1 SEN 4.16606% 135,555,345.63 470,609.56 3,634,953.98 4-A-1 22541SFB9 SEN 4.85500% 120,314,357.92 486,771.83 2,384,517.83 5-A-1 22541SFC7 SEN 1.97500% 86,535,110.44 156,664.61 4,221,313.31 5-A-2 22541SFD5 SEN 1.98500% 69,764,229.17 126,941.83 4,187,136.77 5-A-3 22541SFE3 SEN 1.83500% 62,242,926.95 104,697.79 5,266,189.28 5-A-4 22541SFF0 SEN 2.09500% 25,500,000.00 48,970.63 0.00 5-A-5 22541SFG8 SEN 1.91500% 21,505,619.35 37,751.32 1,290,732.67 5-M-1 22541SFH6 MEZ 2.21500% 9,710,000.00 19,715.35 0.00 5-M-2 22541SFL7 MEZ 3.01500% 4,855,000.00 13,418.01 0.00 5-M-3 22541SFM5 MEZ 3.41500% 4,046,555.00 12,667.40 0.00 C-B-1 22541SFP8 SUB 4.45995% 13,595,985.90 50,531.13 6,077.92 C-B-2 22541SFQ6 SUB 4.45995% 6,648,257.42 24,709.05 2,972.02 C-B-3 22541SFR4 SUB 4.45995% 3,923,070.82 14,580.57 1,753.76 C-B-4 22541SFU7 SUB 4.45995% 2,416,731.41 8,982.07 1,080.37 C-B-5 22541SFV5 SUB 4.45995% 3,323,130.47 12,350.82 1,485.56 C-B-6 22541SFW3 SUB 4.45995% 1,816,465.64 6,751.11 812.03 5-X 22541SFN3 OC 0.00000% 1,618,557.78 901,050.04 0.00 Totals 858,714,304.87 3,554,118.54 28,731,674.84
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 131,530,166.48 5,715,696.66 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 1-X 0.00 0.00 24,739.53 0.00 2-A-1 0.00 131,471,750.22 2,744,243.77 0.00 2-A-2 0.00 14,608,394.92 286,477.57 0.00 2-X 0.00 0.00 18,447.23 0.00 3-A-1 0.00 131,920,391.65 4,105,563.54 0.00 4-A-1 0.00 117,929,840.09 2,871,289.66 0.00 5-A-1 0.00 82,313,797.13 4,377,977.92 0.00 5-A-2 0.00 65,577,092.40 4,314,078.60 0.00 5-A-3 0.00 56,976,737.67 5,370,887.07 0.00 5-A-4 0.00 25,500,000.00 48,970.63 0.00 5-A-5 0.00 20,214,886.68 1,328,483.99 0.00 5-M-1 0.00 9,710,000.00 19,715.35 0.00 5-M-2 0.00 4,855,000.00 13,418.01 0.00 5-M-3 0.00 4,046,555.00 12,667.40 0.00 C-B-1 0.00 13,589,907.98 56,609.05 0.00 C-B-2 0.00 6,645,285.40 27,681.07 0.00 C-B-3 0.00 3,921,317.06 16,334.33 0.00 C-B-4 0.00 2,415,651.04 10,062.44 0.00 C-B-5 0.00 3,321,644.91 13,836.38 0.00 C-B-6 0.00 1,815,653.61 7,563.14 0.00 5-X 0.00 1,618,557.78 901,050.04 0.00 Totals 0.00 829,982,630.02 32,285,793.38 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-1 148,995,000.00 136,808,464.62 93,169.77 5,185,128.37 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 1-X 0.00 0.00 0.00 0.00 0.00 0.00 2-A-1 138,245,000.00 133,680,659.92 57,836.15 2,151,073.54 0.00 0.00 2-A-2 15,361,000.00 14,853,836.43 6,426.42 239,015.09 0.00 0.00 2-X 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 144,610,000.00 135,555,345.63 43,947.44 3,591,006.54 0.00 0.00 4-A-1 126,330,000.00 120,314,357.92 39,649.47 2,344,868.36 0.00 0.00 5-A-1 97,000,000.00 86,535,110.44 0.00 4,221,313.31 0.00 0.00 5-A-2 81,100,000.00 69,764,229.17 0.00 4,187,136.77 0.00 0.00 5-A-3 76,500,000.00 62,242,926.95 0.00 5,266,189.28 0.00 0.00 5-A-4 25,500,000.00 25,500,000.00 0.00 0.00 0.00 0.00 5-A-5 25,000,000.00 21,505,619.35 0.00 1,290,732.67 0.00 0.00 5-M-1 9,710,000.00 9,710,000.00 0.00 0.00 0.00 0.00 5-M-2 4,855,000.00 4,855,000.00 0.00 0.00 0.00 0.00 5-M-3 4,046,555.00 4,046,555.00 0.00 0.00 0.00 0.00 C-B-1 13,620,000.00 13,595,985.90 6,077.92 0.00 0.00 0.00 C-B-2 6,660,000.00 6,648,257.42 2,972.02 0.00 0.00 0.00 C-B-3 3,930,000.00 3,923,070.82 1,753.76 0.00 0.00 0.00 C-B-4 2,421,000.00 2,416,731.41 1,080.37 0.00 0.00 0.00 C-B-5 3,329,000.00 3,323,130.47 1,485.56 0.00 0.00 0.00 C-B-6 1,819,674.00 1,816,465.64 812.03 0.00 0.00 0.00 5-X 0.00 1,618,557.78 0.00 0.00 0.00 0.00 Totals 929,032,329.00 858,714,304.87 255,210.91 28,476,463.93 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 5,278,298.14 131,530,166.48 0.88278242 5,278,298.14 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 1-X 0.00 0.00 0.00000000 0.00 2-A-1 2,208,909.69 131,471,750.22 0.95100546 2,208,909.69 2-A-2 245,441.51 14,608,394.92 0.95100546 245,441.51 2-X 0.00 0.00 0.00000000 0.00 3-A-1 3,634,953.98 131,920,391.65 0.91224944 3,634,953.98 4-A-1 2,384,517.83 117,929,840.09 0.93350621 2,384,517.83 5-A-1 4,221,313.31 82,313,797.13 0.84859585 4,221,313.31 5-A-2 4,187,136.77 65,577,092.40 0.80859547 4,187,136.77 5-A-3 5,266,189.28 56,976,737.67 0.74479396 5,266,189.28 5-A-4 0.00 25,500,000.00 1.00000000 0.00 5-A-5 1,290,732.67 20,214,886.68 0.80859547 1,290,732.67 5-M-1 0.00 9,710,000.00 1.00000000 0.00 5-M-2 0.00 4,855,000.00 1.00000000 0.00 5-M-3 0.00 4,046,555.00 1.00000000 0.00 C-B-1 6,077.92 13,589,907.98 0.99779060 6,077.92 C-B-2 2,972.02 6,645,285.40 0.99779060 2,972.02 C-B-3 1,753.76 3,921,317.06 0.99779060 1,753.76 C-B-4 1,080.37 2,415,651.04 0.99779060 1,080.37 C-B-5 1,485.56 3,321,644.91 0.99779060 1,485.56 C-B-6 812.03 1,815,653.61 0.99779060 812.03 5-X 0.00 1,618,557.78 0.00000000 0.00 Totals 28,731,674.84 829,982,630.02 0.89338401 28,731,674.84
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 148,995,000.00 918.20842726 0.62532145 34.80068707 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 1-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 138,245,000.00 966.98368780 0.41835980 15.55986502 0.00000000 2-A-2 15,361,000.00 966.98368791 0.41835948 15.55986524 0.00000000 2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 144,610,000.00 937.38569691 0.30390319 24.83235281 0.00000000 4-A-1 126,330,000.00 952.38152395 0.31385633 18.56145302 0.00000000 5-A-1 97,000,000.00 892.11454062 0.00000000 43.51869392 0.00000000 5-A-2 81,100,000.00 860.22477398 0.00000000 51.62930666 0.00000000 5-A-3 76,500,000.00 813.63303203 0.00000000 68.83907556 0.00000000 5-A-4 25,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-A-5 25,000,000.00 860.22477400 0.00000000 51.62930680 0.00000000 5-M-1 9,710,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-2 4,855,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 5-M-3 4,046,555.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 13,620,000.00 998.23685022 0.44624963 0.00000000 0.00000000 C-B-2 6,660,000.00 998.23684985 0.44624925 0.00000000 0.00000000 C-B-3 3,930,000.00 998.23684987 0.44624936 0.00000000 0.00000000 C-B-4 2,421,000.00 998.23684841 0.44624948 0.00000000 0.00000000 C-B-5 3,329,000.00 998.23684890 0.44624812 0.00000000 0.00000000 C-B-6 1,819,674.00 998.23684902 0.44625026 0.00000000 0.00000000 5-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 (2) All Classes 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 35.42600852 882.78241874 0.88278242 35.42600852 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 15.97822482 951.00546291 0.95100546 15.97822482 2-A-2 0.00000000 15.97822472 951.00546319 0.95100546 15.97822472 2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 25.13625600 912.24944091 0.91224944 25.13625600 4-A-1 0.00000000 18.87530935 933.50621460 0.93350621 18.87530935 5-A-1 0.00000000 43.51869392 848.59584670 0.84859585 43.51869392 5-A-2 0.00000000 51.62930666 808.59546732 0.80859547 51.62930666 5-A-3 0.00000000 68.83907556 744.79395647 0.74479396 68.83907556 5-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-A-5 0.00000000 51.62930680 808.59546720 0.80859547 51.62930680 5-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 5-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.44624963 997.79060059 0.99779060 0.44624963 C-B-2 0.00000000 0.44624925 997.79060060 0.99779060 0.44624925 C-B-3 0.00000000 0.44624936 997.79060051 0.99779060 0.44624936 C-B-4 0.00000000 0.44624948 997.79059893 0.99779060 0.44624948 C-B-5 0.00000000 0.44624812 997.79060078 0.99779060 0.44624812 C-B-6 0.00000000 0.44625026 997.79059876 0.99779060 0.44625026 5-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-1 148,995,000.00 3.83659% 136,808,464.62 437,398.52 0.00 0.00 AR 50.00 3.84499% 0.00 0.00 0.00 0.00 AR-L 50.00 3.84499% 0.00 0.00 0.00 0.00 1-X 0.00 0.21700% 136,808,464.62 24,739.53 0.00 0.00 2-A-1 138,245,000.00 4.80549% 133,680,659.92 535,334.08 0.00 0.00 2-A-2 15,361,000.00 3.31519% 14,853,836.43 41,036.06 0.00 0.00 2-X 0.00 1.49030% 14,853,836.43 18,447.23 0.00 0.00 3-A-1 144,610,000.00 4.16606% 135,555,345.63 470,609.56 0.00 0.00 4-A-1 126,330,000.00 4.85500% 120,314,357.92 486,771.83 0.00 0.00 5-A-1 97,000,000.00 1.97500% 86,535,110.44 156,664.61 0.00 0.00 5-A-2 81,100,000.00 1.98500% 69,764,229.17 126,941.83 0.00 0.00 5-A-3 76,500,000.00 1.83500% 62,242,926.95 104,697.79 0.00 0.00 5-A-4 25,500,000.00 2.09500% 25,500,000.00 48,970.63 0.00 0.00 5-A-5 25,000,000.00 1.91500% 21,505,619.35 37,751.32 0.00 0.00 5-M-1 9,710,000.00 2.21500% 9,710,000.00 19,715.35 0.00 0.00 5-M-2 4,855,000.00 3.01500% 4,855,000.00 13,418.01 0.00 0.00 5-M-3 4,046,555.00 3.41500% 4,046,555.00 12,667.40 0.00 0.00 C-B-1 13,620,000.00 4.45995% 13,595,985.90 50,531.13 0.00 0.00 C-B-2 6,660,000.00 4.45995% 6,648,257.42 24,709.05 0.00 0.00 C-B-3 3,930,000.00 4.45995% 3,923,070.82 14,580.57 0.00 0.00 C-B-4 2,421,000.00 4.45995% 2,416,731.41 8,982.07 0.00 0.00 C-B-5 3,329,000.00 4.45995% 3,323,130.47 12,350.82 0.00 0.00 C-B-6 1,819,674.00 4.45995% 1,816,465.64 6,751.11 0.00 0.00 5-X 0.00 0.00000% 285,777,998.69 0.00 0.00 0.00 Totals 929,032,329.00 2,653,068.50 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 0.00 437,398.52 0.00 131,530,166.48 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 1-X 0.00 0.00 24,739.53 0.00 131,530,166.48 2-A-1 0.00 0.00 535,334.08 0.00 131,471,750.22 2-A-2 0.00 0.00 41,036.06 0.00 14,608,394.92 2-X 0.00 0.00 18,447.23 0.00 14,608,394.92 3-A-1 0.00 0.00 470,609.56 0.00 131,920,391.65 4-A-1 0.00 0.00 486,771.83 0.00 117,929,840.09 5-A-1 0.00 0.00 156,664.61 0.00 82,313,797.13 5-A-2 0.00 0.00 126,941.83 0.00 65,577,092.40 5-A-3 0.00 0.00 104,697.79 0.00 56,976,737.67 5-A-4 0.00 0.00 48,970.63 0.00 25,500,000.00 5-A-5 0.00 0.00 37,751.32 0.00 20,214,886.68 5-M-1 0.00 0.00 19,715.35 0.00 9,710,000.00 5-M-2 0.00 0.00 13,418.01 0.00 4,855,000.00 5-M-3 0.00 0.00 12,667.40 0.00 4,046,555.00 C-B-1 0.00 0.00 50,531.13 0.00 13,589,907.98 C-B-2 0.00 0.00 24,709.05 0.00 6,645,285.40 C-B-3 0.00 0.00 14,580.57 0.00 3,921,317.06 C-B-4 0.00 0.00 8,982.07 0.00 2,415,651.04 C-B-5 0.00 0.00 12,350.82 0.00 3,321,644.91 C-B-6 0.00 0.00 6,751.11 0.00 1,815,653.61 5-X 0.00 0.00 901,050.04 0.00 270,812,626.66 Totals 0.00 0.00 3,554,118.54 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-1 148,995,000.00 3.83659% 918.20842726 2.93565905 0.00000000 0.00000000 AR 50.00 3.84499% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 3.84499% 0.00000000 0.00000000 0.00000000 0.00000000 1-X 0.00 0.21700% 918.20842726 0.16604269 0.00000000 0.00000000 2-A-1 138,245,000.00 4.80549% 966.98368780 3.87235763 0.00000000 0.00000000 2-A-2 15,361,000.00 3.31519% 966.98368791 2.67144457 0.00000000 0.00000000 2-X 0.00 1.49030% 966.98368791 1.20091335 0.00000000 0.00000000 3-A-1 144,610,000.00 4.16606% 937.38569691 3.25433621 0.00000000 0.00000000 4-A-1 126,330,000.00 4.85500% 952.38152395 3.85317684 0.00000000 0.00000000 5-A-1 97,000,000.00 1.97500% 892.11454062 1.61509907 0.00000000 0.00000000 5-A-2 81,100,000.00 1.98500% 860.22477398 1.56525068 0.00000000 0.00000000 5-A-3 76,500,000.00 1.83500% 813.63303203 1.36859856 0.00000000 0.00000000 5-A-4 25,500,000.00 2.09500% 1000.00000000 1.92041686 0.00000000 0.00000000 5-A-5 25,000,000.00 1.91500% 860.22477400 1.51005280 0.00000000 0.00000000 5-M-1 9,710,000.00 2.21500% 1000.00000000 2.03041710 0.00000000 0.00000000 5-M-2 4,855,000.00 3.01500% 1000.00000000 2.76375077 0.00000000 0.00000000 5-M-3 4,046,555.00 3.41500% 1000.00000000 3.13041587 0.00000000 0.00000000 C-B-1 13,620,000.00 4.45995% 998.23685022 3.71006828 0.00000000 0.00000000 C-B-2 6,660,000.00 4.45995% 998.23684985 3.71006757 0.00000000 0.00000000 C-B-3 3,930,000.00 4.45995% 998.23684987 3.71006870 0.00000000 0.00000000 C-B-4 2,421,000.00 4.45995% 998.23684841 3.71006609 0.00000000 0.00000000 C-B-5 3,329,000.00 4.45995% 998.23684890 3.71006909 0.00000000 0.00000000 C-B-6 1,819,674.00 4.45995% 998.23684902 3.71006565 0.00000000 0.00000000 5-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) All Classes 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 2.93565905 0.00000000 882.78241874 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1-X 0.00000000 0.00000000 0.16604269 0.00000000 882.78241874 2-A-1 0.00000000 0.00000000 3.87235763 0.00000000 951.00546291 2-A-2 0.00000000 0.00000000 2.67144457 0.00000000 951.00546319 2-X 0.00000000 0.00000000 1.20091335 0.00000000 951.00546319 3-A-1 0.00000000 0.00000000 3.25433621 0.00000000 912.24944091 4-A-1 0.00000000 0.00000000 3.85317684 0.00000000 933.50621460 5-A-1 0.00000000 0.00000000 1.61509907 0.00000000 848.59584670 5-A-2 0.00000000 0.00000000 1.56525068 0.00000000 808.59546732 5-A-3 0.00000000 0.00000000 1.36859856 0.00000000 744.79395647 5-A-4 0.00000000 0.00000000 1.92041686 0.00000000 1000.00000000 5-A-5 0.00000000 0.00000000 1.51005280 0.00000000 808.59546720 5-M-1 0.00000000 0.00000000 2.03041710 0.00000000 1000.00000000 5-M-2 0.00000000 0.00000000 2.76375077 0.00000000 1000.00000000 5-M-3 0.00000000 0.00000000 3.13041587 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 3.71006828 0.00000000 997.79060059 C-B-2 0.00000000 0.00000000 3.71006757 0.00000000 997.79060060 C-B-3 0.00000000 0.00000000 3.71006870 0.00000000 997.79060051 C-B-4 0.00000000 0.00000000 3.71006609 0.00000000 997.79059893 C-B-5 0.00000000 0.00000000 3.71006909 0.00000000 997.79060078 C-B-6 0.00000000 0.00000000 3.71006565 0.00000000 997.79059876 5-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 32,511,567.14 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 33,488.54 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 32,545,055.68 Withdrawals Reimbursement for Servicer Advances 37,608.70 Payment of Service Fee 221,653.60 Payment of Interest and Principal 32,285,793.38 Total Withdrawals (Pool Distribution Amount) 32,545,055.68 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 214,478.96 External Master Servicing Fee 2,237.91 PMI Fee 4,936.73 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 221,653.60
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 5,000.00 0.00 0.00 5,000.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 1 0 0 1 131,999.96 0.00 0.00 131,999.96 30 Days 13 0 0 0 13 3,345,591.16 0.00 0.00 0.00 3,345,591.16 60 Days 7 0 0 0 7 1,912,001.29 0.00 0.00 0.00 1,912,001.29 90 Days 4 0 1 0 5 1,030,158.61 0.00 136,000.00 0.00 1,166,158.61 120 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 24 1 1 0 26 6,287,751.06 131,999.96 136,000.00 0.00 6,555,751.02 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 0.032499% 0.000000% 0.000000% 0.032499% 0.015899% 0.000000% 0.000000% 0.015899% 30 Days 0.422489% 0.000000% 0.000000% 0.000000% 0.422489% 0.402956% 0.000000% 0.000000% 0.000000% 0.402956% 60 Days 0.227494% 0.000000% 0.000000% 0.000000% 0.227494% 0.230289% 0.000000% 0.000000% 0.000000% 0.230289% 90 Days 0.129997% 0.000000% 0.032499% 0.000000% 0.162496% 0.124076% 0.000000% 0.016380% 0.000000% 0.140457% 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 0.779981% 0.032499% 0.032499% 0.000000% 0.844979% 0.757322% 0.015899% 0.016380% 0.000000% 0.789601%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total GI 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 1 411,985.00 0.00 0.00 0.00 411,985.00 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 1 411,985.00 0.00 0.00 0.00 411,985.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.353357% 0.000000% 0.000000% 0.000000% 0.353357% 0.294648% 0.000000% 0.000000% 0.000000% 0.294648% 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 0.353357% 0.000000% 0.000000% 0.000000% 0.353357% 0.294648% 0.000000% 0.000000% 0.000000% 0.294648%
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 2 846,267.27 0.00 0.00 0.00 846,267.27 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 2 0 0 0 2 846,267.27 0.00 0.00 0.00 846,267.27 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.641026% 0.000000% 0.000000% 0.000000% 0.641026% 0.547338% 0.000000% 0.000000% 0.000000% 0.547338% 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 0.641026% 0.000000% 0.000000% 0.000000% 0.641026% 0.547338% 0.000000% 0.000000% 0.000000% 0.547338%
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 2 0 0 0 2 298,250.00 0.00 0.00 0.00 298,250.00 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 2 0 0 0 2 298,250.00 0.00 0.00 0.00 298,250.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 0.213115% 0.000000% 0.000000% 0.000000% 0.213115% 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 0.281690% 0.000000% 0.000000% 0.000000% 0.281690% 0.213115% 0.000000% 0.000000% 0.000000% 0.213115%
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 1 0 0 1 131,999.96 0.00 0.00 131,999.96 30 Days 1 0 0 0 1 120,000.00 0.00 0.00 0.00 120,000.00 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 1 0 0 2 120,000.00 131,999.96 0.00 0.00 251,999.96 0-29 Days 0.160000% 0.000000% 0.000000% 0.160000% 0.105647% 0.000000% 0.000000% 0.105647% 30 Days 0.160000% 0.000000% 0.000000% 0.000000% 0.160000% 0.096043% 0.000000% 0.000000% 0.000000% 0.096043% 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 0.160000% 0.160000% 0.000000% 0.000000% 0.320000% 0.096043% 0.105647% 0.000000% 0.000000% 0.201691%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5-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 4 0 0 0 4 663,492.92 0.00 0.00 0.00 663,492.92 60 Days 2 0 0 0 2 313,411.85 0.00 0.00 0.00 313,411.85 90 Days 2 0 1 0 3 357,100.27 0.00 136,000.00 0.00 493,100.27 120 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 8 0 1 0 9 1,334,005.04 0.00 136,000.00 0.00 1,470,005.04 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.808081% 0.000000% 0.000000% 0.000000% 0.808081% 0.748151% 0.000000% 0.000000% 0.000000% 0.748151% 60 Days 0.404040% 0.000000% 0.000000% 0.000000% 0.404040% 0.353401% 0.000000% 0.000000% 0.000000% 0.353401% 90 Days 0.404040% 0.000000% 0.202020% 0.000000% 0.606061% 0.402664% 0.000000% 0.153353% 0.000000% 0.556017% 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 1.616162% 0.000000% 0.202020% 0.000000% 1.818182% 1.504217% 0.000000% 0.153353% 0.000000% 1.657570%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5-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 1,005,595.97 0.00 0.00 0.00 1,005,595.97 60 Days 5 0 0 0 5 1,598,589.44 0.00 0.00 0.00 1,598,589.44 90 Days 2 0 0 0 2 673,058.34 0.00 0.00 0.00 673,058.34 120 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 10 0 0 0 10 3,277,243.75 0.00 0.00 0.00 3,277,243.75 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.460123% 0.000000% 0.000000% 0.000000% 0.460123% 0.551775% 0.000000% 0.000000% 0.000000% 0.551775% 60 Days 0.766871% 0.000000% 0.000000% 0.000000% 0.766871% 0.877153% 0.000000% 0.000000% 0.000000% 0.877153% 90 Days 0.306748% 0.000000% 0.000000% 0.000000% 0.306748% 0.369310% 0.000000% 0.000000% 0.000000% 0.369310% 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 1.533742% 0.000000% 0.000000% 0.000000% 1.533742% 1.798238% 0.000000% 0.000000% 0.000000% 1.798238%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 33,488.54
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 220,916.00 0.02377915% 220,916.00 0.02661694% Fraud 12,106,416.00 1.30312107% 12,106,416.00 1.45863486% Special Hazard 6,053,208.00 0.65156053% 5,591,700.04 0.67371290% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.276407% Weighted Average Net Coupon 4.976686% Weighted Average Pass-Through Rate 4.966660% Weighted Average Maturity(Stepdown Calculation ) 353 Beginning Scheduled Collateral Loan Count 3,170 Number Of Loans Paid In Full 93 Ending Scheduled Collateral Loan Count 3,077 Beginning Scheduled Collateral Balance 858,714,305.15 Ending Scheduled Collateral Balance 829,982,630.30 Ending Actual Collateral Balance at 31-Aug-2004 830,261,660.35 Monthly P &I Constant 4,199,612.28 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 423,840.30 Unscheduled Principal 28,307,834.55 Extra principal distribution Amount 0.00 Excess Cash Amount 0.00
Group Level Collateral Statement Group GI 30Y Jumbo A Arm G2 30Y Jumbo A Arm G3 30Y Jumbo A Arm Collateral Description Mixed ARM and Balloon Mixed ARM and Balloon Mixed ARM Weighted Average Coupon Rate 4.352553 5.139760 4.526966 Weighted Average Net Rate 4.065016 4.812863 4.193573 Weighted Average Maturity 353 353 353 Beginning Loan Count 294 317 725 Loans Paid In Full 11 5 15 Ending Loan Count 283 312 710 Beginning Scheduled Balance 145,042,380.37 157,030,892.75 143,557,735.69 Ending scheduled Balance 139,758,474.74 154,572,865.63 139,920,187.31 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 624,864.48 740,522.71 588,109.33 Scheduled Principal 98,777.26 67,938.49 46,541.84 Unscheduled Principal 5,185,128.37 2,390,088.63 3,591,006.54 Scheduled Interest 526,087.22 672,584.22 541,567.49 Servicing Fees 34,754.17 42,777.44 39,884.28 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 1,380.90 964.97 898.98 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 489,952.15 628,841.81 500,784.23 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 4.053592 4.805489 4.186058
Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5-A 30Y AltA Arm G5-B 30Y AltA Arm Collateral Description Mixed ARM and Balloon Mixed ARM and Balloon Mixed ARM and Balloon Weighted Average Coupon Rate 5.233724 6.235590 6.206375 Weighted Average Net Rate 4.882587 5.985590 5.954666 Weighted Average Maturity 353 353 353 Beginning Loan Count 637 517 680 Loans Paid In Full 12 22 28 Ending Loan Count 625 495 652 Beginning Scheduled Balance 127,305,297.65 92,882,740.50 192,895,258.19 Ending scheduled Balance 124,918,475.96 88,661,427.19 182,151,199.47 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 597,187.33 534,334.95 1,114,593.48 Scheduled Principal 41,953.33 51,686.08 116,943.30 Unscheduled Principal 2,344,868.36 4,169,627.23 10,627,115.42 Scheduled Interest 555,234.00 482,648.87 997,650.18 Servicing Fees 37,251.34 19,350.50 40,461.23 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 804.94 698.91 2,425.94 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 517,177.72 462,599.46 954,763.01 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4.875000 5.976560 5.939574
Group Level Collateral Statement Group Total Collateral Description Mixed ARM Weighted Average Coupon Rate 5.276407 Weighted Average Net Rate 4.976686 Weighted Average Maturity 353.00 Record Date 08/31/2004 Principal And Interest Constant 4,199,612.28 Beginning Loan Count 3,170 Loans Paid In Full 93 Ending Loan Count 3,077 Beginning Scheduled Balance 858,714,305.15 Ending Scheduled Balance 829,982,630.30 Scheduled Principal 423,840.30 Unscheduled Principal 28,307,834.55 Scheduled Interest 3,775,771.98 Servicing Fee 214,478.96 Master Servicing Fee 0.00 Trustee Fee 0.00 Fry Amount 0.00 Special Hazard Fee 0.00 Other Fee 7,174.64 Pool Insurance Fee 0.00 Spread 1 0.00 Spread 2 0.00 Spread 3 0.00 Net Interest 3,554,118.38 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Percentage of Cumulative Losses 0.0000 Prepayment Penalties 0.00 Special Servicing Fee 0.00 Pass-Through Rate 4.966660
Miscellaneous Reporting Group GI 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G2 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G3 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
Miscellaneous Reporting Group G4 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5-A 30Y AltA Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Group G5-B 30Y AltA Arm Excess Cash 901,050.04 Grp 1 Excess Interest 2,392.63 Grp 2 Excess Interest 2,121.75 Extra Principal Distribution 0.00 Overcollateralized Amount 1,618,557.78 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 1,618,557.78 Rolling 3 month Delinquency Rate 0.644190% Trigger Event - 3 mo Delinq Rate > 5.25% NO Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00
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