-----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, DMU41b5N6lPFUZIzsamhI0m4OJ2pYtGk4xCjN0u0q94IBjjPtOg0gPIjRPVuU659 NRPXi39JitZvQEv/E1lLEQ== 0001056404-04-004396.txt : 20041206 0001056404-04-004396.hdr.sgml : 20041206 20041206152457 ACCESSION NUMBER: 0001056404-04-004396 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20041126 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20041206 DATE AS OF CHANGE: 20041206 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] IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-107055-34 FILM NUMBER: 041186229 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_nov.txt NOVEMBER 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): November 26, 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 54-6636523 Pooling and Servicing Agreement) (Commission 54-6636524 (State or other File Number) 54-6636525 jurisdiction 54-6636526 of Incorporation) 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 November 26, 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 November 26, 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: 12/4/2004 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 November 26, 2004 distribution. EX-99.1
Credit Suisse First Boston Mortgage Securities Corp. Mortgage Pass-Through Certificates Record Date: 10/31/2004 Distribution Date: 11/26/2004 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 4.85818% 90,450,982.79 366,189.42 1,910,177.89 AR 22541SXZ6 RES 4.85467% 0.00 0.00 0.00 AR-L 22541SYA0 RES 4.85467% 0.00 0.00 0.00 2-A-1 22541SXE3 SEN 4.67064% 178,609,753.75 695,185.13 1,895,894.95 3-A-1 22541SXF0 SEN 3.18885% 54,421,196.03 144,617.52 970,357.33 4-A-1 22541SXG8 SEN 4.80401% 44,900,811.34 179,753.38 1,822,167.29 5-A-1 22541SXH6 SEN 4.26761% 82,307,102.32 292,712.47 1,082,422.67 6-A-1 22541SXJ2 SEN 4.78333% 172,565,001.69 687,862.89 1,839,154.24 7-A-1 22541SXK9 SEN 4.12286% 66,451,477.33 228,308.42 919,045.99 8-A-1 22541SXL7 SEN 2.31250% 222,341,721.61 457,035.76 3,707,966.55 8-A-2 22541SXM5 SEN 2.31250% 152,665,025.27 313,811.44 4,701,348.52 8-A-3 22541SXN3 SEN 2.17250% 34,706,253.95 67,021.63 1,453,725.58 8-A-4 22541SXP8 SEN 2.45250% 12,500,000.00 27,250.00 0.00 8-A-5 22541SXQ6 SEN 2.26250% 18,882,501.58 37,974.81 581,490.23 8-A-6 22541SYX0 SEN 2.49000% 45,809,564.68 101,391.84 1,336,437.51 8-M-1 22541SXR4 MEZ 2.58250% 31,580,000.00 72,493.64 0.00 8-M-2 22541SXS2 MEZ 3.25250% 11,277,000.00 32,603.06 0.00 8-M-3 22541SXT0 MEZ 4.03250% 5,920,000.00 21,219.91 0.00 8-M-4 22541SXU7 MEZ 4.93250% 2,818,741.00 12,358.61 0.00 C-B-1 22541SXV5 SUB 2.58250% 43,937,970.57 100,862.05 16,073.34 C-B-1X 22541SXY9 SUB-IO 1.75995% 0.00 64,440.68 0.00 C-B-2 22541SXW3 SUB 4.51462% 12,440,930.94 46,805.07 4,551.13 C-B-3 22541SXX1 SUB 4.51462% 4,276,882.28 16,090.42 1,564.56 C-B-4 22541SYB8 SUB 4.51462% 3,107,734.56 11,691.87 1,136.87 C-B-5 22541SYC6 SUB 4.51462% 3,887,166.38 14,624.24 1,422.00 C-B-6 22541SYD4 SUB 4.51462% 2,335,631.40 8,787.08 854.42 8-X 22541SYE2 OC 0.00000% 3,101,151.58 1,511,554.27 0.00 Totals 1,301,294,601.05 5,512,645.61 22,245,791.07
Certificateholder Distribution Summary (continued) Current Ending Cumulative Realized Certificate Total Realized Class Loss Balance Distribution Losses 1-A-1 0.00 88,540,804.90 2,276,367.31 0.00 AR 0.00 0.00 0.00 0.00 AR-L 0.00 0.00 0.00 0.00 2-A-1 0.00 176,713,858.80 2,591,080.08 0.00 3-A-1 0.00 53,450,838.70 1,114,974.85 0.00 4-A-1 0.00 43,078,644.05 2,001,920.67 0.00 5-A-1 0.00 81,224,679.65 1,375,135.14 0.00 6-A-1 0.00 170,725,847.45 2,527,017.13 0.00 7-A-1 0.00 65,532,431.34 1,147,354.41 0.00 8-A-1 0.00 218,633,755.06 4,165,002.31 0.00 8-A-2 0.00 147,963,676.75 5,015,159.96 0.00 8-A-3 0.00 33,252,528.37 1,520,747.21 0.00 8-A-4 0.00 12,500,000.00 27,250.00 0.00 8-A-5 0.00 18,301,011.35 619,465.04 0.00 8-A-6 0.00 44,473,127.17 1,437,829.35 0.00 8-M-1 0.00 31,580,000.00 72,493.64 0.00 8-M-2 0.00 11,277,000.00 32,603.06 0.00 8-M-3 0.00 5,920,000.00 21,219.91 0.00 8-M-4 0.00 2,818,741.00 12,358.61 0.00 C-B-1 0.00 43,921,897.24 116,935.39 0.00 C-B-1X 0.00 0.00 64,440.68 0.00 C-B-2 0.00 12,436,379.82 51,356.20 0.00 C-B-3 0.00 4,275,317.72 17,654.98 0.00 C-B-4 0.00 3,106,597.69 12,828.74 0.00 C-B-5 0.00 3,885,744.38 16,046.24 0.00 C-B-6 0.00 2,334,776.98 9,641.50 0.00 8-X 0.00 3,101,151.58 1,511,554.27 0.00 Totals 0.00 1,279,048,810.00 27,758,436.68 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 90,450,982.79 11,949.97 1,898,227.92 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-1 183,500,000.00 178,609,753.75 41,418.84 1,854,476.11 0.00 0.00 3-A-1 55,920,000.00 54,421,196.03 3,179.66 967,177.67 0.00 0.00 4-A-1 45,010,000.00 44,900,811.34 35,722.58 1,786,444.71 0.00 0.00 5-A-1 84,550,000.00 82,307,102.32 42,016.46 1,040,406.21 0.00 0.00 6-A-1 176,240,000.00 172,565,001.69 99,242.49 1,739,911.75 0.00 0.00 7-A-1 67,900,000.00 66,451,477.33 19,967.24 899,078.75 0.00 0.00 8-A-1 232,580,000.00 222,341,721.61 0.00 3,707,966.55 0.00 0.00 8-A-2 161,700,000.00 152,665,025.27 0.00 4,701,348.52 0.00 0.00 8-A-3 37,500,000.00 34,706,253.95 0.00 1,453,725.58 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 18,882,501.58 0.00 581,490.23 0.00 0.00 8-A-6 47,970,000.00 45,809,564.68 0.00 1,336,437.51 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 43,937,970.57 16,073.34 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 12,440,930.94 4,551.13 0.00 0.00 0.00 C-B-3 4,280,000.00 4,276,882.28 1,564.56 0.00 0.00 0.00 C-B-4 3,110,000.00 3,107,734.56 1,136.87 0.00 0.00 0.00 C-B-5 3,890,000.00 3,887,166.38 1,422.00 0.00 0.00 0.00 C-B-6 2,337,334.00 2,335,631.40 854.42 0.00 0.00 0.00 8-X 0.00 3,101,151.58 0.00 0.00 0.00 0.00 Totals 1,342,003,175.00 1,301,294,601.05 279,099.56 21,966,691.51 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 1,910,177.89 88,540,804.90 0.93200847 1,910,177.89 AR 0.00 0.00 0.00000000 0.00 AR-L 0.00 0.00 0.00000000 0.00 2-A-1 1,895,894.95 176,713,858.80 0.96301830 1,895,894.95 3-A-1 970,357.33 53,450,838.70 0.95584476 970,357.33 4-A-1 1,822,167.29 43,078,644.05 0.95709051 1,822,167.29 5-A-1 1,082,422.67 81,224,679.65 0.96067037 1,082,422.67 6-A-1 1,839,154.24 170,725,847.45 0.96871225 1,839,154.24 7-A-1 919,045.99 65,532,431.34 0.96513154 919,045.99 8-A-1 3,707,966.55 218,633,755.06 0.94003678 3,707,966.55 8-A-2 4,701,348.52 147,963,676.75 0.91505057 4,701,348.52 8-A-3 1,453,725.58 33,252,528.37 0.88673409 1,453,725.58 8-A-4 0.00 12,500,000.00 1.00000000 0.00 8-A-5 581,490.23 18,301,011.35 0.91505057 581,490.23 8-A-6 1,336,437.51 44,473,127.17 0.92710292 1,336,437.51 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 16,073.34 43,921,897.24 0.99890601 16,073.34 C-B-1X 0.00 0.00 0.00000000 0.00 C-B-2 4,551.13 12,436,379.82 0.99890601 4,551.13 C-B-3 1,564.56 4,275,317.72 0.99890601 1,564.56 C-B-4 1,136.87 3,106,597.69 0.99890601 1,136.87 C-B-5 1,422.00 3,885,744.38 0.99890601 1,422.00 C-B-6 854.42 2,334,776.98 0.99890601 854.42 8-X 0.00 3,101,151.58 0.00000000 0.00 Totals 22,245,791.07 1,279,048,810.00 0.95308926 22,245,791.07
Principal Distribution Factors Statement Original Beginning Scheduled Unscheduled Face Certificate Principal Principal Class (2) Amount Balance Distribution Distribution Accretion 1-A-1 95,000,000.00 952.11560832 0.12578916 19.98134653 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-1 183,500,000.00 973.35015668 0.22571575 10.10613684 0.00000000 3-A-1 55,920,000.00 973.19735390 0.05686087 17.29573802 0.00000000 4-A-1 45,010,000.00 997.57412442 0.79365874 39.68995134 0.00000000 5-A-1 84,550,000.00 973.47252892 0.49694216 12.30521833 0.00000000 6-A-1 176,240,000.00 979.14776265 0.56310991 9.87239985 0.00000000 7-A-1 67,900,000.00 978.66682371 0.29406834 13.24121870 0.00000000 8-A-1 232,580,000.00 955.97954085 0.00000000 15.94275755 0.00000000 8-A-2 161,700,000.00 944.12507897 0.00000000 29.07451156 0.00000000 8-A-3 37,500,000.00 925.50010533 0.00000000 38.76601547 0.00000000 8-A-4 12,500,000.00 1000.00000000 0.00000000 0.00000000 0.00000000 8-A-5 20,000,000.00 944.12507900 0.00000000 29.07451150 0.00000000 8-A-6 47,970,000.00 954.96278257 0.00000000 27.85986054 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 43,970,000.00 999.27156175 0.36555242 0.00000000 0.00000000 C-B-1X 0.00 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 12,450,000.00 999.27156145 0.36555261 0.00000000 0.00000000 C-B-3 4,280,000.00 999.27156075 0.36555140 0.00000000 0.00000000 C-B-4 3,110,000.00 999.27156270 0.36555305 0.00000000 0.00000000 C-B-5 3,890,000.00 999.27156298 0.36555270 0.00000000 0.00000000 C-B-6 2,337,334.00 999.27156324 0.36555323 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 20.10713568 932.00847263 0.93200847 20.10713568 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 10.33185259 963.01830409 0.96301830 10.33185259 3-A-1 0.00000000 17.35259889 955.84475501 0.95584476 17.35259889 4-A-1 0.00000000 40.48361009 957.09051433 0.95709051 40.48361009 5-A-1 0.00000000 12.80216050 960.67036842 0.96067037 12.80216050 6-A-1 0.00000000 10.43550976 968.71225289 0.96871225 10.43550976 7-A-1 0.00000000 13.53528704 965.13153667 0.96513154 13.53528704 8-A-1 0.00000000 15.94275755 940.03678330 0.94003678 15.94275755 8-A-2 0.00000000 29.07451156 915.05056741 0.91505057 29.07451156 8-A-3 0.00000000 38.76601547 886.73408987 0.88673409 38.76601547 8-A-4 0.00000000 0.00000000 1,000.00000000 1.00000000 0.00000000 8-A-5 0.00000000 29.07451150 915.05056750 0.91505057 29.07451150 8-A-6 0.00000000 27.85986054 927.10292203 0.92710292 27.85986054 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 0.36555242 998.90600955 0.99890601 0.36555242 C-B-1X 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 C-B-2 0.00000000 0.36555261 998.90600964 0.99890601 0.36555261 C-B-3 0.00000000 0.36555140 998.90600935 0.99890601 0.36555140 C-B-4 0.00000000 0.36555305 998.90600965 0.99890601 0.36555305 C-B-5 0.00000000 0.36555270 998.90601028 0.99890601 0.36555270 C-B-6 0.00000000 0.36555323 998.90601001 0.99890601 0.36555323 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 4.85818% 90,450,982.79 366,189.42 0.00 0.00 AR 50.00 4.85467% 0.00 0.00 0.00 0.00 AR-L 50.00 4.85467% 0.00 0.00 0.00 0.00 2-A-1 183,500,000.00 4.67064% 178,609,753.75 695,185.13 0.00 0.00 3-A-1 55,920,000.00 3.18885% 54,421,196.03 144,617.52 0.00 0.00 4-A-1 45,010,000.00 4.80401% 44,900,811.34 179,753.38 0.00 0.00 5-A-1 84,550,000.00 4.26761% 82,307,102.32 292,712.47 0.00 0.00 6-A-1 176,240,000.00 4.78333% 172,565,001.69 687,862.89 0.00 0.00 7-A-1 67,900,000.00 4.12286% 66,451,477.33 228,308.42 0.00 0.00 8-A-1 232,580,000.00 2.31250% 222,341,721.61 457,035.76 0.00 0.00 8-A-2 161,700,000.00 2.31250% 152,665,025.27 313,811.44 0.00 0.00 8-A-3 37,500,000.00 2.17250% 34,706,253.95 67,021.63 0.00 0.00 8-A-4 12,500,000.00 2.45250% 12,500,000.00 27,250.00 0.00 0.00 8-A-5 20,000,000.00 2.26250% 18,882,501.58 37,974.81 0.00 0.00 8-A-6 47,970,000.00 2.49000% 45,809,564.68 101,391.84 0.00 0.00 8-M-1 31,580,000.00 2.58250% 31,580,000.00 72,493.64 0.00 0.00 8-M-2 11,277,000.00 3.25250% 11,277,000.00 32,603.06 0.00 0.00 8-M-3 5,920,000.00 4.03250% 5,920,000.00 21,219.91 0.00 0.00 8-M-4 2,818,741.00 4.93250% 2,818,741.00 12,358.61 0.00 0.00 C-B-1 43,970,000.00 2.58250% 43,937,970.57 100,862.05 0.00 0.00 C-B-1X 0.00 1.75995% 43,937,970.57 64,440.68 0.00 0.00 C-B-2 12,450,000.00 4.51462% 12,440,930.94 46,805.07 0.00 0.00 C-B-3 4,280,000.00 4.51462% 4,276,882.28 16,090.42 0.00 0.00 C-B-4 3,110,000.00 4.51462% 3,107,734.56 11,691.87 0.00 0.00 C-B-5 3,890,000.00 4.51462% 3,887,166.38 14,624.24 0.00 0.00 C-B-6 2,337,334.00 4.51462% 2,335,631.40 8,787.08 0.00 0.00 8-X 0.00 0.00000% 541,601,959.68 0.00 0.00 0.00 Totals 1,342,003,175.00 4,001,091.34 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 0.00 366,189.42 0.00 88,540,804.90 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 0.00 695,185.13 0.00 176,713,858.80 3-A-1 0.00 0.00 144,617.52 0.00 53,450,838.70 4-A-1 0.00 0.00 179,753.38 0.00 43,078,644.05 5-A-1 0.00 0.00 292,712.47 0.00 81,224,679.65 6-A-1 0.00 0.00 687,862.89 0.00 170,725,847.45 7-A-1 0.00 0.00 228,308.42 0.00 65,532,431.34 8-A-1 0.00 0.00 457,035.76 0.00 218,633,755.06 8-A-2 0.00 0.00 313,811.44 0.00 147,963,676.75 8-A-3 0.00 0.00 67,021.63 0.00 33,252,528.37 8-A-4 0.00 0.00 27,250.00 0.00 12,500,000.00 8-A-5 0.00 0.00 37,974.81 0.00 18,301,011.35 8-A-6 0.00 0.00 101,391.84 0.00 44,473,127.17 8-M-1 0.00 0.00 72,493.64 0.00 31,580,000.00 8-M-2 0.00 0.00 32,603.06 0.00 11,277,000.00 8-M-3 0.00 0.00 21,219.91 0.00 5,920,000.00 8-M-4 0.00 0.00 12,358.61 0.00 2,818,741.00 C-B-1 0.00 0.00 100,862.05 0.00 43,921,897.24 C-B-1X 0.00 0.00 64,440.68 0.00 43,921,897.24 C-B-2 0.00 0.00 46,805.07 0.00 12,436,379.82 C-B-3 0.00 0.00 16,090.42 0.00 4,275,317.72 C-B-4 0.00 0.00 11,691.87 0.00 3,106,597.69 C-B-5 0.00 0.00 14,624.24 0.00 3,885,744.38 C-B-6 0.00 0.00 8,787.08 0.00 2,334,776.98 8-X 0.00 0.00 1,511,554.27 0.00 529,820,991.29 Totals 0.00 0.00 5,512,645.61 0.00 (4) Amount Does Not Include Excess Special Hazard, Bankruptcy, or Fraud Losses Unless Otherwise Disclosed. Please Refer to the Prospectus Supplement for a Full Description.
Interest Distribution Factors Statement Beginning Payment of Original Current Certificate/ Current Unpaid Current Face Certificate Notional Accrued Interest Interest Class (5) Amount Rate Balance Interest Shortfall Shortfall 1-A-1 95,000,000.00 4.85818% 952.11560832 3.85462547 0.00000000 0.00000000 AR 50.00 4.85467% 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 50.00 4.85467% 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 183,500,000.00 4.67064% 973.35015668 3.78847482 0.00000000 0.00000000 3-A-1 55,920,000.00 3.18885% 973.19735390 2.58615021 0.00000000 0.00000000 4-A-1 45,010,000.00 4.80401% 997.57412442 3.99363208 0.00000000 0.00000000 5-A-1 84,550,000.00 4.26761% 973.47252892 3.46200438 0.00000000 0.00000000 6-A-1 176,240,000.00 4.78333% 979.14776265 3.90298962 0.00000000 0.00000000 7-A-1 67,900,000.00 4.12286% 978.66682371 3.36242150 0.00000000 0.00000000 8-A-1 232,580,000.00 2.31250% 955.97954085 1.96506905 0.00000000 0.00000000 8-A-2 161,700,000.00 2.31250% 944.12507897 1.94070155 0.00000000 0.00000000 8-A-3 37,500,000.00 2.17250% 925.50010533 1.78724347 0.00000000 0.00000000 8-A-4 12,500,000.00 2.45250% 1000.00000000 2.18000000 0.00000000 0.00000000 8-A-5 20,000,000.00 2.26250% 944.12507900 1.89874050 0.00000000 0.00000000 8-A-6 47,970,000.00 2.49000% 954.96278257 2.11365103 0.00000000 0.00000000 8-M-1 31,580,000.00 2.58250% 1000.00000000 2.29555541 0.00000000 0.00000000 8-M-2 11,277,000.00 3.25250% 1000.00000000 2.89111111 0.00000000 0.00000000 8-M-3 5,920,000.00 4.03250% 1000.00000000 3.58444426 0.00000000 0.00000000 8-M-4 2,818,741.00 4.93250% 1000.00000000 4.38444327 0.00000000 0.00000000 C-B-1 43,970,000.00 2.58250% 999.27156175 2.29388333 0.00000000 0.00000000 C-B-1X 0.00 1.75995% 999.27156175 1.46556015 0.00000000 0.00000000 C-B-2 12,450,000.00 4.51462% 999.27156145 3.75944337 0.00000000 0.00000000 C-B-3 4,280,000.00 4.51462% 999.27156075 3.75944393 0.00000000 0.00000000 C-B-4 3,110,000.00 4.51462% 999.27156270 3.75944373 0.00000000 0.00000000 C-B-5 3,890,000.00 4.51462% 999.27156298 3.75944473 0.00000000 0.00000000 C-B-6 2,337,334.00 4.51462% 999.27156324 3.75944559 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 3.85462547 0.00000000 932.00847263 AR 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 AR-L 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2-A-1 0.00000000 0.00000000 3.78847482 0.00000000 963.01830409 3-A-1 0.00000000 0.00000000 2.58615021 0.00000000 955.84475501 4-A-1 0.00000000 0.00000000 3.99363208 0.00000000 957.09051433 5-A-1 0.00000000 0.00000000 3.46200438 0.00000000 960.67036842 6-A-1 0.00000000 0.00000000 3.90298962 0.00000000 968.71225289 7-A-1 0.00000000 0.00000000 3.36242150 0.00000000 965.13153667 8-A-1 0.00000000 0.00000000 1.96506905 0.00000000 940.03678330 8-A-2 0.00000000 0.00000000 1.94070155 0.00000000 915.05056741 8-A-3 0.00000000 0.00000000 1.78724347 0.00000000 886.73408987 8-A-4 0.00000000 0.00000000 2.18000000 0.00000000 1000.00000000 8-A-5 0.00000000 0.00000000 1.89874050 0.00000000 915.05056750 8-A-6 0.00000000 0.00000000 2.11365103 0.00000000 927.10292203 8-M-1 0.00000000 0.00000000 2.29555541 0.00000000 1000.00000000 8-M-2 0.00000000 0.00000000 2.89111111 0.00000000 1000.00000000 8-M-3 0.00000000 0.00000000 3.58444426 0.00000000 1000.00000000 8-M-4 0.00000000 0.00000000 4.38444327 0.00000000 1000.00000000 C-B-1 0.00000000 0.00000000 2.29388333 0.00000000 998.90600955 C-B-1X 0.00000000 0.00000000 1.46556015 0.00000000 998.90600955 C-B-2 0.00000000 0.00000000 3.75944337 0.00000000 998.90600964 C-B-3 0.00000000 0.00000000 3.75944393 0.00000000 998.90600935 C-B-4 0.00000000 0.00000000 3.75944373 0.00000000 998.90600965 C-B-5 0.00000000 0.00000000 3.75944473 0.00000000 998.90601028 C-B-6 0.00000000 0.00000000 3.75944559 0.00000000 998.90601001 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 28,125,780.58 Liquidations, Insurance Proceeds, Reserve Funds 0.00 Proceeds from Repurchased Loans 0.00 Other Amounts (Servicer Advances) 37,854.84 Realized Loss (Gains, Subsequent Expenses & Recoveries) 0.00 Prepayment Penalties 0.00 Total Deposits 28,163,635.42 Withdrawals Reimbursement for Servicer Advances 25,548.57 Payment of Service Fee 379,650.17 Payment of Interest and Principal 27,758,436.68 Total Withdrawals (Pool Distribution Amount) 28,163,635.42 Ending Balance 0.00
PREPAYMENT/CURTAILMENT INTEREST SHORTFALL Total Prepayment/Curtailment Interest Shortfall 0.00 Servicing Fee Support 0.00 Non-Supported Prepayment/Curtailment Interest Shortfall 0.00
SERVICING FEES Gross Servicing Fee 356,495.41 External Master Servicing Fee 18,256.53 PMI Fee 4,898.23 Supported Prepayment/Curtailment Interest Shortfall 0.00 Net Servicing Fee 379,650.17
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 22 0 0 0 22 3,920,438.12 0.00 0.00 0.00 3,920,438.12 60 Days 7 0 0 0 7 1,323,838.60 0.00 0.00 0.00 1,323,838.60 90 Days 3 0 0 0 3 1,007,119.44 0.00 0.00 0.00 1,007,119.44 120 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 32 0 0 0 32 6,251,396.16 0.00 0.00 0.00 6,251,396.16 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 0.459194% 0.000000% 0.000000% 0.000000% 0.459194% 0.306393% 0.000000% 0.000000% 0.000000% 0.306393% 60 Days 0.146107% 0.000000% 0.000000% 0.000000% 0.146107% 0.103462% 0.000000% 0.000000% 0.000000% 0.103462% 90 Days 0.062617% 0.000000% 0.000000% 0.000000% 0.062617% 0.078709% 0.000000% 0.000000% 0.000000% 0.078709% 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 0.667919% 0.000000% 0.000000% 0.000000% 0.667919% 0.488564% 0.000000% 0.000000% 0.000000% 0.488564%
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 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 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 6 0 0 0 6 1,000,172.01 0.00 0.00 0.00 1,000,172.01 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 1,000,172.01 0.00 0.00 0.00 1,000,172.01 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.641711% 0.000000% 0.000000% 0.000000% 0.641711% 0.531367% 0.000000% 0.000000% 0.000000% 0.531367% 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 0.641711% 0.000000% 0.000000% 0.000000% 0.641711% 0.531367% 0.000000% 0.000000% 0.000000% 0.531367% 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 13 0 0 0 13 1,685,825.47 0.00 0.00 0.00 1,685,825.47 60 Days 5 0 0 0 5 793,967.45 0.00 0.00 0.00 793,967.45 90 Days 1 0 0 0 1 360,000.00 0.00 0.00 0.00 360,000.00 120 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 19 0 0 0 19 2,839,792.92 0.00 0.00 0.00 2,839,792.92 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.988593% 0.000000% 0.000000% 0.000000% 0.988593% 0.692324% 0.000000% 0.000000% 0.000000% 0.692324% 60 Days 0.380228% 0.000000% 0.000000% 0.000000% 0.380228% 0.326061% 0.000000% 0.000000% 0.000000% 0.326061% 90 Days 0.076046% 0.000000% 0.000000% 0.000000% 0.076046% 0.147842% 0.000000% 0.000000% 0.000000% 0.147842% 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 1.444867% 0.000000% 0.000000% 0.000000% 1.444867% 1.166227% 0.000000% 0.000000% 0.000000% 1.166227% 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 1,234,440.64 0.00 0.00 0.00 1,234,440.64 60 Days 2 0 0 0 2 529,871.15 0.00 0.00 0.00 529,871.15 90 Days 2 0 0 0 2 647,119.44 0.00 0.00 0.00 647,119.44 120 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 150 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 180 Days 0 0 0 0 0 0.00 0.00 0.00 0.00 0.00 Totals 7 0 0 0 7 2,411,431.23 0.00 0.00 0.00 2,411,431.23 0-29 Days 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 0.000000% 30 Days 0.416089% 0.000000% 0.000000% 0.000000% 0.416089% 0.520800% 0.000000% 0.000000% 0.000000% 0.520800% 60 Days 0.277393% 0.000000% 0.000000% 0.000000% 0.277393% 0.223548% 0.000000% 0.000000% 0.000000% 0.223548% 90 Days 0.277393% 0.000000% 0.000000% 0.000000% 0.277393% 0.273014% 0.000000% 0.000000% 0.000000% 0.273014% 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 0.970874% 0.000000% 0.000000% 0.000000% 0.970874% 1.017363% 0.000000% 0.000000% 0.000000% 1.017363%
OTHER INFORMATION Current Period Class A Insufficient Funds 0.00 Principal Balance of Contaminated Properties 0.00 Periodic Advance 37,854.84
CREDIT ENHANCEMENT Original $ Original % Current $ Current % Bankruptcy 271,051.00 0.02019749% 271,051.00 0.02119161% Fraud 15,563,149.00 1.15969539% 15,563,149.00 1.21677522% Special Hazard 7,781,575.00 0.57984773% 7,781,575.00 0.60838765% Limit of Subordinate's Exposure to Certain Types of Losses
COLLATERAL STATEMENT Collateral Description Mixed ARM Weighted Average Gross Coupon 5.433631% Weighted Average Net Coupon 5.104886% Weighted Average Pass-Through Rate 5.083533% Weighted Average Maturity(Stepdown Calculation ) 356 Beginning Scheduled Collateral Loan Count 4,855 Number Of Loans Paid In Full 64 Ending Scheduled Collateral Loan Count 4,791 Beginning Scheduled Collateral Balance 1,301,294,601.86 Ending Scheduled Collateral Balance 1,279,048,810.79 Ending Actual Collateral Balance at 31-Oct-2004 1,279,545,491.24 Monthly P &I Constant 6,447,586.56 Special Servicing Fee 0.00 Prepayment Penalties 0.00 Realized Loss Amount 0.00 Cumulative Realized Loss 0.00 Scheduled Principal 555,291.08 Unscheduled Principal 21,690,499.99
Miscellaneous Reporting Rolling 3 month Delinquency Rate 0.002093% Excess Cash 1,511,554.27 Grp 1 Excess Interest 1,510.97 Grp 1 Excess Interest 3,166.37 Extra Principal Distribution 0.00 Overcollateralized Amount 3,101,151.58 Overcollateralization Deficiency 0.00 Overcollateralization Increase 0.00 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 5.173662 5.080326 3.563848 Weighted Average Net Rate 4.871928 4.709792 3.188848 Weighted Average Maturity 356 355 356 Beginning Loan Count 275 366 242 Loans Paid In Full 5 3 4 Ending Loan Count 270 363 238 Beginning Scheduled Balance 99,843,872.72 196,751,604.86 59,952,566.36 Ending scheduled Balance 97,932,453.88 194,851,502.89 58,981,885.85 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 443,656.33 878,594.40 181,554.39 Scheduled Principal 13,190.92 45,625.86 3,502.84 Unscheduled Principal 1,898,227.92 1,854,476.11 967,177.67 Scheduled Interest 430,465.41 832,968.54 178,051.55 Servicing Fees 25,105.31 60,752.60 18,735.18 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 1,143.67 6,419.09 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 404,216.43 765,796.85 159,316.37 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 4.858182 4.670641 3.188848
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 5.200055 4.678563 5.204074 Weighted Average Net Rate 4.833176 4.308977 4.833528 Weighted Average Maturity 354 355 355 Beginning Loan Count 187 455 941 Loans Paid In Full 6 4 6 Ending Loan Count 181 451 935 Beginning Scheduled Balance 49,345,299.22 90,658,293.85 189,982,046.24 Ending scheduled Balance 47,519,595.94 89,571,608.03 188,132,875.42 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 253,090.45 399,738.41 933,159.56 Scheduled Principal 39,258.57 46,279.61 109,259.07 Unscheduled Principal 1,786,444.71 1,040,406.21 1,739,911.75 Scheduled Interest 213,831.88 353,458.80 823,900.49 Servicing Fees 15,086.46 27,921.72 58,664.25 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 1,199.25 1,614.08 4,780.78 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 197,546.17 323,923.00 760,455.46 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 4.804012 4.287612 4.803330
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 4.537906 6.325814 6.318822 Weighted Average Net Rate 4.162906 6.054574 6.040109 Weighted Average Maturity 355.00 355.00 355.00 Record Date 10/31/2004 10/31/2004 10/31/2004 Principal And Interest Constant 298,639.76 1,440,789.73 1,416,918.04 Beginning Loan Count 131 1,330 738 Loans Paid In Full 2 15 17 Ending Loan Count 129 1,315 721 Beginning Scheduled Balance 73,158,958.93 247,075,165.66 243,635,251.85 Ending Scheduled Balance 72,237,897.49 243,367,199.11 236,898,687.52 Scheduled Principal 21,982.69 138,330.07 134,011.48 Unscheduled Principal 899,078.75 3,569,636.48 6,602,552.85 Scheduled Interest 276,657.07 1,302,459.66 1,282,906.56 Servicing Fee 22,862.17 55,847.23 56,587.00 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 2,441.47 3,288.56 2,267.86 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 251,353.43 1,243,323.87 1,224,051.70 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 4.122860 6.038602 6.028939
Group Level Collateral Statement Group G8C 30Y Alt A Arm Total Collateral Description Mixed ARM Mixed ARM Weighted Average Coupon Rate 4.659215 5.433631 Weighted Average Net Rate 4.307090 5.104886 Weighted Average Maturity 355.00 356.00 Record Date 10/31/2004 10/31/2004 Principal And Interest Constant 201,445.49 6,447,586.56 Beginning Loan Count 190 4,855 Loans Paid In Full 2 64 Ending Loan Count 188 4,791 Beginning Scheduled Balance 50,891,542.17 1,301,294,601.86 Ending Scheduled Balance 49,555,104.66 1,279,048,810.79 Scheduled Principal 3,849.97 555,291.08 Unscheduled Principal 1,332,587.54 21,690,499.99 Scheduled Interest 197,595.52 5,892,295.48 Servicing Fee 14,933.49 356,495.41 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 23,154.76 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 182,662.03 5,512,645.31 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 4.307090 5.083533
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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