-----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, OhCsM6TcriCLg99iYnJPK8AkzUwqvRnRsAn1hu7gM9/Uywy1NJF3dpAIhRT5iel9 EFWPiiMimm6saYdGLzIcAw== 0001056404-05-000382.txt : 20050107 0001056404-05-000382.hdr.sgml : 20050107 20050107095216 ACCESSION NUMBER: 0001056404-05-000382 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041227 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20050107 DATE AS OF CHANGE: 20050107 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] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-31 FILM NUMBER: 05517066 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_dec.txt DECEMBER 8K 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): December 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 December 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 December 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: 1/4/2005 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 December 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates Record Date: 11/30/2004 Distribution Date: 12/27/2004 Credit Suisse First Boston Mortgage Securities Corp. Mortgage-Backed P/T Certificates 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 3.58454% 30,938,669.34 92,417.29 818,213.65 AR 22541SPM4 RES 3.60723% 0.00 0.00 0.00 AR-L 22541SPN2 RES 3.60723% 0.00 0.00 0.00 2-A-1 22541SNU8 SEN 4.37481% 179,235,399.03 653,433.97 2,394,288.10 3-A-1 22541SNV6 SEN 3.62528% 39,104,048.04 118,135.87 526,088.00 4-A-1 22541SNW4 SEN 4.11224% 34,654,194.44 118,755.34 1,634,316.64 5-A-1 22541SNX2 SEN 4.68343% 50,891,826.82 198,623.54 335,541.54 5-A-2 22541SQU5 SEN 4.68343% 1,102,140.63 4,301.50 7,266.67 6-A-1 22541SNY0 SEN 4.20825% 105,078,653.85 368,497.73 2,924,354.78 7-A-1 22541SNZ7 SEN 4.73204% 159,029,720.84 627,112.08 5,130,140.08 8-A-1 22541SPA0 SEN 4.41187% 57,477,355.05 211,319.04 2,336,653.69 C-B-1 22541SPJ1 SUB 2.88000% 14,209,389.71 35,239.29 7,254.12 C-B-1X 22541SQT8 SUB 1.38333% 0.00 16,380.23 0.00 C-B-2 22541SPK8 SUB 4.35933% 11,217,886.75 40,752.06 5,726.91 C-B-3 22541SPL6 SUB 4.35933% 5,234,880.82 19,017.14 2,672.49 C-B-4 22541SQK7 SUB 4.35933% 4,113,690.64 14,944.11 2,100.11 C-B-5 22541SQL5 SUB 4.35933% 4,113,690.64 14,944.11 2,100.11 C-B-6 22541SQM3 SUB 4.35933% 2,246,560.11 8,161.25 1,146.90 9-A-1 22541SPB8 SEN 2.54000% 86,091,983.48 188,302.30 3,437,228.48 9-A-2 22541SPC6 SEN 2.55000% 176,679,239.54 387,958.16 7,731,517.33 9-A-3 22541SPD4 SEN 2.40000% 47,178,418.07 97,502.06 2,939,740.43 9-A-4 22541SPE2 SEN 2.70500% 20,000,000.00 46,586.11 0.00 9-M-1 22541SPF9 MEZ 2.78000% 12,450,000.00 29,803.92 0.00 9-M-2 22541SPG7 MEZ 3.58000% 6,220,000.00 19,174.88 0.00 9-M-3 22541SPH5 MEZ 3.98000% 5,196,333.00 17,808.99 0.00 9-X 22541SQN1 OC 0.00000% 2,697,411.16 962,914.90 0.00 Totals 1,055,161,491.96 4,292,085.87 30,236,350.03
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 30,120,455.69 910,630.94 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 176,841,110.93 3,047,722.07 0.00 3-A-1 0.00 38,577,960.04 644,223.87 0.00 4-A-1 0.00 33,019,877.80 1,753,071.98 0.00 5-A-1 0.00 50,556,285.29 534,165.08 0.00 5-A-2 0.00 1,094,873.96 11,568.17 0.00 6-A-1 0.00 102,154,299.07 3,292,852.51 0.00 7-A-1 0.00 153,899,580.75 5,757,252.16 0.00 8-A-1 0.00 55,140,701.36 2,547,972.73 0.00 C-B-1 0.00 14,202,135.59 42,493.41 0.00 C-B-1X 0.00 0.00 16,380.23 0.00 C-B-2 0.00 11,212,159.84 46,478.97 0.00 C-B-3 0.00 5,232,208.32 21,689.63 0.00 C-B-4 0.00 4,111,590.54 17,044.22 0.00 C-B-5 0.00 4,111,590.54 17,044.22 0.00 C-B-6 0.00 2,245,413.21 9,308.15 802.24 9-A-1 0.00 82,654,755.00 3,625,530.78 0.00 9-A-2 0.00 168,947,722.21 8,119,475.49 0.00 9-A-3 0.00 44,238,677.65 3,037,242.49 0.00 9-A-4 0.00 20,000,000.00 46,586.11 0.00 9-M-1 0.00 12,450,000.00 29,803.92 0.00 9-M-2 0.00 6,220,000.00 19,174.88 0.00 9-M-3 0.00 5,196,333.00 17,808.99 0.00 9-X 0.00 2,697,411.16 962,914.90 0.00 Totals 0.00 1,024,925,141.95 34,528,435.90 802.24 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 30,938,669.34 26,287.74 791,925.91 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-1 191,240,000.00 179,235,399.03 120,125.05 2,274,163.05 0.00 0.00 3-A-1 45,137,000.00 39,104,048.04 1,918.71 524,169.29 0.00 0.00 4-A-1 37,807,000.00 34,654,194.44 7,050.20 1,627,266.44 0.00 0.00 5-A-1 52,640,000.00 50,891,826.82 34,458.45 301,083.08 0.00 0.00 5-A-2 1,140,000.00 1,102,140.63 746.25 6,520.42 0.00 0.00 6-A-1 113,100,000.00 105,078,653.85 64,314.16 2,860,040.62 0.00 0.00 7-A-1 167,970,000.00 159,029,720.84 54,773.35 5,075,366.73 0.00 0.00 8-A-1 64,875,000.00 57,477,355.05 27,343.31 2,309,310.38 0.00 0.00 C-B-1 14,245,000.00 14,209,389.71 7,254.12 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 11,217,886.75 5,726.91 0.00 0.00 0.00 C-B-3 5,248,000.00 5,234,880.82 2,672.49 0.00 0.00 0.00 C-B-4 4,124,000.00 4,113,690.64 2,100.11 0.00 0.00 0.00 C-B-5 4,124,000.00 4,113,690.64 2,100.11 0.00 0.00 0.00 C-B-6 2,252,189.73 2,246,560.11 1,146.90 0.00 0.00 0.00 9-A-1 100,720,000.00 86,091,983.48 0.00 3,437,228.48 0.00 0.00 9-A-2 210,400,000.00 176,679,239.54 0.00 7,731,517.33 0.00 0.00 9-A-3 60,000,000.00 47,178,418.07 0.00 2,939,740.43 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 1,052,464,080.80 358,017.86 29,878,332.16 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-1 818,213.65 30,120,455.69 0.87018130 818,213.65 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 2,394,288.10 176,841,110.93 0.92470775 2,394,288.10 3-A-1 526,088.00 38,577,960.04 0.85468596 526,088.00 4-A-1 1,634,316.64 33,019,877.80 0.87338000 1,634,316.64 5-A-1 335,541.54 50,556,285.29 0.96041575 335,541.54 5-A-2 7,266.67 1,094,873.96 0.96041575 7,266.67 6-A-1 2,924,354.78 102,154,299.07 0.90322104 2,924,354.78 7-A-1 5,130,140.08 153,899,580.75 0.91623255 5,130,140.08 8-A-1 2,336,653.69 55,140,701.36 0.84995301 2,336,653.69 C-B-1 7,254.12 14,202,135.59 0.99699092 7,254.12 C-B-1X 0.00 0.00 0.00000000 0.00 C-B-2 5,726.91 11,212,159.84 0.99699092 5,726.91 C-B-3 2,672.49 5,232,208.32 0.99699091 2,672.49 C-B-4 2,100.11 4,111,590.54 0.99699092 2,100.11 C-B-5 2,100.11 4,111,590.54 0.99699092 2,100.11 C-B-6 1,146.90 2,245,413.21 0.99699114 1,146.90 9-A-1 3,437,228.48 82,654,755.00 0.82063895 3,437,228.48 9-A-2 7,731,517.33 168,947,722.21 0.80298347 7,731,517.33 9-A-3 2,939,740.43 44,238,677.65 0.73731129 2,939,740.43 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 30,236,350.03 1,022,227,730.79 0.87763807 30,236,350.03
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 34,614,000.00 893.81953371 0.75945398 22.87877477 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-1 191,240,000.00 937.22756238 0.62813768 11.89167041 0.00000000 3-A-1 45,137,000.00 866.34131732 0.04250858 11.61285176 0.00000000 4-A-1 37,807,000.00 916.60788849 0.18647869 43.04140609 0.00000000 5-A-1 52,640,000.00 966.79002318 0.65460581 5.71966337 0.00000000 5-A-2 1,140,000.00 966.79002632 0.65460526 5.71966667 0.00000000 6-A-1 113,100,000.00 929.07739920 0.56864863 25.28771547 0.00000000 7-A-1 167,970,000.00 946.77454807 0.32609008 30.21591195 0.00000000 8-A-1 64,875,000.00 885.97079075 0.42147684 35.59630644 0.00000000 C-B-1 14,245,000.00 997.50015514 0.50923973 0.00000000 0.00000000 C-B-1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 11,246,000.00 997.50015561 0.50923973 0.00000000 0.00000000 C-B-3 5,248,000.00 997.50015625 0.50923971 0.00000000 0.00000000 C-B-4 4,124,000.00 997.50015519 0.50924103 0.00000000 0.00000000 C-B-5 4,124,000.00 997.50015519 0.50924103 0.00000000 0.00000000 C-B-6 2,252,189.73 997.50037933 0.50923774 0.00000000 0.00000000 9-A-1 100,720,000.00 854.76552303 0.00000000 34.12657347 0.00000000 9-A-2 210,400,000.00 839.73022595 0.00000000 36.74675537 0.00000000 9-A-3 60,000,000.00 786.30696783 0.00000000 48.99567383 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 23.63822875 870.18130496 0.87018130 23.63822875 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 12.51980809 924.70775429 0.92470775 12.51980809 3-A-1 0.00000000 11.65536035 854.68595698 0.85468596 11.65536035 4-A-1 0.00000000 43.22788478 873.38000370 0.87338000 43.22788478 5-A-1 0.00000000 6.37426938 960.41575399 0.96041575 6.37426938 5-A-2 0.00000000 6.37427193 960.41575439 0.96041575 6.37427193 6-A-1 0.00000000 25.85636410 903.22103510 0.90322104 25.85636410 7-A-1 0.00000000 30.54200202 916.23254599 0.91623255 30.54200202 8-A-1 0.00000000 36.01778328 849.95300748 0.84995301 36.01778328 C-B-1 0.00000000 0.50923973 996.99091541 0.99699092 0.50923973 C-B-1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 0.00000000 0.50923973 996.99091588 0.99699092 0.50923973 C-B-3 0.00000000 0.50923971 996.99091463 0.99699091 0.50923971 C-B-4 0.00000000 0.50924103 996.99091659 0.99699092 0.50924103 C-B-5 0.00000000 0.50924103 996.99091659 0.99699092 0.50924103 C-B-6 0.00000000 0.50923774 996.99114159 0.99699114 0.50923774 9-A-1 0.00000000 34.12657347 820.63894956 0.82063895 34.12657347 9-A-2 0.00000000 36.74675537 802.98347058 0.80298347 36.74675537 9-A-3 0.00000000 48.99567383 737.31129417 0.73731129 48.99567383 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 3.58454% 30,938,669.34 92,417.28 0.00 0.00 AR 50.00 3.60723% 0.00 0.00 0.00 0.00 AR-L 50.00 3.60723% 0.00 0.00 0.00 0.00 2-A-1 191,240,000.00 4.37481% 179,235,399.03 653,433.98 0.00 0.00 3-A-1 45,137,000.00 3.62528% 39,104,048.04 118,135.86 0.00 0.00 4-A-1 37,807,000.00 4.11224% 34,654,194.44 118,755.35 0.00 0.00 5-A-1 52,640,000.00 4.68343% 50,891,826.82 198,623.53 0.00 0.00 5-A-2 1,140,000.00 4.68343% 1,102,140.63 4,301.50 0.00 0.00 6-A-1 113,100,000.00 4.20825% 105,078,653.85 368,497.72 0.00 0.00 7-A-1 167,970,000.00 4.73204% 159,029,720.84 627,112.06 0.00 0.00 8-A-1 64,875,000.00 4.41187% 57,477,355.05 211,319.02 0.00 0.00 C-B-1 14,245,000.00 2.88000% 14,209,389.71 35,239.29 0.00 0.00 C-B-1X 0.00 1.38333% 14,209,389.71 16,380.23 0.00 0.00 C-B-2 11,246,000.00 4.35933% 11,217,886.75 40,752.06 0.00 0.00 C-B-3 5,248,000.00 4.35933% 5,234,880.82 19,017.14 0.00 0.00 C-B-4 4,124,000.00 4.35933% 4,113,690.64 14,944.11 0.00 0.00 C-B-5 4,124,000.00 4.35933% 4,113,690.64 14,944.11 0.00 0.00 C-B-6 2,252,189.73 4.35933% 2,246,560.11 8,161.25 0.00 0.00 9-A-1 100,720,000.00 2.54000% 86,091,983.48 188,302.30 0.00 0.00 9-A-2 210,400,000.00 2.55000% 176,679,239.54 387,958.16 0.00 0.00 9-A-3 60,000,000.00 2.40000% 47,178,418.07 97,502.06 0.00 0.00 9-A-4 20,000,000.00 2.70500% 20,000,000.00 46,586.11 0.00 0.00 9-M-1 12,450,000.00 2.78000% 12,450,000.00 29,803.92 0.00 0.00 9-M-2 6,220,000.00 3.58000% 6,220,000.00 19,174.88 0.00 0.00 9-M-3 5,196,333.00 3.98000% 5,196,333.00 17,808.99 0.00 0.00 9-X 0.00 0.00000% 356,513,385.26 0.00 0.00 0.00 Totals 1,164,748,622.73 3,329,170.91 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 92,417.29 0.00 30,120,455.69 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 0.01 0.00 653,433.97 0.00 176,841,110.93 3-A-1 (0.01) 0.00 118,135.87 0.00 38,577,960.04 4-A-1 0.01 0.00 118,755.34 0.00 33,019,877.80 5-A-1 0.00 0.00 198,623.54 0.00 50,556,285.29 5-A-2 0.00 0.00 4,301.50 0.00 1,094,873.96 6-A-1 (0.01) 0.00 368,497.73 0.00 102,154,299.07 7-A-1 (0.02) 0.00 627,112.08 0.00 153,899,580.75 8-A-1 (0.01) 0.00 211,319.04 0.00 55,140,701.36 C-B-1 0.00 0.00 35,239.29 0.00 14,202,135.59 C-B-1X 0.00 0.00 16,380.23 0.00 14,202,135.59 C-B-2 0.00 0.00 40,752.06 0.00 11,212,159.84 C-B-3 0.00 0.00 19,017.14 0.00 5,232,208.32 C-B-4 0.00 0.00 14,944.11 0.00 4,111,590.54 C-B-5 0.00 0.00 14,944.11 0.00 4,111,590.54 C-B-6 0.00 0.00 8,161.25 0.00 2,245,413.21 9-A-1 0.00 0.00 188,302.30 0.00 82,654,755.00 9-A-2 0.00 0.00 387,958.16 0.00 168,947,722.21 9-A-3 0.00 0.00 97,502.06 0.00 44,238,677.65 9-A-4 0.00 0.00 46,586.11 0.00 20,000,000.00 9-M-1 0.00 0.00 29,803.92 0.00 12,450,000.00 9-M-2 0.00 0.00 19,174.88 0.00 6,220,000.00 9-M-3 0.00 0.00 17,808.99 0.00 5,196,333.00 9-X 0.00 0.00 962,914.90 0.00 342,404,899.02 Totals (0.03) 0.00 4,292,085.87 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 3.58454% 893.81953371 2.66993933 0.00000000 0.00000000 AR 50.00 3.60723% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 3.60723% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 191,240,000.00 4.37481% 937.22756238 3.41682692 0.00000000 0.00000000 3-A-1 45,137,000.00 3.62528% 866.34131732 2.61727319 0.00000000 0.00000000 4-A-1 37,807,000.00 4.11224% 916.60788849 3.14109424 0.00000000 0.00000000 5-A-1 52,640,000.00 4.68343% 966.79002318 3.77324335 0.00000000 0.00000000 5-A-2 1,140,000.00 4.68343% 966.79002632 3.77324561 0.00000000 0.00000000 6-A-1 113,100,000.00 4.20825% 929.07739920 3.25815844 0.00000000 0.00000000 7-A-1 167,970,000.00 4.73204% 946.77454807 3.73347657 0.00000000 0.00000000 8-A-1 64,875,000.00 4.41187% 885.97079075 3.25732593 0.00000000 0.00000000 C-B-1 14,245,000.00 2.88000% 997.50015514 2.47380063 0.00000000 0.00000000 C-B-1X 0.00 1.38333% 997.50015514 1.14989330 0.00000000 0.00000000 C-B-2 11,246,000.00 4.35933% 997.50015561 3.62369376 0.00000000 0.00000000 C-B-3 5,248,000.00 4.35933% 997.50015625 3.62369284 0.00000000 0.00000000 C-B-4 4,124,000.00 4.35933% 997.50015519 3.62369302 0.00000000 0.00000000 C-B-5 4,124,000.00 4.35933% 997.50015519 3.62369302 0.00000000 0.00000000 C-B-6 2,252,189.73 4.35933% 997.50037933 3.62369559 0.00000000 0.00000000 9-A-1 100,720,000.00 2.54000% 854.76552303 1.86956215 0.00000000 0.00000000 9-A-2 210,400,000.00 2.55000% 839.73022595 1.84390760 0.00000000 0.00000000 9-A-3 60,000,000.00 2.40000% 786.30696783 1.62503433 0.00000000 0.00000000 9-A-4 20,000,000.00 2.70500% 1000.00000000 2.32930550 0.00000000 0.00000000 9-M-1 12,450,000.00 2.78000% 1000.00000000 2.39388916 0.00000000 0.00000000 9-M-2 6,220,000.00 3.58000% 1000.00000000 3.08277814 0.00000000 0.00000000 9-M-3 5,196,333.00 3.98000% 1000.00000000 3.42722262 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 2.66993962 0.00000000 870.18130496 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 0.00000005 0.00000000 3.41682687 0.00000000 924.70775429 3-A-1 (0.00000022) 0.00000000 2.61727341 0.00000000 854.68595698 4-A-1 0.00000026 0.00000000 3.14109398 0.00000000 873.38000370 5-A-1 0.00000000 0.00000000 3.77324354 0.00000000 960.41575399 5-A-2 0.00000000 0.00000000 3.77324561 0.00000000 960.41575439 6-A-1 (0.00000009) 0.00000000 3.25815853 0.00000000 903.22103510 7-A-1 (0.00000012) 0.00000000 3.73347669 0.00000000 916.23254599 8-A-1 (0.00000015) 0.00000000 3.25732624 0.00000000 849.95300748 C-B-1 0.00000000 0.00000000 2.47380063 0.00000000 996.99091541 C-B-1X 0.00000000 0.00000000 1.14989330 0.00000000 996.99091541 C-B-2 0.00000000 0.00000000 3.62369376 0.00000000 996.99091588 C-B-3 0.00000000 0.00000000 3.62369284 0.00000000 996.99091463 C-B-4 0.00000000 0.00000000 3.62369302 0.00000000 996.99091659 C-B-5 0.00000000 0.00000000 3.62369302 0.00000000 996.99091659 C-B-6 0.00000000 0.00000000 3.62369559 0.00000000 996.99114159 9-A-1 0.00000000 0.00000000 1.86956215 0.00000000 820.63894956 9-A-2 0.00000000 0.00000000 1.84390760 0.00000000 802.98347058 9-A-3 0.00000000 0.00000000 1.62503433 0.00000000 737.31129417 9-A-4 0.00000000 0.00000000 2.32930550 0.00000000 1000.00000000 9-M-1 0.00000000 0.00000000 2.39388916 0.00000000 1000.00000000 9-M-2 0.00000000 0.00000000 3.08277814 0.00000000 1000.00000000 9-M-3 0.00000000 0.00000000 3.42722262 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 34,835,676.29 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 57,943.40 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 34,893,619.69 Withdrawals Reimbursement for Servicer Advances 57,364.73 Payment of Service Fee 307,819.06 Payment of Interest and Principal 34,528,435.90 Total Withdrawals (Pool Distribution Amount) 34,893,619.69 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 291,785.94 External Master Servicing Fee 12,243.92 PMI Fee 3,789.20 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 307,819.06
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 4 0 0 4 491,682.44 0.00 0.00 491,682.44 30 Days 19 0 0 0 19 5,395,503.08 0.00 0.00 0.00 5,395,503.08 60 Days 8 0 0 0 8 2,252,099.53 0.00 0.00 0.00 2,252,099.53 90 Days 3 0 2 0 5 870,456.27 0.00 930,899.98 0.00 1,801,356.25 120 Days 4 0 0 0 4 743,594.65 0.00 0.00 0.00 743,594.65 150 Days 1 0 0 0 1 292,000.00 0.00 0.00 0.00 292,000.00 180+ Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 35 4 2 0 41 9,553,653.53 491,682.44 930,899.98 0.00 10,976,235.95 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 0.104058% 0.000000% 0.000000% 0.104058% 0.047883% 0.000000% 0.000000% 0.047883% 30 Days 0.494277% 0.000000% 0.000000% 0.000000% 0.494277% 0.525451% 0.000000% 0.000000% 0.000000% 0.525451% 60 Days 0.208117% 0.000000% 0.000000% 0.000000% 0.208117% 0.219325% 0.000000% 0.000000% 0.000000% 0.219325% 90 Days 0.078044% 0.000000% 0.052029% 0.000000% 0.130073% 0.084771% 0.000000% 0.090657% 0.000000% 0.175429% 120 Days 0.104058% 0.000000% 0.000000% 0.000000% 0.104058% 0.072416% 0.000000% 0.000000% 0.000000% 0.072416% 150 Days 0.026015% 0.000000% 0.000000% 0.000000% 0.026015% 0.028437% 0.000000% 0.000000% 0.000000% 0.028437% 180+ Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.910510% 0.104058% 0.052029% 0.000000% 1.066597% 0.930401% 0.047883% 0.090657% 0.000000% 1.068942%
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 1 402,656.86 0.00 0.00 0.00 402,656.86 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 1 402,656.86 0.00 0.00 0.00 402,656.86 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.877193% 0.000000% 0.000000% 0.000000% 0.877193% 0.683289% 0.000000% 0.000000% 0.000000% 0.683289% 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 0.877193% 0.000000% 0.000000% 0.000000% 0.877193% 0.683289% 0.000000% 0.000000% 0.000000% 0.683289% 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 1 0 0 1 133,862.11 0.00 0.00 133,862.11 30 Days 6 0 0 0 6 1,157,507.30 0.00 0.00 0.00 1,157,507.30 60 Days 1 0 0 0 1 302,373.25 0.00 0.00 0.00 302,373.25 90 Days 2 0 0 0 2 310,652.59 0.00 0.00 0.00 310,652.59 120 Days 1 0 0 0 1 269,834.02 0.00 0.00 0.00 269,834.02 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 10 1 0 0 11 2,040,367.16 133,862.11 0.00 0.00 2,174,229.27 0-29 Days 0.203666% 0.000000% 0.000000% 0.203666% 0.149049% 0.000000% 0.000000% 0.149049% 30 Days 1.221996% 0.000000% 0.000000% 0.000000% 1.221996% 1.288827% 0.000000% 0.000000% 0.000000% 1.288827% 60 Days 0.203666% 0.000000% 0.000000% 0.000000% 0.203666% 0.336678% 0.000000% 0.000000% 0.000000% 0.336678% 90 Days 0.407332% 0.000000% 0.000000% 0.000000% 0.407332% 0.345896% 0.000000% 0.000000% 0.000000% 0.345896% 120 Days 0.203666% 0.000000% 0.000000% 0.000000% 0.203666% 0.300447% 0.000000% 0.000000% 0.000000% 0.300447% 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 2.036660% 0.203666% 0.000000% 0.000000% 2.240326% 2.271848% 0.149049% 0.000000% 0.000000% 2.420896% 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 3 0 0 3 357,820.33 0.00 0.00 357,820.33 30 Days 10 0 0 0 10 3,351,648.32 0.00 0.00 0.00 3,351,648.32 60 Days 6 0 0 0 6 1,677,776.28 0.00 0.00 0.00 1,677,776.28 90 Days 1 0 0 0 1 559,803.68 0.00 0.00 0.00 559,803.68 120 Days 1 0 0 0 1 284,000.00 0.00 0.00 0.00 284,000.00 150 Days 1 0 0 0 1 292,000.00 0.00 0.00 0.00 292,000.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 19 3 0 0 22 6,165,228.28 357,820.33 0.00 0.00 6,523,048.61 0-29 Days 0.311526% 0.000000% 0.000000% 0.311526% 0.141344% 0.000000% 0.000000% 0.141344% 30 Days 1.038422% 0.000000% 0.000000% 0.000000% 1.038422% 1.323946% 0.000000% 0.000000% 0.000000% 1.323946% 60 Days 0.623053% 0.000000% 0.000000% 0.000000% 0.623053% 0.662744% 0.000000% 0.000000% 0.000000% 0.662744% 90 Days 0.103842% 0.000000% 0.000000% 0.000000% 0.103842% 0.221130% 0.000000% 0.000000% 0.000000% 0.221130% 120 Days 0.103842% 0.000000% 0.000000% 0.000000% 0.103842% 0.112184% 0.000000% 0.000000% 0.000000% 0.112184% 150 Days 0.103842% 0.000000% 0.000000% 0.000000% 0.103842% 0.115344% 0.000000% 0.000000% 0.000000% 0.115344% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 1.973001% 0.311526% 0.000000% 0.000000% 2.284528% 2.435348% 0.141344% 0.000000% 0.000000% 2.576692% 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 0.740741% 0.000000% 0.000000% 0.000000% 0.740741% 0.783149% 0.000000% 0.000000% 0.000000% 0.783149% 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 0.740741% 0.000000% 0.000000% 0.000000% 0.740741% 0.783149% 0.000000% 0.000000% 0.000000% 0.783149% 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 1 0 1 0.00 0.00 759,999.98 0.00 759,999.98 120 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 1 0 1 0.00 0.00 759,999.98 0.00 759,999.98 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% 0.813008% 0.000000% 0.813008% 0.000000% 0.000000% 2.157587% 0.000000% 2.157587% 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% 0.813008% 0.000000% 0.813008% 0.000000% 0.000000% 2.157587% 0.000000% 2.157587% 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 0 0 1 0 1 0.00 0.00 170,900.00 0.00 170,900.00 120 Days 2 0 0 0 2 189,760.63 0.00 0.00 0.00 189,760.63 150 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 1 0 3 189,760.63 0.00 170,900.00 0.00 360,660.63 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% 0.181488% 0.000000% 0.181488% 0.000000% 0.000000% 0.156692% 0.000000% 0.156692% 120 Days 0.362976% 0.000000% 0.000000% 0.000000% 0.362976% 0.173984% 0.000000% 0.000000% 0.000000% 0.173984% 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 0.362976% 0.000000% 0.181488% 0.000000% 0.544465% 0.173984% 0.000000% 0.156692% 0.000000% 0.330676% 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 1 0 0 0 1 160,990.60 0.00 0.00 0.00 160,990.60 60 Days 1 0 0 0 1 271,950.00 0.00 0.00 0.00 271,950.00 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 2 432,940.60 0.00 0.00 0.00 432,940.60 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.115473% 0.000000% 0.000000% 0.000000% 0.115473% 0.098109% 0.000000% 0.000000% 0.000000% 0.098109% 60 Days 0.115473% 0.000000% 0.000000% 0.000000% 0.115473% 0.165728% 0.000000% 0.000000% 0.000000% 0.165728% 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 0.230947% 0.000000% 0.000000% 0.000000% 0.230947% 0.263837% 0.000000% 0.000000% 0.000000% 0.263837%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 57,943.40
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 264,978.00 0.02274980% 264,978.00 0.02585340% Fraud 14,995,245.80 1.28742336% 14,995,245.80 1.46305766% Special Hazard 7,497,623.00 0.64371169% 7,497,623.00 0.73152884% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.231318% Weighted Average Net Coupon 4.930701% Weighted Average Pass-Through Rate 4.881246% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 3,954 Number Of Loans Paid In Full 404 Ending Scheduled Collateral Loan Count 3,844 Beginning Scheduled Collateral Balance 1,055,161,491.97 Ending Scheduled Collateral Balance 1,024,925,141.94 Ending Actual Collateral Balance at 30-Nov-2004 1,026,831,914.97 Monthly P &I Constant 5,179,274.11 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Ending Scheduled Balance for Premium Loans 1,024,925,141.94 Scheduled Principal 579,369.35 Unscheduled Principal 29,656,980.68
Miscellaneous Reporting Excess Cash 962,914.89 Grp 1 Excess Interest 1,860.73 Grp 2 Excess Interest 2,813.11 Extra Principal Distribution 0.00 Overcollateralized Amount 2,697,411.16 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 Overcollateralization Release 0.00 Target Overcollateralization 2,697,411.16 Rolling 3 month Delinquency Rate 0.010048% 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 4.007898 4.777778 4.003920 Weighted Average Net Rate 3.670613 4.428509 3.680367 Weighted Average Maturity 358 358 356 Beginning Loan Count 67 363 137 Loans Paid In Full 9 26 16 Ending Loan Count 65 359 135 Beginning Scheduled Balance 32,945,072.07 190,329,747.42 41,730,328.90 Ending scheduled Balance 32,125,153.63 187,928,023.80 41,204,112.04 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 138,026.27 885,354.96 141,284.98 Scheduled Principal 27,992.53 127,560.57 2,047.57 Unscheduled Principal 791,925.91 2,274,163.05 524,169.29 Scheduled Interest 110,033.74 757,794.39 139,237.41 Servicing Fees 10,295.34 58,901.28 12,878.44 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 1,327.77 5,012.74 288.94 Pool Insurance Fee 0.00 0.00 0.00 Spread Fee 1 0.00 0.00 0.00 Spread Fee 2 0.00 0.00 0.00 Spread Fee 3 0.00 0.00 0.00 Net Interest 98,410.63 693,880.37 126,070.03 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 3.584535 4.374810 3.625278
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 4.487242 5.085759 4.622088 Weighted Average Net Rate 4.141815 4.725653 4.276575 Weighted Average Maturity 353 357 357 Beginning Loan Count 127 179 564 Loans Paid In Full 12 5 50 Ending Loan Count 123 177 551 Beginning Scheduled Balance 36,852,535.52 55,114,302.96 111,644,045.79 Ending scheduled Balance 35,217,771.64 54,769,382.00 108,715,672.61 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 145,302.63 270,899.19 498,356.41 Scheduled Principal 7,497.44 37,317.46 68,332.56 Unscheduled Principal 1,627,266.44 307,603.50 2,860,040.62 Scheduled Interest 137,805.19 233,581.73 430,023.85 Servicing Fees 11,516.43 17,078.19 34,460.73 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 1,400.29 2,180.66 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 126,288.76 215,103.25 393,382.46 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 4.112242 4.683429 4.228250
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 5.138930 4.774827 6.148779 Weighted Average Net Rate 4.790011 4.453218 5.927428 Weighted Average Maturity 357.00 357.00 357.00 Record Date 11/30/2004 11/30/2004 11/30/2004 Principal And Interest Constant 780,952.34 272,833.24 538,424.34 Beginning Loan Count 891 118 510 Loans Paid In Full 71 17 90 Ending Loan Count 866 114 491 Beginning Scheduled Balance 168,786,545.59 61,245,528.46 92,832,850.78 Ending Scheduled Balance 163,653,045.04 58,907,082.16 89,395,622.30 Scheduled Principal 58,133.82 29,135.92 62,750.45 Unscheduled Principal 5,075,366.73 2,309,310.38 3,374,478.03 Scheduled Interest 722,818.52 243,697.32 475,673.89 Servicing Fee 51,681.67 18,399.37 19,713.10 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 2,736.97 125.01 864.78 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 668,399.88 225,172.94 455,096.01 Realized Loss Amount 0.00 0.00 0.00 Cumulative Realized Loss 0.00 0.00 0.00 Percentage of Cumulative Losses 0.0000 0.0000 0.0000 Prepayment Penalties 0.00 0.00 0.00 Special Servicing Fee 0.00 0.00 0.00 Pass-Through Rate 4.752037 4.411874 5.882781
Group Level Collateral Statement Group G9B 30Y Alt A ARM Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.140334 5.231318 Weighted Average Net Rate 5.905878 4.930701 Weighted Average Maturity 357.00 358.00 Record Date 11/30/2004 11/30/2004 Principal And Interest Constant 1,507,839.75 5,179,274.11 Beginning Loan Count 998 3,954 Loans Paid In Full 108 404 Ending Loan Count 963 3,844 Beginning Scheduled Balance 263,680,534.48 1,055,161,491.97 Ending Scheduled Balance 253,009,276.72 1,024,925,141.94 Scheduled Principal 158,601.03 579,369.35 Unscheduled Principal 10,512,656.73 29,656,980.68 Scheduled Interest 1,349,238.72 4,599,904.76 Servicing Fee 56,861.39 291,785.94 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 2,095.96 16,033.12 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 1,290,281.37 4,292,085.70 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 5.872021 4.881246
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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