-----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, FdcS7fcM/Vqz67yCzfJhsExzbQ3zA1GSbMv2etGTVIq0UAJAa3ekaSMXtfM6tNZO 6k34Z3NZR1ckKwTpluz9zQ== 0001056404-04-003176.txt : 20040930 0001056404-04-003176.hdr.sgml : 20040930 20040930080223 ACCESSION NUMBER: 0001056404-04-003176 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-AR7 CENTRAL INDEX KEY: 0001299272 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: 333-107055-32 FILM NUMBER: 041054050 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 csf04ar7_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-AR7 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-32 54-2157818 Pooling and Servicing Agreement) (Commission 54-2157819 (State or other File Number) 54-2157820 jurisdiction 54-2157821 of Incorporation) 54-2157822 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-AR7 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-AR7 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-AR7 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-AR7 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-AR7 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 22541SRN0 SEN 4.28684% 95,525,652.62 341,252.42 1,327,657.75 AR 22541SSG4 RES 4.29462% 0.00 0.00 0.00 AR-L 22541SSH2 RES 4.29462% 0.00 0.00 0.00 2-A-1 22541SRP5 SEN 4.90589% 284,535,507.67 1,163,248.95 2,215,022.73 3-A-1 22541SRQ3 SEN 4.33531% 96,437,674.12 348,406.19 1,475,128.98 4-A-1 22541SRR1 SEN 4.48450% 211,935,504.37 792,019.85 2,401,722.98 5-A-1 22541SRS9 SEN 4.27310% 97,709,674.52 347,936.03 1,274,892.13 6-A-1 22541SRT7 SEN 1.98500% 191,564,682.96 348,567.90 3,327,432.29 6-A-2 22541SRU4 SEN 1.99500% 203,408,939.11 371,984.10 7,929,946.59 6-A-3 22541SRV2 SEN 1.85500% 83,143,737.07 141,379.00 4,349,729.07 6-A-4 22541SRW0 SEN 2.16500% 28,430,000.00 56,421.71 0.00 6-A-5 22541SRX8 SEN 1.93500% 29,431,215.27 52,203.62 1,147,383.03 6-M-1 22541SRY6 MEZ 2.26500% 29,360,000.00 60,958.70 0.00 6-M-2 22541SRZ3 MEZ 3.01500% 11,085,000.00 30,636.17 0.00 6-M-3 22541SSA7 MEZ 3.86500% 8,988,000.00 31,843.74 0.00 6-M-4 22541SSB5 MEZ 4.36500% 2,996,147.21 11,988.33 0.00 C-B-1 22541SSC3 JUN 2.26500% 48,059,748.44 99,784.05 20,329.74 C-B-1X 22541SSF6 JUN-IO 2.07625% 0.00 83,153.35 0.00 C-B-2 22541SSD1 JUN 4.56775% 13,109,475.89 49,900.67 5,545.44 C-B-3 22541SSE9 JUN 4.56775% 7,864,685.95 29,936.59 3,326.84 C-B-4 22541SRJ9 JUN 4.56775% 3,056,711.95 11,635.24 1,293.02 C-B-5 22541SRK6 JUN 4.56775% 3,933,342.56 14,972.10 1,663.84 C-B-6 22541SRL4 JUN 4.56775% 2,618,740.51 9,968.12 1,107.75 6-X 22541SRM2 OC 0.00000% 2,076,594.59 831,038.77 0.00 Totals 1,455,271,034.81 5,229,235.60 25,482,182.18
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 94,197,994.87 1,668,910.17 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 282,320,484.94 3,378,271.68 0.00 3-A-1 0.00 94,962,545.14 1,823,535.17 0.00 4-A-1 0.00 209,533,781.39 3,193,742.83 0.00 5-A-1 0.00 96,434,782.39 1,622,828.16 0.00 6-A-1 0.00 188,237,250.67 3,676,000.19 0.00 6-A-2 0.00 195,478,992.52 8,301,930.69 0.00 6-A-3 0.00 78,794,008.00 4,491,108.07 0.00 6-A-4 0.00 28,430,000.00 56,421.71 0.00 6-A-5 0.00 28,283,832.23 1,199,586.65 0.00 6-M-1 0.00 29,360,000.00 60,958.70 0.00 6-M-2 0.00 11,085,000.00 30,636.17 0.00 6-M-3 0.00 8,988,000.00 31,843.74 0.00 6-M-4 0.00 2,996,147.21 11,988.33 0.00 C-B-1 0.00 48,039,418.69 120,113.79 0.00 C-B-1X 0.00 0.00 83,153.35 0.00 C-B-2 0.00 13,103,930.45 55,446.11 0.00 C-B-3 0.00 7,861,359.12 33,263.43 0.00 C-B-4 0.00 3,055,418.93 12,928.26 0.00 C-B-5 0.00 3,931,678.71 16,635.94 0.00 C-B-6 0.00 2,617,632.75 11,075.87 0.00 6-X 0.00 2,995,945.74 831,038.77 0.00 Totals 0.00 1,430,708,203.75 30,711,417.78 0.00 All distributions required by the Pooling and Servicing Agreement have been calculated by the Certificate Administrator on behalf of the Trustee.
Principal Distribution Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Realized Class Amount Balance Distribution Distribution Accretion Loss (1) 1-A-1 98,710,000.00 95,525,652.62 36,824.19 1,290,833.56 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-1 287,200,000.00 284,535,507.67 109,986.53 2,105,036.20 0.00 0.00 3-A-1 97,550,000.00 96,437,674.12 62,130.02 1,412,998.96 0.00 0.00 4-A-1 214,050,000.00 211,935,504.37 108,000.23 2,293,722.75 0.00 0.00 5-A-1 98,040,000.00 97,709,674.52 15,502.27 1,259,389.86 0.00 0.00 6-A-1 195,690,000.00 191,564,682.96 0.00 3,327,432.29 0.00 0.00 6-A-2 207,340,000.00 203,408,939.11 0.00 7,929,946.59 0.00 0.00 6-A-3 85,300,000.00 83,143,737.07 0.00 4,349,729.07 0.00 0.00 6-A-4 28,430,000.00 28,430,000.00 0.00 0.00 0.00 0.00 6-A-5 30,000,000.00 29,431,215.27 0.00 1,147,383.03 0.00 0.00 6-M-1 29,360,000.00 29,360,000.00 0.00 0.00 0.00 0.00 6-M-2 11,085,000.00 11,085,000.00 0.00 0.00 0.00 0.00 6-M-3 8,988,000.00 8,988,000.00 0.00 0.00 0.00 0.00 6-M-4 2,996,147.21 2,996,147.21 0.00 0.00 0.00 0.00 C-B-1 48,080,000.00 48,059,748.44 20,329.74 0.00 0.00 0.00 C-B-1X 0.00 0.00 0.00 0.00 0.00 0.00 C-B-2 13,115,000.00 13,109,475.89 5,545.44 0.00 0.00 0.00 C-B-3 7,868,000.00 7,864,685.95 3,326.84 0.00 0.00 0.00 C-B-4 3,058,000.00 3,056,711.95 1,293.02 0.00 0.00 0.00 C-B-5 3,935,000.00 3,933,342.56 1,663.84 0.00 0.00 0.00 C-B-6 2,619,844.00 2,618,740.51 1,107.75 0.00 0.00 0.00 6-X 0.00 2,076,594.59 0.00 0.00 0.00 0.00 Totals 1,473,415,091.21 1,455,271,034.81 365,709.87 25,116,472.31 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 1,327,657.75 94,197,994.87 0.95429029 1,327,657.75 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 2,215,022.73 282,320,484.94 0.98301005 2,215,022.73 3-A-1 1,475,128.98 94,962,545.14 0.97347560 1,475,128.98 4-A-1 2,401,722.98 209,533,781.39 0.97890110 2,401,722.98 5-A-1 1,274,892.13 96,434,782.39 0.98362691 1,274,892.13 6-A-1 3,327,432.29 188,237,250.67 0.96191553 3,327,432.29 6-A-2 7,929,946.59 195,478,992.52 0.94279441 7,929,946.59 6-A-3 4,349,729.07 78,794,008.00 0.92372811 4,349,729.07 6-A-4 0.00 28,430,000.00 1.00000000 0.00 6-A-5 1,147,383.03 28,283,832.23 0.94279441 1,147,383.03 6-M-1 0.00 29,360,000.00 1.00000000 0.00 6-M-2 0.00 11,085,000.00 1.00000000 0.00 6-M-3 0.00 8,988,000.00 1.00000000 0.00 6-M-4 0.00 2,996,147.21 1.00000000 0.00 C-B-1 20,329.74 48,039,418.69 0.99915596 20,329.74 C-B-1X 0.00 0.00 0.00000000 0.00 C-B-2 5,545.44 13,103,930.45 0.99915596 5,545.44 C-B-3 3,326.84 7,861,359.12 0.99915596 3,326.84 C-B-4 1,293.02 3,055,418.93 0.99915596 1,293.02 C-B-5 1,663.84 3,931,678.71 0.99915596 1,663.84 C-B-6 1,107.75 2,617,632.75 0.99915596 1,107.75 6-X 0.00 2,995,945.74 0.00000000 0.00 Totals 25,482,182.18 1,430,708,203.75 0.97101503 25,482,182.18
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 98,710,000.00 967.74037706 0.37305430 13.07702928 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-1 287,200,000.00 990.72251974 0.38296146 7.32951323 0.00000000 3-A-1 97,550,000.00 988.59737693 0.63690436 14.48486889 0.00000000 4-A-1 214,050,000.00 990.12148736 0.50455609 10.71582691 0.00000000 5-A-1 98,040,000.00 996.63070706 0.15812189 12.84567381 0.00000000 6-A-1 195,690,000.00 978.91912188 0.00000000 17.00358879 0.00000000 6-A-2 207,340,000.00 981.04050887 0.00000000 38.24610104 0.00000000 6-A-3 85,300,000.00 974.72141934 0.00000000 50.99330680 0.00000000 6-A-4 28,430,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-A-5 30,000,000.00 981.04050900 0.00000000 38.24610100 0.00000000 6-M-1 29,360,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-2 11,085,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-3 8,988,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 6-M-4 2,996,147.21 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 48,080,000.00 999.57879451 0.42283153 0.00000000 0.00000000 C-B-1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 13,115,000.00 999.57879451 0.42283187 0.00000000 0.00000000 C-B-3 7,868,000.00 999.57879385 0.42283172 0.00000000 0.00000000 C-B-4 3,058,000.00 999.57879333 0.42283192 0.00000000 0.00000000 C-B-5 3,935,000.00 999.57879543 0.42283100 0.00000000 0.00000000 C-B-6 2,619,844.00 999.57879553 0.42283052 0.00000000 0.00000000 6-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 13.45008358 954.29029349 0.95429029 13.45008358 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 7.71247469 983.01004506 0.98301005 7.71247469 3-A-1 0.00000000 15.12177324 973.47560369 0.97347560 15.12177324 4-A-1 0.00000000 11.22038299 978.90110437 0.97890110 11.22038299 5-A-1 0.00000000 13.00379570 983.62691136 0.98362691 13.00379570 6-A-1 0.00000000 17.00358879 961.91553309 0.96191553 17.00358879 6-A-2 0.00000000 38.24610104 942.79440783 0.94279441 38.24610104 6-A-3 0.00000000 50.99330680 923.72811254 0.92372811 50.99330680 6-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-A-5 0.00000000 38.24610100 942.79440767 0.94279441 38.24610100 6-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 6-M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.42283153 999.15596277 0.99915596 0.42283153 C-B-1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 0.00000000 0.42283187 999.15596264 0.99915596 0.42283187 C-B-3 0.00000000 0.42283172 999.15596340 0.99915596 0.42283172 C-B-4 0.00000000 0.42283192 999.15596141 0.99915596 0.42283192 C-B-5 0.00000000 0.42283100 999.15596188 0.99915596 0.42283100 C-B-6 0.00000000 0.42283052 999.15596119 0.99915596 0.42283052 6-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 98,710,000.00 4.28684% 95,525,652.62 341,252.42 0.00 0.00 AR 50.00 4.29462% 0.00 0.00 0.00 0.00 AR-L 50.00 4.29462% 0.00 0.00 0.00 0.00 2-A-1 287,200,000.00 4.90589% 284,535,507.67 1,163,248.95 0.00 0.00 3-A-1 97,550,000.00 4.33531% 96,437,674.12 348,406.19 0.00 0.00 4-A-1 214,050,000.00 4.48450% 211,935,504.37 792,019.85 0.00 0.00 5-A-1 98,040,000.00 4.27310% 97,709,674.52 347,936.03 0.00 0.00 6-A-1 195,690,000.00 1.98500% 191,564,682.96 348,567.90 0.00 0.00 6-A-2 207,340,000.00 1.99500% 203,408,939.11 371,984.10 0.00 0.00 6-A-3 85,300,000.00 1.85500% 83,143,737.07 141,379.00 0.00 0.00 6-A-4 28,430,000.00 2.16500% 28,430,000.00 56,421.70 0.00 0.00 6-A-5 30,000,000.00 1.93500% 29,431,215.27 52,203.62 0.00 0.00 6-M-1 29,360,000.00 2.26500% 29,360,000.00 60,958.70 0.00 0.00 6-M-2 11,085,000.00 3.01500% 11,085,000.00 30,636.17 0.00 0.00 6-M-3 8,988,000.00 3.86500% 8,988,000.00 31,843.74 0.00 0.00 6-M-4 2,996,147.21 4.36500% 2,996,147.21 11,988.33 0.00 0.00 C-B-1 48,080,000.00 2.26500% 48,059,748.44 99,784.05 0.00 0.00 C-B-1X 0.00 2.07625% 48,059,748.44 83,153.35 0.00 0.00 C-B-2 13,115,000.00 4.56775% 13,109,475.89 49,900.67 0.00 0.00 C-B-3 7,868,000.00 4.56775% 7,864,685.95 29,936.59 0.00 0.00 C-B-4 3,058,000.00 4.56775% 3,056,711.95 11,635.24 0.00 0.00 C-B-5 3,935,000.00 4.56775% 3,933,342.56 14,972.10 0.00 0.00 C-B-6 2,619,844.00 4.56775% 2,618,740.51 9,968.12 0.00 0.00 6-X 0.00 0.00000% 590,484,316.21 0.00 0.00 0.00 Totals 1,473,415,091.21 4,398,196.82 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 0.00 341,252.42 0.00 94,197,994.87 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 1,163,248.95 0.00 282,320,484.94 3-A-1 0.00 0.00 348,406.19 0.00 94,962,545.14 4-A-1 0.00 0.00 792,019.85 0.00 209,533,781.39 5-A-1 0.00 0.00 347,936.03 0.00 96,434,782.39 6-A-1 0.00 0.00 348,567.90 0.00 188,237,250.67 6-A-2 0.00 0.00 371,984.10 0.00 195,478,992.52 6-A-3 0.00 0.00 141,379.00 0.00 78,794,008.00 6-A-4 0.00 0.00 56,421.71 0.00 28,430,000.00 6-A-5 0.00 0.00 52,203.62 0.00 28,283,832.23 6-M-1 0.00 0.00 60,958.70 0.00 29,360,000.00 6-M-2 0.00 0.00 30,636.17 0.00 11,085,000.00 6-M-3 0.00 0.00 31,843.74 0.00 8,988,000.00 6-M-4 0.00 0.00 11,988.33 0.00 2,996,147.21 C-B-1 0.00 0.00 99,784.05 0.00 48,039,418.69 C-B-1X 0.00 0.00 83,153.35 0.00 48,039,418.69 C-B-2 0.00 0.00 49,900.67 0.00 13,103,930.45 C-B-3 0.00 0.00 29,936.59 0.00 7,861,359.12 C-B-4 0.00 0.00 11,635.24 0.00 3,055,418.93 C-B-5 0.00 0.00 14,972.10 0.00 3,931,678.71 C-B-6 0.00 0.00 9,968.12 0.00 2,617,632.75 6-X 0.00 0.00 831,038.77 0.00 574,649,176.37 Totals 0.00 0.00 5,229,235.60 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 98,710,000.00 4.28684% 967.74037706 3.45712106 0.00000000 0.00000000 AR 50.00 4.29462% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.29462% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 287,200,000.00 4.90589% 990.72251974 4.05030971 0.00000000 0.00000000 3-A-1 97,550,000.00 4.33531% 988.59737693 3.57156525 0.00000000 0.00000000 4-A-1 214,050,000.00 4.48450% 990.12148736 3.70016281 0.00000000 0.00000000 5-A-1 98,040,000.00 4.27310% 996.63070706 3.54891911 0.00000000 0.00000000 6-A-1 195,690,000.00 1.98500% 978.91912188 1.78122490 0.00000000 0.00000000 6-A-2 207,340,000.00 1.99500% 981.04050887 1.79407784 0.00000000 0.00000000 6-A-3 85,300,000.00 1.85500% 974.72141934 1.65743259 0.00000000 0.00000000 6-A-4 28,430,000.00 2.16500% 1000.00000000 1.98458319 0.00000000 0.00000000 6-A-5 30,000,000.00 1.93500% 981.04050900 1.74012067 0.00000000 0.00000000 6-M-1 29,360,000.00 2.26500% 1000.00000000 2.07625000 0.00000000 0.00000000 6-M-2 11,085,000.00 3.01500% 1000.00000000 2.76375011 0.00000000 0.00000000 6-M-3 8,988,000.00 3.86500% 1000.00000000 3.54291722 0.00000000 0.00000000 6-M-4 2,996,147.21 4.36500% 1000.00000000 4.00124866 0.00000000 0.00000000 C-B-1 48,080,000.00 2.26500% 999.57879451 2.07537542 0.00000000 0.00000000 C-B-1X 0.00 2.07625% 999.57879451 1.72947899 0.00000000 0.00000000 C-B-2 13,115,000.00 4.56775% 999.57879451 3.80485475 0.00000000 0.00000000 C-B-3 7,868,000.00 4.56775% 999.57879385 3.80485384 0.00000000 0.00000000 C-B-4 3,058,000.00 4.56775% 999.57879333 3.80485284 0.00000000 0.00000000 C-B-5 3,935,000.00 4.56775% 999.57879543 3.80485388 0.00000000 0.00000000 C-B-6 2,619,844.00 4.56775% 999.57879553 3.80485250 0.00000000 0.00000000 6-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 3.45712106 0.00000000 954.29029349 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 4.05030971 0.00000000 983.01004506 3-A-1 0.00000000 0.00000000 3.57156525 0.00000000 973.47560369 4-A-1 0.00000000 0.00000000 3.70016281 0.00000000 978.90110437 5-A-1 0.00000000 0.00000000 3.54891911 0.00000000 983.62691136 6-A-1 0.00000000 0.00000000 1.78122490 0.00000000 961.91553309 6-A-2 0.00000000 0.00000000 1.79407784 0.00000000 942.79440783 6-A-3 0.00000000 0.00000000 1.65743259 0.00000000 923.72811254 6-A-4 0.00000000 0.00000000 1.98458354 0.00000000 1000.00000000 6-A-5 0.00000000 0.00000000 1.74012067 0.00000000 942.79440767 6-M-1 0.00000000 0.00000000 2.07625000 0.00000000 1000.00000000 6-M-2 0.00000000 0.00000000 2.76375011 0.00000000 1000.00000000 6-M-3 0.00000000 0.00000000 3.54291722 0.00000000 1000.00000000 6-M-4 0.00000000 0.00000000 4.00124866 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 2.07537542 0.00000000 999.15596277 C-B-1X 0.00000000 0.00000000 1.72947899 0.00000000 999.15596277 C-B-2 0.00000000 0.00000000 3.80485475 0.00000000 999.15596264 C-B-3 0.00000000 0.00000000 3.80485384 0.00000000 999.15596340 C-B-4 0.00000000 0.00000000 3.80485284 0.00000000 999.15596141 C-B-5 0.00000000 0.00000000 3.80485388 0.00000000 999.15596188 C-B-6 0.00000000 0.00000000 3.80485250 0.00000000 999.15596119 6-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 31,097,555.12 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 34,128.51 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 31,131,683.63 Withdrawals Reimbursement for Servicer Advances 15,013.09 Payment of Service Fee 405,252.76 Payment of Interest and Principal 30,711,417.78 Total Withdrawals (Pool Distribution Amount) 31,131,683.63 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 382,476.76 External Master Servicing Fee 20,026.89 PMI Fee 2,749.11 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 405,252.76
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 20 0 0 0 20 4,354,168.69 0.00 0.00 0.00 4,354,168.69 60 Days 4 0 0 0 4 762,712.48 0.00 0.00 0.00 762,712.48 90 Days 1 0 0 0 1 629,014.11 0.00 0.00 0.00 629,014.11 120 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 25 0 0 0 25 5,745,895.28 0.00 0.00 0.00 5,745,895.28 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 0.387222% 0.000000% 0.000000% 0.000000% 0.387222% 0.306447% 0.000000% 0.000000% 0.000000% 0.306447% 60 Days 0.077444% 0.000000% 0.000000% 0.000000% 0.077444% 0.053680% 0.000000% 0.000000% 0.000000% 0.053680% 90 Days 0.019361% 0.000000% 0.000000% 0.000000% 0.019361% 0.044270% 0.000000% 0.000000% 0.000000% 0.044270% 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 0.484027% 0.000000% 0.000000% 0.000000% 0.484027% 0.404396% 0.000000% 0.000000% 0.000000% 0.404396%
Delinquency Status By Groups DELINQUENT BANKRUPTCY FORECLOSURE REO Total G1 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G2 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G3 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G4 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G5 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 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 G6A 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 9 0 0 0 9 1,858,847.92 0.00 0.00 0.00 1,858,847.92 60 Days 1 0 0 0 1 96,800.48 0.00 0.00 0.00 96,800.48 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 10 0 0 0 10 1,955,648.40 0.00 0.00 0.00 1,955,648.40 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.845070% 0.000000% 0.000000% 0.000000% 0.845070% 0.893472% 0.000000% 0.000000% 0.000000% 0.893472% 60 Days 0.093897% 0.000000% 0.000000% 0.000000% 0.093897% 0.046528% 0.000000% 0.000000% 0.000000% 0.046528% 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 0.938967% 0.000000% 0.000000% 0.000000% 0.938967% 0.940000% 0.000000% 0.000000% 0.000000% 0.940000%
DELINQUENT BANKRUPTCY FORECLOSURE REO Total G6B 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 2,495,320.77 0.00 0.00 0.00 2,495,320.77 60 Days 3 0 0 0 3 665,912.00 0.00 0.00 0.00 665,912.00 90 Days 1 0 0 0 1 629,014.11 0.00 0.00 0.00 629,014.11 120 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 15 0 0 0 15 3,790,246.88 0.00 0.00 0.00 3,790,246.88 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.842912% 0.000000% 0.000000% 0.000000% 0.842912% 0.680318% 0.000000% 0.000000% 0.000000% 0.680318% 60 Days 0.229885% 0.000000% 0.000000% 0.000000% 0.229885% 0.181552% 0.000000% 0.000000% 0.000000% 0.181552% 90 Days 0.076628% 0.000000% 0.000000% 0.000000% 0.076628% 0.171493% 0.000000% 0.000000% 0.000000% 0.171493% 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 1.149425% 0.000000% 0.000000% 0.000000% 1.149425% 1.033363% 0.000000% 0.000000% 0.000000% 1.033363%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 34,128.51
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 322,268.00 0.02187218% 322,268.00 0.02268894% Fraud 17,484,519.00 1.18666621% 17,484,519.00 1.23097918% Special Hazard 8,742,260.00 0.59333314% 8,742,260.00 0.61548962% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.443004% Weighted Average Net Coupon 5.125363% Weighted Average Pass-Through Rate 5.106448% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 5,239 Number Of Loans Paid In Full 74 Ending Scheduled Collateral Loan Count 5,165 Beginning Scheduled Collateral Balance 1,444,937,709.58 Ending Scheduled Collateral Balance 1,420,374,878.54 Ending Actual Collateral Balance at 31-Aug-2004 1,420,857,249.15 Monthly P &I Constant 7,139,493.59 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 585,491.81 Unscheduled Principal 23,977,339.23
Miscellaneous Reporting Rolling 3 month Delinquency Rate 0.1752% Excess Cash 1,750,389.94 Grp 1 Excess Interest 1,767.92 Grp 1 Excess Interest 3,884.90 Extra Principal Distribution 919,351.15 Overcollateralized Amount 2,995,945.74 Overcollateralization Deficiency 0.00 Overcollateralization Increase 919,351.15 Overcollateralization Release 0.00 Target Overcollateralization 2,995,945.74 Trigger Event - 3 mo Delinq Rate > 5.25% NO Grp 4 Prefunding Balance 10,333,325.67
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 4.665339 5.286152 4.730615 Weighted Average Net Rate 4.317729 4.932948 4.371387 Weighted Average Maturity 356 356 356 Beginning Loan Count 211 792 521 Loans Paid In Full 2 9 7 Ending Loan Count 209 783 514 Beginning Scheduled Balance 105,286,966.15 312,926,669.09 106,075,204.92 Ending scheduled Balance 103,955,545.51 310,700,671.82 104,593,866.96 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 449,919.92 1,499,442.64 486,506.48 Scheduled Principal 40,587.08 120,961.07 68,339.00 Unscheduled Principal 1,290,833.56 2,105,036.20 1,412,998.96 Scheduled Interest 409,332.84 1,378,481.57 418,167.48 Servicing Fees 30,499.06 92,105.75 31,754.35 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 2,548.09 7,057.05 1,420.96 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 376,285.69 1,279,318.77 384,992.17 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 4.288687 4.905886 4.355312
Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6A 30Y Alt A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.100670 4.688100 6.064665 Weighted Average Net Rate 4.738780 4.313100 5.807129 Weighted Average Maturity 356 356 356 Beginning Loan Count 1,111 191 1,080 Loans Paid In Full 11 2 15 Ending Loan Count 1,100 189 1,065 Beginning Scheduled Balance 222,760,709.36 107,403,843.85 211,127,140.33 Ending scheduled Balance 220,348,204.20 106,127,413.68 207,982,290.65 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 1,065,639.78 436,640.30 1,149,397.40 Scheduled Principal 118,782.41 17,040.31 82,384.58 Unscheduled Principal 2,293,722.75 1,259,389.86 3,062,465.10 Scheduled Interest 946,857.37 419,599.99 1,067,012.82 Servicing Fees 67,179.06 33,563.70 45,310.67 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 4,702.44 3,580.12 1,265.56 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 874,975.87 382,456.17 1,020,436.59 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 4.713448 4.273100 5.799936
Group Level Collateral Statement Group G6B 30Y Alt A Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 6.056191 5.443004 Weighted Average Net Rate 5.796602 5.125363 Weighted Average Maturity 357.00 358.00 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 2,051,947.07 7,139,493.59 Beginning Loan Count 1,333 5,239 Loans Paid In Full 28 74 Ending Loan Count 1,305 5,165 Beginning Scheduled Balance 379,357,175.88 1,444,937,709.58 Ending Scheduled Balance 366,666,885.72 1,420,374,878.54 Scheduled Principal 137,397.36 585,491.81 Unscheduled Principal 12,552,892.80 23,977,339.23 Scheduled Interest 1,914,549.71 6,554,001.78 Servicing Fee 82,064.17 382,476.76 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 2,201.78 22,776.00 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 1,830,283.76 6,148,749.02 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 5.789637 5.106448
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 G6A 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 G6B 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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