-----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, BCmwS8vdu+Idbtke/KcwVF2pfCCTeUKRrbUsHbLhyy4+wC+Nf0Sx2bTMzgCAmjp2 WlhhDf2ZieMxqWsXqrN5lg== 0001056404-04-003177.txt : 20040930 0001056404-04-003177.hdr.sgml : 20040930 20040930080245 ACCESSION NUMBER: 0001056404-04-003177 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 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES, SERIES 2004-AR5 CENTRAL INDEX KEY: 0001292281 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: 333-107055-29 FILM NUMBER: 041054051 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 csf04ar5_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-AR5 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-29 54-2154043 Pooling and Servicing Agreement) (Commission 54-2154044 (State or other File Number) 54-2154045 jurisdiction 54-2154046 of Incorporation) 54-2154047 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-AR5 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-AR5 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-AR5 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-AR5 Trust, relating to the September 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 CSF Series: 2004-AR5 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 22541SHY7 SEN 4.10163% 80,704,023.37 275,848.14 3,214,858.30 AR 22541SJY5 RES 4.11016% 0.00 0.00 0.00 AR-L 22541SJZ2 RES 4.11016% 0.00 0.00 0.00 2-A-1 22541SHZ4 SEN 4.47613% 96,759,046.33 360,921.78 1,880,616.89 2-A-2 22541SJA7 SEN 4.37613% 105,677,327.62 385,381.50 2,053,953.35 2-X 22541SJQ2 SEN-IO 0.00000% 0.00 0.00 0.00 3-A-1 22541SJB5 SEN 4.87826% 105,376,586.68 428,378.99 547,289.85 4-A-1 22541SJC3 SEN 5.61753% 25,056,741.76 117,297.53 338,702.36 5-A-1 22541SJD1 SEN 4.01036% 94,098,707.94 314,474.85 996,857.63 6-A-1 22541SJE9 SEN 4.48286% 227,936,039.22 851,504.46 2,716,112.88 7-A-1 22541SJF6 SEN 3.85048% 24,240,886.55 77,782.60 455,984.36 7-A-2 22541SLG1 SEN 4.62638% 43,633,595.79 168,221.44 820,771.85 7-A-3 22541SLH9 SEN 4.34928% 26,039,560.33 94,377.85 489,818.40 7-X 22541SLJ5 SEN-IO 0.00001% 0.00 0.40 0.00 8-A-1 22541SJG4 SEN 4.62798% 50,523,887.41 194,852.89 2,452,009.79 9-A-1 22541SJH2 SEN 4.78647% 76,287,238.17 304,288.52 810,560.16 9-X 22541SJR0 SEN-IO 0.00000% 0.00 0.00 0.00 10-A-1 22541SJJ8 SEN 5.02606% 41,079,731.66 172,057.82 927,958.02 10-A-2 22541SLL0 SEN 5.02606% 2,764,450.31 11,578.59 62,446.70 A-IO 22541SLK2 SEN-IO 1.00000% 0.00 21,520.98 0.00 11-A-1 22541SJK5 SEN 1.97500% 90,841,847.44 164,461.59 3,212,252.16 11-A-2 22541SJL3 SEN 1.98500% 234,848,088.64 427,325.67 11,276,981.24 11-M-1 22541SJS8 MEZ 2.21500% 11,160,000.00 22,659.46 0.00 11-M-2 22541SJT6 MEZ 3.01500% 5,580,000.00 15,421.73 0.00 11-M-3 22541SJU3 MEZ 3.41500% 4,649,930.00 14,556.22 0.00 11-X 22541SKG2 OC 0.00000% 1,859,849.65 1,057,250.58 0.00 C-B-1 22541SJV1 SUB 4.45873% 16,319,371.77 60,636.40 9,323.19 C-B-2 22541SJW9 SUB 4.45873% 11,780,056.70 43,770.08 6,729.90 C-B-3 22541SJX7 SUB 4.45873% 6,795,495.42 25,249.40 3,882.24 C-B-4 22541SKA5 SUB 4.45873% 2,720,394.45 10,107.92 1,554.15 C-B-5 22541SKB3 SUB 4.45873% 5,889,030.04 21,881.33 3,364.38 C-B-6 22541SKC1 SUB 4.45873% 1,806,323.95 6,711.59 1,031.95 I-B-1 22541SKQ0 SUB 4.89336% 5,618,484.76 22,911.07 811.64 I-B-2 22541SKR8 SUB 4.89336% 3,943,234.72 16,079.73 569.63 I-B-3 22541SKS6 SUB 4.89336% 2,463,896.98 10,047.28 355.93 I-B-4 22541SKD9 SUB 4.89336% 1,971,117.59 8,037.83 284.74 I-B-5 22541SKE7 SUB 4.89336% 1,084,514.49 4,422.43 156.67 I-B-6 22541SKF4 SUB 4.89336% 690,769.76 2,816.82 99.79 Totals 1,410,200,229.50 5,712,835.47 32,285,338.15
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 77,489,165.07 3,490,706.44 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 94,878,429.43 2,241,538.67 0.00 2-A-2 0.00 103,623,374.27 2,439,334.85 0.00 2-X 0.00 0.00 0.00 0.00 3-A-1 0.00 104,829,296.84 975,668.84 0.00 4-A-1 0.00 24,718,039.40 455,999.89 0.00 5-A-1 0.00 93,101,850.30 1,311,332.48 0.00 6-A-1 0.00 225,219,926.33 3,567,617.34 0.00 7-A-1 0.00 23,784,902.19 533,766.96 0.00 7-A-2 0.00 42,812,823.94 988,993.29 0.00 7-A-3 0.00 25,549,741.93 584,196.25 0.00 7-X 0.00 0.00 0.40 0.00 8-A-1 0.00 48,071,877.61 2,646,862.68 0.00 9-A-1 0.00 75,476,678.01 1,114,848.68 0.00 9-X 0.00 0.00 0.00 0.00 10-A-1 0.00 40,151,773.64 1,100,015.84 0.00 10-A-2 0.00 2,702,003.61 74,025.29 0.00 A-IO 0.00 0.00 21,520.98 0.00 11-A-1 0.00 87,629,595.28 3,376,713.75 0.00 11-A-2 0.00 223,571,107.40 11,704,306.91 0.00 11-M-1 0.00 11,160,000.00 22,659.46 0.00 11-M-2 0.00 5,580,000.00 15,421.73 0.00 11-M-3 0.00 4,649,930.00 14,556.22 0.00 11-X 0.00 1,859,849.65 1,057,250.58 0.00 C-B-1 0.00 16,310,048.58 69,959.59 0.00 C-B-2 0.00 11,773,326.80 50,499.98 0.00 C-B-3 0.00 6,791,613.18 29,131.64 0.00 C-B-4 0.00 2,718,840.30 11,662.07 0.00 C-B-5 0.00 5,885,665.66 25,245.71 0.00 C-B-6 0.00 1,805,292.00 7,743.54 0.00 I-B-1 0.00 5,617,673.12 23,722.71 0.00 I-B-2 0.00 3,942,665.09 16,649.36 0.00 I-B-3 0.00 2,463,541.05 10,403.21 0.00 I-B-4 0.00 1,970,832.84 8,322.57 0.00 I-B-5 0.00 1,084,357.83 4,579.10 0.00 I-B-6 0.00 690,669.97 2,916.61 0.00 Totals 0.00 1,377,914,891.32 37,998,173.62 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 84,495,000.00 80,704,023.37 59,346.77 3,155,511.53 0.00 0.00 AR 50.00 0.00 0.00 0.00 0.00 0.00 AR-L 50.00 0.00 0.00 0.00 0.00 0.00 2-A-1 100,000,000.00 96,759,046.33 29,155.09 1,851,461.80 0.00 0.00 2-A-2 109,217,000.00 105,677,327.62 31,842.32 2,022,111.04 0.00 0.00 2-X 0.00 0.00 0.00 0.00 0.00 0.00 3-A-1 108,410,000.00 105,376,586.68 74,786.63 472,503.22 0.00 0.00 4-A-1 26,690,000.00 25,056,741.76 7,570.91 331,131.45 0.00 0.00 5-A-1 100,440,000.00 94,098,707.94 92,014.68 904,842.95 0.00 0.00 6-A-1 236,156,000.00 227,936,039.22 156,097.56 2,560,015.32 0.00 0.00 7-A-1 25,000,000.00 24,240,886.55 5,659.44 450,324.92 0.00 0.00 7-A-2 45,000,000.00 43,633,595.79 10,187.00 810,584.85 0.00 0.00 7-A-3 26,855,000.00 26,039,560.33 6,079.37 483,739.03 0.00 0.00 7-X 0.00 0.00 0.00 0.00 0.00 0.00 8-A-1 52,380,000.00 50,523,887.41 7,526.64 2,444,483.15 0.00 0.00 9-A-1 81,490,000.00 76,287,238.17 9,990.40 800,569.76 0.00 0.00 9-X 0.00 0.00 0.00 0.00 0.00 0.00 10-A-1 44,580,000.00 41,079,731.66 6,679.80 921,278.21 0.00 0.00 10-A-2 3,000,000.00 2,764,450.31 449.52 61,997.19 0.00 0.00 A-IO 0.00 0.00 0.00 0.00 0.00 0.00 11-A-1 98,500,000.00 90,841,847.44 0.00 3,212,252.16 0.00 0.00 11-A-2 252,080,000.00 234,848,088.64 0.00 11,276,981.24 0.00 0.00 11-X 0.00 1,859,849.65 0.00 0.00 0.00 0.00 C-B-1 16,347,000.00 16,319,371.77 9,323.19 0.00 0.00 0.00 C-B-2 11,800,000.00 11,780,056.70 6,729.90 0.00 0.00 0.00 C-B-3 6,807,000.00 6,795,495.42 3,882.24 0.00 0.00 0.00 C-B-4 2,725,000.00 2,720,394.45 1,554.15 0.00 0.00 0.00 C-B-5 5,899,000.00 5,889,030.04 3,364.38 0.00 0.00 0.00 C-B-6 1,809,382.00 1,806,323.95 1,031.95 0.00 0.00 0.00 I-B-1 5,621,000.00 5,618,484.76 811.64 0.00 0.00 0.00 I-B-2 3,945,000.00 3,943,234.72 569.63 0.00 0.00 0.00 I-B-3 2,465,000.00 2,463,896.98 355.93 0.00 0.00 0.00 I-B-4 1,972,000.00 1,971,117.59 284.74 0.00 0.00 0.00 I-B-5 1,085,000.00 1,084,514.49 156.67 0.00 0.00 0.00 I-B-6 691,079.00 690,769.76 99.79 0.00 0.00 0.00 Totals 1,455,459,561.00 1,388,810,299.50 525,550.34 31,759,787.82 0.00 0.00 (1) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Principal Distribution Statement (continued) Total Ending Ending Total Principal Certificate Certificate Principal Class Reduction Balance Percentage Distribution 1-A-1 3,214,858.30 77,489,165.07 0.91708580 3,214,858.30 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 1,880,616.89 94,878,429.43 0.94878429 1,880,616.89 2-A-2 2,053,953.35 103,623,374.27 0.94878429 2,053,953.35 2-X 0.00 0.00 0.00000000 0.00 3-A-1 547,289.85 104,829,296.84 0.96697073 547,289.85 4-A-1 338,702.36 24,718,039.40 0.92611613 338,702.36 5-A-1 996,857.63 93,101,850.30 0.92693997 996,857.63 6-A-1 2,716,112.88 225,219,926.33 0.95369132 2,716,112.88 7-A-1 455,984.36 23,784,902.19 0.95139609 455,984.36 7-A-2 820,771.85 42,812,823.94 0.95139609 820,771.85 7-A-3 489,818.40 25,549,741.93 0.95139609 489,818.40 7-X 0.00 0.00 0.00000000 0.00 8-A-1 2,452,009.79 48,071,877.61 0.91775253 2,452,009.79 9-A-1 810,560.16 75,476,678.01 0.92620785 810,560.16 9-X 0.00 0.00 0.00000000 0.00 10-A-1 927,958.02 40,151,773.64 0.90066787 927,958.02 10-A-2 62,446.70 2,702,003.61 0.90066787 62,446.70 A-IO 0.00 0.00 0.00000000 0.00 11-A-1 3,212,252.16 87,629,595.28 0.88964056 3,212,252.16 11-A-2 11,276,981.24 223,571,107.40 0.88690538 11,276,981.24 11-X 0.00 1,859,849.65 0.00000000 0.00 C-B-1 9,323.19 16,310,048.58 0.99773956 9,323.19 C-B-2 6,729.90 11,773,326.80 0.99773956 6,729.90 C-B-3 3,882.24 6,791,613.18 0.99773956 3,882.24 C-B-4 1,554.15 2,718,840.30 0.99773956 1,554.15 C-B-5 3,364.38 5,885,665.66 0.99773956 3,364.38 C-B-6 1,031.95 1,805,292.00 0.99773956 1,031.95 I-B-1 811.64 5,617,673.12 0.99940813 811.64 I-B-2 569.63 3,942,665.09 0.99940813 569.63 I-B-3 355.93 2,463,541.05 0.99940813 355.93 I-B-4 284.74 1,970,832.84 0.99940813 284.74 I-B-5 156.67 1,084,357.83 0.99940814 156.67 I-B-6 99.79 690,669.97 0.99940813 99.79 Totals 32,285,338.15 1,356,524,961.32 0.93202518 32,285,338.15
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 84,495,000.00 955.13371643 0.70237020 37.34554151 0.00000000 AR 50.00 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 100,000,000.00 967.59046330 0.29155090 18.51461800 0.00000000 2-A-2 109,217,000.00 967.59046321 0.29155095 18.51461805 0.00000000 2-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 108,410,000.00 972.01906356 0.68984992 4.35848372 0.00000000 4-A-1 26,690,000.00 938.80636043 0.28366092 12.40657362 0.00000000 5-A-1 100,440,000.00 936.86487395 0.91611589 9.00879082 0.00000000 6-A-1 236,156,000.00 965.19266595 0.66099341 10.84035688 0.00000000 7-A-1 25,000,000.00 969.63546200 0.22637760 18.01299680 0.00000000 7-A-2 45,000,000.00 969.63546200 0.22637778 18.01299667 0.00000000 7-A-3 26,855,000.00 969.63546193 0.22637758 18.01299683 0.00000000 7-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 8-A-1 52,380,000.00 964.56447900 0.14369301 46.66825410 0.00000000 9-A-1 81,490,000.00 936.15459774 0.12259664 9.82414726 0.00000000 9-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 10-A-1 44,580,000.00 921.48343786 0.14983849 20.66572925 0.00000000 10-A-2 3,000,000.00 921.48343667 0.14984000 20.66573000 0.00000000 A-IO 0.00 0.00000000 0.00000000 0.00000000 0.00000000 11-A-1 98,500,000.00 922.25225827 0.00000000 32.61169706 0.00000000 11-A-2 252,080,000.00 931.64110060 0.00000000 44.73572374 0.00000000 11-M-1 11,160,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 11-M-2 5,580,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 11-M-3 4,649,930.00 1000.00000000 0.00000000 0.00000000 0.00000000 11-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 16,347,000.00 998.30988989 0.57033034 0.00000000 0.00000000 C-B-2 11,800,000.00 998.30988983 0.57033051 0.00000000 0.00000000 C-B-3 6,807,000.00 998.30988982 0.57033054 0.00000000 0.00000000 C-B-4 2,725,000.00 998.30988991 0.57033028 0.00000000 0.00000000 C-B-5 5,899,000.00 998.30988981 0.57033056 0.00000000 0.00000000 C-B-6 1,809,382.00 998.30989255 0.57033285 0.00000000 0.00000000 I-B-1 5,621,000.00 999.55252802 0.14439424 0.00000000 0.00000000 I-B-2 3,945,000.00 999.55252725 0.14439290 0.00000000 0.00000000 I-B-3 2,465,000.00 999.55252738 0.14439351 0.00000000 0.00000000 I-B-4 1,972,000.00 999.55253043 0.14439148 0.00000000 0.00000000 I-B-5 1,085,000.00 999.55252535 0.14439631 0.00000000 0.00000000 I-B-6 691,079.00 999.55252583 0.14439738 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 38.04791171 917.08580472 0.91708580 38.04791171 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 18.80616890 948.78429430 0.94878429 18.80616890 2-A-2 0.00000000 18.80616891 948.78429429 0.94878429 18.80616891 2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 5.04833364 966.97073001 0.96697073 5.04833364 4-A-1 0.00000000 12.69023454 926.11612589 0.92611613 12.69023454 5-A-1 0.00000000 9.92490671 926.93996714 0.92693997 9.92490671 6-A-1 0.00000000 11.50135029 953.69131561 0.95369132 11.50135029 7-A-1 0.00000000 18.23937440 951.39608760 0.95139609 18.23937440 7-A-2 0.00000000 18.23937444 951.39608756 0.95139609 18.23937444 7-A-3 0.00000000 18.23937442 951.39608751 0.95139609 18.23937442 7-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8-A-1 0.00000000 46.81194712 917.75253169 0.91775253 46.81194712 9-A-1 0.00000000 9.94674389 926.20785385 0.92620785 9.94674389 9-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10-A-1 0.00000000 20.81556797 900.66786990 0.90066787 20.81556797 10-A-2 0.00000000 20.81556667 900.66787000 0.90066787 20.81556667 A-IO 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11-A-1 0.00000000 32.61169706 889.64056122 0.88964056 32.61169706 11-A-2 0.00000000 44.73572374 886.90537686 0.88690538 44.73572374 11-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 11-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 11-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 11-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 0.57033034 997.73955955 0.99773956 0.57033034 C-B-2 0.00000000 0.57033051 997.73955932 0.99773956 0.57033051 C-B-3 0.00000000 0.57033054 997.73955928 0.99773956 0.57033054 C-B-4 0.00000000 0.57033028 997.73955963 0.99773956 0.57033028 C-B-5 0.00000000 0.57033056 997.73955925 0.99773956 0.57033056 C-B-6 0.00000000 0.57033285 997.73955969 0.99773956 0.57033285 I-B-1 0.00000000 0.14439424 999.40813378 0.99940813 0.14439424 I-B-2 0.00000000 0.14439290 999.40813435 0.99940813 0.14439290 I-B-3 0.00000000 0.14439351 999.40813387 0.99940813 0.14439351 I-B-4 0.00000000 0.14439148 999.40813387 0.99940813 0.14439148 I-B-5 0.00000000 0.14439631 999.40813825 0.99940814 0.14439631 I-B-6 0.00000000 0.14439738 999.40812845 0.99940813 0.14439738 (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 84,495,000.00 4.10163% 80,704,023.37 275,848.14 0.00 0.00 AR 50.00 4.11016% 0.00 0.00 0.00 0.00 AR-L 50.00 4.11016% 0.00 0.00 0.00 0.00 2-A-1 100,000,000.00 4.47613% 96,759,046.33 360,921.78 0.00 0.00 2-A-2 109,217,000.00 4.37613% 105,677,327.62 385,381.50 0.00 0.00 2-X 0.00 0.00000% 0.00 0.00 0.00 0.00 3-A-1 108,410,000.00 4.87826% 105,376,586.68 428,378.99 0.00 0.00 4-A-1 26,690,000.00 5.61753% 25,056,741.76 117,297.53 0.00 0.00 5-A-1 100,440,000.00 4.01036% 94,098,707.94 314,474.85 0.00 0.00 6-A-1 236,156,000.00 4.48286% 227,936,039.22 851,504.46 0.00 0.00 7-A-1 25,000,000.00 3.85048% 24,240,886.55 77,782.60 0.00 0.00 7-A-2 45,000,000.00 4.62638% 43,633,595.79 168,221.44 0.00 0.00 7-A-3 26,855,000.00 4.34928% 26,039,560.33 94,377.85 0.00 0.00 7-X 0.00 0.00001% 93,914,042.67 0.40 0.00 0.00 8-A-1 52,380,000.00 4.62798% 50,523,887.41 194,852.89 0.00 0.00 9-A-1 81,490,000.00 4.78647% 76,287,238.17 304,288.52 0.00 0.00 9-X 0.00 0.00000% 0.00 0.00 0.00 0.00 10-A-1 44,580,000.00 5.02606% 41,079,731.66 172,057.82 0.00 0.00 10-A-2 3,000,000.00 5.02606% 2,764,450.31 11,578.59 0.00 0.00 A-IO 0.00 1.00000% 25,825,180.40 21,520.98 0.00 0.00 11-A-1 98,500,000.00 1.97500% 90,841,847.44 164,461.59 0.00 0.00 11-A-2 252,080,000.00 1.98500% 234,848,088.64 427,325.67 0.00 0.00 11-M-1 11,160,000.00 2.21500% 11,160,000.00 22,659.45 0.00 0.00 11-M-2 5,580,000.00 3.01500% 5,580,000.00 15,421.73 0.00 0.00 11-M-3 4,649,930.00 3.41500% 4,649,930.00 14,556.22 0.00 0.00 11-X 0.00 0.00000% 348,939,715.74 0.00 0.00 0.00 C-B-1 16,347,000.00 4.45873% 16,319,371.77 60,636.40 0.00 0.00 C-B-2 11,800,000.00 4.45873% 11,780,056.70 43,770.08 0.00 0.00 C-B-3 6,807,000.00 4.45873% 6,795,495.42 25,249.40 0.00 0.00 C-B-4 2,725,000.00 4.45873% 2,720,394.45 10,107.92 0.00 0.00 C-B-5 5,899,000.00 4.45873% 5,889,030.04 21,881.33 0.00 0.00 C-B-6 1,809,382.00 4.45873% 1,806,323.95 6,711.59 0.00 0.00 I-B-1 5,621,000.00 4.89336% 5,618,484.76 22,911.06 0.00 0.00 I-B-2 3,945,000.00 4.89336% 3,943,234.72 16,079.73 0.00 0.00 I-B-3 2,465,000.00 4.89336% 2,463,896.98 10,047.28 0.00 0.00 I-B-4 1,972,000.00 4.89336% 1,971,117.59 8,037.83 0.00 0.00 I-B-5 1,085,000.00 4.89336% 1,084,514.49 4,422.43 0.00 0.00 I-B-6 691,079.00 4.89336% 690,769.76 2,816.82 0.00 0.00 Totals 1,476,849,491.00 4,655,584.87 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 0.00 275,848.14 0.00 77,489,165.07 AR 0.00 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 0.00 2-A-1 0.00 0.00 360,921.78 0.00 94,878,429.43 2-A-2 0.00 0.00 385,381.50 0.00 103,623,374.27 2-X 0.00 0.00 0.00 0.00 0.00 3-A-1 0.00 0.00 428,378.99 0.00 104,829,296.84 4-A-1 0.00 0.00 117,297.53 0.00 24,718,039.40 5-A-1 0.00 0.00 314,474.85 0.00 93,101,850.30 6-A-1 0.00 0.00 851,504.46 0.00 225,219,926.33 7-A-1 0.00 0.00 77,782.60 0.00 23,784,902.19 7-A-2 0.00 0.00 168,221.44 0.00 42,812,823.94 7-A-3 0.00 0.00 94,377.85 0.00 25,549,741.93 7-X 0.00 0.00 0.40 0.00 92,147,468.05 8-A-1 0.00 0.00 194,852.89 0.00 48,071,877.61 9-A-1 0.00 0.00 304,288.52 0.00 75,476,678.01 9-X 0.00 0.00 0.00 0.00 0.00 10-A-1 0.00 0.00 172,057.82 0.00 40,151,773.64 10-A-2 0.00 0.00 11,578.59 0.00 2,702,003.61 A-IO 0.00 0.00 21,520.98 0.00 25,457,673.03 11-A-1 0.00 0.00 164,461.59 0.00 87,629,595.28 11-A-2 0.00 0.00 427,325.67 0.00 223,571,107.40 11-M-1 0.00 0.00 22,659.46 0.00 11,160,000.00 11-M-2 0.00 0.00 15,421.73 0.00 5,580,000.00 11-M-3 0.00 0.00 14,556.22 0.00 4,649,930.00 11-X 0.00 0.00 1,057,250.58 0.00 334,450,482.34 C-B-1 0.00 0.00 60,636.40 0.00 16,310,048.58 C-B-2 0.00 0.00 43,770.08 0.00 11,773,326.80 C-B-3 0.00 0.00 25,249.40 0.00 6,791,613.18 C-B-4 0.00 0.00 10,107.92 0.00 2,718,840.30 C-B-5 0.00 0.00 21,881.33 0.00 5,885,665.66 C-B-6 0.00 0.00 6,711.59 0.00 1,805,292.00 I-B-1 0.00 0.00 22,911.07 0.00 5,617,673.12 I-B-2 0.00 0.00 16,079.73 0.00 3,942,665.09 I-B-3 0.00 0.00 10,047.28 0.00 2,463,541.05 I-B-4 0.00 0.00 8,037.83 0.00 1,970,832.84 I-B-5 0.00 0.00 4,422.43 0.00 1,084,357.83 I-B-6 0.00 0.00 2,816.82 0.00 690,669.97 Totals 0.00 0.00 5,712,835.47 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 84,495,000.00 4.10163% 955.13371643 3.26466821 0.00000000 0.00000000 AR 50.00 4.11016% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.11016% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 100,000,000.00 4.47613% 967.59046330 3.60921780 0.00000000 0.00000000 2-A-2 109,217,000.00 4.37613% 967.59046321 3.52858529 0.00000000 0.00000000 2-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 108,410,000.00 4.87826% 972.01906356 3.95147117 0.00000000 0.00000000 4-A-1 26,690,000.00 5.61753% 938.80636043 4.39481191 0.00000000 0.00000000 5-A-1 100,440,000.00 4.01036% 936.86487395 3.13097222 0.00000000 0.00000000 6-A-1 236,156,000.00 4.48286% 965.19266595 3.60568633 0.00000000 0.00000000 7-A-1 25,000,000.00 3.85048% 969.63546200 3.11130400 0.00000000 0.00000000 7-A-2 45,000,000.00 4.62638% 969.63546200 3.73825422 0.00000000 0.00000000 7-A-3 26,855,000.00 4.34928% 969.63546193 3.51434928 0.00000000 0.00000000 7-X 0.00 0.00001% 969.63546198 0.00000413 0.00000000 0.00000000 8-A-1 52,380,000.00 4.62798% 964.56447900 3.71998645 0.00000000 0.00000000 9-A-1 81,490,000.00 4.78647% 936.15459774 3.73405964 0.00000000 0.00000000 9-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 10-A-1 44,580,000.00 5.02606% 921.48343786 3.85952939 0.00000000 0.00000000 10-A-2 3,000,000.00 5.02606% 921.48343667 3.85953000 0.00000000 0.00000000 A-IO 0.00 1.00000% 948.76800259 0.79063987 0.00000000 0.00000000 11-A-1 98,500,000.00 1.97500% 922.25225827 1.66966081 0.00000000 0.00000000 11-A-2 252,080,000.00 1.98500% 931.64110060 1.69519863 0.00000000 0.00000000 11-M-1 11,160,000.00 2.21500% 1000.00000000 2.03041667 0.00000000 0.00000000 11-M-2 5,580,000.00 3.01500% 1000.00000000 2.76375090 0.00000000 0.00000000 11-M-3 4,649,930.00 3.41500% 1000.00000000 3.13041702 0.00000000 0.00000000 11-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 16,347,000.00 4.45873% 998.30988989 3.70932893 0.00000000 0.00000000 C-B-2 11,800,000.00 4.45873% 998.30988983 3.70932881 0.00000000 0.00000000 C-B-3 6,807,000.00 4.45873% 998.30988982 3.70932863 0.00000000 0.00000000 C-B-4 2,725,000.00 4.45873% 998.30988991 3.70932844 0.00000000 0.00000000 C-B-5 5,899,000.00 4.45873% 998.30988981 3.70932870 0.00000000 0.00000000 C-B-6 1,809,382.00 4.45873% 998.30989255 3.70932727 0.00000000 0.00000000 I-B-1 5,621,000.00 4.89336% 999.55252802 4.07597581 0.00000000 0.00000000 I-B-2 3,945,000.00 4.89336% 999.55252725 4.07597719 0.00000000 0.00000000 I-B-3 2,465,000.00 4.89336% 999.55252738 4.07597566 0.00000000 0.00000000 I-B-4 1,972,000.00 4.89336% 999.55253043 4.07597870 0.00000000 0.00000000 I-B-5 1,085,000.00 4.89336% 999.55252535 4.07597235 0.00000000 0.00000000 I-B-6 691,079.00 4.89336% 999.55252583 4.07597395 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 1-A-1 0.00000000 0.00000000 3.26466821 0.00000000 917.08580472 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.60921780 0.00000000 948.78429430 2-A-2 0.00000000 0.00000000 3.52858529 0.00000000 948.78429429 2-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3-A-1 0.00000000 0.00000000 3.95147117 0.00000000 966.97073001 4-A-1 0.00000000 0.00000000 4.39481191 0.00000000 926.11612589 5-A-1 0.00000000 0.00000000 3.13097222 0.00000000 926.93996714 6-A-1 0.00000000 0.00000000 3.60568633 0.00000000 953.69131561 7-A-1 0.00000000 0.00000000 3.11130400 0.00000000 951.39608760 7-A-2 0.00000000 0.00000000 3.73825422 0.00000000 951.39608756 7-A-3 0.00000000 0.00000000 3.51434928 0.00000000 951.39608751 7-X 0.00000000 0.00000000 0.00000413 0.00000000 951.39608745 8-A-1 0.00000000 0.00000000 3.71998645 0.00000000 917.75253169 9-A-1 0.00000000 0.00000000 3.73405964 0.00000000 926.20785385 9-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10-A-1 0.00000000 0.00000000 3.85952939 0.00000000 900.66786990 10-A-2 0.00000000 0.00000000 3.85953000 0.00000000 900.66787000 A-IO 0.00000000 0.00000000 0.79063987 0.00000000 935.26648089 11-A-1 0.00000000 0.00000000 1.66966081 0.00000000 889.64056122 11-A-2 0.00000000 0.00000000 1.69519863 0.00000000 886.90537686 11-M-1 0.00000000 0.00000000 2.03041756 0.00000000 1000.00000000 11-M-2 0.00000000 0.00000000 2.76375090 0.00000000 1000.00000000 11-M-3 0.00000000 0.00000000 3.13041702 0.00000000 1000.00000000 11-X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-1 0.00000000 0.00000000 3.70932893 0.00000000 997.73955955 C-B-2 0.00000000 0.00000000 3.70932881 0.00000000 997.73955932 C-B-3 0.00000000 0.00000000 3.70932863 0.00000000 997.73955928 C-B-4 0.00000000 0.00000000 3.70932844 0.00000000 997.73955963 C-B-5 0.00000000 0.00000000 3.70932870 0.00000000 997.73955925 C-B-6 0.00000000 0.00000000 3.70932727 0.00000000 997.73955969 I-B-1 0.00000000 0.00000000 4.07597758 0.00000000 999.40813378 I-B-2 0.00000000 0.00000000 4.07597719 0.00000000 999.40813435 I-B-3 0.00000000 0.00000000 4.07597566 0.00000000 999.40813387 I-B-4 0.00000000 0.00000000 4.07597870 0.00000000 999.40813387 I-B-5 0.00000000 0.00000000 4.07597235 0.00000000 999.40813825 I-B-6 0.00000000 0.00000000 4.07597395 0.00000000 999.40812845 (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 38,377,136.64 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 145,385.78 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 38,522,522.42 Withdrawals Reimbursement for Servicer Advances 92,038.42 Payment of Service Fee 432,310.38 Payment of Interest and Principal 37,998,173.62 Total Withdrawals (Pool Distribution Amount) 38,522,522.42 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 410,391.53 External Master Servicing Fee 19,483.23 PMI Fee 2,435.62 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 432,310.38
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Basis Risk 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 1 167,349.75 0.00 0.00 167,349.75 30 Days 57 0 0 0 57 15,087,791.05 0.00 0.00 0.00 15,087,791.05 60 Days 25 0 0 0 25 6,008,944.90 0.00 0.00 0.00 6,008,944.90 90 Days 10 0 0 0 10 3,402,338.63 0.00 0.00 0.00 3,402,338.63 120 Days 1 0 0 0 1 529,861.98 0.00 0.00 0.00 529,861.98 150 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 93 1 0 0 94 25,028,936.56 167,349.75 0.00 0.00 25,196,286.31 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 0.020500% 0.000000% 0.000000% 0.020500% 0.012140% 0.000000% 0.000000% 0.012140% 30 Days 1.168512% 0.000000% 0.000000% 0.000000% 1.168512% 1.094492% 0.000000% 0.000000% 0.000000% 1.094492% 60 Days 0.512505% 0.000000% 0.000000% 0.000000% 0.512505% 0.435898% 0.000000% 0.000000% 0.000000% 0.435898% 90 Days 0.205002% 0.000000% 0.000000% 0.000000% 0.205002% 0.246811% 0.000000% 0.000000% 0.000000% 0.246811% 120 Days 0.020500% 0.000000% 0.000000% 0.000000% 0.020500% 0.038437% 0.000000% 0.000000% 0.000000% 0.038437% 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 1.906519% 0.020500% 0.000000% 0.000000% 1.927019% 1.815638% 0.012140% 0.000000% 0.000000% 1.827778%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G7 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 G8 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 G9 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 1 396,000.00 0.00 0.00 0.00 396,000.00 60 Days 1 0 0 0 1 376,000.00 0.00 0.00 0.00 376,000.00 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 2 772,000.00 0.00 0.00 0.00 772,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.375940% 0.000000% 0.000000% 0.000000% 0.375940% 0.479614% 0.000000% 0.000000% 0.000000% 0.479614% 60 Days 0.375940% 0.000000% 0.000000% 0.000000% 0.375940% 0.455391% 0.000000% 0.000000% 0.000000% 0.455391% 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 0.751880% 0.000000% 0.000000% 0.000000% 0.751880% 0.935005% 0.000000% 0.000000% 0.000000% 0.935005%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G10 30Y Jmbo 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 G11A 30Y Alt 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 4 0 0 0 4 708,415.01 0.00 0.00 0.00 708,415.01 60 Days 2 0 0 0 2 583,414.68 0.00 0.00 0.00 583,414.68 90 Days 1 0 0 0 1 209,560.45 0.00 0.00 0.00 209,560.45 120 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 1,501,390.14 0.00 0.00 0.00 1,501,390.14 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.773694% 0.000000% 0.000000% 0.000000% 0.773694% 0.750643% 0.000000% 0.000000% 0.000000% 0.750643% 60 Days 0.386847% 0.000000% 0.000000% 0.000000% 0.386847% 0.618191% 0.000000% 0.000000% 0.000000% 0.618191% 90 Days 0.193424% 0.000000% 0.000000% 0.000000% 0.193424% 0.222052% 0.000000% 0.000000% 0.000000% 0.222052% 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 1.353965% 0.000000% 0.000000% 0.000000% 1.353965% 1.590886% 0.000000% 0.000000% 0.000000% 1.590886%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G11B 30Y Alt 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 1 167,349.75 0.00 0.00 167,349.75 30 Days 52 0 0 0 52 13,983,376.04 0.00 0.00 0.00 13,983,376.04 60 Days 21 0 0 0 21 4,857,760.92 0.00 0.00 0.00 4,857,760.92 90 Days 9 0 0 0 9 3,192,778.18 0.00 0.00 0.00 3,192,778.18 120 Days 1 0 0 0 1 529,861.98 0.00 0.00 0.00 529,861.98 150 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 83 1 0 0 84 22,563,777.12 167,349.75 0.00 0.00 22,731,126.87 0-29 Days 0.106496% 0.000000% 0.000000% 0.106496% 0.069647% 0.000000% 0.000000% 0.069647% 30 Days 5.537806% 0.000000% 0.000000% 0.000000% 5.537806% 5.819549% 0.000000% 0.000000% 0.000000% 5.819549% 60 Days 2.236422% 0.000000% 0.000000% 0.000000% 2.236422% 2.021685% 0.000000% 0.000000% 0.000000% 2.021685% 90 Days 0.958466% 0.000000% 0.000000% 0.000000% 0.958466% 1.328759% 0.000000% 0.000000% 0.000000% 1.328759% 120 Days 0.106496% 0.000000% 0.000000% 0.000000% 0.106496% 0.220516% 0.000000% 0.000000% 0.000000% 0.220516% 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 8.839191% 0.106496% 0.000000% 0.000000% 8.945687% 9.390509% 0.069647% 0.000000% 0.000000% 9.460156%
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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 1 0 0 0 1 191,769.30 0.00 0.00 0.00 191,769.30 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 1 191,769.30 0.00 0.00 0.00 191,769.30 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.201207% 0.000000% 0.000000% 0.000000% 0.201207% 0.194796% 0.000000% 0.000000% 0.000000% 0.194796% 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 0.201207% 0.000000% 0.000000% 0.000000% 0.201207% 0.194796% 0.000000% 0.000000% 0.000000% 0.194796%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6 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%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 145,385.78
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.229169% Weighted Average Net Coupon 4.879949% Weighted Average Pass-Through Rate 4.861297% Weighted Average Maturity(Stepdown Calculation ) 354 Beginning Scheduled Collateral Loan Count 4,978 Number Of Loans Paid In Full 100 Ending Scheduled Collateral Loan Count 4,878 Beginning Scheduled Collateral Balance 1,410,200,230.31 Ending Scheduled Collateral Balance 1,377,914,892.14 Ending Actual Collateral Balance at 31-Aug-2004 1,378,519,951.14 Monthly P &I Constant 6,885,827.02 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 740,680.99 Unscheduled Principal 31,544,657.18
Miscellaneous Reporting Excess Cash 1,057,250.75 Grp 5 Excess Interest 1,656.22 Grp 6 Excess Interest 4,005.66 Extra Principal Distribution 0.00 Overcollateralized Amount 1,859,849.65 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 1,859,849.65 Rolling 3 month Delinquency Rate 1.79% Trigger Event - 3 mo Delinq Rate > 5.25% NO
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 4.437367 4.875507 5.167981 Weighted Average Net Rate 4.114717 4.508064 4.884421 Weighted Average Maturity 353 354 353 Beginning Loan Count 173 385 283 Loans Paid In Full 6 7 1 Ending Loan Count 167 378 282 Beginning Scheduled Balance 85,141,240.99 213,437,610.97 111,071,807.59 Ending scheduled Balance 81,923,119.72 209,499,725.87 110,520,475.80 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 377,445.51 931,492.72 557,176.05 Scheduled Principal 62,609.74 64,312.26 78,828.57 Unscheduled Principal 3,155,511.53 3,873,572.84 472,503.22 Scheduled Interest 314,835.77 867,180.46 478,347.48 Servicing Fees 22,892.33 65,355.18 26,246.26 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 928.80 5,679.75 569.90 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 291,014.64 796,145.53 451,531.32 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 4.101627 4.476131 4.878264
Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6 30Y Jumbo A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.926221 4.420854 4.904673 Weighted Average Net Rate 5.627861 4.056321 4.535914 Weighted Average Maturity 352 354 354 Beginning Loan Count 70 503 1,193 Loans Paid In Full 1 6 13 Ending Loan Count 69 497 1,180 Beginning Scheduled Balance 26,460,861.48 99,373,484.62 240,339,805.35 Ending scheduled Balance 26,121,734.86 98,371,469.03 237,615,197.99 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 138,672.60 463,269.02 1,146,915.52 Scheduled Principal 7,995.17 97,172.64 164,592.04 Unscheduled Principal 331,131.45 904,842.95 2,560,015.32 Scheduled Interest 130,677.43 366,096.38 982,323.48 Servicing Fees 6,579.06 30,187.42 73,856.21 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 227.74 2,149.76 6,620.22 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 123,870.63 333,759.20 901,847.05 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 5.617532 4.030361 4.502860
Group Level Collateral Statement Group G7 30Y Jumbo A Arm G8 30Y Jumbo A Arm G9 30Y Jumbo A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.764283 5.067979 5.426465 Weighted Average Net Rate 4.389283 4.627979 4.986466 Weighted Average Maturity 354.00 355.00 355.00 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 416,201.77 240,812.53 387,920.13 Beginning Loan Count 245 164 268 Loans Paid In Full 3 7 2 Ending Loan Count 242 157 266 Beginning Scheduled Balance 99,008,377.04 55,077,012.57 83,369,678.88 Ending Scheduled Balance 97,240,613.07 52,624,324.49 82,558,191.22 Scheduled Principal 23,115.17 8,204.93 10,917.90 Unscheduled Principal 1,744,648.80 2,444,483.15 800,569.76 Scheduled Interest 393,086.60 232,607.60 377,002.23 Servicing Fee 30,940.12 20,194.90 30,568.87 Master Servicing Fee 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 3,300.29 0.00 0.00 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 358,846.19 212,412.70 346,433.36 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 4.349283 4.627979 4.986465
Group Level Collateral Statement Group G10 30Y Jmbo A Arm G11A 30Y Alt A Arm G11B 30Y Alt A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.466065 6.124951 6.141189 Weighted Average Net Rate 5.026065 5.837141 5.842458 Weighted Average Maturity 355.00 354.00 354.00 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 226,356.31 563,145.62 1,436,419.24 Beginning Loan Count 188 533 973 Loans Paid In Full 4 16 34 Ending Loan Count 184 517 939 Beginning Scheduled Balance 47,980,635.08 97,528,210.70 251,411,505.04 Ending Scheduled Balance 46,989,557.75 94,315,958.54 240,134,523.80 Scheduled Principal 7,801.93 65,349.36 149,781.28 Unscheduled Principal 983,275.40 3,146,902.80 11,127,199.96 Scheduled Interest 218,554.38 497,796.26 1,286,637.96 Servicing Fee 17,592.90 23,391.36 62,586.92 Master Servicing Fee 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 0.00 898.83 1,543.56 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 200,961.48 473,506.07 1,222,507.48 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 5.026065 5.826080 5.835090
Miscellaneous Reporting Group G1 30Y Jumbo A Arm 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 30Y Jumbo A Arm 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 A Arm 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 Jumbo A Arm 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 G5 30Y Jumbo A Arm 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 G6 30Y Jumbo A Arm 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 G7 30Y Jumbo A Arm 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 G8 30Y Jumbo A Arm 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 G9 30Y Jumbo A Arm 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 G10 30Y Jmbo A Arm 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 G11A 30Y Alt A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G11B 30Y Alt A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Substitution Amount 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
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