-----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, SmGQblFrWBDgItx5Vh/xPSJ6XDqQSrhbS6BhZLMTDNkZpAyibuT+zALA7g2m3Xjf 6UvFPzYhHdWx7TJ4Bhnh2w== 0001056404-04-003277.txt : 20041004 0001056404-04-003277.hdr.sgml : 20041004 20041004110311 ACCESSION NUMBER: 0001056404-04-003277 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040925 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041004 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES, SERIES 2004-AR8 CENTRAL INDEX KEY: 0001301925 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: 333-107055-34 FILM NUMBER: 041060650 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 csf04ar8_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-AR8 Trust (Exact name of registrant as specified in its charter) New York (governing law of 333-107055-34 Pooling and Servicing Agreement) (Commission 54-6636523 (State or other File Number) 54-6636524 jurisdiction 54-6636525 of Incorporation) 54-6636526 54-6636527 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-AR8 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-AR8 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-AR8 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: 10/1/2004 INDEX TO EXHIBITS Exhibit Number Description EX-99.1 Monthly report distributed to holders of Mortgage-Backed P/T Certificates, Series 2004-AR8 Trust, relating to the September 27, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 8/31/2004 Distribution Date: 9/27/2004 CSF Series: 2004-AR8 Contact: Customer Service - CTSLink Wells Fargo Bank, N.A. Securities Administration Services 7485 New Horizon Way Frederick, MD 21703 Telephone: (301) 815-6600 Fax: (301) 815-6660 Certificateholder Distribution Summary Certificate Certificate Beginning Class Pass-Through Certificate Interest Principal Class CUSIP Description Rate Balance Distribution Distribution 1-A-1 22541SXD5 SEN 4.85570% 95,000,000.00 384,409.24 611,494.68 AR 22541SXZ6 RES 4.85570% 50.00 0.21 50.00 AR-L 22541SYA0 RES 4.85570% 50.00 0.20 50.00 2-A-1 22541SXE3 SEN 4.67051% 183,500,000.00 714,198.85 1,939,282.56 3-A-1 22541SXF0 SEN 3.18062% 55,920,000.00 148,216.76 429,274.10 4-A-1 22541SXG8 SEN 4.80329% 45,010,000.00 180,163.34 55,225.51 5-A-1 22541SXH6 SEN 4.27303% 84,550,000.00 301,070.46 145,266.44 6-A-1 22541SXJ2 SEN 4.78427% 176,240,000.00 702,649.39 1,883,475.32 7-A-1 22541SXK9 SEN 4.12219% 67,900,000.00 233,247.44 35,511.01 8-A-1 22541SXL7 SEN 2.02000% 232,580,000.00 404,559.99 6,167,972.19 8-A-2 22541SXM5 SEN 2.02000% 161,700,000.00 281,268.17 3,696,641.24 8-A-3 22541SXN3 SEN 1.88000% 37,500,000.00 60,708.33 1,143,055.42 8-A-4 22541SXP8 SEN 2.16000% 12,500,000.00 23,250.00 0.00 8-A-5 22541SXQ6 SEN 1.97000% 20,000,000.00 33,927.78 457,222.17 8-A-6 22541SYX0 SEN 2.49000% 47,970,000.00 102,855.68 677,445.96 8-M-1 22541SXR4 MEZ 2.29000% 31,580,000.00 62,274.01 0.00 8-M-2 22541SXS2 MEZ 2.96000% 11,277,000.00 28,743.82 0.00 8-M-3 22541SXT0 MEZ 3.74000% 5,920,000.00 19,065.69 0.00 8-M-4 22541SXU7 MEZ 4.64000% 2,818,741.00 11,262.44 0.00 C-B-1 22541SXV5 SUB 2.29000% 43,970,000.00 86,706.40 15,992.58 C-B-1X 22541SXY9 SUB-IO 2.14811% 0.00 78,710.43 0.00 C-B-2 22541SXW3 SUB 4.51445% 12,450,000.00 46,837.38 4,528.26 C-B-3 22541SXX1 SUB 4.51445% 4,280,000.00 16,101.52 1,556.70 C-B-4 22541SYB8 SUB 4.51445% 3,110,000.00 11,699.94 1,131.16 C-B-5 22541SYC6 SUB 4.51445% 3,890,000.00 14,634.33 1,414.85 C-B-6 22541SYD4 SUB 4.51445% 2,337,334.00 8,793.14 850.13 8-X 22541SYE2 OC 0.00000% 0.00 0.00 0.00 Totals 1,342,003,175.00 3,955,354.94 17,267,440.28
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 94,388,505.32 995,903.92 0.00 AR 0.00 0.00 50.21 0.00 AR-L 0.00 0.00 50.20 0.00 2-A-1 0.00 181,560,717.44 2,653,481.41 0.00 3-A-1 0.00 55,490,725.90 577,490.86 0.00 4-A-1 0.00 44,954,774.49 235,388.85 0.00 5-A-1 0.00 84,404,733.56 446,336.90 0.00 6-A-1 0.00 174,356,524.68 2,586,124.71 0.00 7-A-1 0.00 67,864,488.99 268,758.45 0.00 8-A-1 0.00 226,412,027.81 6,572,532.18 0.00 8-A-2 0.00 158,003,358.76 3,977,909.41 0.00 8-A-3 0.00 36,356,944.58 1,203,763.75 0.00 8-A-4 0.00 12,500,000.00 23,250.00 0.00 8-A-5 0.00 19,542,777.83 491,149.95 0.00 8-A-6 0.00 47,292,554.04 780,301.64 0.00 8-M-1 0.00 31,580,000.00 62,274.01 0.00 8-M-2 0.00 11,277,000.00 28,743.82 0.00 8-M-3 0.00 5,920,000.00 19,065.69 0.00 8-M-4 0.00 2,818,741.00 11,262.44 0.00 C-B-1 0.00 43,954,007.42 102,698.98 0.00 C-B-1X 0.00 0.00 78,710.43 0.00 C-B-2 0.00 12,445,471.74 51,365.64 0.00 C-B-3 0.00 4,278,443.30 17,658.22 0.00 C-B-4 0.00 3,108,868.84 12,831.10 0.00 C-B-5 0.00 3,888,585.15 16,049.18 0.00 C-B-6 0.00 2,336,483.87 9,643.27 0.00 8-X 0.00 1,739,642.47 0.00 0.00 Totals 0.00 1,326,475,377.19 21,222,795.22 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 95,000,000.00 95,000,000.00 14,268.86 597,225.81 0.00 0.00 AR 50.00 50.00 1.17 48.83 0.00 0.00 AR-L 50.00 50.00 1.17 48.83 0.00 0.00 2-A-1 183,500,000.00 183,500,000.00 41,912.88 1,897,369.68 0.00 0.00 3-A-1 55,920,000.00 55,920,000.00 3,168.06 426,106.04 0.00 0.00 4-A-1 45,010,000.00 45,010,000.00 35,333.45 19,892.06 0.00 0.00 5-A-1 84,550,000.00 84,550,000.00 42,910.24 102,356.20 0.00 0.00 6-A-1 176,240,000.00 176,240,000.00 100,102.91 1,783,372.41 0.00 0.00 7-A-1 67,900,000.00 67,900,000.00 19,849.90 15,661.11 0.00 0.00 8-A-1 232,580,000.00 232,580,000.00 0.00 6,167,972.19 0.00 0.00 8-A-2 161,700,000.00 161,700,000.00 0.00 3,696,641.24 0.00 0.00 8-A-3 37,500,000.00 37,500,000.00 0.00 1,143,055.42 0.00 0.00 8-A-4 12,500,000.00 12,500,000.00 0.00 0.00 0.00 0.00 8-A-5 20,000,000.00 20,000,000.00 0.00 457,222.17 0.00 0.00 8-A-6 47,970,000.00 47,970,000.00 0.00 677,445.96 0.00 0.00 8-M-1 31,580,000.00 31,580,000.00 0.00 0.00 0.00 0.00 8-M-2 11,277,000.00 11,277,000.00 0.00 0.00 0.00 0.00 8-M-3 5,920,000.00 5,920,000.00 0.00 0.00 0.00 0.00 8-M-4 2,818,741.00 2,818,741.00 0.00 0.00 0.00 0.00 C-B-1 43,970,000.00 43,970,000.00 15,992.58 0.00 0.00 0.00 C-B-1X 0.00 0.00 0.00 0.00 0.00 0.00 C-B-2 12,450,000.00 12,450,000.00 4,528.26 0.00 0.00 0.00 C-B-3 4,280,000.00 4,280,000.00 1,556.70 0.00 0.00 0.00 C-B-4 3,110,000.00 3,110,000.00 1,131.16 0.00 0.00 0.00 C-B-5 3,890,000.00 3,890,000.00 1,414.85 0.00 0.00 0.00 C-B-6 2,337,334.00 2,337,334.00 850.13 0.00 0.00 0.00 8-X 0.00 0.00 0.00 0.00 0.00 0.00 Totals 1,342,003,175.00 1,342,003,175.00 283,022.32 16,984,417.95 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-1 611,494.68 94,388,505.32 0.99356321 611,494.68 AR 50.00 0.00 0.00000000 50.00 AR-L 50.00 0.00 0.00000000 50.00 2-A-1 1,939,282.56 181,560,717.44 0.98943170 1,939,282.56 3-A-1 429,274.10 55,490,725.90 0.99232342 429,274.10 4-A-1 55,225.51 44,954,774.49 0.99877304 55,225.51 5-A-1 145,266.44 84,404,733.56 0.99828189 145,266.44 6-A-1 1,883,475.32 174,356,524.68 0.98931301 1,883,475.32 7-A-1 35,511.01 67,864,488.99 0.99947701 35,511.01 8-A-1 6,167,972.19 226,412,027.81 0.97348021 6,167,972.19 8-A-2 3,696,641.24 158,003,358.76 0.97713889 3,696,641.24 8-A-3 1,143,055.42 36,356,944.58 0.96951852 1,143,055.42 8-A-4 0.00 12,500,000.00 1.00000000 0.00 8-A-5 457,222.17 19,542,777.83 0.97713889 457,222.17 8-A-6 677,445.96 47,292,554.04 0.98587772 677,445.96 8-M-1 0.00 31,580,000.00 1.00000000 0.00 8-M-2 0.00 11,277,000.00 1.00000000 0.00 8-M-3 0.00 5,920,000.00 1.00000000 0.00 8-M-4 0.00 2,818,741.00 1.00000000 0.00 C-B-1 15,992.58 43,954,007.42 0.99963628 15,992.58 C-B-1X 0.00 0.00 0.00000000 0.00 C-B-2 4,528.26 12,445,471.74 0.99963628 4,528.26 C-B-3 1,556.70 4,278,443.30 0.99963629 1,556.70 C-B-4 1,131.16 3,108,868.84 0.99963628 1,131.16 C-B-5 1,414.85 3,888,585.15 0.99963629 1,414.85 C-B-6 850.13 2,336,483.87 0.99963628 850.13 8-X 0.00 1,739,642.47 0.00000000 0.00 Totals 17,267,440.28 1,326,475,377.19 0.98842939 17,267,440.28
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 95,000,000.00 1000.00000000 0.15019853 6.28658747 0.00000000 AR 50.00 1000.00000000 23.40000000 976.60000000 0.00000000 AR-L 50.00 1000.00000000 23.40000000 976.60000000 0.00000000 2-A-1 183,500,000.00 1000.00000000 0.22840807 10.33988926 0.00000000 3-A-1 55,920,000.00 1000.00000000 0.05665343 7.61992203 0.00000000 4-A-1 45,010,000.00 1000.00000000 0.78501333 0.44194757 0.00000000 5-A-1 84,550,000.00 1000.00000000 0.50751319 1.21059965 0.00000000 6-A-1 176,240,000.00 1000.00000000 0.56799200 10.11899915 0.00000000 7-A-1 67,900,000.00 1000.00000000 0.29234021 0.23064963 0.00000000 8-A-1 232,580,000.00 1000.00000000 0.00000000 26.51978756 0.00000000 8-A-2 161,700,000.00 1000.00000000 0.00000000 22.86110847 0.00000000 8-A-3 37,500,000.00 1000.00000000 0.00000000 30.48147787 0.00000000 8-A-4 12,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-A-5 20,000,000.00 1000.00000000 0.00000000 22.86110850 0.00000000 8-A-6 47,970,000.00 1000.00000000 0.00000000 14.12228393 0.00000000 8-M-1 31,580,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-M-2 11,277,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-M-3 5,920,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-M-4 2,818,741.00 1000.00000000 0.00000000 0.00000000 0.00000000 C-B-1 43,970,000.00 1000.00000000 0.36371572 0.00000000 0.00000000 C-B-1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 12,450,000.00 1000.00000000 0.36371566 0.00000000 0.00000000 C-B-3 4,280,000.00 1000.00000000 0.36371495 0.00000000 0.00000000 C-B-4 3,110,000.00 1000.00000000 0.36371704 0.00000000 0.00000000 C-B-5 3,890,000.00 1000.00000000 0.36371465 0.00000000 0.00000000 C-B-6 2,337,334.00 1000.00000000 0.36371781 0.00000000 0.00000000 8-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 6.43678611 993.56321389 0.99356321 6.43678611 AR 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 AR-L 0.00000000 1,000.00000000 0.00000000 0.00000000 1,000.00000000 2-A-1 0.00000000 10.56829733 989.43170267 0.98943170 10.56829733 3-A-1 0.00000000 7.67657546 992.32342454 0.99232342 7.67657546 4-A-1 0.00000000 1.22696090 998.77303910 0.99877304 1.22696090 5-A-1 0.00000000 1.71811283 998.28188717 0.99828189 1.71811283 6-A-1 0.00000000 10.68699115 989.31300885 0.98931301 10.68699115 7-A-1 0.00000000 0.52298984 999.47701016 0.99947701 0.52298984 8-A-1 0.00000000 26.51978756 973.48021244 0.97348021 26.51978756 8-A-2 0.00000000 22.86110847 977.13889153 0.97713889 22.86110847 8-A-3 0.00000000 30.48147787 969.51852213 0.96951852 30.48147787 8-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-A-5 0.00000000 22.86110850 977.13889150 0.97713889 22.86110850 8-A-6 0.00000000 14.12228393 985.87771607 0.98587772 14.12228393 8-M-1 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-M-2 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-M-3 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-M-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 C-B-1 0.00000000 0.36371572 999.63628428 0.99963628 0.36371572 C-B-1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 0.00000000 0.36371566 999.63628434 0.99963628 0.36371566 C-B-3 0.00000000 0.36371495 999.63628505 0.99963629 0.36371495 C-B-4 0.00000000 0.36371704 999.63628296 0.99963628 0.36371704 C-B-5 0.00000000 0.36371465 999.63628535 0.99963629 0.36371465 C-B-6 0.00000000 0.36371781 999.63628219 0.99963628 0.36371781 8-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 95,000,000.00 4.85570% 95,000,000.00 384,409.24 0.00 0.00 AR 50.00 4.85570% 50.00 0.20 0.00 0.00 AR-L 50.00 4.85570% 50.00 0.20 0.00 0.00 2-A-1 183,500,000.00 4.67051% 183,500,000.00 714,198.85 0.00 0.00 3-A-1 55,920,000.00 3.18062% 55,920,000.00 148,216.76 0.00 0.00 4-A-1 45,010,000.00 4.80329% 45,010,000.00 180,163.34 0.00 0.00 5-A-1 84,550,000.00 4.27303% 84,550,000.00 301,070.46 0.00 0.00 6-A-1 176,240,000.00 4.78427% 176,240,000.00 702,649.39 0.00 0.00 7-A-1 67,900,000.00 4.12219% 67,900,000.00 233,247.44 0.00 0.00 8-A-1 232,580,000.00 2.02000% 232,580,000.00 404,559.99 0.00 0.00 8-A-2 161,700,000.00 2.02000% 161,700,000.00 281,268.17 0.00 0.00 8-A-3 37,500,000.00 1.88000% 37,500,000.00 60,708.33 0.00 0.00 8-A-4 12,500,000.00 2.16000% 12,500,000.00 23,250.00 0.00 0.00 8-A-5 20,000,000.00 1.97000% 20,000,000.00 33,927.78 0.00 0.00 8-A-6 47,970,000.00 2.49000% 47,970,000.00 102,855.68 0.00 0.00 8-M-1 31,580,000.00 2.29000% 31,580,000.00 62,274.01 0.00 0.00 8-M-2 11,277,000.00 2.96000% 11,277,000.00 28,743.82 0.00 0.00 8-M-3 5,920,000.00 3.74000% 5,920,000.00 19,065.69 0.00 0.00 8-M-4 2,818,741.00 4.64000% 2,818,741.00 11,262.44 0.00 0.00 C-B-1 43,970,000.00 2.29000% 43,970,000.00 86,706.40 0.00 0.00 C-B-1X 0.00 2.14811% 43,970,000.00 78,710.43 0.00 0.00 C-B-2 12,450,000.00 4.51445% 12,450,000.00 46,837.38 0.00 0.00 C-B-3 4,280,000.00 4.51445% 4,280,000.00 16,101.52 0.00 0.00 C-B-4 3,110,000.00 4.51445% 3,110,000.00 11,699.94 0.00 0.00 C-B-5 3,890,000.00 4.51445% 3,890,000.00 14,634.33 0.00 0.00 C-B-6 2,337,334.00 4.51445% 2,337,334.00 8,793.14 0.00 0.00 8-X 0.00 0.00000% 563,845,741.69 0.00 0.00 0.00 Totals 1,342,003,175.00 3,955,354.93 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 0.00 384,409.24 0.00 94,388,505.32 AR 0.00 0.00 0.21 0.00 0.00 AR-L 0.00 0.00 0.20 0.00 0.00 2-A-1 0.00 0.00 714,198.85 0.00 181,560,717.44 3-A-1 0.00 0.00 148,216.76 0.00 55,490,725.90 4-A-1 0.00 0.00 180,163.34 0.00 44,954,774.49 5-A-1 0.00 0.00 301,070.46 0.00 84,404,733.56 6-A-1 0.00 0.00 702,649.39 0.00 174,356,524.68 7-A-1 0.00 0.00 233,247.44 0.00 67,864,488.99 8-A-1 0.00 0.00 404,559.99 0.00 226,412,027.81 8-A-2 0.00 0.00 281,268.17 0.00 158,003,358.76 8-A-3 0.00 0.00 60,708.33 0.00 36,356,944.58 8-A-4 0.00 0.00 23,250.00 0.00 12,500,000.00 8-A-5 0.00 0.00 33,927.78 0.00 19,542,777.83 8-A-6 0.00 0.00 102,855.68 0.00 47,292,554.04 8-M-1 0.00 0.00 62,274.01 0.00 31,580,000.00 8-M-2 0.00 0.00 28,743.82 0.00 11,277,000.00 8-M-3 0.00 0.00 19,065.69 0.00 5,920,000.00 8-M-4 0.00 0.00 11,262.44 0.00 2,818,741.00 C-B-1 0.00 0.00 86,706.40 0.00 43,954,007.42 C-B-1X 0.00 0.00 78,710.43 0.00 43,954,007.42 C-B-2 0.00 0.00 46,837.38 0.00 12,445,471.74 C-B-3 0.00 0.00 16,101.52 0.00 4,278,443.30 C-B-4 0.00 0.00 11,699.94 0.00 3,108,868.84 C-B-5 0.00 0.00 14,634.33 0.00 3,888,585.15 C-B-6 0.00 0.00 8,793.14 0.00 2,336,483.87 8-X 0.00 0.00 0.00 0.00 553,443,046.48 Totals 0.00 0.00 3,955,354.94 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 95,000,000.00 4.85570% 1000.00000000 4.04641305 0.00000000 0.00000000 AR 50.00 4.85570% 1000.00000000 4.00000000 0.00000000 0.00000000 AR-L 50.00 4.85570% 1000.00000000 4.00000000 0.00000000 0.00000000 2-A-1 183,500,000.00 4.67051% 1000.00000000 3.89209183 0.00000000 0.00000000 3-A-1 55,920,000.00 3.18062% 1000.00000000 2.65051431 0.00000000 0.00000000 4-A-1 45,010,000.00 4.80329% 1000.00000000 4.00274028 0.00000000 0.00000000 5-A-1 84,550,000.00 4.27303% 1000.00000000 3.56085701 0.00000000 0.00000000 6-A-1 176,240,000.00 4.78427% 1000.00000000 3.98688941 0.00000000 0.00000000 7-A-1 67,900,000.00 4.12219% 1000.00000000 3.43516112 0.00000000 0.00000000 8-A-1 232,580,000.00 2.02000% 1000.00000000 1.73944445 0.00000000 0.00000000 8-A-2 161,700,000.00 2.02000% 1000.00000000 1.73944447 0.00000000 0.00000000 8-A-3 37,500,000.00 1.88000% 1000.00000000 1.61888880 0.00000000 0.00000000 8-A-4 12,500,000.00 2.16000% 1000.00000000 1.86000000 0.00000000 0.00000000 8-A-5 20,000,000.00 1.97000% 1000.00000000 1.69638900 0.00000000 0.00000000 8-A-6 47,970,000.00 2.49000% 1000.00000000 2.14416677 0.00000000 0.00000000 8-M-1 31,580,000.00 2.29000% 1000.00000000 1.97194459 0.00000000 0.00000000 8-M-2 11,277,000.00 2.96000% 1000.00000000 2.54888889 0.00000000 0.00000000 8-M-3 5,920,000.00 3.74000% 1000.00000000 3.22055574 0.00000000 0.00000000 8-M-4 2,818,741.00 4.64000% 1000.00000000 3.99555688 0.00000000 0.00000000 C-B-1 43,970,000.00 2.29000% 1000.00000000 1.97194451 0.00000000 0.00000000 C-B-1X 0.00 2.14811% 1000.00000000 1.79009393 0.00000000 0.00000000 C-B-2 12,450,000.00 4.51445% 1000.00000000 3.76203855 0.00000000 0.00000000 C-B-3 4,280,000.00 4.51445% 1000.00000000 3.76203738 0.00000000 0.00000000 C-B-4 3,110,000.00 4.51445% 1000.00000000 3.76203859 0.00000000 0.00000000 C-B-5 3,890,000.00 4.51445% 1000.00000000 3.76203856 0.00000000 0.00000000 C-B-6 2,337,334.00 4.51445% 1000.00000000 3.76203829 0.00000000 0.00000000 8-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 4.04641305 0.00000000 993.56321389 AR 0.00000000 0.00000000 4.20000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 4.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.89209183 0.00000000 989.43170267 3-A-1 0.00000000 0.00000000 2.65051431 0.00000000 992.32342454 4-A-1 0.00000000 0.00000000 4.00274028 0.00000000 998.77303910 5-A-1 0.00000000 0.00000000 3.56085701 0.00000000 998.28188717 6-A-1 0.00000000 0.00000000 3.98688941 0.00000000 989.31300885 7-A-1 0.00000000 0.00000000 3.43516112 0.00000000 999.47701016 8-A-1 0.00000000 0.00000000 1.73944445 0.00000000 973.48021244 8-A-2 0.00000000 0.00000000 1.73944447 0.00000000 977.13889153 8-A-3 0.00000000 0.00000000 1.61888880 0.00000000 969.51852213 8-A-4 0.00000000 0.00000000 1.86000000 0.00000000 1000.00000000 8-A-5 0.00000000 0.00000000 1.69638900 0.00000000 977.13889150 8-A-6 0.00000000 0.00000000 2.14416677 0.00000000 985.87771607 8-M-1 0.00000000 0.00000000 1.97194459 0.00000000 1000.00000000 8-M-2 0.00000000 0.00000000 2.54888889 0.00000000 1000.00000000 8-M-3 0.00000000 0.00000000 3.22055574 0.00000000 1000.00000000 8-M-4 0.00000000 0.00000000 3.99555688 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 1.97194451 0.00000000 999.63628428 C-B-1X 0.00000000 0.00000000 1.79009393 0.00000000 999.63628428 C-B-2 0.00000000 0.00000000 3.76203855 0.00000000 999.63628434 C-B-3 0.00000000 0.00000000 3.76203738 0.00000000 999.63628505 C-B-4 0.00000000 0.00000000 3.76203859 0.00000000 999.63628296 C-B-5 0.00000000 0.00000000 3.76203856 0.00000000 999.63628535 C-B-6 0.00000000 0.00000000 3.76203829 0.00000000 999.63628219 8-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 21,594,809.11 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 19,141.76 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 21,613,950.87 Withdrawals Reimbursement for Servicer Advances 0.00 Payment of Service Fee 391,155.65 Payment of Interest and Principal 21,222,795.22 Total Withdrawals (Pool Distribution Amount) 21,613,950.87 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 367,382.54 External Master Servicing Fee 18,865.99 PMI Fee 4,907.12 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 391,155.65
OTHER ACCOUNTS Beginning Current Current Ending Account Type Balance Withdrawals Deposits Balance Grp 8 Basis Risk Reserve Fund 5,000.00 0.00 0.00 5,000.00 C-B-1 Basis Risk Reserve Fund 5,000.00 0.00 0.00 5,000.00 8-M-4 Interest Rate Cap Account 0.00 0.00 0.00 0.00 8-A-5 Interest Rate Cap Account 0.00 0.00 0.00 0.00
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 10 0 0 0 10 3,041,999.11 0.00 0.00 0.00 3,041,999.11 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 10 0 0 0 10 3,041,999.11 0.00 0.00 0.00 3,041,999.11 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 0.202963% 0.000000% 0.000000% 0.000000% 0.202963% 0.229254% 0.000000% 0.000000% 0.000000% 0.229254% 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 0.202963% 0.000000% 0.000000% 0.000000% 0.202963% 0.229254% 0.000000% 0.000000% 0.000000% 0.229254%
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 G8C 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 1 0 0 0 1 230,000.00 0.00 0.00 0.00 230,000.00 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 1 230,000.00 0.00 0.00 0.00 230,000.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.440414% 0.000000% 0.000000% 0.000000% 0.440414% 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 0.515464% 0.000000% 0.000000% 0.000000% 0.515464% 0.440414% 0.000000% 0.000000% 0.000000% 0.440414% 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 G6 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G7 30Y Jumbo A Arm No of Loans No of Loans No of Loans No of Loans No of Loans Principal Balance Principal Balance Principal Balance Principal Balance Principal Balance 0-29 Days 0 0 0 0 0.00 0.00 0.00 0.00 30 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 60 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 90 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 60 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 90 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 120 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 150 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 180 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% Totals 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G8A 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 6 0 0 0 6 1,189,879.67 0.00 0.00 0.00 1,189,879.67 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 6 0 0 0 6 1,189,879.67 0.00 0.00 0.00 1,189,879.67 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.445104% 0.000000% 0.000000% 0.000000% 0.445104% 0.474355% 0.000000% 0.000000% 0.000000% 0.474355% 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 0.445104% 0.000000% 0.000000% 0.000000% 0.445104% 0.474355% 0.000000% 0.000000% 0.000000% 0.474355% DELINQUENT BANKRUPTCY FORECLOSURE REO Total G8B 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 3 0 0 0 3 1,622,119.44 0.00 0.00 0.00 1,622,119.44 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 1,622,119.44 0.00 0.00 0.00 1,622,119.44 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.397351% 0.000000% 0.000000% 0.000000% 0.397351% 0.647258% 0.000000% 0.000000% 0.000000% 0.647258% 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 0.397351% 0.000000% 0.000000% 0.000000% 0.397351% 0.647258% 0.000000% 0.000000% 0.000000% 0.647258%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 19,141.76
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 271,051.00 0.02019749% 271,051.00 0.02043393% Fraud 15,563,149.00 1.15969539% 15,563,149.00 1.17327085% Special Hazard 7,781,575.00 0.57984773% 7,781,575.00 0.58663546% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.440635% Weighted Average Net Coupon 5.112126% Weighted Average Pass-Through Rate 5.090869% Weighted Average Maturity(Stepdown Calculation ) 358 Beginning Scheduled Collateral Loan Count 4,985 Number Of Loans Paid In Full 58 Ending Scheduled Collateral Loan Count 4,927 Beginning Scheduled Collateral Balance 1,342,003,175.01 Ending Scheduled Collateral Balance 1,326,475,377.98 Ending Actual Collateral Balance at 31-Aug-2004 1,326,910,429.29 Monthly P &I Constant 6,652,486.95 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 568,029.52 Unscheduled Principal 14,959,768.99
Miscellaneous Reporting Rolling 3 month Delinquency Rate 0.000000% Excess Cash 1,739,641.78 Grp 1 Excess Interest 1,548.49 Grp 1 Excess Interest 3,227.95 Extra Principal Distribution 1,739,641.78 Overcollateralized Amount 1,739,642.47 Overcollateralization Deficiency 1,361,509.11 Overcollateralization Increase 1,739,641.78 Overcollateralization Release 0.00 Target Overcollateralization 3,101,151.58 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 5.161525 5.080339 3.555616 Weighted Average Net Rate 4.857489 4.709700 3.180616 Weighted Average Maturity 358 357 358 Beginning Loan Count 283 372 246 Loans Paid In Full 1 2 2 Ending Loan Count 282 370 244 Beginning Scheduled Balance 104,395,758.79 201,650,155.72 61,452,000.14 Ending scheduled Balance 103,782,752.67 199,706,727.52 61,022,412.63 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 464,717.10 899,767.88 185,564.55 Scheduled Principal 15,682.64 46,058.52 3,481.47 Unscheduled Principal 597,323.48 1,897,369.68 426,106.04 Scheduled Interest 449,034.46 853,709.36 182,083.08 Servicing Fees 26,450.06 62,282.96 19,203.75 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 1,276.36 6,585.57 0.00 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 421,308.04 784,840.83 162,879.33 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 4.842818 4.670510 3.180616
Group Level Collateral Statement Group G4 30Y Jumbo A Arm G5 30Y Jumbo A Arm G6 30Y Jumbo A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 5.199358 4.683826 5.201559 Weighted Average Net Rate 4.832464 4.314110 4.830929 Weighted Average Maturity 356 357 357 Beginning Loan Count 187 466 956 Loans Paid In Full 0 1 7 Ending Loan Count 187 465 949 Beginning Scheduled Balance 49,461,497.72 92,909,693.73 193,676,914.93 Ending scheduled Balance 49,402,777.73 92,760,184.63 191,783,535.58 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 253,134.64 409,796.91 949,525.22 Scheduled Principal 38,827.93 47,152.90 110,006.94 Unscheduled Principal 19,892.06 102,356.20 1,783,372.41 Scheduled Interest 214,306.71 362,644.01 839,518.28 Servicing Fees 15,122.64 28,625.15 59,818.78 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 1,202.59 1,632.43 4,871.67 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 197,981.48 332,386.43 774,827.83 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 4.803287 4.293026 4.800745
Group Level Collateral Statement Group G7 30Y Jumbo A Arm G8A 30Y Alt A Arm G8B 30Y Alt A Arm Collateral Description Mixed ARM Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.537239 6.326541 6.335061 Weighted Average Net Rate 4.162238 6.054827 6.056817 Weighted Average Maturity 357.00 357.00 357.00 Record Date 08/31/2004 08/31/2004 08/31/2004 Principal And Interest Constant 303,920.07 1,491,723.53 1,485,305.22 Beginning Loan Count 133 1,374 772 Loans Paid In Full 0 26 17 Ending Loan Count 133 1,348 755 Beginning Scheduled Balance 74,611,413.77 256,010,006.34 255,033,748.37 Ending Scheduled Balance 74,573,940.74 250,725,724.18 250,495,723.09 Scheduled Principal 21,811.92 142,008.68 138,926.57 Unscheduled Principal 15,661.11 5,142,273.48 4,399,098.71 Scheduled Interest 282,108.15 1,349,714.85 1,346,378.65 Servicing Fee 23,316.07 57,967.91 59,134.64 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 2,489.88 3,392.68 2,321.93 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 256,302.20 1,288,354.26 1,284,922.08 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 4.122193 6.038925 6.045892
Group Level Collateral Statement Group G8C 30Y Alt A Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.658004 5.440635 Weighted Average Net Rate 4.306640 5.112126 Weighted Average Maturity 357.00 358.00 Record Date 08/31/2004 08/31/2004 Principal And Interest Constant 209,031.83 6,652,486.95 Beginning Loan Count 196 4,985 Loans Paid In Full 2 58 Ending Loan Count 194 4,927 Beginning Scheduled Balance 52,801,986.98 1,342,003,176.49 Ending Scheduled Balance 52,221,599.21 1,326,475,377.98 Scheduled Principal 4,071.95 568,029.52 Unscheduled Principal 576,315.82 14,959,768.99 Scheduled Interest 204,959.88 6,084,457.43 Servicing Fee 15,460.58 367,382.54 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 0.00 23,773.11 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 189,499.30 5,693,301.78 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 4.306640 5.090869
Miscellaneous Reporting Group G1 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G2 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G3 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G4 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G5 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G6 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G7 30Y Jumbo A Arm Insurance Proceeds 0.00 Net Liquidation Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Subsequent Loss Recoveries 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00 Group G8A 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 Net Liquidation Proceeds 0.00 Subsequent Loss Recoveries 0.00 Group G8B 30Y Alt A Arm Insurance Proceeds 0.00 Repurchase Principal 0.00 Subsequent Losses 0.00 Substitution Amount 0.00 Substitution Adjustment Amount 0.00
Miscellaneous Reporting Group G8C 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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