-----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, PQ2ttQ/aGqG8FncDaqL9sFadEGXXT9CLLnyptYLas5k8D/OEWs4EhoZ6WPovvQPL nb57SecRGjdyKrC/3asy7Q== 0001056404-04-003179.txt : 20040930 0001056404-04-003179.hdr.sgml : 20040930 20040930080339 ACCESSION NUMBER: 0001056404-04-003179 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-AR6 CENTRAL INDEX KEY: 0001296325 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: 333-107055-31 FILM NUMBER: 041054054 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 csf04ar6_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-AR6 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-31 54-2157759 Pooling and Servicing Agreement) (Commission 54-2157760 (State or other File Number) 54-2157761 jurisdiction 54-2157762 of Incorporation) 54-2157763 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-AR6 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-AR6 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-AR6 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-AR6 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-AR6 Contact: Customer Service - SecuritiesLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 846-8130 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 22541SNT1 SEN 3.59629% 32,735,698.17 98,105.81 814,535.72 AR 22541SPM4 RES 3.61823% 0.00 0.00 0.00 AR-L 22541SPN2 RES 3.61823% 0.00 0.00 0.00 2-A-1 22541SNU8 SEN 4.40007% 188,483,645.30 691,118.42 1,444,327.24 3-A-1 22541SNV6 SEN 3.08128% 44,065,759.22 113,149.24 259,785.73 4-A-1 22541SNW4 SEN 4.12500% 37,486,402.23 128,859.37 1,095,278.77 5-A-1 22541SNX2 SEN 4.68250% 52,551,132.93 205,058.77 243,483.79 5-A-2 22541SQU5 SEN 4.68250% 1,138,075.45 4,440.86 5,273.02 6-A-1 22541SNY0 SEN 4.21372% 110,277,137.11 387,230.90 1,354,996.85 7-A-1 22541SNZ7 SEN 4.73306% 164,240,772.74 647,800.75 880,514.03 8-A-1 22541SPA0 SEN 4.42904% 62,311,789.06 229,984.63 908,686.74 C-B-1 22541SPJ1 SUB 2.31500% 14,230,816.91 30,198.98 7,084.36 C-B-1X 22541SQT8 SUB 1.78883% 0.00 21,213.81 0.00 C-B-2 22541SPK8 SUB 4.33533% 11,234,802.88 40,588.86 5,592.89 C-B-3 22541SPL6 SUB 4.33533% 5,242,774.81 18,940.99 2,609.95 C-B-4 22541SQK7 SUB 4.33533% 4,119,893.92 14,884.27 2,050.96 C-B-5 22541SQL5 SUB 4.33533% 4,119,893.92 14,884.27 2,050.96 C-B-6 22541SQM3 SUB 4.33533% 2,249,947.84 8,128.56 1,120.07 9-A-1 22541SPB8 SEN 1.97500% 95,783,176.78 173,407.47 2,699,308.31 9-A-2 22541SPC6 SEN 1.98500% 197,235,671.20 358,886.75 6,500,134.56 9-A-3 22541SPD4 SEN 1.83500% 54,994,551.79 92,505.42 2,471,534.05 9-A-4 22541SPE2 SEN 2.14000% 20,000,000.00 39,233.33 0.00 9-M-1 22541SPF9 MEZ 2.21500% 12,450,000.00 25,278.69 0.00 9-M-2 22541SPG7 MEZ 3.01500% 6,220,000.00 17,190.53 0.00 9-M-3 22541SPH5 MEZ 3.41500% 5,196,333.00 16,266.69 0.00 9-X 22541SQN1 OC 0.00000% 2,703,130.44 1,221,799.24 0.00 Totals 1,129,071,405.70 4,599,156.61 18,698,368.00
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 31,921,162.45 912,641.53 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 187,039,318.06 2,135,445.66 0.00 3-A-1 0.00 43,805,973.48 372,934.97 0.00 4-A-1 0.00 36,391,123.45 1,224,138.14 0.00 5-A-1 0.00 52,307,649.14 448,542.56 0.00 5-A-2 0.00 1,132,802.43 9,713.88 0.00 6-A-1 0.00 108,922,140.26 1,742,227.75 0.00 7-A-1 0.00 163,360,258.71 1,528,314.78 0.00 8-A-1 0.00 61,403,102.33 1,138,671.37 0.00 C-B-1 0.00 14,223,732.55 37,283.34 0.00 C-B-1X 0.00 0.00 21,213.81 0.00 C-B-2 0.00 11,229,209.98 46,181.75 0.00 C-B-3 0.00 5,240,164.86 21,550.94 0.00 C-B-4 0.00 4,117,842.96 16,935.23 0.00 C-B-5 0.00 4,117,842.96 16,935.23 0.00 C-B-6 0.00 2,248,827.77 9,248.63 802.24 9-A-1 0.00 93,083,868.46 2,872,715.78 0.00 9-A-2 0.00 190,735,536.64 6,859,021.31 0.00 9-A-3 0.00 52,523,017.73 2,564,039.47 0.00 9-A-4 0.00 20,000,000.00 39,233.33 0.00 9-M-1 0.00 12,450,000.00 25,278.69 0.00 9-M-2 0.00 6,220,000.00 17,190.53 0.00 9-M-3 0.00 5,196,333.00 16,266.69 0.00 9-X 0.00 2,697,411.16 1,221,799.24 0.00 Totals 0.00 1,110,367,318.38 23,297,524.61 802.24 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 34,614,000.00 32,735,698.17 27,305.47 787,230.25 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-1 191,240,000.00 188,483,645.30 121,352.33 1,322,974.91 0.00 0.00 3-A-1 45,137,000.00 44,065,759.22 1,968.98 257,816.75 0.00 0.00 4-A-1 37,807,000.00 37,486,402.23 7,711.30 1,087,567.47 0.00 0.00 5-A-1 52,640,000.00 52,551,132.93 34,219.37 209,264.42 0.00 0.00 5-A-2 1,140,000.00 1,138,075.45 741.07 4,531.94 0.00 0.00 6-A-1 113,100,000.00 110,277,137.11 66,144.80 1,288,852.05 0.00 0.00 7-A-1 167,970,000.00 164,240,772.74 55,524.89 824,989.14 0.00 0.00 8-A-1 64,875,000.00 62,311,789.06 30,081.82 878,604.92 0.00 0.00 C-B-1 14,245,000.00 14,230,816.91 7,084.36 0.00 0.00 0.00 C-B-1X 0.00 0.00 0.00 0.00 0.00 0.00 C-B-2 11,246,000.00 11,234,802.88 5,592.89 0.00 0.00 0.00 C-B-3 5,248,000.00 5,242,774.81 2,609.95 0.00 0.00 0.00 C-B-4 4,124,000.00 4,119,893.92 2,050.96 0.00 0.00 0.00 C-B-5 4,124,000.00 4,119,893.92 2,050.96 0.00 0.00 0.00 C-B-6 2,252,189.73 2,249,947.84 1,120.07 0.00 0.00 0.00 9-A-1 100,720,000.00 95,783,176.78 0.00 2,699,308.31 0.00 0.00 9-A-2 210,400,000.00 197,235,671.20 0.00 6,500,134.56 0.00 0.00 9-A-3 60,000,000.00 54,994,551.79 0.00 2,471,534.05 0.00 0.00 9-A-4 20,000,000.00 20,000,000.00 0.00 0.00 0.00 0.00 9-M-1 12,450,000.00 12,450,000.00 0.00 0.00 0.00 0.00 9-M-2 6,220,000.00 6,220,000.00 0.00 0.00 0.00 0.00 9-M-3 5,196,333.00 5,196,333.00 0.00 0.00 0.00 0.00 Totals 1,164,748,622.73 1,126,368,275.26 365,559.22 18,332,808.77 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-1 814,535.72 31,921,162.45 0.92220380 814,535.72 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 1,444,327.24 187,039,318.06 0.97803450 1,444,327.24 3-A-1 259,785.73 43,805,973.48 0.97051141 259,785.73 4-A-1 1,095,278.77 36,391,123.45 0.96254988 1,095,278.77 5-A-1 243,483.79 52,307,649.14 0.99368634 243,483.79 5-A-2 5,273.02 1,132,802.43 0.99368634 5,273.02 6-A-1 1,354,996.85 108,922,140.26 0.96306048 1,354,996.85 7-A-1 880,514.03 163,360,258.71 0.97255616 880,514.03 8-A-1 908,686.74 61,403,102.33 0.94648327 908,686.74 C-B-1 7,084.36 14,223,732.55 0.99850702 7,084.36 C-B-1X 0.00 0.00 0.00000000 0.00 C-B-2 5,592.89 11,229,209.98 0.99850702 5,592.89 C-B-3 2,609.95 5,240,164.86 0.99850702 2,609.95 C-B-4 2,050.96 4,117,842.96 0.99850702 2,050.96 C-B-5 2,050.96 4,117,842.96 0.99850702 2,050.96 C-B-6 1,120.07 2,248,827.77 0.99850725 1,120.07 9-A-1 2,699,308.31 93,083,868.46 0.92418456 2,699,308.31 9-A-2 6,500,134.56 190,735,536.64 0.90653772 6,500,134.56 9-A-3 2,471,534.05 52,523,017.73 0.87538363 2,471,534.05 9-A-4 0.00 20,000,000.00 1.00000000 0.00 9-M-1 0.00 12,450,000.00 1.00000000 0.00 9-M-2 0.00 6,220,000.00 1.00000000 0.00 9-M-3 0.00 5,196,333.00 1.00000000 0.00 Totals 18,698,368.00 1,107,669,907.22 0.95099482 18,698,368.00
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 34,614,000.00 945.73577656 0.78885624 22.74311695 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-1 191,240,000.00 985.58693422 0.63455517 6.91787759 0.00000000 3-A-1 45,137,000.00 976.26690343 0.04362231 5.71187164 0.00000000 4-A-1 37,807,000.00 991.52014786 0.20396487 28.76629910 0.00000000 5-A-1 52,640,000.00 998.31179578 0.65006402 3.97538792 0.00000000 5-A-2 1,140,000.00 998.31179825 0.65006140 3.97538596 0.00000000 6-A-1 113,100,000.00 975.04100009 0.58483466 11.39568568 0.00000000 7-A-1 167,970,000.00 977.79825409 0.33056433 4.91152670 0.00000000 8-A-1 64,875,000.00 960.49000478 0.46368894 13.54304308 0.00000000 C-B-1 14,245,000.00 999.00434609 0.49732257 0.00000000 0.00000000 C-B-1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 11,246,000.00 999.00434643 0.49732260 0.00000000 0.00000000 C-B-3 5,248,000.00 999.00434642 0.49732279 0.00000000 0.00000000 C-B-4 4,124,000.00 999.00434530 0.49732299 0.00000000 0.00000000 C-B-5 4,124,000.00 999.00434530 0.49732299 0.00000000 0.00000000 C-B-6 2,252,189.73 999.00457321 0.49732489 0.00000000 0.00000000 9-A-1 100,720,000.00 950.98467812 0.00000000 26.80012222 0.00000000 9-A-2 210,400,000.00 937.43189734 0.00000000 30.89417567 0.00000000 9-A-3 60,000,000.00 916.57586317 0.00000000 41.19223417 0.00000000 9-A-4 20,000,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-M-1 12,450,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-M-2 6,220,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-M-3 5,196,333.00 1000.00000000 0.00000000 0.00000000 0.00000000 9-X 0.00 0.00000000 0.00000000 0.00000000 0.00000000
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 23.53197319 922.20380337 0.92220380 23.53197319 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 7.55243275 978.03450146 0.97803450 7.55243275 3-A-1 0.00000000 5.75549394 970.51140927 0.97051141 5.75549394 4-A-1 0.00000000 28.97026397 962.54988362 0.96254988 28.97026397 5-A-1 0.00000000 4.62545194 993.68634384 0.99368634 4.62545194 5-A-2 0.00000000 4.62545614 993.68634211 0.99368634 4.62545614 6-A-1 0.00000000 11.98052034 963.06047975 0.96306048 11.98052034 7-A-1 0.00000000 5.24209103 972.55616306 0.97255616 5.24209103 8-A-1 0.00000000 14.00673202 946.48327291 0.94648327 14.00673202 C-B-1 0.00000000 0.49732257 998.50702352 0.99850702 0.49732257 C-B-1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 0.00000000 0.49732260 998.50702294 0.99850702 0.49732260 C-B-3 0.00000000 0.49732279 998.50702363 0.99850702 0.49732279 C-B-4 0.00000000 0.49732299 998.50702231 0.99850702 0.49732299 C-B-5 0.00000000 0.49732299 998.50702231 0.99850702 0.49732299 C-B-6 0.00000000 0.49732489 998.50724832 0.99850725 0.49732489 9-A-1 0.00000000 26.80012222 924.18455580 0.92418456 26.80012222 9-A-2 0.00000000 30.89417567 906.53772167 0.90653772 30.89417567 9-A-3 0.00000000 41.19223417 875.38362883 0.87538363 41.19223417 9-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 9-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 34,614,000.00 3.59629% 32,735,698.17 98,105.81 0.00 0.00 AR 50.00 3.61823% 0.00 0.00 0.00 0.00 AR-L 50.00 3.61823% 0.00 0.00 0.00 0.00 2-A-1 191,240,000.00 4.40007% 188,483,645.30 691,118.40 0.00 0.00 3-A-1 45,137,000.00 3.08128% 44,065,759.22 113,149.23 0.00 0.00 4-A-1 37,807,000.00 4.12500% 37,486,402.23 128,859.37 0.00 0.00 5-A-1 52,640,000.00 4.68250% 52,551,132.93 205,058.77 0.00 0.00 5-A-2 1,140,000.00 4.68250% 1,138,075.45 4,440.86 0.00 0.00 6-A-1 113,100,000.00 4.21372% 110,277,137.11 387,230.88 0.00 0.00 7-A-1 167,970,000.00 4.73306% 164,240,772.74 647,800.72 0.00 0.00 8-A-1 64,875,000.00 4.42904% 62,311,789.06 229,984.63 0.00 0.00 C-B-1 14,245,000.00 2.31500% 14,230,816.91 30,198.98 0.00 0.00 C-B-1X 0.00 1.78883% 14,230,816.91 21,213.81 0.00 0.00 C-B-2 11,246,000.00 4.33533% 11,234,802.88 40,588.86 0.00 0.00 C-B-3 5,248,000.00 4.33533% 5,242,774.81 18,940.99 0.00 0.00 C-B-4 4,124,000.00 4.33533% 4,119,893.92 14,884.27 0.00 0.00 C-B-5 4,124,000.00 4.33533% 4,119,893.92 14,884.27 0.00 0.00 C-B-6 2,252,189.73 4.33533% 2,249,947.84 8,128.56 0.00 0.00 9-A-1 100,720,000.00 1.97500% 95,783,176.78 173,407.46 0.00 0.00 9-A-2 210,400,000.00 1.98500% 197,235,671.20 358,886.74 0.00 0.00 9-A-3 60,000,000.00 1.83500% 54,994,551.79 92,505.42 0.00 0.00 9-A-4 20,000,000.00 2.14000% 20,000,000.00 39,233.33 0.00 0.00 9-M-1 12,450,000.00 2.21500% 12,450,000.00 25,278.69 0.00 0.00 9-M-2 6,220,000.00 3.01500% 6,220,000.00 17,190.53 0.00 0.00 9-M-3 5,196,333.00 3.41500% 5,196,333.00 16,266.69 0.00 0.00 9-X 0.00 0.00000% 394,542,275.03 0.00 0.00 0.00 Totals 1,164,748,622.73 3,377,357.27 0.00 0.00
Interest Distribution Statement (continued) Remaining Ending Non-Supported Total Unpaid Certificate/ Interest Realized Interest Interest Notional Class Shortfall Losses (4) Distribution Shortfall Balance 1-A-1 0.00 0.00 98,105.81 0.00 31,921,162.45 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 0.00 691,118.42 0.00 187,039,318.06 3-A-1 0.00 0.00 113,149.24 0.00 43,805,973.48 4-A-1 0.00 0.00 128,859.37 0.00 36,391,123.45 5-A-1 0.00 0.00 205,058.77 0.00 52,307,649.14 5-A-2 0.00 0.00 4,440.86 0.00 1,132,802.43 6-A-1 0.00 0.00 387,230.90 0.00 108,922,140.26 7-A-1 0.00 0.00 647,800.75 0.00 163,360,258.71 8-A-1 0.00 0.00 229,984.63 0.00 61,403,102.33 C-B-1 0.00 0.00 30,198.98 0.00 14,223,732.55 C-B-1X 0.00 0.00 21,213.81 0.00 14,223,732.55 C-B-2 0.00 0.00 40,588.86 0.00 11,229,209.98 C-B-3 0.00 0.00 18,940.99 0.00 5,240,164.86 C-B-4 0.00 0.00 14,884.27 0.00 4,117,842.96 C-B-5 0.00 0.00 14,884.27 0.00 4,117,842.96 C-B-6 0.00 0.00 8,128.56 0.00 2,248,827.77 9-A-1 0.00 0.00 173,407.47 0.00 93,083,868.46 9-A-2 0.00 0.00 358,886.75 0.00 190,735,536.64 9-A-3 0.00 0.00 92,505.42 0.00 52,523,017.73 9-A-4 0.00 0.00 39,233.33 0.00 20,000,000.00 9-M-1 0.00 0.00 25,278.69 0.00 12,450,000.00 9-M-2 0.00 0.00 17,190.53 0.00 6,220,000.00 9-M-3 0.00 0.00 16,266.69 0.00 5,196,333.00 9-X 0.00 0.00 1,221,799.24 0.00 382,906,167.00 Totals 0.00 0.00 4,599,156.61 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 34,614,000.00 3.59629% 945.73577656 2.83428122 0.00000000 0.00000000 AR 50.00 3.61823% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 3.61823% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 191,240,000.00 4.40007% 985.58693422 3.61387994 0.00000000 0.00000000 3-A-1 45,137,000.00 3.08128% 976.26690343 2.50679553 0.00000000 0.00000000 4-A-1 37,807,000.00 4.12500% 991.52014786 3.40834687 0.00000000 0.00000000 5-A-1 52,640,000.00 4.68250% 998.31179578 3.89549335 0.00000000 0.00000000 5-A-2 1,140,000.00 4.68250% 998.31179825 3.89549123 0.00000000 0.00000000 6-A-1 113,100,000.00 4.21372% 975.04100009 3.42379204 0.00000000 0.00000000 7-A-1 167,970,000.00 4.73306% 977.79825409 3.85664535 0.00000000 0.00000000 8-A-1 64,875,000.00 4.42904% 960.49000478 3.54504247 0.00000000 0.00000000 C-B-1 14,245,000.00 2.31500% 999.00434609 2.11997052 0.00000000 0.00000000 C-B-1X 0.00 1.78883% 999.00434609 1.48921095 0.00000000 0.00000000 C-B-2 11,246,000.00 4.33533% 999.00434643 3.60918193 0.00000000 0.00000000 C-B-3 5,248,000.00 4.33533% 999.00434642 3.60918255 0.00000000 0.00000000 C-B-4 4,124,000.00 4.33533% 999.00434530 3.60918283 0.00000000 0.00000000 C-B-5 4,124,000.00 4.33533% 999.00434530 3.60918283 0.00000000 0.00000000 C-B-6 2,252,189.73 4.33533% 999.00457321 3.60918083 0.00000000 0.00000000 9-A-1 100,720,000.00 1.97500% 950.98467812 1.72167851 0.00000000 0.00000000 9-A-2 210,400,000.00 1.98500% 937.43189734 1.70573546 0.00000000 0.00000000 9-A-3 60,000,000.00 1.83500% 916.57586317 1.54175700 0.00000000 0.00000000 9-A-4 20,000,000.00 2.14000% 1000.00000000 1.96166650 0.00000000 0.00000000 9-M-1 12,450,000.00 2.21500% 1000.00000000 2.03041687 0.00000000 0.00000000 9-M-2 6,220,000.00 3.01500% 1000.00000000 2.76375080 0.00000000 0.00000000 9-M-3 5,196,333.00 3.41500% 1000.00000000 3.13041716 0.00000000 0.00000000 9-X 0.00 0.00000% 0.00000000 0.00000000 0.00000000 0.00000000 (5) Per $1 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 2.83428122 0.00000000 922.20380337 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 3.61388005 0.00000000 978.03450146 3-A-1 0.00000000 0.00000000 2.50679576 0.00000000 970.51140927 4-A-1 0.00000000 0.00000000 3.40834687 0.00000000 962.54988362 5-A-1 0.00000000 0.00000000 3.89549335 0.00000000 993.68634384 5-A-2 0.00000000 0.00000000 3.89549123 0.00000000 993.68634211 6-A-1 0.00000000 0.00000000 3.42379222 0.00000000 963.06047975 7-A-1 0.00000000 0.00000000 3.85664553 0.00000000 972.55616306 8-A-1 0.00000000 0.00000000 3.54504247 0.00000000 946.48327291 C-B-1 0.00000000 0.00000000 2.11997052 0.00000000 998.50702352 C-B-1X 0.00000000 0.00000000 1.48921095 0.00000000 998.50702352 C-B-2 0.00000000 0.00000000 3.60918193 0.00000000 998.50702294 C-B-3 0.00000000 0.00000000 3.60918255 0.00000000 998.50702363 C-B-4 0.00000000 0.00000000 3.60918283 0.00000000 998.50702231 C-B-5 0.00000000 0.00000000 3.60918283 0.00000000 998.50702231 C-B-6 0.00000000 0.00000000 3.60918083 0.00000000 998.50724832 9-A-1 0.00000000 0.00000000 1.72167861 0.00000000 924.18455580 9-A-2 0.00000000 0.00000000 1.70573550 0.00000000 906.53772167 9-A-3 0.00000000 0.00000000 1.54175700 0.00000000 875.38362883 9-A-4 0.00000000 0.00000000 1.96166650 0.00000000 1000.00000000 9-M-1 0.00000000 0.00000000 2.03041687 0.00000000 1000.00000000 9-M-2 0.00000000 0.00000000 2.76375080 0.00000000 1000.00000000 9-M-3 0.00000000 0.00000000 3.13041716 0.00000000 1000.00000000 9-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 23,607,778.25 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 36,189.42 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 23,643,967.67 Withdrawals Reimbursement for Servicer Advances 18,686.77 Payment of Service Fee 327,756.29 Payment of Interest and Principal 23,297,524.61 Total Withdrawals (Pool Distribution Amount) 23,643,967.67 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 310,913.50 External Master Servicing Fee 12,756.58 PMI Fee 4,086.21 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 327,756.29
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Reserve Fund 5,000.00 0.00 0.00 5,000.00 Reserve Fund 5,000.00 0.00 0.00 5,000.00
LOAN STATUS STRATIFICATION/CREDIT ENHANCEMENT STATEMENT DELINQUENCY STATUS DELINQUENT BANKRUPTCY FORECLOSURE REO Total No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 21 0 0 0 21 5,370,297.67 0.00 0.00 0.00 5,370,297.67 60 Days 2 0 0 0 2 487,795.37 0.00 0.00 0.00 487,795.37 90 Days 3 0 0 0 3 988,621.17 0.00 0.00 0.00 988,621.17 120 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 26 0 0 0 26 6,846,714.21 0.00 0.00 0.00 6,846,714.21 No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.507614% 0.000000% 0.000000% 0.000000% 0.507614% 0.483426% 0.000000% 0.000000% 0.000000% 0.483426% 60 Days 0.048344% 0.000000% 0.000000% 0.000000% 0.048344% 0.043911% 0.000000% 0.000000% 0.000000% 0.043911% 90 Days 0.072516% 0.000000% 0.000000% 0.000000% 0.072516% 0.088994% 0.000000% 0.000000% 0.000000% 0.088994% 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 0.628475% 0.000000% 0.000000% 0.000000% 0.628475% 0.616331% 0.000000% 0.000000% 0.000000% 0.616331%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G8 30YJumbo 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 1 451,777.50 0.00 0.00 0.00 451,777.50 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 1 451,777.50 0.00 0.00 0.00 451,777.50 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.800000% 0.000000% 0.000000% 0.000000% 0.800000% 0.692886% 0.000000% 0.000000% 0.000000% 0.692886% 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 0.800000% 0.000000% 0.000000% 0.000000% 0.800000% 0.692886% 0.000000% 0.000000% 0.000000% 0.692886%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G9A 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 4 859,158.41 0.00 0.00 0.00 859,158.41 60 Days 1 0 0 0 1 195,795.37 0.00 0.00 0.00 195,795.37 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 5 0 0 0 5 1,054,953.78 0.00 0.00 0.00 1,054,953.78 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.733945% 0.000000% 0.000000% 0.000000% 0.733945% 0.860120% 0.000000% 0.000000% 0.000000% 0.860120% 60 Days 0.183486% 0.000000% 0.000000% 0.000000% 0.183486% 0.196015% 0.000000% 0.000000% 0.000000% 0.196015% 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 0.917431% 0.000000% 0.000000% 0.000000% 0.917431% 1.056135% 0.000000% 0.000000% 0.000000% 1.056135%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G9B 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 11 0 0 0 11 2,745,299.57 0.00 0.00 0.00 2,745,299.57 60 Days 1 0 0 0 1 292,000.00 0.00 0.00 0.00 292,000.00 90 Days 1 0 0 0 1 798,400.00 0.00 0.00 0.00 798,400.00 120 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 13 0 0 0 13 3,835,699.57 0.00 0.00 0.00 3,835,699.57 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 1.030928% 0.000000% 0.000000% 0.000000% 1.030928% 0.969248% 0.000000% 0.000000% 0.000000% 0.969248% 60 Days 0.093721% 0.000000% 0.000000% 0.000000% 0.093721% 0.103093% 0.000000% 0.000000% 0.000000% 0.103093% 90 Days 0.093721% 0.000000% 0.000000% 0.000000% 0.093721% 0.281881% 0.000000% 0.000000% 0.000000% 0.281881% 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 1.218369% 0.000000% 0.000000% 0.000000% 1.218369% 1.354221% 0.000000% 0.000000% 0.000000% 1.354221%
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 1 0 0 0 1 322,700.00 0.00 0.00 0.00 322,700.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 1 0 0 0 1 322,700.00 0.00 0.00 0.00 322,700.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.694444% 0.000000% 0.000000% 0.000000% 0.694444% 0.694963% 0.000000% 0.000000% 0.000000% 0.694963% 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 0.694444% 0.000000% 0.000000% 0.000000% 0.694444% 0.694963% 0.000000% 0.000000% 0.000000% 0.694963%
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 1 0 0 0 1 400,000.00 0.00 0.00 0.00 400,000.00 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 0 0 0 1 400,000.00 0.00 0.00 0.00 400,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.757576% 0.000000% 0.000000% 0.000000% 0.757576% 1.036343% 0.000000% 0.000000% 0.000000% 1.036343% 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 0.757576% 0.000000% 0.000000% 0.000000% 0.757576% 1.036343% 0.000000% 0.000000% 0.000000% 1.036343%
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 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 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 2 0 0 0 2 190,221.17 0.00 0.00 0.00 190,221.17 120 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 2 190,221.17 0.00 0.00 0.00 190,221.17 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 0.343053% 0.000000% 0.000000% 0.000000% 0.343053% 0.164616% 0.000000% 0.000000% 0.000000% 0.164616% 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 0.343053% 0.000000% 0.000000% 0.000000% 0.343053% 0.164616% 0.000000% 0.000000% 0.000000% 0.164616%
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 3 0 0 0 3 591,362.19 0.00 0.00 0.00 591,362.19 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 3 0 0 0 3 591,362.19 0.00 0.00 0.00 591,362.19 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.328587% 0.000000% 0.000000% 0.000000% 0.328587% 0.341484% 0.000000% 0.000000% 0.000000% 0.341484% 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 0.328587% 0.000000% 0.000000% 0.000000% 0.328587% 0.341484% 0.000000% 0.000000% 0.000000% 0.341484%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 36,189.42
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 264,978.00 0.02274980% 264,978.00 0.02386399% Fraud 14,995,245.80 1.28742336% 14,995,245.80 1.35047615% Special Hazard 7,497,623.00 0.64371169% 7,497,623.00 0.67523808% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.230532% Weighted Average Net Coupon 4.895009% Weighted Average Pass-Through Rate 4.882174% Weighted Average Maturity(Stepdown Calculation ) 356 Beginning Scheduled Collateral Loan Count 4,124 Number Of Loans Paid In Full (13) Ending Scheduled Collateral Loan Count 4,137 Beginning Scheduled Collateral Balance 1,111,984,477.16 Ending Scheduled Collateral Balance 1,110,367,318.40 Ending Actual Collateral Balance at 31-Aug-2004 1,110,882,278.22 Monthly P &I Constant 5,530,419.72 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 609,226.47 Unscheduled Principal 18,094,860.99
Miscellaneous Reporting Excess Cash 1,216,079.82 Grp 1 Excess Interest 1,947.57 Grp 2 Excess Interest 2,900.13 Extra Principal Distribution 0.00 Overcollateralized Amount 2,697,411.16 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 5,719.45 Target Overcollateralization 2,697,411.16 Rolling 3 month Delinquency Rate 0.002107% 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 4.019017 4.802050 3.459557 Weighted Average Net Rate 3.644018 4.431007 3.088745 Weighted Average Maturity 356 356 354 Beginning Loan Count 70 380 146 Loans Paid In Full 1 3 2 Ending Loan Count 69 377 144 Beginning Scheduled Balance 34,747,215.74 199,599,665.94 46,692,401.16 Ending scheduled Balance 33,931,002.17 198,148,181.82 46,432,498.06 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 145,358.04 927,248.83 136,698.87 Scheduled Principal 28,983.32 128,509.21 2,086.35 Unscheduled Principal 787,230.25 1,322,974.91 257,816.75 Scheduled Interest 116,374.72 798,739.62 134,612.52 Servicing Fees 10,858.50 61,716.65 14,428.41 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 1,382.08 5,145.14 290.36 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 104,134.14 731,877.83 119,893.75 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 3.596287 4.400074 3.081283
Group Level Collateral Statement Group G4 30Y Jumbo A ARM G5 30Y Jumbo A ARM G5 30Y Jumbo A ARM Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.499996 5.084796 4.626976 Weighted Average Net Rate 4.124996 4.713198 4.256657 Weighted Average Maturity 351 355 355 Beginning Loan Count 134 182 589 Loans Paid In Full 2 0 6 Ending Loan Count 132 182 583 Beginning Scheduled Balance 39,686,142.15 56,815,728.55 116,854,468.51 Ending scheduled Balance 38,590,410.87 56,564,935.87 115,495,526.54 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 156,986.70 277,743.32 520,658.90 Scheduled Principal 8,163.81 36,996.32 70,089.92 Unscheduled Principal 1,087,567.47 213,796.36 1,288,852.05 Scheduled Interest 148,822.89 240,747.00 450,568.98 Servicing Fees 12,401.92 17,593.83 36,061.19 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 0.00 1,453.60 2,233.50 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 136,420.97 221,699.57 412,274.29 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 4.124996 4.682497 4.233721
Group Level Collateral Statement Group G6 30Y Jumbo A ARM G8 30YJumbo ARM G9A 30Y Alt A ARM Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.141062 4.792592 6.143420 Weighted Average Net Rate 4.773518 4.431707 5.887824 Weighted Average Maturity 355.00 355.00 355.00 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 804,312.94 295,837.12 591,764.38 Beginning Loan Count 918 127 560 Loans Paid In Full 5 2 15 Ending Loan Count 913 125 545 Beginning Scheduled Balance 174,007,534.88 66,085,385.56 102,525,366.89 Ending Scheduled Balance 173,123,719.00 65,174,877.07 99,824,735.76 Scheduled Principal 58,826.74 31,903.57 66,884.05 Unscheduled Principal 824,989.14 878,604.92 2,633,747.08 Scheduled Interest 745,486.20 263,933.55 524,880.33 Servicing Fee 53,296.05 19,874.31 21,837.53 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 2,967.10 146.76 908.60 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 689,223.05 243,912.48 502,134.20 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 4.753057 4.429042 5.877191
Group Level Collateral Statement Group G9B 30Y Alt A ARM Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.151811 5.230532 Weighted Average Net Rate 5.877549 4.895009 Weighted Average Maturity 355.00 356.00 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 1,673,810.62 5,530,419.72 Beginning Loan Count 1,018 4,124 Loans Paid In Full (49) (13) Ending Loan Count 1,067 4,137 Beginning Scheduled Balance 274,970,567.78 1,111,984,477.16 Ending Scheduled Balance 283,081,431.24 1,110,367,318.40 Scheduled Principal 176,783.18 609,226.47 Unscheduled Principal 8,799,282.06 18,094,860.99 Scheduled Interest 1,497,027.44 4,921,193.25 Servicing Fee 62,845.11 310,913.50 Master Servicing Fee 0.00 0.00 Trustee Fee 0.00 0.00 Fry Amount 0.00 0.00 Special Hazard Fee 0.00 0.00 Other Fee 2,315.65 16,842.79 Pool Insurance Fee 0.00 0.00 Spread 1 0.00 0.00 Spread 2 0.00 0.00 Spread 3 0.00 0.00 Net Interest 1,431,866.68 4,593,436.96 Realized Loss Amount 0.00 0.00 Cumulative Realized Loss 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 Prepayment Penalties 0.00 0.00 Special Servicing Fee 0.00 0.00 Pass-Through Rate 5.884043 4.882174
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 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
Miscellaneous Reporting 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 Group G8 30YJumbo 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 G9A 30Y Alt 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 G9B 30Y Alt 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
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